Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value: $1.47B (0.1% shares, 99.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DISH NETWORK CORPORATION | 43,244,000 | $40.73M | 2.8% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | SPLUNK INC | 40,131,000 | $37M | 2.5% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | LIBERTY MEDIA CORP DEL | 47,071,000 | $35.9M | 2.4% | $0.77 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SPIRIT AIRLS INC | 41,234,000 | $34.41M | 2.3% | $0.93 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SPLUNK INC | 30,067,000 | $31.95M | 2.2% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | BIOMARIN PHARMACEUTICAL INC | 30,692,000 | $31.43M | 2.1% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | CHEGG INC | 33,856,000 | $27.71M | 1.9% | $0.96 | — | NOTE 9/0 | 163092AF6 |
| — | DEXCOM INC | 23,555,000 | $27.46M | 1.9% | $1.08 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | EURONET WORLDWIDE INC | 23,463,000 | $25.01M | 1.7% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | VAIL RESORTS INC | 23,152,000 | $24.17M | 1.6% | $1.04 | — | NOTE 1/0 | 91879QAN9 |
| — | BOOKING HOLDINGS INC | 16,344,000 | $23.71M | 1.6% | $1.44 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | WAYFAIR INC | 26,201,000 | $23.66M | 1.6% | $0.99 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | PURE STORAGE INC | 17,624,000 | $22.86M | 1.6% | $0.99 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CYBERARK SOFTWARE LTD | 17,831,000 | $21.94M | 1.5% | $1.22 | — | NOTE 11/1 | 23248VAB1 |
| — | NICE LTD | 18,013,000 | $21.45M | 1.5% | $1.17 | — | NOTE 9/1 | 653656AB4 |
| — | BLACKSTONE MORTGAGE TRUST IN | 20,597,000 | $21.26M | 1.4% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | RINGCENTRAL INC | 23,915,000 | $20.75M | 1.4% | $0.92 | — | NOTE 3/1 | 76680RAH0 |
| — | ILLUMINA INC | 17,757,000 | $20.05M | 1.4% | $1.10 | — | NOTE 8/1 | 452327AK5 |
| — | INSIGHT ENTERPRISES INC | 12,511,000 | $19.5M | 1.3% | $1.13 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | PIONEER NAT RES CO | 11,106,000 | $19.5M | 1.3% | $1.62 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | STRIDE INC | 20,223,000 | $19.46M | 1.3% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ZENDESK INC | 16,202,000 | $18.94M | 1.3% | $1.35 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | AKAMAI TECHNOLOGIES INC | 16,294,000 | $18.57M | 1.3% | $1.16 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ZYNGA INC | 20,586,000 | $18.49M | 1.3% | $0.90 | — | NOTE 12/1 | 98986TAD0 |
| — | MICROCHIP TECHNOLOGY INC. | 15,136,000 | $18.3M | 1.2% | $1.19 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CHEESECAKE FACTORY INC | 20,925,000 | $18.21M | 1.2% | $0.95 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | RINGCENTRAL INC | 19,198,000 | $17.99M | 1.2% | $1.09 | — | NOTE 3/0 | 76680RAF4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 12,368,000 | $17.79M | 1.2% | $1.31 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | NUVASIVE INC | 18,436,000 | $17.52M | 1.2% | $0.96 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | IQIYI INC | 24,957,000 | $17.49M | 1.2% | $0.70 | — | NOTE 4.000%12/1 | 46267XAE8 |
| — | LUMENTUM HLDGS INC | 14,320,000 | $17.43M | 1.2% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | OKTA INC | 14,524,000 | $16.92M | 1.2% | $1.25 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | LIVE NATION ENTERTAINMENT IN | 13,083,000 | $16.75M | 1.1% | $1.14 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | PALO ALTO NETWORKS INC | 8,090,000 | $16.73M | 1.1% | $1.19 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | WINNEBAGO INDS INC | 12,541,000 | $16.4M | 1.1% | $1.21 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SOUTHWEST AIRLS CO | 11,714,000 | $15.42M | 1.0% | $1.33 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PEGASYSTEMS INC | 14,691,000 | $15.2M | 1.0% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | TELADOC HEALTH INC | 16,917,000 | $15.15M | 1.0% | $1.04 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | MERITOR INC | 13,315,000 | $14.45M | 1.0% | $1.00 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | SILICON LABORATORIES INC | 8,435,000 | $14.44M | 1.0% | $1.42 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | LIBERTY MEDIA CORP DEL | 8,509,000 | $14.3M | 1.0% | $1.19 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | INSULET CORP | 11,076,000 | $14.26M | 1.0% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | UBER TECHNOLOGIES INC | 14,616,000 | $14.1M | 1.0% | $0.96 | — | NOTE 12/1 | 90353TAJ9 |
