Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2026 (← Previous) (Next →)
Filing Date: May 12, 2026
Total Value: $831M (20.0% shares, 80.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| USHY | ISHARES TR | 1,706,723 | $64.15M | 7.7% | $37.41 | — | BROAD USD HIGH | 46435U853 |
| SJNK | SPDR SERIES TRUST | 2,002,325 | $49.85M | 6.0% | $25.59 | — | STATE STREET SPD | 78468R408 |
| — | ETSY INC | 53,491,000 | $47.94M | 5.8% | $0.85 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,918,265 | $40.16M | 4.8% | $21.68 | — | SR LN ETF | 46138G508 |
| — | AKAMAI TECHNOLOGIES INC | 26,679,000 | $31.1M | 3.7% | $1.07 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | STRATEGY INC | 31,554,000 | $26.27M | 3.2% | $0.83 | — | NOTE 12/0 | 594972AS0 |
| — | RIVIAN AUTOMOTIVE INC | 23,519,000 | $23.26M | 2.8% | $1.00 | — | NOTE 3.625%10/1 | 76954AAD5 |
| — | CMS ENERGY CORP | 19,511,000 | $22.45M | 2.7% | $1.11 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | SUPER MICRO COMPUTER INC | 27,093,000 | $22.15M | 2.7% | $1.00 | — | NOTE 3.500% 3/0 | 86800UAB0 |
| — | ON SEMICONDUCTOR CORP | 21,920,000 | $21.78M | 2.6% | $0.99 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | VARONIS SYS INC | 24,572,000 | $21.51M | 2.6% | $1.02 | — | NOTE 1.000% 9/1 | 922280AD4 |
| — | DROPBOX INC | 19,867,000 | $19.2M | 2.3% | $0.98 | — | NOTE 3/0 | 26210CAD6 |
| — | GLOBAL PMTS INC | 20,424,000 | $18.23M | 2.2% | $0.95 | — | NOTE 1.500% 3/0 | 37940XAU6 |
| — | PARSONS CORP DEL | 17,094,000 | $17.39M | 2.1% | $1.08 | — | NOTE 2.625% 3/0 | 70202LAD4 |
| — | BLACKLINE INC | 17,466,000 | $16.81M | 2.0% | $1.06 | — | NOTE 1.000% 6/0 | 09239BAF6 |
| — | DATADOG INC | 15,812,000 | $15.51M | 1.9% | $1.02 | — | NOTE 12/0 | 23804LAD5 |
| — | BOFA FIN LLC | 12,346,000 | $14.9M | 1.8% | $1.09 | — | MTNF 0.600% 5/2 | 09709UV70 |
| — | ALIBABA GROUP HLDG LTD | 10,526,000 | $14.56M | 1.8% | $1.52 | — | NOTE 0.500% 6/0 | 01609WBG6 |
| — | TRAVERE THERAPEUTICS INC | 9,662,000 | $12.44M | 1.5% | $1.14 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | AEROVIRONMENT INC | 11,918,000 | $11.88M | 1.4% | $1.10 | — | NOTE 7/1 | 008073AA6 |
| — | INTEGER HLDGS CORP | 11,912,000 | $11.6M | 1.4% | $0.97 | — | DBCV 1.875% 3/1 | 45826HAD1 |
| — | REDFIN CORP | 11,992,000 | $11.53M | 1.4% | $0.92 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | REPLIGEN CORP | 11,364,000 | $11.31M | 1.4% | $1.04 | — | NOTE 1.000%12/1 | 759916AD1 |
| — | GUIDEWIRE SOFTWARE INC | 10,758,000 | $10.94M | 1.3% | $1.07 | — | NOTE 1.250%11/0 | 40171VAC4 |
| — | VISHAY INTERTECHNOLOGY INC | 10,437,000 | $10.2M | 1.2% | $0.94 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | NUTANIX INC | 10,999,000 | $10.16M | 1.2% | $0.99 | — | NOTE 0.500%12/1 | 67059NAK4 |
| — | MERITAGE HOMES CORP | 9,800,000 | $9.589M | 1.2% | $0.98 | — | NOTE 1.750% 5/1 | 59001ABF8 |
| — | TETRA TECH INC NEW | 8,656,000 | $9.336M | 1.1% | $1.30 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | ARROWHEAD PHARMACEUTICALS IN | 8,705,000 | $9.175M | 1.1% | $1.05 | — | NOTE 1/1 | 04280AAC4 |
| — | UNITI GROUP LLC | 7,120,000 | $9.175M | 1.1% | $1.14 | — | NOTE 7.500%12/0 | 91325VAB4 |
| — | NEXTERA ENERGY CAP HLDGS INC | 6,330,000 | $8.861M | 1.1% | $1.18 | — | NOTE 3.000% 3/0 | 65339KCY4 |
| — | CHEESECAKE FACTORY INC | 8,293,000 | $8.619M | 1.0% | $1.04 | — | NOTE 2.000% 3/1 | 163072AC5 |
| — | ITRON INC | 8,322,000 | $8.586M | 1.0% | $1.18 | — | NOTE 1.375% 7/1 | 465741AQ9 |
| — | NORTHERN OIL & GAS INC | 7,339,000 | $8.347M | 1.0% | $1.10 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 8,489,000 | $8.252M | 1.0% | $0.94 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | FLUENCE ENERGY INC | 8,000,000 | $8.21M | 1.0% | $1.15 | — | NOTE 2.250% 6/1 | 34379VAB9 |
| — | PINNACLE WEST CAP CORP | 7,000,000 | $8.194M | 1.0% | $1.17 | — | NOTE 4.750% 6/1 | 723484AK7 |
| — | EVERGY INC | 5,839,000 | $8.05M | 1.0% | $1.16 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | JD.COM INC | 7,693,000 | $7.612M | 0.9% | $1.03 | — | NOTE 0.250% 6/0 | 47215PAJ5 |
| — | JBT MAREL CORPORATION | 7,163,000 | $7.275M | 0.9% | $1.02 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | LYFT INC | 6,801,000 | $7.004M | 0.8% | $1.03 | — | NOTE 0.625% 3/0 | 55087PAD6 |
| — | POST HLDGS INC | 5,765,000 | $6.355M | 0.8% | $1.07 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | SYNAPTICS INC | 5,922,000 | $6.263M | 0.8% | $1.08 | — | NOTE 0.750%12/0 | 87157DAJ8 |
| — | WHIRLPOOL CORP | 150,000 | $6.121M | 0.7% | $40.81 | — | 8.5 DEP SR A CNV | 963320205 |
| — | RAMACO RES INC | 7,567,000 | $5.86M | 0.7% | $0.77 | — | NOTE 11/0 | 75134PAB1 |
| — | LIBERTY MEDIA CORP DEL | 4,853,000 | $5.686M | 0.7% | $1.04 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | LIVE NATION ENTERTAINMENT IN | 4,761,000 | $5.293M | 0.6% | $1.11 | — | NOTE 2.875% 1/1 | 538034BC2 |
| — | FIRSTENERGY CORP | 4,599,000 | $5.148M | 0.6% | $1.06 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | NIO INC | 5,000,000 | $5.095M | 0.6% | $1.02 | — | NOTE 4.625%10/1 | 62914VAK2 |
| — | UBER TECHNOLOGIES INC | 3,995,000 | $4.823M | 0.6% | $1.21 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | IRHYTHM HOLDINGS INC | 4,000,000 | $4.464M | 0.5% | $1.12 | — | NOTE 1.500% 9/0 | 450056AB2 |
| — | ALKAMI TECHNOLOGY INC | 4,841,000 | $4.444M | 0.5% | $0.92 | — | NOTE 1.500% 3/1 | 01644JAB4 |
| — | ALIGNMENT HEALTHCARE INC | 2,954,000 | $4.319M | 0.5% | $1.56 | — | NOTE 4.250%11/1 | 01625VAB0 |
