Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 14, 2021
Total Value: $858M (0.9% shares, 99.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 59,605,000 | $57.84M | 6.7% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 27,562,000 | $28.07M | 3.3% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | LIBERTY MEDIA CORP DEL | 36,228,000 | $28.07M | 3.3% | $0.78 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EURONET WORLDWIDE INC | 20,221,000 | $23.21M | 2.7% | $0.98 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | PALO ALTO NETWORKS INC | 16,103,000 | $21.44M | 2.5% | $1.10 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | RINGCENTRAL INC | 19,135,000 | $21.08M | 2.5% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | LIVE NATION ENTERTAINMENT IN | 14,127,000 | $19.85M | 2.3% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BLACKSTONE MTG TR INC | 19,020,000 | $19.76M | 2.3% | $0.97 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | SOUTHWEST AIRLS CO | 11,282,000 | $19.57M | 2.3% | $1.33 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ILLUMINA INC | 16,266,000 | $19.47M | 2.3% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | PURE STORAGE INC | 17,182,000 | $19.14M | 2.2% | $0.98 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CYBERARK SOFTWARE LTD | 17,297,000 | $18.82M | 2.2% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | INSIGHT ENTERPRISES INC | 12,141,000 | $18M | 2.1% | $1.07 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 13,280,000 | $17.51M | 2.0% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | AKAMAI TECHNOLOGIES INC | 15,372,000 | $16.79M | 2.0% | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ARES CAPITAL CORP | 15,922,000 | $16.59M | 1.9% | $1.03 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | ZYNGA INC | 12,003,000 | $16.52M | 1.9% | $1.31 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | CONMED CORP | 10,045,000 | $15.85M | 1.8% | $1.04 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | WINNEBAGO INDS INC | 10,850,000 | $15.22M | 1.8% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | MARRIOTT VACTINS WORLDWID CO | 11,597,000 | $15.12M | 1.8% | $0.88 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | PROOFPOINT INC | 13,735,000 | $14.78M | 1.7% | $1.01 | — | NOTE 0.250% 8/1 | 743424AF0 |
| — | AKAMAI TECHNOLOGIES INC | 12,109,000 | $14.76M | 1.7% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PEGASYSTEMS INC | 13,365,000 | $14.72M | 1.7% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | TWITTER INC | 11,009,000 | $14.72M | 1.7% | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | MICROCHIP TECHNOLOGY INC. | 12,215,000 | $14.63M | 1.7% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | LUMENTUM HLDGS INC | 12,410,000 | $14.59M | 1.7% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | FIREEYE INC | 12,011,000 | $13.68M | 1.6% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | WESTERN DIGITAL CORP. | 13,033,000 | $13.41M | 1.6% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | FTI CONSULTING INC | 8,255,000 | $12.15M | 1.4% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | INSULET CORP | 9,031,000 | $12.1M | 1.4% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | INTERDIGITAL INC | 11,167,000 | $12.02M | 1.4% | $1.05 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | LIVE NATION ENTERTAINMENT IN | 10,711,000 | $11.98M | 1.4% | $1.12 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | KBR INC | 7,392,000 | $11.82M | 1.4% | $1.09 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | FORTIVE CORP | 10,855,000 | $11.07M | 1.3% | $0.95 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | EXACT SCIENCES CORP | 8,002,000 | $11.04M | 1.3% | $1.04 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | COLONY STARWOOD HOMES | 7,648,000 | $10.91M | 1.3% | $1.19 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | MERITOR INC | 8,820,000 | $10.5M | 1.2% | $0.97 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | LIBERTY LATIN AMERICA LTD | 9,861,000 | $9.833M | 1.1% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 8,557,000 | $9.618M | 1.1% | $1.12 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | NUVASIVE INC | 9,100,000 | $9.318M | 1.1% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | SHOPIFY INC | 7,364,000 | $8.477M | 1.0% | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | LIBERTY MEDIA CORP DEL | 6,519,000 | $8.348M | 1.0% | $1.06 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | VONAGE HLDGS CORP | 7,499,000 | $7.966M | 0.9% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | ON SEMICONDUCTOR CORP | 3,746,000 | $7.803M | 0.9% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ALTERYX INC | 7,818,000 | $7.431M | 0.9% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | ARES CAPITAL CORP | 6,455,000 | $7.087M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | GREENBRIER COS INC | 6,347,000 | $7.008M | 0.8% | $1.08 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | STARWOOD PPTY TR INC | 6,337,000 | $6.773M | 0.8% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | NEUROCRINE BIOSCIENCES INC | 4,796,000 | $6.565M | 0.8% | $1.42 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | WORKIVA INC | 4,834,000 | $6.447M | 0.8% | $1.02 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NEW RELIC INC | 6,342,000 | $6.213M | 0.7% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | IQIYI INC | 6,425,000 | $6.069M | 0.7% | $1.00 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | SUPERNUS PHARMACEUTICALS INC | 6,212,000 | $6.056M | 0.7% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | II-VI INC | 3,899,000 | $5.992M | 0.7% | $1.15 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | WORKDAY INC | 3,057,000 | $5.281M | 0.6% | $1.17 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SNAP INC | 2,210,000 | $5.247M | 0.6% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | HERBALIFE LTD | 4,951,000 | $5.177M | 0.6% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,355,000 | $4.85M | 0.6% | $1.02 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | LIBERTY MEDIA CORP DEL | 3,726,000 | $4.809M | 0.6% | $1.08 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,079,000 | $4.662M | 0.5% | $1.01 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | IONIS PHARMACEUTICALS INC | 4,786,000 | $4.629M | 0.5% | $1.03 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | ALTAIR ENGR INC | 3,168,000 | $4.593M | 0.5% | $1.10 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | WELLPOINT INC | 890,000 | $4.476M | 0.5% | $2.76 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | SPLUNK INC | 3,620,000 | $4.167M | 0.5% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | REPLIGEN CORP | 2,263,000 | $3.986M | 0.5% | $1.07 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ALTERYX INC | 3,775,000 | $3.452M | 0.4% | $1.01 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | JAZZ INVESTMENTS I LTD | 3,152,000 | $3.424M | 0.4% | $1.00 | — | NOTE 1.500% 8/1 | 472145AD3 |
| CRC | CALIFORNIA RES CORP | 141,598 | $3.407M | 0.4% | $16.48 | +35.1% | COM STOCK | 13057Q305 |
| CHRD | OASIS PETROLEUM INC | 53,369 | $3.17M | 0.4% | $10.09 | +215.2% | COM NEW | 674215207 |
| — | WEIBO CORP | 3,083,000 | $2.994M | 0.3% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ZILLOW GROUP INC | 1,494,000 | $2.515M | 0.3% | $0.86 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | PRICELINE GRP INC | 2,066,000 | $2.427M | 0.3% | $1.11 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NUANCE COMMUNICATIONS INC | 1,088,000 | $2.017M | 0.2% | $0.99 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CHEGG INC | 902,000 | $1.573M | 0.2% | $1.55 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | Q2 HLDGS INC | 1,149,000 | $1.506M | 0.2% | $1.17 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | ZILLOW GROUP INC | 694,000 | $1.451M | 0.2% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SERVICENOW INC | 326,000 | $1.208M | 0.1% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| EXE | CHESAPEAKE ENERGY CORP | 19,074 | $828K | 0.1% | $35.05 | 0.0% | COM | 165167735 |
| — | EXACT SCIENCES CORP | 264,000 | $501K | 0.1% | $1.06 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 21,880 | $432K | 0.1% | $19.74 | — | *W EXP 99/99/999 | 165167172 |
| — | BLACKLINE INC | 235,000 | $373K | 0.0% | $1.39 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | IQIYI INC | 322,000 | $328K | 0.0% | $1.05 | — | NOTE 3.750%12/0 | 46267XAB4 |
| EXEEL | CHESAPEAKE ENERGY CORP | 12,156 | $207K | 0.0% | $17.03 | — | *W EXP 03/01/202 | 165167180 |
| — | ENVESTNET INC | 49,000 | $61,000 | 0.0% | $1.22 | — | NOTE 1.750% 6/0 | 29404KAB2 |