Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 10, 2023
Total Value: $1.283B (6.5% shares, 93.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIAMOND OFFSHORE DRILLING IN | 3,233,426 | $45.12M | 3.5% | $5.70 | — | COM | 25271C201 |
| — | LIBERTY LATIN AMERICA LTD | 41,928,000 | $40.29M | 3.1% | $0.91 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | HERBALIFE LTD | 37,729,000 | $36.9M | 2.9% | $0.94 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | SPLUNK INC | 34,974,000 | $35.14M | 2.7% | $0.99 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BLOCK INC | 27,106,000 | $25.74M | 2.0% | $0.93 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | NCL CORP LTD | 26,548,000 | $24.66M | 1.9% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | ENPHASE ENERGY INC | 25,859,000 | $24.39M | 1.9% | $0.99 | — | NOTE 3/0 | 29355AAH0 |
| — | SPIRIT AIRLS INC | 29,785,000 | $24.24M | 1.9% | $0.89 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | AKAMAI TECHNOLOGIES INC | 24,765,000 | $24.02M | 1.9% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | WAYFAIR INC | 28,111,000 | $23.34M | 1.8% | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | EXACT SCIENCES CORP | 21,258,000 | $22.93M | 1.8% | $0.88 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | FORD MTR CO DEL | 20,226,000 | $22.26M | 1.7% | $0.91 | — | NOTE 3/1 | 345370CZ1 |
| — | SPLUNK INC | 24,689,000 | $21.38M | 1.7% | $0.83 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | PELOTON INTERACTIVE INC | 27,834,000 | $21.19M | 1.7% | $0.69 | — | NOTE 2/1 | 70614WAB6 |
| — | VERINT SYSTEMS INC | 23,385,000 | $20.69M | 1.6% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | WAYFAIR INC | 22,921,000 | $19.62M | 1.5% | $0.67 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | BIOMARIN PHARMACEUTICAL INC | 19,413,000 | $19.25M | 1.5% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | FIVE9 INC | 19,752,000 | $19.05M | 1.5% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | LIVE NATION ENTERTAINMENT IN | 17,071,000 | $18.31M | 1.4% | $1.09 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | DATADOG INC | 14,439,000 | $17.94M | 1.4% | $1.24 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MICROCHIP TECHNOLOGY INC. | 14,851,000 | $16.83M | 1.3% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | ZILLOW GROUP INC | 15,765,000 | $16.63M | 1.3% | $1.14 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | ETSY INC | 20,492,000 | $15.91M | 1.2% | $0.76 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | IRONWOOD PHARMACEUTICALS INC | 15,432,000 | $15.55M | 1.2% | $1.03 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | ETSY INC | 18,525,000 | $15.52M | 1.2% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | OKTA INC | 17,990,000 | $15.42M | 1.2% | $0.83 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | DISH NETWORK CORPORATION | 16,625,000 | $14.91M | 1.2% | $0.89 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | DEXCOM INC | 13,879,000 | $14.85M | 1.2% | $0.91 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 893,866 | $14.53M | 1.1% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | NUVASIVE INC | 16,015,000 | $14.49M | 1.1% | $0.92 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | CYBERARK SOFTWARE LTD | 12,621,000 | $14.33M | 1.1% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | ZSCALER INC | 12,263,000 | $14.33M | 1.1% | $1.18 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BOOKING HOLDINGS INC | 9,527,000 | $14.31M | 1.1% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SOUTHWEST AIRLS CO | 12,222,000 | $14.08M | 1.1% | $1.29 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DIGITALOCEAN HLDGS INC | 17,626,000 | $13.83M | 1.1% | $0.76 | — | NOTE 12/0 | 25402DAB8 |
| — | CONMED CORP | 12,258,000 | $13.68M | 1.1% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | NRG ENERGY INC | 12,762,000 | $13.56M | 1.1% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BURLINGTON STORES INC | 12,915,000 | $13.51M | 1.1% | $1.06 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | NICE LTD | 13,670,000 | $13.28M | 1.0% | $0.97 | — | NOTE 9/1 | 653656AB4 |
