Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 12, 2024
Total Value: $1.29B (13.6% shares, 86.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| USHY | ISHARES TR | 1,613,089 | $61.85M | 4.8% | $38.34 | — | BROAD USD HIGH | 46435U853 |
| BKLN | INVESCO EXCH TRADED FD TR II | 2,184,100 | $48M | 3.7% | $21.79 | — | SR LN ETF | 46138G508 |
| — | SOUTHWEST AIRLS CO | 46,465,000 | $47.51M | 3.7% | $1.10 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DIGITALOCEAN HLDGS INC | 52,977,000 | $47.18M | 3.7% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | DEXCOM INC | 36,436,000 | $32.6M | 2.5% | $0.93 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | UBER TECHNOLOGIES INC | 28,141,000 | $31.38M | 2.4% | $1.05 | — | NOTE 12/1 | 90353TAJ9 |
| — | RAPID7 INC | 31,213,000 | $29.79M | 2.3% | $0.95 | — | NOTE 1.250% 3/1 | 753422AH7 |
| — | TELADOC HEALTH INC | 32,843,000 | $28.74M | 2.2% | $0.87 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | IONIS PHARMACEUTICALS INC | 27,960,000 | $28.23M | 2.2% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | WOLFSPEED INC | 38,523,000 | $27.62M | 2.1% | $0.81 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | GUARDANT HEALTH INC | 31,814,000 | $25.7M | 2.0% | $0.79 | — | NOTE 11/1 | 40131MAB5 |
| — | ITRON INC | 24,248,000 | $25.69M | 2.0% | $0.98 | — | NOTE 3/1 | 465741AN6 |
| — | SHIFT4 PMTS INC | 23,866,000 | $24.92M | 1.9% | $0.92 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| TREE | LENDINGTREE INC NEW | 417,379 | $24.22M | 1.9% | $29.72 | — | COM | 52603B107 |
| — | ON SEMICONDUCTOR CORP | 23,299,000 | $23.88M | 1.9% | $1.01 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | LUMENTUM HLDGS INC | 20,109,000 | $23.81M | 1.8% | $1.18 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | HALOZYME THERAPEUTICS INC | 23,289,000 | $23.6M | 1.8% | $0.96 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | CMS ENERGY CORP | 21,252,000 | $23.44M | 1.8% | $1.01 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | INSULET CORP | 17,987,000 | $21.78M | 1.7% | $1.13 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ETSY INC | 21,075,000 | $21.22M | 1.6% | $1.10 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | JAZZ INVESTMENTS I LTD | 18,666,000 | $19.14M | 1.5% | $1.05 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | AKAMAI TECHNOLOGIES INC | 17,590,000 | $18.49M | 1.4% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ALNYLAM PHARMACEUTICALS INC | 14,132,000 | $16.84M | 1.3% | $0.96 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | ZSCALER INC | 13,069,000 | $16.33M | 1.3% | $1.24 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | MACOM TECH SOLUTIONS HLDGS I | 11,223,000 | $16.26M | 1.3% | $1.06 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | BOFA FIN LLC | 13,665,000 | $15.35M | 1.2% | $1.12 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | DATADOG INC | 11,348,000 | $15.03M | 1.2% | $1.29 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | AKAMAI TECHNOLOGIES INC | 14,595,000 | $14.94M | 1.2% | $1.02 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | DROPBOX INC | 15,143,000 | $14.9M | 1.2% | $0.91 | — | NOTE 3/0 | 26210CAD6 |
| SMC | SUMMIT MIDSTREAM CORPORATION | 416,281 | $14.58M | 1.1% | $36.10 | 0.0% | COM | 86614G101 |
| — | BENTLEY SYS INC | 14,063,000 | $14.38M | 1.1% | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | LIVE NATION ENTERTAINMENT IN | 12,864,000 | $14.25M | 1.1% | $1.10 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | ZILLOW GROUP INC | 9,216,000 | $13.85M | 1.1% | $1.23 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | SABRE GLBL INC | 13,431,000 | $13.62M | 1.1% | $1.00 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | WORKIVA INC | 14,119,000 | $13.44M | 1.0% | $0.95 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | NCL CORP LTD | 13,538,000 | $13.4M | 1.0% | $0.78 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | TYLER TEX INDPT SCH DIST | 10,469,000 | $13.11M | 1.0% | $1.13 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | SEAGATE HDD CAYMAN | 8,715,000 | $12.77M | 1.0% | $1.47 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | DISH NETWORK CORPORATION | 14,598,000 | $12.72M | 1.0% | $0.75 | — | NOTE 12/1 | 25470MAF6 |
