Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 9, 2023
Total Value: $666M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VERADIGM INC | 11,255,000 | $16.07M | 2.4% | $1.43 | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | MGP INGREDIENTS INC NEW | 10,680,000 | $13.49M | 2.0% | $1.26 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 9,510,000 | $12.9M | 1.9% | $1.36 | $1.04 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | BOX INC | 9,348,000 | $12.29M | 1.8% | $1.31 | $1.25 | — | NOTE 1/1 | 10316TAB0 |
| — | KBR INC | 5,620,000 | $11.87M | 1.8% | $2.11 | $1.89 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | WORKIVA INC | 9,425,000 | $11.61M | 1.7% | $1.23 | $1.47 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ENPHASE ENERGY INC | 9,850,000 | $11.55M | 1.7% | $1.17 | $1.09 | — | NOTE 3/0 | 29355AAK3 |
| — | INFINERA CORP | 10,000,000 | $11.09M | 1.7% | $1.11 | $1.31 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | PARSONS CORP DEL | 9,477,000 | $10.79M | 1.6% | $1.14 | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | GREEN PLAINS INC | 9,000,000 | $10.73M | 1.6% | $1.19 | $1.15 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | MANNKIND CORP | 9,000,000 | $10.72M | 1.6% | $1.19 | $0.98 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | VAREX IMAGING CORP | 9,000,000 | $10.47M | 1.6% | $1.16 | $1.44 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | GRANITE CONSTR INC | 8,500,000 | $10.34M | 1.6% | $1.22 | $1.32 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 7,697,000 | $10.06M | 1.5% | $1.31 | $1.47 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | PROGRESS SOFTWARE CORP | 9,750,000 | $9.994M | 1.5% | $1.02 | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | SMART GLOBAL HLDGS INC | 9,903,000 | $9.911M | 1.5% | $1.00 | $1.21 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | GREENBRIER COS INC | 11,000,000 | $9.77M | 1.5% | $0.89 | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | MODEL N INC | 7,000,000 | $9.468M | 1.4% | $1.35 | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | PERFICIENT INC | 12,107,000 | $9.356M | 1.4% | $0.77 | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | IMAX CORP | 10,940,000 | $9.258M | 1.4% | $0.85 | $0.87 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | FIVE9 INC | 10,075,000 | $9.239M | 1.4% | $0.92 | $1.25 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | LUMENTUM HLDGS INC | 10,600,000 | $9.139M | 1.4% | $0.86 | $1.04 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | DROPBOX INC | 10,062,000 | $9.131M | 1.4% | $0.91 | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| — | MESA LABS INC | 9,982,000 | $9.059M | 1.4% | $0.91 | $1.04 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | SSR MNG INC | 8,034,000 | $9.038M | 1.4% | $1.13 | $1.13 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | BENTLEY SYS INC | 11,000,000 | $8.945M | 1.3% | $0.81 | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | AMERICAN AIRLINES GROUP INC | 8,245,000 | $8.703M | 1.3% | $1.06 | $1.43 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SILICON LABORATORIES INC | 6,943,000 | $8.693M | 1.3% | $1.25 | $1.20 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | OIL STS INTL INC | 8,000,000 | $8.441M | 1.3% | $1.06 | $1.06 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | ALTERYX INC | 9,581,000 | $7.95M | 1.2% | $0.83 | $0.88 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | ARTIVION INC | 9,000,000 | $7.845M | 1.2% | $0.87 | $1.15 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | FTI CONSULTING INC | 4,922,000 | $7.769M | 1.2% | $1.58 | $1.48 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | COUPA SOFTWARE INC | 8,039,000 | $7.742M | 1.2% | $0.96 | $0.92 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ARRAY TECHNOLOGIES INC | 7,500,000 | $7.618M | 1.1% | $1.02 | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | PALO ALTO NETWORKS INC | 5,100,000 | $7.528M | 1.1% | $1.48 | $1.86 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | WINNEBAGO INDS INC | 7,061,000 | $7.439M | 1.1% | $1.05 | $1.24 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | PETIQ INC | 8,726,000 | $7.373M | 1.1% | $0.84 | $1.05 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | ENVESTNET INC | 8,186,000 | $7.367M | 1.1% | $0.90 | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ITRON INC | 8,955,000 | $7.36M | 1.1% | $0.82 | $0.84 | — | NOTE 3/1 | 465741AN6 |
| — | PROS HOLDINGS INC | 8,360,000 | $7.341M | 1.1% | $0.88 | $0.98 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | MIDDLEBY CORP | 6,230,000 | $7.334M | 1.1% | $1.18 | $1.40 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | ACCURAY INC DEL | 9,000,000 | $7.313M | 1.1% | $0.81 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 7,500,000 | $7.283M | 1.1% | $0.97 | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ALPHATEC HLDGS INC | 8,000,000 | $7.24M | 1.1% | $0.91 | $0.91 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | INSMED INC | 8,425,000 | $6.972M | 1.0% | $0.83 | $0.99 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | STRIDE INC | 7,715,000 | $6.878M | 1.0% | $0.89 | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ALARM COM HLDGS INC | 8,110,000 | $6.618M | 1.0% | $0.82 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | JAZZ INVESTMENTS I LTD | 5,500,000 | $6.569M | 1.0% | $1.19 | $1.17 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | BLACKLINE INC | 7,500,000 | $6.407M | 1.0% | $0.85 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | FASTLY INC | 8,500,000 | $6.167M | 0.9% | $0.73 | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | IMPINJ INC | 5,070,000 | $6.132M | 0.9% | $1.21 | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | OMNICELL COM | 7,000,000 | $6.106M | 0.9% | $0.87 | $0.87 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | LCI INDS | 7,186,000 | $6.027M | 0.9% | $0.84 | $1.03 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | Q2 HLDGS INC | 7,338,000 | $5.945M | 0.9% | $0.81 | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | GOPRO INC | 6,500,000 | $5.866M | 0.9% | $0.90 | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,416,000 | $5.828M | 0.9% | $1.08 | $1.06 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | JOHN BEAN TECHNOLOGIES CORP | 6,771,000 | $5.828M | 0.9% | $0.86 | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | NATIONAL VISION HLDGS INC | 4,205,000 | $5.778M | 0.9% | $1.37 | $1.17 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | MAGNITE INC | 7,500,000 | $5.775M | 0.9% | $0.77 | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | VERINT SYSTEMS INC | 6,300,000 | $5.477M | 0.8% | $0.87 | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | CONFLUENT INC | 7,125,000 | $5.403M | 0.8% | $0.76 | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | CHEGG INC | 6,814,000 | $5.329M | 0.8% | $0.78 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | INTERDIGITAL INC | 5,542,000 | $5.3M | 0.8% | $0.96 | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | DIGITALOCEAN HLDGS INC | 7,000,000 | $5.274M | 0.8% | $0.75 | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | UPWORK INC | 6,890,000 | $5.153M | 0.8% | $0.75 | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | GUIDEWIRE SOFTWARE INC | 5,500,000 | $5.104M | 0.8% | $0.93 | $1.17 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | CRACKER BARREL OLD CTRY STOR | 5,750,000 | $4.939M | 0.7% | $0.86 | $0.82 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | VEECO INSTRS INC DEL | 3,200,000 | $4.884M | 0.7% | $1.53 | $2.07 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | FIVERR INTL LTD | 6,000,000 | $4.857M | 0.7% | $0.81 | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | RAPID7 INC | 5,000,000 | $4.79M | 0.7% | $0.96 | $1.54 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | CONMED CORP | 4,115,000 | $4.708M | 0.7% | $1.14 | $1.57 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | Q2 HLDGS INC | 5,500,000 | $4.542M | 0.7% | $0.83 | $0.81 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | PACIRA BIOSCIENCES INC | 5,000,000 | $4.502M | 0.7% | $0.90 | $1.12 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | BANDWIDTH INC | 7,240,000 | $4.497M | 0.7% | $0.62 | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | VERITONE INC | 7,500,000 | $4.466M | 0.7% | $0.60 | $0.60 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | EVOLENT HEALTH INC | 3,994,000 | $4.304M | 0.6% | $1.08 | $1.15 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | NUVASIVE INC | 4,882,000 | $4.282M | 0.6% | $0.88 | $0.97 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | LIVEPERSON INC | 5,797,000 | $4.17M | 0.6% | $0.72 | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | AIRBNB INC | 5,000,000 | $4.144M | 0.6% | $0.83 | $0.93 | — | NOTE 3/1 | 009066AB7 |
| — | BLACKLINE INC | 3,500,000 | $3.898M | 0.6% | $1.11 | $1.17 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | AMERICAN EAGLE OUTFITTERS IN | 2,144,000 | $3.773M | 0.6% | $1.76 | $2.52 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | UNITY SOFTWARE INC | 5,000,000 | $3.749M | 0.6% | $0.75 | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | TRAVERE THERAPEUTICS INC | 4,000,000 | $3.66M | 0.5% | $0.92 | $1.07 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | NCL CORP LTD | 5,150,000 | $3.528M | 0.5% | $0.69 | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | 1LIFE HEALTHCARE INC | 3,500,000 | $3.379M | 0.5% | $0.97 | $0.94 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | EXACT SCIENCES CORP | 4,095,000 | $3.378M | 0.5% | $0.82 | $0.76 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NOVOCURE LTD | 3,500,000 | $3.113M | 0.5% | $0.89 | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | BANDWIDTH INC | 4,000,000 | $3.023M | 0.5% | $0.76 | $0.76 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | INOTIV INC | 6,500,000 | $2.665M | 0.4% | $0.41 | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | CENTURY ALUM CO | 3,700,000 | $2.62M | 0.4% | $0.71 | $0.73 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | INFINERA CORP | 2,000,000 | $2.481M | 0.4% | $1.24 | $0.99 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | TABULA RASA HEALTHCARE INC | 3,086,000 | $2.438M | 0.4% | $0.79 | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | GROUPON INC | 3,500,000 | $2.065M | 0.3% | $0.59 | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | MITEK SYS INC | 2,478,000 | $2.032M | 0.3% | $0.82 | $0.84 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | INFINERA CORP | 2,000,000 | $1.945M | 0.3% | $0.97 | $0.93 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $1.875M | 0.3% | $0.38 | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | TRAVERE THERAPEUTICS INC | 2,035,000 | $1.872M | 0.3% | $0.92 | $1.01 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | KAMAN CORP | 1,608,000 | $1.503M | 0.2% | $0.94 | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | PENN ENTERTAINMENT INC | 1,000,000 | $1.468M | 0.2% | $1.47 | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | EVENTBRITE INC | 1,500,000 | $1.364M | 0.2% | $0.91 | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | INVACARE CORP | 4,000,000 | $1.186M | 0.2% | $0.30 | $0.56 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | SPIRIT AIRLS INC | 648,000 | $1.095M | 0.2% | $1.69 | $2.18 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | GOSSAMER BIO INC | 3,150,000 | $1.04M | 0.2% | $0.33 | $1.05 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | REDFIN CORP | 1,717,000 | $1.019M | 0.2% | $0.59 | $0.86 | — | NOTE 10/1 | 75737FAC2 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $980K | 0.1% | $0.98 | $1.22 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | REDFIN CORP | 2,000,000 | $923K | 0.1% | $0.46 | $0.46 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | BRIDGEBIO PHARMA INC | 1,000,000 | $455K | 0.1% | $0.46 | $0.53 | — | NOTE 2.500% 3/1 | 10806XAB8 |