Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 10, 2022
Total Value: $1.785B (17.9% shares, 82.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NE | NOBLE CORP NEW | 8,284 | $280M | 15.7% | $25.79 | 0.0% | ORD SHS A | G65431127 |
| — | BIOMARIN PHARMACEUTICAL INC | 28,381,000 | $28.12M | 1.6% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SPIRIT AIRLS INC | 31,470,000 | $26.97M | 1.5% | $0.90 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | DIAMOND OFFSHORE DRILLING IN | 3,950,770 | $25.7M | 1.4% | $5.70 | — | COM | 25271C201 |
| — | PEGASYSTEMS INC | 30,513,000 | $24.75M | 1.4% | $0.96 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 28,089,000 | $24.54M | 1.4% | $0.98 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ETSY INC | 26,926,000 | $23.73M | 1.3% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | NUVASIVE INC | 26,975,000 | $23.49M | 1.3% | $0.93 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | CYBERARK SOFTWARE LTD | 20,464,000 | $23.23M | 1.3% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | ENVESTNET INC | 26,645,000 | $22.36M | 1.3% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | EXACT SCIENCES CORP | 31,780,000 | $22.07M | 1.2% | $0.88 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SPLUNK INC | 27,215,000 | $21.6M | 1.2% | $0.82 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | SPLUNK INC | 24,408,000 | $21.5M | 1.2% | $0.98 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BLOCK INC | 23,594,000 | $21.42M | 1.2% | $0.92 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | LIBERTY MEDIA CORP DEL | 44,479,000 | $21.39M | 1.2% | $0.77 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | VAIL RESORTS INC | 24,523,000 | $21.38M | 1.2% | $0.86 | — | NOTE 1/0 | 91879QAN9 |
| — | COUPA SOFTWARE INC | 25,235,000 | $21.36M | 1.2% | $0.84 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | FORD MTR CO DEL | 22,196,000 | $20.3M | 1.1% | $0.91 | — | NOTE 3/1 | 345370CZ1 |
| — | MICROCHIP TECHNOLOGY INC. | 18,012,000 | $18.25M | 1.0% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | AKAMAI TECHNOLOGIES INC | 19,567,000 | $18.24M | 1.0% | $1.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | FIVE9 INC | 20,082,000 | $18.2M | 1.0% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | VERINT SYSTEMS INC | 21,761,000 | $18.14M | 1.0% | $0.89 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | NRG ENERGY INC | 16,846,000 | $18.09M | 1.0% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | Q2 HLDGS INC | 22,680,000 | $18.02M | 1.0% | $0.99 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | DISH NETWORK CORPORATION | 25,396,000 | $17.59M | 1.0% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | IMAX CORP | 21,092,000 | $17.44M | 1.0% | $0.88 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | BOOKING HOLDINGS INC | 14,426,000 | $17.37M | 1.0% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | TELADOC HEALTH INC | 23,390,000 | $17.29M | 1.0% | $0.73 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | JETBLUE AIRWAYS CORP | 24,085,000 | $17.21M | 1.0% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | DEXCOM INC | 18,523,000 | $17.07M | 1.0% | $0.90 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | IQIYI INC | 24,957,000 | $16.95M | 0.9% | $0.70 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | BLACKSTONE MORTGAGE TRUST IN | 18,585,000 | $15.93M | 0.9% | $0.92 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | WAYFAIR INC | 23,287,000 | $15.75M | 0.9% | $0.66 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | RAPID7 INC | 20,521,000 | $15.6M | 0.9% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | ENPHASE ENERGY INC | 13,424,000 | $15.47M | 0.9% | $0.98 | — | NOTE 3/0 | 29355AAH0 |
| — | JAMF HLDG CORP | 18,169,000 | $14.76M | 0.8% | $0.81 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | AKAMAI TECHNOLOGIES INC | 14,349,000 | $14.62M | 0.8% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | OKTA INC | 18,113,000 | $14.13M | 0.8% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BLACKLINE INC | 17,319,000 | $14.05M | 0.8% | $0.79 | — | NOTE 3/1 | 09239BAD1 |
| — | IRONWOOD PHARMACEUTICALS INC | 13,818,000 | $13.9M | 0.8% | $1.03 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | NICE LTD | 14,924,000 | $13.78M | 0.8% | $0.97 | — | NOTE 9/1 | 653656AB4 |
| — | ZILLOW GROUP INC | 14,893,000 | $13.71M | 0.8% | $1.19 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | GREENBRIER COS INC | 16,833,000 | $13.46M | 0.8% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | STRIDE INC | 13,273,000 | $13.46M | 0.8% | $0.98 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | SOUTHWEST AIRLS CO | 11,596,000 | $13.3M | 0.7% | $1.33 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | EURONET WORLDWIDE INC | 14,504,000 | $13.25M | 0.7% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | MARRIOTT VACATIONS WORLDWIDE | 14,295,000 | $13.13M | 0.7% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | DROPBOX INC | 15,238,000 | $12.96M | 0.7% | $0.86 | — | NOTE 3/0 | 26210CAD6 |
