Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value: $725M (18.5% shares, 81.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 150,000 | $57.36M | 7.9% | $382.43 | — | — | Put | 78462F103 |
| — | INFINERA CORP | 21,300,000 | $26.46M | 3.7% | $1.24 | $1.00 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | INSULET CORP | 16,251,000 | $22.98M | 3.2% | $1.41 | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | HARMONIC INC | 14,000,000 | $22.08M | 3.0% | $1.58 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | DISH NETWORK CORPORATION | 33,686,000 | $21.18M | 2.9% | $0.63 | $0.71 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| HYG | ISHARES TR | 275,000 | $20.25M | 2.8% | $73.63 | — | — | Put | 464288513 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $19.12M | 2.6% | $382.43 | — | — | Call | 78462F103 |
| — | INFINERA CORP | 16,433,000 | $16.14M | 2.2% | $0.98 | $0.97 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | IVN 2.500 04/15/26 | 12,375,000 | $15.27M | 2.1% | $1.23 | $1.15 | — | Note 2.5000% 15-Apr-2026 | 46579RAA2 |
| — | FUBOTV INC | 30,500,000 | $14.29M | 2.0% | $0.47 | $0.35 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | AMYRIS INC | 42,250,000 | $13.7M | 1.9% | $0.32 | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | WAYFAIR INC | 23,437,000 | $13.52M | 1.9% | $0.58 | $0.64 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PURE STORAGE INC | 12,450,000 | $13.48M | 1.9% | $1.08 | $1.10 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | ACCURAY INC DEL | 15,781,000 | $13.02M | 1.8% | $0.83 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | IMPINJ INC | 10,000,000 | $12.05M | 1.7% | $1.21 | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | NEOGENOMICS INC | 17,500,000 | $11.44M | 1.6% | $0.65 | $0.66 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | ACCOLADE INC | 16,000,000 | $11.26M | 1.6% | $0.70 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | SPLUNK INC | 11,000,000 | $10.64M | 1.5% | $0.97 | $1.11 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | FASTLY INC | 14,500,000 | $10.59M | 1.5% | $0.73 | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | DOCUSIGN INC | 10,850,000 | $10.26M | 1.4% | $0.95 | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | BANDWIDTH INC | 13,200,000 | $9.949M | 1.4% | $0.75 | $1.20 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | NOVA LTD | 8,100,000 | $9.924M | 1.4% | $1.23 | $1.47 | — | NOTE 10/1 | 66980MAB2 |
| — | TABULA RASA HEALTHCARE INC | 11,635,000 | $9.012M | 1.2% | $0.77 | $0.81 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | VERI 1.750 11/15/26 | 14,600,000 | $8.667M | 1.2% | $0.59 | $0.59 | — | Note 1.7500% 15-Nov-2026 | 92347MAA8 |
| — | CHEGG INC | 11,000,000 | $8.663M | 1.2% | $0.79 | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | LUMENTUM HLDGS INC | 9,953,000 | $8.61M | 1.2% | $0.87 | $1.08 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | INVACARE CORP | 11,500,000 | $8.429M | 1.2% | $0.73 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | VROOM INC | 23,616,000 | $8.375M | 1.2% | $0.35 | $0.32 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | PRCH 0.75 09/15/26 | 15,000,000 | $8.277M | 1.1% | $0.55 | $0.57 | — | Note 0.7500% 15-Sep-2026 | 733245AA2 |
| — | HEALTH CATALYST INC | 9,500,000 | $8.27M | 1.1% | $0.87 | $0.85 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | LENDINGTREE INC | 11,016,000 | $7.936M | 1.1% | $0.72 | $0.71 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | MAGNITE INC | 10,000,000 | $7.748M | 1.1% | $0.77 | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | WESTERN DIGITAL CORP. | 8,000,000 | $7.66M | 1.1% | $0.96 | $1.00 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | LIVEPERSON INC | 10,520,000 | $7.591M | 1.0% | $0.72 | $0.76 | — | NOTE 12/1 | 538146AD3 |
| — | DIGITALOCEAN HLDGS INC | 9,825,000 | $7.436M | 1.0% | $0.76 | $0.76 | — | NOTE 12/0 | 25402DAB8 |
| — | FIVERR INTL LTD | 9,060,000 | $7.349M | 1.0% | $0.81 | $0.78 | — | NOTE 11/0 | 33835LAA3 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 2,584,607 | $7.289M | 1.0% | $2.82 * | $7.59 | -58.6% | COM | 00973N102 |
| — | GUARDANT HEALTH INC | 11,500,000 | $7.253M | 1.0% | $0.63 | $0.66 | — | NOTE 11/1 | 40131MAB5 |
| — | BOX INC | 5,448,000 | $7.18M | 1.0% | $1.32 | $1.12 | — | NOTE 1/1 | 10316TAB0 |
| — | VIAVI SOLUTIONS INC | 7,000,000 | $7.116M | 1.0% | $1.02 | $1.02 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | SPLUNK INC | 8,000,000 | $6.815M | 0.9% | $0.85 | $0.85 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | BEYOND MEAT INC | 26,011,000 | $6.792M | 0.9% | $0.26 | $0.47 | — | NOTE 3/1 | 08862EAB5 |
| — | PARATEK PHARMACEUTICALS INC | 7,707,000 | $6.696M | 0.9% | $0.87 | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | OMNICELL COM | 7,500,000 | $6.563M | 0.9% | $0.88 | $1.25 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | EVERBRIDGE INC | 7,500,000 | $6.383M | 0.9% | $0.85 | $0.86 | — | NOTE 3/1 | 29978AAE4 |
| — | GROUPON INC | 10,000,000 | $5.875M | 0.8% | $0.59 | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | THE REALREAL INC | 9,605,000 | $5.835M | 0.8% | $0.61 | $0.75 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | DGK 3.500 12/01/26 | 25,100,000 | $5.825M | 0.8% | $0.23 | $0.27 | — | Note 3.5000% 01-Dec-2026 | 04271QAA4 |
| — | RINGCENTRAL INC | 6,750,000 | $5.821M | 0.8% | $0.86 | $0.85 | — | NOTE 3/0 | 76680RAF4 |
| — | FORD MTR CO DEL | 6,000,000 | $5.685M | 0.8% | $0.95 | $0.92 | — | NOTE 3/1 | 345370CZ1 |
| — | MESA LABS INC | 6,000,000 | $5.46M | 0.8% | $0.91 | $0.84 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | DNMR 3.250 12/15/26 | 13,695,000 | $5.309M | 0.7% | $0.39 | $0.39 | — | Note 3.2500% 15-Dec-2026 | 236272AA8 |
| — | PROS HOLDINGS INC | 6,000,000 | $5.266M | 0.7% | $0.88 | $0.88 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | ARTIVION INC | 6,000,000 | $5.24M | 0.7% | $0.87 | $0.87 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | COLLEGIUM PHARMACEUTICAL INC | 5,050,000 | $5.163M | 0.7% | $1.02 | $1.02 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | CABLE ONE INC | 6,500,000 | $5.159M | 0.7% | $0.79 | $0.79 | — | NOTE 3/1 | 12685JAE5 |
| RDNW | RUMBLEON INC | 753,502 | $4.875M | 0.7% | $6.47 * | $21.84 | -50.5% | COM CL B | 781386305 |
| — | PAR TECHNOLOGY CORP | 5,000,000 | $4.67M | 0.6% | $0.93 | $0.93 | — | NOTE 2.875% 4/1 | 698884AC7 |
| — | THE REALREAL INC | 12,507,000 | $4.621M | 0.6% | $0.37 | $0.41 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | CONFLUENT INC | 6,000,000 | $4.57M | 0.6% | $0.76 | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | RINGCENTRAL INC | 5,750,000 | $4.543M | 0.6% | $0.79 | $0.78 | — | NOTE 3/1 | 76680RAH0 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $4.535M | 0.6% | $0.91 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| VAL | VALARIS LIMITED | 62,500 | $4.226M | 0.6% | $67.62 * | $47.94 | +30.2% | CL A | G9460G101 |
| — | OAK STR HEALTH INC | 5,500,000 | $4.208M | 0.6% | $0.77 | $0.73 | — | NOTE 3/1 | 67181AAB3 |
