Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Oct 6, 2023
Total Value: $733M (4.6% shares, 95.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NOVA LTD | 18,954,000 | $30.46M | 4.2% | $1.61 | $1.49 | — | NOTE 10/1 | 66980MAB2 |
| — | INSULET CORP | 21,539,000 | $29.63M | 4.0% | $1.38 | $1.27 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | INFINERA CORP | 28,535,000 | $28.57M | 3.9% | $1.00 | $1.07 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | CYBERARK SOFTWARE LTD | 24,493,000 | $27.89M | 3.8% | $1.14 | $1.14 | — | NOTE 11/1 | 23248VAB1 |
| — | FUBOTV INC | 43,337,000 | $25.11M | 3.4% | $0.58 | $0.41 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | HARMONIC INC | 13,000,000 | $24.61M | 3.4% | $1.89 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | DISH NETWORK CORPORATION | 45,868,000 | $23.36M | 3.2% | $0.51 | $0.66 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LUMENTUM HLDGS INC | 24,965,000 | $22.14M | 3.0% | $0.89 | $0.95 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | IMPINJ INC | 16,630,000 | $17.95M | 2.4% | $1.08 | $1.16 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | VARONIS SYS INC | 16,000,000 | $17.63M | 2.4% | $1.10 | $1.10 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | IVN 2.500 04/15/26 CVT | 12,625,000 | $17.25M | 2.4% | $1.37 | $1.15 | — | COM | 46579RAA2 |
| — | FORD MTR CO DEL | 15,300,000 | $16.76M | 2.3% | $1.10 | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | PRCH 6.750 10/01/28 | 25,000,000 | $16.38M | 2.2% | $0.66 | $0.66 | — | COM | 733245AC8 |
| — | LENDINGTREE INC | 19,454,000 | $15M | 2.0% | $0.77 | $0.73 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | VROOM INC | 27,396,000 | $13.15M | 1.8% | $0.48 | $0.34 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | ACCURAY INC DEL | 13,096,000 | $12.99M | 1.8% | $0.99 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | LAZR 1.250 12/15/26 CVT | 19,100,000 | $12.74M | 1.7% | $0.67 | $0.67 | — | COM | 550424AA3 |
| — | AMYRIS INC | 62,545,000 | $12.51M | 1.7% | $0.20 | $0.30 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | LIVEPERSON INC | 18,082,000 | $11.7M | 1.6% | $0.65 | $0.70 | — | NOTE 12/1 | 538146AD3 |
| — | DIGITALOCEAN HLDGS INC | 14,237,000 | $11.14M | 1.5% | $0.78 | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | WAYFAIR INC | 13,437,000 | $11.11M | 1.5% | $0.83 | $0.64 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | BANDWIDTH INC | 14,113,000 | $11.07M | 1.5% | $0.78 | $1.17 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | CABLE ONE INC | 13,300,000 | $10.9M | 1.5% | $0.82 | $0.80 | — | NOTE 3/1 | 12685JAE5 |
| — | TABULA RASA HEALTHCARE INC | 12,797,000 | $10.65M | 1.5% | $0.83 | $0.81 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | BEYOND MEAT INC | 40,066,000 | $10.62M | 1.4% | $0.27 | $0.40 | — | NOTE 3/1 | 08862EAB5 |
| — | CHEGG INC | 14,000,000 | $10.5M | 1.4% | $0.75 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | CUTERA INC | 16,600,000 | $10.4M | 1.4% | $0.63 | $0.63 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | SPLUNK INC | 12,000,000 | $10.37M | 1.4% | $0.86 | $0.86 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | VIAVX 1.625 03/15/26 CVT | 9,747,000 | $10.23M | 1.4% | $1.05 | $1.04 | — | COM | 925550AG0 |
| — | THE REALREAL INC | 14,774,000 | $10.1M | 1.4% | $0.68 | $0.73 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | NUTANIX INC | 11,341,000 | $9.675M | 1.3% | $0.85 | $0.85 | — | NOTE 0.250%10/0 | 67059NAH1 |
| RDNW | RUMBLEON INC | 781,502 | $9.659M | 1.3% | $12.36 * | $21.35 | -56.3% | COM CL B | 781386305 |
| — | NEOGENOMICS INC | 12,768,000 | $9.392M | 1.3% | $0.74 | $0.66 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | VERITONE INC | 14,600,000 | $9.344M | 1.3% | $0.64 | $0.68 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | FASTLY INC | 10,500,000 | $8.722M | 1.2% | $0.83 | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | PROS HOLDINGS INC | 8,500,000 | $8.505M | 1.2% | $1.00 | $0.90 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | SKIN 1.250 10/01/26 CVT | 10,703,000 | $8.435M | 1.2% | $0.79 | $0.79 | — | COM | 88331LAA6 |
| — | SPLUNK INC | 8,500,000 | $8.404M | 1.1% | $0.99 | $1.09 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | LIVONGO HEALTH INC | 9,100,000 | $8.236M | 1.1% | $0.91 | $0.89 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | ARTIVION INC | 7,500,000 | $7.819M | 1.1% | $1.04 | $0.90 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | BOX INC | 5,810,000 | $7.233M | 1.0% | $1.25 | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| — | UPWORK INC | 8,855,000 | $7.2M | 1.0% | $0.81 | $0.76 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | SNAP INC | 10,000,000 | $7.175M | 1.0% | $0.72 | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | DNMR 3.250 12/15/26 CVT | 17,195,000 | $7.028M | 1.0% | $0.41 | $0.40 | — | COM | 236272AA8 |
| — | INOTIV INC | 13,100,000 | $6.771M | 0.9% | $0.52 | $0.43 | — | NOTE 3.250%10/1 | 45783QAB6 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 2,041,591 | $6.492M | 0.9% | $3.18 * | $7.00 | -56.2% | COM | 00973N102 |
| — | GUARDANT HEALTH INC | 9,000,000 | $6.463M | 0.9% | $0.72 | $0.66 | — | NOTE 11/1 | 40131MAB5 |
| — | PAR TECHNOLOGY CORP | 8,065,000 | $6.397M | 0.9% | $0.79 | $0.77 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | 3D SYS CORP DEL | 8,000,000 | $6.085M | 0.8% | $0.76 | $0.76 | — | NOTE 11/1 | 88554DAD8 |
| — | THE REALREAL INC | 14,507,000 | $5.948M | 0.8% | $0.41 | $0.38 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | LYFT INC | 6,376,000 | $5.742M | 0.8% | $0.90 | $0.87 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | GROUPON INC | 14,500,000 | $5.492M | 0.7% | $0.38 | $0.54 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | RPAY 02/01/26 CVT | 6,500,000 | $5.334M | 0.7% | $0.82 | $0.82 | — | COM | 76029LAA8 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $5.2M | 0.7% | $1.04 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | WESTERN DIGITAL CORP. | 4,895,000 | $4.751M | 0.6% | $0.97 | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | EVENTBRITE INC | 5,000,000 | $4.225M | 0.6% | $0.84 | $0.73 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | NANOSTRING TECHNOLOGIES INC | 5,000,000 | $4.2M | 0.6% | $0.84 | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | ESPERION THERAPEUTICS INC NE | 7,500,000 | $3.75M | 0.5% | $0.50 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | ACCOLADE INC | 4,500,000 | $3.746M | 0.5% | $0.83 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | CONFLUENT INC | 4,500,000 | $3.741M | 0.5% | $0.83 | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | ARVL 3.500 12/01/26 CVT | 23,167,000 | $3.707M | 0.5% | $0.16 | $0.27 | — | COM | 04271QAA4 |
