Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2024 (← Previous) (Next →)
Filing Date: Feb 10, 2025
Total Value: $1.139B (6.3% shares, 93.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLS CO | 42,937,000 | $44.62M | 3.9% | $1.10 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BENTLEY SYS INC | 43,423,000 | $43.04M | 3.8% | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | UBER TECHNOLOGIES INC | 37,593,000 | $38.8M | 3.4% | $1.04 | — | NOTE 12/1 | 90353TAJ9 |
| — | RAPID7 INC | 35,022,000 | $34.25M | 3.0% | $0.96 | — | NOTE 1.250% 3/1 | 753422AH7 |
| — | DIGITALOCEAN HLDGS INC | 38,236,000 | $34.13M | 3.0% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | ECHOSTAR CORP | 30,355,515 | $32.42M | 2.8% | $1.07 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | GUARDANT HEALTH INC | 37,789,000 | $32.09M | 2.8% | $0.80 | — | NOTE 11/1 | 40131MAB5 |
| — | ITRON INC | 29,981,000 | $31.76M | 2.8% | $1.00 | — | NOTE 3/1 | 465741AN6 |
| — | TELADOC HEALTH INC | 33,227,000 | $29.37M | 2.6% | $0.87 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | SHIFT4 PMTS INC | 25,879,000 | $28.63M | 2.5% | $0.94 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | ETSY INC | 24,723,000 | $24.52M | 2.2% | $1.08 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,075,613 | $22.87M | 2.0% | $21.79 | — | SR LN ETF | 46138G508 |
| — | DROPBOX INC | 21,019,000 | $22.11M | 1.9% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | DATADOG INC | 13,760,000 | $22.1M | 1.9% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | INSULET CORP | 16,863,000 | $21.97M | 1.9% | $1.13 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ZSCALER INC | 15,716,000 | $20.31M | 1.8% | $1.25 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | IONIS PHARMACEUTICALS INC | 19,502,000 | $19.85M | 1.7% | $1.03 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | AKAMAI TECHNOLOGIES INC | 18,647,000 | $19.31M | 1.7% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | WAYFAIR INC | 16,996,000 | $18.97M | 1.7% | $1.20 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | SHIFT4 PMTS INC | 13,563,000 | $18.84M | 1.7% | $1.29 | — | NOTE 12/1 | 82452JAB5 |
| — | WORKIVA INC | 15,779,000 | $17.47M | 1.5% | $0.97 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | DEXCOM INC | 18,909,000 | $17.46M | 1.5% | $0.93 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | ALNYLAM PHARMACEUTICALS INC | 15,738,000 | $17.41M | 1.5% | $0.98 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | ON SEMICONDUCTOR CORP | 17,521,000 | $17.06M | 1.5% | $1.01 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | NCL CORP LTD | 15,478,000 | $16.73M | 1.5% | $0.82 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | AKAMAI TECHNOLOGIES INC | 16,563,000 | $16.45M | 1.4% | $1.02 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | TYLER TEX INDPT SCH DIST | 12,603,000 | $15.76M | 1.4% | $1.15 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | SABRE GLBL INC | 15,768,000 | $15.64M | 1.4% | $1.00 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | AMPHASTAR PHARMACEUTICALS IN | 16,048,000 | $15.63M | 1.4% | $1.05 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | PENN ENTERTAINMENT INC | 13,178,000 | $15.27M | 1.3% | $1.15 | — | NOTE 2.750% 5/1 | 707569AU3 |
| TREE | LENDINGTREE INC NEW | 381,967 | $14.8M | 1.3% | $29.72 | — | COM | 52603B107 |
| — | BOFA FIN LLC | 13,608,000 | $14.33M | 1.3% | $1.12 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | LIBERTY MEDIA CORP DEL | 12,855,000 | $13.95M | 1.2% | $1.21 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | LUMENTUM HLDGS INC | 9,498,000 | $13.67M | 1.2% | $1.18 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | HALOZYME THERAPEUTICS INC | 11,950,000 | $13.62M | 1.2% | $1.05 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | CMS ENERGY CORP | 12,527,000 | $13.37M | 1.2% | $1.01 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | VENTAS RLTY LTD PARTNERSHIP | 10,449,000 | $12.36M | 1.1% | $1.21 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | GREENBRIER COS INC | 9,716,000 | $12.25M | 1.1% | $1.06 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | FIRSTENERGY CORP | 11,308,000 | $11.73M | 1.0% | $1.06 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | ADVANCED ENERGY INDS | 10,105,000 | $11.6M | 1.0% | $1.09 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | EXACT SCIENCES CORP | 11,896,000 | $11.38M | 1.0% | $0.91 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | PATRICK INDS INC | 7,941,000 | $11.17M | 1.0% | $1.29 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | LUMENTUM HLDGS INC | 9,038,000 | $10.35M | 0.9% | $0.96 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | POST HLDGS INC | 8,233,000 | $10.05M | 0.9% | $1.01 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | LUMENTUM HLDGS INC | 10,225,000 | $9.915M | 0.9% | $0.87 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ETSY INC | 12,000,000 | $9.859M | 0.9% | $0.82 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | TETRA TECH INC NEW | 7,619,000 | $9.365M | 0.8% | $1.36 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | SEAGATE HDD CAYMAN | 7,348,000 | $9.22M | 0.8% | $1.47 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | BLOOM ENERGY CORP | 5,834,000 | $8.395M | 0.7% | $1.39 | — | NOTE 3.000% 6/0 | 093712AK3 |
