Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 13, 2024
Total Value: $718M (9.3% shares, 90.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Ivanhoe Mines Ltd | 18,625,000 | $26.08M | 3.6% | $1.40 | $1.22 | — | NOTE 2.500% 04/15/26 | 46579RAA2 |
| — | FUBOTV INC | 32,837,000 | $24.06M | 3.3% | $0.73 | $0.41 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | DISH NETWORK CORPORATION | 44,468,000 | $24.01M | 3.3% | $0.54 | $0.65 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $23.77M | 3.3% | $475.31 | $427.48 | — | Put | 78462F103 |
| — | NOVA LTD | 12,454,000 | $23.09M | 3.2% | $1.85 | $1.49 | — | NOTE 10/1 | 66980MAB2 |
| — | SEMTECH CORP | 26,500,000 | $22.71M | 3.2% | $0.86 | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | Lucid Group Inc | 42,854,000 | $22.45M | 3.1% | $0.52 | $0.52 | — | NOTE 1.250% 12/15/26 | 549498AA1 |
| — | INFINERA CORP | 23,841,000 | $22.28M | 3.1% | $0.93 | $0.90 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | HARMONIC INC | 13,000,000 | $19.98M | 2.8% | $1.54 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | INFINERA CORP | 20,035,000 | $19.76M | 2.8% | $0.99 | $0.92 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | INFINERA CORP | 250,000 | $19.35M | 2.7% | $77.39 | $4.18 | — | Put | 45667G103 |
| — | MACOM TECH SOLUTIONS HLDGS I | 13,757,000 | $16.97M | 2.4% | $1.23 | $1.15 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | Porch Group Inc | 27,500,000 | $16.14M | 2.2% | $0.59 | $0.65 | — | NOTE 6.750% 10/01/28 | 733245AC8 |
| — | VROOM INC | 28,196,000 | $15.39M | 2.1% | $0.55 | $0.34 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | LIVEPERSON INC | 23,082,000 | $15.31M | 2.1% | $0.66 | $0.71 | — | NOTE 12/1 | 538146AD3 |
| — | LUMENTUM HLDGS INC | 17,144,000 | $15.29M | 2.1% | $0.89 | $0.95 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | Viavi Solutions Inc | 14,702,000 | $14.7M | 2.0% | $1.00 | $1.02 | — | NOTE 1.625% 03/15/26 | 925550AG0 |
| — | BANDWIDTH INC | 17,325,000 | $14.37M | 2.0% | $0.83 | $1.06 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | PROS HOLDINGS INC | 12,500,000 | $14.19M | 2.0% | $1.14 | $0.97 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | CABLE ONE INC | 15,920,000 | $13.61M | 1.9% | $0.85 | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | Luminar Technologies Inc | 28,100,000 | $13.08M | 1.8% | $0.47 | $0.62 | — | NOTE 1.250% 12/15/26 | 550424AA3 |
| — | IMPINJ INC | 11,713,000 | $12.77M | 1.8% | $1.09 | $1.16 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | 8X8 INC NEW | 14,000,000 | $12.16M | 1.7% | $0.87 | $0.79 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | INSULET CORP | 10,394,000 | $11.95M | 1.7% | $1.15 | $1.27 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | ACCURAY INC DEL | 13,096,000 | $11.86M | 1.7% | $0.91 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | NEOGENOMICS INC | 15,596,000 | $11.8M | 1.6% | $0.76 | $0.68 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | REVANCE THERAPEUTICS INC | 14,000,000 | $10.67M | 1.5% | $0.76 | $0.78 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | DIGITALOCEAN HLDGS INC | 12,500,000 | $10.31M | 1.4% | $0.83 | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | TRAVERE THERAPEUTICS INC | 15,000,000 | $9.95M | 1.4% | $0.66 | $0.65 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | THE REALREAL INC | 13,274,000 | $9.817M | 1.4% | $0.74 | $0.73 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | PAR TECHNOLOGY CORP | 10,815,000 | $9.625M | 1.3% | $0.89 | $0.79 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | Cryoport Inc | 11,811,000 | $9.564M | 1.3% | $0.81 | $0.80 | — | NOTE 0.750% 12/01/26 | 229050AC3 |
| — | FORD MTR CO DEL | 9,000,000 | $8.955M | 1.2% | $1.00 | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | Repay Holdings Corp | 10,385,000 | $8.871M | 1.2% | $0.85 | $0.82 | — | NOTE 0% 02/01/2026 | 76029LAA8 |
| — | CHEGG INC | 10,171,000 | $8.493M | 1.2% | $0.84 | $0.82 | — | NOTE 9/0 | 163092AF6 |
| — | 3D SYS CORP DEL | 11,000,000 | $8.408M | 1.2% | $0.76 | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| — | WAYFAIR INC | 8,970,000 | $7.89M | 1.1% | $0.88 | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | Beauty Health Co | 10,203,000 | $7.667M | 1.1% | $0.75 | $0.79 | — | NOTE 1.250% 10/1/26 | 88331LAA6 |
| RDNW | RUMBLEON INC | 928,777 | $7.56M | 1.1% | $8.14 * | $15.21 | -57.8% | COM CL B | 781386305 |
| — | EVENTBRITE INC | 8,400,000 | $7.182M | 1.0% | $0.86 | $0.78 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | INOTIV INC | 16,200,000 | $6.899M | 1.0% | $0.43 | $0.43 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | CUTERA INC | 24,816,000 | $6.501M | 0.9% | $0.26 | $0.51 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | BEYOND MEAT INC | 34,766,000 | $6.432M | 0.9% | $0.18 | $0.38 | — | NOTE 3/1 | 08862EAB5 |
| — | BLOCK INC | 7,000,000 | $6.147M | 0.9% | $0.88 | $0.88 | — | NOTE 5/0 | 852234AJ2 |
| — | GROUPON INC | 9,500,000 | $5.958M | 0.8% | $0.63 | $0.54 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | BIGCOMMERCE HLDGS INC | 6,993,000 | $5.642M | 0.8% | $0.81 | $0.76 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | GUARDANT HEALTH INC | 7,975,000 | $5.613M | 0.8% | $0.70 | $0.66 | — | NOTE 11/1 | 40131MAB5 |
| — | Danimer Scientific Corp | 30,870,000 | $5.541M | 0.8% | $0.18 | $0.34 | — | NOTE 3.250% 12/15/26 | 236272AA8 |
| — | CRACKER BARREL OLD CTRY STOR | 6,347,000 | $5.518M | 0.8% | $0.87 | $0.84 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $5.333M | 0.7% | $1.07 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | TPI Composites Inc | 10,050,000 | $5.327M | 0.7% | $0.53 | $0.51 | — | NOTE 5.250% 03/15/28 | 87266JAA2 |
| — | TELADOC HEALTH INC | 6,250,000 | $5.148M | 0.7% | $0.82 | $0.82 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | POST HLDGS INC | 5,000,000 | $5.063M | 0.7% | $1.01 | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $4.215M | 0.6% | $0.84 | $0.75 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | THE REALREAL INC | 11,757,000 | $4.092M | 0.6% | $0.35 | $0.38 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | NUTANIX INC | 3,849,000 | $4.006M | 0.6% | $1.04 | $0.85 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ESPERION THERAPEUTICS INC NE | 6,500,000 | $3.836M | 0.5% | $0.59 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | NANOSTRING TECHNOLOGIES INC | 5,000,000 | $3.748M | 0.5% | $0.75 | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | WAYFAIR INC | 3,000,000 | $3.707M | 0.5% | $1.24 | $1.24 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| NE | NOBLE CORP PLC | 90,256 | $3.467M | 0.5% | $38.41 * | $42.44 | -2.9% | ORD SHS A | G65431127 |
| — | VERITONE INC | 10,700,000 | $3.466M | 0.5% | $0.32 | $0.65 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | Porch Group Inc | 10,629,000 | $3.277M | 0.5% | $0.31 | $0.52 | — | NOTE 0.75% 09/15/26 | 733245AA2 |
| — | CONFLUENT INC | 3,500,000 | $2.927M | 0.4% | $0.84 | $0.84 | — | NOTE 1/1 | 20717MAB9 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 3,353,351 | $2.799M | 0.4% | $0.83 * | $4.89 | -86.2% | COM | 00973N102 |
| — | SNAP INC | 3,500,000 | $2.756M | 0.4% | $0.79 | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| VAL | VALARIS LTD | 40,000 | $2.743M | 0.4% | $68.57 | $49.23 | +39.2% | CL A | G9460G101 |
| STNG | SCORPIO TANKERS INC | 45,000 | $2.736M | 0.4% | $60.80 | $53.42 | — | SHS | Y7542C130 |
| — | FASTLY INC | 2,500,000 | $2.181M | 0.3% | $0.87 | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | MAGNITE INC | 2,500,000 | $2.15M | 0.3% | $0.86 | $0.86 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | ACCOLADE INC | 2,213,000 | $1.913M | 0.3% | $0.86 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $1.65M | 0.2% | $7.50 * | $18.49 | -60.5% | COM | 55933J203 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1.525M | 0.2% | $0.59 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | AVADEL PHARMACEUTICALS PLC | 100,000 | $1.412M | 0.2% | $14.12 | $2.90 | — | Call | 05337M104 |
| — | COHERUS BIOSCIENCES INC | 2,000,000 | $1.143M | 0.2% | $0.57 | $0.57 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| ESPR | ESPERION THERAPEUTICS INC NE | 100,000 | $603K | 0.1% | $6.03 * | $5.16 | -74.9% | COM | 29664W105 |
| LAB | STANDARD BIOTOOLS INC | 125,000 | $276K | 0.0% | $2.21 * | $1.98 | +8.1% | COM | 34385P108 |
| VERI | VERITONE INC | 324,922 | $163K | 0.0% | $0.50 * | $2.23 | 0.0% | COM | 92347M100 |
| — | VROOM INC | 250,000 | $151K | 0.0% | $0.60 | $1.16 | — | COM | 92918V109 |
| — | TELLURIAN INC NEW | 160,200 | $121K | 0.0% | $0.76 | $2.32 | — | COM | 87968A104 |
| — | DANIMER SCIENTIFIC INC | 57,000 | $58,140 | 0.0% | $1.02 | $2.07 | — | Put | 236272100 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 67,100 | $55,961 | 0.0% | $0.83 * | $4.89 | -86.2% | Call | 00973N102 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $1,088 | 0.0% | $0.04 | $0.11 | — | COM | 00739D109 |
| AISP | AIRSHIP AI HLDGS INC | 12,500 | $725 | 0.0% | $0.06 * | $9.93 | 0.0% | COM | 008940108 |
| SACQF | SPREE ACQUISITION CORP 1 LTD | 12,500 | $375 | 0.0% | $0.03 | — | — | CL A ORD SHS | G83745102 |
| — | ZAPP ELEC VEHS GROUP LTD | 7,961 | $65 | 0.0% | $0.01 | $0.03 | — | SHS | G9889X107 |
| — | QUADRO ACQUISITION ONE CORP | 366 | $7 | 0.0% | $0.02 | $0.05 | — | CL A SHS | G52807107 |