CIK: 0001275228 · Show all filings
Period: Q1 2025 (← Previous) (Next →)
Filing Date: May 14, 2025
Total Value ($000): $983,684 (12.2% shares, 87.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ETSY INC | 67,181,000 | $57,304 | 5.8% | $0.85 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| BKLN | INVESCO EXCH TRADED FD TR II | 2,724,105 | $56,213 | 5.7% | $21.09 | — | SR LN ETF | 46138G508 |
| — | ECHOSTAR CORP | 37,465,634 | $42,508 | 4.3% | $1.08 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | AKAMAI TECHNOLOGIES INC | 26,039,000 | $25,346 | 2.6% | $1.00 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | UBER TECHNOLOGIES INC | 19,584,000 | $24,225 | 2.5% | $1.21 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | DIGITALOCEAN HLDGS INC | 22,294,000 | $20,801 | 2.1% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | COINBASE GLOBAL INC | 20,706,000 | $20,316 | 2.1% | $0.98 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| USHY | ISHARES TR | 495,850 | $18,027 | 1.8% | $36.65 | — | BROAD USD HIGH | 46435U853 |
| — | TELADOC HEALTH INC | 18,769,000 | $17,364 | 1.8% | $0.87 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | GLOBAL PMTS INC | 17,271,000 | $16,684 | 1.7% | $0.97 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | SABRE GLBL INC | 15,994,000 | $16,281 | 1.7% | $1.00 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | WAYFAIR INC | 15,139,000 | $14,231 | 1.4% | $0.94 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | DROPBOX INC | 13,742,000 | $13,873 | 1.4% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | ITRON INC | 13,252,000 | $13,659 | 1.4% | $1.00 | — | NOTE 3/1 | 465741AN6 |
| — | PARSONS CORP DEL | 13,015,000 | $13,537 | 1.4% | $1.04 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | IONIS PHARMACEUTICALS INC | 13,424,000 | $13,461 | 1.4% | $1.03 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | LUMENTUM HLDGS INC | 14,457,000 | $13,416 | 1.4% | $0.89 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | BOFA FIN LLC | 12,416,000 | $12,672 | 1.3% | $1.12 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | CMS ENERGY CORP | 10,938,000 | $12,499 | 1.3% | $1.01 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | TYLER TEX INDPT SCH DIST | 9,915,000 | $12,372 | 1.3% | $1.15 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | EVERGY INC | 10,093,000 | $12,283 | 1.2% | $1.14 | — | NOTE 4.500%12/1 | 30034WAD8 |
| TREE | LENDINGTREE INC NEW | 234,967 | $11,812 | 1.2% | $29.72 | — | COM | 52603B107 |
| — | NEXTERA ENERGY CAP HLDGS INC | 9,652,000 | $11,382 | 1.2% | $1.18 | — | NOTE 3.000% 3/0 | 65339KCY4 |
| — | ADVANCED ENERGY INDS | 10,145,000 | $10,719 | 1.1% | $1.09 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | ON SEMICONDUCTOR CORP | 9,674,000 | $10,596 | 1.1% | $1.10 | — | NOTE 5/0 | 682189AS4 |
| — | GUARDANT HEALTH INC | 11,886,000 | $10,560 | 1.1% | $0.80 | — | NOTE 11/1 | 40131MAB5 |
| — | TETRA TECH INC NEW | 9,342,000 | $10,131 | 1.0% | $1.31 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | ALNYLAM PHARMACEUTICALS INC | 8,449,000 | $9,984 | 1.0% | $0.98 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | WAYFAIR INC | 8,918,000 | $9,977 | 1.0% | $1.24 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | SEAGATE HDD CAYMAN | 7,925,000 | $9,779 | 1.0% | $1.45 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | SHIFT4 PMTS INC | 8,182,000 | $9,685 | 1.0% | $1.29 | — | NOTE 12/1 | 82452JAB5 |
| — | ORMAT TECHNOLOGIES INC | 8,963,000 | $9,639 | 1.0% | $1.08 | — | NOTE 2.500% 7/1 | 686688AB8 |
| — | HALOZYME THERAPEUTICS INC | 7,151,000 | $9,426 | 1.0% | $1.05 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | VISHAY INTERTECHNOLOGY INC | 10,162,000 | $9,357 | 1.0% | $0.92 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | SPOTIFY USA INC | 7,596,000 | $9,289 | 0.9% | $1.11 | — | NOTE 3/1 | 84921RAB6 |
| — | LIVANOVA PLC | 9,258,000 | $9,209 | 0.9% | $0.99 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | LYFT INC | 8,908,000 | $8,962 | 0.9% | $1.01 | — | NOTE 0.625% 3/0 | 55087PAD6 |
