Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2025 (← Previous) (Next →)
Filing Date: Aug 11, 2025
Total Value: $1.005B (14.2% shares, 85.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| BKLN | INVESCO EXCH TRADED FD TR II | 3,737,000 | $87.06M | 8.7% | $21.69 | — | SR LN ETF | 46138G508 |
| — | ETSY INC | 65,181,000 | $56.74M | 5.6% | $0.85 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | ECHOSTAR CORP | 37,704,267 | $48.1M | 4.8% | $1.08 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | LUMENTUM HLDGS INC | 25,956,000 | $28.88M | 2.9% | $0.99 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | SNAP INC | 26,388,000 | $23.45M | 2.3% | $0.89 | — | NOTE 0.500% 5/0 | 83304AAK2 |
| — | GLOBAL PMTS INC | 23,698,000 | $22.07M | 2.2% | $0.96 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | DIGITALOCEAN HLDGS INC | 20,764,000 | $19.47M | 1.9% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | GUARDANT HEALTH INC | 17,868,000 | $18.88M | 1.9% | $1.06 | — | DEBT 1.250% 2/1 | 40131MAD1 |
| — | UBER TECHNOLOGIES INC | 12,205,000 | $16.86M | 1.7% | $1.21 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | DUKE ENERGY CORP NEW | 15,052,000 | $16.64M | 1.7% | $1.12 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | EVERGY INC | 12,956,000 | $16.06M | 1.6% | $1.16 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | BOFA FIN LLC | 15,916,000 | $15.78M | 1.6% | $1.09 | — | MTNF 0.600% 5/2 | 09709UV70 |
| SJNK | SPDR SERIES TRUST | 600,880 | $15.28M | 1.5% | $25.28 | — | BLOOMBERG SHT TE | 78468R408 |
| — | MICROCHIP TECHNOLOGY INC. | 14,381,000 | $14.48M | 1.4% | $1.01 | — | NOTE 0.750% 6/0 | 595017BG8 |
| — | PARSONS CORP DEL | 12,448,000 | $14.27M | 1.4% | $1.04 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | COINBASE GLOBAL INC | 11,267,000 | $13.5M | 1.3% | $0.98 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | FORD MTR CO | 13,111,000 | $13.07M | 1.3% | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| USHY | ISHARES TR | 344,380 | $12.88M | 1.3% | $36.65 | — | BROAD USD HIGH | 46435U853 |
| — | NEXTERA ENERGY CAP HLDGS INC | 10,820,000 | $12.7M | 1.3% | $1.18 | — | NOTE 3.000% 3/0 | 65339KCY4 |
| — | DROPBOX INC | 12,306,000 | $12.53M | 1.2% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | HAEMONETICS CORP MASS | 12,053,000 | $12.39M | 1.2% | $1.03 | — | NOTE 2.500% 6/0 | 405024AD2 |
| — | ON SEMICONDUCTOR CORP | 12,592,000 | $12.39M | 1.2% | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | JD.COM INC | 11,680,000 | $12.05M | 1.2% | $1.03 | — | NOTE 0.250% 6/0 | 47215PAJ5 |
| — | CSG SYS INTL INC | 10,398,000 | $11.96M | 1.2% | $1.08 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | POST HLDGS INC | 10,222,000 | $11.92M | 1.2% | $1.06 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | VENTAS RLTY LTD PARTNERSHIP | 9,069,000 | $11.55M | 1.1% | $1.23 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | TYLER TEX INDPT SCH DIST | 9,098,000 | $11.27M | 1.1% | $1.15 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | BLACKLINE INC | 10,440,000 | $11.09M | 1.1% | $1.06 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| — | TETRA TECH INC NEW | 8,699,000 | $10.37M | 1.0% | $1.31 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | ENOVIS CORPORATION | 10,033,000 | $9.978M | 1.0% | $1.08 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | MKS INC. | 9,826,000 | $9.796M | 1.0% | $1.00 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| — | SUPER MICRO COMPUTER INC | 8,529,000 | $9.743M | 1.0% | $1.14 | — | NOTE 3.500% 3/0 | 86800UAB0 |
