Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 13, 2020
Total Value: $846M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 46,404,000 | $43.08M | 5.1% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,291,000 | $26.8M | 3.2% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BLACKSTONE MTG TR INC | 26,427,000 | $25.28M | 3.0% | $0.97 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | PALO ALTO NETWORKS INC | 21,670,000 | $24.64M | 2.9% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ON SEMICONDUCTOR CORP | 16,845,000 | $22.55M | 2.7% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | MICROCHIP TECHNOLOGY INC. | 14,046,000 | $21.88M | 2.6% | $1.13 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | ZILLOW GROUP INC | 12,060,000 | $21.2M | 2.5% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | TWITTER INC | 18,775,000 | $21.16M | 2.5% | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | MARRIOTT VACTINS WORLDWID CO | 20,505,000 | $20.42M | 2.4% | $0.88 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | ZYNGA INC | 15,199,000 | $19.47M | 2.3% | $1.31 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | AKAMAI TECHNOLOGIES INC | 14,138,000 | $18.32M | 2.2% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ILLUMINA INC | 16,384,000 | $17.51M | 2.1% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | EURONET WORLDWIDE INC | 17,879,000 | $17.27M | 2.0% | $0.95 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | LIBERTY LATIN AMERICA LTD | 20,330,000 | $16.92M | 2.0% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | LIVE NATION ENTERTAINMENT IN | 14,636,000 | $16.54M | 2.0% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | INSIGHT ENTERPRISES INC | 15,276,000 | $16.21M | 1.9% | $1.06 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | WORKDAY INC | 10,268,000 | $15.91M | 1.9% | $1.17 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PURE STORAGE INC | 15,838,000 | $15.52M | 1.8% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | AKAMAI TECHNOLOGIES INC | 12,879,000 | $15.1M | 1.8% | $1.17 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ARES CAPITAL CORP | 14,384,000 | $14.74M | 1.7% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SNAP INC | 10,480,000 | $14.61M | 1.7% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | BLACKLINE INC | 10,250,000 | $14.24M | 1.7% | $1.39 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | FORTIVE CORP | 13,909,000 | $14.07M | 1.7% | $0.95 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | PROOFPOINT INC | 13,963,000 | $14.06M | 1.7% | $1.01 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | WESTERN DIGITAL CORP. | 14,484,000 | $13.88M | 1.6% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SOUTHWEST AIRLS CO | 9,379,000 | $12.42M | 1.5% | $1.27 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | NEW RELIC INC | 12,893,000 | $12.38M | 1.5% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | MERITOR INC | 11,594,000 | $12.24M | 1.4% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | RH | 5,971,000 | $12.23M | 1.4% | $1.14 | — | NOTE 6/1 | 74967XAA1 |
| — | EXACT SCIENCES CORP | 9,616,000 | $11.38M | 1.3% | $1.04 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | CONMED CORP | 10,031,000 | $11.38M | 1.3% | $1.02 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | FIREEYE INC | 11,482,000 | $10.79M | 1.3% | $0.97 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | STARWOOD PPTY TR INC | 10,056,000 | $9.987M | 1.2% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | FTI CONSULTING INC | 7,542,000 | $9.349M | 1.1% | $1.24 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | NUANCE COMMUNICATIONS INC | 6,259,000 | $9.207M | 1.1% | $0.97 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ALTERYX INC | 8,943,000 | $9.063M | 1.1% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | EXACT SCIENCES CORP | 5,774,000 | $9.048M | 1.1% | $1.06 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | II-VI INC | 7,799,000 | $8.875M | 1.0% | $1.15 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | INTERDIGITAL INC | 8,366,000 | $8.758M | 1.0% | $1.05 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | COLONY STARWOOD HOMES | 6,487,000 | $8.464M | 1.0% | $1.15 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | ENVESTNET INC | 6,399,000 | $8.31M | 1.0% | $1.22 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | HERBALIFE LTD | 8,103,000 | $8.177M | 1.0% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | INSULET CORP | 3,046,000 | $7.875M | 0.9% | $2.34 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | KBR INC | 6,800,000 | $7.817M | 0.9% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | SQUARE INC | 3,483,000 | $7.598M | 0.9% | $1.18 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | MERCADOLIBRE