| — | BLOCK INC | 13,426,000 | $13.97M | 1.0% | $1.04 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | BURLINGTON STORES INC | 9,353,000 | $13.73M | 0.9% | $1.60 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | WIX COM LTD | 15,565,000 | $13.73M | 0.9% | $0.96 | — | NOTE 8/1 | 92940WAD1 |
| — | INTERDIGITAL INC | 12,410,000 | $13.65M | 0.9% | $1.06 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | SOLAREDGE TECHNOLOGIES INC | 10,897,000 | $13.44M | 0.9% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | DISH NETWORK CORPORATION | 13,388,000 | $13.12M | 0.9% | $0.98 | — | NOTE 12/1 | 25470MAF6 |
| — | ZSCALER INC | 6,030,000 | $13.1M | 0.9% | $1.84 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | JAZZ INVESTMENTS I LTD | 12,622,000 | $12.75M | 0.9% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | EQT CORP | 7,780,000 | $12.73M | 0.9% | $1.67 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | ARES CAPITAL CORP | 11,520,000 | $12.64M | 0.9% | $1.03 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | FTI CONSULTING INC | 8,129,000 | $12.62M | 0.9% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | FIVERR INTL LTD | 13,589,000 | $12.39M | 0.8% | $0.91 | — | NOTE 11/0 | 33835LAA3 |
| — | KBR INC | 6,033,000 | $11.58M | 0.8% | $1.15 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | WESTERN DIGITAL CORP. | 10,958,000 | $11.18M | 0.8% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | AKAMAI TECHNOLOGIES INC | 8,417,000 | $10.97M | 0.7% | $1.10 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | JAZZ INVESTMENTS I LTD | 9,844,000 | $10.89M | 0.7% | $1.28 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ZILLOW GROUP INC | 8,557,000 | $10.84M | 0.7% | $1.26 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SHOPIFY INC | 8,730,000 | $10.69M | 0.7% | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | COUPA SOFTWARE INC | 11,488,000 | $10.66M | 0.7% | $1.14 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 9,934,000 | $10.59M | 0.7% | $1.12 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ETSY INC | 7,891,000 | $10.54M | 0.7% | $1.32 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | LENDINGTREE INC | 13,058,000 | $10.52M | 0.7% | $0.85 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | DATADOG INC | 5,274,000 | $10.36M | 0.7% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | CONMED CORP | 6,259,000 | $10.24M | 0.7% | $1.06 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | GUARDANT HEALTH INC | 9,968,000 | $9.929M | 0.7% | $1.00 | — | NOTE 11/1 | 40131MAB5 |
| — | PARSONS CORP DEL | 9,904,000 | $9.905M | 0.7% | $1.00 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | REDFIN CORP | 11,188,000 | $9.81M | 0.7% | $0.88 | — | NOTE 10/1 | 75737FAC2 |
| — | ROYAL CARIBBEAN GROUP | 8,413,000 | $9.636M | 0.7% | $1.15 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | TWITTER INC | 8,850,000 | $9.451M | 0.6% | $1.06 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | EXACT SCIENCES CORP | 9,448,000 | $9.417M | 0.6% | $1.04 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ZYNGA INC | 8,202,000 | $8.862M | 0.6% | $1.29 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | VONAGE HLDGS CORP | 6,472,000 | $8.706M | 0.6% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | ARES CAPITAL CORP | 7,012,000 | $8.177M | 0.6% | $1.02 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | FORTIVE CORP | 8,013,000 | $8.08M | 0.5% | $0.95 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | MANDIANT INC | 7,764,000 | $7.939M | 0.5% | $0.99 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | HUAZHU GROUP LTD | 7,076,000 | $7.57M | 0.5% | $1.29 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | SUPERNUS PHARMACEUTICALS | 7,897,000 | $7.533M | 0.5% | $0.96 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | II-VI INC | 4,781,000 | $7.048M | 0.5% | $1.21 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,537,000 | $6.597M | 0.4% | $0.89 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | LCI INDS | 5,989,000 | $6.554M | 0.4% | $1.09 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ANTHEM INC | 929,000 | $6.114M | 0.4% | $2.87 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | Q2 HLDGS INC | 5,540,000 | $6.103M | 0.4% | $1.12 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | WORKDAY INC | 3,176,000 | $5.917M | 0.4% | $1.19 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | RAPID7 INC | 2,888,000 | $5.758M | 0.4% | $1.68 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | NOVOCURE LTD | 6,419,000 | $5.736M | 0.4% | $0.89 | — | NOTE 11/0 | 67011XAB9 |
| — | LIBERTY LATIN AMERICA LTD | 5,594,000 | $5.607M | 0.4% | $0.83 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | HERBALIFE NUTRITION LTD | 6,002,000 | $5.545M | 0.4% | $0.99 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | Q2 HLDGS INC | 6,172,000 | $5.519M | 0.4% | $0.89 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | NEUROCRINE BIOSCIENCES INC | 4,360,000 | $5.487M | 0.4% | $1.41 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | NUVASIVE INC | 5,617,000 | $5.433M | 0.4% | $1.05 | — | NOTE 1.000% 6/0 | 670704AL9 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,633,000 | $5.292M | 0.4% | $1.04 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ALTAIR ENGR INC | 3,080,000 | $5.247M | 0.4% | $1.11 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | COHERUS BIOSCIENCES INC | 4,682,000 | $5.175M | 0.4% | $1.04 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | NEW RELIC INC | 4,174,000 | $4.987M | 0.3% | $1.09 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,201,000 | $4.693M | 0.3% | $1.02 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | ALTERYX INC | 5,206,000 | $4.686M | 0.3% | $0.96 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | LIVE NATION ENTERTAINMENT IN | 2,637,000 | $4.63M | 0.3% | $1.18 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | IONIS PHARMACEUTICALS INC | 4,903,000 | $4.362M | 0.3% | $1.01 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | LIBERTY MEDIA CORP DEL | 2,540,000 | $3.858M | 0.3% | $1.12 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AMERICAN EAGLE OUTFITTERS IN | 1,154,000 | $3.521M | 0.2% | $4.38 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | REPLIGEN CORP | 1,463,000 | $3.429M | 0.2% | $1.27 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | STARWOOD PPTY TR INC | 3,053,000 | $3.245M | 0.2% | $0.99 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | NATIONAL VISION HLDGS INC | 1,950,000 | $3.222M | 0.2% | $1.78 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,879,000 | $3.022M | 0.2% | $1.01 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | FIVE9 INC | 2,327,000 | $2.865M | 0.2% | $1.34 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | WORKIVA INC | 1,524,000 | $2.671M | 0.2% | $1.09 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | IQIYI INC | 3,063,000 | $2.248M | 0.2% | $0.73 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| NE1USD | NOBLE CORP NEW | 73,292 | $1.818M | 0.1% | $25.26 | — | SHS | G6610J209 |
| — | BLOCK INC | 1,161,000 | $1.729M | 0.1% | $2.06 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | ON SEMICONDUCTOR CORP | 395,000 | $1.3M | 0.1% | $1.18 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | SNAP INC | 579,000 | $1.257M | 0.1% | $1.39 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | ROYAL CARIBBEAN GROUP | 798,000 | $1.021M | 0.1% | $1.42 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | CHEGG INC | 708,000 | $701K | 0.0% | $1.55 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | EXACT SCIENCES CORP | 305,000 | $396K | 0.0% | $1.10 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | BLACKLINE INC | 193,000 | $292K | 0.0% | $1.39 | — | NOTE 0.125% 8/0 | 09239BAB5 |