Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: Apr 27, 2023
Total Value: $677M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WORKIVA INC | 10,675,000 | $15.01M | 2.2% | $1.41 | $1.46 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | PEABODY ENGR CORP | 9,000,000 | $13.7M | 2.0% | $1.52 | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 9,983,000 | $13.58M | 2.0% | $1.36 | $1.05 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | VERADIGM INC | 11,255,000 | $12.68M | 1.9% | $1.13 | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | MGP INGREDIENTS INC NEW | 10,680,000 | $12.52M | 1.8% | $1.17 | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | KBR INC | 5,620,000 | $12.25M | 1.8% | $2.18 | $1.89 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | INFINERA CORP | 10,000,000 | $12.14M | 1.8% | $1.21 | $1.31 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | PROGRESS SOFTWARE CORP | 9,750,000 | $11.07M | 1.6% | $1.14 | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | BOX INC | 9,348,000 | $10.92M | 1.6% | $1.17 | $1.25 | — | NOTE 1/1 | 10316TAB0 |
| — | GREEN PLAINS INC | 9,000,000 | $10.89M | 1.6% | $1.21 | $1.15 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | SMART GLOBAL HLDGS INC | 10,003,000 | $10.83M | 1.6% | $1.08 | $1.21 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | IMAX CORP | 10,940,000 | $10.29M | 1.5% | $0.94 | $0.87 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | SSR MINING IN | 9,389,000 | $10.25M | 1.5% | $1.09 | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 7,409,000 | $10.08M | 1.5% | $1.36 | $1.47 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | WINNEBAGO INDS INC | 9,096,000 | $10.04M | 1.5% | $1.10 | $1.21 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | VAREX IMAGING CORP | 9,000,000 | $9.904M | 1.5% | $1.10 | $1.44 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | BENTLEY SYS INC | 11,710,000 | $9.894M | 1.5% | $0.84 | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | JOHN BEAN TECHNOLOGIES CORP | 8,771,000 | $9.868M | 1.5% | $1.13 | $0.96 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PERFICIENT INC | 12,107,000 | $9.593M | 1.4% | $0.79 | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | LUMENTUM HLDGS INC | 11,000,000 | $9.57M | 1.4% | $0.87 | $1.04 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | AMERICAN AIRLINES GROUP INC | 8,245,000 | $9.535M | 1.4% | $1.16 | $1.43 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | FIVE9 INC | 10,075,000 | $9.392M | 1.4% | $0.93 | $1.25 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | GREENBRIER COS INC | 11,000,000 | $9.385M | 1.4% | $0.85 | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | MANNKIND CORP | 9,000,000 | $9.383M | 1.4% | $1.04 | $0.98 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | ARRAY TECHNOLOGIES INC | 8,500,000 | $9.379M | 1.4% | $1.10 | $1.03 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | CRACKER BARREL OLD CTRY STOR | 10,339,000 | $9.328M | 1.4% | $0.90 | $0.85 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | MESA LABS INC | 9,982,000 | $9.265M | 1.4% | $0.93 | $1.04 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | DROPBOX INC | 10,262,000 | $9.178M | 1.4% | $0.89 | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| — | CYBERARK SOFTWARE LTD | 8,000,000 | $8.932M | 1.3% | $1.12 | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| — | PROS HOLDINGS INC | 9,360,000 | $8.868M | 1.3% | $0.95 | $0.97 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | PARSONS CORP DEL | 8,000,000 | $8.838M | 1.3% | $1.10 | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | ALPHATEC HLDGS INC | 8,000,000 | $8.532M | 1.3% | $1.07 | $0.91 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | OMNICELL COM | 9,000,000 | $8.354M | 1.2% | $0.93 | $0.88 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | MODEL N INC | 7,000,000 | $8.335M | 1.2% | $1.19 | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | JAZZ INVESTMENTS I LTD | 7,500,000 | $8.334M | 1.2% | $1.11 | $1.15 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ITRON INC | 10,000,000 | $8.311M | 1.2% | $0.83 | $0.84 | — | NOTE 3/1 | 465741AN6 |
| — | ARTIVION INC | 9,000,000 | $8.161M | 1.2% | $0.91 | $1.15 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | ACCURAY INC DEL | 9,000,000 | $8.113M | 1.2% | $0.90 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | OIL STS INTL INC | 7,000,000 | $7.744M | 1.1% | $1.11 | $1.06 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | ALTERYX INC | 9,100,000 | $7.652M | 1.1% | $0.84 | $0.88 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | PATRICK INDS INC | 8,400,000 | $7.603M | 1.1% | $0.91 | $0.91 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | VERINT SYSTEMS INC | 8,625,000 | $7.603M | 1.1% | $0.88 | $0.90 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | PETIQ INC | 8,726,000 | $7.565M | 1.1% | $0.87 | $1.05 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | ENVESTNET INC | 8,186,000 | $7.351M | 1.1% | $0.90 | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 7,500,000 | $7.306M | 1.1% | $0.97 | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | XOMETRY INC | 10,500,000 | $7.071M | 1.0% | $0.67 | $0.67 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | TECHTARGET INC | 9,000,000 | $6.987M | 1.0% | $0.78 | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | GOPRO INC | 7,500,000 | $6.838M | 1.0% | $0.91 | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | ALARM COM HLDGS INC | 8,110,000 | $6.78M | 1.0% | $0.84 | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | FASTLY INC | 8,500,000 | $6.769M | 1.0% | $0.80 | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | CONFLUENT INC | 8,500,000 | $6.687M | 1.0% | $0.79 | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | EXACT SCIENCES CORP | 7,095,000 | $6.563M | 1.0% | $0.93 | $0.83 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | INSMED INC | 8,425,000 | $6.536M | 1.0% | $0.78 | $0.99 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | LCI INDS | 7,186,000 | $6.535M | 1.0% | $0.91 | $1.03 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | GUIDEWIRE SOFTWARE INC | 6,500,000 | $6.365M | 0.9% | $0.98 | $1.14 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | BLACKLINE INC | 7,500,000 | $6.346M | 0.9% | $0.85 | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | MIDDLEBY CORP | 5,000,000 | $6.214M | 0.9% | $1.24 | $1.40 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | MAGNITE INC | 7,500,000 | $6.001M | 0.9% | $0.80 | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | IMPINJ INC | 4,070,000 | $5.762M | 0.9% | $1.42 | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | NATIONAL VISION HLDGS INC | 6,000,000 | $5.746M | 0.8% | $0.96 | $1.11 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | INTERDIGITAL INC | 5,542,000 | $5.724M | 0.8% | $1.03 | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | FTI CONSULTING INC | 2,922,000 | $5.702M | 0.8% | $1.95 | $1.48 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | STRIDE INC | 5,715,000 | $5.663M | 0.8% | $0.99 | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | VERITONE INC | 8,258,000 | $5.64M | 0.8% | $0.68 | $0.60 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | DIGITALOCEAN HLDGS INC | 7,000,000 | $5.484M | 0.8% | $0.78 | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,416,000 | $5.424M | 0.8% | $1.00 | $1.06 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | UPWORK INC | 6,890,000 | $5.391M | 0.8% | $0.78 | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | VEECO INSTRS INC DEL | 3,200,000 | $5.361M | 0.8% | $1.68 | $2.07 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | CONMED CORP | 4,115,000 | $5.04M | 0.7% | $1.22 | $1.57 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | FIVERR INTL LTD | 6,000,000 | $4.964M | 0.7% | $0.83 | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | Q2 HLDGS INC | 6,000,000 | $4.859M | 0.7% | $0.81 | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | BANDWIDTH INC | 7,240,000 | $4.625M | 0.7% | $0.64 | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | PACIRA BIOSCIENCES INC | 5,000,000 | $4.617M | 0.7% | $0.92 | $1.12 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | Q2 HLDGS INC | 5,500,000 | $4.543M | 0.7% | $0.83 | $0.81 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | NUVASIVE INC | 4,882,000 | $4.346M | 0.6% | $0.89 | $0.97 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | NOVOCURE LTD | 4,856,000 | $4.2M | 0.6% | $0.86 | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | WOLFSPEED INC | 5,000,000 | $4.19M | 0.6% | $0.84 | $0.84 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | EVERBRIDGE INC | 5,000,000 | $4.127M | 0.6% | $0.83 | $0.83 | — | NOTE 3/1 | 29978AAE4 |
| — | UNITY SOFTWARE INC | 5,000,000 | $3.863M | 0.6% | $0.77 | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | BLACKLINE INC | 3,500,000 | $3.821M | 0.6% | $1.09 | $1.17 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | NCL CORP LTD | 5,175,000 | $3.711M | 0.5% | $0.72 | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | LIVEPERSON INC | 5,797,000 | $3.474M | 0.5% | $0.60 | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $3.131M | 0.5% | $0.63 | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | BANDWIDTH INC | 4,000,000 | $3.097M | 0.5% | $0.77 | $0.76 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | RAPID7 INC | 3,000,000 | $3.059M | 0.5% | $1.02 | $1.54 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | CENTURY ALUM CO | 3,700,000 | $3.009M | 0.4% | $0.81 | $0.73 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | CHART INDS INC | 1,280,000 | $2.779M | 0.4% | $2.17 | $2.17 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | INFINERA CORP | 2,000,000 | $2.697M | 0.4% | $1.35 | $0.99 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | TABULA RASA HEALTHCARE INC | 3,086,000 | $2.436M | 0.4% | $0.79 | $0.83 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | INFINERA CORP | 2,000,000 | $2.048M | 0.3% | $1.02 | $0.93 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | INOTIV INC | 5,000,000 | $2.046M | 0.3% | $0.41 | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | MITEK SYS INC | 2,450,000 | $2.003M | 0.3% | $0.82 | $0.84 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | KAMAN CORP | 1,608,000 | $1.513M | 0.2% | $0.94 | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | PENN ENTERTAINMENT INC | 1,000,000 | $1.445M | 0.2% | $1.44 | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | EVENTBRITE INC | 1,250,000 | $1.287M | 0.2% | $1.03 | $1.81 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | REDFIN CORP | 2,000,000 | $1.224M | 0.2% | $0.61 | $0.46 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | SPIRIT AIRLS INC | 648,000 | $1.094M | 0.2% | $1.69 | $2.18 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | ROYAL CARIBBEAN GROUP | 1,000,000 | $1.029M | 0.2% | $1.03 | $1.22 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | RAPID7 INC | 1,164,000 | $1.01M | 0.1% | $0.87 | $0.87 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | NCL CORP LTD | 1,250,000 | $941K | 0.1% | $0.75 | $0.75 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | GOSSAMER BIO INC | 3,150,000 | $860K | 0.1% | $0.27 | $1.05 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | GROUPON INC | 2,000,000 | $723K | 0.1% | $0.36 | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | EVERBRIDGE INC | 400,000 | $362K | 0.1% | $0.91 | $0.91 | — | NOTE 0.125%12/1 | 29978AAC8 |