Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 11, 2021
Total Value: $958M (0.6% shares, 99.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 46,009,000 | $44.69M | 4.7% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PALO ALTO NETWORKS INC | 24,707,000 | $35.12M | 3.7% | $1.10 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | BIOMARIN PHARMACEUTICAL INC | 26,959,000 | $29.15M | 3.0% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BLACKSTONE MTG TR INC | 24,992,000 | $25.53M | 2.7% | $0.97 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MARRIOTT VACTINS WORLDWID CO | 21,071,000 | $24.18M | 2.5% | $0.88 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | EURONET WORLDWIDE INC | 20,789,000 | $23.71M | 2.5% | $0.98 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | TWITTER INC | 18,761,000 | $22.81M | 2.4% | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | CYBERARK SOFTWARE LTD | 17,568,000 | $21.5M | 2.2% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | ZYNGA INC | 15,392,000 | $20.72M | 2.2% | $1.31 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | INSIGHT ENTERPRISES INC | 15,597,000 | $20.03M | 2.1% | $1.07 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | ON SEMICONDUCTOR CORP | 11,528,000 | $19.47M | 2.0% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | LUMENTUM HLDGS INC | 15,764,000 | $19.41M | 2.0% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | LIVE NATION ENTERTAINMENT IN | 14,825,000 | $19.36M | 2.0% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | ILLUMINA INC | 16,760,000 | $19.07M | 2.0% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | LIBERTY LATIN AMERICA LTD | 19,135,000 | $18.55M | 1.9% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | MICROCHIP TECHNOLOGY INC. | 9,046,000 | $18.44M | 1.9% | $1.13 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PURE STORAGE INC | 16,327,000 | $18.12M | 1.9% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | AKAMAI TECHNOLOGIES INC | 14,296,000 | $17.82M | 1.9% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PROOFPOINT INC | 14,484,000 | $16.37M | 1.7% | $1.01 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | BLACKLINE INC | 8,486,000 | $16.07M | 1.7% | $1.39 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | INSULET CORP | 12,066,000 | $16.05M | 1.7% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ARES CAPITAL CORP | 15,088,000 | $15.8M | 1.6% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | AKAMAI TECHNOLOGIES INC | 13,544,000 | $15.27M | 1.6% | $1.17 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | WORKDAY INC | 9,069,000 | $15.25M | 1.6% | $1.17 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | RH | 6,430,000 | $15.17M | 1.6% | $1.22 | — | NOTE 6/1 | 74967XAA1 |
| — | CONMED CORP | 10,584,000 | $15.01M | 1.6% | $1.04 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | FORTIVE CORP | 14,317,000 | $14.88M | 1.6% | $0.95 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | SOUTHWEST AIRLS CO | 10,134,000 | $14.86M | 1.6% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | FIREEYE INC | 11,772,000 | $14.43M | 1.5% | $0.97 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | MERITOR INC | 11,840,000 | $13.71M | 1.4% | $0.97 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | WINNEBAGO INDS INC | 11,299,000 | $13.53M | 1.4% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | ETSY INC | 6,042,000 | $12.9M | 1.3% | $2.14 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | WESTERN DIGITAL CORP. | 12,408,000 | $12.49M | 1.3% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | NUANCE COMMUNICATIONS INC | 6,396,000 | $12.01M | 1.3% | $0.99 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ZILLOW GROUP INC | 5,541,000 | $11.63M | 1.2% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | EXACT SCIENCES CORP | 7,988,000 | $11.15M | 1.2% | $1.04 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | REALPAGE INC | 8,092,000 | $10.51M | 1.1% | $1.13 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | KBR INC | 7,210,000 | $9.972M | 1.0% | $1.08 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | FTI CONSULTING INC | 7,762,000 | $9.836M | 1.0% | $1.24 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | ALTERYX INC | 9,324,000 | $9.753M | 1.0% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | INTERDIGITAL INC | 9,016,000 | $9.578M | 1.0% | $1.05 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | COLONY STARWOOD HOMES | 6,967,000 | $9.455M | 1.0% | $1.16 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | HERBALIFE LTD | 8,546,000 | $9.231M | 1.0% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | NEW RELIC INC | 9,262,000 | $9.107M | 1.0% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 4,569,000 | $8.979M | 0.9% | $1.97 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | SHOPIFY INC | 7,376,000 | $8.769M | 0.9% | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | ENVESTNET INC | 6,557,000 | $8.741M | 0.9% | $1.22 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | ILLUMINA INC | 5,668,000 | $8.343M | 0.9% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SNAP INC | 3,550,000 | $8.108M | 0.8% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | LIBERTY MEDIA CORP DEL | 6,289,000 | $8.108M | 0.8% | $1.06 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | STARWOOD PPTY TR INC | 7,168,000 | $7.275M | 0.8% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | SUPERNUS PHARMACEUTICALS INC | 7,586,000 | $7.26M | 0.8% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | ARES CAPITAL CORP | 6,740,000 | $7.245M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | EXACT SCIENCES CORP | 3,750,000 | $7.175M | 0.7% | $1.06 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | GREENBRIER COS INC | 6,901,000 | $7.129M | 0.7% | $1.08 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | Q2 HLDGS INC | 4,506,000 | $6.973M | 0.7% | $1.17 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | II-VI INC | 3,975,000 | $6.689M | 0.7% | $1.15 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | WORKIVA INC | 4,843,000 | $6.583M | 0.7% | $1.02 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NEUROCRINE BIOSCIENCES INC | 4,369,000 | $6.113M | 0.6% | $1.43 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | VONAGE HLDGS CORP | 5,438,000 | $5.955M | 0.6% | $0.95 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | J2 GLOBAL INC | 3,355,000 | $4.95M | 0.5% | $1.23 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SPLUNK INC | 3,664,000 | $4.817M | 0.5% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | IONIS PHARMACEUTICALS INC | 4,621,000 | $4.774M | 0.5% | $1.03 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | IQIYI INC | 5,282,000 | $4.746M | 0.5% | $1.02 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | SPIRIT RLTY CAP INC NEW | 4,614,000 | $4.708M | 0.5% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,082,000 | $4.589M | 0.5% | $1.01 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | LIBERTY MEDIA CORP DEL | 3,510,000 | $4.486M | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,808,000 | $4.308M | 0.4% | $1.00 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | REPLIGEN CORP | 2,400,000 | $4.241M | 0.4% | $1.07 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ALTAIR ENGR INC | 2,939,000 | $4.067M | 0.4% | $1.07 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | WELLPOINT INC | 890,000 | $3.997M | 0.4% | $2.76 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BILIBILI INC | 1,139,000 | $3.954M | 0.4% | $2.04 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | LIBERTY MEDIA CORP DEL | 5,000,000 | $3.921M | 0.4% | $0.78 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ALTERYX INC | 3,529,000 | $3.776M | 0.4% | $1.01 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| CRC | CALIFORNIA RES CORP | 141,598 | $3.34M | 0.3% | $16.48 | 0.0% | COMMON STOCK | 13057Q305 |
| — | PRICELINE GRP INC | 2,794,000 | $3.253M | 0.3% | $1.11 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | JAZZ INVESTMENTS I LTD | 2,952,000 | $3.166M | 0.3% | $1.00 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | WEIBO CORP | 3,083,000 | $3.011M | 0.3% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ZILLOW GROUP INC | 1,488,000 | $2.545M | 0.3% | $0.86 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| CHRD | OASIS PETROLEUM INC | 53,369 | $1.978M | 0.2% | $10.09 | 0.0% | COM NEW | 674215207 |
| — | DEXCOM INC | 635,000 | $1.446M | 0.2% | $1.49 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | SERVICENOW INC | 326,000 | $1.33M | 0.1% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | TERADYNE INC | 318,000 | $1.203M | 0.1% | $1.95 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CHEGG INC | 625,000 | $1.136M | 0.1% | $1.46 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | WAYFAIR INC | 410,000 | $691K | 0.1% | $2.08 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | IQIYI INC | 642,000 | $656K | 0.1% | $1.05 | — | NOTE 3.750%12/0 | 46267XAB4 |
| — | NUVASIVE INC | 562,000 | $576K | 0.1% | $1.23 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | VERINT SYS INC | 514,000 | $567K | 0.1% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | WIX COM LTD | 267,000 | $494K | 0.1% | $1.18 | — | NOTE 7/0 | 92940WAB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 374,000 | $383K | 0.0% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| AMPY | AMPLIFY ENERGY CORP NEW | 187,125 | $245K | 0.0% | $3.93 | -74.7% | COM | 03212B103 |