| SMC | SUMMIT MIDSTREAM CORPORATION | 219,707 | $8.301M | 0.7% | $36.10 | -0.4% | COM | 86614G101 |
| — | LCI INDS | 8,314,000 | $8.186M | 0.7% | $0.91 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | INTEGER HLDGS CORP | 4,869,000 | $8.057M | 0.7% | $1.50 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | LIBERTY MEDIA CORP DEL | 6,205,000 | $7.935M | 0.7% | $1.00 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | UBER TECHNOLOGIES INC | 6,832,000 | $7.829M | 0.7% | $1.15 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | SPOTIFY USA INC | 7,050,000 | $7.78M | 0.7% | $1.10 | — | NOTE 3/1 | 84921RAB6 |
| — | WAYFAIR INC | 5,964,000 | $7.742M | 0.7% | $1.30 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | AMERICAN AIRLINES GROUP INC | 6,198,000 | $7.707M | 0.7% | $1.08 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 7,879,000 | $7.529M | 0.7% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | FORD MTR CO | 7,362,000 | $7.149M | 0.6% | $0.96 | — | NOTE 3/1 | 345370CZ1 |
| — | ALTAIR ENGR INC | 4,260,000 | $6.916M | 0.6% | $1.12 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | ENOVIS CORPORATION | 6,185,000 | $6.872M | 0.6% | $1.11 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | NUTANIX INC | 5,383,000 | $6.775M | 0.6% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | HALOZYME THERAPEUTICS INC | 6,814,000 | $6.715M | 0.6% | $0.96 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | EVERGY INC | 6,050,000 | $6.61M | 0.6% | $1.09 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | WESTERN DIGITAL CORP | 4,783,000 | $6.568M | 0.6% | $1.37 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | NABORS INDS INC | 8,550,000 | $6.344M | 0.6% | $0.72 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | CSG SYS INTL INC | 5,626,000 | $5.963M | 0.5% | $1.02 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | SAREPTA THERAPEUTICS INC | 5,173,000 | $5.906M | 0.5% | $1.14 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | ENVISTA HOLDINGS CORPORATION | 5,666,000 | $5.127M | 0.5% | $0.91 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | WAYFAIR INC | 5,137,000 | $4.787M | 0.4% | $0.93 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | REPLIGEN CORP | 4,199,000 | $4.443M | 0.4% | $1.06 | — | NOTE 1.000%12/1 | 759916AD1 |
| — | SNAP INC | 4,941,000 | $4.299M | 0.4% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | ASCENDIS PHARMA A/S | 3,726,000 | $4.271M | 0.4% | $1.15 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| USHY | ISHARES TR | 72,850 | $4.051M | 0.4% | $38.34 | — | BROAD USD HIGH | 46435U853 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,954,589 | $4.048M | 0.4% | $1.44 | +6.4% | COM | 18453H106 |
| — | LIBERTY MEDIA CORP DEL | 12,157,000 | $3.817M | 0.3% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | EURONET WORLDWIDE INC | 3,006,000 | $2.993M | 0.3% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | AXON ENTERPRISE INC | 1,052,000 | $2.818M | 0.2% | $1.34 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | NRG ENERGY INC | 1,201,000 | $2.641M | 0.2% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BURLINGTON STORES INC | 1,510,000 | $2.354M | 0.2% | $1.45 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | RIVIAN AUTOMOTIVE INC | 2,445,000 | $2.214M | 0.2% | $0.91 | — | NOTE 3.625%10/1 | 76954AAD5 |
| — | CONMED CORP | 1,842,000 | $1.716M | 0.2% | $1.08 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | CHEFS WHSE INC | 1,255,000 | $1.618M | 0.1% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| SJNK | SPDR SER TR | 42,040 | $1.062M | 0.1% | $24.86 | — | BLOOMBERG SHT TE | 78468R408 |
| — | WW INTL INC | 557,118 | $708K | 0.1% | $11.07 | — | COM | 98262P101 |
| — | LIVE NATION ENTERTAINMENT IN | 446,000 | $615K | 0.1% | $1.24 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | BRIDGEBIO PHARMA INC | 540,000 | $572K | 0.1% | $1.17 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | CYTOKINETICS INC | 400,000 | $483K | 0.0% | $1.32 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | SHAKE SHACK INC | 352,000 | $362K | 0.0% | $0.76 | — | NOTE 3/0 | 819047AB7 |
| — | RIVIAN AUTOMOTIVE INC | 267,000 | $273K | 0.0% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | VERINT SYSTEMS INC | 169,000 | $159K | 0.0% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | JAMF HLDG CORP | 121,000 | $111K | 0.0% | $0.86 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | MACOM TECH SOLUTIONS HLDGS I | 66,000 | $106K | 0.0% | $1.06 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | IMAX CORP | 90,000 | $96,107 | 0.0% | $0.94 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | ZIFF DAVIS INC | 101,000 | $95,175 | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | CHEESECAKE FACTORY INC | 64,000 | $63,179 | 0.0% | $0.82 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | IONIS PHARMACEUTICALS INC | 63,000 | $60,905 | 0.0% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | DAYFORCE INC | 50,000 | $48,337 | 0.0% | $0.85 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | ON SEMICONDUCTOR CORP | 25,000 | $32,819 | 0.0% | $1.14 | — | NOTE 5/0 | 682189AS4 |