| — | MAGNITE INC | 4,381,000 | $3.705M | 0.5% | $0.85 | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | BIGCOMMERCE HLDGS INC | 4,493,000 | $3.544M | 0.5% | $0.79 | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | WOLFSPEED INC | 60,800 | $3.38M | 0.5% | $55.59 | $55.59 | — | COM | 977852102 |
| — | PRCH 0.75 09/15/26 | 8,629,000 | $3.328M | 0.5% | $0.39 | $0.56 | — | COM | 733245AA2 |
| — | MICROSTRATEGY INC | 3,000,000 | $3.266M | 0.4% | $1.09 | $1.09 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | SNAP INC | 4,000,000 | $2.973M | 0.4% | $0.74 | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| VAL | VALARIS LIMITED | 40,000 | $2.517M | 0.3% | $62.93 * | $47.94 | +25.7% | CL A | G9460G101 |
| STNG | SCORPIO TANKERS INC | 52,824 | $2.495M | 0.3% | $47.23 | $53.42 | — | SHS | Y7542C130 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $2.46M | 0.3% | $11.18 * | $18.49 | -47.1% | COM | 55933J203 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1.412M | 0.2% | $0.54 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| NE | NOBLE CORP PLC | 17,500 | $1.262M | 0.2% | $72.12 * | $33.61 | 0.0% | ORD SHS A | G65431127 |
| — | TABULA RASA HEALTHCARE INC | 137,425 | $1.134M | 0.2% | $8.25 | $2.78 | — | COM | 873379101 |
| LAB | STANDARD BIOTOOLS INC | 450,000 | $869K | 0.1% | $1.93 | $1.98 | -0.1% | COM | 34385P108 |
| — | VROOM INC | 375,000 | $540K | 0.1% | $1.44 | $1.16 | — | COM | 92918V109 |
| — | ARTEMIS STRATEGIC INVT CORP | 75,000 | $530K | 0.1% | $7.07 | $9.25 | — | COM CL A | 04303A103 |
| SPY | SPDR S&P 500 ETF TR | 325,000 | $483K | 0.1% | $1.49 | — | — | Put | 78462F103 |
| ESPR | ESPERION THERAPEUTICS INC NE | 100,000 | $280K | 0.0% | $2.80 * | $5.16 | -73.0% | COM | 29664W105 |
| PRCH | PORCH GROUP INC | 200,000 | $276K | 0.0% | $1.38 * | $1.63 | -25.6% | COM | 733245104 |
| — | M3 BRIGADE ACQUISITION III | 33,333 | $265K | 0.0% | $7.95 | $9.73 | — | CL A COM | 55407R103 |
| — | TELLURIAN INC NEW | 170,000 | $243K | 0.0% | $1.43 | $2.32 | — | COM | 87968A104 |
| — | AMYRIS INC | 200,000 | $206K | 0.0% | $1.03 | $1.03 | — | COM NEW | 03236M200 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 22,500 | $158K | 0.0% | $7.03 | $7.03 | — | COMMON STOCK | 92838K100 |
| THO | THOR INDS INC | 10,000 | $47,000 | 0.0% | $4.70 | — | — | Call | 885160101 |
| IWM | ISHARES TR | 50,000 | $36,500 | 0.0% | $0.73 | — | — | Put | 464287655 |
| — | INFINERA CORP | 300,000 | $22,500 | 0.0% | $0.07 | — | — | Call | 45667G103 |
| HYG | ISHARES TR | 25,000 | $11,250 | 0.0% | $0.45 | — | — | Put | 464288513 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $2,922 | 0.0% | $0.11 | $0.11 | — | COM | 00739D109 |
| — | INDUSTRIAL TECH ACQSTNS II I | 37,500 | $2,250 | 0.0% | $0.06 | $0.06 | — | CLASS A COM | 45635R108 |
| — | BYTE ACQUISITION CORP | 12,500 | $2,103 | 0.0% | $0.17 | $0.17 | — | CLASS A ORD SHS | G1R25Q105 |
| SACQF | SPREE ACQUISITION CORP 1 LTD | 12,500 | $0 | 0.0% | $0.00 | — | — | CL A ORD SHS | G83745102 |