Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 16, 2021
Total Value: $829M (5.2% shares, 94.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PLUG POWER INC | 15,800,000 | $107M | 13.0% | $6.79 | — | NOTE 3.750% 6/0 | 72919PAD5 |
| — | DISH Network Corp | 28,500,000 | $33.33M | 4.0% | $1.17 | — | NOTE 0.0000% 15-Dec-2025 | 25470MAE9 |
| — | DICKS SPORTING GOODS INC | 10,000,000 | $29.62M | 3.6% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | BANDWIDTH INC | 17,250,000 | $28.06M | 3.4% | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | COUPA SOFTWARE INC | 14,640,000 | $25.34M | 3.1% | $1.84 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | MONGODB INC | 14,000,000 | $25.31M | 3.1% | $1.81 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | CHEGG INC | 14,500,000 | $24.45M | 3.0% | $1.63 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 12,500,000 | $23.4M | 2.8% | $1.91 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | EAGLE BULK SHIPPING INC | 16,030,000 | $22.2M | 2.7% | $0.85 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | HARMONIC INC | 18,000,000 | $21.45M | 2.6% | $1.10 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | INFINERA CORP | 16,963,000 | $20.82M | 2.5% | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | Scorpio Tankers Inc (Exchange) | 18,532,000 | $19.35M | 2.3% | $1.04 | — | NOTE 3.0000% 15-May-2025 | 80918TAD1 |
| — | ENCORE CAP GROUP INC | 14,250,000 | $19.34M | 2.3% | $1.20 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | WORKDAY INC | 10,000,000 | $16.52M | 2.0% | $1.65 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | Lyft Inc | 9,500,000 | $16.25M | 2.0% | $1.71 | — | NOTE 1.5000% 15-May-2025 | 55087PAA2 |
| — | PetIQ Inc | 10,000,000 | $15.04M | 1.8% | $1.35 | — | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 |
| — | II-VI INC | 9,200,000 | $14.58M | 1.8% | $1.58 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | FLEXION THERAPEUTICS INC | 15,750,000 | $14.27M | 1.7% | $1.00 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | OKTA INC | 9,818,000 | $14.17M | 1.7% | $1.37 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | CLEVELAND-CLIFFS INC NEW | 5,000,000 | $13.98M | 1.7% | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | Blackline Inc | 13,750,000 | $13.23M | 1.6% | $0.96 | — | NOTE 0.0000% 15-Mar-2026 | 09239BAC3 |
| — | Beyond Meat Inc | 11,750,000 | $12.09M | 1.5% | $1.03 | — | NOTE 0.0000% 15-Mar-2027 | 08862EAA7 |
| — | INVACARE CORP | 11,500,000 | $11.68M | 1.4% | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | PURE STORAGE INC | 10,929,000 | $11.49M | 1.4% | $1.05 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | Bloom Energy Corp | 6,275,000 | $11.28M | 1.4% | $1.80 | — | NOTE 2.5000% 15-Aug-2025 | 093712AG2 |
| — | Avadel Fin Cay Ltd/Avadel Pharma Plc | 11,000,000 | $11.21M | 1.4% | $1.00 | — | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 |
| — | Fastly Inc (Pending) | 11,900,000 | $11.12M | 1.3% | $0.93 | — | NOTE 0.0000% 15-Mar-2026 | 31188VAA8 |
| — | RETROPHIN INC | 12,900,000 | $10.89M | 1.3% | $0.87 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 8,500,000 | $10.88M | 1.3% | $0.94 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | PEGASYSTEMS INC | 9,000,000 | $10.76M | 1.3% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| RDNW | RUMBLEON INC | 261,989 | $10.6M | 1.3% | $25.82 | +49.3% | COM CL B | 781386305 |
| — | Accuray Inc (Exchange) | 9,596,000 | $10.48M | 1.3% | $1.09 | — | NOTE 3.7500% 01-Jun-2026 | 004397AJ4 |
| — | OMEROS CORP | 9,000,000 | $10.06M | 1.2% | $1.07 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | Rapid7 Inc | 9,000,000 | $9.979M | 1.2% | $0.99 | — | NOTE 0.2500% 15-Mar-2027 | 753422AE4 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 922,095 | $9.876M | 1.2% | $13.63 | -22.5% | COM | 00973N102 |
| — | Varonis Systems Inc | 5,000,000 | $9.797M | 1.2% | $1.96 | — | NOTE 1.2500% 15-Aug-2025 | 922280AA0 |
| — | Airbnb Inc | 10,000,000 | $9.45M | 1.1% | $0.94 | — | NOTE 0.0000% 15-Mar-2026 | 009066AA9 |
| — | Magnite Inc | 10,347,000 | $9.293M | 1.1% | $0.90 | — | NOTE 0.2500% 15-Mar-2026 | 55955DAA8 |
| — | Zogenix Inc | 9,000,000 | $9.208M | 1.1% | $1.02 | — | NOTE 2.7500% 01-Oct-2027 | 98978LAA3 |
| — | TEEKAY CORPORATION | 9,340,000 | $9.165M | 1.1% | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | AKAMAI TECHNOLOGIES INC | 6,500,000 | $8.519M | 1.0% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | GOLAR LNG LTD | 8,500,000 | $8.431M | 1.0% | $0.91 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | WESTERN DIGITAL CORP. | 7,250,000 | $7.744M | 0.9% | $1.06 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | RADIUS HEALTH INC | 8,000,000 | $7.48M | 0.9% | $0.83 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | ETSY INC | 3,000,000 | $7.211M | 0.9% | $2.37 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | FLUIDIGM CORP DEL | 3,000,000 | $6.681M | 0.8% | $2.23 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | Ivanhoe Mines Ltd | 5,000,000 | $6.119M | 0.7% | $1.22 | — | NOTE 2.5000% 15-Apr-2026 | 46579RAA2 |
| — | INFINERA CORP | 4,001,000 | $6.097M | 0.7% | $1.46 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | PARATEK PHARMACEUTICALS INC | 6,707,000 | $6.087M | 0.7% | $0.91 | — | NOTE 4.750% 5/0 | 699374AB0 |
| CLF | CLEVELAND-CLIFFS INC NEW | 269,900 | $5.819M | 0.7% | — | — | Call | 185899101 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 226,965 | $5.415M | 0.7% | $19.62 | +25.0% | COM | 55933J203 |
| — | Enphase Energy Inc Tranche A | 4,883,000 | $4.801M | 0.6% | $0.98 | — | NOTE 0.0000% 01-Mar-2026 | 29355AAG2 |
| — | ENCORE CAP GROUP INC | 4,150,000 | $4.741M | 0.6% | $0.93 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | PATRICK INDS INC | 3,525,000 | $3.84M | 0.5% | $0.93 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | MicroStrategy Inc | 5,000,000 | $3.738M | 0.5% | $0.75 | — | NOTE 0.0000% 15-Feb-2027 | 594972AD3 |
| — | CREE INC | 1,665,000 | $2.774M | 0.3% | $1.67 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | KINDRED BIOSCIENCES INC | 300,000 | $2.751M | 0.3% | $9.90 | — | COM | 494577109 |
| — | fuboTV Inc | 2,500,000 | $2.466M | 0.3% | $0.99 | — | NOTE 3.2500% 15-Feb-2026 | 35953DAA2 |
| — | Invacare Corp (Pending) | 2,000,000 | $2.015M | 0.2% | $1.01 | — | NOTE 4.2500% 15-Mar-2026 | 461203AP6 |
| — | TELIGENT INC NEW | 3,514,471 | $1.88M | 0.2% | $0.62 | — | COM NEW | 87960W203 |
| — | SERVICESOURCE INTL INC | 1,279,182 | $1.804M | 0.2% | $2.89 | — | COM | 81763U100 |
| — | VIACOMCBS INC | 28,938 | $1.308M | 0.2% | $45.17 | — | CL B | 92556H206 |
| — | MCAP ACQUISITION CORP | 125,000 | $1.203M | 0.1% | $9.62 | — | COM CL A | 55282T109 |
| — | ACCELERATE ACQUISITION CORP | 100,000 | $969K | 0.1% | $9.69 | — | COM CL A | 00439D102 |
| — | AF ACQUISITION CORP | 75,000 | $732K | 0.1% | $9.76 | — | CLASS A COM | 001040104 |
| — | GX ACQUISITION CORP II | 25,000 | $241K | 0.0% | $9.64 | — | CLASS A COM | 36260F105 |
| — | GORES GUGGENHEIM INC | 15,000 | $146K | 0.0% | $9.73 | — | CLASS A COM | 38286Q107 |
| — | KHOSLA VENTURES ACQUT CO III | 10,000 | $99,000 | 0.0% | $10.00 | — | COM CL A | 482506102 |
| — | THUNDER BRIDGE CAP PRTNRS II | 10,000 | $97,000 | 0.0% | $9.70 | — | COM CL A | 88605T100 |
| — | MCAP ACQUISITION CORP | 41,666 | $44,000 | 0.0% | $1.06 | — | *W EXP 03/02/202 | 55282T117 |
| — | ACCELERATE ACQUISITION CORP | 33,333 | $41,000 | 0.0% | $1.23 | — | *W EXP 06/15/202 | 00439D110 |
| — | AF ACQUISITION CORP | 24,999 | $22,000 | 0.0% | $0.88 | — | *W EXP 03/23/202 | 001040112 |
| — | GX ACQUISITION CORP II | 8,333 | $8,000 | 0.0% | $0.96 | — | *W EXP 03/17/202 | 36260F113 |
| — | GORES GUGGENHEIM INC | 3,000 | $4,000 | 0.0% | $1.33 | — | *W EXP 03/25/202 | 38286Q115 |
| — | THUNDER BRIDGE CAP PRTNRS II | 2,000 | $3,000 | 0.0% | $1.50 | — | *W EXP 02/15/202 | 88605T118 |