| — | BOX INC | 10,564,000 | $13.14M | 1.0% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | DROPBOX INC | 13,094,000 | $12.57M | 1.0% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | BLACKLINE INC | 13,765,000 | $11.72M | 0.9% | $0.80 | — | NOTE 3/1 | 09239BAD1 |
| — | UBER TECHNOLOGIES INC | 12,480,000 | $11.63M | 0.9% | $0.87 | — | NOTE 12/1 | 90353TAJ9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 12,659,000 | $11.62M | 0.9% | $0.98 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | DROPBOX INC | 12,051,000 | $11.41M | 0.9% | $0.89 | — | NOTE 3/0 | 26210CAC8 |
| — | STRIDE INC | 11,354,000 | $10.93M | 0.9% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | PARSONS CORP DEL | 9,344,000 | $10.75M | 0.8% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | MACOM TECH SOLUTIONS HLDGS I | 10,415,000 | $10.55M | 0.8% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | LUMENTUM HLDGS INC | 11,511,000 | $10.19M | 0.8% | $0.96 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PERFICIENT INC | 12,375,000 | $10.19M | 0.8% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | CHEESECAKE FACTORY INC | 11,999,000 | $10.08M | 0.8% | $0.79 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | WORKIVA INC | 7,078,000 | $9.985M | 0.8% | $1.17 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | INTERDIGITAL INC | 7,237,000 | $9.795M | 0.8% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | JETBLUE AIRWAYS CORP | 11,686,000 | $9.67M | 0.8% | $0.73 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | RAPID7 INC | 10,860,000 | $9.46M | 0.7% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | ITRON INC | 10,422,000 | $9.272M | 0.7% | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | ENVESTNET INC | 9,913,000 | $9.173M | 0.7% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | BENTLEY SYS INC | 10,012,000 | $9.097M | 0.7% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BLACKLINE INC | 9,033,000 | $9.019M | 0.7% | $1.06 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | LCI INDS | 9,067,000 | $8.785M | 0.7% | $0.87 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | CERIDIAN HCM HLDG INC | 9,386,000 | $8.288M | 0.6% | $0.83 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | PATRICK INDS INC | 8,464,000 | $8.273M | 0.6% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | WINNEBAGO INDS INC | 6,819,000 | $8.208M | 0.6% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | ZILLOW GROUP INC | 6,430,000 | $8.157M | 0.6% | $1.02 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | VARONIS SYS INC | 7,268,000 | $8.089M | 0.6% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | JOHN BEAN TECHNOLOGIES CORP | 7,975,000 | $7.607M | 0.6% | $0.88 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | WESTERN DIGITAL CORP. | 7,682,000 | $7.534M | 0.6% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | BENTLEY SYS INC | 7,247,000 | $7.47M | 0.6% | $0.92 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | AKAMAI TECHNOLOGIES INC | 6,987,000 | $7.467M | 0.6% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PALO ALTO NETWORKS INC | 2,817,000 | $7.239M | 0.6% | $2.20 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | HALOZYME THERAPEUTICS INC | 8,615,000 | $7.158M | 0.6% | $0.91 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | SABRE GLBL INC | 8,884,000 | $7.078M | 0.6% | $0.96 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | DOCUSIGN INC | 7,158,000 | $6.961M | 0.5% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | NEOGENOMICS INC | 9,333,000 | $6.929M | 0.5% | $0.63 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | SHIFT4 PMTS INC | 7,410,000 | $6.564M | 0.5% | $0.81 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | INSULET CORP | 4,582,000 | $6.267M | 0.5% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | NOVOCURE LTD | 7,180,000 | $6.247M | 0.5% | $0.86 | — | NOTE 11/0 | 67011XAB9 |
| — | ARES CAPITAL CORP | 6,137,000 | $6.243M | 0.5% | $1.04 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | JAZZ INVESTMENTS I LTD | 6,371,000 | $6.215M | 0.5% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | REDFIN CORP | 8,895,000 | $6.131M | 0.5% | $0.55 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | GREENBRIER COS INC | 6,051,000 | $6.024M | 0.5% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | REDFIN CORP | 7,270,000 | $5.943M | 0.5% | $0.67 | — | NOTE 10/1 | 75737FAC2 |
| — | EXPEDIA GROUP INC | 6,691,000 | $5.88M | 0.5% | $0.90 | — | NOTE 2/1 | 30212PBE4 |
| — | VERADIGM INC | 5,107,000 | $5.661M | 0.4% | $1.24 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | ALTERYX INC | 6,622,000 | $5.623M | 0.4% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | JAZZ INVESTMENTS I LTD | 5,298,000 | $5.421M | 0.4% | $1.13 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | LIVONGO HEALTH INC | 5,954,000 | $5.4M | 0.4% | $0.86 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | SNAP INC | 6,875,000 | $5.122M | 0.4% | $0.69 | — | NOTE 5/0 | 83304AAF3 |
| — | BLOCK INC | 6,425,000 | $4.962M | 0.4% | $0.73 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | ETSY INC | 4,039,000 | $4.786M | 0.4% | $1.18 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | TRIPADVISOR INC | 5,659,000 | $4.766M | 0.4% | $0.77 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | IONIS PHARMACEUTICALS INC | 5,035,000 | $4.765M | 0.4% | $0.95 | — | NOTE 4/0 | 462222AD2 |
| — | EURONET WORLDWIDE INC | 4,817,000 | $4.734M | 0.4% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ENPHASE ENERGY INC | 4,956,000 | $4.672M | 0.4% | $1.01 | — | NOTE 3/0 | 29355AAK3 |
| — | IMAX CORP | 5,075,000 | $4.669M | 0.4% | $0.88 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | LIBERTY MEDIA CORP DEL | 18,237,000 | $4.603M | 0.4% | $0.53 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | VAIL RESORTS INC | 5,090,000 | $4.571M | 0.4% | $0.86 | — | NOTE 1/0 | 91879QAN9 |
| — | LUMENTUM HLDGS INC | 4,037,000 | $4.278M | 0.3% | $1.06 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | JAMF HLDG CORP | 4,796,000 | $4.137M | 0.3% | $0.81 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | BLACKSTONE MORTGAGE TRUST IN | 4,677,000 | $4.095M | 0.3% | $0.92 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | EQT CORP | 1,450,000 | $4.091M | 0.3% | $2.48 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 4,344,000 | $4.046M | 0.3% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | LUMENTUM HLDGS INC | 4,544,000 | $3.597M | 0.3% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | DISH NETWORK CORPORATION | 6,691,000 | $3.514M | 0.3% | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,037,000 | $3.108M | 0.2% | $1.04 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | SNAP INC | 3,288,000 | $2.347M | 0.2% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | PEGASYSTEMS INC | 2,376,000 | $2.181M | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| HYG | ISHARES TR | 27,000 | $2.027M | 0.2% | $61.22 | — | IBOXX HI YD ETF | 464288513 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $1.67M | 0.1% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 997,200 | $1.366M | 0.1% | $1.24 | 0.0% | COM | 18453H106 |
| — | ROYAL CARIBBEAN GROUP | 997,000 | $1.285M | 0.1% | $1.29 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | TELADOC HEALTH INC | 1,162,000 | $931K | 0.1% | $0.73 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | PIONEER NAT RES CO | 324,000 | $714K | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | GUARDANT HEALTH INC | 750,000 | $540K | 0.0% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | ON SEMICONDUCTOR CORP | 287,000 | $529K | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |
| — | SHAKE SHACK INC | 568,000 | $466K | 0.0% | $0.68 | — | NOTE 3/0 | 819047AB7 |
| — | CONMED CORP | 278,000 | $432K | 0.0% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | OKTA INC | 450,000 | $409K | 0.0% | $0.84 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BIOMARIN PHARMACEUTICAL INC | 237,000 | $240K | 0.0% | $1.00 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | ILLUMINA INC | 210,000 | $210K | 0.0% | $1.10 | — | NOTE 8/1 | 452327AK5 |