Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 15, 2022
Total Value: $649M (35.0% shares, 65.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 310,000 | $117M | 18.0% | $377.26 | $451.64 | — | Call | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 210,000 | $79.22M | 12.2% | $377.26 | $451.64 | — | Put | 78462F103 |
| — | Scorpio Tankers Inc (Exchange) | 21,100,000 | $25.08M | 3.9% | $1.19 | $1.07 | — | Note 3.0000% 15-May-2025 | 80918TAD1 |
| — | SPLUNK INC | 19,490,000 | $18.75M | 2.9% | $0.96 | $1.12 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | Infinera Corp | 20,000,000 | $18.46M | 2.8% | $0.92 | $0.97 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | Harmonic Inc | 15,000,000 | $17.91M | 2.8% | $1.19 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | LUMENTUM HLDGS INC | 15,200,000 | $15.65M | 2.4% | $1.03 | $1.10 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | Bandwidth Inc | 20,500,000 | $14.26M | 2.2% | $0.70 | $1.20 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | Palo Alto Networks Inc | 7,500,000 | $14.06M | 2.2% | $1.87 | $2.34 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | NOVA LTD | 10,000,000 | $12.93M | 2.0% | $1.29 | $1.48 | — | NOTE 10/1 | 66980MAB2 |
| — | Chegg Inc | 17,000,000 | $12.47M | 1.9% | $0.73 | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | Ivanhoe Mines Ltd | 10,725,000 | $11.04M | 1.7% | $1.03 | $1.15 | — | Note 2.5000% 15-Apr-2026 | 46579RAA2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 8,400,000 | $10.57M | 1.6% | $1.26 | $1.77 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | Accolade Inc | 16,000,000 | $10.55M | 1.6% | $0.66 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | ACCURAY INC DEL | 13,096,000 | $10.34M | 1.6% | $0.79 | $0.79 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | Patrick Inds Inc | 10,500,000 | $10.33M | 1.6% | $0.98 | $1.00 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | Impinj Inc | 12,000,000 | $10.06M | 1.6% | $0.84 | $1.06 | — | Note 1.1250% 15-May-2027 | 453204AC3 |
| — | DISH Network Corporation | 14,931,000 | $10.05M | 1.5% | $0.67 | $0.93 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | INVACARE CORP | 11,500,000 | $9.545M | 1.5% | $0.83 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | Liveperson Inc | 12,250,000 | $8.912M | 1.4% | $0.73 | $0.78 | — | NOTE 12/1 | 538146AD3 |
| RDNW | RUMBLEON INC | 589,495 | $8.671M | 1.3% | $14.71 * | $24.91 | -21.5% | COM CL B | 781386305 |
| — | Wayfair Inc | 12,400,000 | $8.068M | 1.2% | $0.65 | $0.65 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | TABULA RASA HEALTHCARE INC | 11,450,000 | $7.994M | 1.2% | $0.70 | $0.81 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | fuboTV Inc | 25,000,000 | $7.891M | 1.2% | $0.32 | $0.32 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | Fastly Inc | 10,500,000 | $7.731M | 1.2% | $0.74 | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | Coupa Software Inc | 10,200,000 | $7.695M | 1.2% | $0.75 | $0.83 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | OMNICELL COM | 6,000,000 | $7.676M | 1.2% | $1.28 | $1.40 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | Workiva Inc | 7,000,000 | $7.604M | 1.2% | $1.09 | $1.62 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | 1Life Healthcare Inc | 7,939,000 | $6.614M | 1.0% | $0.83 | $0.85 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | Paratek Pharmaceuticals Inc | 7,707,000 | $6.575M | 1.0% | $0.85 | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | ESPERION THERAPEUTICS INC NE | 11,750,000 | $6.485M | 1.0% | $0.55 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | Lyft Inc | 7,500,000 | $6.413M | 1.0% | $0.86 | $0.86 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | DISH NETWORK CORPORATION | 9,000,000 | $6.368M | 1.0% | $0.71 | $0.96 | — | NOTE 12/1 | 25470MAF6 |