| — | WORKIVA INC | 9,255,000 | $8,957 | 0.9% | $0.97 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | LUMENTUM HLDGS INC | 7,310,000 | $8,852 | 0.9% | $1.18 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | LIBERTY MEDIA CORP DEL | 8,096,000 | $8,741 | 0.9% | $1.21 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | IRHYTHM TECHNOLOGIES INC | 8,081,000 | $8,739 | 0.9% | $1.08 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | LIBERTY MEDIA CORP DEL | 6,975,000 | $8,737 | 0.9% | $1.03 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | VENTAS RLTY LTD PARTNERSHIP | 6,614,000 | $8,736 | 0.9% | $1.21 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | TANDEM DIABETES CARE INC | 8,879,000 | $8,663 | 0.9% | $0.98 | — | NOTE 1.500% 3/1 | 875372AD6 |
| — | FORD MTR CO | 8,656,000 | $8,496 | 0.9% | $0.97 | — | NOTE 3/1 | 345370CZ1 |
| — | DUKE ENERGY CORP NEW | 7,457,000 | $8,444 | 0.9% | $1.13 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | POST HLDGS INC | 6,878,000 | $8,388 | 0.9% | $1.01 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | CYTOKINETICS INC | 6,950,000 | $8,329 | 0.8% | $1.21 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | REPLIGEN CORP | 8,179,000 | $8,315 | 0.8% | $1.04 | — | NOTE 1.000%12/1 | 759916AD1 |
| — | ENOVIS CORPORATION | 7,519,000 | $8,131 | 0.8% | $1.11 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | TRANSMEDICS GROUP INC | 7,005,000 | $7,821 | 0.8% | $1.12 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | GREENBRIER COS INC | 6,667,000 | $7,691 | 0.8% | $1.06 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | FLUOR CORP | 6,532,000 | $7,296 | 0.7% | $1.12 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | TRAVERE THERAPEUTICS INC | 6,874,000 | $7,155 | 0.7% | $1.04 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | LI AUTO INC | 6,006,000 | $7,120 | 0.7% | $1.19 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| SJNK | SPDR SER TR | 280,040 | $7,046 | 0.7% | $25.12 | — | BLOOMBERG SHT TE | 78468R408 |
| — | NORTHERN OIL & GAS INC | 6,291,000 | $6,992 | 0.7% | $1.11 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | CENTERPOINT ENERGY INC | 6,060,000 | $6,837 | 0.7% | $1.13 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | GUARDANT HEALTH INC | 6,347,000 | $6,806 | 0.7% | $1.07 | — | DEBT 1.250% 2/1 | 40131MAD1 |
| — | ETSY INC | 6,966,000 | $6,718 | 0.7% | $1.08 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | AKAMAI TECHNOLOGIES INC | 6,624,000 | $6,475 | 0.7% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | WORLD KINECT CORPORATION | 5,310,000 | $6,372 | 0.6% | $1.20 | — | NOTE 3.250% 7/0 | 98149GAB6 |
| — | CSG SYS INTL INC | 5,647,000 | $6,346 | 0.6% | $1.02 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | ASCENDIS PHARMA A/S | 5,074,000 | $6,282 | 0.6% | $1.17 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | NABORS INDS INC | 8,700,000 | $5,979 | 0.6% | $0.72 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | PPL CAP FDG INC | 4,948,000 | $5,849 | 0.6% | $1.18 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | TRANSOCEAN INC | 4,525,000 | $5,715 | 0.6% | $1.26 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | MIDDLEBY CORP | 4,484,000 | $5,564 | 0.6% | $1.24 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | PROGRESS SOFTWARE CORP | 4,893,000 | $5,466 | 0.6% | $1.12 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | PROGRESS SOFTWARE CORP | 4,781,000 | $5,248 | 0.5% | $1.10 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,500,000 | $5,154 | 0.5% | $0.94 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | SEMTECH CORP | 3,920,000 | $5,078 | 0.5% | $1.30 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | ALLIANT ENERGY CORP | 4,463,000 | $4,975 | 0.5% | $1.11 | — | NOTE 3.875% 3/1 | 018802AC2 |
| — | ON SEMICONDUCTOR CORP | 5,747,000 | $4,974 | 0.5% | $1.01 | — | NOTE 0.500% 3/0 | 682189AU9 |
| OPTU | ALTICE USA INC | 1,801,300 | $4,859 | 0.5% | $2.70 | 0.0% | CL A | 02156K103 |
| — | DATADOG INC | 3,984,000 | $4,633 | 0.5% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ENVISTA HOLDINGS CORPORATION | 5,057,000 | $4,578 | 0.5% | $0.91 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | FIRSTENERGY CORP | 4,291,000 | $4,424 | 0.4% | $1.06 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | SABRE GLBL INC | 3,760,000 | $4,216 | 0.4% | $1.12 | — | NOTE 7.320% 8/0 | 78573NAK8 |
| — | NCL CORP LTD | 4,197,000 | $4,090 | 0.4% | $0.82 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | BURLINGTON STORES INC | 2,805,000 | $3,884 | 0.4% | $1.42 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | RIVIAN AUTOMOTIVE INC | 4,011,000 | $3,553 | 0.4% | $0.90 | — | NOTE 3.625%10/1 | 76954AAD5 |