| — | LYFT INC | 4,696,000 | $4.132M | 0.6% | $0.88 | $0.86 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | INOTIV INC | 10,000,000 | $4.109M | 0.6% | $0.41 | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | NANOSTRING TECHNOLOGIES INC | 5,000,000 | $4.087M | 0.6% | $0.82 | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | UPWORK INC | 5,300,000 | $3.995M | 0.6% | $0.75 | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | PEGASYSTEMS INC | 4,500,000 | $3.889M | 0.5% | $0.86 | $1.04 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | INVACARE CORP | 8,500,000 | $3.835M | 0.5% | $0.45 | $0.55 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | PAR TECHNOLOGY CORP | 5,000,000 | $3.618M | 0.5% | $0.72 | $0.74 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | ESPERION THERAPEUTICS INC NE | 6,250,000 | $3.45M | 0.5% | $0.55 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | NUTANIX INC | 4,059,000 | $3.417M | 0.5% | $0.84 | $0.84 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | BIGCOMMERCE HLDGS INC | 4,250,000 | $3.049M | 0.4% | $0.72 | $0.73 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | NEOGENOMICS INC | 3,250,000 | $2.756M | 0.4% | $0.85 | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | AVADEL PHARMACEUTICALS PLC | 375,800 | $2.691M | 0.4% | $7.16 | — | — | Call | 05337M104 |
| STNG | SCORPIO TANKERS INC | 50,000 | $2.688M | 0.4% | $53.77 | $53.77 | — | SHS | Y7542C130 |
| — | AIRBNB INC | 3,125,000 | $2.592M | 0.4% | $0.83 | $0.83 | — | NOTE 3/1 | 009066AB7 |
| — | EXACT SCIENCES CORP | 3,000,000 | $2.486M | 0.3% | $0.83 | $0.83 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $2.288M | 0.3% | $0.46 | $0.70 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $2.066M | 0.3% | $9.39 * | $18.49 | -47.7% | COM | 55933J203 |
| — | LUCID GROUP INC | 296,100 | $2.022M | 0.3% | $6.83 | — | — | Put | 549498103 |
| — | LIVONGO HEALTH INC | 2,000,000 | $1.751M | 0.2% | $0.88 | $0.88 | — | NOTE 0.875% 6/0 | 539183AA1 |
| — | BLACKLINE INC | 2,000,000 | $1.719M | 0.2% | $0.86 | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | EVENTBRITE INC | 2,500,000 | $1.689M | 0.2% | $0.68 | $0.68 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | BIORA THERAPEUTICS INC | 2,500,000 | $1.305M | 0.2% | $0.52 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | KAMAN CORP | 1,107,000 | $1.035M | 0.1% | $0.94 | $1.02 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | TABULA RASA HEALTHCARE INC | 200,000 | $990K | 0.1% | $4.95 | $2.57 | — | COM | 873379101 |
| — | INDUSTRIAL TECH ACQSTNS II I | 75,000 | $764K | 0.1% | $10.18 | $10.04 | — | UNIT 03/31/2028 | 45635R207 |
| — | KHOSLA VENTURES ACQUT CO III | 60,000 | $597K | 0.1% | $9.96 | $9.81 | — | COM CL A | 482506102 |
| — | PROSPECTOR CAPITAL CORP | 52,258 | $519K | 0.1% | $9.94 | $9.97 | — | CL A | G7273A105 |
| — | ARTEMIS STRATEGIC INVT CORP | 50,000 | $506K | 0.1% | $10.11 | $10.40 | — | UNIT 09/30/2026 | 04303A202 |
| — | FINTECH EVOLUTION ACQUIS GRO | 50,000 | $505K | 0.1% | $10.10 | $9.92 | — | SHS CL A | G3R19A104 |
| — | ITIQUIRA ACQUISITION CORP | 50,000 | $505K | 0.1% | $10.09 | $9.94 | — | CL A SHS | G49773107 |
| — | KISMET ACQUISITION THREE COR | 50,000 | $503K | 0.1% | $10.05 | $9.90 | — | CL A SHARES | G5276C110 |
| — | ARROWROOT ACQUISITION CORP | 50,000 | $503K | 0.1% | $10.05 | $9.72 | — | CL A COM | 04282M102 |
| — | D AND Z MEDIA ACQUISITION CO | 35,322 | $353K | 0.0% | $10.00 | $9.80 | — | COM CL A | 23305Q106 |
