Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value: $681M (5.9% shares, 94.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DISH Network Corp | 32,300,000 | $38.6M | 5.7% | $1.20 | $1.17 | — | Note 0.0000% 15-Dec-2025 | 25470MAE9 |
| — | COUPA SOFTWARE INC | 18,572,000 | $28.05M | 4.1% | $1.51 | $1.77 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | CHEGG INC | 16,500,000 | $23.73M | 3.5% | $1.44 | $1.61 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | ETSY INC | 9,500,000 | $23.05M | 3.4% | $2.43 | $2.41 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | LUMENTUM HLDGS INC | 20,000,000 | $22.05M | 3.2% | $1.10 | $1.10 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | HARMONIC INC | 18,000,000 | $21.97M | 3.2% | $1.22 | $1.10 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | II-VI INC | 15,899,000 | $21.12M | 3.1% | $1.33 | $1.48 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | Scorpio Tankers Inc (Exchange) | 20,359,000 | $20.43M | 3.0% | $1.00 | $1.04 | — | Note 3.0000% 15-May-2025 | 80918TAD1 |
| — | EAGLE BULK SHIPPING INC | 13,530,000 | $20.17M | 3.0% | $1.49 | $0.85 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 12,500,000 | $20.08M | 2.9% | $1.61 | $1.91 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | ENCORE CAP GROUP INC | 14,250,000 | $19.84M | 2.9% | $1.39 | $1.20 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | Blackline Inc | 19,500,000 | $19.21M | 2.8% | $0.99 | $0.97 | — | Note 0.0000% 15-Mar-2026 | 09239BAC3 |
| — | LYFT INC | 12,000,000 | $18.68M | 2.7% | $1.56 | $1.56 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | ZSCALER INC | 10,000,000 | $18.26M | 2.7% | $1.83 | $1.83 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | INFINERA CORP | 16,195,000 | $18.06M | 2.7% | $1.11 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PURE STORAGE INC | 14,217,000 | $16.46M | 2.4% | $1.16 | $1.08 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | OKTA INC | 11,389,000 | $16.1M | 2.4% | $1.41 | $1.38 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | WESTERN DIGITAL CORP. | 15,060,000 | $15.2M | 2.2% | $1.01 | $1.03 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | PEGASYSTEMS INC | 12,500,000 | $14.12M | 2.1% | $1.13 | $1.11 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | BANDWIDTH INC | 11,745,000 | $14.08M | 2.1% | $1.20 | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| RDNW | RUMBLEON INC | 338,283 | $13.19M | 1.9% | $38.98 * | $28.22 | +29.1% | COM CL B | 781386305 |
| — | Enphase Energy Inc Tranche A | 13,577,000 | $12.74M | 1.9% | $0.94 | $0.95 | — | Note 0.0000% 01-Mar-2026 | 29355AAG2 |
| — | VARONIS SYS INC | 6,000,000 | $12.33M | 1.8% | $2.06 | $2.06 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | BLOOM ENERGY CORP | 8,775,000 | $12M | 1.8% | $1.37 | $1.37 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | WORKDAY INC | 7,000,000 | $11.98M | 1.8% | $1.71 | $1.65 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PALO ALTO NETWORKS INC | 7,125,000 | $11.81M | 1.7% | $1.66 | $1.66 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | Magnite Inc | 12,847,000 | $10.93M | 1.6% | $0.85 | $0.89 | — | Note 0.2500% 15-Mar-2026 | 55955DAA8 |
| — | Fastly Inc (Pending) | 12,900,000 | $10.87M | 1.6% | $0.84 | $0.93 | — | Note 0.0000% 15-Mar-2026 | 31188VAA8 |
| — | INVACARE CORP | 11,500,000 | $10.54M | 1.5% | $0.92 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | fuboTV Inc | 11,239,000 | $10.16M | 1.5% | $0.90 | $0.92 | — | Note 3.2500% 15-Feb-2026 | 35953DAA2 |
| — | Beyond Meat Inc | 11,750,000 | $10.13M | 1.5% | $0.86 | $1.03 | — | Note 0.0000% 15-Mar-2027 | 08862EAA7 |
| — | TWITTER INC | 8,000,000 | $10.09M | 1.5% | $1.26 | $1.26 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,007,704 | $9.775M | 1.4% | $9.70 | $13.29 | -27.9% | COM | 00973N102 |
| — | SILICON LABORATORIES INC | 7,500,000 | $9.661M | 1.4% | $1.29 | $1.29 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | LIVE NATION ENTERTAINMENT IN | 6,652,000 | $9.629M | 1.4% | $1.45 | $1.45 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | PETIQ INC | 7,000,000 | $8.321M | 1.2% | $1.19 | $1.19 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | FLEXION THERAPEUTICS INC | 9,210,000 | $8.254M | 1.2% | $0.90 | $1.00 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | RADIUS HEALTH INC | 9,000,000 | $8.179M | 1.2% | $0.91 | $0.84 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | PARATEK PHARMACEUTICALS INC | 9,257,000 | $8.164M | 1.2% | $0.88 | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | KAMAN CORP | 7,407,000 | $7.532M | 1.1% | $1.02 | $1.02 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | PATRICK INDS INC | 6,525,000 | $7.39M | 1.1% | $1.13 | $1.02 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | Invacare Corp (Pending) | 8,500,000 | $7.129M | 1.0% | $0.84 | $0.88 | — | Note 4.2500% 15-Mar-2026 | 461203AP6 |
| — | Ivanhoe Mines Ltd | 6,000,000 | $6.986M | 1.0% | $1.16 | $1.21 | — | Note 2.5000% 15-Apr-2026 | 46579RAA2 |
| — | Spotify Technology SA/Spotify USA Inc | 7,500,000 | $6.773M | 1.0% | $0.90 | $0.90 | — | Note 0.0000% 15-Mar-2026 | 84921RAA8 |
| — | MicroStrategy Inc | 8,000,000 | $5.935M | 0.9% | $0.74 | $0.75 | — | Note 0.0000% 15-Feb-2027 | 594972AD3 |
| — | INFINERA CORP | 4,001,000 | $5.324M | 0.8% | $1.33 | $1.46 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 251,013 | $4.458M | 0.7% | $17.76 * | $19.65 | +1.4% | COM | 55933J203 |
| — | BLACKLINE INC | 2,000,000 | $3.356M | 0.5% | $1.68 | $1.68 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | TRAVERE THERAPEUTICS INC | 3,000,000 | $3.008M | 0.4% | $1.00 | $0.87 | — | NOTE 2.500% 9/1 | 761299AB2 |
| PLUG | PLUG POWER INC | 101,300 | $2.587M | 0.4% | $25.54 * | $26.79 | 0.0% | COM NEW | 72919P202 |
| — | AERIE PHARMACEUTICALS INC | 2,500,000 | $2.303M | 0.3% | $0.92 | $0.92 | — | NOTE 1.500%10/0 | 00771VAB4 |
| LAB | FLUIDIGM CORP DEL | 285,744 | $1.883M | 0.3% | $6.59 | $6.58 | 0.0% | COM | 34385P108 |
| — | SERVICESOURCE INTL INC | 1,279,182 | $1.727M | 0.3% | $1.35 | $2.89 | — | COM | 81763U100 |
| — | MCAP ACQUISITION CORP | 134,300 | $1.326M | 0.2% | $9.87 | $9.64 | — | COM CL A | 55282T109 |
| — | ACCELERATE ACQUISITION CORP | 100,000 | $973K | 0.1% | $9.73 | $9.69 | — | COM CL A | 00439D102 |
| — | GLASS HOUSES ACQUISITION COR | 50,000 | $489K | 0.1% | $9.78 | $9.78 | — | CLASS A COM | 37714P103 |
| — | ARROWROOT ACQUISITION CORP | 50,000 | $486K | 0.1% | $9.72 | $9.72 | — | CL A COM | 04282M102 |
| NOTV | INOTIV INC | 15,000 | $439K | 0.1% | $29.27 | $29.10 | 0.0% | COM | 45783Q100 |
| — | TELIGENT INC NEW | 899,000 | $359K | 0.1% | $0.40 | $0.62 | — | COM NEW | 87960W203 |
| — | CRUCIBLE ACQUISITION CORP | 25,000 | $245K | 0.0% | $9.80 | $9.80 | — | COM CL A | 22877P108 |
| — | KL ACQUISITION CORP | 25,000 | $244K | 0.0% | $9.76 | $9.76 | — | COM CL A | 49837C109 |
| — | MASON INDUSTRIAL TECHNOLGY I | 25,000 | $244K | 0.0% | $9.76 | $9.76 | — | COM CL A | 57520Y106 |
| — | SENIOR CONNECT ACQUISITN COR | 25,000 | $244K | 0.0% | $9.76 | $9.76 | — | COM CL A | 81723H108 |
| — | GX ACQUISITION CORP II | 25,000 | $243K | 0.0% | $9.72 | $9.64 | — | CLASS A COM | 36260F105 |
| — | CIIG CAPITAL PARTNERS II INC | 20,000 | $202K | 0.0% | $10.10 | $10.10 | — | UNIT 02/28/2028 | 12561U208 |
| — | ASTREA ACQUISITION CORP | 10,000 | $100K | 0.0% | $10.00 | $10.00 | — | COM CL A | 04637C106 |
| — | BOA ACQUISITION CORP | 10,208 | $99,000 | 0.0% | $9.70 | $9.70 | — | COM CL A | 05601A109 |
| — | KHOSLA VENTURES ACQUT CO III | 10,000 | $98,000 | 0.0% | $9.80 | $10.00 | — | COM CL A | 482506102 |
| — | THUNDER BRIDGE CAP PRTNRS II | 10,000 | $98,000 | 0.0% | $9.80 | $9.70 | — | COM CL A | 88605T100 |
| — | SPORTSTEK ACQUISITION CORP | 10,000 | $98,000 | 0.0% | $9.80 | $9.80 | — | COM CL A | 849196100 |
| — | OSIRIS ACQUISITION CORP | 10,000 | $98,000 | 0.0% | $9.80 | $9.80 | — | CL A | 68829A103 |
| — | PROPERTY SOLUTIONS ACQUISITI | 10,000 | $97,000 | 0.0% | $9.70 | $9.70 | — | COM CL A | 74350A108 |
| — | TWELVE SEAS INVESTMENT CO II | 10,000 | $97,000 | 0.0% | $9.70 | $9.70 | — | COM CL A | 90118T106 |
| NBST | NEWBURY STREET ACQUISITN COR | 10,000 | $97,000 | 0.0% | $9.70 | $9.65 | 0.0% | COM | 65101L104 |
| — | B RILEY PRIN 250 MERGER CORP | 10,000 | $97,000 | 0.0% | $9.70 | $9.70 | — | CLASS A COM | 05602L104 |
| — | ACCELERATE ACQUISITION CORP | 33,263 | $31,000 | 0.0% | $0.93 | $1.23 | — | *W EXP 06/15/202 | 00439D110 |
| — | MCAP ACQUISITION CORP | 27,191 | $29,000 | 0.0% | $1.07 | $1.06 | — | *W EXP 03/02/202 | 55282T117 |
| — | PARATEK PHARMACEUTICALS INC | 986 | $5,000 | 0.0% | $5.07 | $5.07 | — | COM | 699374302 |
| — | GX ACQUISITION CORP II | 8,333 | $4,000 | 0.0% | $0.48 | $0.96 | — | *W EXP 03/17/202 | 36260F113 |
| — | THUNDER BRIDGE CAP PRTNRS II | 2,000 | $2,000 | 0.0% | $1.00 | $1.50 | — | *W EXP 02/15/202 | 88605T118 |