| — | Box Inc | 5,500,000 | $6.253M | 1.0% | $1.14 | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| — | Beyond Meat Inc | 15,511,000 | $6.156M | 0.9% | $0.40 | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | Pegasystems Inc | 7,500,000 | $6.019M | 0.9% | $0.80 | $1.08 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | Magnite Inc | 7,500,000 | $5.602M | 0.9% | $0.75 | $0.80 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,475,000 | $5.458M | 0.8% | $3.70 * | $10.85 | -59.2% | COM | 00973N102 |
| — | Workday Inc | 5,000,000 | $5.244M | 0.8% | $1.05 | $1.65 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | Vroom Inc | 17,250,000 | $4.808M | 0.7% | $0.28 | $0.54 | — | Note 0.7500% 01-Jul-2026 | 92918VAA7 |
| — | Aerie Pharmaceuticals Inc | 5,584,000 | $4.795M | 0.7% | $0.86 | $0.85 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | WESTERN DIGITAL CORP. | 5,000,000 | $4.788M | 0.7% | $0.96 | $1.03 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | THE REALREAL INC | 7,500,000 | $4.748M | 0.7% | $0.63 | $0.80 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | Pure Storage Inc | 4,000,000 | $4.488M | 0.7% | $1.12 | $1.09 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | Invacare Corp | 8,500,000 | $4.25M | 0.7% | $0.50 | $0.55 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | Groupon Inc | 6,500,000 | $4.16M | 0.6% | $0.64 | $0.64 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | II-VI Inc | 3,500,000 | $3.896M | 0.6% | $1.11 | $1.48 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | FIVERR INTL LTD | 5,060,000 | $3.861M | 0.6% | $0.76 | $0.76 | — | NOTE 11/0 | 33835LAA3 |
| — | LUCID GROUP INC | 221,100 | $3.794M | 0.6% | $17.16 | $25.40 | — | Put | 549498103 |
| — | AVADEL FIN CAYMAN LTD | 5,300,000 | $3.756M | 0.6% | $0.71 | $0.99 | — | NOTE 4.500%10/0 | 05337YAC2 |
| — | Guardant Health Inc | 5,000,000 | $3.191M | 0.5% | $0.64 | $0.64 | — | NOTE 11/1 | 40131MAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 205,000 | $2.979M | 0.5% | $14.53 * | $19.05 | -9.8% | COM | 55933J203 |
| — | Apellis Pharmaceuticals Inc | 2,000,000 | $2.96M | 0.5% | $1.48 | $1.52 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | OAK STR HEALTH INC | 3,500,000 | $2.494M | 0.4% | $0.71 | $0.71 | — | NOTE 3/1 | 67181AAB3 |
| — | NanoString Technologies Inc | 3,000,000 | $2.424M | 0.4% | $0.81 | $0.81 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | BridgeBio Pharma Inc | 4,000,000 | $2.178M | 0.3% | $0.54 | $0.72 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | 8X8 INC NEW | 2,500,000 | $2.127M | 0.3% | $0.85 | $0.85 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | THE REALREAL INC | 4,000,000 | $1.823M | 0.3% | $0.46 | $0.46 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | LUCID GROUP INC | 100,000 | $1.716M | 0.3% | $17.16 | $25.40 | — | COM | 549498103 |
| — | LendingTree Inc | 2,500,000 | $1.706M | 0.3% | $0.68 | $0.68 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | Kaman Corp | 1,107,000 | $1.048M | 0.2% | $0.95 | $1.02 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ACCELERATE ACQUISITION CORP | 100,000 | $976K | 0.2% | $9.76 | $9.69 | — | COM CL A | 00439D102 |
| — | Porch Group Inc | 1,500,000 | $792K | 0.1% | $0.53 | $0.53 | — | Note 0.7500% 15-Sep-2026 | 733245AA2 |
| — | INDUSTRIAL TECH ACQSTNS II I | 75,000 | $752K | 0.1% | $10.03 | $10.04 | — | UNIT 03/31/2028 | 45635R207 |
| — | AF ACQUISITION CORP | 75,000 | $731K | 0.1% | $9.75 | $9.75 | — | CLASS A COM | 001040104 |
| — | KHOSLA VENTURES ACQUT CO III | 60,000 | $584K | 0.1% | $9.73 | $9.81 | — | COM CL A | 482506102 |
| — | TABULA RASA HEALTHCARE INC | 200,000 | $514K | 0.1% | $2.57 | $2.57 | — | COM | 873379101 |
| — | ARTEMIS STRATEGIC INVT CORP | 50,000 | $498K | 0.1% | $9.96 | $10.40 | — | UNIT 09/30/2026 | 04303A202 |
| — | GLASS HOUSES ACQUISITION COR | 50,000 | $491K | 0.1% | $9.82 | $9.78 | — | CLASS A COM | 37714P103 |
| — | Arrowroot Acquisition Corp | 50,000 | $491K | 0.1% | $9.82 | $9.72 | — | CL A COM | 04282M102 |
| — | D AND Z MEDIA ACQUISITION CO | 35,322 | $346K | 0.1% | $9.80 | $9.80 | — | COM CL A | 23305Q106 |
| LAB | STANDARD BIOTOOLS INC | 200,000 | $320K | 0.0% | $1.60 * | $6.58 | -62.4% | COM | 34385P108 |
| — | M3 BRIGADE ACQUISITION III | 25,000 | $250K | 0.0% | $10.00 | $10.04 | — | UNIT 99/99/9999 | 55407R202 |
| ASPN | ASPEN AEROGELS INC | 25,000 | $247K | 0.0% | $9.88 | — | — | Call | 04523Y105 |
| — | KL ACQUISITION CORP | 25,000 | $246K | 0.0% | $9.84 | $9.76 | — | COM CL A | 49837C109 |
| — | Crucible Acquisition Corp | 25,000 | $246K | 0.0% | $9.84 | $9.80 | — | COM CL A | 22877P108 |
| — | SENIOR CONNECT ACQUISITN COR | 25,000 | $246K | 0.0% | $9.84 | $9.76 | — | COM CL A | 81723H108 |
| — | GX ACQUISITION CORP II | 25,000 | $245K | 0.0% | $9.80 | $9.64 | — | CLASS A COM | 36260F105 |
| — | MASON INDUSTRIAL TECHNOLGY I | 25,000 | $245K | 0.0% | $9.80 | $9.76 | — | COM CL A | 57520Y106 |
| — | CIIG CAPITAL PARTNERS II INC | 15,922 | $159K | 0.0% | $9.99 | $10.10 | — | UNIT 02/28/2028 | 12561U208 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 15,000 | $149K | 0.0% | $9.93 | $9.93 | — | UNIT 03/18/2027 | 92838K209 |
| — | BOA Acquisition Corp | 10,208 | $100K | 0.0% | $9.80 | $9.70 | — | COM CL A | 05601A109 |
| — | PROPERTY SOLUTIONS ACQUISITI | 10,000 | $98,000 | 0.0% | $9.80 | $9.70 | — | COM CL A | 74350A108 |
| — | Sportstek Acquisition Corp | 10,000 | $98,000 | 0.0% | $9.80 | $9.80 | — | COM CL A | 849196100 |
| — | TWELVE SEAS INVESTMENT CO II | 10,000 | $98,000 | 0.0% | $9.80 | $9.70 | — | COM CL A | 90118T106 |
| — | ASTREA ACQUISITION CORP | 10,000 | $98,000 | 0.0% | $9.80 | $10.00 | — | COM CL A | 04637C106 |
| — | Osiris Acquisition Corp | 10,000 | $98,000 | 0.0% | $9.80 | $9.80 | — | CL A | 68829A103 |
| NBST | NEWBURY STREET ACQUISITN COR | 10,000 | $98,000 | 0.0% | $9.80 | $9.65 | +1.1% | COM | 65101L104 |
| — | THUNDER BRIDGE CAP PRTNRS II | 10,000 | $98,000 | 0.0% | $9.80 | $9.70 | — | COM CL A | 88605T100 |
| — | B RILEY PRIN 250 MERGER CORP | 10,000 | $97,000 | 0.0% | $9.70 | $9.70 | — | CLASS A COM | 05602L104 |
| — | VELOCITY ACQUISITION CORP | 5,976 | $58,000 | 0.0% | $9.71 | $9.71 | — | COM CL A | 92259E104 |
| — | ONE EQUITY PARTNERS OPEN WTR | 4,060 | $40,000 | 0.0% | $9.85 | $9.85 | — | CL A | 68237L105 |
| — | Accelerate Acquisition Corp | 25,000 | $4,000 | 0.0% | $0.16 | $1.23 | — | *W EXP 03/15/202 | 00439D110 |
| — | AF ACQUISITION CORP | 24,999 | $3,000 | 0.0% | $0.12 | $0.12 | — | *W EXP 03/23/202 | 001040112 |
| — | PARATEK PHARMACEUTICALS INC | 986 | $2,000 | 0.0% | $2.03 | $5.07 | — | COM | 699374302 |
| — | GX ACQUISITION CORP II | 8,200 | $1,000 | 0.0% | $0.12 | $0.96 | — | *W EXP 03/17/202 | 36260F113 |