INC | 2,985,000 | $7.597M | 0.9% | $1.60 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | GREENBRIER COS INC | 7,890,000 | $7.331M | 0.9% | $1.08 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | LIBERTY MEDIA CORP DEL | 6,093,000 | $7.319M | 0.9% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | ILLUMINA INC | 5,604,000 | $7.262M | 0.9% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | GUESS INC | 8,405,000 | $6.901M | 0.8% | $0.69 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | BLACKSTONE MTG TR INC | 7,000,000 | $6.892M | 0.8% | $0.95 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ARES CAPITAL CORP | 6,570,000 | $6.888M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | REALPAGE INC | 6,408,000 | $6.709M | 0.8% | $1.09 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | SPLUNK INC | 4,555,000 | $6.37M | 0.8% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | NEUROCRINE BIOSCIENCES INC | 4,258,000 | $5.971M | 0.7% | $1.43 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | Q2 HLDGS INC | 4,371,000 | $5.436M | 0.6% | $1.16 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | VONAGE HLDGS CORP | 5,281,000 | $5.168M | 0.6% | $0.95 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | IQIYI INC | 5,169,000 | $5.036M | 0.6% | $1.02 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | WORKIVA INC | 4,743,000 | $4.795M | 0.6% | $1.01 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | SPIRIT RLTY CAP INC NEW | 4,614,000 | $4.758M | 0.6% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PRICELINE GRP INC | 4,444,000 | $4.742M | 0.6% | $1.11 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ZILLOW GROUP INC | 3,138,000 | $4.497M | 0.5% | $0.86 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | SUPERNUS PHARMACEUTICALS INC | 4,289,000 | $4.006M | 0.5% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,946,000 | $3.973M | 0.5% | $1.01 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | J2 GLOBAL INC | 3,290,000 | $3.83M | 0.5% | $1.23 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | LIBERTY MEDIA CORP DEL | 3,442,000 | $3.81M | 0.5% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | DOCUSIGN INC | 1,217,000 | $3.702M | 0.4% | $1.25 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | ALTAIR ENGR INC | 3,305,000 | $3.701M | 0.4% | $1.07 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | ALTERYX INC | 3,418,000 | $3.457M | 0.4% | $1.01 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,441,000 | $3.39M | 0.4% | $0.99 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | DEXCOM INC | 1,339,000 | $3.389M | 0.4% | $1.49 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | REPLIGEN CORP | 2,329,000 | $3.354M | 0.4% | $1.05 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | WELLPOINT INC | 890,000 | $3.35M | 0.4% | $2.76 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | JAZZ INVESTMENTS I LTD | 2,952,000 | $3M | 0.4% | $1.00 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | WEIBO CORP | 3,083,000 | $2.961M | 0.4% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | TERADYNE INC | 1,082,000 | $2.767M | 0.3% | $1.95 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CHINA LODGING GROUP LTD | 1,796,000 | $2.03M | 0.2% | $0.99 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | COUPA SOFTWARE INC | 1,086,000 | $1.984M | 0.2% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | BILIBILI INC | 1,043,000 | $1.853M | 0.2% | $1.91 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | ON SEMICONDUCTOR CORP | 1,418,000 | $1.706M | 0.2% | $0.96 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | WAYFAIR INC | 788,000 | $1.638M | 0.2% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | VERINT SYS INC | 1,213,000 | $1.237M | 0.1% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | SERVICENOW INC | 326,000 | $1.179M | 0.1% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | OKTA INC | 801,000 | $1.059M | 0.1% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | CHEGG INC | 581,000 | $887K | 0.1% | $1.43 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | FIVE9 INC | 280,000 | $884K | 0.1% | $1.57 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | IQIYI INC | 625,000 | $673K | 0.1% | $1.05 | — | NOTE 3.750%12/0 | 46267XAB4 |
| — | NUVASIVE INC | 509,000 | $528K | 0.1% | $1.25 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | WIX COM LTD | 240,000 | $451K | 0.1% | $1.10 | — | NOTE 7/0 | 92940WAB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 374,000 | $353K | 0.0% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| AMPY | AMPLIFY ENERGY CORP NEW | 187,125 | $160K | 0.0% | $3.93 | -70.8% | COM | 03212B103 |
| — | SANDISK CORP | 30,000 | $25,000 | 0.0% | $0.87 | — | NOTE 0.500%10/1 | 80004CAF8 |