CIK: 0001275228 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value ($000): $1,316,485 (7.0% shares, 93.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIAMOND OFFSHORE DRILLING IN | 3,536,653 | $41,658 | 3.2% | $5.70 | — | COM | 25271C201 |
| — | HERBALIFE NUTRITION LTD | 37,575,000 | $35,527 | 2.7% | $0.94 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | LIBERTY LATIN AMERICA LTD | 36,595,000 | $34,032 | 2.6% | $0.90 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | SPLUNK INC | 31,666,000 | $27,241 | 2.1% | $0.83 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | SPIRIT AIRLS INC | 31,101,000 | $25,257 | 1.9% | $0.89 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | FORD MTR CO DEL | 25,222,000 | $25,224 | 1.9% | $0.91 | — | NOTE 3/1 | 345370CZ1 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,984,000 | $24,566 | 1.9% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | ETSY INC | 26,910,000 | $24,278 | 1.8% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | AKAMAI TECHNOLOGIES INC | 25,009,000 | $23,003 | 1.7% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | CHEGG INC | 25,348,000 | $22,246 | 1.7% | $0.91 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | ENPHASE ENERGY INC | 21,402,000 | $22,030 | 1.7% | $1.00 | — | NOTE 3/0 | 29355AAH0 |
| — | BLOCK INC | 22,637,000 | $21,639 | 1.6% | $0.92 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SPLUNK INC | 20,832,000 | $20,168 | 1.5% | $0.98 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | EXACT SCIENCES CORP | 21,337,000 | $19,855 | 1.5% | $0.88 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NCL CORP LTD | 25,671,000 | $18,329 | 1.4% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | VAIL RESORTS INC | 20,305,000 | $18,148 | 1.4% | $0.86 | — | NOTE 1/0 | 91879QAN9 |
| — | VERINT SYSTEMS INC | 20,166,000 | $17,877 | 1.4% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | FIVE9 INC | 19,389,000 | $17,855 | 1.4% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 18,250,000 | $17,766 | 1.3% | $0.98 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | NRG ENERGY INC | 16,734,000 | $17,627 | 1.3% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BOOKING HOLDINGS INC | 11,289,000 | $16,950 | 1.3% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | BLACKLINE INC | 19,370,000 | $16,423 | 1.2% | $0.80 | — | NOTE 3/1 | 09239BAD1 |
| — | SOUTHWEST AIRLS CO | 14,358,000 | $16,372 | 1.2% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | WAYFAIR INC | 21,477,000 | $15,872 | 1.2% | $0.66 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | LIVE NATION ENTERTAINMENT IN | 15,744,000 | $15,354 | 1.2% | $1.09 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | PATRICK INDS INC | 16,772,000 | $15,252 | 1.2% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | DEXCOM INC | 13,709,000 | $14,682 | 1.1% | $0.90 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | LCI INDS | 15,592,000 | $14,238 | 1.1% | $0.87 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ETSY INC | 16,869,000 | $14,068 | 1.1% | $0.75 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | WAYFAIR INC | 21,103,000 | $14,018 | 1.1% | $0.67 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | CYBERARK SOFTWARE LTD | 12,380,000 | $13,845 | 1.1% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | NICE LTD | 14,431,000 | $13,812 | 1.0% | $0.97 | — | NOTE 9/1 | 653656AB4 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 893,866 | $13,721 | 1.0% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | OKTA INC | 15,896,000 | $13,585 | 1.0% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | LUMENTUM HLDGS INC | 17,472,000 | $13,338 | 1.0% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | MICROCHIP TECHNOLOGY INC. | 11,861,000 | $13,228 | 1.0% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | PELOTON INTERACTIVE INC | 16,976,000 | $12,975 | 1.0% | $0.65 | — | NOTE 2/1 | 70614WAB6 |
| — | JOHN BEAN TECHNOLOGIES CORP | 13,986,000 | $12,762 | 1.0% | $0.88 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | ZILLOW GROUP INC | 12,364,000 | $12,751 | 1.0% | $1.17 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | ENVESTNET INC | 13,892,000 | $12,562 | 1.0% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | BLACKSTONE MORTGAGE TRUST IN | 15,749,000 | $12,531 | 1.0% | $0.92 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | IRONWOOD PHARMACEUTICALS INC | 12,433,000 | $12,528 | 1.0% | $1.03 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | WINNEBAGO INDS INC | 11,122,000 | $12,281 | 0.9% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | JETBLUE AIRWAYS CORP | 15,879,000 | $12,248 | 0.9% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | DIGITALOCEAN HLDGS INC | 15,544,000 | $12,183 | 0.9% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | DISH NETWORK CORPORATION | 13,603,000 | $12,104 | 0.9% | $0.89 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | DROPBOX INC | 13,331,000 | $11,923 | 0.9% | $0.89 | — | NOTE 3/0 | 26210CAC8 |
| — | NUVASIVE INC | 13,381,000 | $11,819 | 0.9% | $0.93 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | JAMF HLDG CORP | 14,068,000 | $11,607 | 0.9% | $0.81 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | DROPBOX INC | 13,212,000 | $11,479 | 0.9% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | GREENBRIER COS INC | 13,201,000 | $11,373 | 0.9% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | REDFIN CORP | 14,555,000 | $10,471 | 0.8% | $0.67 | — | NOTE 10/1 | 75737FAC2 |
| — | WESTERN DIGITAL CORP. | 10,771,000 | $10,455 | 0.8% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | MACOM TECH SOLUTIONS HLDGS I | 9,875,000 | $10,360 | 0.8% | $0.90 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | DATADOG INC | 9,220,000 | $9,946 | 0.8% | $1.23 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | NOVOCURE LTD | 11,317,000 | $9,787 | 0.7% | $0.86 | — | NOTE 11/0 | 67011XAB9 |
| — | PURE STORAGE INC | 9,264,000 | $9,384 | 0.7% | $1.03 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | IMAX CORP | 9,952,000 | $9,336 | 0.7% | $0.88 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PERFICIENT INC | 11,675,000 | $9,277 | 0.7% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | DISH NETWORK CORPORATION | 17,852,000 | $9,272 | 0.7% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | STRIDE INC | 9,293,000 | $9,208 | 0.7% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ALTERYX INC | 10,754,000 | $9,112 | 0.7% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | BOX INC | 7,823,000 | $9,100 | 0.7% | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| BKLN | INVESCO EXCH TRADED FD TR II | 425,000 | $8,840 | 0.7% | $20.80 | — | SR LN ETF | 46138G508 |
| — | BENTLEY SYS INC | 10,090,000 | $8,528 | 0.6% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | PARSONS CORP DEL | 7,165,000 | $7,974 | 0.6% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | LUMENTUM HLDGS INC | 9,168,000 | $7,960 | 0.6% | $0.98 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | TRIPADVISOR INC | 9,674,000 | $7,941 | 0.6% | $0.77 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | SPLUNK INC | 8,125,000 | $7,907 | 0.6% | $0.97 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 8,214,000 | $7,901 | 0.6% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | CERIDIAN HCM HLDG INC | 8,763,000 | $7,861 | 0.6% | $0.83 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | CHEESECAKE FACTORY INC | 9,458,000 | $7,807 | 0.6% | $0.78 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | ZSCALER INC | 7,330,000 | $7,725 | 0.6% | $1.18 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | RAPID7 INC | 8,874,000 | $7,716 | 0.6% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | HALOZYME THERAPEUTICS INC | 8,934,000 | $7,582 | 0.6% | $0.91 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | ZILLOW GROUP INC | 6,081,000 | $7,177 | 0.5% | $1.01 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | WORKIVA INC | 5,080,000 | $7,137 | 0.5% | $1.08 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | DOCUSIGN INC | 7,303,000 | $7,004 | 0.5% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | NEOGENOMICS INC | 9,333,000 | $6,911 | 0.5% | $0.63 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | EXPEDIA GROUP INC | 7,592,000 | $6,835 | 0.5% | $0.90 | — | NOTE 2/1 | 30212PBE4 |
| — | INSULET CORP | 4,564,000 | $6,796 | 0.5% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | EURONET WORLDWIDE INC | 6,913,000 | $6,725 | 0.5% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | JAZZ INVESTMENTS I LTD | 6,781,000 | $6,576 | 0.5% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | VARONIS SYS INC | 6,009,000 | $6,549 | 0.5% | $1.15 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | ARES CAPITAL CORP | 6,137,000 | $6,234 | 0.5% | $1.04 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BURLINGTON STORES INC | 5,304,000 | $6,118 | 0.5% | $1.07 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | AKAMAI TECHNOLOGIES INC | 6,056,000 | $6,058 | 0.5% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NABORS INDS INC | 6,498,000 | $5,999 | 0.5% | $0.90 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | SNAP INC | 7,831,000 | $5,765 | 0.4% | $0.69 | — | NOTE 5/0 | 83304AAF3 |
| — | FTI CONSULTING INC | 2,947,000 | $5,726 | 0.4% | $1.26 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | VERADIGM INC | 5,091,000 | $5,714 | 0.4% | $1.24 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| HYG | ISHARES TR | 75,000 | $5,666 | 0.4% | $61.22 | — | IBOXX HI YD ETF | 464288513 |
| — | DRAFTKINGS INC NEW | 8,060,000 | $5,658 | 0.4% | $0.61 | — | NOTE 3/1 | 26142RAB0 |
| — | BENTLEY SYS INC | 5,546,000 | $5,246 | 0.4% | $0.88 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | LIVONGO HEALTH INC | 5,856,000 | $5,169 | 0.4% | $0.86 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | SABRE GLBL INC | 5,288,000 | $4,901 | 0.4% | $1.08 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | UBER TECHNOLOGIES INC | 5,423,000 | $4,798 | 0.4% | $0.79 | — | NOTE 12/1 | 90353TAJ9 |
| — | BLOCK INC | 6,190,000 | $4,773 | 0.4% | $0.73 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | SNAP INC | 6,725,000 | $4,733 | 0.4% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | BLACKLINE INC | 4,152,000 | $4,541 | 0.3% | $1.12 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | SILICON LABORATORIES INC | 2,912,000 | $4,346 | 0.3% | $1.28 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | JAZZ INVESTMENTS I LTD | 3,798,000 | $4,263 | 0.3% | $1.17 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | SHIFT4 PMTS INC | 4,299,000 | $4,036 | 0.3% | $0.76 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | REDFIN CORP | 6,128,000 | $3,790 | 0.3% | $0.48 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | ENPHASE ENERGY INC | 3,636,000 | $3,774 | 0.3% | $1.03 | — | NOTE 3/0 | 29355AAK3 |
| — | PALO ALTO NETWORKS INC | 1,850,000 | $3,718 | 0.3% | $2.01 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | CONMED CORP | 3,020,000 | $3,689 | 0.3% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | RAPID7 INC | 3,534,000 | $3,628 | 0.3% | $1.12 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | SOLAREDGE TECHNOLOGIES INC | 2,618,000 | $3,384 | 0.3% | $1.18 | — | NOTE 9/1 | 83417MAD6 |
| — | Q2 HLDGS INC | 4,037,000 | $3,255 | 0.2% | $0.99 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | EQT CORP | 1,450,000 | $3,211 | 0.2% | $2.48 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | ITRON INC | 3,728,000 | $3,087 | 0.2% | $0.79 | — | NOTE 3/1 | 465741AN6 |
| — | PANDORA MEDIA INC | 2,943,000 | $2,956 | 0.2% | $1.07 | — | NOTE 1.750%12/0 | 698354AD9 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,935,000 | $2,927 | 0.2% | $1.05 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | EXACT SCIENCES CORP | 2,368,000 | $2,601 | 0.2% | $1.10 | — | DEBT 2.000% 3/0 | 30063PAD7 |
| — | CABLE ONE INC | 3,022,000 | $2,399 | 0.2% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | COHERUS BIOSCIENCES INC | 3,020,000 | $2,151 | 0.2% | $0.66 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | LIBERTY MEDIA CORP DEL | 9,854,000 | $1,476 | 0.1% | $0.77 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | PIONEER NAT RES CO | 589,000 | $1,261 | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | TELADOC HEALTH INC | 1,162,000 | $907 | 0.1% | $0.73 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | OKTA INC | 877,000 | $782 | 0.1% | $0.84 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ON SEMICONDUCTOR CORP | 315,000 | $516 | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |
| — | GUARDANT HEALTH INC | 750,000 | $506 | 0.0% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | SHAKE SHACK INC | 623,000 | $456 | 0.0% | $0.68 | — | NOTE 3/0 | 819047AB7 |
| — | PEGASYSTEMS INC | 500,000 | $446 | 0.0% | $0.96 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | BIOMARIN PHARMACEUTICAL INC | 237,000 | $249 | 0.0% | $1.00 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | ILLUMINA INC | 210,000 | $206 | 0.0% | $1.10 | — | NOTE 8/1 | 452327AK5 |