Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 14, 2023
Total Value: $730M (8.7% shares, 91.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 100,000 | $42.75M | 5.9% | $427.48 | $427.48 | — | TR UNIT | 78462F103 |
| — | CYBERARK SOFTWARE LTD | 26,493,000 | $30.58M | 4.2% | $1.15 | $1.14 | — | NOTE 11/1 | 23248VAB1 |
| — | DISH NETWORK CORPORATION | 40,468,000 | $24.51M | 3.4% | $0.61 | $0.66 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | FUBOTV INC | 32,837,000 | $21.77M | 3.0% | $0.66 | $0.41 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | INFINERA CORP | 21,535,000 | $19.89M | 2.7% | $0.92 | $0.92 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | NOVA LTD | 12,454,000 | $19.21M | 2.6% | $1.54 | $1.49 | — | NOTE 10/1 | 66980MAB2 |
| — | Ivanhoe Mines Ltd | 14,625,000 | $18.92M | 2.6% | $1.29 | $1.17 | — | NOTE 2.500% 04/15/26 | 46579RAA2 |
| — | LUMENTUM HLDGS INC | 22,344,000 | $18.84M | 2.6% | $0.84 | $0.95 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | VARONIS SYS INC | 16,000,000 | $18.78M | 2.6% | $1.17 | $1.10 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | WAYFAIR INC | 21,470,000 | $17.62M | 2.4% | $0.82 | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | DIGITALOCEAN HLDGS INC | 21,737,000 | $16.68M | 2.3% | $0.77 | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | LIVEPERSON INC | 21,582,000 | $16.33M | 2.2% | $0.76 | $0.71 | — | NOTE 12/1 | 538146AD3 |
| — | BANDWIDTH INC | 19,942,000 | $16.04M | 2.2% | $0.80 | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | INFINERA CORP | 18,000,000 | $15.98M | 2.2% | $0.89 | $0.89 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | FORD MTR CO DEL | 16,164,000 | $15.93M | 2.2% | $0.99 | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | HARMONIC INC | 13,000,000 | $15.82M | 2.2% | $1.22 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | VROOM INC | 28,196,000 | $15.19M | 2.1% | $0.54 | $0.34 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | Luminar Technologies Inc | 22,100,000 | $14.57M | 2.0% | $0.66 | $0.67 | — | NOTE 1.250% 12/15/26 | 550424AA3 |
| — | Porch Group Inc | 25,000,000 | $14.17M | 1.9% | $0.57 | $0.66 | — | NOTE 6.750% 10/01/28 | 733245AC8 |
| — | IMPINJ INC | 16,113,000 | $14.12M | 1.9% | $0.88 | $1.16 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | MACOM TECH SOLUTIONS HLDGS I | 12,151,000 | $13.82M | 1.9% | $1.14 | $1.14 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | LENDINGTREE INC | 14,954,000 | $11.81M | 1.6% | $0.79 | $0.73 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | ACCURAY INC DEL | 13,096,000 | $11.76M | 1.6% | $0.90 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | Viavi Solutions Inc | 11,747,000 | $11.23M | 1.5% | $0.96 | $1.03 | — | NOTE 1.625% 03/15/26 | 925550AG0 |
| — | AMYRIS INC | 86,395,000 | $10.91M | 1.5% | $0.13 | $0.25 | — | NOTE 1.500% 11/15/26 | 03236MAJ0 |
| — | SNAP INC | 15,500,000 | $10.73M | 1.5% | $0.69 | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | INSULET CORP | 10,810,000 | $10.59M | 1.5% | $0.98 | $1.27 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | THE REALREAL INC | 14,774,000 | $10.49M | 1.4% | $0.71 | $0.73 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | CABLE ONE INC | 12,420,000 | $10.2M | 1.4% | $0.82 | $0.80 | — | NOTE 3/1 | 12685JAE5 |
| — | PROS HOLDINGS INC | 9,460,000 | $9.986M | 1.4% | $1.06 | $0.92 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | Repay Holdings Corp | 12,000,000 | $9.745M | 1.3% | $0.81 | $0.82 | — | NOTE 0% 02/01/2026 | 76029LAA8 |
| — | CUTERA INC | 16,600,000 | $9.716M | 1.3% | $0.59 | $0.63 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | NEOGENOMICS INC | 12,768,000 | $9.114M | 1.2% | $0.71 | $0.66 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | FASTLY INC | 10,500,000 | $8.969M | 1.2% | $0.85 | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | Beauty Health Co | 11,203,000 | $8.778M | 1.2% | $0.78 | $0.79 | — | NOTE 1.250% 10/1/26 | 88331LAA6 |
| — | Danimer Scientific Corp | 23,380,000 | $8.763M | 1.2% | $0.37 | $0.39 | — | NOTE 3.250% 12/15/26 | 236272AA8 |
| — | POST HLDGS INC | 8,530,000 | $8.482M | 1.2% | $0.99 | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | BEYOND MEAT INC | 31,266,000 | $8.292M | 1.1% | $0.27 | $0.40 | — | NOTE 3/1 | 08862EAB5 |
| — | TRAVERE THERAPEUTICS INC | 12,500,000 | $8.093M | 1.1% | $0.65 | $0.65 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | CHEGG INC | 10,171,000 | $8.01M | 1.1% | $0.79 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | NUTANIX INC | 8,930,000 | $7.979M | 1.1% | $0.89 | $0.85 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | 3D SYS CORP DEL | 11,000,000 | $7.967M | 1.1% | $0.72 | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| — | Cryoport Inc | 9,311,000 | $7.434M | 1.0% | $0.80 | $0.80 | — | NOTE 0.750% 12/01/26 | 229050AC3 |
| — | PAR TECHNOLOGY CORP | 8,795,000 | $7.312M | 1.0% | $0.83 | $0.77 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | INOTIV INC | 14,100,000 | $7.254M | 1.0% | $0.51 | $0.44 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | GUARDANT HEALTH INC | 9,975,000 | $6.972M | 1.0% | $0.70 | $0.66 | — | NOTE 11/1 | 40131MAB5 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $6.068M | 0.8% | $1.21 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | THE REALREAL INC | 12,757,000 | $5.756M | 0.8% | $0.45 | $0.38 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | VERITONE INC | 16,100,000 | $5.704M | 0.8% | $0.35 | $0.65 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | UPWORK INC | 6,855,000 | $5.695M | 0.8% | $0.83 | $0.76 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | GROUPON INC | 10,000,000 | $5.643M | 0.8% | $0.56 | $0.54 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | 8X8 INC NEW | 7,500,000 | $5.38M | 0.7% | $0.72 | $0.72 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | EVENTBRITE INC | 5,000,000 | $4.173M | 0.6% | $0.83 | $0.73 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | REVANCE THERAPEUTICS INC | 5,000,000 | $4.034M | 0.6% | $0.81 | $0.81 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | NANOSTRING TECHNOLOGIES INC | 5,000,000 | $3.997M | 0.5% | $0.80 | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | ACCOLADE INC | 4,500,000 | $3.762M | 0.5% | $0.84 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $3.75M | 0.5% | $0.75 | $0.75 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| NE | NOBLE CORP PLC | 89,006 | $3.623M | 0.5% | $40.71 * | $42.46 | +5.1% | ORD SHS A | G65431127 |
| — | CRACKER BARREL OLD CTRY STOR | 4,347,000 | $3.597M | 0.5% | $0.83 | $0.83 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | BIGCOMMERCE HLDGS INC | 4,493,000 | $3.569M | 0.5% | $0.79 | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | ESPERION THERAPEUTICS INC NE | 6,500,000 | $3.413M | 0.5% | $0.53 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| RDNW | RUMBLEON INC | 547,000 | $3.353M | 0.5% | $6.13 * | $21.35 | -62.2% | COM CL B | 781386305 |
| — | BOX INC | 2,700,000 | $2.914M | 0.4% | $1.08 | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| VAL | VALARIS LTD | 37,500 | $2.812M | 0.4% | $74.98 * | $47.94 | +53.2% | CL A | G9460G101 |
| STNG | SCORPIO TANKERS INC | 50,000 | $2.706M | 0.4% | $54.12 | $53.42 | — | SHS | Y7542C130 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 3,457,014 | $2.603M | 0.4% | $0.75 * | $4.89 | -62.2% | COM | 00973N102 |
| — | TPI Composites Inc | 5,000,000 | $2.456M | 0.3% | $0.49 | $0.49 | — | NOTE 5.250% 03/15/28 | 87266JAA2 |
| — | Porch Group Inc | 8,629,000 | $2.298M | 0.3% | $0.27 | $0.56 | — | NOTE 0.75% 09/15/26 | 733245AA2 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $1.828M | 0.3% | $8.31 * | $18.49 | -52.8% | COM | 55933J203 |
| — | Arrival Group | 23,167,000 | $1.699M | 0.2% | $0.07 | $0.27 | — | NOTE 3.500% 12/01/26 | 04271QAA4 |
| — | OMEROS CORP | 2,663,000 | $1.614M | 0.2% | $0.61 | $0.61 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1.445M | 0.2% | $0.56 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | INFINERA CORP | 250,000 | $1.045M | 0.1% | $4.18 | $4.18 | — | COM | 45667G103 |
| LAB | STANDARD BIOTOOLS INC | 300,000 | $870K | 0.1% | $2.90 * | $1.98 | +32.4% | COM | 34385P108 |
| TVTX | TRAVERE THERAPEUTICS INC | 40,000 | $358K | 0.0% | $8.94 * | $14.11 | 0.0% | COM | 89422G107 |
| — | AVADEL PHARMACEUTICALS PLC | 100,000 | $290K | 0.0% | $2.90 | $2.90 | — | SPONSORED ADR | 05337M104 |
| — | VROOM INC | 250,000 | $280K | 0.0% | $1.12 | $1.16 | — | COM | 92918V109 |
| ESPR | ESPERION THERAPEUTICS INC NE | 100,000 | $198K | 0.0% | $1.98 * | $5.16 | -72.0% | COM | 29664W105 |
| — | TELLURIAN INC NEW | 160,200 | $186K | 0.0% | $1.16 | $2.32 | — | COM | 87968A104 |
| PRCH | PORCH GROUP INC | 225,000 | $181K | 0.0% | $0.80 * | $1.56 | -32.8% | COM | 733245104 |
| — | DANIMER SCIENTIFIC INC | 50,000 | $104K | 0.0% | $2.07 | $2.07 | — | COM CL A | 236272100 |
| — | BYTE ACQUISITION CORP | 12,500 | $2,875 | 0.0% | $0.23 | $0.17 | — | CLASS A ORD SHS | G1R25Q105 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $1,341 | 0.0% | $0.05 | $0.11 | — | COM | 00739D109 |
| — | INDUSTRIAL TECH ACQSTNS II I | 37,500 | $1,313 | 0.0% | $0.04 | $0.06 | — | CLASS A COM | 45635R108 |
| — | ARTEMIS STRATEGIC INVT CORP | 25,000 | $765 | 0.0% | $0.03 | $9.25 | — | COM CL A | 04303A103 |
| SACQF | SPREE ACQUISITION CORP 1 LTD | 12,500 | $365 | 0.0% | $0.03 | — | — | CL A ORD SHS | G83745102 |
| — | ZAPP ELEC VEHS GROUP LTD | 7,961 | $200 | 0.0% | $0.03 | $0.03 | — | SHS | G9889X107 |
| — | QUADRO ACQUISITION ONE CORP | 366 | $18 | 0.0% | $0.05 | $0.05 | — | CL A SHS | G52807107 |