Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 9, 2024
Total Value: $1.416B (9.8% shares, 90.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIGITALOCEAN HLDGS INC | 77,190,000 | $65.35M | 4.6% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| SJNK | SPDR SER TR | 1,853,250 | $45.38M | 3.2% | $24.86 | — | BLOOMBERG SHT TE | 78468R408 |
| — | ENPHASE ENERGY INC | 44,945,000 | $39.26M | 2.8% | $0.89 | — | NOTE 3/0 | 29355AAK3 |
| — | UBER TECHNOLOGIES INC | 29,379,000 | $33.85M | 2.4% | $1.04 | — | NOTE 12/1 | 90353TAJ9 |
| — | FORD MTR CO DEL | 30,832,000 | $32.69M | 2.3% | $0.96 | — | NOTE 3/1 | 345370CZ1 |
| — | BLACKLINE INC | 31,212,000 | $32.48M | 2.3% | $1.04 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | DIAMOND OFFSHORE DRILLING IN | 2,280,975 | $30.63M | 2.2% | $5.70 | — | COM | 25271C201 |
| — | AKAMAI TECHNOLOGIES INC | 27,466,000 | $29.69M | 2.1% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | DEXCOM INC | 26,020,000 | $29.12M | 2.1% | $0.99 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ZIFF DAVIS INC | 29,609,000 | $28.79M | 2.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | SNAP INC | 28,443,000 | $27.74M | 2.0% | $1.03 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | ON SEMICONDUCTOR CORP | 26,876,000 | $27.1M | 1.9% | $1.01 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | ENVESTNET INC | 24,770,000 | $27.02M | 1.9% | $1.01 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | EXACT SCIENCES CORP | 27,334,000 | $26.76M | 1.9% | $0.90 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | INSULET CORP | 23,749,000 | $25.12M | 1.8% | $1.13 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | NCL CORP LTD | 25,738,000 | $25.08M | 1.8% | $0.74 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | BLOCK INC | 23,979,000 | $24.87M | 1.8% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | RAPID7 INC | 27,078,000 | $24.45M | 1.7% | $0.87 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | LIVE NATION ENTERTAINMENT IN | 21,206,000 | $24.05M | 1.7% | $1.11 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | ETSY INC | 21,880,000 | $23.72M | 1.7% | $1.10 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | SOUTHWEST AIRLS CO | 22,785,000 | $23.72M | 1.7% | $1.17 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SABRE GLBL INC | 26,373,000 | $23.11M | 1.6% | $0.88 | — | NOTE 4.000% 8/0 | 78573NAK8 |
| — | LENDINGTREE INC | 23,635,000 | $21.7M | 1.5% | $0.85 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | DROPBOX INC | 20,337,000 | $19.55M | 1.4% | $0.92 | — | NOTE 3/0 | 26210CAC8 |
| — | PELOTON INTERACTIVE INC | 22,480,000 | $19.24M | 1.4% | $0.69 | — | NOTE 2/1 | 70614WAB6 |
| — | SHIFT4 PMTS INC | 17,950,000 | $17.24M | 1.2% | $0.90 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| TREE | LENDINGTREE INC | 390,402 | $16.53M | 1.2% | $27.21 | — | COM | 52603B107 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 583,620 | $16.38M | 1.2% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | ZILLOW GROUP INC | 14,964,000 | $16.37M | 1.2% | $1.13 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | WAYFAIR INC | 11,996,000 | $16.26M | 1.1% | $1.29 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | BOX INC | 12,879,000 | $15.94M | 1.1% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | ALNYLAM PHARMACEUTICALS INC | 16,393,000 | $15.9M | 1.1% | $0.95 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | NICE LTD | 14,440,000 | $15.51M | 1.1% | $0.98 | — | NOTE 9/1 | 653656AB4 |
| — | ZILLOW GROUP INC | 11,860,000 | $15.12M | 1.1% | $1.21 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | IONIS PHARMACEUTICALS INC | 14,674,000 | $14.91M | 1.1% | $1.00 | — | NOTE 4/0 | 462222AD2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 15,029,000 | $14.49M | 1.0% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | MACOM TECH SOLUTIONS HLDGS I | 10,899,000 | $14.23M | 1.0% | $0.98 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | VERINT SYSTEMS INC | 14,315,000 | $14.15M | 1.0% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | CONMED CORP | 14,829,000 | $14.06M | 1.0% | $1.08 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | POST HLDGS INC | 11,981,000 | $13.99M | 1.0% | $1.01 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | CHEESECAKE FACTORY INC | 14,141,000 | $13.05M | 0.9% | $0.82 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | WOLFSPEED INC | 12,872,000 | $12.94M | 0.9% | $1.01 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | DROPBOX INC | 12,905,000 | $12.37M | 0.9% | $0.88 | — | NOTE 3/0 | 26210CAD6 |
| — | LUMENTUM HLDGS INC | 13,370,000 | $12.07M | 0.9% | $0.93 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | BENTLEY SYS INC | 11,607,000 | $11.96M | 0.8% | $0.95 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | LIVE NATION ENTERTAINMENT IN | 9,544,000 | $11.85M | 0.8% | $1.24 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | NRG ENERGY INC | 7,061,000 | $11.76M | 0.8% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ITRON INC | 10,843,000 | $11.19M | 0.8% | $0.89 | — | NOTE 3/1 | 465741AN6 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,901,000 | $11.02M | 0.8% | $1.04 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | AIRBNB INC | 11,489,000 | $10.92M | 0.8% | $0.95 | — | NOTE 3/1 | 009066AB7 |
| — | LIBERTY MEDIA CORP DEL | 8,506,000 | $10.85M | 0.8% | $1.28 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | ZSCALER INC | 7,391,000 | $10.48M | 0.7% | $1.19 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | INTEGER HLDGS CORP | 7,036,000 | $10.48M | 0.7% | $1.49 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | ALTAIR ENGR INC | 7,683,000 | $10.44M | 0.7% | $1.10 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | MICROCHIP TECHNOLOGY INC. | 9,362,000 | $10.3M | 0.7% | $1.15 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | BENTLEY SYS INC | 11,024,000 | $10.17M | 0.7% | $0.83 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | WAYFAIR INC | 10,856,000 | $10.08M | 0.7% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | IMAX CORP | 9,713,000 | $9.667M | 0.7% | $0.93 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | BURLINGTON STORES INC | 7,756,000 | $9.451M | 0.7% | $1.12 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | CYBERARK SOFTWARE LTD | 5,342,000 | $9.372M | 0.7% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| — | DAYFORCE INC | 9,746,000 | $9.172M | 0.6% | $0.85 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | DATADOG INC | 6,039,000 | $8.815M | 0.6% | $1.24 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | LIBERTY MEDIA CORP DEL | 21,634,000 | $8.742M | 0.6% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | SNAP INC | 10,687,000 | $8.644M | 0.6% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | JAZZ INVESTMENTS I LTD | 8,136,000 | $8.622M | 0.6% | $1.08 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | EXPEDIA GROUP INC | 8,996,000 | $8.33M | 0.6% | $0.89 | — | NOTE 2/1 | 30212PBE4 |
| — | JAMF HLDG CORP | 9,140,000 | $8.327M | 0.6% | $0.86 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | SABRE GLBL INC | 8,512,000 | $8.124M | 0.6% | $0.99 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | HALOZYME THERAPEUTICS INC | 8,369,000 | $7.64M | 0.5% | $0.90 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | SNAP INC | 9,557,000 | $7.307M | 0.5% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | AXON ENTERPRISE INC | 4,852,000 | $7.213M | 0.5% | $1.28 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | LIBERTY MEDIA CORP DEL | 6,784,000 | $7.099M | 0.5% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | LCI INDS | 6,901,000 | $6.832M | 0.5% | $0.88 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | DISH NETWORK CORPORATION | 9,252,000 | $6.8M | 0.5% | $0.68 | — | NOTE 12/1 | 25470MAF6 |
| — | BLACKLINE INC | 6,767,000 | $6.337M | 0.4% | $0.80 | — | NOTE 3/1 | 09239BAD1 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,919,000 | $6.202M | 0.4% | $1.05 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | TYLER TEX INDPT SCH DIST | 5,850,000 | $6.03M | 0.4% | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,859,000 | $5.582M | 0.4% | $0.93 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | HALOZYME THERAPEUTICS INC | 5,526,000 | $5.52M | 0.4% | $0.95 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | INTERDIGITAL INC | 3,556,000 | $5.289M | 0.4% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | CHEFS WHSE INC | 4,226,000 | $4.805M | 0.3% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | AKAMAI TECHNOLOGIES INC | 3,866,000 | $4.713M | 0.3% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WOLFSPEED INC | 7,687,000 | $4.492M | 0.3% | $0.70 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | ENPHASE ENERGY INC | 4,635,000 | $4.277M | 0.3% | $0.98 | — | NOTE 3/0 | 29355AAH0 |
| — | STRIDE INC | 3,115,000 | $4.227M | 0.3% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | TRIPADVISOR INC | 4,072,000 | $3.82M | 0.3% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | DRAFTKINGS INC | 4,120,000 | $3.603M | 0.3% | $0.87 | — | NOTE 3/1 | 26142RAB0 |
| — | PATRICK INDS INC | 2,644,000 | $3.44M | 0.2% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| HYG | ISHARES TR | 42,405 | $3.296M | 0.2% | $68.77 | — | IBOXX HI YD ETF | 464288513 |
| — | JOHN BEAN TECHNOLOGIES CORP | 3,403,000 | $3.174M | 0.2% | $0.88 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | SAREPTA THERAPEUTICS INC | 2,693,000 | $3.154M | 0.2% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | EURONET WORLDWIDE INC | 3,133,000 | $3.054M | 0.2% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | GREENBRIER COS INC | 2,666,000 | $3.001M | 0.2% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $2.859M | 0.2% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 1,704,589 | $2.813M | 0.2% | $1.36 | +25.9% | COM | 18453H106 |
| — | PENN ENTERTAINMENT INC | 2,315,000 | $2.656M | 0.2% | $1.15 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | PEGASYSTEMS INC | 2,758,000 | $2.651M | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | MICROSTRATEGY INC | 1,750,000 | $2.391M | 0.2% | $1.37 | — | NOTE 2/1 | 594972AE1 |
| — | PERFICIENT INC | 2,638,000 | $2.288M | 0.2% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | BOOKING HOLDINGS INC | 1,167,000 | $2.262M | 0.2% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | CLOUDFLARE INC | 2,000,000 | $1.918M | 0.1% | $0.96 | — | NOTE 8/1 | 18915MAC1 |
| — | VARONIS SYS INC | 1,071,000 | $1.761M | 0.1% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | RIVIAN AUTOMOTIVE INC | 2,067,000 | $1.669M | 0.1% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | NOVOCURE LTD | 1,793,000 | $1.645M | 0.1% | $0.86 | — | NOTE 11/0 | 67011XAB9 |
| — | LANTHEUS HLDGS INC | 1,435,000 | $1.604M | 0.1% | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | INSMED INC | 1,332,000 | $1.433M | 0.1% | $1.15 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | BRIDGEBIO PHARMA INC | 1,140,000 | $1.228M | 0.1% | $1.17 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | INFINERA CORP | 1,000,000 | $1.117M | 0.1% | $1.12 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | WW INTL INC | 557,118 | $1.031M | 0.1% | $11.07 | — | COM | 98262P101 |
| — | PIONEER NAT RES CO | 324,000 | $928K | 0.1% | $2.17 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | NUTANIX INC | 650,000 | $800K | 0.1% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ETSY INC | 1,000,000 | $791K | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | NCL CORP LTD | 475,000 | $627K | 0.0% | $1.32 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | SHAKE SHACK INC | 668,000 | $608K | 0.0% | $0.76 | — | NOTE 3/0 | 819047AB7 |
| — | ASCENDIS PHARMA A/S | 500,000 | $583K | 0.0% | $1.17 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | TELADOC HEALTH INC | 677,000 | $575K | 0.0% | $0.74 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | GUARDANT HEALTH INC | 750,000 | $513K | 0.0% | $0.62 | — | NOTE 11/1 | 40131MAB5 |
| — | ETSY INC | 606,000 | $510K | 0.0% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | OKTA INC | 500,000 | $481K | 0.0% | $0.96 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | NABORS INDS INC | 300,000 | $230K | 0.0% | $0.77 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | LUMENTUM HLDGS INC | 256,000 | $199K | 0.0% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ON SEMICONDUCTOR CORP | 84,000 | $124K | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |