Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 12, 2022
Total Value: $793M (1.6% shares, 98.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 44,793,000 | $39.84M | 5.0% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LIBERTY MEDIA CORP DEL | 46,625,000 | $31.81M | 4.0% | $0.77 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | BIOMARIN PHARMACEUTICAL INC | 30,138,000 | $29.51M | 3.7% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SPLUNK INC | 24,143,000 | $27.14M | 3.4% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | EURONET WORLDWIDE INC | 23,739,000 | $26.07M | 3.3% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | Q2 HLDGS INC | 21,992,000 | $21.38M | 2.7% | $1.01 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | PURE STORAGE INC | 15,776,000 | $21.38M | 2.7% | $0.99 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | ILLUMINA INC | 19,460,000 | $21.1M | 2.7% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | CYBERARK SOFTWARE LTD | 17,285,000 | $20.95M | 2.6% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | EXACT SCIENCES CORP | 21,131,000 | $19.57M | 2.5% | $0.98 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ZILLOW GROUP INC | 16,930,000 | $18.88M | 2.4% | $1.19 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | INSIGHT ENTERPRISES INC | 11,913,000 | $18.66M | 2.4% | $1.13 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | NEW RELIC INC | 18,650,000 | $18.34M | 2.3% | $1.01 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | AKAMAI TECHNOLOGIES INC | 16,300,000 | $18.29M | 2.3% | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | PEGASYSTEMS INC | 19,475,000 | $17.81M | 2.2% | $1.05 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | ALTERYX INC | 20,414,000 | $17.7M | 2.2% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | IQIYI INC | 24,957,000 | $17.7M | 2.2% | $0.70 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | NUVASIVE INC | 17,887,000 | $17.05M | 2.2% | $0.96 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | JAZZ INVESTMENTS I LTD | 15,182,000 | $15.57M | 2.0% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | LIVE NATION ENTERTAINMENT IN | 12,302,000 | $15.48M | 2.0% | $1.14 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | SOUTHWEST AIRLS CO | 11,447,000 | $15.38M | 1.9% | $1.33 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | MICROCHIP TECHNOLOGY INC. | 13,809,000 | $15.31M | 1.9% | $1.19 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | WINNEBAGO INDS INC | 14,207,000 | $15.29M | 1.9% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | LIBERTY MEDIA CORP DEL | 7,781,000 | $14.34M | 1.8% | $1.19 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,245,000 | $14.21M | 1.8% | $1.31 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | INSULET CORP | 10,932,000 | $14.12M | 1.8% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | INTEGRA LIFESCIENCES HLDGS C | 12,542,000 | $12.87M | 1.6% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 859,826 | $12.79M | 1.6% | $14.88 | — | COM UNIT LTD | 866142409 |
| — | INTERDIGITAL INC | 11,735,000 | $12.12M | 1.5% | $1.06 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | WESTERN DIGITAL CORP. | 12,319,000 | $11.79M | 1.5% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | KBR INC | 5,220,000 | $11.46M | 1.4% | $1.15 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | FTI CONSULTING INC | 7,099,000 | $11.27M | 1.4% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | AKAMAI TECHNOLOGIES INC | 8,274,000 | $10.84M | 1.4% | $1.10 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | VONAGE HLDGS CORP | 8,421,000 | $10.69M | 1.3% | $1.05 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | CHEGG INC | 10,572,000 | $10.33M | 1.3% | $1.01 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | CONMED CORP | 6,082,000 | $10.26M | 1.3% | $1.06 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | PALO ALTO NETWORKS INC | 4,319,000 | $9.917M | 1.3% | $1.19 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | RINGCENTRAL INC | 11,239,000 | $9.71M | 1.2% | $1.09 | — | NOTE 3/0 | 76680RAF4 |
| — | SHOPIFY INC | 10,287,000 | $9.537M | 1.2% | $1.15 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | TWITTER INC | 8,449,000 | $8.439M | 1.1% | $1.06 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | BLACKLINE INC | 7,157,000 | $8.251M | 1.0% | $1.16 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | BLACKSTONE MTG TR INC | 7,333,000 | $7.502M | 0.9% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | II-VI INC | 4,688,000 | $7.206M | 0.9% | $1.21 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | TRANSOCEAN INC | 5,500,000 | $6.769M | 0.9% | $1.23 | — | DEB 4.000%12/1 | 893830BT5 |
| — | WELLPOINT INC | 929,000 | $6.499M | 0.8% | $2.87 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ZYNGA INC | 4,835,000 | $5.866M | 0.7% | $1.29 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | SPLUNK INC | 5,000,000 | $5.854M | 0.7% | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,844,000 | $5.643M | 0.7% | $1.05 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | LUMENTUM HLDGS INC | 4,880,000 | $5.572M | 0.7% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | NEUROCRINE BIOSCIENCES INC | 4,166,000 | $5.528M | 0.7% | $1.41 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | WAYFAIR INC | 5,051,000 | $5.286M | 0.7% | $1.05 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | MARRIOTT VACTINS WORLDWID CO | 4,378,000 | $4.811M | 0.6% | $0.89 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | HERBALIFE LTD | 5,184,000 | $4.673M | 0.6% | $0.99 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,963,000 | $4.557M | 0.6% | $1.02 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | ARES CAPITAL CORP | 3,821,000 | $4.348M | 0.5% | $1.02 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | ALTAIR ENGR INC | 2,848,000 | $4.113M | 0.5% | $1.11 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | WORKDAY INC | 2,376,000 | $3.911M | 0.5% | $1.19 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | LIBERTY MEDIA CORP DEL | 2,439,000 | $3.478M | 0.4% | $1.12 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | LIBERTY LATIN AMERICA LTD | 3,533,000 | $3.149M | 0.4% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | SUPERNUS PHARMACEUTICALS INC | 2,680,000 | $2.61M | 0.3% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | REPLIGEN CORP | 1,513,000 | $2.61M | 0.3% | $1.29 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | IQIYI INC | 3,063,000 | $2.466M | 0.3% | $0.73 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | WORKIVA INC | 1,401,000 | $2.234M | 0.3% | $1.09 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | STARWOOD PPTY TR INC | 1,710,000 | $1.792M | 0.2% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | FIREEYE INC | 1,100,000 | $1.22M | 0.2% | $0.99 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ON SEMICONDUCTOR CORP | 310,000 | $941K | 0.1% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | SNAP INC | 488,000 | $852K | 0.1% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | EXACT SCIENCES CORP | 314,000 | $385K | 0.0% | $1.10 | — | NOTE 1.000% 1/1 | 30063PAA3 |