| — | AMERICAN AIRLINES GROUP INC | 11,864,000 | $12.49M | 1.0% | $1.08 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | AMPHASTAR PHARMACEUTICALS IN | 11,481,000 | $12.44M | 1.0% | $1.08 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | CONMED CORP | 12,904,000 | $12.25M | 1.0% | $1.08 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | VENTAS RLTY LTD PARTNERSHIP | 9,714,000 | $12.16M | 0.9% | $1.21 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | FIRSTENERGY CORP | 11,014,000 | $11.94M | 0.9% | $1.06 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | PENN ENTERTAINMENT INC | 10,476,000 | $11.83M | 0.9% | $1.15 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | AXON ENTERPRISE INC | 6,417,000 | $11.76M | 0.9% | $1.34 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | SHIFT4 PMTS INC | 9,385,000 | $11.73M | 0.9% | $1.25 | — | NOTE 12/1 | 82452JAB5 |
| — | MICROSTRATEGY INC | 8,450,000 | $11.54M | 0.9% | $1.37 | — | NOTE 2/1 | 594972AE1 |
| — | GREENBRIER COS INC | 9,937,000 | $11.25M | 0.9% | $1.06 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | ALTAIR ENGR INC | 7,390,000 | $10.78M | 0.8% | $1.12 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | LUMENTUM HLDGS INC | 12,115,000 | $10.55M | 0.8% | $0.87 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | EXACT SCIENCES CORP | 10,647,000 | $10.51M | 0.8% | $0.90 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | PERFICIENT INC | 10,587,000 | $10.44M | 0.8% | $0.92 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | TETRA TECH INC NEW | 7,635,000 | $10.37M | 0.8% | $1.36 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | LIBERTY MEDIA CORP DEL | 9,551,000 | $10.13M | 0.8% | $1.25 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | WAYFAIR INC | 8,126,000 | $9.981M | 0.8% | $1.29 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | IMAX CORP | 9,547,000 | $9.904M | 0.8% | $0.94 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | POST HLDGS INC | 8,055,000 | $9.756M | 0.8% | $1.01 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | SNAP INC | 11,984,000 | $9.63M | 0.7% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | ADVANCED ENERGY INDS | 8,843,000 | $9.599M | 0.7% | $1.09 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 8,862,000 | $8.268M | 0.6% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | NABORS INDS INC | 10,523,000 | $8.268M | 0.6% | $0.72 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | ETSY INC | 10,000,000 | $8.207M | 0.6% | $0.81 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | LUMENTUM HLDGS INC | 8,000,000 | $7.887M | 0.6% | $0.93 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | INTEGER HLDGS CORP | 4,631,000 | $7.438M | 0.6% | $1.49 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | DISH NETWORK CORPORATION | 8,750,000 | $7.124M | 0.6% | $0.81 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ENPHASE ENERGY INC | 7,497,000 | $6.723M | 0.5% | $0.89 | — | NOTE 3/0 | 29355AAK3 |
| — | HALOZYME THERAPEUTICS INC | 5,570,000 | $6.72M | 0.5% | $0.96 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | LIBERTY MEDIA CORP DEL | 5,999,000 | $6.665M | 0.5% | $0.99 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | LCI INDS | 5,959,000 | $6.294M | 0.5% | $0.89 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | LIBERTY MEDIA CORP DEL | 17,157,000 | $6.066M | 0.5% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | IONIS PHARMACEUTICALS INC | 5,420,000 | $5.72M | 0.4% | $1.06 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | FORD MTR CO | 5,370,000 | $5.276M | 0.4% | $0.96 | — | NOTE 3/1 | 345370CZ1 |
