Location: Rosemary Beach, FL
CIK: 0001316187 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Oct 20, 2023
Total Value: $699M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORKIVA INC | 10,675,000 | $14.69M | 2.1% | $1.46 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | MGP INGREDIENTS INC NEW | 12,000,000 | $14.64M | 2.1% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | PEABODY ENGR CORP | 9,000,000 | $13.62M | 1.9% | $1.52 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | PROS HOLDINGS INC | 12,825,000 | $13.55M | 1.9% | $0.99 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | MIDDLEBY CORP | 12,000,000 | $13.43M | 1.9% | $1.25 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | VERADIGM INC | 11,255,000 | $12.76M | 1.8% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | ORMAT TECHNOLOGIES INC | 13,000,000 | $12.59M | 1.8% | $0.97 | — | NOTE 2.500% 7/1 | 686688AB8 |
| — | INFINERA CORP | 14,250,000 | $12.57M | 1.8% | $1.19 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | WAYFAIR INC | 10,000,000 | $12.08M | 1.7% | $1.21 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | ALTAIR ENGR INC | 11,000,000 | $11.69M | 1.7% | $1.06 | — | NOTE 1.750% 6/1 | 021369AC7 |
| — | BENTLEY SYS INC | 12,824,000 | $11.09M | 1.6% | $0.78 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | PERFICIENT INC | 13,749,000 | $11.03M | 1.6% | $0.78 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | GREENBRIER COS INC | 11,500,000 | $10.85M | 1.6% | $0.92 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | PETIQ INC | 11,157,000 | $10.85M | 1.6% | $1.03 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | SSR MINING IN | 10,497,000 | $10.83M | 1.5% | $1.12 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | IMAX CORP | 11,595,000 | $10.77M | 1.5% | $0.87 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PROGRESS SOFTWARE CORP | 10,350,000 | $10.67M | 1.5% | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | JOHN BEAN TECHNOLOGIES CORP | 11,771,000 | $10.59M | 1.5% | $0.95 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | ALPHATEC HLDGS INC | 11,000,000 | $10.58M | 1.5% | $0.92 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | GREEN PLAINS INC | 9,000,000 | $10.46M | 1.5% | $1.15 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | DROPBOX INC | 11,000,000 | $10.39M | 1.5% | $0.91 | — | NOTE 3/0 | 26210CAC8 |
| — | CYBERARK SOFTWARE LTD | 9,000,000 | $10.38M | 1.5% | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| — | PATRICK INDS INC | 10,949,000 | $10.38M | 1.5% | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | WINNEBAGO INDS INC | 9,096,000 | $10.21M | 1.5% | $1.21 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | PARSONS CORP DEL | 8,000,000 | $10.17M | 1.5% | $1.03 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | BOX INC | 9,348,000 | $10.08M | 1.4% | $1.25 | — | NOTE 1/1 | 10316TAB0 |
| — | ITRON INC | 11,250,000 | $9.686M | 1.4% | $0.84 | — | NOTE 3/1 | 465741AN6 |
| — | MANNKIND CORP | 9,000,000 | $9.469M | 1.4% | $0.98 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | CRACKER BARREL OLD CTRY STOR | 11,339,000 | $9.398M | 1.3% | $0.85 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | SMART GLOBAL HLDGS INC | 7,000,000 | $9.267M | 1.3% | $1.21 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | LUMENTUM HLDGS INC | 11,000,000 | $9.262M | 1.3% | $1.04 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | IMPINJ INC | 10,500,000 | $9.168M | 1.3% | $1.07 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | EXACT SCIENCES CORP | 10,095,000 | $9.13M | 1.3% | $0.85 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ARTIVION INC | 9,000,000 | $9.083M | 1.3% | $1.15 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | ZSCALER INC | 7,500,000 | $9.041M | 1.3% | $1.17 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | STRIDE INC | 8,502,000 | $8.957M | 1.3% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | MESA LABS INC | 9,982,000 | $8.854M | 1.3% | $1.04 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | AMERICAN AIRLINES GROUP INC | 8,240,000 | $8.782M | 1.3% | $1.43 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | INSMED INC | 8,679,000 | $8.623M | 1.2% | $0.99 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | CONMED CORP | 9,000,000 | $8.588M | 1.2% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | HALOZYME THERAPEUTICS INC | 9,000,000 | $8.457M | 1.2% | $0.94 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | UPWORK INC | 9,890,000 | $8.175M | 1.2% | $0.76 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | ACCURAY INC DEL | 9,000,000 | $8.1M | 1.2% | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | ALTERYX INC | 9,100,000 | $8.092M | 1.2% | $0.88 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 7,409,000 | $7.8M | 1.1% | $1.47 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | OIL STS INTL INC | 7,000,000 | $7.706M | 1.1% | $1.06 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | JAZZ INVESTMENTS I LTD | 7,500,000 | $7.645M | 1.1% | $1.15 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | XOMETRY INC | 10,500,000 | $7.605M | 1.1% | $0.67 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | ARRAY TECHNOLOGIES INC | 6,500,000 | $7.43M | 1.1% | $1.03 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | CONFLUENT INC | 9,000,000 | $7.36M | 1.1% | $0.77 | — | NOTE 1/1 | 20717MAB9 |
| — | VAREX IMAGING CORP | 6,500,000 | $7.33M | 1.0% | $1.44 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | FASTLY INC | 8,500,000 | $7.258M | 1.0% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | TECHTARGET INC | 9,000,000 | $7.245M | 1.0% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | VERINT SYSTEMS INC | 8,465,000 | $7.238M | 1.0% | $0.90 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | OMNICELL COM | 8,000,000 | $7.218M | 1.0% | $0.88 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | ALARM COM HLDGS INC | 8,185,000 | $7.099M | 1.0% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | INTERDIGITAL INC | 6,000,000 | $7.088M | 1.0% | $1.32 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | MODEL N INC | 7,000,000 | $7.049M | 1.0% | $1.21 | — | NOTE 2.625% 6/0 | 607525AB8 |
| — | GOPRO INC | 8,125,000 | $7.007M | 1.0% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 7,500,000 | $6.834M | 1.0% | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | NCL CORP LTD | 8,175,000 | $6.798M | 1.0% | $0.74 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | LCI INDS | 7,210,000 | $6.741M | 1.0% | $1.03 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | BLACKLINE INC | 7,500,000 | $6.468M | 0.9% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | NUVASIVE INC | 6,897,000 | $6.375M | 0.9% | $0.95 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | CHEGG INC | 8,000,000 | $6.279M | 0.9% | $0.76 | — | NOTE 9/0 | 163092AF6 |
| — | MAGNITE INC | 7,500,000 | $6.263M | 0.9% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | DIGITALOCEAN HLDGS INC | 7,910,000 | $6.059M | 0.9% | $0.76 | — | NOTE 12/0 | 25402DAB8 |
| — | Q2 HLDGS INC | 6,000,000 | $5.226M | 0.7% | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | FIVERR INTL LTD | 6,000,000 | $5.203M | 0.7% | $0.88 | — | NOTE 11/0 | 33835LAA3 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,000,000 | $5.196M | 0.7% | $1.05 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ROYAL CARIBBEAN GROUP | 2,500,000 | $4.908M | 0.7% | $1.96 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | Q2 HLDGS INC | 5,500,000 | $4.837M | 0.7% | $0.81 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | CONMED CORP | 4,115,000 | $4.837M | 0.7% | $1.57 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | WOLFSPEED INC | 7,000,000 | $4.725M | 0.7% | $0.79 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | BANDWIDTH INC | 7,240,000 | $4.66M | 0.7% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | INTERDIGITAL INC | 4,000,000 | $4.278M | 0.6% | $1.07 | — | NOTE 2.000% 6/0 | 45867GAB7 |
| — | EVERBRIDGE INC | 5,000,000 | $4.254M | 0.6% | $0.83 | — | NOTE 3/1 | 29978AAE4 |
| — | UNITY SOFTWARE INC | 5,000,000 | $3.964M | 0.6% | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| — | BRIDGEBIO PHARMA INC | 4,604,000 | $3.431M | 0.5% | $0.49 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | BANDWIDTH INC | 4,000,000 | $3.197M | 0.5% | $0.76 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | VERITONE INC | 8,246,000 | $2.917M | 0.4% | $0.60 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | ENPHASE ENERGY INC | 2,895,000 | $2.391M | 0.3% | $0.83 | — | NOTE 3/0 | 29355AAK3 |
| — | REDFIN CORP | 3,750,000 | $2.285M | 0.3% | $0.53 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | CENTURY ALUM CO | 3,395,000 | $2.249M | 0.3% | $0.73 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | MITEK SYS INC | 2,450,000 | $2.121M | 0.3% | $0.84 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | GOSSAMER BIO INC | 5,000,000 | $1.978M | 0.3% | $0.66 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | CUTERA INC | 2,500,000 | $1.469M | 0.2% | $0.63 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | NCL CORP LTD | 1,250,000 | $1.083M | 0.2% | $0.75 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | INOTIV INC | 1,000,000 | $491K | 0.1% | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | RAPID7 INC | 456,000 | $391K | 0.1% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |