Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 2, 2022
Total Value: $447M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | INFINERA CORP | 9,000,000 | $12.29M | 2.8% | $1.37 | $1.34 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | KBR INC | 5,620,000 | $12.29M | 2.7% | $2.19 | $1.89 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | PALO ALTO NETWORKS INC | 5,100,000 | $10.8M | 2.4% | $2.12 | $1.86 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 5,755,000 | $10.18M | 2.3% | $1.77 | $1.36 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | FIVE9 INC | 8,500,000 | $9.246M | 2.1% | $1.09 | $1.32 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | VAREX IMAGING CORP | 7,225,000 | $9.075M | 2.0% | $1.26 | $1.50 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | SMART GLOBAL HLDGS INC | 6,000,000 | $8.741M | 2.0% | $1.46 | $1.33 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | AMERICAN AIRLINES GROUP INC | 6,245,000 | $8.593M | 1.9% | $1.38 | $1.55 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BOX INC | 6,700,000 | $8.526M | 1.9% | $1.27 | $1.27 | — | NOTE 1/1 | 10316TAB0 |
| — | GRANITE CONSTR INC | 7,000,000 | $8.331M | 1.9% | $1.19 | $1.37 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | WORKIVA INC | 5,000,000 | $8.089M | 1.8% | $1.62 | $1.71 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | MODEL N INC | 7,000,000 | $7.616M | 1.7% | $1.09 | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | ARTIVION INC | 6,500,000 | $7.547M | 1.7% | $1.16 | $1.22 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | FTI CONSULTING INC | 4,600,000 | $7.314M | 1.6% | $1.59 | $1.47 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | CONMED CORP | 4,035,000 | $6.946M | 1.6% | $1.72 | $1.58 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | STRIDE INC | 6,715,000 | $6.715M | 1.5% | $1.00 | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | WINNEBAGO INDS INC | 6,061,000 | $6.621M | 1.5% | $1.09 | $1.27 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | ALTERYX INC | 7,560,000 | $6.6M | 1.5% | $0.87 | $0.90 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,752,000 | $6.539M | 1.5% | $1.14 | $1.07 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ITRON INC | 7,558,000 | $6.434M | 1.4% | $0.85 | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | MIDDLEBY CORP | 4,598,000 | $6.368M | 1.4% | $1.38 | $1.49 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | BLACKLINE INC | 7,500,000 | $6.348M | 1.4% | $0.85 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | VEECO INSTRS INC DEL | 3,000,000 | $6.331M | 1.4% | $2.11 | $2.11 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | Q2 HLDGS INC | 6,338,000 | $6.331M | 1.4% | $1.00 | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | PARSONS CORP DEL | 5,977,000 | $6.304M | 1.4% | $1.05 | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | PACIRA BIOSCIENCES INC | 5,000,000 | $6.196M | 1.4% | $1.24 | $1.12 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | PETIQ INC | 5,326,000 | $6.124M | 1.4% | $1.15 | $1.20 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | ALARM COM HLDGS INC | 7,000,000 | $5.968M | 1.3% | $0.85 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | TWITTER INC | 7,000,000 | $5.924M | 1.3% | $0.85 | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| — | COUPA SOFTWARE INC | 7,000,000 | $5.874M | 1.3% | $0.84 | $0.97 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | LUMENTUM HLDGS INC | 5,000,000 | $5.842M | 1.3% | $1.17 | $1.12 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | GUIDEWIRE SOFTWARE INC | 5,500,000 | $5.782M | 1.3% | $1.05 | $1.17 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | IMPINJ INC | 2,850,000 | $5.725M | 1.3% | $2.01 | $1.77 | — | NOTE 2.000%12/1 | 453204AA7 |
| — | INTERDIGITAL INC | 5,542,000 | $5.707M | 1.3% | $1.03 | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | RAPID7 INC | 2,946,000 | $5.633M | 1.3% | $1.91 | $1.95 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | INSMED INC | 5,759,000 | $5.591M | 1.3% | $0.97 | $1.06 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | MESA LABS INC | 5,200,000 | $5.59M | 1.3% | $1.07 | $1.20 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | NOVOCURE LTD | 6,000,000 | $5.46M | 1.2% | $0.91 | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | FASTLY INC | 7,000,000 | $5.258M | 1.2% | $0.75 | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | 1LIFE HEALTHCARE INC | 6,000,000 | $5.227M | 1.2% | $0.87 | $0.94 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | NEW RELIC INC | 5,000,000 | $5.017M | 1.1% | $1.00 | $1.00 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | MANNKIND CORP | 5,000,000 | $4.957M | 1.1% | $0.99 | $0.99 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | CHEGG INC | 6,000,000 | $4.893M | 1.1% | $0.82 | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | AIRBNB INC | 5,000,000 | $4.855M | 1.1% | $0.97 | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | MAGNITE INC | 6,000,000 | $4.765M | 1.1% | $0.79 | $0.79 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | HARMONIC INC | 3,750,000 | $4.762M | 1.1% | $1.27 | $1.22 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | LCI INDS | 5,186,000 | $4.762M | 1.1% | $0.92 | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ENCORE CAP GROUP INC | 2,842,000 | $4.686M | 1.0% | $1.65 | $1.40 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | EVOLENT HEALTH INC | 3,901,000 | $4.609M | 1.0% | $1.18 | $1.15 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | LIVEPERSON INC | 5,797,000 | $4.598M | 1.0% | $0.79 | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | HUBSPOT INC | 2,500,000 | $4.492M | 1.0% | $1.80 | $1.80 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | SSR MNG INC | 3,134,000 | $4.383M | 1.0% | $1.40 | $1.19 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | EVENTBRITE INC | 5,000,000 | $4.366M | 1.0% | $0.87 | $0.87 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | MANDIANT INC | 3,922,000 | $4.335M | 1.0% | $1.11 | $1.09 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | WIX COM LTD | 5,000,000 | $4.332M | 1.0% | $0.87 | $0.90 | — | NOTE 8/1 | 92940WAD1 |
| — | TRAVERE THERAPEUTICS INC | 4,000,000 | $4.28M | 1.0% | $1.07 | $1.07 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | JAZZ INVESTMENTS I LTD | 3,500,000 | $4.276M | 1.0% | $1.22 | $1.16 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FIVERR INTL LTD | 5,000,000 | $4.246M | 1.0% | $0.85 | $0.90 | — | NOTE 11/0 | 33835LAA3 |
| — | AMERICAN EAGLE OUTFITTERS IN | 2,000,000 | $4.228M | 0.9% | $2.11 | $2.61 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | PROS HOLDINGS INC | 3,860,000 | $4.081M | 0.9% | $1.06 | $1.10 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | NUVASIVE INC | 4,274,000 | $4.065M | 0.9% | $0.95 | $0.98 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | II-VI INC | 2,500,000 | $3.897M | 0.9% | $1.56 | $1.35 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | TABULA RASA HEALTHCARE INC | 5,000,000 | $3.726M | 0.8% | $0.75 | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | CALLAWAY GOLF COMPANY | 2,447,000 | $3.726M | 0.8% | $1.52 | $1.81 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | WAYFAIR INC | 4,460,000 | $3.668M | 0.8% | $0.82 | $0.89 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | BLACKLINE INC | 2,500,000 | $2.979M | 0.7% | $1.19 | $1.19 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | DROPBOX INC | 3,000,000 | $2.818M | 0.6% | $0.94 | $0.94 | — | NOTE 3/0 | 26210CAC8 |
| — | 2U INC | 3,300,000 | $2.803M | 0.6% | $0.85 | $1.04 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | EVOLENT HEALTH INC | 1,500,000 | $2.732M | 0.6% | $1.82 | $1.82 | — | NOTE 3.500%12/0 | 30050BAF8 |
| — | REDFIN CORP | 3,500,000 | $2.613M | 0.6% | $0.75 | $0.89 | — | NOTE 10/1 | 75737FAC2 |
| — | KAMAN CORP | 2,508,000 | $2.577M | 0.6% | $1.03 | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | GOSSAMER BIO INC | 3,150,000 | $2.575M | 0.6% | $0.82 | $1.05 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | EXACT SCIENCES CORP | 2,077,000 | $2.499M | 0.6% | $1.20 | $1.47 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ZYNGA INC | 2,000,000 | $2.438M | 0.5% | $1.22 | $1.26 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $2.373M | 0.5% | $0.47 | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | PAGERDUTY INC | 2,000,000 | $2.293M | 0.5% | $1.15 | $1.30 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | ENVESTNET INC | 1,876,000 | $2.248M | 0.5% | $1.20 | $1.25 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | INVACARE CORP | 4,000,000 | $2.235M | 0.5% | $0.56 | $0.56 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | SPIRIT AIRLS INC | 2,439,000 | $2.193M | 0.5% | $0.90 | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | EVENTBRITE INC | 1,500,000 | $2.188M | 0.5% | $1.46 | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | PENN NATL GAMING INC | 1,000,000 | $2.028M | 0.5% | $2.03 | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | LIMELIGHT NETWORKS INC | 2,000,000 | $2.017M | 0.5% | $1.01 | $0.96 | — | NOTE 3.500% 8/0 | 53261MAB0 |
| — | TRAVERE THERAPEUTICS INC | 1,839,000 | $1.869M | 0.4% | $1.02 | $1.01 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | BLOOM ENERGY CORP | 1,000,000 | $1.677M | 0.4% | $1.68 | $1.68 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | ROYAL CARIBBEAN GROUP | 1,025,000 | $1.346M | 0.3% | $1.31 | $1.44 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $1.218M | 0.3% | $1.22 | $1.22 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | MICROSTRATEGY INC | 1,500,000 | $1.082M | 0.2% | $0.72 | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | MANDIANT INC | 1,061,000 | $1.058M | 0.2% | $1.00 | $1.00 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | SPIRIT AIRLS INC | 500,000 | $965K | 0.2% | $1.93 | $2.33 | — | NOTE 4.750% 5/1 | 848577AA0 |