CIK: 0001275228 · Show all filings
Period: Q3 2025 (← Previous) (Next →)
Filing Date: Nov 10, 2025
Total Value ($000): $1,017,090 (8.1% shares, 91.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ETSY INC | 66,215,000 | $58,699 | 5.8% | $0.85 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | UNITI GROUP LLC | 37,773,000 | $42,873 | 4.2% | $1.14 | — | NOTE 7.500%12/0 | 91325VAB4 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,907,890 | $39,932 | 3.9% | $21.69 | — | SR LN ETF | 46138G508 |
| — | DUKE ENERGY CORP NEW | 30,181,000 | $33,207 | 3.3% | $1.11 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | SNAP INC | 28,421,000 | $24,553 | 2.4% | $0.89 | — | NOTE 0.500% 5/0 | 83304AAK2 |
| — | SOUTHERN CO | 21,723,000 | $24,487 | 2.4% | $1.13 | — | NOTE 4.500% 6/1 | 842587DZ7 |
| — | CMS ENERGY CORP | 21,293,000 | $23,669 | 2.3% | $1.09 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | GLOBAL PMTS INC | 24,639,000 | $22,910 | 2.3% | $0.96 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | VARONIS SYS INC | 18,188,000 | $20,015 | 2.0% | $1.10 | — | NOTE 1.000% 9/1 | 922280AD4 |
| — | DIGITALOCEAN HLDGS INC | 19,044,000 | $17,986 | 1.8% | $0.81 | — | NOTE 12/0 | 25402DAB8 |
| — | FIRSTENERGY CORP | 15,984,000 | $16,886 | 1.7% | $1.06 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | GUARDANT HEALTH INC | 11,530,000 | $15,103 | 1.5% | $1.06 | — | DEBT 1.250% 2/1 | 40131MAD1 |
| — | DROPBOX INC | 14,349,000 | $15,097 | 1.5% | $0.96 | — | NOTE 3/0 | 26210CAD6 |
| — | MICROCHIP TECHNOLOGY INC. | 15,048,000 | $14,889 | 1.5% | $1.01 | — | NOTE 0.750% 6/0 | 595017BG8 |
| — | SUPER MICRO COMPUTER INC | 14,378,000 | $14,825 | 1.5% | $1.10 | — | NOTE 3.500% 3/0 | 86800UAB0 |
| — | BLACKLINE INC | 13,853,000 | $14,721 | 1.4% | $1.06 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| — | BOX INC | 13,887,000 | $14,235 | 1.4% | $1.03 | — | NOTE 1.500% 9/1 | 10316TAD6 |
| — | BOFA FIN LLC | 14,054,000 | $14,134 | 1.4% | $1.09 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | BENTLEY SYS INC | 13,741,000 | $13,851 | 1.4% | $1.01 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | NEXTERA ENERGY CAP HLDGS INC | 11,110,000 | $13,334 | 1.3% | $1.18 | — | NOTE 3.000% 3/0 | 65339KCY4 |
| — | ECHOSTAR CORP | 5,268,888 | $13,231 | 1.3% | $1.08 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | JAZZ INVESTMENTS I LTD | 10,620,000 | $12,869 | 1.3% | $1.21 | — | NOTE 3.125% 9/1 | 472145AH4 |
| — | JD.COM INC | 11,987,000 | $12,859 | 1.3% | $1.03 | — | NOTE 0.250% 6/0 | 47215PAJ5 |
| — | ON SEMICONDUCTOR CORP | 13,271,000 | $12,473 | 1.2% | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | MKS INC. | 11,102,000 | $12,426 | 1.2% | $1.01 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| — | CSG SYS INTL INC | 10,951,000 | $12,411 | 1.2% | $1.08 | — | NOTE 3.875% 9/1 | 126349AH2 |
| USHY | ISHARES TR | 320,900 | $12,124 | 1.2% | $36.65 | — | BROAD USD HIGH | 46435U853 |
| — | PARSONS CORP DEL | 10,122,000 | $11,973 | 1.2% | $1.04 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | POST HLDGS INC | 10,200,000 | $11,678 | 1.1% | $1.06 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | HAEMONETICS CORP MASS | 12,141,000 | $11,563 | 1.1% | $1.03 | — | NOTE 2.500% 6/0 | 405024AD2 |
| — | FLUOR CORP | 9,284,000 | $11,462 | 1.1% | $1.19 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | REDFIN CORP | 12,041,000 | $11,213 | 1.1% | $0.92 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | SABRE GLBL INC | 10,798,000 | $11,162 | 1.1% | $1.08 | — | NOTE 7.320% 8/0 | 78573NAK8 |
| — | ENOVIS CORPORATION | 10,722,000 | $10,992 | 1.1% | $1.07 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | TYLER TEX INDPT SCH DIST | 9,716,000 | $10,851 | 1.1% | $1.15 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | EVERGY INC | 8,314,000 | $10,748 | 1.1% | $1.16 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | ITRON INC | 9,119,000 | $10,697 | 1.1% | $1.18 | — | NOTE 1.375% 7/1 | 465741AQ9 |
| — | SHIFT4 PMTS INC | 10,444,000 | $10,493 | 1.0% | $1.04 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | NABORS INDS INC | 12,850,000 | $10,303 | 1.0% | $0.70 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | TETRA TECH INC NEW | 9,107,000 | $10,204 | 1.0% | $1.30 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | GREENBRIER COS INC | 9,154,000 | $10,113 | 1.0% | $1.07 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | FORD MTR CO | 9,848,000 | $10,073 | 1.0% | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| — | REPLIGEN CORP | 9,469,000 | $9,755 | 1.0% | $1.03 | — | NOTE 1.000%12/1 | 759916AD1 |
| — | LIBERTY MEDIA CORP DEL | 8,866,000 | $9,457 | 0.9% | $1.20 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | ORMAT TECHNOLOGIES INC | 7,641,000 | $9,440 | 0.9% | $1.08 | — | NOTE 2.500% 7/1 | 686688AB8 |
| — | VERTEX INC | 8,935,000 | $9,306 | 0.9% | $1.16 | — | NOTE 0.750% 5/0 | 92538JAB2 |
| — | UBER TECHNOLOGIES INC | 6,093,000 | $8,990 | 0.9% | $1.21 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 9,191,000 | $8,872 | 0.9% | $0.94 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | PROGRESS SOFTWARE CORP | 8,321,000 | $8,608 | 0.8% | $1.09 | — | NOTE 3.500% 3/0 | 743312AD2 |
| — | WORLD KINECT CORPORATION | 7,589,000 | $8,594 | 0.8% | $1.19 | — | NOTE 3.250% 7/0 | 98149GAB6 |
| — | AEROVIRONMENT INC | 6,650,000 | $8,436 | 0.8% | $1.27 | — | NOTE 7/1 | 008073AA6 |
| — | LIVANOVA PLC | 7,612,000 | $8,368 | 0.8% | $1.00 | — | NOTE 2.500% 3/1 | 53802LAB8 |
| — | ITRON INC | 7,650,000 | $8,098 | 0.8% | $1.00 | — | NOTE 3/1 | 465741AN6 |
| SJNK | SPDR SERIES TRUST | 300,045 | $7,681 | 0.8% | $25.28 | — | BLOOMBERG SHT TE | 78468R408 |
| — | VENTAS RLTY LTD PARTNERSHIP | 5,644,000 | $7,478 | 0.7% | $1.23 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | TRAVERE THERAPEUTICS INC | 6,237,000 | $7,216 | 0.7% | $1.05 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | NORTHERN OIL & GAS INC | 6,899,000 | $7,187 | 0.7% | $1.11 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | IONIS PHARMACEUTICALS INC | 5,058,000 | $7,130 | 0.7% | $1.03 | — | NOTE 1.750% 6/1 | 462222AF7 |
| — | WORKIVA INC | 6,956,000 | $7,026 | 0.7% | $1.01 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | UBER TECHNOLOGIES INC | 5,694,000 | $6,950 | 0.7% | $1.11 | — | NOTE 12/1 | 90353TAJ9 |
| — | BRIDGEBIO PHARMA INC | 6,740,000 | $6,827 | 0.7% | $1.01 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | UGI CORP NEW | 5,135,000 | $6,785 | 0.7% | $1.41 | — | NOTE 5.000% 6/0 | 902681AB1 |
| — | TANDEM DIABETES CARE INC | 7,451,000 | $6,705 | 0.7% | $0.97 | — | NOTE 1.500% 3/1 | 875372AD6 |
| — | VISHAY INTERTECHNOLOGY INC | 6,995,000 | $6,523 | 0.6% | $0.92 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | LIBERTY MEDIA CORP DEL | 4,669,000 | $6,309 | 0.6% | $1.03 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | MERITAGE HOMES CORP | 5,918,000 | $6,193 | 0.6% | $1.02 | — | NOTE 1.750% 5/1 | 59001ABF8 |
| — | ADVANCED ENERGY INDS | 4,148,000 | $5,836 | 0.6% | $1.09 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | TRIP COM GROUP LTD | 4,543,000 | $5,809 | 0.6% | $1.14 | — | NOTE 0.750% 6/1 | 89677QAB3 |
| — | TRANSOCEAN INC | 4,506,000 | $5,439 | 0.5% | $1.25 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | PPL CAP FDG INC | 4,734,000 | $5,416 | 0.5% | $1.18 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | RIVIAN AUTOMOTIVE INC | 5,343,000 | $5,094 | 0.5% | $0.90 | — | NOTE 3.625%10/1 | 76954AAD5 |
| — | WEC ENERGY GROUP INC | 3,974,000 | $4,824 | 0.5% | $1.16 | — | NOTE 4.375% 6/0 | 92939UAP1 |
| CCO | CLEAR CHANNEL OUTDOOR HLDGS | 2,954,589 | $4,668 | 0.5% | $1.44 | -13.2% | COM | 18453H106 |
| — | AMERICAN WTR CAP CORP | 4,594,000 | $4,655 | 0.5% | $1.01 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | TELADOC HEALTH INC | 4,795,000 | $4,522 | 0.4% | $0.87 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | SHAKE SHACK INC | 4,574,000 | $4,442 | 0.4% | $0.98 | — | NOTE 3/0 | 819047AB7 |
| — | WEC ENERGY GROUP INC | 3,571,000 | $4,441 | 0.4% | $1.20 | — | NOTE 4.375% 6/0 | 92939UAR7 |
| — | ASCENDIS PHARMA A/S | 3,136,000 | $4,388 | 0.4% | $1.19 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| OPTU | ALTICE USA INC | 1,801,300 | $4,371 | 0.4% | $2.70 | -9.2% | CL A | 02156K103 |
| — | LI AUTO INC | 3,822,000 | $4,355 | 0.4% | $1.17 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| — | HALOZYME THERAPEUTICS INC | 3,602,000 | $4,220 | 0.4% | $1.14 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | OSI SYSTEMS INC | 2,543,000 | $3,778 | 0.4% | $1.49 | — | NOTE 2.250% 8/0 | 671044AF2 |
| — | AKAMAI TECHNOLOGIES INC | 3,899,000 | $3,722 | 0.4% | $0.96 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | ALARM COM HLDGS INC | 3,412,000 | $3,368 | 0.3% | $1.00 | — | NOTE 2.250% 6/0 | 011642AD7 |
| — | LANTHEUS HLDGS INC | 3,009,000 | $3,254 | 0.3% | $1.16 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | LUMENTUM HLDGS INC | 2,074,000 | $2,896 | 0.3% | $0.99 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | ALLIANT ENERGY CORP | 2,670,000 | $2,883 | 0.3% | $1.11 | — | NOTE 3.875% 3/1 | 018802AC2 |
| — | ALIBABA GROUP HLDG LTD | 1,517,000 | $2,793 | 0.3% | $1.33 | — | NOTE 0.500% 6/0 | 01609WBG6 |
| — | COINBASE GLOBAL INC | 1,826,000 | $2,302 | 0.2% | $1.41 | — | NOTE 0.250% 4/0 | 19260QAF4 |
| — | LYFT INC | 1,705,000 | $2,250 | 0.2% | $1.01 | — | NOTE 0.625% 3/0 | 55087PAD6 |
| SMC | SUMMIT MIDSTREAM CORPORATION | 96,723 | $1,987 | 0.2% | $36.10 | -35.7% | COM | 86614G101 |