| — | CSG SYS INTL INC | 4,545,000 | $4.604M | 0.4% | $1.01 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | NUTANIX INC | 3,700,000 | $4.507M | 0.3% | $1.22 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | SNAP INC | 4,941,000 | $4.238M | 0.3% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | ENVISTA HOLDINGS CORPORATION | 4,300,000 | $3.915M | 0.3% | $0.91 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | SABRE GLBL INC | 3,258,000 | $3.763M | 0.3% | $0.88 | — | NOTE 7.320% 8/0 | 78573NAK8 |
| — | TRIPADVISOR INC | 4,017,000 | $3.754M | 0.3% | $0.78 | — | NOTE 0.250% 4/0 | 896945AD4 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,204,589 | $3.527M | 0.3% | $1.40 | +11.3% | COM | 18453H106 |
| — | BOOKING HOLDINGS INC | 1,517,000 | $3.404M | 0.3% | $1.44 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | EURONET WORLDWIDE INC | 3,033,000 | $2.989M | 0.2% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | PATRICK INDS INC | 1,835,000 | $2.782M | 0.2% | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | NRG ENERGY INC | 1,201,000 | $2.676M | 0.2% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | DRAFTKINGS INC NEW | 2,901,000 | $2.551M | 0.2% | $0.87 | — | NOTE 3/1 | 26142RAB0 |
| — | LIBERTY MEDIA CORP DEL | 7,000,000 | $2.482M | 0.2% | $0.24 | — | DEB 4.000%11/1 | 530715AG6 |
| — | STRIDE INC | 1,357,000 | $2.339M | 0.2% | $0.97 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | BURLINGTON STORES INC | 1,395,000 | $2.016M | 0.2% | $1.45 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | PEGASYSTEMS INC | 2,015,000 | $1.981M | 0.2% | $0.93 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | INTERDIGITAL INC | 1,043,000 | $1.949M | 0.2% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | CHEFS WHSE INC | 1,299,000 | $1.535M | 0.1% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | SAREPTA THERAPEUTICS INC | 1,143,000 | $1.299M | 0.1% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| SJNK | SPDR SER TR | 42,040 | $1.083M | 0.1% | $24.86 | — | BLOOMBERG SHT TE | 78468R408 |
| — | ASCENDIS PHARMA A/S | 600,000 | $706K | 0.1% | $1.14 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | DEXCOM INC | 663,000 | $633K | 0.0% | $0.99 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | BLOOM ENERGY CORP | 669,000 | $623K | 0.0% | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | BRIDGEBIO PHARMA INC | 540,000 | $559K | 0.0% | $1.17 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | LIVE NATION ENTERTAINMENT IN | 446,000 | $553K | 0.0% | $1.24 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | AKAMAI TECHNOLOGIES INC | 485,000 | $542K | 0.0% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CYTOKINETICS INC | 400,000 | $521K | 0.0% | $1.32 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | WW INTL INC | 557,118 | $489K | 0.0% | $11.07 | — | COM | 98262P101 |
| — | SHAKE SHACK INC | 352,000 | $328K | 0.0% | $0.76 | — | NOTE 3/0 | 819047AB7 |
| — | RIVIAN AUTOMOTIVE INC | 267,000 | $242K | 0.0% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | VERINT SYSTEMS INC | 169,000 | $158K | 0.0% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | WAYFAIR INC | 137,000 | $128K | 0.0% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | JAMF HLDG CORP | 121,000 | $110K | 0.0% | $0.86 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | ZIFF DAVIS INC | 111,000 | $104K | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | CHEESECAKE FACTORY INC | 64,000 | $60,713 | 0.0% | $0.82 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | DAYFORCE INC | 50,000 | $47,231 | 0.0% | $0.85 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | ON SEMICONDUCTOR CORP | 25,000 | $36,719 | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |