CIK: 0001275228 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 8, 2024
Total Value ($000): $1,164,287 (8.2% shares, 91.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DIGITALOCEAN HLDGS INC | 50,916,000 | $43,339 | 3.7% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | ENPHASE ENERGY INC | 42,833,000 | $36,263 | 3.1% | $0.89 | — | NOTE 3/0 | 29355AAK3 |
| — | SOUTHWEST AIRLS CO | 34,420,000 | $35,314 | 3.0% | $1.12 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DROPBOX INC | 32,900,000 | $30,528 | 2.6% | $0.91 | — | NOTE 3/0 | 26210CAD6 |
| — | NCL CORP LTD | 31,817,000 | $30,390 | 2.6% | $0.78 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | BENTLEY SYS INC | 28,772,000 | $29,420 | 2.5% | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | ON SEMICONDUCTOR CORP | 29,268,000 | $28,700 | 2.5% | $1.01 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | FORD MTR CO DEL | 27,563,000 | $28,644 | 2.5% | $0.96 | — | NOTE 3/1 | 345370CZ1 |
| — | UBER TECHNOLOGIES INC | 25,166,000 | $27,482 | 2.4% | $1.04 | — | NOTE 12/1 | 90353TAJ9 |
| — | INSULET CORP | 24,314,000 | $26,940 | 2.3% | $1.13 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | AKAMAI TECHNOLOGIES INC | 26,705,000 | $26,475 | 2.3% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | DEXCOM INC | 25,466,000 | $25,926 | 2.2% | $0.99 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | SHIFT4 PMTS INC | 25,224,000 | $24,450 | 2.1% | $0.92 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | LIVE NATION ENTERTAINMENT IN | 22,824,000 | $23,932 | 2.1% | $1.10 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | ZILLOW GROUP INC | 18,554,000 | $23,255 | 2.0% | $1.23 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | ETSY INC | 21,326,000 | $21,562 | 1.9% | $1.10 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | IONIS PHARMACEUTICALS INC | 20,427,000 | $21,476 | 1.8% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | ALNYLAM PHARMACEUTICALS INC | 18,227,000 | $20,253 | 1.7% | $0.96 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | CMS ENERGY CORP | 19,910,000 | $20,079 | 1.7% | $1.01 | — | NOTE 3.375% 5/0 | 125896BX7 |
| TREE | LENDINGTREE INC NEW | 472,902 | $19,668 | 1.7% | $29.72 | — | COM | 52603B107 |
| — | DIAMOND OFFSHORE DRILLING IN | 1,219,617 | $18,632 | 1.6% | $5.70 | — | COM | 25271C201 |
| — | GUARDANT HEALTH INC | 22,250,000 | $17,382 | 1.5% | $0.78 | — | NOTE 11/1 | 40131MAB5 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 470,313 | $16,724 | 1.4% | $14.93 | — | COM UNIT LTD | 866142409 |
| — | HALOZYME THERAPEUTICS INC | 17,141,000 | $16,617 | 1.4% | $0.94 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | ENVESTNET INC | 14,981,000 | $16,417 | 1.4% | $1.01 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | BOX INC | 13,300,000 | $15,673 | 1.3% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | EXACT SCIENCES CORP | 17,063,000 | $15,245 | 1.3% | $0.90 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | IRONWOOD PHARMACEUTICALS INC | 15,460,000 | $14,728 | 1.3% | $0.99 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ZSCALER INC | 10,143,000 | $14,032 | 1.2% | $1.24 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | SABRE GLBL INC | 14,287,000 | $13,680 | 1.2% | $0.88 | — | NOTE 4.000% 8/0 | 78573NAK8 |
| — | MACOM TECH SOLUTIONS HLDGS I | 9,232,000 | $13,521 | 1.2% | $0.98 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | AXON ENTERPRISE INC | 9,442,000 | $13,287 | 1.1% | $1.34 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | CONMED CORP | 13,834,000 | $12,577 | 1.1% | $1.08 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | POST HLDGS INC | 10,681,000 | $12,228 | 1.1% | $1.01 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | WAYFAIR INC | 9,848,000 | $11,788 | 1.0% | $1.29 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | NRG ENERGY INC | 5,981,000 | $11,497 | 1.0% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 12,258,000 | $11,475 | 1.0% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | ITRON INC | 11,150,000 | $11,472 | 1.0% | $0.89 | — | NOTE 3/1 | 465741AN6 |
