Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 10, 2021
Total Value: $1.307B (0.2% shares, 99.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPLUNK INC | 73,988,000 | $72.78M | 5.6% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | DISH NETWORK CORPORATION | 39,596,000 | $41.11M | 3.1% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LIBERTY MEDIA CORP DEL | 52,393,000 | $40.41M | 3.1% | $0.77 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | BIOMARIN PHARMACEUTICAL INC | 33,796,000 | $34.38M | 2.6% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SPIRIT AIRLS INC | 34,031,000 | $31.62M | 2.4% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | CHEGG INC | 27,920,000 | $27.48M | 2.1% | $0.98 | — | NOTE 9/0 | 163092AF6 |
| — | DEXCOM INC | 20,609,000 | $24.33M | 1.9% | $1.07 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | EURONET WORLDWIDE INC | 21,370,000 | $23.46M | 1.8% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | BOOKING HOLDINGS INC | 15,579,000 | $22.86M | 1.7% | $1.44 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | STRIDE INC | 22,522,000 | $22.39M | 1.7% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | WAYFAIR INC | 22,015,000 | $22.07M | 1.7% | $1.00 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | LIVE NATION ENTERTAINMENT IN | 14,076,000 | $20.26M | 1.5% | $1.18 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | ILLUMINA INC | 17,259,000 | $20.02M | 1.5% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | NICE LTD | 17,078,000 | $19.92M | 1.5% | $1.17 | — | NOTE 9/1 | 653656AB4 |
| — | RINGCENTRAL INC | 21,297,000 | $19.82M | 1.5% | $0.93 | — | NOTE 3/1 | 76680RAH0 |
| — | PURE STORAGE INC | 17,200,000 | $19.75M | 1.5% | $0.98 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CYBERARK SOFTWARE LTD | 16,485,000 | $19.42M | 1.5% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | BLACKSTONE MORTGAGE TRUST IN | 18,460,000 | $18.88M | 1.4% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | CHEESECAKE FACTORY INC | 19,983,000 | $18.85M | 1.4% | $0.95 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,021,000 | $18.21M | 1.4% | $1.01 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | WIX COM LTD | 18,426,000 | $17.62M | 1.3% | $0.96 | — | NOTE 8/1 | 92940WAD1 |
| — | RINGCENTRAL INC | 17,832,000 | $17.61M | 1.3% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | PIONEER NAT RES CO | 10,343,000 | $16.64M | 1.3% | $1.61 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | OKTA INC | 13,470,000 | $16.36M | 1.3% | $1.26 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | ARES CAPITAL CORP | 15,197,000 | $16.32M | 1.2% | $1.03 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | INSIGHT ENTERPRISES INC | 11,131,000 | $15.47M | 1.2% | $1.08 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | AKAMAI TECHNOLOGIES INC | 14,183,000 | $15.33M | 1.2% | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | MICROCHIP TECHNOLOGY INC. | 13,520,000 | $15.19M | 1.2% | $1.19 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CONMED CORP | 9,836,000 | $15.12M | 1.2% | $1.06 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | LENDINGTREE INC | 17,685,000 | $15.02M | 1.1% | $0.85 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | PEGASYSTEMS INC | 13,390,000 | $14.95M | 1.1% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | WINNEBAGO INDS INC | 11,176,000 | $14.77M | 1.1% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | LUMENTUM HLDGS INC | 13,203,000 | $14.44M | 1.1% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | BURLINGTON STORES INC | 9,461,000 | $13.93M | 1.1% | $1.60 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | INSULET CORP | 9,985,000 | $13.74M | 1.1% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PALO ALTO NETWORKS INC | 7,463,000 | $13.52M | 1.0% | $1.12 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | NUVASIVE INC | 13,183,000 | $13.35M | 1.0% | $1.05 | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | SOUTHWEST AIRLS CO | 8,940,000 | $13.34M | 1.0% | $1.34 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 11,362,000 | $13.31M | 1.0% | $1.30 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | LIVE NATION ENTERTAINMENT IN | 11,726,000 | $13.3M | 1.0% | $1.12 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | ZENDESK INC | 10,467,000 | $13.21M | 1.0% | $1.45 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | INTERDIGITAL INC | 11,955,000 | $13.04M | 1.0% | $1.06 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | MARRIOTT VACATIONS WORLDWIDE | 11,030,000 | $12.99M | 1.0% | $0.89 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | MERITOR INC | 11,713,000 | $12.39M | 0.9% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | DATADOG INC | 7,542,000 | $12.38M | 0.9% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | SOLAREDGE TECHNOLOGIES INC | 9,918,000 | $12.19M | 0.9% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | FTI CONSULTING INC | 8,209,000 | $11.54M | 0.9% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | COUPA SOFTWARE INC | 10,698,000 | $11.5M | 0.9% | $1.16 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | WESTERN DIGITAL CORP. | 11,314,000 | $11.49M | 0.9% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | EQT CORP | 7,216,000 | $11.37M | 0.9% | $1.68 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | TELADOC HEALTH INC | 11,279,000 | $11.32M | 0.9% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | STARWOOD WAYPOINT HOMES | 6,405,000 | $10.85M | 0.8% | $1.19 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | NATIONAL VISION HLDGS INC | 5,471,000 | $10.59M | 0.8% | $1.78 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ZSCALER INC | 5,750,000 | $10.51M | 0.8% | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | TWITTER INC | 8,168,000 | $10.22M | 0.8% | $1.06 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | LIBERTY MEDIA CORP DEL | 7,175,000 | $10.08M | 0.8% | $1.09 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SILICON LABORATORIES INC | 7,758,000 | $9.906M | 0.8% | $1.40 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | ETSY INC | 7,485,000 | $9.866M | 0.8% | $1.32 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | AKAMAI TECHNOLOGIES INC | 8,081,000 | $9.825M | 0.8% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WORKIVA INC | 5,259,000 | $9.72M | 0.7% | $1.09 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NCL CORP LTD | 5,593,000 | $9.646M | 0.7% | $1.72 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | KBR INC | 5,987,000 | $9.58M | 0.7% | $1.15 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | SHOPIFY INC | 7,848,000 | $9.562M | 0.7% | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | EXACT SCIENCES CORP | 8,452,000 | $9.526M | 0.7% | $1.05 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 8,679,000 | $9.501M | 0.7% | $1.12 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | PARSONS CORP DEL | 9,408,000 | $9.401M | 0.7% | $1.00 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | HUAZHU GROUP LTD | 7,253,000 | $9.347M | 0.7% | $1.29 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | JAZZ INVESTMENTS I LTD | 7,855,000 | $9.07M | 0.7% | $1.33 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | JAZZ INVESTMENTS I LTD | 8,827,000 | $8.976M | 0.7% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | VONAGE HLDGS CORP | 7,541,000 | $8.651M | 0.7% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | ZYNGA INC | 7,553,000 | $8.601M | 0.7% | $1.30 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | ARES CAPITAL CORP | 7,365,000 | $8.219M | 0.6% | $1.02 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | FORTIVE CORP | 8,075,000 | $8.145M | 0.6% | $0.95 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | FIREEYE INC | 7,061,000 | $7.494M | 0.6% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | SUPERNUS PHARMACEUTICALS | 6,813,000 | $6.618M | 0.5% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | ALTERYX INC | 6,820,000 | $6.364M | 0.5% | $1.01 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | LIBERTY LATIN AMERICA LTD | 5,928,000 | $6.104M | 0.5% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,884,000 | $5.903M | 0.5% | $1.04 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | RAPID7 INC | 2,934,000 | $5.701M | 0.4% | $1.68 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | COHERUS BIOSCIENCES INC | 4,936,000 | $5.521M | 0.4% | $1.04 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | REPLIGEN CORP | 2,176,000 | $5.515M | 0.4% | $1.27 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | WORKDAY INC | 3,176,000 | $5.449M | 0.4% | $1.19 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | NEUROCRINE BIOSCIENCES INC | 3,990,000 | $5.362M | 0.4% | $1.42 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | II-VI INC | 4,008,000 | $5.325M | 0.4% | $1.16 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,457,000 | $5.272M | 0.4% | $1.02 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | ALTAIR ENGR INC | 3,210,000 | $4.986M | 0.4% | $1.11 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | ANTHEM INC | 929,000 | $4.92M | 0.4% | $2.87 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | SPLUNK INC | 3,712,000 | $4.355M | 0.3% | $1.09 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | AMERICAN EAGLE OUTFITTERS IN | 1,334,000 | $4.121M | 0.3% | $4.38 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | IONIS PHARMACEUTICALS INC | 4,147,000 | $3.801M | 0.3% | $1.03 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | HERBALIFE NUTRITION LTD | 3,697,000 | $3.752M | 0.3% | $1.03 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | STARWOOD PPTY TR INC | 3,251,000 | $3.495M | 0.3% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | LIBERTY MEDIA CORP DEL | 2,307,000 | $3.187M | 0.2% | $1.08 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ALTERYX INC | 3,139,000 | $2.927M | 0.2% | $1.01 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | FIVE9 INC | 2,058,000 | $2.789M | 0.2% | $1.36 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | NEW RELIC INC | 2,709,000 | $2.757M | 0.2% | $1.03 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SQUARE INC | 1,230,000 | $2.5M | 0.2% | $2.06 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SNAP INC | 635,000 | $2.075M | 0.2% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| NE1USD | NOBLE CORP NEW | 73,292 | $1.983M | 0.2% | $25.26 | — | SHS | G6610J209 |
| — | NUVASIVE INC | 1,350,000 | $1.307M | 0.1% | $1.01 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | ROYAL CARIBBEAN GROUP | 852,000 | $1.212M | 0.1% | $1.42 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | Q2 HLDGS INC | 1,068,000 | $1.205M | 0.1% | $1.17 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CHEGG INC | 791,000 | $1.141M | 0.1% | $1.55 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | ON SEMICONDUCTOR CORP | 439,000 | $994K | 0.1% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ZILLOW GROUP INC | 614,000 | $965K | 0.1% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| CHRD | OASIS PETROLEUM INC | 6,717 | $668K | 0.1% | $10.09 | +499.7% | COM NEW | 674215207 |
| — | EXACT SCIENCES CORP | 249,000 | $370K | 0.0% | $1.06 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | BLACKLINE INC | 208,000 | $349K | 0.0% | $1.39 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| GPOR | GULFPORT ENERGY CORP | 3,739 | $307K | 0.0% | $64.14 | +8.5% | COMMON SHARES | 402635502 |