Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value: $837M (3.4% shares, 96.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | HUBSPOT INC | 27,500,000 | $65.57M | 7.8% | $2.38 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | DATADOG INC | 25,000,000 | $50.33M | 6.0% | $2.01 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ZSCALER INC | 16,352,000 | $35.82M | 4.3% | $1.97 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | SNAP INC | 15,849,000 | $34.39M | 4.1% | $2.17 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | DISH Network Corp | 31,100,000 | $31.04M | 3.7% | $1.17 | — | Note 0.0000% 15-Dec-2025 | 25470MAE9 |
| — | ETSY INC | 11,500,000 | $29.35M | 3.5% | $2.43 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | LUMENTUM HLDGS INC | 22,500,000 | $28.1M | 3.4% | $1.12 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | INFINERA CORP | 23,000,000 | $27.28M | 3.3% | $1.00 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | SILICON LABORATORIES INC | 14,500,000 | $25.44M | 3.0% | $1.51 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | Blackline Inc | 23,996,000 | $22.35M | 2.7% | $0.96 | — | Note 0.0000% 15-Mar-2026 | 09239BAC3 |
| — | OKTA INC | 16,389,000 | $22.25M | 2.7% | $1.37 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | WAYFAIR INC | 12,500,000 | $21.95M | 2.6% | $1.76 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | MONGODB INC | 8,000,000 | $20.45M | 2.4% | $2.56 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | II-VI INC | 13,399,000 | $19.85M | 2.4% | $1.48 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | HARMONIC INC | 12,000,000 | $18.08M | 2.2% | $1.10 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | EAGLE BULK SHIPPING INC | 12,530,000 | $17.87M | 2.1% | $0.85 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | Scorpio Tankers Inc (Exchange) | 18,209,000 | $17.87M | 2.1% | $1.04 | — | Note 3.0000% 15-May-2025 | 80918TAD1 |
| — | Fastly Inc (Pending) | 19,900,000 | $16.27M | 1.9% | $0.89 | — | Note 0.0000% 15-Mar-2026 | 31188VAA8 |
| — | Spotify Technology SA/Spotify USA Inc | 16,928,000 | $15.4M | 1.8% | $0.91 | — | Note 0.0000% 15-Mar-2026 | 84921RAA8 |
| — | Impinj Inc | 14,000,000 | $15.32M | 1.8% | $1.09 | — | Note 1.1250% 15-May-2027 | 453204AC3 |
| — | CHEGG INC | 18,250,000 | $15.16M | 1.8% | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | WORKDAY INC | 8,000,000 | $14.9M | 1.8% | $1.68 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | WESTERN DIGITAL CORP. | 14,500,000 | $14.63M | 1.7% | $1.03 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | PURE STORAGE INC | 10,217,000 | $13.64M | 1.6% | $1.08 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | fuboTV Inc | 16,439,000 | $13.62M | 1.6% | $0.89 | — | Note 3.2500% 15-Feb-2026 | 35953DAA2 |
| — | BLOCK INC | 6,500,000 | $13.61M | 1.6% | $2.09 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | PEGASYSTEMS INC | 12,500,000 | $13.3M | 1.6% | $1.11 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | BLACKLINE INC | 8,600,000 | $12.93M | 1.5% | $1.54 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | BANDWIDTH INC | 11,745,000 | $12.49M | 1.5% | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | Accuray Inc (Exchange) | 10,596,000 | $12.05M | 1.4% | $1.14 | — | Note 3.7500% 01-Jun-2026 | 004397AJ4 |
| — | Ivanhoe Mines Ltd | 8,359,000 | $11.18M | 1.3% | $1.25 | — | Note 2.5000% 15-Apr-2026 | 46579RAA2 |
| — | INVACARE CORP | 11,500,000 | $10.25M | 1.2% | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| RDNW | RUMBLEON INC | 245,896 | $10.21M | 1.2% | $28.22 | +41.3% | COM CL B | 781386305 |
| — | COUPA SOFTWARE INC | 8,172,000 | $10.03M | 1.2% | $1.77 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ZOGENIX INC | 9,697,000 | $9.576M | 1.1% | $0.99 | — | NOTE 2.750%10/0 | 98978LAB1 |
| — | DISH NETWORK CORPORATION | 10,000,000 | $9.4M | 1.1% | $0.94 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | Magnite Inc | 10,000,000 | $7.994M | 1.0% | $0.89 | — | Note 0.2500% 15-Mar-2026 | 55955DAA8 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,150,000 | $7.682M | 0.9% | $12.57 | -40.6% | COM | 00973N102 |