| — | DEXCOM INC | 11,370,000 | $11,410 | 1.0% | $1.00 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | WOLFSPEED INC | 12,262,000 | $11,310 | 1.0% | $1.01 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | LUMENTUM HLDGS INC | 12,099,000 | $11,181 | 1.0% | $0.93 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | LIVE NATION ENTERTAINMENT IN | 9,689,000 | $11,090 | 1.0% | $1.24 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | PERFICIENT INC | 11,125,000 | $10,809 | 0.9% | $0.92 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | BURLINGTON STORES INC | 8,676,000 | $10,542 | 0.9% | $1.13 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,744,000 | $10,436 | 0.9% | $1.04 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | AMERICAN AIRLINES GROUP INC | 9,600,000 | $10,405 | 0.9% | $1.08 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ALTAIR ENGR INC | 6,862,000 | $10,243 | 0.9% | $1.10 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | PENN ENTERTAINMENT INC | 8,841,000 | $10,209 | 0.9% | $1.15 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | DATADOG INC | 6,674,000 | $9,936 | 0.9% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | LIBERTY MEDIA CORP DEL | 8,871,000 | $9,649 | 0.8% | $1.27 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | INTEGER HLDGS CORP | 6,481,000 | $9,562 | 0.8% | $1.49 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | SNAP INC | 11,390,000 | $9,490 | 0.8% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | CYBERARK SOFTWARE LTD | 5,281,000 | $9,395 | 0.8% | $1.19 | — | NOTE 11/1 | 23248VAB1 |
| BKLN | INVESCO EXCH TRADED FD TR II | 426,750 | $8,979 | 0.8% | $21.04 | — | SR LN ETF | 46138G508 |
| — | JAZZ INVESTMENTS I LTD | 8,561,000 | $8,687 | 0.7% | $1.08 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | IMAX CORP | 8,382,000 | $8,330 | 0.7% | $0.93 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | SABRE GLBL INC | 8,626,000 | $8,285 | 0.7% | $0.99 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | SNAP INC | 10,298,000 | $8,253 | 0.7% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | LIBERTY MEDIA CORP DEL | 21,789,000 | $7,778 | 0.7% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | DISH NETWORK CORPORATION | 9,901,000 | $7,340 | 0.6% | $0.69 | — | NOTE 12/1 | 25470MAF6 |
| — | GREENBRIER COS INC | 6,363,000 | $6,996 | 0.6% | $1.03 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | NABORS INDS INC | 9,805,000 | $6,960 | 0.6% | $0.71 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | LIBERTY MEDIA CORP DEL | 6,160,000 | $6,717 | 0.6% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | TYLER TEX INDPT SCH DIST | 5,850,000 | $6,548 | 0.6% | $1.03 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | EXPEDIA GROUP INC | 6,971,000 | $6,434 | 0.6% | $0.89 | — | NOTE 2/1 | 30212PBE4 |
| — | HALOZYME THERAPEUTICS INC | 5,482,000 | $6,246 | 0.5% | $0.95 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| SJNK | SPDR SER TR | 230,240 | $5,749 | 0.5% | $24.86 | — | BLOOMBERG SHT TE | 78468R408 |
| — | FIRSTENERGY CORP | 5,381,000 | $5,620 | 0.5% | $1.04 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | INTERDIGITAL INC | 3,511,000 | $5,569 | 0.5% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | LCI INDS | 5,618,000 | $5,302 | 0.5% | $0.88 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,505,000 | $5,045 | 0.4% | $0.93 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | ZILLOW GROUP INC | 4,565,000 | $5,027 | 0.4% | $1.10 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | AKAMAI TECHNOLOGIES INC | 3,812,000 | $4,107 | 0.4% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CHEESECAKE FACTORY INC | 3,867,000 | $3,751 | 0.3% | $0.82 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | TRIPADVISOR