| — | ALARM COM HLDGS INC | 9,666,000 | $9.658M | 1.0% | $1.00 | — | NOTE 2.250% 6/0 | 011642AD7 |
| — | GREENBRIER COS INC | 8,779,000 | $9.654M | 1.0% | $1.07 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | MARRIOTT VACATIONS WORLDWIDE | 10,023,000 | $9.503M | 0.9% | $0.94 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | ETSY INC | 9,364,000 | $9.432M | 0.9% | $1.06 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | REPLIGEN CORP | 8,880,000 | $8.897M | 0.9% | $1.04 | — | NOTE 1.000%12/1 | 759916AD1 |
| — | SHIFT4 PMTS INC | 7,969,000 | $8.888M | 0.9% | $1.05 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | VERTEX INC | 7,461,000 | $8.834M | 0.9% | $1.18 | — | NOTE 0.750% 5/0 | 92538JAB2 |
| — | LIBERTY MEDIA CORP DEL | 8,311,000 | $8.774M | 0.9% | $1.21 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | PROGRESS SOFTWARE CORP | 7,800,000 | $8.471M | 0.8% | $1.09 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | ADVANCED ENERGY INDS | 6,634,000 | $8.402M | 0.8% | $1.09 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | ORMAT TECHNOLOGIES INC | 7,203,000 | $8.39M | 0.8% | $1.08 | — | NOTE 2.500% 7/1 | 686688AB8 |
| — | WORLD KINECT CORPORATION | 7,162,000 | $8.339M | 0.8% | $1.19 | — | NOTE 3.250% 7/0 | 98149GAB6 |
| — | SOUTHERN CO | 7,223,000 | $8.133M | 0.8% | $1.13 | — | NOTE 4.500% 6/1 | 842587DZ7 |
| — | TRIP COM GROUP LTD | 6,906,000 | $7.861M | 0.8% | $1.14 | — | NOTE 0.750% 6/1 | 89677QAB3 |
| — | NABORS INDS INC | 12,100,000 | $7.834M | 0.8% | $0.70 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | ITRON INC | 7,144,000 | $7.727M | 0.8% | $1.00 | — | NOTE 3/1 | 465741AN6 |
| — | IONIS PHARMACEUTICALS INC | 6,755,000 | $7.575M | 0.8% | $1.03 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | LIVANOVA PLC | 7,168,000 | $7.446M | 0.7% | $0.99 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | REDFIN CORP | 8,000,000 | $7.321M | 0.7% | $0.92 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | NORTHERN OIL & GAS INC | 6,609,000 | $7.131M | 0.7% | $1.11 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | ALIBABA GROUP HLDG LTD | 5,350,000 | $7.127M | 0.7% | $1.33 | — | NOTE 0.500% 6/0 | 01609WBG6 |
| — | ITRON INC | 5,961,000 | $7.057M | 0.7% | $1.18 | — | NOTE 1.375% 7/1 | 465741AQ9 |
| — | TANDEM DIABETES CARE INC | 7,332,000 | $7.055M | 0.7% | $0.98 | — | NOTE 1.500% 3/1 | 875372AD6 |
| — | UGI CORP NEW | 4,928,000 | $6.977M | 0.7% | $1.42 | — | NOTE 5.000% 6/0 | 902681AB1 |
| — | UBER TECHNOLOGIES INC | 5,694,000 | $6.468M | 0.6% | $1.11 | — | NOTE 12/1 | 90353TAJ9 |
| — | BENTLEY SYS INC | 6,096,000 | $6.42M | 0.6% | $1.02 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | LIBERTY MEDIA CORP DEL | 4,782,000 | $6.41M | 0.6% | $1.03 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | VISHAY INTERTECHNOLOGY INC | 6,662,000 | $6.329M | 0.6% | $0.92 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | LYFT INC | 5,859,000 | $6.19M | 0.6% | $1.01 | — | NOTE 0.625% 3/0 | 55087PAD6 |
| — | COINBASE GLOBAL INC | 4,273,000 | $6.035M | 0.6% | $1.41 | — | NOTE 0.250% 4/0 | 19260QAF4 |
| — | TRANSOCEAN INC | 5,036,000 | $5.956M | 0.6% | $1.25 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | NCL CORP LTD | 5,300,000 | $5.874M | 0.6% | $1.11 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | SABRE GLBL INC | 4,973,000 | $5.772M | 0.6% | $1.13 | — | NOTE 7.320% 8/0 | 78573NAK8 |
| — | TRAVERE THERAPEUTICS INC | 5,641,000 | $5.677M | 0.6% | $1.04 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | ALNYLAM PHARMACEUTICALS INC | 3,625,000 | $5.473M | 0.5% | $0.98 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | SHOPIFY INC | 5,211,000 | $5.456M | 0.5% | $1.03 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | FLUOR CORP | 3,698,000 | $5.454M | 0.5% | $1.12 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| TREE | LENDINGTREE INC NEW | 114,967 | $5.367M | 0.5% | $29.72 | — | COM | 52603B107 |
| — | HALOZYME THERAPEUTICS INC | 4,204,000 | $5.331M | 0.5% | $1.05 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | PPL CAP FDG INC | 4,734,000 | $5.33M | 0.5% | $1.18 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | CMS ENERGY CORP | 4,793,000 | $5.308M | 0.5% | $1.01 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | IRHYTHM TECHNOLOGIES INC | 4,107,000 | $5.149M | 0.5% | $1.08 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | TELADOC HEALTH INC | 5,235,000 | $4.86M | 0.5% | $0.87 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | WEC ENERGY GROUP INC | 4,027,000 | $4.829M | 0.5% | $1.20 | — | NOTE 4.375% 6/0 | 92939UAR7 |
| OPTU | ALTICE USA INC | 1,801,300 | $4.731M | 0.5% | $2.70 | -13.3% | CL A | 02156K103 |
| — | SPOTIFY USA INC | 3,632,000 | $4.693M | 0.5% | $1.11 | — | NOTE 3/1 | 84921RAB6 |
| — | AMERICAN WTR CAP CORP | 4,594,000 | $4.658M | 0.5% | $1.01 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | WEC ENERGY GROUP INC | 3,974,000 | $4.624M | 0.5% | $1.16 | — | NOTE 4.375% 6/0 | 92939UAP1 |
| — | WAYFAIR INC | 3,434,000 | $4.57M | 0.5% | $1.27 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | SHAKE SHACK INC | 4,368,000 | $4.535M | 0.5% | $0.98 | — | NOTE 3/0 | 819047AB7 |
| — | RIVIAN AUTOMOTIVE INC | 4,963,000 | $4.451M | 0.4% | $0.90 | — | NOTE 3.625%10/1 | 76954AAD5 |
| — | GRANITE CONSTR INC | 3,138,000 | $4.445M | 0.4% | $1.42 | — | NOTE 3.250% 6/1 | 387328AF4 |
| — | ASCENDIS PHARMA A/S | 2,843,000 | $3.699M | 0.4% | $1.17 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | LI AUTO INC | 2,934,000 | $3.448M | 0.3% | $1.19 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,954,589 | $3.132M | 0.3% | $1.44 | -24.8% | COM | 18453H106 |
| — | ALLIANT ENERGY CORP | 2,670,000 | $2.884M | 0.3% | $1.11 | — | NOTE 3.875% 3/1 | 018802AC2 |
| — | MERITAGE HOMES CORP | 2,783,000 | $2.776M | 0.3% | $1.00 | — | NOTE 1.750% 5/1 | 59001ABF8 |
| SMC | SUMMIT MIDSTREAM CORPORATION | 102,745 | $2.618M | 0.3% | $36.10 | -23.9% | COM | 86614G101 |
| — | MIDDLEBY CORP | 2,095,000 | $2.438M | 0.2% | $1.24 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | LANTHEUS HLDGS INC | 1,779,000 | $2.163M | 0.2% | $1.22 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | EXPEDIA GROUP INC | 1,928,000 | $1.907M | 0.2% | $0.99 | — | NOTE 2/1 | 30212PBE4 |
