CIK: 0001275228 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 13, 2020
Total Value ($000): $668,667 (0.1% shares, 99.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 32,111,000 | $26,364 | 3.9% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 20,815,000 | $21,912 | 3.3% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MICROCHIP TECHNOLOGY INC | 18,213,000 | $18,906 | 2.8% | $1.13 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | AKAMAI TECHNOLOGIES INC | 16,535,000 | $18,625 | 2.8% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PALO ALTO NETWORKS INC | 18,844,000 | $18,379 | 2.7% | $1.04 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SPLUNK INC | 16,676,000 | $18,128 | 2.7% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | LIVE NATION ENTERTAINMENT IN | 18,471,000 | $17,774 | 2.7% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | SILICON LABORATORIES INC | 14,620,000 | $16,369 | 2.4% | $1.12 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | MERITOR INC | 17,016,000 | $14,750 | 2.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BLACKSTONE MTG TR INC | 18,498,000 | $14,737 | 2.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MARRIOTT VACTINS WORLDWID CO | 18,626,000 | $14,699 | 2.2% | $0.86 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | WESTERN DIGITAL CORP. | 16,719,000 | $14,691 | 2.2% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | WORKDAY INC | 12,937,000 | $14,532 | 2.2% | $1.17 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | TWITTER INC | 16,116,000 | $14,529 | 2.2% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | VERINT SYS INC | 14,262,000 | $13,998 | 2.1% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | DEXCOM INC | 7,595,000 | $13,442 | 2.0% | $1.49 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | NEW RELIC INC | 15,383,000 | $13,079 | 2.0% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | ILLUMINA INC | 13,372,000 | $12,946 | 1.9% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | ON SEMICONDUCTOR CORP | 11,502,000 | $11,568 | 1.7% | $0.95 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | FORTIVE CORP | 12,104,000 | $11,341 | 1.7% | $0.94 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | ARES CAPITAL CORP | 12,146,000 | $11,122 | 1.7% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | ON SEMICONDUCTOR CORP | 10,388,000 | $10,489 | 1.6% | $1.14 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | SQUARE INC | 9,351,000 | $9,803 | 1.5% | $1.18 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | PURE STORAGE INC | 11,122,000 | $9,729 | 1.5% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | JAZZ INVESTMENTS I LTD | 10,961,000 | $9,644 | 1.4% | $0.99 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ZENDESK INC | 7,733,000 | $9,247 | 1.4% | $1.34 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | STARWOOD PPTY TR INC | 11,056,000 | $9,093 | 1.4% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | PRICELINE GRP INC | 8,083,000 | $9,021 | 1.3% | $1.48 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | DOCUSIGN INC | 6,305,000 | $8,972 | 1.3% | $1.25 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | WIX COM LTD | 8,917,000 | $8,909 | 1.3% | $1.10 | — | NOTE 7/0 | 92940WAB5 |
| — | TERADYNE INC | 4,867,000 | $8,829 | 1.3% | $1.54 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | FTI CONSULTING INC | 6,464,000 | $8,539 | 1.3% | $1.24 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | GREENBRIER COS INC | 10,981,000 | $8,532 | 1.3% | $1.08 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | NUANCE COMMUNICATIONS INC | 7,725,000 | $8,470 | 1.3% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | ZILLOW GROUP INC | 9,846,000 | $8,428 | 1.3% | $0.86 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | ARES CAPITAL CORP | 8,622,000 | $7,574 | 1.1% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CHEGG INC | 4,988,000 | $7,193 | 1.1% | $1.44 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | KBR INC | 6,611,000 | $6,981 | 1.0% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | EXACT SCIENCES CORP | 8,087,000 | $6,878 | 1.0% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | EXACT SCIENCES CORP | 6,126,000 | $6,740 | 1.0% | $1.04 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | COLONY STARWOOD HOMES | 6,168,000 | $6,652 | 1.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | FIREEYE INC | 7,635,000 | $6,531 | 1.0% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ILLUMINA INC | 4,778,000 | $5,903 | 0.9% | $1.19 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | EURONET WORLDWIDE INC | 6,392,000 | $5,870 | 0.9% | $0.92 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | WAYFAIR INC | 7,593,000 | $5,859 | 0.9% | $0.77 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | LIBERTY MEDIA CORP DEL | 6,098,000 | $5,823 | 0.9% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | NUANCE COMMUNICATIONS INC | 5,930,000 | $5,748 | 0.9% | $0.94 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | HERBALIFE LTD | 6,940,000 | $5,640 | 0.8% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | CONMED CORP | 5,907,000 | $5,553 | 0.8% | $0.94 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CHINA LODGING GROUP LTD | 5,547,000 | $5,408 | 0.8% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | TWILIO INC | 3,807,000 | $5,376 | 0.8% | $1.66 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | NEUROCRINE BIOSCIENCES INC | 3,920,000 | $5,113 | 0.8% | $1.42 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ENVESTNET INC | 4,827,000 | $5,028 | 0.8% | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | RH | 5,759,000 | $4,691 | 0.7% | $1.09 | — | NOTE 6/1 | 74967XAA1 |
| — | TUTOR PERINI CORP | 4,945,000 | $4,668 | 0.7% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | TESLA INC | 2,996,000 | $4,633 | 0.7% | $1.55 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SPIRIT RLTY CAP INC NEW | 4,782,000 | $4,610 | 0.7% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SUPERNUS PHARMACEUTICALS INC | 5,414,000 | $4,431 | 0.7% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | FIVE9 INC | 2,202,000 | $4,223 | 0.6% | $1.40 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | OIL STS INTL INC | 5,204,000 | $4,129 | 0.6% | $0.88 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | MICROCHIP TECHNOLOGY INC | 2,675,000 | $3,927 | 0.6% | $1.47 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ETSY INC | 3,000,000 | $3,828 | 0.6% | $1.28 | — | NOTE 3/0 | 29786AAC0 |
| — | PRICELINE GRP INC | 3,750,000 | $3,749 | 0.6% | $1.12 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | J2 GLOBAL INC | 3,000,000 | $3,702 | 0.6% | $1.23 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | OSI SYSTEMS INC | 3,958,000 | $3,700 | 0.6% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | NICE SYS INC | 2,019,000 | $3,615 | 0.5% | $1.26 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | MERCADOLIBRE INC | 2,568,000 | $3,398 | 0.5% | $1.46 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | LIBERTY MEDIA CORP DEL | 6,698,000 | $3,196 | 0.5% | $0.85 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | LIBERTY MEDIA CORP DEL | 2,951,000 | $2,838 | 0.4% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WELLPOINT INC | 890,000 | $2,826 | 0.4% | $2.76 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | LUMENTUM HLDGS INC | 2,028,000 | $2,770 | 0.4% | $1.37 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | WEIBO CORP | 3,113,000 | $2,661 | 0.4% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ALTAIR ENGR INC | 2,912,000 | $2,561 | 0.4% | $1.07 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | RINGCENTRAL INC | 959,000 | $2,536 | 0.4% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | ALZA CORP | 1,385,000 | $2,501 | 0.4% | $1.66 | — | SDCV 7/2 | 02261WAB5 |
| — | JAZZ INVESTMENTS I LTD | 2,493,000 | $2,431 | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | REPLIGEN CORP | 2,274,000 | $2,430 | 0.4% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NUVASIVE INC | 2,169,000 | $2,302 | 0.3% | $1.26 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,758,000 | $2,255 | 0.3% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | CTRIP COM INTL LTD | 2,027,000 | $2,018 | 0.3% | $1.09 | — | DBCV 1.990% 7/0 | 22943FAH3 |
| — | CAESARS ENTMT CORP | 1,334,000 | $1,478 | 0.2% | $1.75 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | INSULET CORP | 704,000 | $1,300 | 0.2% | $1.70 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | WAYFAIR INC | 1,640,000 | $1,147 | 0.2% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,000,000 | $931 | 0.1% | $0.93 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SERVICENOW INC | 326,000 | $695 | 0.1% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | SM ENERGY CO | 1,600,000 | $600 | 0.1% | $1.06 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | AVAYA HLDGS CORP | 73,619 | $596 | 0.1% | $22.14 | — | COM | 05351X101 |
| — | IQIYI INC | 471,000 | $486 | 0.1% | $1.03 | — | NOTE 3.750%12/0 | 46267XAB4 |
| — | ISIS PHARMACEUTICALS INC DEL | 467,000 | $476 | 0.1% | $1.01 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | OKTA INC | 74,000 | $189 | 0.0% | $2.55 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | HCI GROUP INC | 113,000 | $115 | 0.0% | $1.02 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| AMPY | AMPLIFY ENERGY CORP NEW | 187,125 | $106 | 0.0% | $3.93 | 0.0% | COM | 03212B103 |
| — | COWEN INC | 96,000 | $87 | 0.0% | $0.91 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 75,000 | $67 | 0.0% | $0.89 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 75,000 | $63 | 0.0% | $0.84 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | GRANITE PT MTG TR INC | 99,000 | $58 | 0.0% | $0.59 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | PDC ENERGY INC | 50,000 | $41 | 0.0% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | CHESAPEAKE ENERGY CORP | 600,000 | $34 | 0.0% | $0.06 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | SANDISK CORP | 30,000 | $26 | 0.0% | $0.87 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | KAMAN CORP | 22,000 | $22 | 0.0% | $1.00 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | DYCOM INDS INC | 19,000 | $16 | 0.0% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ARBOR RLTY TR INC | 16,000 | $12 | 0.0% | $0.75 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | RESOURCE CAP CORP | 14,000 | $10 | 0.0% | $0.71 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | REDWOOD TR INC | 14,000 | $9 | 0.0% | $0.64 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | MFA FINL INC | 12,000 | $8 | 0.0% | $0.67 | — | NOTE 6.250% 6/1 | 55272XAA0 |