CIK: 0001275228 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 13, 2023
Total Value ($000): $1,609,421 (6.0% shares, 94.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIAMOND OFFSHORE DRILLING IN | 3,950,770 | $39,835 | 2.5% | $5.70 | — | COM | 25271C201 |
| — | BIOMARIN PHARMACEUTICAL INC | 30,334,000 | $32,181 | 2.0% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SPLUNK INC | 35,063,000 | $29,674 | 1.8% | $0.83 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | SPIRIT AIRLS INC | 35,113,000 | $28,405 | 1.8% | $0.89 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | ETSY INC | 26,756,000 | $26,730 | 1.7% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | INTEGRA LIFESCIENCES HLDGS C | 27,314,000 | $26,524 | 1.6% | $0.98 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | BLOCK INC | 27,778,000 | $26,427 | 1.6% | $0.92 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | HERBALIFE NUTRITION LTD | 26,854,000 | $24,975 | 1.6% | $0.94 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | VAIL RESORTS INC | 25,053,000 | $23,237 | 1.4% | $0.86 | — | NOTE 1/0 | 91879QAN9 |
| — | NUVASIVE INC | 26,015,000 | $22,786 | 1.4% | $0.93 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | FORD MTR CO DEL | 23,571,000 | $22,229 | 1.4% | $0.91 | — | NOTE 3/1 | 345370CZ1 |
| — | NCL CORP LTD | 31,342,000 | $21,473 | 1.3% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | EXACT SCIENCES CORP | 25,833,000 | $21,416 | 1.3% | $0.88 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | FIVE9 INC | 23,309,000 | $21,323 | 1.3% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | AKAMAI TECHNOLOGIES INC | 21,770,000 | $20,961 | 1.3% | $1.11 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SOUTHWEST AIRLS CO | 17,383,000 | $20,885 | 1.3% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| HYG | ISHARES TR | 340,000 | $20,815 | 1.3% | $61.22 | — | IBOXX HI YD ETF | 464288513 |
| SJNK | SPDR SER TR | 1,025,000 | $20,659 | 1.3% | $20.15 | — | BLOOMBERG SHT TE | 78468R408 |
| — | VERINT SYSTEMS INC | 23,044,000 | $20,066 | 1.2% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | BOOKING HOLDINGS INC | 15,047,000 | $20,034 | 1.2% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | DEXCOM INC | 18,099,000 | $19,653 | 1.2% | $0.90 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | Q2 HLDGS INC | 23,273,000 | $19,200 | 1.2% | $0.99 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | LIVONGO HEALTH INC | 21,788,000 | $19,055 | 1.2% | $0.86 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | NRG ENERGY INC | 18,171,000 | $18,004 | 1.1% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | WAYFAIR INC | 27,065,000 | $17,757 | 1.1% | $0.66 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | CHEGG INC | 19,251,000 | $17,591 | 1.1% | $0.91 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | LIBERTY LATIN AMERICA LTD | 19,502,000 | $17,587 | 1.1% | $0.88 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | IRONWOOD PHARMACEUTICALS INC | 16,386,000 | $17,546 | 1.1% | $1.03 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | SPLUNK INC | 17,513,000 | $16,521 | 1.0% | $0.98 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | MICROCHIP TECHNOLOGY INC. | 15,368,000 | $16,458 | 1.0% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | AKAMAI TECHNOLOGIES INC | 15,665,000 | $16,426 | 1.0% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NICE LTD | 17,384,000 | $16,365 | 1.0% | $0.97 | — | NOTE 9/1 | 653656AB4 |
| — | LIVE NATION ENTERTAINMENT IN | 16,475,000 | $16,277 | 1.0% | $1.09 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | PELOTON INTERACTIVE INC | 22,732,000 | $16,227 | 1.0% | $0.65 | — | NOTE 2/1 | 70614WAB6 |
| — | DISH NETWORK CORPORATION | 25,319,000 | $16,123 | 1.0% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | CYBERARK SOFTWARE LTD | 15,237,000 | $16,102 | 1.0% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | DROPBOX INC | 17,724,000 | $15,797 | 1.0% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | IQIYI INC | 24,957,000 | $15,518 | 1.0% | $0.70 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | BLACKSTONE MORTGAGE TRUST IN | 17,740,000 | $15,454 | 1.0% | $0.92 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | ENVESTNET INC | 16,828,000 | $15,250 | 0.9% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | RAPID7 INC | 19,501,000 | $15,229 | 0.9% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | NOVOCURE LTD | 16,861,000 | $14,947 | 0.9% | $0.86 | — | NOTE 11/0 | 67011XAB9 |
| — | BENTLEY SYS INC | 18,218,000 | $14,884 | 0.9% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BLACKLINE INC | 17,427,000 | $14,879 | 0.9% | $0.79 | — | NOTE 3/1 | 09239BAD1 |
