Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Oct 11, 2022
Total Value: $562M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 11,255,000 | $14.38M | 2.6% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | LUMENTUM HLDGS INC | 10,600,000 | $9.954M | 1.8% | $1.04 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PARSONS CORP DEL | 9,477,000 | $9.767M | 1.7% | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 9,510,000 | $9.736M | 1.7% | $1.04 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | KBR INC | 5,620,000 | $9.687M | 1.7% | $1.89 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | MODEL N INC | 8,000,000 | $9.586M | 1.7% | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | WORKIVA INC | 8,000,000 | $9.47M | 1.7% | $1.51 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | VAREX IMAGING CORP | 7,725,000 | $9.32M | 1.7% | $1.48 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | INFINERA CORP | 10,000,000 | $9.124M | 1.6% | $1.31 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | ENPHASE ENERGY INC | 7,500,000 | $8.931M | 1.6% | $1.06 | — | NOTE 3/0 | 29355AAK3 |
| — | BOX INC | 7,987,000 | $8.872M | 1.6% | $1.24 | — | NOTE 1/1 | 10316TAB0 |
| — | GRANITE CONSTR INC | 8,500,000 | $8.785M | 1.6% | $1.32 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | DROPBOX INC | 10,062,000 | $8.767M | 1.6% | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| — | PALO ALTO NETWORKS INC | 5,100,000 | $8.705M | 1.5% | $1.86 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | FIVE9 INC | 9,500,000 | $8.692M | 1.5% | $1.27 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | CRACKER BARREL OLD CTRY STOR | 10,000,000 | $8.377M | 1.5% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | SMART GLOBAL HLDGS INC | 8,000,000 | $8.353M | 1.5% | $1.26 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | MESA LABS INC | 9,982,000 | $8.305M | 1.5% | $1.04 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | ARTIVION INC | 9,000,000 | $8.275M | 1.5% | $1.15 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | IMAX CORP | 9,940,000 | $8.255M | 1.5% | $0.87 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | FTI CONSULTING INC | 4,922,000 | $8.087M | 1.4% | $1.48 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | GREENBRIER COS INC | 10,000,000 | $7.993M | 1.4% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | STRIDE INC | 7,715,000 | $7.844M | 1.4% | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | SILICON LABORATORIES INC | 6,500,000 | $7.746M | 1.4% | $1.19 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | SSR MNG INC | 7,134,000 | $7.696M | 1.4% | $1.13 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | ALTERYX INC | 9,460,000 | $7.667M | 1.4% | $0.88 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | RAPID7 INC | 7,467,000 | $7.514M | 1.3% | $1.54 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | ACCURAY INC DEL | 9,000,000 | $7.463M | 1.3% | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | WINNEBAGO INDS INC | 7,061,000 | $7.414M | 1.3% | $1.24 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | BENTLEY SYS INC | 9,500,000 | $7.252M | 1.3% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | PETIQ INC | 8,726,000 | $7.208M | 1.3% | $1.05 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | MANNKIND CORP | 8,000,000 | $7.17M | 1.3% | $0.96 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | ALARM COM HLDGS INC | 8,610,000 | $7.071M | 1.3% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | ITRON INC | 8,970,000 | $7.057M | 1.3% | $0.84 | — | NOTE 3/1 | 465741AN6 |
| — | COUPA SOFTWARE INC | 9,039,000 | $6.971M | 1.2% | $0.92 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | MIDDLEBY CORP | 5,890,000 | $6.737M | 1.2% | $1.42 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | PROGRESS SOFTWARE CORP | 6,750,000 | $6.37M | 1.1% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | AMERICAN AIRLINES GROUP INC | 6,245,000 | $6.357M | 1.1% | $1.55 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | JOHN BEAN TECHNOLOGIES CORP | 7,575,000 | $6.339M | 1.1% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | 1LIFE HEALTHCARE INC | 6,500,000 | $6.315M | 1.1% | $0.94 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | FASTLY INC | 8,500,000 | $6.171M | 1.1% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | BLACKLINE INC | 7,500,000 | $6.096M | 1.1% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | JAZZ INVESTMENTS I LTD | 5,500,000 | $5.888M | 1.0% | $1.17 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | Q2 HLDGS INC | 7,338,000 | $5.829M | 1.0% | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | INSMED INC | 6,380,000 | $5.806M | 1.0% | $1.04 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | GOPRO INC | 6,500,000 | $5.802M | 1.0% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | AIRBNB INC | 7,000,000 | $5.795M | 1.0% | $0.93 | — | NOTE 3/1 | 009066AB7 |
| — | GREEN PLAINS INC | 5,000,000 | $5.787M | 1.0% | $1.12 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | MAGNITE INC | 7,500,000 | $5.55M | 1.0% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | ENVESTNET INC | 6,605,000 | $5.548M | 1.0% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | TWITTER INC | 6,000,000 | $5.503M | 1.0% | $0.85 | — | NOTE 3/1 | 90184LAN2 |
| — | INTERDIGITAL INC | 5,542,000 | $5.208M | 0.9% | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | CHEGG INC | 6,814,000 | $5.191M | 0.9% | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | WIX COM LTD | 6,150,000 | $5.162M | 0.9% | $0.88 | — | NOTE 8/1 | 92940WAD1 |
| — | UPWORK INC | 6,890,000 | $5.085M | 0.9% | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | EVOLENT HEALTH INC | 3,994,000 | $5.016M | 0.9% | $1.15 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | NATIONAL VISION HLDGS INC | 4,000,000 | $4.994M | 0.9% | $1.16 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | GUIDEWIRE SOFTWARE INC | 5,500,000 | $4.984M | 0.9% | $1.17 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | PACIRA BIOSCIENCES INC | 5,000,000 | $4.969M | 0.9% | $1.12 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | VEECO INSTRS INC DEL | 3,000,000 | $4.698M | 0.8% | $2.11 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | FIVERR INTL LTD | 6,000,000 | $4.671M | 0.8% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | CLOUDFLARE INC | 6,000,000 | $4.66M | 0.8% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | VERINT SYSTEMS INC | 5,500,000 | $4.583M | 0.8% | $0.92 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | LCI INDS | 5,186,000 | $4.461M | 0.8% | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | CONMED CORP | 4,035,000 | $4.453M | 0.8% | $1.58 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | SOLAREDGE TECHNOLOGIES INC | 4,000,000 | $4.363M | 0.8% | $1.21 | — | NOTE 9/1 | 83417MAD6 |
| — | HARMONIC INC | 2,750,000 | $4.263M | 0.8% | $1.22 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | BANDWIDTH INC | 7,240,000 | $4.165M | 0.7% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | TRAVERE THERAPEUTICS INC | 4,000,000 | $4.091M | 0.7% | $1.07 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | Q2 HLDGS INC | 5,000,000 | $3.999M | 0.7% | $0.80 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | LIVEPERSON INC | 5,797,000 | $3.954M | 0.7% | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | NUVASIVE INC | 4,493,000 | $3.937M | 0.7% | $0.98 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | MITEK SYS INC | 4,478,000 | $3.678M | 0.7% | $0.84 | — | NOTE 0.750% 2/0 | 606710AA9 |
| HYG | ISHARES TR | 50,000 | $3.57M | 0.6% | $71.40 | — | IBOXX HI YD ETF | 464288513 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,500,000 | $3.51M | 0.6% | $1.05 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 2,697,000 | $3.489M | 0.6% | $1.76 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | EVENTBRITE INC | 5,000,000 | $3.438M | 0.6% | $0.87 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | PROS HOLDINGS INC | 3,860,000 | $3.398M | 0.6% | $1.10 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | TABULA RASA HEALTHCARE INC | 4,086,000 | $3.265M | 0.6% | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | GOSSAMER BIO INC | 3,150,000 | $3.222M | 0.6% | $1.05 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | NOVOCURE LTD | 3,500,000 | $3.098M | 0.6% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | EVOLENT HEALTH INC | 1,500,000 | $3.025M | 0.5% | $1.82 | — | NOTE 3.500%12/0 | 30050BAF8 |
| — | AMERICAN EAGLE OUTFITTERS IN | 2,144,000 | $2.927M | 0.5% | $2.52 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | SPLUNK INC | 3,320,000 | $2.624M | 0.5% | $0.79 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | BLACKLINE INC | 2,500,000 | $2.609M | 0.5% | $1.19 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | KAMAN CORP | 2,608,000 | $2.451M | 0.4% | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | GROUPON INC | 3,500,000 | $2.249M | 0.4% | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | 2U INC | 3,300,000 | $2.24M | 0.4% | $1.04 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $2.236M | 0.4% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | CENTURY ALUM CO | 3,700,000 | $2.22M | 0.4% | $0.73 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | EXACT SCIENCES CORP | 3,095,000 | $2.128M | 0.4% | $0.73 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | TRAVERE THERAPEUTICS INC | 2,035,000 | $2.028M | 0.4% | $1.01 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | INFINERA CORP | 2,000,000 | $1.978M | 0.4% | $0.99 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | INVACARE CORP | 4,000,000 | $1.875M | 0.3% | $0.56 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | EXACT SCIENCES CORP | 2,077,000 | $1.859M | 0.3% | $1.47 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | PENN ENTERTAINMENT INC | 1,000,000 | $1.389M | 0.2% | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | EVENTBRITE INC | 1,500,000 | $1.384M | 0.2% | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | INFINERA CORP | 1,500,000 | $1.369M | 0.2% | $0.91 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | REDFIN CORP | 2,000,000 | $980K | 0.2% | $0.46 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $930K | 0.2% | $1.22 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | REDFIN CORP | 1,500,000 | $876K | 0.2% | $0.89 | — | NOTE 10/1 | 75737FAC2 |
| — | SPIRIT AIRLS INC | 500,000 | $857K | 0.2% | $2.33 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | MICROSTRATEGY INC | 1,500,000 | $667K | 0.1% | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | BRIDGEBIO PHARMA INC | 1,000,000 | $600K | 0.1% | $0.53 | — | NOTE 2.500% 3/1 | 10806XAB8 |