Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 13, 2023
Total Value: $1.334B (8.4% shares, 91.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIBERTY LATIN AMERICA LTD | 43,770,000 | $41.56M | 3.1% | $0.91 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | SPIRIT AIRLS INC | 42,944,000 | $36.27M | 2.7% | $0.88 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SPLUNK INC | 36,257,000 | $34.88M | 2.6% | $0.87 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | SPLUNK INC | 30,783,000 | $33.43M | 2.5% | $0.99 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | DIAMOND OFFSHORE DRILLING IN | 2,280,975 | $33.03M | 2.5% | $5.70 | — | COM | 25271C201 |
| — | WAYFAIR INC | 38,182,000 | $31.66M | 2.4% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | DIGITALOCEAN HLDGS INC | 38,082,000 | $29.68M | 2.2% | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | AKAMAI TECHNOLOGIES INC | 24,910,000 | $26.42M | 2.0% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ENPHASE ENERGY INC | 26,593,000 | $23.69M | 1.8% | $0.98 | — | NOTE 3/0 | 29355AAH0 |
| — | OKTA INC | 26,744,000 | $23.67M | 1.8% | $0.85 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | JETBLUE AIRWAYS CORP | 29,731,000 | $23.21M | 1.7% | $0.76 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | EXACT SCIENCES CORP | 24,463,000 | $22.54M | 1.7% | $0.89 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | PELOTON INTERACTIVE INC | 27,104,000 | $20.78M | 1.6% | $0.69 | — | NOTE 2/1 | 70614WAB6 |
| — | FIVE9 INC | 21,641,000 | $20.71M | 1.6% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | VERINT SYSTEMS INC | 23,603,000 | $20.61M | 1.5% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | UBER TECHNOLOGIES INC | 21,747,000 | $20.57M | 1.5% | $0.90 | — | NOTE 12/1 | 90353TAJ9 |
| — | ZSCALER INC | 16,232,000 | $19.94M | 1.5% | $1.19 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | RAPID7 INC | 22,526,000 | $19.53M | 1.5% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | NCL CORP LTD | 22,474,000 | $18.99M | 1.4% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| BKLN | INVESCO EXCH TRADED FD TR II | 900,000 | $18.32M | 1.4% | $20.35 | — | SR LN ETF | 46138G508 |
| — | ZIFF DAVIS INC | 19,215,000 | $18.23M | 1.4% | $0.95 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | DISH NETWORK CORPORATION | 18,660,000 | $18M | 1.3% | $0.90 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | SABRE GLBL INC | 17,603,000 | $17.96M | 1.3% | $0.99 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | IRONWOOD PHARMACEUTICALS INC | 17,691,000 | $17.93M | 1.3% | $1.03 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | DATADOG INC | 14,077,000 | $16.85M | 1.3% | $1.24 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ZILLOW GROUP INC | 15,904,000 | $16.84M | 1.3% | $1.14 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | FORD MTR CO DEL | 16,945,000 | $16.73M | 1.3% | $0.91 | — | NOTE 3/1 | 345370CZ1 |
| — | BIOMARIN PHARMACEUTICAL INC | 16,732,000 | $16.41M | 1.2% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MICROCHIP TECHNOLOGY INC. | 15,053,000 | $16.19M | 1.2% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | ETSY INC | 19,213,000 | $15.61M | 1.2% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | LIVE NATION ENTERTAINMENT IN | 14,476,000 | $15.04M | 1.1% | $1.09 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | ALNYLAM PHARMACEUTICALS INC | 15,878,000 | $14.96M | 1.1% | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | CYBERARK SOFTWARE LTD | 12,340,000 | $14.48M | 1.1% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | BOOKING HOLDINGS INC | 8,467,000 | $14.36M | 1.1% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | NUVASIVE INC | 15,296,000 | $14.28M | 1.1% | $0.92 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | CONMED CORP | 14,482,000 | $14.17M | 1.1% | $1.09 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | SOUTHWEST AIRLS CO | 14,002,000 | $14.02M | 1.1% | $1.25 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DEXCOM INC | 14,313,000 | $13.76M | 1.0% | $0.91 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | BLACKLINE INC | 12,532,000 | $12.85M | 1.0% | $1.05 