Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Jul 28, 2023
Total Value: $712M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORKIVA INC | 10,675,000 | $15M | 2.1% | $1.46 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | MGP INGREDIENTS INC NEW | 12,000,000 | $14.8M | 2.1% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 9,983,000 | $13.1M | 1.8% | $1.05 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | VERADIGM INC | 11,255,000 | $12.5M | 1.8% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | INFINERA CORP | 13,250,000 | $12.31M | 1.7% | $1.22 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | PEABODY ENGR CORP | 9,000,000 | $12.12M | 1.7% | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | BOX INC | 9,348,000 | $11.63M | 1.6% | $1.25 | — | NOTE 1/1 | 10316TAB0 |
| — | SSR MINING IN | 10,497,000 | $11.49M | 1.6% | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | VAREX IMAGING CORP | 9,000,000 | $11.44M | 1.6% | $1.44 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | PROGRESS SOFTWARE CORP | 10,350,000 | $11.35M | 1.6% | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | GREENBRIER COS INC | 11,500,000 | $11.31M | 1.6% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | PROS HOLDINGS INC | 11,325,000 | $11.28M | 1.6% | $0.98 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | GREEN PLAINS INC | 9,000,000 | $11.06M | 1.6% | $1.15 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | WINNEBAGO INDS INC | 9,096,000 | $10.93M | 1.5% | $1.21 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | PATRICK INDS INC | 10,845,000 | $10.65M | 1.5% | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | BENTLEY SYS INC | 11,767,000 | $10.62M | 1.5% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | AMERICAN AIRLINES GROUP INC | 8,245,000 | $10.58M | 1.5% | $1.43 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SMART GLOBAL HLDGS INC | 7,000,000 | $10.51M | 1.5% | $1.21 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | DROPBOX INC | 11,000,000 | $10.38M | 1.5% | $0.91 | — | NOTE 3/0 | 26210CAC8 |
| — | JOHN BEAN TECHNOLOGIES CORP | 10,771,000 | $10.29M | 1.4% | $0.96 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | CONMED CORP | 9,000,000 | $10.04M | 1.4% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | IMAX CORP | 10,940,000 | $10.02M | 1.4% | $0.87 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PERFICIENT INC | 12,107,000 | $10M | 1.4% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | ARRAY TECHNOLOGIES INC | 8,500,000 | $9.754M | 1.4% | $1.03 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | LUMENTUM HLDGS INC | 11,000,000 | $9.741M | 1.4% | $1.04 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 7,409,000 | $9.595M | 1.3% | $1.47 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | MANNKIND CORP | 9,000,000 | $9.445M | 1.3% | $0.98 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | ARTIVION INC | 9,000,000 | $9.352M | 1.3% | $1.15 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | ALPHATEC HLDGS INC | 8,000,000 | $9.296M | 1.3% | $0.91 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | PARSONS CORP DEL | 8,000,000 | $9.168M | 1.3% | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | OMNICELL COM | 9,000,000 | $9.124M | 1.3% | $0.88 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | CYBERARK SOFTWARE LTD | 8,000,000 | $9.056M | 1.3% | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| — | ITRON INC | 10,000,000 | $8.923M | 1.3% | $0.84 | — | NOTE 3/1 | 465741AN6 |
| — | MESA LABS INC | 9,982,000 | $8.891M | 1.2% | $1.04 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | ACCURAY INC DEL | 9,000,000 | $8.887M | 1.2% | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | PETIQ INC | 9,803,000 | $8.84M | 1.2% | $1.04 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | CRACKER BARREL OLD CTRY STOR | 10,339,000 | $8.788M | 1.2% | $0.85 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | ZSCALER INC | 7,500,000 | $8.75M | 1.2% | $1.17 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | MODEL N INC | 7,000,000 | $8.469M | 1.2% | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | FIVE9 INC | 8,500,000 | $8.198M | 1.2% | $1.25 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | IMPINJ INC | 7,550,000 | $8.15M | 1.1% | $1.15 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | STRIDE INC | 8,465,000 | $8.124M | 1.1% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | XOMETRY INC | 10,500,000 | $8.038M | 1.1% | $0.67 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | ALTERYX INC | 9,100,000 | $7.653M | 1.1% | $0.88 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | EXACT SCIENCES CORP | 7,095,000 | $7.639M | 1.1% | $0.83 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | JAZZ INVESTMENTS I LTD | 7,500,000 | $7.639M | 1.1% | $1.15 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | VERINT SYSTEMS INC | 8,625,000 | $7.618M | 1.1% | $0.90 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,571,000 | $7.588M | 1.1% | $1.04 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | MIDDLEBY CORP | 6,000,000 | $7.456M | 1.0% | $1.38 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | OIL STS INTL INC | 7,000,000 | $7.353M | 1.0% | $1.06 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | GOPRO INC | 8,125,000 | $7.216M | 1.0% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | INSMED INC | 8,467,000 | $7.131M | 1.0% | $0.99 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | CONFLUENT INC | 8,500,000 | $7.051M | 1.0% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | FASTLY INC | 8,500,000 | $7.034M | 1.0% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | TECHTARGET INC | 9,000,000 | $7.001M | 1.0% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | LCI INDS | 7,210,000 | $6.971M | 1.0% | $1.03 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | ALARM COM HLDGS INC | 8,110,000 | $6.919M | 1.0% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 7,500,000 | $6.845M | 1.0% | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | GUIDEWIRE SOFTWARE INC | 7,000,000 | $6.758M | 0.9% | $1.13 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INTERDIGITAL INC | 5,000,000 | $6.744M | 0.9% | $1.35 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | INTERDIGITAL INC | 5,542,000 | $6.717M | 0.9% | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | ENVESTNET INC | 7,186,000 | $6.587M | 0.9% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | BLACKLINE INC | 7,500,000 | $6.37M | 0.9% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | CONMED CORP | 4,115,000 | $6.352M | 0.9% | $1.57 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | MAGNITE INC | 7,500,000 | $6.325M | 0.9% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | NATIONAL VISION HLDGS INC | 6,000,000 | $6.286M | 0.9% | $1.11 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | NUVASIVE INC | 6,882,000 | $6.269M | 0.9% | $0.95 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | VEECO INSTRS INC DEL | 3,200,000 | $6.206M | 0.9% | $2.07 | — | NOTE 3.750% 6/0 | 922417AF7 |
| — | DIGITALOCEAN HLDGS INC | 7,689,000 | $6.024M | 0.8% | $0.76 | — | NOTE 12/0 | 25402DAB8 |
| — | UPWORK INC | 6,890,000 | $5.587M | 0.8% | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | VERITONE INC | 8,246,000 | $5.296M | 0.7% | $0.60 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | Q2 HLDGS INC | 6,000,000 | $5.211M | 0.7% | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | FIVERR INTL LTD | 6,000,000 | $5.064M | 0.7% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | Q2 HLDGS INC | 5,500,000 | $4.796M | 0.7% | $0.81 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | NCL CORP LTD | 5,175,000 | $4.743M | 0.7% | $0.69 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | BANDWIDTH INC | 7,240,000 | $4.629M | 0.7% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | PACIRA BIOSCIENCES INC | 5,000,000 | $4.625M | 0.7% | $1.12 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | CUTERA INC | 7,250,000 | $4.531M | 0.6% | $0.63 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | NOVOCURE LTD | 4,856,000 | $4.169M | 0.6% | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | EVERBRIDGE INC | 5,000,000 | $4.15M | 0.6% | $0.83 | — | NOTE 3/1 | 29978AAE4 |
| — | UNITY SOFTWARE INC | 5,000,000 | $3.979M | 0.6% | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | WOLFSPEED INC | 5,000,000 | $3.849M | 0.5% | $0.84 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | CHEGG INC | 5,000,000 | $3.737M | 0.5% | $0.75 | — | NOTE 9/0 | 163092AF6 |
| — | BRIDGEBIO PHARMA INC | 5,500,000 | $3.409M | 0.5% | $0.49 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | LIVEPERSON INC | 5,000,000 | $3.235M | 0.5% | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | BANDWIDTH INC | 4,000,000 | $3.126M | 0.4% | $0.76 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | CENTURY ALUM CO | 3,700,000 | $2.769M | 0.4% | $0.73 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | MITEK SYS INC | 2,450,000 | $2.125M | 0.3% | $0.84 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | BLACKLINE INC | 2,000,000 | $1.995M | 0.3% | $1.17 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | ASCENDIS PHARMA A/S | 2,076,000 | $1.885M | 0.3% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | KAMAN CORP | 1,608,000 | $1.54M | 0.2% | $1.01 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | REDFIN CORP | 2,000,000 | $1.38M | 0.2% | $0.46 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | PENN ENTERTAINMENT INC | 1,000,000 | $1.244M | 0.2% | $3.44 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | NCL CORP LTD | 1,250,000 | $1.182M | 0.2% | $0.75 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | INOTIV INC | 2,000,000 | $995K | 0.1% | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | GOSSAMER BIO INC | 2,000,000 | $586K | 0.1% | $1.05 | — | NOTE 5.000% 6/0 | 38341PAA0 |