Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 11, 2020
Total Value: $699M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 42,082,000 | $39.43M | 5.6% | $0.98 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 22,185,000 | $27.39M | 3.9% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | PALO ALTO NETWORKS INC | 23,282,000 | $25.19M | 3.6% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | MICROCHIP TECHNOLOGY INC. | 15,073,000 | $22.58M | 3.2% | $1.13 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | BLACKSTONE MTG TR INC | 22,804,000 | $21.47M | 3.1% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | AKAMAI TECHNOLOGIES INC | 16,777,000 | $21.08M | 3.0% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ON SEMICONDUCTOR CORP | 15,376,000 | $18.89M | 2.7% | $1.17 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ZILLOW GROUP INC | 14,720,000 | $17.38M | 2.5% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | ZYNGA INC | 13,043,000 | $17.08M | 2.4% | $1.31 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | MARRIOTT VACTINS WORLDWID CO | 18,147,000 | $17.03M | 2.4% | $0.86 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | AMERICAN AIRLS GROUP INC | 17,812,000 | $16.96M | 2.4% | $0.95 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | LIVE NATION ENTERTAINMENT IN | 15,895,000 | $16.39M | 2.3% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | TWITTER INC | 17,131,000 | $16.33M | 2.3% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | WORKDAY INC | 11,680,000 | $16.22M | 2.3% | $1.17 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | ILLUMINA INC | 14,689,000 | $16.12M | 2.3% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | NEW RELIC INC | 15,176,000 | $14.93M | 2.1% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | PURE STORAGE INC | 14,421,000 | $14.33M | 2.1% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | FORTIVE CORP | 13,438,000 | $13.37M | 1.9% | $0.94 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | ARES CAPITAL CORP | 12,477,000 | $12.56M | 1.8% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | WESTERN DIGITAL CORP. | 12,941,000 | $12.33M | 1.8% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | CHEGG INC | 8,485,000 | $12.15M | 1.7% | $1.43 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | EURONET WORLDWIDE INC | 11,308,000 | $11.07M | 1.6% | $0.94 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | STARWOOD PPTY TR INC | 11,303,000 | $11.06M | 1.6% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | MERITOR INC | 10,684,000 | $10.75M | 1.5% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | EXACT SCIENCES CORP | 8,554,000 | $8.968M | 1.3% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | EXACT SCIENCES CORP | 6,434,000 | $8.916M | 1.3% | $1.06 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | FTI CONSULTING INC | 6,923,000 | $8.898M | 1.3% | $1.24 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | IQIYI INC | 8,367,000 | $8.515M | 1.2% | $1.02 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | SPLUNK INC | 5,761,000 | $8.355M | 1.2% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | RH | 5,684,000 | $8.04M | 1.2% | $1.09 | — | NOTE 6/1 | 74967XAA1 |
| — | KBR INC | 6,943,000 | $7.914M | 1.1% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | HERBALIFE LTD | 7,679,000 | $7.698M | 1.1% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | ILLUMINA INC | 5,045,000 | $7.577M | 1.1% | $1.20 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | FIREEYE INC | 8,207,000 | $7.536M | 1.1% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | SQUARE INC | 4,862,000 | $7.358M | 1.1% | $1.18 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | REALPAGE INC | 6,658,000 | $7.263M | 1.0% | $1.09 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | ENVESTNET INC | 5,816,000 | $7.245M | 1.0% | $1.21 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | COLONY STARWOOD HOMES | 5,465,000 | $7.148M | 1.0% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | NUANCE COMMUNICATIONS INC | 5,913,000 | $7.069M | 1.0% | $0.94 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NEUROCRINE BIOSCIENCES INC | 4,101,000 | $6.923M | 1.0% | $1.43 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | DEXCOM INC | 2,751,000 | $6.879M | 1.0% | $1.49 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | LIBERTY MEDIA CORP DEL | 6,225,000 | $6.86M | 1.