CIK: 0001278960 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 13, 2024
Total Value ($000): $718,383 (9.3% shares, 90.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Ivanhoe Mines Ltd | 18,625,000 | $26,081 | 3.6% | $1.22 | — | NOTE 2.500% 04/15/26 | 46579RAA2 |
| — | FUBOTV INC | 32,837,000 | $24,062 | 3.3% | $0.41 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | DISH NETWORK CORPORATION | 44,468,000 | $24,013 | 3.3% | $0.65 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $23,766 | 3.3% | $427.48 | — | Put | 78462F103 |
| — | NOVA LTD | 12,454,000 | $23,087 | 3.2% | $1.49 | — | NOTE 10/1 | 66980MAB2 |
| — | SEMTECH CORP | 26,500,000 | $22,714 | 3.2% | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | Lucid Group Inc | 42,854,000 | $22,447 | 3.1% | $0.52 | — | NOTE 1.250% 12/15/26 | 549498AA1 |
| — | INFINERA CORP | 23,841,000 | $22,278 | 3.1% | $0.90 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | HARMONIC INC | 13,000,000 | $19,982 | 2.8% | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | INFINERA CORP | 20,035,000 | $19,756 | 2.8% | $0.92 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | INFINERA CORP | 250,000 | $19,348 | 2.7% | $4.18 | — | Put | 45667G103 |
| — | MACOM TECH SOLUTIONS HLDGS I | 13,757,000 | $16,971 | 2.4% | $1.15 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | Porch Group Inc | 27,500,000 | $16,139 | 2.2% | $0.65 | — | NOTE 6.750% 10/01/28 | 733245AC8 |
| — | VROOM INC | 28,196,000 | $15,387 | 2.1% | $0.34 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | LIVEPERSON INC | 23,082,000 | $15,307 | 2.1% | $0.71 | — | NOTE 12/1 | 538146AD3 |
| — | LUMENTUM HLDGS INC | 17,144,000 | $15,291 | 2.1% | $0.95 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | Viavi Solutions Inc | 14,702,000 | $14,701 | 2.0% | $1.02 | — | NOTE 1.625% 03/15/26 | 925550AG0 |
| — | BANDWIDTH INC | 17,325,000 | $14,371 | 2.0% | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | PROS HOLDINGS INC | 12,500,000 | $14,190 | 2.0% | $0.97 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | CABLE ONE INC | 15,920,000 | $13,611 | 1.9% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | Luminar Technologies Inc | 28,100,000 | $13,084 | 1.8% | $0.62 | — | NOTE 1.250% 12/15/26 | 550424AA3 |
| — | IMPINJ INC | 11,713,000 | $12,767 | 1.8% | $1.16 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | 8X8 INC NEW | 14,000,000 | $12,155 | 1.7% | $0.79 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | INSULET CORP | 10,394,000 | $11,951 | 1.7% | $1.27 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ACCURAY INC DEL | 13,096,000 | $11,861 | 1.7% | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | NEOGENOMICS INC | 15,596,000 | $11,803 | 1.6% | $0.68 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | REVANCE THERAPEUTICS INC | 14,000,000 | $10,667 | 1.5% | $0.78 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | DIGITALOCEAN HLDGS INC | 12,500,000 | $10,313 | 1.4% | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | TRAVERE THERAPEUTICS INC | 15,000,000 | $9,950 | 1.4% | $0.65 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | THE REALREAL INC | 13,274,000 | $9,817 | 1.4% | $0.73 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | PAR TECHNOLOGY CORP | 10,815,000 | $9,625 | 1.3% | $0.79 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | Cryoport Inc | 11,811,000 | $9,564 | 1.3% | $0.80 | — | NOTE 0.750% 12/01/26 | 229050AC3 |
| — | FORD MTR CO DEL | 9,000,000 | $8,955 | 1.2% | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | Repay Holdings Corp | 10,385,000 | $8,871 | 1.2% | $0.82 | — | NOTE 0% 02/01/2026 | 76029LAA8 |
| — | CHEGG INC | 10,171,000 | $8,493 | 1.2% | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | 3D SYS CORP DEL | 11,000,000 | $8,408 | 1.2% | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| — | WAYFAIR INC | 8,970,000 | $7,890 | 1.1% | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | Beauty Health Co | 10,203,000 | $7,667 | 1.1% | $0.79 | — | NOTE 1.250% 10/1/26 | 88331LAA6 |
| RDNW | RUMBLEON INC | 928,777 | $7,560 | 1.1% | $15.21 | -57.8% | COM CL B | 781386305 |
| — | EVENTBRITE INC | 8,400,000 | $7,182 | 1.0% | $0.78 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | INOTIV INC | 16,200,000 | $6,899 | 1.0% | $0.43 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | CUTERA INC | 24,816,000 | $6,501 | 0.9% | $0.51 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | BEYOND MEAT INC | 34,766,000 | $6,432 | 0.9% | $0.38 | — | NOTE 3/1 | 08862EAB5 |
| — | BLOCK INC | 7,000,000 | $6,147 | 0.9% | $0.88 | — | NOTE 5/0 | 852234AJ2 |
| — | GROUPON INC | 9,500,000 | $5,958 | 0.8% | $0.54 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | BIGCOMMERCE HLDGS INC | 6,993,000 | $5,642 | 0.8% | $0.76 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | GUARDANT HEALTH INC | 7,975,000 | $5,613 | 0.8% | $0.66 | — | NOTE 11/1 | 40131MAB5 |
| — | Danimer Scientific Corp | 30,870,000 | $5,541 | 0.8% | $0.34 | — | NOTE 3.250% 12/15/26 | 236272AA8 |
| — | CRACKER BARREL OLD CTRY STOR | 6,347,000 | $5,518 | 0.8% | $0.84 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $5,333 | 0.7% | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | TPI Composites Inc | 10,050,000 | $5,327 | 0.7% | $0.51 | — | NOTE 5.250% 03/15/28 | 87266JAA2 |
| — | TELADOC HEALTH INC | 6,250,000 | $5,148 | 0.7% | $0.82 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | POST HLDGS INC | 5,000,000 | $5,063 | 0.7% | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $4,215 | 0.6% | $0.75 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | THE REALREAL INC | 11,757,000 | $4,092 | 0.6% | $0.38 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | NUTANIX INC | 3,849,000 | $4,006 | 0.6% | $0.85 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ESPERION THERAPEUTICS INC NE | 6,500,000 | $3,836 | 0.5% | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | NANOSTRING TECHNOLOGIES INC | 5,000,000 | $3,748 | 0.5% | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | WAYFAIR INC | 3,000,000 | $3,707 | 0.5% | $1.24 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| NE | NOBLE CORP PLC | 90,256 | $3,467 | 0.5% | $42.44 | -2.9% | ORD SHS A | G65431127 |
| — | VERITONE INC | 10,700,000 | $3,466 | 0.5% | $0.65 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | Porch Group Inc | 10,629,000 | $3,277 | 0.5% | $0.52 | — | NOTE 0.75% 09/15/26 | 733245AA2 |
| — | CONFLUENT INC | 3,500,000 | $2,927 | 0.4% | $0.84 | — | NOTE 1/1 | 20717MAB9 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 3,353,351 | $2,799 | 0.4% | $4.89 | -86.2% | COM | 00973N102 |
| — | SNAP INC | 3,500,000 | $2,756 | 0.4% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| VAL | VALARIS LTD | 40,000 | $2,743 | 0.4% | $49.23 | +39.2% | CL A | G9460G101 |
| STNG | SCORPIO TANKERS INC | 45,000 | $2,736 | 0.4% | $53.42 | — | SHS | Y7542C130 |
| — | FASTLY INC | 2,500,000 | $2,181 | 0.3% | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | MAGNITE INC | 2,500,000 | $2,150 | 0.3% | $0.86 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | ACCOLADE INC | 2,213,000 | $1,913 | 0.3% | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $1,650 | 0.2% | $18.49 | -60.5% | COM | 55933J203 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1,525 | 0.2% | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | AVADEL PHARMACEUTICALS PLC | 100,000 | $1,412 | 0.2% | $2.90 | — | Call | 05337M104 |
| — | COHERUS BIOSCIENCES INC | 2,000,000 | $1,143 | 0.2% | $0.57 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| ESPR | ESPERION THERAPEUTICS INC NE | 100,000 | $603 | 0.1% | $5.16 | -74.9% | COM | 29664W105 |
| LAB | STANDARD BIOTOOLS INC | 125,000 | $276 | 0.0% | $1.98 | +8.1% | COM | 34385P108 |
| VERI | VERITONE INC | 324,922 | $163 | 0.0% | $2.23 | 0.0% | COM | 92347M100 |
| — | VROOM INC | 250,000 | $151 | 0.0% | $1.16 | — | COM | 92918V109 |
| — | TELLURIAN INC NEW | 160,200 | $121 | 0.0% | $2.32 | — | COM | 87968A104 |
| — | DANIMER SCIENTIFIC INC | 57,000 | $58 | 0.0% | $2.07 | — | Put | 236272100 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 67,100 | $56 | 0.0% | $4.89 | -86.2% | Call | 00973N102 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $1 | 0.0% | $0.11 | — | COM | 00739D109 |
| AISP | AIRSHIP AI HLDGS INC | 12,500 | $1 | 0.0% | $9.93 | 0.0% | COM | 008940108 |
| SACQF | SPREE ACQUISITION CORP 1 LTD | 12,500 | $0 | 0.0% | — | — | CL A ORD SHS | G83745102 |
| — | ZAPP ELEC VEHS GROUP LTD | 7,961 | $0 | 0.0% | $0.03 | — | SHS | G9889X107 |
| — | QUADRO ACQUISITION ONE CORP | 366 | $0 | 0.0% | $0.05 | — | CL A SHS | G52807107 |