| — | INSIGHT ENTERPRISES INC | 10,207,000 | $12.94M | 0.7% | $1.13 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 859,826 | $12.91M | 0.7% | $14.88 | — | COM UNIT LTD | 866142409 |
| — | ON SEMICONDUCTOR CORP | 9,781,000 | $12.84M | 0.7% | $1.14 | — | NOTE 5/0 | 682189AS4 |
| — | ROYAL CARIBBEAN GROUP | 13,500,000 | $12.83M | 0.7% | $0.90 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | PELOTON INTERACTIVE INC | 18,700,000 | $12.76M | 0.7% | $0.63 | — | NOTE 2/1 | 70614WAB6 |
| — | NOVOCURE LTD | 14,050,000 | $12.65M | 0.7% | $0.85 | — | NOTE 11/0 | 67011XAB9 |
| — | TRIPADVISOR INC | 15,642,000 | $12.57M | 0.7% | $0.77 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | WINNEBAGO INDS INC | 11,862,000 | $12.5M | 0.7% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | INSULET CORP | 10,647,000 | $12.49M | 0.7% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | BLACKLINE INC | 11,993,000 | $12.41M | 0.7% | $1.12 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | MACOM TECH SOLUTIONS HLDGS I | 13,152,000 | $12.35M | 0.7% | $0.90 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | DROPBOX INC | 14,107,000 | $12.27M | 0.7% | $0.89 | — | NOTE 3/0 | 26210CAC8 |
| — | VARONIS SYS INC | 10,994,000 | $12.14M | 0.7% | $1.15 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | REDFIN CORP | 23,667,000 | $11.67M | 0.7% | $0.48 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | LCI INDS | 13,392,000 | $11.49M | 0.6% | $0.88 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ETSY INC | 14,688,000 | $11.48M | 0.6% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | LIVE NATION ENTERTAINMENT IN | 11,537,000 | $11.38M | 0.6% | $1.13 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | UBER TECHNOLOGIES INC | 13,545,000 | $11.31M | 0.6% | $0.79 | — | NOTE 12/1 | 90353TAJ9 |
| — | TWITTER INC | 12,099,000 | $11.1M | 0.6% | $0.89 | — | NOTE 3/1 | 90184LAN2 |
| — | DATADOG INC | 9,311,000 | $11.04M | 0.6% | $1.25 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | PARSONS CORP DEL | 10,531,000 | $10.99M | 0.6% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | BENTLEY SYS INC | 14,434,000 | $10.91M | 0.6% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BOX INC | 9,678,000 | $10.64M | 0.6% | $1.11 | — | NOTE 1/1 | 10316TAB0 |
| — | PURE STORAGE INC | 9,372,000 | $10.55M | 0.6% | $1.01 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | JOHN BEAN TECHNOLOGIES CORP | 12,605,000 | $10.44M | 0.6% | $0.89 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | WESTERN DIGITAL CORP. | 10,936,000 | $10.43M | 0.6% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | DISH NETWORK CORPORATION | 11,456,000 | $10.27M | 0.6% | $0.89 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | LIBERTY LATIN AMERICA LTD | 11,476,000 | $10.12M | 0.6% | $0.87 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | FTI CONSULTING INC | 5,757,000 | $9.444M | 0.5% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | SNAP INC | 13,492,000 | $9.393M | 0.5% | $0.69 | — | NOTE 5/0 | 83304AAF3 |
| — | JAZZ INVESTMENTS I LTD | 9,802,000 | $9.305M | 0.5% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SOLAREDGE TECHNOLOGIES INC | 8,355,000 | $9.096M | 0.5% | $1.18 | — | NOTE 9/1 | 83417MAD6 |
| — | WORKIVA INC | 7,690,000 | $8.995M | 0.5% | $1.07 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | SILICON LABORATORIES INC | 7,587,000 | $8.98M | 0.5% | $1.28 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | ILLUMINA INC | 8,834,000 | $8.481M | 0.5% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | ZSCALER INC | 6,658,000 | $8.475M | 0.5% | $1.20 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | EXPEDIA GROUP INC | 9,742,000 | $8.475M | 0.5% | $0.90 | — | NOTE 2/1 | 30212PBE4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 6,675,000 | $8.437M | 0.5% | $1.31 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | TWITTER INC | 8,232,000 | $8.325M | 0.5% | $1.03 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | ALTERYX INC | 10,116,000 | $8.296M | 0.5% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | DRAFTKINGS INC NEW | 12,121,000 | $7.975M | 0.4% | $0.61 | — | NOTE 3/1 | 26142RAB0 |
| — | RINGCENTRAL INC | 9,979,000 | $7.724M | 0.4% | $0.75 | — | NOTE 3/1 | 76680RAH0 |
| — | PALO ALTO NETWORKS INC | 4,158,000 | $7.683M | 0.4% | $1.32 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | GUARDANT HEALTH INC | 9,905,000 | $7.242M | 0.4% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | HALOZYME THERAPEUTICS INC | 8,279,000 | $7.014M | 0.4% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | SHIFT4 PMTS INC | 8,701,000 | $6.609M | 0.4% | $0.76 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | BLACKSTONE MORTGAGE TRUST IN | 6,550,000 | $6.539M | 0.4% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ARES CAPITAL CORP | 6,137,000 | $6.318M | 0.4% | $1.04 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | LUMENTUM HLDGS INC | 6,729,000 | $6.29M | 0.4% | $1.14 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | NEOGENOMICS INC | 9,333,000 | $6.074M | 0.3% | $0.63 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | ELEVANCE HEALTH INC | 929,000 | $6.022M | 0.3% | $2.87 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ITRON INC | 7,620,000 | $5.959M | 0.3% | $0.79 | — | NOTE 3/1 | 465741AN6 |
| — | LIVONGO HEALTH INC | 6,996,000 | $5.837M | 0.3% | $0.83 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | BLOCK INC | 7,776,000 | $5.607M | 0.3% | $0.73 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | JAZZ INVESTMENTS I LTD | 5,194,000 | $5.541M | 0.3% | $1.17 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | REALOGY GRP LLC/REALOGY CO | 7,943,000 | $5.537M | 0.3% | $0.72 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | STARWOOD PPTY TR INC | 5,484,000 | $5.463M | 0.3% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | CHEESECAKE FACTORY INC | 6,694,000 | $5.174M | 0.3% | $0.75 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | CABLE ONE INC | 6,653,000 | $5.047M | 0.3% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | TRANSOCEAN INC | 5,500,000 | $5.004M | 0.3% | $1.23 | — | DEB 4.000%12/1 | 893830BT5 |
| — | PANDORA MEDIA INC | 4,448,000 | $4.719M | 0.3% | $1.07 | — | NOTE 1.750%12/0 | 698354AD9 |
| — | AVALARA INC | 4,868,000 | $4.645M | 0.3% | $0.95 | — | NOTE 0.250% 8/0 | 05338GAB2 |
| — | RAPID7 INC | 4,443,000 | $4.466M | 0.3% | $1.12 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | REDFIN CORP | 7,389,000 | $4.351M | 0.2% | $0.59 | — | NOTE 10/1 | 75737FAC2 |
| — | CERIDIAN HCM HLDG INC | 5,059,000 | $4.071M | 0.2% | $0.78 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | ZILLOW GROUP INC | 4,000,000 | $3.878M | 0.2% | $1.00 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | EXACT SCIENCES CORP | 4,146,000 | $3.696M | 0.2% | $0.91 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | BEYOND MEAT INC | 11,646,000 | $3.563M | 0.2% | $0.38 | — | NOTE 3/1 | 08862EAB5 |
| — | UPSTART HLDGS INC | 6,303,000 | $3.484M | 0.2% | $0.55 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | CONMED CORP | 3,063,000 | $3.361M | 0.2% | $1.06 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | BURLINGTON STORES INC | 3,450,000 | $3.315M | 0.2% | $0.99 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,206,000 | $3.255M | 0.2% | $1.05 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ZENDESK INC | 3,169,000 | $3.132M | 0.2% | $0.96 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | HERBALIFE NUTRITION LTD | 3,151,000 | $2.823M | 0.2% | $0.99 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | IQIYI INC | 3,063,000 | $2.695M | 0.2% | $0.73 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | AIRBNB INC | 3,210,000 | $2.674M | 0.1% | $0.82 | — | NOTE 3/1 | 009066AB7 |
| — | OKTA INC | 3,000,000 | $2.516M | 0.1% | $0.84 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | COHERUS BIOSCIENCES INC | 3,140,000 | $2.514M | 0.1% | $0.66 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | CHEGG INC | 3,278,000 | $2.504M | 0.1% | $0.74 | — | NOTE 9/0 | 163092AF6 |
| — | WAYFAIR INC | 3,737,000 | $2.315M | 0.1% | $1.05 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | BENTLEY SYS INC | 2,718,000 | $2.266M | 0.1% | $0.85 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | Q2 HLDGS INC | 2,733,000 | $2.188M | 0.1% | $0.80 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | LIBERTY MEDIA CORP DEL | 1,765,000 | $2.133M | 0.1% | $1.12 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ALARM COM HLDGS INC | 1,877,000 | $1.544M | 0.1% | $0.81 | — | NOTE 1/1 | 011642AB1 |
| — | PIONEER NAT RES CO | 644,000 | $1.399M | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | EQT CORP | 500,000 | $1.384M | 0.1% | $2.77 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | ENPHASE ENERGY INC | 977,000 | $1.165M | 0.1% | $0.97 | — | NOTE 3/0 | 29355AAK3 |
| — | FIVERR INTL LTD | 1,185,000 | $932K | 0.1% | $0.75 | — | NOTE 11/0 | 33835LAA3 |
| — | SHAKE SHACK INC | 680,000 | $458K | 0.0% | $0.68 | — | NOTE 3/0 | 819047AB7 |
| — | RINGCENTRAL INC | 297,000 | $251K | 0.0% | $1.09 | — | NOTE 3/0 | 76680RAF4 |
| — | BIOMARIN PHARMACEUTICAL INC | 237,000 | $238K | 0.0% | $1.00 | — | NOTE 1.250% 5/1 | 09061GAK7 |