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | BLACKSTONE MTG TR INC | 7,000,000 | $6.649M | 1.0% | $0.95 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | GREENBRIER COS INC | 7,846,000 | $6.628M | 0.9% | $1.08 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | CONMED CORP | 6,126,000 | $6.546M | 0.9% | $0.94 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | MERCADOLIBRE INC | 2,744,000 | $6.374M | 0.9% | $1.51 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | ARES CAPITAL CORP | 6,160,000 | $6.142M | 0.9% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | SOUTHWEST AIRLS CO | 4,446,000 | $5.42M | 0.8% | $1.22 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | GUESS INC | 7,695,000 | $5.248M | 0.8% | $0.68 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | PRICELINE GRP INC | 4,444,000 | $4.739M | 0.7% | $1.11 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | Q2 HLDGS INC | 4,087,000 | $4.716M | 0.7% | $1.15 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | WIX COM LTD | 2,516,000 | $4.715M | 0.7% | $1.10 | — | NOTE 7/0 | 92940WAB5 |
| — | TWILIO INC | 1,476,000 | $4.653M | 0.7% | $1.66 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | SPIRIT RLTY CAP INC NEW | 4,614,000 | $4.602M | 0.7% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | VONAGE HLDGS CORP | 4,797,000 | $4.531M | 0.6% | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | DOCUSIGN INC | 1,780,000 | $4.365M | 0.6% | $1.25 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | SUPERNUS PHARMACEUTICALS INC | 3,999,000 | $3.568M | 0.5% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | LIBERTY MEDIA CORP DEL | 3,268,000 | $3.483M | 0.5% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ZILLOW GROUP INC | 3,167,000 | $3.322M | 0.5% | $0.86 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | J2 GLOBAL INC | 3,000,000 | $3.304M | 0.5% | $1.23 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | WELLPOINT INC | 890,000 | $3.265M | 0.5% | $2.76 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ALTAIR ENGR INC | 3,070,000 | $3.262M | 0.5% | $1.07 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | LUMENTUM HLDGS INC | 2,019,000 | $2.969M | 0.4% | $1.37 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | WEIBO CORP | 3,083,000 | $2.887M | 0.4% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | OSI SYSTEMS INC | 2,833,000 | $2.764M | 0.4% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | ALZA CORP | 1,385,000 | $2.684M | 0.4% | $1.66 | — | SDCV 7/2 | 02261WAB5 |
| — | REPLIGEN CORP | 2,103,000 | $2.677M | 0.4% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,758,000 | $2.417M | 0.3% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | II-VI INC | 2,000,000 | $2.398M | 0.3% | $1.20 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | COUPA SOFTWARE INC | 1,250,000 | $2.279M | 0.3% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | VERINT SYS INC | 2,237,000 | $2.223M | 0.3% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | INSULET CORP | 977,000 | $2.075M | 0.3% | $1.82 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | JAZZ INVESTMENTS I LTD | 2,202,000 | $2.03M | 0.3% | $0.99 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | BILIBILI INC | 975,000 | $1.875M | 0.3% | $1.92 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | TERADYNE INC | 647,000 | $1.738M | 0.2% | $1.54 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CHINA LODGING GROUP LTD | 1,655,000 | $1.665M | 0.2% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | ON SEMICONDUCTOR CORP | 1,382,000 | $1.615M | 0.2% | $0.95 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | PENN NATL GAMING INC | 1,000,000 | $1.526M | 0.2% | $1.53 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | SM ENERGY CO | 1,600,000 | $1.505M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | SERVICENOW INC | 326,000 | $978K | 0.1% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | MICROCHIP TECHNOLOGY INC. | 360,000 | $806K | 0.1% | $1.47 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | FIVE9 INC | 252,000 | $678K | 0.1% | $1.40 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | IQIYI INC | 536,000 | $592K | 0.1% | $1.04 | — | NOTE 3.750%12/0 | 46267XAB4 |
| — | NUVASIVE INC | 481,000 | $533K | 0.1% | $1.26 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ISIS PHARMACEUTICALS INC DEL | 451,000 | $499K | 0.1% | $1.01 | — | NOTE 1.000%11/1 | 464337AJ3 |
| AMPY | AMPLIFY ENERGY CORP NEW | 187,125 | $230K | 0.0% | $3.93 | -69.5% | COM | 03212B103 |
| — | HCI GROUP INC | 113,000 | $114K | 0.0% | $1.02 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| — | SANDISK CORP | 30,000 | $26,000 | 0.0% | $0.87 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | ARBOR RLTY TR INC | 23,000 | $22,000 | 0.0% | $0.81 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | KAMAN CORP | 22,000 | $21,000 | 0.0% | $1.00 | — | NOTE 3.250% 5/0 | 483548AF0 |