| — | KAMAN CORP | 7,407,000 | $7.574M | 0.9% | $1.02 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | PARATEK PHARMACEUTICALS INC | 8,207,000 | $7.55M | 0.9% | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | AERIE PHARMACEUTICALS INC | 9,055,000 | $7.499M | 0.9% | $0.85 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | BLOCK INC | 5,000,000 | $7.422M | 0.9% | $1.48 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | Vroom Inc | 11,750,000 | $7.292M | 0.9% | $0.62 | — | Note 0.7500% 01-Jul-2026 | 92918VAA7 |
| — | APELLIS PHARMACEUTICALS INC | 4,500,000 | $6.823M | 0.8% | $1.52 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | TABULA RASA HEALTHCARE INC | 7,950,000 | $6.658M | 0.8% | $0.84 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | Esperion Therapeutics Inc | 12,000,000 | $6.488M | 0.8% | $0.54 | — | Note 4.0000% 15-Nov-2025 | 29664WAA3 |
| — | Invacare Corp (Pending) | 8,500,000 | $5.738M | 0.7% | $0.88 | — | Note 4.2500% 15-Mar-2026 | 461203AP6 |
| — | Avadel Fin Cay Ltd/Avadel Pharma Plc | 5,300,000 | $5.668M | 0.7% | $1.07 | — | Note 4.5000% 01-Feb-2023 | 05337YAA6 |
| — | INFINERA CORP | 2,501,000 | $3.694M | 0.4% | $1.46 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 141,013 | $2.957M | 0.4% | $19.65 | -6.0% | COM | 55933J203 |
| — | BRIDGEBIO PHARMA INC | 4,000,000 | $2.888M | 0.3% | $0.72 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | Progenity Inc | 2,500,000 | $1.798M | 0.2% | $0.72 | — | Note 7.2500% 01-Dec-2025 | 74319FAA5 |
| — | PETIQ INC | 1,240,000 | $1.456M | 0.2% | $1.19 | — | NOTE 4.000% 6/0 | 71639TAB2 |
| — | SERVICESOURCE INTL INC | 1,279,182 | $1.267M | 0.2% | $2.89 | — | COM | 81763U100 |
| — | ACCELERATE ACQUISITION CORP | 100,000 | $972K | 0.1% | $9.69 | — | COM CL A | 00439D102 |
| LAB | FLUIDIGM CORP DEL | 200,000 | $784K | 0.1% | $6.58 | -28.8% | COM | 34385P108 |
| — | KHOSLA VENTURES ACQUT CO III | 60,000 | $586K | 0.1% | $9.81 | — | COM CL A | 482506102 |
| — | ARTEMIS STRATEGIC INVT CORP | 50,000 | $520K | 0.1% | $10.40 | — | UNIT 09/30/2026 | 04303A202 |
| — | GLASS HOUSES ACQUISITION COR | 50,000 | $486K | 0.1% | $9.78 | — | CLASS A COM | 37714P103 |
| — | ARROWROOT ACQUISITION CORP | 50,000 | $485K | 0.1% | $9.72 | — | CL A COM | 04282M102 |
| — | M3 BRIGADE ACQUISITION III | 25,000 | $251K | 0.0% | $10.04 | — | UNIT 99/99/9999 | 55407R202 |
| — | KL ACQUISITION CORP | 25,000 | $245K | 0.0% | $9.76 | — | COM CL A | 49837C109 |
| — | MASON INDUSTRIAL TECHNOLGY I | 25,000 | $244K | 0.0% | $9.76 | — | COM CL A | 57520Y106 |
| — | CRUCIBLE ACQUISITION CORP | 25,000 | $244K | 0.0% | $9.80 | — | COM CL A | 22877P108 |
| — | SENIOR CONNECT ACQUISITN COR | 25,000 | $244K | 0.0% | $9.76 | — | COM CL A | 81723H108 |
| — | GX ACQUISITION CORP II | 25,000 | $242K | 0.0% | $9.64 | — | CLASS A COM | 36260F105 |
| — | CIIG CAPITAL PARTNERS II INC | 20,000 | $206K | 0.0% | $10.10 | — | UNIT 02/28/2028 | 12561U208 |
| — | BOA ACQUISITION CORP | 10,208 | $100K | 0.0% | $9.70 | — | COM CL A | 05601A109 |
| — | ASTREA ACQUISITION CORP | 10,000 | $99,000 | 0.0% | $10.00 | — | COM CL A | 04637C106 |
| — | THUNDER BRIDGE CAP PRTNRS II | 10,000 | $98,000 | 0.0% | $9.70 | — | COM CL A | 88605T100 |
| — | SPORTSTEK ACQUISITION CORP | 10,000 | $98,000 | 0.0% | $9.80 | — | COM CL A | 849196100 |
| — | B RILEY PRIN 250 MERGER CORP | 10,000 | $97,000 | 0.0% | $9.70 | — | CLASS A COM | 05602L104 |
| NBST | NEWBURY STREET ACQUISITN COR | 10,000 | $97,000 | 0.0% | $9.65 | +0.8% | COM | 65101L104 |
| — | OSIRIS ACQUISITION CORP | 10,000 | $97,000 | 0.0% | $9.80 | — | CL A | 68829A103 |
| — | PROPERTY SOLUTIONS ACQUISITI | 10,000 | $97,000 | 0.0% | $9.70 | — | COM CL A | 74350A108 |
| — | TWELVE SEAS INVESTMENT CO II | 10,000 | $97,000 | 0.0% | $9.70 | — | COM CL A | 90118T106 |
| — | ACCELERATE ACQUISITION CORP | 25,000 | $21,000 | 0.0% | $1.23 | — | *W EXP 06/15/202 | 00439D110 |
| — | GX ACQUISITION CORP II | 8,333 | $4,000 | 0.0% | $0.96 | — | *W EXP 03/17/202 | 36260F113 |
| — | PARATEK PHARMACEUTICALS INC | 986 | $4,000 | 0.0% | $5.07 | — | COM | 699374302 |