INC | 4,047,000 | $3,699 | 0.3% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| — | SAREPTA THERAPEUTICS INC | 2,693,000 | $3,481 | 0.3% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | VERINT SYSTEMS INC | 3,495,000 | $3,440 | 0.3% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | WOLFSPEED INC | 5,901,000 | $3,390 | 0.3% | $0.70 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | CHEFS WHSE INC | 2,843,000 | $3,280 | 0.3% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | PATRICK INDS INC | 2,541,000 | $3,089 | 0.3% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | EURONET WORLDWIDE INC | 3,133,000 | $3,058 | 0.3% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | STRIDE INC | 1,995,000 | $2,922 | 0.3% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | DRAFTKINGS INC NEW | 3,425,000 | $2,868 | 0.2% | $0.87 | — | NOTE 3/1 | 26142RAB0 |
| — | JAMF HLDG CORP | 2,924,000 | $2,655 | 0.2% | $0.86 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | DAYFORCE INC | 2,768,000 | $2,620 | 0.2% | $0.85 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | AIRBNB INC | 2,805,000 | $2,566 | 0.2% | $0.95 | — | NOTE 3/1 | 009066AB7 |
| — | BOOKING HOLDINGS INC | 1,167,000 | $2,460 | 0.2% | $1.20 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 1,704,589 | $2,403 | 0.2% | $1.36 | +8.7% | COM | 18453H106 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $2,340 | 0.2% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| — | VENTAS RLTY LTD PARTNERSHIP | 2,139,000 | $2,262 | 0.2% | $1.06 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | MICROSTRATEGY INC | 1,750,000 | $2,102 | 0.2% | $1.37 | — | NOTE 2/1 | 594972AE1 |
| — | WAYFAIR INC | 2,156,000 | $1,956 | 0.2% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PEGASYSTEMS INC | 2,015,000 | $1,952 | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | LANTHEUS HLDGS INC | 1,435,000 | $1,792 | 0.2% | $1.13 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | VARONIS SYS INC | 1,035,000 | $1,740 | 0.1% | $1.14 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | ASCENDIS PHARMA A/S | 1,200,000 | $1,347 | 0.1% | $1.14 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| HYG | ISHARES TR | 16,405 | $1,265 | 0.1% | $68.77 | — | IBOXX HI YD ETF | 464288513 |
| — | BRIDGEBIO PHARMA INC | 1,140,000 | $1,166 | 0.1% | $1.17 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | RIVIAN AUTOMOTIVE INC | 1,067,000 | $1,053 | 0.1% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | BLOOM ENERGY CORP | 1,069,000 | $1,042 | 0.1% | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | MIRUM PHARMACEUTICALS INC | 750,000 | $1,013 | 0.1% | $1.35 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | CLOUDFLARE INC | 995,000 | $929 | 0.1% | $0.96 | — | NOTE 8/1 | 18915MAC1 |
| — | ETSY INC | 1,000,000 | $789 | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | CYTOKINETICS INC | 500,000 | $662 | 0.1% | $1.32 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | WW INTL INC | 557,118 | $652 | 0.1% | $11.07 | — | COM | 98262P101 |
| — | NCL CORP LTD | 475,000 | $589 | 0.1% | $1.32 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | TELADOC HEALTH INC | 677,000 | $563 | 0.0% | $0.74 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | ZIFF DAVIS INC | 576,000 | $540 | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | SHAKE SHACK INC | 609,000 | $530 | 0.0% | $0.76 | — | NOTE 3/0 | 819047AB7 |
| — | NUTANIX INC | 450,000 | $527 | 0.0% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ETSY INC | 606,000 | $508 | 0.0% | $0.80 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | ZILLOW GROUP INC | 340,000 | $346 | 0.0% | $1.13 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | LUMENTUM HLDGS INC | 184,000 | $146 | 0.0% | $0.76 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ON SEMICONDUCTOR CORP | 55,000 | $77 | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |