Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 17, 2021
Total Value: $461M (7.9% shares, 92.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BANDWIDTH INC | 17,250,000 | $26.37M | 5.7% | $1.53 | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | Dicks Sporting Goods | 10,700,000 | $24.56M | 5.3% | $2.30 | $1.83 | — | NOTE 3.2500% 15-Apr-2025 | 253393AC6 |
| — | COUPA SOFTWARE INC | 13,040,000 | $22.18M | 4.8% | $1.70 | $1.85 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | INFINERA CORP | 18,213,000 | $21.67M | 4.7% | $1.19 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | HARMONIC INC | 18,000,000 | $20.27M | 4.4% | $1.13 | $1.10 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | CLEVELAND-CLIFFS INC NEW | 7,113,000 | $18.64M | 4.0% | $2.62 | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | CHEGG INC | 10,000,000 | $17.41M | 3.8% | $1.74 | $1.60 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | GOLAR LNG LTD | 17,575,000 | $17.14M | 3.7% | $0.98 | $0.91 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | EAGLE BULK SHIPPING INC | 14,530,000 | $16.53M | 3.6% | $1.14 | $0.80 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | ENCORE CAP GROUP INC | 13,250,000 | $16.16M | 3.5% | $1.22 | $1.19 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | FLEXION THERAPEUTICS INC | 17,000,000 | $15.32M | 3.3% | $0.90 | $1.00 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | PetIQ Inc | 10,000,000 | $14.22M | 3.1% | $1.42 | $1.35 | — | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 7,500,000 | $13.95M | 3.0% | $1.86 | $1.94 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | RETROPHIN INC | 12,900,000 | $13M | 2.8% | $1.01 | $0.87 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | Avadel Fin Cay Ltd/Avadel Pharma Plc | 11,000,000 | $12.28M | 2.7% | $1.12 | $1.00 | — | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $12.11M | 2.6% | $1.21 | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ETSY INC | 5,000,000 | $11.85M | 2.6% | $2.37 | $2.37 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | OMEROS CORP | 9,500,000 | $11.69M | 2.5% | $1.23 | $1.07 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | INVACARE CORP | 11,500,000 | $11.3M | 2.5% | $0.98 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | OKTA INC | 7,818,000 | $10.57M | 2.3% | $1.35 | $1.35 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | TEEKAY CORPORATION | 10,425,000 | $9.982M | 2.2% | $0.96 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | PEGASYSTEMS INC | 9,000,000 | $9.917M | 2.2% | $1.10 | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | Rapid7 Inc | 10,000,000 | $9.9M | 2.1% | $0.99 | $0.99 | — | NOTE 0.2500% 15-Mar-2027 | 753422AE4 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 714,190 | $9.527M | 2.1% | $13.34 * | $14.52 | 0.0% | COM | 00973N102 |
| — | PATRICK INDS INC | 8,000,000 | $9.36M | 2.0% | $1.17 | $0.93 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,675,000 | $9.277M | 2.0% | $1.21 | $0.91 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | INFINERA CORP | 6,001,000 | $8.791M | 1.9% | $1.46 | $1.46 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | RADIUS HEALTH INC | 8,000,000 | $7.44M | 1.6% | $0.93 | $0.83 | — | NOTE 3.000% 9/0 | 750469AA6 |
| RDNW | RUMBLEON INC | 163,870 | $7.186M | 1.6% | $43.85 * | $18.20 | +120.0% | COM CL B | 781386305 |
| — | AERIE PHARMACEUTICALS INC | 6,317,000 | $6.57M | 1.4% | $1.04 | $0.92 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | PALO ALTO NETWORKS INC | 4,955,000 | $6.541M | 1.4% | $1.32 | $1.12 | — | NOTE 0.750% 7/0 | 697435AD7 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 226,014 | $5.628M | 1.2% | $24.90 * | $19.62 | 0.0% | COM | 55933J203 |
| — | ENCORE CAP GROUP INC | 5,000,000 | $5.5M | 1.2% | $1.10 | $0.93 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | FLUIDIGM CORP DEL | 3,000,000 | $5.156M | 1.1% | $1.72 | $2.23 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | WORKIVA INC | 3,000,000 | $3.938M | 0.9% | $1.31 | $1.31 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | KINDRED BIOSCIENCES INC | 584,653 | $2.906M | 0.6% | $4.97 | $9.90 | — | COM | 494577109 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,000,000 | $2.635M | 0.6% | $1.32 | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | TELIGENT INC NEW | 3,852,066 | $2.396M | 0.5% | $0.62 | $0.62 | — | COM NEW | 87960W203 |
| — | WESTERN DIGITAL CORP. | 2,250,000 | $2.309M | 0.5% | $1.03 | $1.03 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SERVICESOURCE INTL INC | 1,279,182 | $1.88M | 0.4% | $1.47 | $2.89 | — | COM | 81763U100 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 250,000 | $1.25M | 0.3% | $5.00 * | $19.62 | 0.0% | Call | 55933J203 |
| — | MCAP ACQUISITION CORP | 125,000 | $1.244M | 0.3% | $9.95 | $9.95 | — | UNIT 02/18/2030 | 55282T208 |
| — | ACCELERATE ACQUISITION CORP | 100,000 | $993K | 0.2% | $9.93 | $9.93 | — | UNIT 99/99/9999 | 00439D201 |
| SPY | SPDR S&P 500 ETF TR | 550,000 | $986K | 0.2% | $1.79 | — | — | Put | 78462F103 |
| — | AF ACQUISITION CORP | 75,000 | $740K | 0.2% | $9.87 | $9.87 | — | UNIT 03/31/2028 | 001040203 |
| AAL | AMERICAN AIRLS GROUP INC | 50,000 | $461K | 0.1% | $9.22 | — | — | Call | 02376R102 |
| — | GX ACQUISITION CORP II | 25,000 | $250K | 0.1% | $10.00 | $10.00 | — | UNIT 03/17/2026 | 36260F204 |
| — | VIACOMCBS INC | 5,238 | $236K | 0.1% | $45.06 | $45.06 | — | CL B | 92556H206 |
| — | AMYRIS INC | 339,200 | $212K | 0.0% | $0.63 | — | — | Call | 03236M200 |
| — | GORES GUGGENHEIM INC | 15,000 | $149K | 0.0% | $9.93 | $9.93 | — | UNIT 03/25/2028 | 38286Q206 |
| — | KHOSLA VENTURES ACQUT CO III | 10,000 | $100K | 0.0% | $10.00 | $10.00 | — | COM CL A | 482506102 |
| — | THUNDER BRIDGE CAP PRTNRS II | 10,000 | $99,000 | 0.0% | $9.90 | $9.90 | — | UNIT 02/15/2028 | 88605T209 |