Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 8, 2024
Total Value: $1.164B (8.2% shares, 91.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIGITALOCEAN HLDGS INC | 50,916,000 | $43.34M | 3.7% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | ENPHASE ENERGY INC | 42,833,000 | $36.26M | 3.1% | $0.89 | — | NOTE 3/0 | 29355AAK3 |
| — | SOUTHWEST AIRLS CO | 34,420,000 | $35.31M | 3.0% | $1.12 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DROPBOX INC | 32,900,000 | $30.53M | 2.6% | $0.91 | — | NOTE 3/0 | 26210CAD6 |
| — | NCL CORP LTD | 31,817,000 | $30.39M | 2.6% | $0.78 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | BENTLEY SYS INC | 28,772,000 | $29.42M | 2.5% | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | ON SEMICONDUCTOR CORP | 29,268,000 | $28.7M | 2.5% | $1.01 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | FORD MTR CO DEL | 27,563,000 | $28.64M | 2.5% | $0.96 | — | NOTE 3/1 | 345370CZ1 |
| — | UBER TECHNOLOGIES INC | 25,166,000 | $27.48M | 2.4% | $1.04 | — | NOTE 12/1 | 90353TAJ9 |
| — | INSULET CORP | 24,314,000 | $26.94M | 2.3% | $1.13 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | AKAMAI TECHNOLOGIES INC | 26,705,000 | $26.47M | 2.3% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | DEXCOM INC | 25,466,000 | $25.93M | 2.2% | $0.99 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | SHIFT4 PMTS INC | 25,224,000 | $24.45M | 2.1% | $0.92 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | LIVE NATION ENTERTAINMENT IN | 22,824,000 | $23.93M | 2.1% | $1.10 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | ZILLOW GROUP INC | 18,554,000 | $23.25M | 2.0% | $1.23 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | ETSY INC | 21,326,000 | $21.56M | 1.9% | $1.10 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | IONIS PHARMACEUTICALS INC | 20,427,000 | $21.48M | 1.8% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | ALNYLAM PHARMACEUTICALS INC | 18,227,000 | $20.25M | 1.7% | $0.96 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | CMS ENERGY CORP | 19,910,000 | $20.08M | 1.7% | $1.01 | — | NOTE 3.375% 5/0 | 125896BX7 |
| TREE | LENDINGTREE INC NEW | 472,902 | $19.67M | 1.7% | $29.72 | — | COM | 52603B107 |
| — | DIAMOND OFFSHORE DRILLING IN | 1,219,617 | $18.63M | 1.6% | $5.70 | — | COM | 25271C201 |
| — | GUARDANT HEALTH INC | 22,250,000 | $17.38M | 1.5% | $0.78 | — | NOTE 11/1 | 40131MAB5 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 470,313 | $16.72M | 1.4% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | HALOZYME THERAPEUTICS INC | 17,141,000 | $16.62M | 1.4% | $0.94 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | ENVESTNET INC | 14,981,000 | $16.42M | 1.4% | $1.01 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | BOX INC | 13,300,000 | $15.67M | 1.3% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | EXACT SCIENCES CORP | 17,063,000 | $15.25M | 1.3% | $0.90 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | IRONWOOD PHARMACEUTICALS INC | 15,460,000 | $14.73M | 1.3% | $0.99 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ZSCALER INC | 10,143,000 | $14.03M | 1.2% | $1.24 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | SABRE GLBL INC | 14,287,000 | $13.68M | 1.2% | $0.88 | — | NOTE 4.000% 8/0 | 78573NAK8 |
| — | MACOM TECH SOLUTIONS HLDGS I | 9,232,000 | $13.52M | 1.2% | $0.98 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | AXON ENTERPRISE INC | 9,442,000 | $13.29M | 1.1% | $1.34 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | CONMED CORP | 13,834,000 | $12.58M | 1.1% | $1.08 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | POST HLDGS INC | 10,681,000 | $12.23M | 1.1% | $1.01 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | WAYFAIR INC | 9,848,000 | $11.79M | 1.0% | $1.29 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | NRG ENERGY INC | 5,981,000 | $11.5M | 1.0% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 12,258,000 | $11.48M | 1.0% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | ITRON INC | 11,150,000 | $11.47M | 1.0% | $0.89 | — | NOTE 3/1 | 465741AN6 |
| — | DEXCOM INC | 11,370,000 | $11.41M | 1.0% | $1.00 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | WOLFSPEED INC | 12,262,000 | $11.31M | 1.0% | $1.01 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | LUMENTUM HLDGS INC | 12,099,000 | $11.18M | 1.0% | $0.93 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | LIVE NATION ENTERTAINMENT IN | 9,689,000 | $11.09M | 1.0% | $1.24 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | PERFICIENT INC | 11,125,000 | $10.81M | 0.9% | $0.92 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | BURLINGTON STORES INC | 8,676,000 | $10.54M | 0.9% | $1.13 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,744,000 | $10.44M | 0.9% | $1.04 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | AMERICAN AIRLINES GROUP INC | 9,600,000 | $10.41M | 0.9% | $1.08 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ALTAIR ENGR INC | 6,862,000 | $10.24M | 0.9% | $1.10 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | PENN ENTERTAINMENT INC | 8,841,000 | $10.21M | 0.9% | $1.15 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | DATADOG INC | 6,674,000 | $9.936M | 0.9% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | LIBERTY MEDIA CORP DEL | 8,871,000 | $9.649M | 0.8% | $1.27 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | INTEGER HLDGS CORP | 6,481,000 | $9.562M | 0.8% | $1.49 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | SNAP INC | 11,390,000 | $9.49M | 0.8% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | CYBERARK SOFTWARE LTD | 5,281,000 | $9.395M | 0.8% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| BKLN | INVESCO EXCH TRADED FD TR II | 426,750 | $8.979M | 0.8% | $21.04 | — | SR LN ETF | 46138G508 |
| — | JAZZ INVESTMENTS I LTD | 8,561,000 | $8.687M | 0.7% | $1.08 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | IMAX CORP | 8,382,000 | $8.33M | 0.7% | $0.93 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | SABRE GLBL INC | 8,626,000 | $8.285M | 0.7% | $0.99 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | SNAP INC | 10,298,000 | $8.253M | 0.7% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | LIBERTY MEDIA CORP DEL | 21,789,000 | $7.778M | 0.7% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DISH NETWORK CORPORATION | 9,901,000 | $7.34M | 0.6% | $0.69 | — | NOTE 12/1 | 25470MAF6 |
| — | GREENBRIER COS INC | 6,363,000 | $6.996M | 0.6% | $1.03 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | NABORS INDS INC | 9,805,000 | $6.96M | 0.6% | $0.71 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | LIBERTY MEDIA CORP DEL | 6,160,000 | $6.717M | 0.6% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | TYLER TEX INDPT SCH DIST | 5,850,000 | $6.548M | 0.6% | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | EXPEDIA GROUP INC | 6,971,000 | $6.434M | 0.6% | $0.89 | — | NOTE 2/1 | 30212PBE4 |
| — | HALOZYME THERAPEUTICS INC | 5,482,000 | $6.246M | 0.5% | $0.95 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| SJNK | SPDR SER TR | 230,240 | $5.749M | 0.5% | $24.86 | — | BLOOMBERG SHT TE | 78468R408 |
| — | FIRSTENERGY CORP | 5,381,000 | $5.62M | 0.5% | $1.04 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | INTERDIGITAL INC | 3,511,000 | $5.569M | 0.5% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | LCI INDS | 5,618,000 | $5.302M | 0.5% | $0.88 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,505,000 | $5.045M | 0.4% | $0.93 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | ZILLOW GROUP INC | 4,565,000 | $5.027M | 0.4% | $1.10 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | AKAMAI TECHNOLOGIES INC | 3,812,000 | $4.107M | 0.4% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CHEESECAKE FACTORY INC | 3,867,000 | $3.751M | 0.3% | $0.82 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | TRIPADVISOR INC | 4,047,000 | $3.699M | 0.3% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | SAREPTA THERAPEUTICS INC | 2,693,000 | $3.481M | 0.3% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | VERINT SYSTEMS INC | 3,495,000 | $3.44M | 0.3% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | WOLFSPEED INC | 5,901,000 | $3.39M | 0.3% | $0.70 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | CHEFS WHSE INC | 2,843,000 | $3.28M | 0.3% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | PATRICK INDS INC | 2,541,000 | $3.089M | 0.3% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | EURONET WORLDWIDE INC | 3,133,000 | $3.058M | 0.3% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | STRIDE INC | 1,995,000 | $2.922M | 0.3% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | DRAFTKINGS INC NEW | 3,425,000 | $2.868M | 0.2% | $0.87 | — | NOTE 3/1 | 26142RAB0 |
| — | JAMF HLDG CORP | 2,924,000 | $2.655M | 0.2% | $0.86 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | DAYFORCE INC | 2,768,000 | $2.62M | 0.2% | $0.85 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | AIRBNB INC | 2,805,000 | $2.566M | 0.2% | $0.95 | — | NOTE 3/1 | 009066AB7 |
| — | BOOKING HOLDINGS INC | 1,167,000 | $2.46M | 0.2% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 1,704,589 | $2.403M | 0.2% | $1.36 | +8.7% | COM | 18453H106 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $2.34M | 0.2% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| — | VENTAS RLTY LTD PARTNERSHIP | 2,139,000 | $2.262M | 0.2% | $1.06 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | MICROSTRATEGY INC | 1,750,000 | $2.102M | 0.2% | $1.37 | — | NOTE 2/1 | 594972AE1 |
| — | WAYFAIR INC | 2,156,000 | $1.956M | 0.2% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PEGASYSTEMS INC | 2,015,000 | $1.952M | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | LANTHEUS HLDGS INC | 1,435,000 | $1.792M | 0.2% | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | VARONIS SYS INC | 1,035,000 | $1.74M | 0.1% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | ASCENDIS PHARMA A/S | 1,200,000 | $1.347M | 0.1% | $1.14 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| HYG | ISHARES TR | 16,405 | $1.265M | 0.1% | $68.77 | — | IBOXX HI YD ETF | 464288513 |
| — | BRIDGEBIO PHARMA INC | 1,140,000 | $1.166M | 0.1% | $1.17 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | RIVIAN AUTOMOTIVE INC | 1,067,000 | $1.053M | 0.1% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | BLOOM ENERGY CORP | 1,069,000 | $1.042M | 0.1% | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | MIRUM PHARMACEUTICALS INC | 750,000 | $1.013M | 0.1% | $1.35 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | CLOUDFLARE INC | 995,000 | $929K | 0.1% | $0.96 | — | NOTE 8/1 | 18915MAC1 |
| — | ETSY INC | 1,000,000 | $789K | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | CYTOKINETICS INC | 500,000 | $662K | 0.1% | $1.32 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | WW INTL INC | 557,118 | $652K | 0.1% | $11.07 | — | COM | 98262P101 |
| — | NCL CORP LTD | 475,000 | $589K | 0.1% | $1.32 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | TELADOC HEALTH INC | 677,000 | $563K | 0.0% | $0.74 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | ZIFF DAVIS INC | 576,000 | $540K | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | SHAKE SHACK INC | 609,000 | $530K | 0.0% | $0.76 | — | NOTE 3/0 | 819047AB7 |
| — | NUTANIX INC | 450,000 | $527K | 0.0% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ETSY INC | 606,000 | $508K | 0.0% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | ZILLOW GROUP INC | 340,000 | $346K | 0.0% | $1.13 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | LUMENTUM HLDGS INC | 184,000 | $146K | 0.0% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ON SEMICONDUCTOR CORP | 55,000 | $77,014 | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |