CIK: 0001316187 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 9, 2023
Total Value ($000): $666,173 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERADIGM INC | 11,255,000 | $16,067 | 2.4% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | MGP INGREDIENTS INC NEW | 10,680,000 | $13,495 | 2.0% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 9,510,000 | $12,898 | 1.9% | $1.04 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | BOX INC | 9,348,000 | $12,288 | 1.8% | $1.25 | — | NOTE 1/1 | 10316TAB0 |
| — | KBR INC | 5,620,000 | $11,868 | 1.8% | $1.89 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | WORKIVA INC | 9,425,000 | $11,609 | 1.7% | $1.47 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ENPHASE ENERGY INC | 9,850,000 | $11,555 | 1.7% | $1.09 | — | NOTE 3/0 | 29355AAK3 |
| — | INFINERA CORP | 10,000,000 | $11,087 | 1.7% | $1.31 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | PARSONS CORP DEL | 9,477,000 | $10,787 | 1.6% | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | GREEN PLAINS INC | 9,000,000 | $10,729 | 1.6% | $1.15 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | MANNKIND CORP | 9,000,000 | $10,724 | 1.6% | $0.98 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | VAREX IMAGING CORP | 9,000,000 | $10,474 | 1.6% | $1.44 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | GRANITE CONSTR INC | 8,500,000 | $10,338 | 1.6% | $1.32 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 7,697,000 | $10,064 | 1.5% | $1.47 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | PROGRESS SOFTWARE CORP | 9,750,000 | $9,994 | 1.5% | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | SMART GLOBAL HLDGS INC | 9,903,000 | $9,911 | 1.5% | $1.21 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | GREENBRIER COS INC | 11,000,000 | $9,770 | 1.5% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | MODEL N INC | 7,000,000 | $9,468 | 1.4% | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | PERFICIENT INC | 12,107,000 | $9,356 | 1.4% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | IMAX CORP | 10,940,000 | $9,258 | 1.4% | $0.87 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | FIVE9 INC | 10,075,000 | $9,239 | 1.4% | $1.25 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | LUMENTUM HLDGS INC | 10,600,000 | $9,139 | 1.4% | $1.04 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | DROPBOX INC | 10,062,000 | $9,131 | 1.4% | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| — | MESA LABS INC | 9,982,000 | $9,059 | 1.4% | $1.04 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | SSR MNG INC | 8,034,000 | $9,038 | 1.4% | $1.13 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | BENTLEY SYS INC | 11,000,000 | $8,945 | 1.3% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | AMERICAN AIRLINES GROUP INC | 8,245,000 | $8,703 | 1.3% | $1.43 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SILICON LABORATORIES INC | 6,943,000 | $8,693 | 1.3% | $1.20 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | OIL STS INTL INC | 8,000,000 | $8,441 | 1.3% | $1.06 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | ALTERYX INC | 9,581,000 | $7,950 | 1.2% | $0.88 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | ARTIVION INC | 9,000,000 | $7,845 | 1.2% | $1.15 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | FTI CONSULTING INC | 4,922,000 | $7,769 | 1.2% | $1.48 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | COUPA SOFTWARE INC | 8,039,000 | $7,742 | 1.2% | $0.92 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ARRAY TECHNOLOGIES INC | 7,500,000 | $7,618 | 1.1% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | PALO ALTO NETWORKS INC | 5,100,000 | $7,528 | 1.1% | $1.86 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | WINNEBAGO INDS INC | 7,061,000 | $7,439 | 1.1% | $1.24 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | PETIQ INC | 8,726,000 | $7,373 | 1.1% | $1.05 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | ENVESTNET INC | 8,186,000 | $7,367 | 1.1% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ITRON INC | 8,955,000 | $7,360 | 1.1% | $0.84 | — | NOTE 3/1 | 465741AN6 |
| — | PROS HOLDINGS INC | 8,360,000 | $7,341 | 1.1% | $0.98 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | MIDDLEBY CORP | 6,230,000 | $7,334 | 1.1% | $1.40 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | ACCURAY INC DEL | 9,000,000 | $7,313 | 1.1% | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 7,500,000 | $7,283 | 1.1% | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ALPHATEC HLDGS INC | 8,000,000 | $7,240 | 1.1% | $0.91 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | INSMED INC | 8,425,000 | $6,972 | 1.0% | $0.99 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | STRIDE INC | 7,715,000 | $6,878 | 1.0% | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ALARM COM HLDGS INC | 8,110,000 | $6,618 | 1.0% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | JAZZ INVESTMENTS I LTD | 5,500,000 | $6,569 | 1.0% | $1.17 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | BLACKLINE INC | 7,500,000 | $6,407 | 1.0% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | FASTLY INC | 8,500,000 | $6,167 | 0.9% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | IMPINJ INC | 5,070,000 | $6,132 | 0.9% | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | OMNICELL COM | 7,000,000 | $6,106 | 0.9% | $0.87 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | LCI INDS | 7,186,000 | $6,027 | 0.9% | $1.03 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | Q2 HLDGS INC | 7,338,000 | $5,945 | 0.9% | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | GOPRO INC | 6,500,000 | $5,866 | 0.9% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,416,000 | $5,828 | 0.9% | $1.06 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | JOHN BEAN TECHNOLOGIES CORP | 6,771,000 | $5,828 | 0.9% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | NATIONAL VISION HLDGS INC | 4,205,000 | $5,778 | 0.9% | $1.17 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | MAGNITE INC | 7,500,000 | $5,775 | 0.9% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | VERINT SYSTEMS INC | 6,300,000 | $5,477 | 0.8% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | CONFLUENT INC | 7,125,000 | $5,403 | 0.8% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | CHEGG INC | 6,814,000 | $5,329 | 0.8% | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | INTERDIGITAL INC | 5,542,000 | $5,300 | 0.8% | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | DIGITALOCEAN HLDGS INC | 7,000,000 | $5,274 | 0.8% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | UPWORK INC | 6,890,000 | $5,153 | 0.8% | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | GUIDEWIRE SOFTWARE INC | 5,500,000 | $5,104 | 0.8% | $1.17 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | CRACKER BARREL OLD CTRY STOR | 5,750,000 | $4,939 | 0.7% | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | VEECO INSTRS INC DEL | 3,200,000 | $4,884 | 0.7% | $2.07 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | FIVERR INTL LTD | 6,000,000 | $4,857 | 0.7% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | RAPID7 INC | 5,000,000 | $4,790 | 0.7% | $1.54 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | CONMED CORP | 4,115,000 | $4,708 | 0.7% | $1.57 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | Q2 HLDGS INC | 5,500,000 | $4,542 | 0.7% | $0.81 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | PACIRA BIOSCIENCES INC | 5,000,000 | $4,502 | 0.7% | $1.12 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | BANDWIDTH INC | 7,240,000 | $4,497 | 0.7% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | VERITONE INC | 7,500,000 | $4,466 | 0.7% | $0.60 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | EVOLENT HEALTH INC | 3,994,000 | $4,304 | 0.6% | $1.15 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | NUVASIVE INC | 4,882,000 | $4,282 | 0.6% | $0.97 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | LIVEPERSON INC | 5,797,000 | $4,170 | 0.6% | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | AIRBNB INC | 5,000,000 | $4,144 | 0.6% | $0.93 | — | NOTE 3/1 | 009066AB7 |
| — | BLACKLINE INC | 3,500,000 | $3,898 | 0.6% | $1.17 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | AMERICAN EAGLE OUTFITTERS IN | 2,144,000 | $3,773 | 0.6% | $2.52 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | UNITY SOFTWARE INC | 5,000,000 | $3,749 | 0.6% | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | TRAVERE THERAPEUTICS INC | 4,000,000 | $3,660 | 0.5% | $1.07 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | NCL CORP LTD | 5,150,000 | $3,528 | 0.5% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | 1LIFE HEALTHCARE INC | 3,500,000 | $3,379 | 0.5% | $0.94 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | EXACT SCIENCES CORP | 4,095,000 | $3,378 | 0.5% | $0.76 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NOVOCURE LTD | 3,500,000 | $3,113 | 0.5% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | BANDWIDTH INC | 4,000,000 | $3,023 | 0.5% | $0.76 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | INOTIV INC | 6,500,000 | $2,665 | 0.4% | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | CENTURY ALUM CO | 3,700,000 | $2,620 | 0.4% | $0.73 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | INFINERA CORP | 2,000,000 | $2,481 | 0.4% | $0.99 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | TABULA RASA HEALTHCARE INC | 3,086,000 | $2,438 | 0.4% | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | GROUPON INC | 3,500,000 | $2,065 | 0.3% | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | MITEK SYS INC | 2,478,000 | $2,032 | 0.3% | $0.84 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | INFINERA CORP | 2,000,000 | $1,945 | 0.3% | $0.93 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $1,875 | 0.3% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | TRAVERE THERAPEUTICS INC | 2,035,000 | $1,872 | 0.3% | $1.01 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | KAMAN CORP | 1,608,000 | $1,503 | 0.2% | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | PENN ENTERTAINMENT INC | 1,000,000 | $1,468 | 0.2% | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | EVENTBRITE INC | 1,500,000 | $1,364 | 0.2% | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | INVACARE CORP | 4,000,000 | $1,186 | 0.2% | $0.56 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | SPIRIT AIRLS INC | 648,000 | $1,095 | 0.2% | $2.18 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | GOSSAMER BIO INC | 3,150,000 | $1,040 | 0.2% | $1.05 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | REDFIN CORP | 1,717,000 | $1,019 | 0.2% | $0.86 | — | NOTE 10/1 | 75737FAC2 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $980 | 0.1% | $1.22 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | REDFIN CORP | 2,000,000 | $923 | 0.1% | $0.46 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | BRIDGEBIO PHARMA INC | 1,000,000 | $455 | 0.1% | $0.53 | — | NOTE 2.500% 3/1 | 10806XAB8 |