| — | COINBASE GLOBAL INC | 1,750,000 | $1,950 | 0.2% | $0.98 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | EXPEDIA GROUP INC | 1,928,000 | $1,946 | 0.2% | $0.99 | — | NOTE 2/1 | 30212PBE4 |
| — | ENVISTA HOLDINGS CORPORATION | 1,996,000 | $1,892 | 0.2% | $0.91 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| — | HALOZYME THERAPEUTICS INC | 900,000 | $1,268 | 0.1% | $1.05 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | LIBERTY MEDIA CORP DEL | 12,136,000 | $1,181 | 0.1% | $0.51 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | RIVIAN AUTOMOTIVE INC | 1,126,000 | $1,172 | 0.1% | $0.97 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | AKAMAI TECHNOLOGIES INC | 1,137,000 | $1,091 | 0.1% | $1.07 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NCL CORP LTD | 1,048,000 | $1,077 | 0.1% | $0.82 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | JAZZ INVESTMENTS I LTD | 939,000 | $1,006 | 0.1% | $1.03 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | SNOWFLAKE INC | 536,000 | $814 | 0.1% | $1.52 | — | NOTE 10/0 | 833445AB5 |
| — | ON SEMICONDUCTOR CORP | 704,000 | $803 | 0.1% | $1.10 | — | NOTE 5/0 | 682189AS4 |
| — | IRHYTHM TECHNOLOGIES INC | 548,000 | $755 | 0.1% | $1.08 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | BRIDGEBIO PHARMA INC | 491,000 | $691 | 0.1% | $1.33 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | CENTERPOINT ENERGY INC | 513,000 | $573 | 0.1% | $1.13 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | WAYFAIR INC | 360,000 | $550 | 0.1% | $1.27 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | SHIFT4 PMTS INC | 524,000 | $539 | 0.1% | $1.29 | — | NOTE 12/1 | 82452JAB5 |
| — | H WORLD GROUP LTD | 404,000 | $454 | 0.0% | $1.13 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | CYTOKINETICS INC | 339,000 | $443 | 0.0% | $1.21 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | JBT MAREL CORPORATION | 335,000 | $339 | 0.0% | $1.00 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PROGRESS SOFTWARE CORP | 325,000 | $327 | 0.0% | $1.12 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | JETBLUE AIRWAYS CORP | 188,000 | $195 | 0.0% | $1.04 | — | NOTE 2.500% 9/0 | 477143AR2 |
| — | VERINT SYSTEMS INC | 182,000 | $179 | 0.0% | $0.89 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | WAYFAIR INC | 77,000 | $161 | 0.0% | $1.24 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 134,000 | $132 | 0.0% | $0.94 | — | NOTE 1/1 | 57164YAD9 |
| — | ETSY INC | 120,000 | $127 | 0.0% | $1.06 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | MACOM TECH SOLUTIONS HLDGS I | 72,000 | $109 | 0.0% | $1.11 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | ZIFF DAVIS INC | 110,000 | $107 | 0.0% | $0.96 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | IONIS PHARMACEUTICALS INC | 68,000 | $84 | 0.0% | $1.01 | — | NOTE 4/0 | 462222AD2 |
| — | SNOWFLAKE INC | 39,000 | $61 | 0.0% | $1.57 | — | NOTE 10/0 | 833445AD1 |
| — | DEXCOM INC | 60,000 | $55 | 0.0% | $0.93 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | SNAP INC | 28,000 | $26 | 0.0% | $0.76 | — | NOTE 5/0 | 83304AAF3 |
| — | SPOTIFY USA INC | 12,000 | $16 | 0.0% | $1.11 | — | NOTE 3/1 | 84921RAB6 |