Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 12, 2021
Total Value: $1.097B (1.0% shares, 99.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPLUNK INC | 67,155,000 | $66.02M | 6.0% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | DISH NETWORK CORPORATION | 58,513,000 | $60.78M | 5.5% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LIBERTY MEDIA CORP DEL | 42,942,000 | $33.19M | 3.0% | $0.78 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | BIOMARIN PHARMACEUTICAL INC | 27,278,000 | $28.51M | 2.6% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | PALO ALTO NETWORKS INC | 17,069,000 | $25.09M | 2.3% | $1.12 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SPIRIT AIRLS INC | 24,724,000 | $23.79M | 2.2% | $0.96 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | EURONET WORLDWIDE INC | 19,941,000 | $22.92M | 2.1% | $0.98 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ILLUMINA INC | 16,640,000 | $21.13M | 1.9% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | DEXCOM INC | 18,921,000 | $19.97M | 1.8% | $1.06 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | RINGCENTRAL INC | 17,482,000 | $19.42M | 1.8% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | BLACKSTONE MTG TR INC | 17,679,000 | $18.49M | 1.7% | $0.97 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | LIVE NATION ENTERTAINMENT IN | 13,009,000 | $18.36M | 1.7% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | CYBERARK SOFTWARE LTD | 16,772,000 | $18.33M | 1.7% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | PURE STORAGE INC | 16,745,000 | $17.66M | 1.6% | $0.98 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | BOOKING HOLDINGS INC | 11,861,000 | $16.92M | 1.5% | $1.43 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SILICON LABORATORIES INC | 12,095,000 | $16.91M | 1.5% | $1.40 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | AKAMAI TECHNOLOGIES INC | 14,186,000 | $16.55M | 1.5% | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | INSIGHT ENTERPRISES INC | 10,596,000 | $16.32M | 1.5% | $1.07 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | OKTA INC | 12,921,000 | $16.25M | 1.5% | $1.26 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | PIONEER NAT RES CO | 9,920,000 | $15.93M | 1.5% | $1.61 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | ARES CAPITAL CORP | 14,852,000 | $15.87M | 1.4% | $1.03 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | AKAMAI TECHNOLOGIES INC | 11,777,000 | $15.52M | 1.4% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BURLINGTON STORES INC | 9,596,000 | $15.39M | 1.4% | $1.60 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | CONMED CORP | 9,398,000 | $15.36M | 1.4% | $1.04 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | PEGASYSTEMS INC | 12,700,000 | $15.3M | 1.4% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,821,000 | $14.95M | 1.4% | $1.01 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 9,769,000 | $14.65M | 1.3% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | MICROCHIP TECHNOLOGY INC. | 12,624,000 | $14.35M | 1.3% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | ZENDESK INC | 9,568,000 | $14.02M | 1.3% | $1.47 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | WINNEBAGO INDS INC | 10,706,000 | $13.88M | 1.3% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | LUMENTUM HLDGS INC | 12,404,000 | $13.52M | 1.2% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | SOUTHWEST AIRLS CO | 8,602,000 | $13.14M | 1.2% | $1.33 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | NUVASIVE INC | 12,413,000 | $13.07M | 1.2% | $1.05 | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | INTERDIGITAL INC | 11,626,000 | $13M | 1.2% | $1.06 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | MARRIOTT VACATIONS WORLDWIDE | 10,716,000 | $12.93M | 1.2% | $0.88 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | INSULET CORP | 9,405,000 | $12.9M | 1.2% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | WESTERN DIGITAL CORP. | 11,400,000 | $12.3M | 1.1% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | LIVE NATION ENTERTAINMENT IN | 10,711,000 | $12.13M | 1.1% | $1.12 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | FTI CONSULTING INC | 8,231,000 | $11.9M | 1.1% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | COUPA SOFTWARE INC | 10,133,000 | $11.79M | 1.1% | $1.16 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | TELADOC HEALTH INC | 10,317,000 | $11.65M | 1.1% | $1.13 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | EQT CORP | 6,818,000 | $11.47M | 1.0% | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | COLONY STARWOOD HOMES | 6,477,000 | $10.71M | 1.0% | $1.19 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | EXACT SCIENCES CORP | 7,987,000 | $10.67M | 1.0% | $1.04 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ZYNGA INC | 7,439,000 | $10.3M | 0.9% | $1.31 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | DATADOG INC | 7,518,000 | $10.11M | 0.9% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | SHOPIFY INC | 7,422,000 | $9.751M | 0.9% | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | NATIONAL VISION HLDGS INC | 5,451,000 | $9.708M | 0.9% | $1.78 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | JAZZ INVESTMENTS I LTD | 7,080,000 | $9.547M | 0.9% | $1.35 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | MERITOR INC | 8,742,000 | $9.366M | 0.9% | $0.97 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | LIBERTY MEDIA CORP DEL | 6,650,000 | $9.146M | 0.8% | $1.07 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 8,180,000 | $9.144M | 0.8% | $1.12 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | FORTIVE CORP | 8,671,000 | $8.765M | 0.8% | $0.95 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | VONAGE HLDGS CORP | 7,417,000 | $8.339M | 0.8% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | KBR INC | 5,250,000 | $8.334M | 0.8% | $1.09 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ARES CAPITAL CORP | 7,478,000 | $8.306M | 0.8% | $1.02 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | TWITTER INC | 5,776,000 | $7.962M | 0.7% | $0.99 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | FIREEYE INC | 6,691,000 | $7.631M | 0.7% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | WORKIVA INC | 4,834,000 | $7.454M | 0.7% | $1.02 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ALTERYX INC | 6,969,000 | $6.735M | 0.6% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | LIBERTY LATIN AMERICA LTD | 6,087,000 | $6.324M | 0.6% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | SUPERNUS PHARMACEUTICALS INC | 6,345,000 | $6.298M | 0.6% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | ON SEMICONDUCTOR CORP | 3,275,000 | $6.252M | 0.6% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | II-VI INC | 3,866,000 | $6.146M | 0.6% | $1.15 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | AMERICAN EAGLE OUTFITTERS IN | 1,370,000 | $5.996M | 0.5% | $4.38 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | NEUROCRINE BIOSCIENCES INC | 4,366,000 | $5.924M | 0.5% | $1.42 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,839,000 | $5.831M | 0.5% | $1.04 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | WORKDAY INC | 3,176,000 | $5.268M | 0.5% | $1.19 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | IQIYI INC | 5,510,000 | $5.24M | 0.5% | $1.00 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,314,000 | $5.136M | 0.5% | $1.02 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | COHERUS BIOSCIENCES INC | 4,808,000 | $4.971M | 0.5% | $1.03 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | ALTAIR ENGR INC | 3,127,000 | $4.912M | 0.4% | $1.10 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | WELLPOINT INC | 890,000 | $4.814M | 0.4% | $2.76 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RAPID7 INC | 2,819,000 | $4.702M | 0.4% | $1.67 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | SPLUNK INC | 3,670,000 | $4.309M | 0.4% | $1.09 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | LIBERTY MEDIA CORP DEL | 3,196,000 | $4.301M | 0.4% | $1.08 | — | NOTE 1.375%10/1 | 531229AB8 |
| CRC | CALIFORNIA RES CORP | 141,598 | $4.268M | 0.4% | $16.48 | +49.8% | COM STOCK | 13057Q305 |
| — | JAZZ INVESTMENTS I LTD | 4,115,000 | $4.165M | 0.4% | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | HERBALIFE LTD | 3,787,000 | $4.159M | 0.4% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | IONIS PHARMACEUTICALS INC | 4,067,000 | $3.835M | 0.3% | $1.03 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | STARWOOD PPTY TR INC | 3,346,000 | $3.638M | 0.3% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | JAZZ INVESTMENTS I LTD | 3,152,000 | $3.49M | 0.3% | $1.00 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | REPLIGEN CORP | 1,874,000 | $3.367M | 0.3% | $1.07 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ALTERYX INC | 3,203,000 | $3.063M | 0.3% | $1.01 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| CHRD | OASIS PETROLEUM INC | 30,369 | $3.054M | 0.3% | $10.09 | +414.4% | COM NEW | 674215207 |
| — | CHEESECAKE FACTORY INC | 3,000,000 | $2.987M | 0.3% | $1.00 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | NEW RELIC INC | 2,695,000 | $2.669M | 0.2% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SQUARE INC | 1,265,000 | $2.612M | 0.2% | $2.06 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | PRICELINE GRP INC | 2,314,000 | $2.525M | 0.2% | $1.11 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | SNAP INC | 637,000 | $1.923M | 0.2% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| NE1USD | NOBLE CORP NEW | 73,292 | $1.851M | 0.2% | $25.26 | — | SHS | G6610J209 |
| — | Q2 HLDGS INC | 1,103,000 | $1.448M | 0.1% | $1.17 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CHEGG INC | 841,000 | $1.422M | 0.1% | $1.55 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | SERVICENOW INC | 326,000 | $1.328M | 0.1% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | ZILLOW GROUP INC | 642,000 | $1.271M | 0.1% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | NUVASIVE INC | 1,100,000 | $1.091M | 0.1% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| EXE | CHESAPEAKE ENERGY CORP | 19,074 | $990K | 0.1% | $35.05 | +13.6% | COM | 165167735 |
| GPOR | GULFPORT ENERGY CORP | 13,139 | $850K | 0.1% | $64.14 | 0.0% | COMMON SHARES | 402635502 |
| — | EXACT SCIENCES CORP | 257,000 | $463K | 0.0% | $1.06 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | BLACKLINE INC | 212,000 | $341K | 0.0% | $1.39 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | IQIYI INC | 324,000 | $326K | 0.0% | $1.05 | — | NOTE 3.750%12/0 | 46267XAB4 |
| EXEEL | CHESAPEAKE ENERGY CORP | 12,156 | $254K | 0.0% | $17.03 | — | *W EXP 09/02/202 | 165167180 |