CIK: 0001275228 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 8, 2024
Total Value ($000): $1,395,946 (10.1% shares, 89.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIGITALOCEAN HLDGS INC | 104,224,000 | $86,851 | 6.2% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | LIBERTY LATIN AMERICA LTD | 47,135,000 | $45,724 | 3.3% | $0.92 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | ZIFF DAVIS INC | 32,427,000 | $31,299 | 2.2% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | AKAMAI TECHNOLOGIES INC | 26,145,000 | $29,682 | 2.1% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | DIAMOND OFFSHORE DRILLING IN | 2,280,975 | $29,173 | 2.1% | $5.70 | — | COM | 25271C201 |
| — | FORD MTR CO DEL | 28,575,000 | $28,911 | 2.1% | $0.95 | — | NOTE 3/1 | 345370CZ1 |
| — | ENPHASE ENERGY INC | 28,741,000 | $26,558 | 1.9% | $0.98 | — | NOTE 3/0 | 29355AAH0 |
| — | EXACT SCIENCES CORP | 25,555,000 | $25,200 | 1.8% | $0.89 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| SJNK | SPDR SER TR | 1,126,000 | $24,953 | 1.8% | $25.11 | — | BLOOMBERG SHT TE | 78468R408 |
| — | ENVESTNET INC | 23,968,000 | $24,106 | 1.7% | $1.01 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | RAPID7 INC | 25,448,000 | $23,377 | 1.7% | $0.87 | — | NOTE 0.250% 3/1 | 753422AF1 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,156,300 | $20,803 | 1.5% | $19.83 | — | SR LN ETF | 46138G508 |
| — | BLACKLINE INC | 19,755,000 | $20,551 | 1.5% | $1.04 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | PELOTON INTERACTIVE INC | 25,874,000 | $20,428 | 1.5% | $0.69 | — | NOTE 2/1 | 70614WAB6 |
| — | NCL CORP LTD | 21,645,000 | $20,295 | 1.5% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | DEXCOM INC | 19,001,000 | $20,187 | 1.4% | $0.95 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | DISH NETWORK CORPORATION | 20,106,000 | $20,121 | 1.4% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | SPIRIT AIRLS INC | 27,601,000 | $19,378 | 1.4% | $0.88 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SPLUNK INC | 19,583,000 | $19,074 | 1.4% | $0.87 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | IRONWOOD PHARMACEUTICALS INC | 17,330,000 | $18,670 | 1.3% | $1.03 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | WAYFAIR INC | 20,666,000 | $18,372 | 1.3% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | ZSCALER INC | 11,252,000 | $17,391 | 1.2% | $1.19 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | SOUTHWEST AIRLS CO | 15,489,000 | $16,047 | 1.1% | $1.23 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 893,866 | $16,009 | 1.1% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | SNAP INC | 14,672,000 | $15,930 | 1.1% | $1.09 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | VERINT SYSTEMS INC | 17,410,000 | $15,918 | 1.1% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | ETSY INC | 13,153,000 | $15,517 | 1.1% | $1.11 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | DATADOG INC | 10,642,000 | $15,086 | 1.1% | $1.24 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | FIVE9 INC | 14,606,000 | $14,437 | 1.0% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| HYG | ISHARES TR | 222,790 | $14,394 | 1.0% | $68.77 | — | IBOXX HI YD ETF | 464288513 |
| — | ALNYLAM PHARMACEUTICALS INC | 14,290,000 | $14,369 | 1.0% | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | JETBLUE AIRWAYS CORP | 19,606,000 | $14,250 | 1.0% | $0.76 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | OKTA INC | 15,741,000 | $14,143 | 1.0% | $0.85 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | UBER TECHNOLOGIES INC | 13,316,000 | $13,753 | 1.0% | $0.90 | — | NOTE 12/1 | 90353TAJ9 |
| — | CONMED CORP | 13,241,000 | $13,553 | 1.0% | $1.09 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | BOX INC | 11,604,000 | $13,199 | 0.9% | $1.16 | — | NOTE 1/1 | 10316TAB0 |
| — | LIVE NATION ENTERTAINMENT IN | 12,141,000 | $13,063 | 0.9% | $1.09 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | NUVASIVE INC | 13,948,000 | $13,038 | 0.9% | $0.92 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | ZILLOW GROUP INC | 11,525,000 | $12,825 | 0.9% | $1.14 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | MICROCHIP TECHNOLOGY INC. | 11,034,000 | $12,372 | 0.9% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | BLACKLINE INC | 13,712,000 | $12,316 | 0.9% | $0.80 | — | NOTE 3/1 | 09239BAD1 |
| — | NICE LTD | 12,679,000 | $12,289 | 0.9% | $0.97 | — | NOTE 9/1 | 653656AB4 |
| — | DROPBOX INC | 12,296,000 | $12,218 | 0.9% | $0.89 | — | NOTE 3/0 | 26210CAC8 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,500,000 | $11,973 | 0.9% | $1.04 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | AXON ENTERPRISE INC | 9,229,000 | $11,810 | 0.8% | $1.28 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | POST HLDGS INC | 11,346,000 | $11,735 | 0.8% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | IONIS PHARMACEUTICALS INC | 10,933,000 | $11,720 | 0.8% | $0.99 | — | NOTE 4/0 | 462222AD2 |
| — | SABRE GLBL INC | 11,426,000 | $11,440 | 0.8% | $0.99 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | DROPBOX INC | 11,048,000 | $11,402 | 0.8% | $0.87 | — | NOTE 3/0 | 26210CAD6 |
| — | MACOM TECH SOLUTIONS HLDGS I | 8,931,000 | $11,256 | 0.8% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | CYBERARK SOFTWARE LTD | 7,817,000 | $11,243 | 0.8% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | LENDINGTREE INC | 13,665,000 | $11,019 | 0.8% | $0.81 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | DOCUSIGN INC | 10,918,000 | $10,918 | 0.8% | $0.96 | — | NOTE 1/1 | 256163AD8 |
| — | NRG ENERGY INC | 8,239,000 | $10,647 | 0.8% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | INSULET CORP | 9,042,000 | $10,642 | 0.8% | $1.24 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | LUMENTUM HLDGS INC | 11,827,000 | $10,605 | 0.8% | $0.94 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | BENTLEY SYS INC | 10,553,000 | $10,593 | 0.8% | $0.94 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | ZILLOW GROUP INC | 7,652,000 | $10,517 | 0.8% | $1.37 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | CHEESECAKE FACTORY INC | 11,858,000 | $10,485 | 0.8% | $0.80 | — | NOTE 0.375% 6/1 | 163072AA9 |
| TREE | LENDINGTREE INC NEW | 343,440 | $10,413 | 0.7% | $25.14 | — | COM | 52603B107 |
| — | INTEGRA LIFESCIENCES HLDGS C | 10,719,000 | $10,235 | 0.7% | $0.98 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ALTAIR ENGR INC | 7,301,000 | $9,680 | 0.7% | $1.08 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | WAYFAIR INC | 7,290,000 | $9,240 | 0.7% | $1.25 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | BENTLEY SYS INC | 10,086,000 | $9,239 | 0.7% | $0.82 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | EXPEDIA GROUP INC | 9,636,000 | $9,159 | 0.7% | $0.89 | — | NOTE 2/1 | 30212PBE4 |
| — | ITRON INC | 9,603,000 | $9,021 | 0.6% | $0.87 | — | NOTE 3/1 | 465741AN6 |
| — | SNAP INC | 11,072,000 | $8,900 | 0.6% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | JAZZ INVESTMENTS I LTD | 8,396,000 | $8,835 | 0.6% | $1.08 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ETSY INC | 10,007,000 | $8,566 | 0.6% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | BLOCK INC | 10,326,000 | $8,536 | 0.6% | $0.74 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | ENPHASE ENERGY INC | 9,306,000 | $8,375 | 0.6% | $0.93 | — | NOTE 3/0 | 29355AAK3 |
| — | CERIDIAN HCM HLDG INC | 8,528,000 | $7,815 | 0.6% | $0.83 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | INTERDIGITAL INC | 5,210,000 | $7,764 | 0.6% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | SNAP INC | 9,765,000 | $7,689 | 0.6% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | ETSY INC | 8,874,000 | $7,128 | 0.5% | $0.76 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | SHIFT4 PMTS INC | 7,454,000 | $7,118 | 0.5% | $0.82 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | LIBERTY MEDIA CORP DEL | 6,806,000 | $7,056 | 0.5% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | HALOZYME THERAPEUTICS INC | 7,960,000 | $7,009 | 0.5% | $0.90 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | IMAX CORP | 7,500,000 | $6,896 | 0.5% | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | LCI INDS | 6,575,000 | $6,469 | 0.5% | $0.87 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | PATRICK INDS INC | 5,548,000 | $6,333 | 0.5% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | JOHN BEAN TECHNOLOGIES CORP | 6,697,000 | $6,239 | 0.4% | $0.88 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | BURLINGTON STORES INC | 5,612,000 | $6,205 | 0.4% | $1.08 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | WOLFSPEED INC | 8,559,000 | $5,990 | 0.4% | $0.70 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | WINNEBAGO INDS INC | 4,420,000 | $5,570 | 0.4% | $1.20 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | BOOKING HOLDINGS INC | 2,805,000 | $5,321 | 0.4% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | STRIDE INC | 4,007,000 | $5,165 | 0.4% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | VARONIS SYS INC | 3,264,000 | $5,134 | 0.4% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | LIBERTY MEDIA CORP DEL | 18,945,000 | $4,980 | 0.4% | $0.52 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | HALOZYME THERAPEUTICS INC | 5,224,000 | $4,953 | 0.4% | $0.95 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | DISH NETWORK CORPORATION | 7,829,000 | $4,893 | 0.4% | $0.67 | — | NOTE 12/1 | 25470MAF6 |
| — | WW INTL INC | 557,118 | $4,875 | 0.3% | $11.07 | — | COM | 98262P101 |
| — | CHEFS WHSE INC | 4,983,000 | $4,760 | 0.3% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | PERFICIENT INC | 5,456,000 | $4,655 | 0.3% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | AKAMAI TECHNOLOGIES INC | 3,567,000 | $4,627 | 0.3% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,008,000 | $4,565 | 0.3% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | GREENBRIER COS INC | 4,465,000 | $4,430 | 0.3% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | TRIPADVISOR INC | 4,960,000 | $4,374 | 0.3% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | ZILLOW GROUP INC | 3,108,000 | $4,344 | 0.3% | $1.02 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | EURONET WORLDWIDE INC | 4,573,000 | $4,332 | 0.3% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | JAMF HLDG CORP | 4,701,000 | $4,084 | 0.3% | $0.81 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | LUMENTUM HLDGS INC | 3,945,000 | $4,002 | 0.3% | $1.05 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | EQT CORP | 1,450,000 | $3,860 | 0.3% | $2.48 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | SHIFT4 PMTS INC | 3,383,000 | $3,811 | 0.3% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | NOVOCURE LTD | 4,186,000 | $3,634 | 0.3% | $0.86 | — | NOTE 11/0 | 67011XAB9 |
| — | SAREPTA THERAPEUTICS INC | 3,504,000 | $3,576 | 0.3% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | ARES CAPITAL CORP | 3,137,000 | $3,293 | 0.2% | $1.04 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | MICROSTRATEGY INC | 1,973,000 | $3,269 | 0.2% | $1.09 | — | NOTE 0.750%12/1 | 594972AC5 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 1,704,589 | $3,102 | 0.2% | $1.36 | +1.9% | COM | 18453H106 |
| — | CYTOKINETICS INC | 1,660,000 | $2,951 | 0.2% | $1.78 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | PARSONS CORP DEL | 1,761,000 | $2,530 | 0.2% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,087,000 | $2,324 | 0.2% | $1.04 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | PEGASYSTEMS INC | 2,337,000 | $2,231 | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | INSMED INC | 1,734,000 | $1,990 | 0.1% | $1.15 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | LANTHEUS HLDGS INC | 1,761,000 | $1,984 | 0.1% | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,018,000 | $1,798 | 0.1% | $0.89 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $1,736 | 0.1% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| — | BRIDGEBIO PHARMA INC | 750,000 | $913 | 0.1% | $1.22 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | PIONEER NAT RES CO | 324,000 | $789 | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | ARRAY TECHNOLOGIES INC | 759,000 | $750 | 0.1% | $0.99 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | TELADOC HEALTH INC | 677,000 | $561 | 0.0% | $0.74 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | GUARDANT HEALTH INC | 750,000 | $529 | 0.0% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | LUMENTUM HLDGS INC | 568,000 | $450 | 0.0% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | SHAKE SHACK INC | 432,000 | $355 | 0.0% | $0.68 | — | NOTE 3/0 | 819047AB7 |
| — | ON SEMICONDUCTOR CORP | 216,000 | $354 | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |
| — | CONMED CORP | 214,000 | $265 | 0.0% | $1.08 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | LIVONGO HEALTH INC | 54,000 | $74 | 0.0% | $0.86 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | ALTERYX INC | 12,000 | $12 | 0.0% | $0.89 | — | NOTE 1.000% 8/0 | 02156BAF0 |