| — | ZSCALER INC | 2,667,000 | $3,543 | 0.4% | $1.25 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | HALOZYME THERAPEUTICS INC | 3,300,000 | $3,509 | 0.4% | $0.96 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| SMC | SUMMIT MIDSTREAM CORPORATION | 102,745 | $3,482 | 0.4% | $36.10 | +11.4% | COM | 86614G101 |
| — | RIVIAN AUTOMOTIVE INC | 3,503,000 | $3,434 | 0.3% | $0.97 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | WESTERN DIGITAL CORP | 2,513,000 | $3,402 | 0.3% | $1.37 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | NUTANIX INC | 2,429,000 | $3,324 | 0.3% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | BENTLEY SYS INC | 3,420,000 | $3,310 | 0.3% | $0.99 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | DEXCOM INC | 3,661,000 | $3,285 | 0.3% | $0.93 | — | NOTE 0.375% 5/1 | 252131AM9 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,954,589 | $3,280 | 0.3% | $1.44 | -8.1% | COM | 18453H106 |
| — | LIBERTY MEDIA CORP DEL | 12,136,000 | $3,214 | 0.3% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | CLOUDFLARE INC | 3,171,000 | $3,189 | 0.3% | $1.01 | — | NOTE 8/1 | 18915MAC1 |
| — | BOX INC | 2,416,000 | $3,131 | 0.3% | $1.30 | — | NOTE 1/1 | 10316TAB0 |
| — | SHIFT4 PMTS INC | 2,917,000 | $2,962 | 0.3% | $0.94 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | RAPID7 INC | 3,142,000 | $2,706 | 0.3% | $0.96 | — | NOTE 1.250% 3/1 | 753422AH7 |
| — | LUMENTUM HLDGS INC | 2,378,000 | $2,479 | 0.3% | $0.96 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | SAREPTA THERAPEUTICS INC | 2,594,000 | $2,416 | 0.2% | $1.14 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | AMPHASTAR PHARMACEUTICALS IN | 2,609,000 | $2,329 | 0.2% | $1.05 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | EXPEDIA GROUP INC | 2,198,000 | $2,171 | 0.2% | $0.99 | — | NOTE 2/1 | 30212PBE4 |
| — | NRG ENERGY INC | 892,000 | $2,087 | 0.2% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | WINNEBAGO INDS INC | 2,321,000 | $2,057 | 0.2% | $0.89 | — | NOTE 3.250% 1/1 | 974637AF7 |
| — | SHOPIFY INC | 2,025,000 | $2,036 | 0.2% | $1.01 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | LCI INDS | 1,906,000 | $1,879 | 0.2% | $0.91 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | UBER TECHNOLOGIES INC | 1,569,000 | $1,667 | 0.2% | $1.04 | — | NOTE 12/1 | 90353TAJ9 |
| — | SEA LTD | 1,102,000 | $1,634 | 0.2% | $1.48 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | SHAKE SHACK INC | 1,741,000 | $1,612 | 0.2% | $0.89 | — | NOTE 3/0 | 819047AB7 |
| — | WAYFAIR INC | 1,638,000 | $1,608 | 0.2% | $1.20 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | FIVE9 INC | 1,708,000 | $1,464 | 0.1% | $0.86 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | PATRICK INDS INC | 950,000 | $1,338 | 0.1% | $1.29 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 1,374,000 | $1,321 | 0.1% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | H WORLD GROUP LTD | 1,113,000 | $1,259 | 0.1% | $1.13 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | CHEFS WHSE INC | 761,000 | $1,065 | 0.1% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | ZILLOW GROUP INC | 981,000 | $1,033 | 0.1% | $1.05 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | JBT MAREL CORPORATION | 921,000 | $924 | 0.1% | $1.00 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PENN ENTERTAINMENT INC | 399,000 | $414 | 0.0% | $1.15 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | VERINT SYSTEMS INC | 169,000 | $161 | 0.0% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | JAMF HLDG CORP | 123,000 | $116 | 0.0% | $0.86 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | IMAX CORP | 92,000 | $102 | 0.0% | $0.94 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | ZIFF DAVIS INC | 103,000 | $98 | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | MACOM TECH SOLUTIONS HLDGS I | 67,000 | $85 | 0.0% | $1.07 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | CHEESECAKE FACTORY INC | 64,000 | $63 | 0.0% | $0.82 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | IONIS PHARMACEUTICALS INC | 64,000 | $63 | 0.0% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | INSULET CORP | 44,000 | $56 | 0.0% | $1.13 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | DAYFORCE INC | 52,000 | $50 | 0.0% | $0.85 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | SNAP INC | 25,000 | $22 | 0.0% | $0.74 | — | NOTE 5/0 | 83304AAF3 |