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | NICE LTD | 13,698,000 | $12.57M | 0.9% | $0.97 | — | NOTE 9/1 | 653656AB4 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 893,866 | $12.38M | 0.9% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | LUMENTUM HLDGS INC | 14,382,000 | $12.19M | 0.9% | $0.94 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | CHEESECAKE FACTORY INC | 14,414,000 | $12.13M | 0.9% | $0.80 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | DROPBOX INC | 12,557,000 | $12.11M | 0.9% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | MACOM TECH SOLUTIONS HLDGS I | 10,448,000 | $12.09M | 0.9% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | STRIDE INC | 11,113,000 | $11.92M | 0.9% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | DROPBOX INC | 12,216,000 | $11.65M | 0.9% | $0.89 | — | NOTE 3/0 | 26210CAC8 |
| — | JAZZ INVESTMENTS I LTD | 10,869,000 | $11.33M | 0.8% | $1.08 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | BENTLEY SYS INC | 11,518,000 | $11.32M | 0.8% | $0.94 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BLACKLINE INC | 13,034,000 | $11.29M | 0.8% | $0.80 | — | NOTE 3/1 | 09239BAD1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 12,033,000 | $11.17M | 0.8% | $0.98 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | POST HLDGS INC | 11,146,000 | $11.14M | 0.8% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | ETSY INC | 10,596,000 | $10.99M | 0.8% | $1.09 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | DOCUSIGN INC | 10,993,000 | $10.83M | 0.8% | $0.96 | — | NOTE 1/1 | 256163AD8 |
| — | BOX INC | 9,584,000 | $10.56M | 0.8% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| SJNK | SPDR SER TR | 313,500 | $10.27M | 0.8% | $32.75 | — | BLOOMBERG SHT TE | 78468R408 |
| HYG | ISHARES TR | 138,500 | $10.21M | 0.8% | $71.30 | — | IBOXX HI YD ETF | 464288513 |
| — | NRG ENERGY INC | 9,285,000 | $9.955M | 0.7% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | LIBERTY MEDIA CORP DEL | 9,082,000 | $8.991M | 0.7% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | VARONIS SYS INC | 7,433,000 | $8.895M | 0.7% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | ALTAIR ENGR INC | 8,192,000 | $8.888M | 0.7% | $1.08 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | INTERDIGITAL INC | 7,261,000 | $8.771M | 0.7% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | CERIDIAN HCM HLDG INC | 9,625,000 | $8.667M | 0.6% | $0.83 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | IMAX CORP | 9,126,000 | $8.578M | 0.6% | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | EXPEDIA GROUP INC | 9,671,000 | $8.451M | 0.6% | $0.89 | — | NOTE 2/1 | 30212PBE4 |
| — | LCI INDS | 8,893,000 | $8.344M | 0.6% | $0.87 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | IONIS PHARMACEUTICALS INC | 8,210,000 | $8.156M | 0.6% | $0.96 | — | NOTE 4/0 | 462222AD2 |
| — | BLOCK INC | 10,769,000 | $8.148M | 0.6% | $0.74 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | ZILLOW GROUP INC | 6,562,000 | $8.024M | 0.6% | $1.02 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | ENPHASE ENERGY INC | 9,295,000 | $7.805M | 0.6% | $0.93 | — | NOTE 3/0 | 29355AAK3 |
| — | HALOZYME THERAPEUTICS INC | 9,019,000 | $7.768M | 0.6% | $0.90 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | JOHN BEAN TECHNOLOGIES CORP | 7,904,000 | $7.137M | 0.5% | $0.88 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PARSONS CORP DEL | 5,533,000 | $7.054M | 0.5% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | ETSY INC | 9,171,000 | $7.005M | 0.5% | $0.76 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SHIFT4 PMTS INC | 7,939,000 | $6.981M | 0.5% | $0.82 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | ITRON INC | 7,435,000 | $6.569M | 0.5% | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | WW INTL INC | 557,118 | $6.167M | 0.5% | $11.07 | — | COM | 98262P101 |
| — | NOVOCURE LTD | 7,066,000 | $6.139M | 0.5% | $0.86 | — | NOTE 11/0 | 67011XAB9 |
