Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q3 2021 (Next →)
Filing Date: Nov 3, 2021
Total Value: $285M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WORKIVA INC | 9,000,000 | $15.45M | 5.4% | $1.72 | $1.72 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | VAREX IMAGING CORP | 6,000,000 | $9.31M | 3.3% | $1.55 | $1.55 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | FIVE9 INC | 6,000,000 | $8.328M | 2.9% | $1.39 | $1.39 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | GRANITE CONSTR INC | 5,690,000 | $8.05M | 2.8% | $1.41 | $1.41 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | INFINERA CORP | 6,000,000 | $7.999M | 2.8% | $1.33 | $1.33 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | SMART GLOBAL HLDGS INC | 6,000,000 | $7.961M | 2.8% | $1.33 | $1.33 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | AMERICAN AIRLINES GROUP INC | 5,000,000 | $7.952M | 2.8% | $1.59 | $1.59 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ZYNGA INC | 6,000,000 | $7.586M | 2.7% | $1.26 | $1.26 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | WINNEBAGO INDS INC | 5,498,000 | $7.41M | 2.6% | $1.35 | $1.35 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | VONAGE HLDGS CORP | 6,106,000 | $7.016M | 2.5% | $1.15 | $1.15 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | MONGODB INC | 3,000,000 | $6.904M | 2.4% | $2.30 | $2.30 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | Q2 HLDGS INC | 6,000,000 | $6.817M | 2.4% | $1.14 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | PETIQ INC | 5,300,000 | $6.357M | 2.2% | $1.20 | $1.20 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | CONMED CORP | 4,000,000 | $6.304M | 2.2% | $1.58 | $1.58 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,727,000 | $6.103M | 2.1% | $1.07 | $1.07 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | CRYOLIFE INC | 4,500,000 | $5.617M | 2.0% | $1.25 | $1.25 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | GUIDEWIRE SOFTWARE INC | 4,500,000 | $5.404M | 1.9% | $1.20 | $1.20 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | RAPID7 INC | 2,750,000 | $5.366M | 1.9% | $1.95 | $1.95 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | MESA LABS INC | 4,200,000 | $5.177M | 1.8% | $1.23 | $1.23 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | IMPINJ INC | 2,850,000 | $5.054M | 1.8% | $1.77 | $1.77 | — | NOTE 2.000%12/1 | 453204AA7 |
| — | PALO ALTO NETWORKS INC | 3,000,000 | $5.035M | 1.8% | $1.68 | $1.68 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | KBR INC | 3,000,000 | $4.914M | 1.7% | $1.64 | $1.64 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,089,000 | $4.896M | 1.7% | $1.20 | $1.20 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | CALLAWAY GOLF CO | 2,670,000 | $4.822M | 1.7% | $1.81 | $1.81 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | VEONEER INC | 3,000,000 | $4.783M | 1.7% | $1.59 | $1.59 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| — | 1LIFE HEALTHCARE INC | 5,000,000 | $4.751M | 1.7% | $0.95 | $0.95 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | HARMONIC INC | 3,750,000 | $4.576M | 1.6% | $1.22 | $1.22 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | LUMENTUM HLDGS INC | 4,000,000 | $4.436M | 1.6% | $1.11 | $1.11 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | MODEL N INC | 3,500,000 | $4.395M | 1.5% | $1.26 | $1.26 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | EVOLENT HEALTH INC | 3,801,000 | $4.39M | 1.5% | $1.15 | $1.15 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | PACIRA BIOSCIENCES INC | 4,000,000 | $4.354M | 1.5% | $1.09 | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | INTERDIGITAL INC | 4,000,000 | $4.352M | 1.5% | $1.09 | $1.09 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | FTI CONSULTING INC | 3,000,000 | $4.216M | 1.5% | $1.41 | $1.41 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | NUVASIVE INC | 4,174,000 | $4.097M | 1.4% | $0.98 | $0.98 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | ENCORE CAP GROUP INC | 2,842,000 | $3.986M | 1.4% | $1.40 | $1.40 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | COUPA SOFTWARE INC | 3,500,000 | $3.805M | 1.3% | $1.09 | $1.09 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | TABULA RASA HEALTHCARE INC | 4,500,000 | $3.752M | 1.3% | $0.83 | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | ALTERYX INC | 3,892,000 | $3.595M | 1.3% | $0.92 | $0.92 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | INSIGHT ENTERPRISES INC | 2,500,000 | $3.566M | 1.2% | $1.43 | $1.43 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $3.453M | 1.2% | $1.15 | $1.15 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | PENN NATL GAMING INC | 1,000,000 | $3.442M | 1.2% | $3.44 | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | II-VI INC | 2,500,000 | $3.373M | 1.2% | $1.35 | $1.35 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | GOSSAMER BIO INC | 3,000,000 | $3.17M | 1.1% | $1.06 | $1.06 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | FLEXION THERAPEUTICS INC | 3,550,000 | $3.164M | 1.1% | $0.89 | $0.89 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | SSR MNG INC | 2,710,000 | $3.143M | 1.1% | $1.16 | $1.16 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | AMERICAN EAGLE OUTFITTERS IN | 1,000,000 | $3.101M | 1.1% | $3.10 | $3.10 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | EXACT SCIENCES CORP | 2,077,000 | $3.05M | 1.1% | $1.47 | $1.47 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | EVERBRIDGE INC | 2,000,000 | $2.945M | 1.0% | $1.47 | $1.47 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | INSMED INC | 2,563,000 | $2.798M | 1.0% | $1.09 | $1.09 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | EVENTBRITE INC | 1,500,000 | $2.717M | 1.0% | $1.81 | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | PAGERDUTY INC | 2,000,000 | $2.592M | 0.9% | $1.30 | $1.30 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | KAMAN CORP | 2,508,000 | $2.543M | 0.9% | $1.01 | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | HEALTH CATALYST INC | 1,450,000 | $2.517M | 0.9% | $1.74 | $1.74 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | GLAUKOS CORP | 2,050,000 | $2.484M | 0.9% | $1.21 | $1.21 | — | NOTE 2.750% 6/1 | 377322AB8 |
| — | SPIRIT AIRLS INC | 2,500,000 | $2.38M | 0.8% | $0.95 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | ENVESTNET INC | 1,522,000 | $1.929M | 0.7% | $1.27 | $1.27 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | TRAVERE THERAPEUTICS INC | 1,750,000 | $1.765M | 0.6% | $1.01 | $1.01 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | FIREEYE INC | 1,372,000 | $1.459M | 0.5% | $1.06 | $1.06 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $1.445M | 0.5% | $1.45 | $1.45 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | SPIRIT AIRLS INC | 500,000 | $1.164M | 0.4% | $2.33 | $2.33 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | FIREEYE INC | 1,000,000 | $996K | 0.3% | $1.00 | $1.00 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | TWITTER INC | 661,000 | $844K | 0.3% | $1.28 | $1.28 | — | NOTE 0.250% 6/1 | 90184LAF9 |