| — | ENVISTA HOLDINGS CORPORATION | 1,996,000 | $1.872M | 0.2% | $0.91 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | LIBERTY MEDIA CORP DEL | 12,136,000 | $1.423M | 0.1% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | CLOUDFLARE INC | 1,099,000 | $1.353M | 0.1% | $1.01 | — | NOTE 8/1 | 18915MAC1 |
| — | RIVIAN AUTOMOTIVE INC | 1,126,000 | $1.13M | 0.1% | $0.97 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | NCL CORP LTD | 1,048,000 | $1.108M | 0.1% | $0.82 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | LUMENTUM HLDGS INC | 864,000 | $1.099M | 0.1% | $0.96 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | FIRSTENERGY CORP | 984,000 | $1.012M | 0.1% | $1.06 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | AKAMAI TECHNOLOGIES INC | 1,032,000 | $993K | 0.1% | $1.08 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | JAZZ INVESTMENTS I LTD | 939,000 | $967K | 0.1% | $1.03 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | WAYFAIR INC | 548,000 | $889K | 0.1% | $1.24 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | ON SEMICONDUCTOR CORP | 704,000 | $867K | 0.1% | $1.10 | — | NOTE 5/0 | 682189AS4 |
| — | BLOOM ENERGY CORP | 395,000 | $785K | 0.1% | $1.99 | — | NOTE 3.000% 6/0 | 093712AM9 |
| — | AKAMAI TECHNOLOGIES INC | 784,000 | $743K | 0.1% | $1.00 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | SHIFT4 PMTS INC | 524,000 | $683K | 0.1% | $1.29 | — | NOTE 12/1 | 82452JAB5 |
| — | BRIDGEBIO PHARMA INC | 491,000 | $652K | 0.1% | $1.33 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | CENTERPOINT ENERGY INC | 513,000 | $582K | 0.1% | $1.13 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | HALOZYME THERAPEUTICS INC | 482,000 | $501K | 0.0% | $0.96 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | H WORLD GROUP LTD | 404,000 | $414K | 0.0% | $1.13 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | CYTOKINETICS INC | 339,000 | $375K | 0.0% | $1.21 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | WORKIVA INC | 401,000 | $371K | 0.0% | $0.97 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | SEMTECH CORP | 239,000 | $367K | 0.0% | $1.30 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | JBT MAREL CORPORATION | 335,000 | $341K | 0.0% | $1.00 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PROGRESS SOFTWARE CORP | 325,000 | $332K | 0.0% | $1.12 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | VERINT SYSTEMS INC | 182,000 | $177K | 0.0% | $0.89 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | SPECTRUM BRANDS INC | 185,000 | $169K | 0.0% | $0.91 | — | NOTE 3.375% 6/0 | 84762LAZ8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 134,000 | $130K | 0.0% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | MACOM TECH SOLUTIONS HLDGS I | 72,000 | $121K | 0.0% | $1.11 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | ZIFF DAVIS INC | 110,000 | $106K | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | IONIS PHARMACEUTICALS INC | 68,000 | $70,743 | 0.0% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | DEXCOM INC | 60,000 | $55,968 | 0.0% | $0.93 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | SNAP INC | 28,000 | $25,480 | 0.0% | $0.76 | — | NOTE 5/0 | 83304AAF3 |