Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Jan 27, 2022
Total Value: $307M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SMART GLOBAL HLDGS INC | 6,000,000 | $11.15M | 3.6% | $1.86 | $1.33 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | VAREX IMAGING CORP | 6,000,000 | $9.995M | 3.3% | $1.67 | $1.55 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | INFINERA CORP | 6,000,000 | $8.84M | 2.9% | $1.47 | $1.33 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | FIVE9 INC | 7,000,000 | $8.572M | 2.8% | $1.22 | $1.36 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | AMERICAN AIRLINES GROUP INC | 6,000,000 | $8.303M | 2.7% | $1.38 | $1.56 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MODEL N INC | 7,000,000 | $8.114M | 2.6% | $1.16 | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | WORKIVA INC | 4,500,000 | $7.954M | 2.6% | $1.77 | $1.72 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | GRANITE CONSTR INC | 5,690,000 | $7.716M | 2.5% | $1.36 | $1.41 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | MONGODB INC | 3,000,000 | $7.66M | 2.5% | $2.55 | $2.30 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | IMPINJ INC | 2,850,000 | $7.624M | 2.5% | $2.68 | $1.77 | — | NOTE 2.000%12/1 | 453204AA7 |
| — | Q2 HLDGS INC | 5,969,000 | $6.713M | 2.2% | $1.12 | $1.14 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CONMED CORP | 4,000,000 | $6.658M | 2.2% | $1.66 | $1.58 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CRYOLIFE INC | 5,500,000 | $6.339M | 2.1% | $1.15 | $1.23 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | PETIQ INC | 5,326,000 | $6.178M | 2.0% | $1.16 | $1.20 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 4,089,000 | $6.052M | 2.0% | $1.48 | $1.20 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | RAPID7 INC | 2,946,000 | $5.905M | 1.9% | $2.00 | $1.95 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | WIX COM LTD | 6,448,000 | $5.797M | 1.9% | $0.90 | $0.90 | — | NOTE 8/1 | 92940WAD1 |
| — | KBR INC | 3,000,000 | $5.709M | 1.9% | $1.90 | $1.64 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | PALO ALTO NETWORKS INC | 3,000,000 | $5.696M | 1.9% | $1.90 | $1.68 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | LCI INDS | 5,186,000 | $5.692M | 1.9% | $1.10 | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | WINNEBAGO INDS INC | 4,227,000 | $5.664M | 1.8% | $1.34 | $1.35 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,727,000 | $5.663M | 1.8% | $0.99 | $1.07 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | HARMONIC INC | 3,750,000 | $5.598M | 1.8% | $1.49 | $1.22 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | 1LIFE HEALTHCARE INC | 6,000,000 | $5.415M | 1.8% | $0.90 | $0.94 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | MESA LABS INC | 4,200,000 | $5.366M | 1.7% | $1.28 | $1.23 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | GUIDEWIRE SOFTWARE INC | 4,500,000 | $5.258M | 1.7% | $1.17 | $1.20 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | LUMENTUM HLDGS INC | 4,000,000 | $4.973M | 1.6% | $1.24 | $1.11 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ALTERYX INC | 5,485,000 | $4.896M | 1.6% | $0.89 | $0.91 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | ENCORE CAP GROUP INC | 2,842,000 | $4.661M | 1.5% | $1.64 | $1.40 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | FTI CONSULTING INC | 3,000,000 | $4.656M | 1.5% | $1.55 | $1.41 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | INSMED INC | 4,134,000 | $4.485M | 1.5% | $1.08 | $1.09 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | PACIRA BIOSCIENCES INC | 4,000,000 | $4.449M | 1.4% | $1.11 | $1.09 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | INTERDIGITAL INC | 4,000,000 | $4.39M | 1.4% | $1.10 | $1.09 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | EVOLENT HEALTH INC | 3,901,000 | $4.262M | 1.4% | $1.09 | $1.15 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | PROS HOLDINGS INC | 3,860,000 | $4.227M | 1.4% | $1.10 | $1.10 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | CALLAWAY GOLF COMPANY | 2,447,000 | $4.227M | 1.4% | $1.73 | $1.81 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | CHEGG INC | 5,000,000 | $4.148M | 1.3% | $0.83 | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | TABULA RASA HEALTHCARE INC | 5,000,000 | $4.138M | 1.3% | $0.83 | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | NUVASIVE INC | 4,274,000 | $4.098M | 1.3% | $0.96 | $0.98 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | MIDDLEBY CORP | 2,403,000 | $3.834M | 1.2% | $1.60 | $1.60 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | II-VI INC | 2,500,000 | $3.695M | 1.2% | $1.48 | $1.35 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | COUPA SOFTWARE INC | 3,625,000 | $3.423M | 1.1% | $0.94 | $1.08 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $3.386M | 1.1% | $1.13 | $1.15 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | SSR MNG INC | 2,710,000 | $3.357M | 1.1% | $1.24 | $1.16 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | ZYNGA INC | 3,000,000 | $3.232M | 1.1% | $1.08 | $1.26 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | WAYFAIR INC | 3,527,000 | $3.21M | 1.0% | $0.91 | $0.91 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | 2U INC | 3,000,000 | $3.182M | 1.0% | $1.06 | $1.06 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | REDFIN CORP | 3,500,000 | $3.132M | 1.0% | $0.89 | $0.89 | — | NOTE 10/1 | 75737FAC2 |
| — | AMERICAN EAGLE OUTFITTERS IN | 1,000,000 | $3.04M | 1.0% | $3.04 | $3.10 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | PARSONS CORP DEL | 2,977,000 | $2.971M | 1.0% | $1.00 | $1.00 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | GOSSAMER BIO INC | 3,000,000 | $2.94M | 1.0% | $0.98 | $1.06 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | FIVERR INTL LTD | 3,000,000 | $2.809M | 0.9% | $0.94 | $0.94 | — | NOTE 11/0 | 33835LAA3 |
| — | EXACT SCIENCES CORP | 2,077,000 | $2.664M | 0.9% | $1.28 | $1.47 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | KAMAN CORP | 2,508,000 | $2.577M | 0.8% | $1.03 | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | LIVEPERSON INC | 3,000,000 | $2.54M | 0.8% | $0.85 | $0.85 | — | NOTE 12/1 | 538146AD3 |
| — | EVENTBRITE INC | 1,500,000 | $2.46M | 0.8% | $1.64 | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | PENN NATL GAMING INC | 1,000,000 | $2.374M | 0.8% | $2.37 | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | PAGERDUTY INC | 2,000,000 | $2.32M | 0.8% | $1.16 | $1.30 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | SPIRIT AIRLS INC | 2,528,000 | $2.18M | 0.7% | $0.86 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | TRAVERE THERAPEUTICS INC | 1,839,000 | $2M | 0.7% | $1.09 | $1.01 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | ENVESTNET INC | 1,522,000 | $1.918M | 0.6% | $1.26 | $1.27 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | LIMELIGHT NETWORKS INC | 2,000,000 | $1.918M | 0.6% | $0.96 | $0.96 | — | NOTE 3.500% 8/0 | 53261MAB0 |
| — | MANDIANT INC | 1,672,000 | $1.747M | 0.6% | $1.04 | $1.06 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $1.272M | 0.4% | $1.27 | $1.45 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | MANDIANT INC | 1,061,000 | $1.061M | 0.3% | $1.00 | $1.00 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | SPIRIT AIRLS INC | 500,000 | $982K | 0.3% | $1.96 | $2.33 | — | NOTE 4.750% 5/1 | 848577AA0 |