| — | DEEP LAKE CAPITAL ACQUSTN CO | 35,000 | $353K | 0.0% | $10.09 | $9.97 | — | CL A SHS | G27029100 |
| PRCH | PORCH GROUP INC | 178,130 | $335K | 0.0% | $1.88 * | $1.77 | 0.0% | COM | 733245104 |
| RDNW | RUMBLEON INC | 50,000 | $324K | 0.0% | $6.47 * | $21.84 | -50.5% | Call | 781386305 |
| BLUAF | BLUERIVER ACQUISITION CORP | 31,869 | $322K | 0.0% | $10.09 | $9.87 | +1.3% | SHS CL A | G1261Q107 |
| — | IBERE PHARMACEUTICALS | 30,000 | $303K | 0.0% | $10.09 | $9.91 | — | SHS CL A | G46843101 |
| — | DISH NETWORK CORPORATION | 435,000 | $280K | 0.0% | $0.64 | $0.80 | — | NOTE 12/1 | 25470MAF6 |
| — | TELLURIAN INC NEW | 160,000 | $269K | 0.0% | $1.68 | $2.39 | — | COM | 87968A104 |
| — | KISMET ACQUISITION TWO CORP | 26,100 | $264K | 0.0% | $10.10 | $9.93 | — | CL A SHS | G52807107 |
| — | M3 BRIGADE ACQUISITION III | 25,000 | $256K | 0.0% | $10.22 | $10.04 | — | UNIT 99/99/9999 | 55407R202 |
| — | SPREE ACQUISITION CORP 1 LTD | 25,000 | $256K | 0.0% | $10.22 | $10.13 | — | UNIT 99/99/9999 | G83745110 |
| — | VROOM INC | 250,000 | $255K | 0.0% | $1.02 | $1.02 | — | COM | 92918V109 |
| — | KERNEL GROUP HOLDINGS INC | 25,000 | $253K | 0.0% | $10.11 | $9.92 | — | CL A SHS | G5259L103 |
| — | NEW VISTA ACQUISITION CORP | 25,000 | $253K | 0.0% | $10.11 | $9.94 | — | CL A SHS | G6529L105 |
| — | PONTEM CORPORATION | 25,000 | $253K | 0.0% | $10.11 | $9.94 | — | SHS CL A | G71707106 |
| — | HH&L ACQUISITION CO | 25,000 | $253K | 0.0% | $10.11 | $9.94 | — | SHS CL A | G39714103 |
| — | KAIROS ACQUISITION CORP | 25,000 | $252K | 0.0% | $10.08 | $9.96 | — | CL A SHS | G52110114 |
| — | MAGNUM OPUS ACQUISITION LTD | 25,000 | $252K | 0.0% | $10.08 | $9.93 | — | SHS CL A | G5S70A104 |
| — | GX ACQUISITION CORP II | 25,000 | $250K | 0.0% | $10.01 | $9.64 | — | CLASS A COM | 36260F105 |
| — | MASON INDUSTRIAL TECHNOLGY I | 25,000 | $250K | 0.0% | $9.99 | $9.76 | — | COM CL A | 57520Y106 |
| — | AVAYA HLDGS CORP | 4,241,000 | $176K | 0.0% | $0.04 | $0.44 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | CIIG CAPITAL PARTNERS II INC | 15,922 | $162K | 0.0% | $10.18 | $10.10 | — | UNIT 02/28/2028 | 12561U208 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 15,000 | $152K | 0.0% | $10.13 | $9.93 | — | UNIT 03/18/2027 | 92838K209 |
| — | MORINGA ACQUISITION CORP | 10,000 | $101K | 0.0% | $10.12 | $9.93 | — | CL A SHS | G6S23K108 |
| — | NOBLE ROCK ACQUISITION CORP | 10,000 | $101K | 0.0% | $10.10 | $9.94 | — | CL A SHS | G6546R101 |
| — | MEDICUS SCIENCES ACQUISITION | 10,000 | $101K | 0.0% | $10.06 | $9.90 | — | CL A SHS | G5960S108 |
| NBST | NEWBURY STREET ACQUISITN COR | 10,000 | $100K | 0.0% | $10.00 | $9.65 | +2.7% | COM | 65101L104 |
| — | B RILEY PRIN 250 MERGER CORP | 10,000 | $99,700 | 0.0% | $9.97 | $9.70 | — | CLASS A COM | 05602L104 |
| — | FRONTIER ACQUISITION CORP | 679 | $6,844 | 0.0% | $10.08 | $9.91 | — | CLASS A ORD SHS | G36826108 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $2,991 | 0.0% | $0.11 | $0.18 | — | *W EXP 12/26/202 | 00739D117 |
| — | PARATEK PHARMACEUTICALS INC | 986 | $1,844 | 0.0% | $1.87 | $5.07 | — | COM | 699374302 |
| — | BYTE ACQUISITION CORP | 12,500 | $1,000 | 0.0% | $0.08 | $0.10 | — | *W EXP 03/18/202 | G1R25Q113 |
| — | TB SA ACQUISITION CORP | 4,433 | $135 | 0.0% | $0.03 | $0.05 | — | *W EXP 03/25/202 | G8657L121 |
| — | FINTECH EVOLUTION ACQUIS GRO | 16,666 | $133 | 0.0% | $0.01 | $0.10 | — | *W EXP 03/31/202 | G3R19A120 |
| — | KISMET ACQUISITION TWO CORP | 366 | $1 | 0.0% | $0.00 | $0.05 | — | *W EXP 06/30/202 | G52807115 |