| — | ENPHASE ENERGY INC | 13,168,000 | $14,821 | 0.9% | $0.98 | — | NOTE 3/0 | 29355AAH0 |
| — | ETSY INC | 17,108,000 | $14,767 | 0.9% | $0.75 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 884,826 | $14,759 | 0.9% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | BOX INC | 11,219,000 | $14,682 | 0.9% | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| — | GREENBRIER COS INC | 16,470,000 | $14,604 | 0.9% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | JETBLUE AIRWAYS CORP | 19,289,000 | $14,114 | 0.9% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | PURE STORAGE INC | 13,125,000 | $14,080 | 0.9% | $1.03 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | OKTA INC | 16,624,000 | $13,990 | 0.9% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | JAMF HLDG CORP | 16,887,000 | $13,924 | 0.9% | $0.81 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | LCI INDS | 16,118,000 | $13,609 | 0.8% | $0.87 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | JOHN BEAN TECHNOLOGIES CORP | 15,602,000 | $13,414 | 0.8% | $0.88 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | BLACKLINE INC | 11,704,000 | $12,945 | 0.8% | $1.12 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | INSULET CORP | 9,115,000 | $12,849 | 0.8% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | WINNEBAGO INDS INC | 12,018,000 | $12,644 | 0.8% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | MACOM TECH SOLUTIONS HLDGS I | 12,784,000 | $12,634 | 0.8% | $0.90 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | DIGITALOCEAN HLDGS INC | 16,748,000 | $12,582 | 0.8% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | STRIDE INC | 14,034,000 | $12,535 | 0.8% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | DROPBOX INC | 13,570,000 | $12,255 | 0.8% | $0.89 | — | NOTE 3/0 | 26210CAC8 |
| — | PARSONS CORP DEL | 10,650,000 | $12,207 | 0.8% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | HALOZYME THERAPEUTICS INC | 12,403,000 | $11,989 | 0.7% | $0.91 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | VARONIS SYS INC | 10,849,000 | $11,406 | 0.7% | $1.15 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | BLACKSTONE MORTGAGE TRUST IN | 11,259,000 | $11,311 | 0.7% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | UBER TECHNOLOGIES INC | 13,307,000 | $11,272 | 0.7% | $0.79 | — | NOTE 12/1 | 90353TAJ9 |
| — | TRIPADVISOR INC | 13,911,000 | $11,113 | 0.7% | $0.77 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | COUPA SOFTWARE INC | 11,179,000 | $10,846 | 0.7% | $0.84 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ON SEMICONDUCTOR CORP | 8,187,000 | $10,808 | 0.7% | $1.14 | — | NOTE 5/0 | 682189AS4 |
| — | IMAX CORP | 12,749,000 | $10,761 | 0.7% | $0.88 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PEGASYSTEMS INC | 12,220,000 | $10,546 | 0.7% | $0.96 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | WESTERN DIGITAL CORP. | 10,771,000 | $10,372 | 0.6% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | PERFICIENT INC | 13,165,000 | $10,154 | 0.6% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | ZILLOW GROUP INC | 10,609,000 | $10,125 | 0.6% | $1.19 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | INSIGHT ENTERPRISES INC | 6,705,000 | $10,012 | 0.6% | $1.13 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | WORKIVA INC | 7,793,000 | $9,604 | 0.6% | $1.08 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | SILICON LABORATORIES INC | 7,660,000 | $9,538 | 0.6% | $1.28 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | REDFIN CORP | 20,474,000 | $9,429 | 0.6% | $0.48 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | ZILLOW GROUP INC | 9,281,000 | $9,405 | 0.6% | $1.01 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | MARRIOTT VACATIONS WORLDWIDE | 9,545,000 | $9,289 | 0.6% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | CHEESECAKE FACTORY INC | 11,165,000 | $9,157 | 0.6% | $0.78 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | DATADOG INC | 8,302,000 | $9,052 | 0.6% | $1.25 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | LIBERTY MEDIA CORP DEL | 24,222,000 | $8,700 | 0.5% | $0.77 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | FTI CONSULTING INC | 5,538,000 | $8,689 | 0.5% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | EXACT SCIENCES CORP | 7,985,000 | $8,257 | 0.5% | $0.97 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ALTERYX INC | 9,594,000 | $8,130 | 0.5% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | BURLINGTON STORES INC | 7,060,000 | $8,123 | 0.5% | $1.07 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | EXPEDIA GROUP INC | 9,242,000 | $8,095 | 0.5% | $0.90 | — | NOTE 2/1 | 30212PBE4 |
| — | SOLAREDGE TECHNOLOGIES INC | 6,523,000 | $8,072 | 0.5% | $1.18 | — | NOTE 9/1 | 83417MAD6 |