| — | PPL CAP FDG INC | 3,599,000 | $4.225M | 0.5% | $1.18 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | LCI INDS | 3,392,000 | $4.154M | 0.5% | $1.22 | — | NOTE 3.000% 3/0 | 501812AD3 |
| — | PENGUIN SOLUTIONS INC | 4,000,000 | $4.109M | 0.5% | $1.03 | — | NOTE 2.000% 8/1 | 83205YAE4 |
| — | SOUTHERN CO | 3,593,000 | $4.043M | 0.5% | $1.13 | — | NOTE 4.500% 6/1 | 842587DZ7 |
| — | BOX INC | 4,091,000 | $3.737M | 0.4% | $1.03 | — | NOTE 1.500% 9/1 | 10316TAD6 |
| — | UPSTART HLDGS INC | 5,000,000 | $3.647M | 0.4% | $0.73 | — | NOTE 1.000%11/1 | 91680MAF4 |
| — | WEC ENERGY GROUP INC | 2,924,000 | $3.569M | 0.4% | $1.16 | — | NOTE 4.375% 6/0 | 92939UAP1 |
| — | JAZZ INVESTMENTS I LTD | 2,382,000 | $3.382M | 0.4% | $1.26 | — | NOTE 3.125% 9/1 | 472145AH4 |
| — | ENVISTA HOLDINGS CORPORATION | 3,226,000 | $3.219M | 0.4% | $0.94 | — | NOTE 1.750% 8/1 | 29415FAD6 |
| ONIT | ONITY GROUP INC | 76,885 | $3.161M | 0.4% | $46.12 | 0.0% | COM NEW | 675746606 |
| — | ALPHATEC HLDGS INC | 2,634,000 | $2.763M | 0.3% | $1.05 | — | NOTE 0.750% 3/1 | 02081GAD4 |
| — | WEC ENERGY GROUP INC | 2,036,000 | $2.551M | 0.3% | $1.20 | — | NOTE 4.375% 6/0 | 92939UAR7 |
| — | ADVANCED ENERGY INDS | 1,050,000 | $2.528M | 0.3% | $1.09 | — | NOTE 2.500% 9/1 | 007973AE0 |
| TLT | ISHARES TR | 18,335 | $2.321M | 0.3% | $126.61 | — | 20 YR TR BD ETF | 464287432 |
| — | MKS INC. | 1,259,000 | $2.088M | 0.3% | $1.01 | — | NOTE 1.250% 6/0 | 55306NAB0 |
| — | MICROCHIP TECHNOLOGY INC. | 1,975,000 | $1.962M | 0.2% | $1.01 | — | NOTE 0.750% 6/0 | 595017BG8 |
| — | FLUOR CORP | 1,503,000 | $1.859M | 0.2% | $1.19 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | HAEMONETICS CORP MASS | 1,873,000 | $1.808M | 0.2% | $1.01 | — | NOTE 2.500% 6/0 | 405024AD2 |
| — | T1 ENERGY INC | 1,650,000 | $1.782M | 0.2% | $1.29 | — | NOTE 5.250%12/0 | 35834FAB0 |
| — | COINBASE GLOBAL INC | 1,726,000 | $1.608M | 0.2% | $1.34 | — | NOTE 0.250% 4/0 | 19260QAF4 |
| — | CENTERPOINT ENERGY INC | 1,013,000 | $1.209M | 0.1% | $1.12 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | TRIP COM GROUP LTD | 1,083,000 | $1.126M | 0.1% | $1.14 | — | NOTE 0.750% 6/1 | 89677QAB3 |
| — | JAZZ INVESTMENTS I LTD | 639,000 | $780K | 0.1% | $1.03 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | LANTHEUS HLDGS INC | 377,000 | $456K | 0.1% | $1.16 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | BRIDGEBIO PHARMA INC | 376,000 | $423K | 0.1% | $1.07 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | WORLD KINECT CORPORATION | 264,000 | $280K | 0.0% | $1.18 | — | NOTE 3.250% 7/0 | 98149GAB6 |
| — | NABORS INDS INC | 300,000 | $275K | 0.0% | $0.70 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| GME/WS | GAMESTOP CORP NEW | 19,614 | $76,616 | 0.0% | $3.05 | — | *W EXP 10/30/202 | 36467W117 |