| — | PATRICK INDS INC | 6,428,000 | $6.134M | 0.5% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | WINNEBAGO INDS INC | 5,326,000 | $6.021M | 0.5% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | TRIPADVISOR INC | 7,000,000 | $5.959M | 0.4% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | ALTERYX INC | 6,669,000 | $5.954M | 0.4% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | GREENBRIER COS INC | 6,053,000 | $5.812M | 0.4% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | BENTLEY SYS INC | 6,525,000 | $5.75M | 0.4% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | DISH NETWORK CORPORATION | 8,292,000 | $5.576M | 0.4% | $0.67 | — | NOTE 12/1 | 25470MAF6 |
| — | MARRIOTT VACATIONS WORLDWIDE | 6,134,000 | $5.401M | 0.4% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | PERFICIENT INC | 6,389,000 | $5.294M | 0.4% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | WAYFAIR INC | 4,175,000 | $5.135M | 0.4% | $1.23 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | AKAMAI TECHNOLOGIES INC | 4,183,000 | $5.057M | 0.4% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ENVESTNET INC | 5,284,000 | $4.897M | 0.4% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | SNAP INC | 6,531,000 | $4.872M | 0.4% | $0.69 | — | NOTE 5/0 | 83304AAF3 |
| — | INSULET CORP | 4,872,000 | $4.872M | 0.4% | $1.30 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | LIBERTY MEDIA CORP DEL | 19,279,000 | $4.864M | 0.4% | $0.52 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | LUMENTUM HLDGS INC | 4,724,000 | $4.74M | 0.4% | $1.05 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | EURONET WORLDWIDE INC | 4,829,000 | $4.487M | 0.3% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | JAMF HLDG CORP | 4,999,000 | $4.278M | 0.3% | $0.81 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | SAREPTA THERAPEUTICS INC | 3,700,000 | $4.153M | 0.3% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | EQT CORP | 1,450,000 | $4.042M | 0.3% | $2.48 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | HALOZYME THERAPEUTICS INC | 4,186,000 | $3.98M | 0.3% | $0.95 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | BLOCK INC | 3,653,000 | $3.485M | 0.3% | $0.93 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | MICROSTRATEGY INC | 3,000,000 | $3.272M | 0.2% | $1.09 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,239,000 | $3.24M | 0.2% | $1.04 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ARES CAPITAL CORP | 3,137,000 | $3.21M | 0.2% | $1.04 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BILL HOLDINGS INC | 3,000,000 | $3.062M | 0.2% | $1.02 | — | NOTE 12/0 | 090043AB6 |
| — | BURLINGTON STORES INC | 2,773,000 | $2.745M | 0.2% | $1.06 | — | NOTE 2.250% 4/1 | 122017AB2 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 1,704,589 | $2.693M | 0.2% | $1.36 | +11.7% | COM | 18453H106 |
| — | PEGASYSTEMS INC | 2,393,000 | $2.277M | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | SHIFT4 PMTS INC | 1,900,000 | $1.879M | 0.1% | $0.99 | — | NOTE 12/1 | 82452JAB5 |
| TREE | LENDINGTREE INC NEW | 120,000 | $1.86M | 0.1% | $15.50 | — | COM | 52603B107 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $1.75M | 0.1% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| — | LENDINGTREE INC | 2,000,000 | $1.595M | 0.1% | $0.80 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | PIONEER NAT RES CO | 324,000 | $796K | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | LUMENTUM HLDGS INC | 744,000 | $545K | 0.0% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ON SEMICONDUCTOR CORP | 290,000 | $523K | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |
| — | GUARDANT HEALTH INC | 750,000 | $519K | 0.0% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | REDFIN CORP | 616,000 | $509K | 0.0% | $0.67 | — | NOTE 10/1 | 75737FAC2 |
| — | TELADOC HEALTH INC | 617,000 | $497K | 0.0% | $0.73 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | SHAKE SHACK INC | 577,000 | $433K | 0.0% | $0.68 | — | NOTE 3/0 | 819047AB7 |
| — | CONMED CORP | 286,000 | $332K | 0.0% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | BIOMARIN PHARMACEUTICAL INC | 237,000 | $237K | 0.0% | $1.00 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | LIVONGO HEALTH INC | 54,000 | $77,119 | 0.0% | $0.86 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | VAIL RESORTS INC | 11,000 | $9,735 | 0.0% | $0.86 | — | NOTE 1/0 | 91879QAN9 |