| — | DISH NETWORK CORPORATION | 8,849,000 | $8,068 | 0.5% | $0.89 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | JAZZ INVESTMENTS I LTD | 7,247,000 | $7,194 | 0.4% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ZSCALER INC | 6,806,000 | $7,139 | 0.4% | $1.19 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | DOCUSIGN INC | 7,500,000 | $7,088 | 0.4% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | EURONET WORLDWIDE INC | 7,384,000 | $7,073 | 0.4% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | GUARDANT HEALTH INC | 10,983,000 | $6,856 | 0.4% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | PALO ALTO NETWORKS INC | 4,335,000 | $6,829 | 0.4% | $1.33 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ILLUMINA INC | 6,959,000 | $6,757 | 0.4% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | ARES CAPITAL CORP | 6,137,000 | $6,634 | 0.4% | $1.04 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | ITRON INC | 8,089,000 | $6,632 | 0.4% | $0.79 | — | NOTE 3/1 | 465741AN6 |
| — | DRAFTKINGS INC NEW | 10,473,000 | $6,607 | 0.4% | $0.61 | — | NOTE 3/1 | 26142RAB0 |
| — | JAZZ INVESTMENTS I LTD | 5,274,000 | $6,211 | 0.4% | $1.17 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NEOGENOMICS INC | 9,333,000 | $6,136 | 0.4% | $0.63 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | SABRE GLBL INC | 5,666,000 | $6,106 | 0.4% | $1.08 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | NABORS INDS INC | 6,498,000 | $5,838 | 0.4% | $0.90 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | SNAP INC | 8,051,000 | $5,683 | 0.4% | $0.69 | — | NOTE 5/0 | 83304AAF3 |
| — | ELEVANCE HEALTH INC | 744,000 | $5,449 | 0.3% | $2.87 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | STARWOOD PPTY TR INC | 5,484,000 | $5,403 | 0.3% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | BLOCK INC | 6,803,000 | $5,165 | 0.3% | $0.73 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | SPLUNK INC | 5,000,000 | $4,850 | 0.3% | $0.97 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | BENTLEY SYS INC | 5,274,000 | $4,791 | 0.3% | $0.88 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | CONMED CORP | 4,076,000 | $4,645 | 0.3% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CERIDIAN HCM HLDG INC | 5,220,000 | $4,561 | 0.3% | $0.78 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | VERADIGM INC | 3,200,000 | $4,548 | 0.3% | $1.31 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | SHIFT4 PMTS INC | 5,164,000 | $4,349 | 0.3% | $0.76 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | CABLE ONE INC | 5,534,000 | $4,317 | 0.3% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | UNITY SOFTWARE INC | 5,541,000 | $4,195 | 0.3% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | RAPID7 INC | 4,325,000 | $4,151 | 0.3% | $1.12 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,213,000 | $3,485 | 0.2% | $1.05 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | REDFIN CORP | 5,853,000 | $3,472 | 0.2% | $0.59 | — | NOTE 10/1 | 75737FAC2 |
| — | EQT CORP | 1,450,000 | $3,378 | 0.2% | $2.48 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | LUMENTUM HLDGS INC | 3,694,000 | $3,162 | 0.2% | $1.14 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PANDORA MEDIA INC | 3,033,000 | $3,135 | 0.2% | $1.07 | — | NOTE 1.750%12/0 | 698354AD9 |
| — | TELADOC HEALTH INC | 4,014,000 | $3,108 | 0.2% | $0.73 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | UPSTART HLDGS INC | 5,612,000 | $2,959 | 0.2% | $0.55 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | IQIYI INC | 3,063,000 | $2,519 | 0.2% | $0.73 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | COHERUS BIOSCIENCES INC | 3,803,000 | $2,512 | 0.2% | $0.66 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | LIBERTY MEDIA CORP DEL | 1,506,000 | $1,864 | 0.1% | $1.12 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | PIONEER NAT RES CO | 589,000 | $1,377 | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | OKTA INC | 1,149,000 | $1,005 | 0.1% | $0.84 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | FIVERR INTL LTD | 1,225,000 | $1,000 | 0.1% | $0.75 | — | NOTE 11/0 | 33835LAA3 |
| — | CHEGG INC | 583,000 | $463 | 0.0% | $0.74 | — | NOTE 9/0 | 163092AF6 |
| — | SHAKE SHACK INC | 644,000 | $430 | 0.0% | $0.68 | — | NOTE 3/0 | 819047AB7 |
| — | AIRBNB INC | 500,000 | $413 | 0.0% | $0.82 | — | NOTE 3/1 | 009066AB7 |
| — | ENPHASE ENERGY INC | 228,000 | $268 | 0.0% | $0.97 | — | NOTE 3/0 | 29355AAK3 |
| — | BIOMARIN PHARMACEUTICAL INC | 237,000 | $256 | 0.0% | $1.00 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | WAYFAIR INC | 326,000 | $187 | 0.0% | $1.05 | — | NOTE 1.000% 8/1 | 94419LAF8 |