Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Mar 2, 2023
Total Value: $706M (17.6% shares, 82.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Scorpio Tankers Inc (Exchange) | 21,100,000 | $28.69M | 4.1% | $1.36 | $1.07 | — | Note 3.0000% 15-May-2025 | 80918TAD1 |
| — | INFINERA CORP | 28,000,000 | $27.91M | 4.0% | $1.00 | $1.00 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | HARMONIC INC | 15,000,000 | $23.79M | 3.4% | $1.59 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| SPY | SPDR S&P 500 ETF TR | 66,000 | $23.57M | 3.3% | $357.18 | — | — | Put | 78462F103 |
| — | SPLUNK INC | 20,169,000 | $19.24M | 2.7% | $0.95 | $1.11 | — | NOTE 0.500% 9/1 | 848637AC8 |
| IWM | ISHARES TR | 115,000 | $18.97M | 2.7% | $164.92 | $164.92 | — | Put | 464287655 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $17.86M | 2.5% | $357.18 | — | — | Call | 78462F103 |
| HYG | ISHARES TR | 250,000 | $17.85M | 2.5% | $71.39 | — | — | Put | 464288513 |
| — | LUMENTUM HLDGS INC | 18,203,000 | $17.07M | 2.4% | $0.94 | $1.08 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | INSULET CORP | 13,043,000 | $15.39M | 2.2% | $1.18 | $1.18 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | FUBOTV INC | 30,500,000 | $14.73M | 2.1% | $0.48 | $0.35 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | PALO ALTO NETWORKS INC | 7,785,000 | $14.44M | 2.0% | $1.85 | $2.32 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | WAYFAIR INC | 21,937,000 | $13.84M | 2.0% | $0.63 | $0.64 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | INFINERA CORP | 14,933,000 | $13.71M | 1.9% | $0.92 | $0.97 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | ACCURAY INC DEL | 15,781,000 | $13.06M | 1.8% | $0.83 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | BANDWIDTH INC | 20,000,000 | $13.05M | 1.8% | $0.65 | $1.20 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | Ivanhoe Mines Ltd | 11,875,000 | $12.85M | 1.8% | $1.08 | $1.15 | — | Note 2.5000% 15-Apr-2026 | 46579RAA2 |
| — | DISH NETWORK CORPORATION | 19,500,000 | $12.79M | 1.8% | $0.66 | $0.80 | — | NOTE 12/1 | 25470MAF6 |
| — | BOX INC | 11,161,000 | $12.37M | 1.8% | $1.11 | $1.12 | — | NOTE 1/1 | 10316TAB0 |
| — | ACCOLADE INC | 16,000,000 | $11.99M | 1.7% | $0.75 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | MESA LABS INC | 14,000,000 | $11.74M | 1.7% | $0.84 | $0.84 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | OMNICELL COM | 11,000,000 | $11.71M | 1.7% | $1.06 | $1.25 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | LIVEPERSON INC | 15,520,000 | $10.65M | 1.5% | $0.69 | $0.76 | — | NOTE 12/1 | 538146AD3 |
| — | FASTLY INC | 14,500,000 | $10.58M | 1.5% | $0.73 | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | CHEGG INC | 13,500,000 | $10.28M | 1.5% | $0.76 | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | TABULA RASA HEALTHCARE INC | 12,450,000 | $10.04M | 1.4% | $0.81 | $0.81 | — | NOTE 1.750% 2/1 | 873379AA9 |
| RDNW | RUMBLEON INC | 589,495 | $9.974M | 1.4% | $16.92 * | $24.91 | -19.0% | COM CL B | 781386305 |
| — | NEOGENOMICS INC | 15,000,000 | $9.885M | 1.4% | $0.66 | $0.66 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | NANOSTRING TECHNOLOGIES INC | 11,450,000 | $9.616M | 1.4% | $0.84 | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | Impinj Inc | 9,500,000 | $9.526M | 1.3% | $1.00 | $1.06 | — | Note 1.1250% 15-May-2027 | 453204AC3 |
| — | NOVA LTD | 7,500,000 | $9.401M | 1.3% | $1.25 | $1.48 | — | NOTE 10/1 | 66980MAB2 |
| — | INVACARE CORP | 11,500,000 | $9.381M | 1.3% | $0.82 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | PURE STORAGE INC | 8,250,000 | $9.349M | 1.3% | $1.13 | $1.11 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | PATRICK INDS INC | 8,500,000 | $8.347M | 1.2% | $0.98 | $1.00 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | HEALTH CATALYST INC | 9,750,000 | $8.329M | 1.2% | $0.85 | $0.85 | — | NOTE 2.500% 4/1 | 42225TAB3 |
| — | COUPA SOFTWARE INC | 10,250,000 | $7.912M | 1.1% | $0.77 | $0.83 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | LYFT INC | 9,046,000 | $7.739M | 1.1% | $0.86 | $0.86 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | MAGNITE INC | 10,000,000 | $7.488M | 1.1% | $0.75 | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | PAR TECHNOLOGY CORP | 10,000,000 | $7.427M | 1.1% | $0.74 | $0.74 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | WESTERN DIGITAL CORP. | 7,659,000 | $7.276M | 1.0% | $0.95 | $1.00 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | PEGASYSTEMS INC | 9,000,000 | $7.265M | 1.0% | $0.81 | $1.04 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | Porch Group Inc | 12,000,000 | $6.925M | 1.0% | $0.58 | $0.57 | — | Note 0.7500% 15-Sep-2026 | 733245AA2 |
| — | FORD MTR CO DEL | 7,500,000 | $6.887M | 1.0% | $0.92 | $0.92 | — | NOTE 3/1 | 345370CZ1 |
| — | PARATEK PHARMACEUTICALS INC | 7,707,000 | $6.831M | 1.0% | $0.89 | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | DISH NETWORK CORPORATION | 9,431,000 | $6.524M | 0.9% | $0.69 | $0.93 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ESPERION THERAPEUTICS INC NE | 11,750,000 | $6.487M | 0.9% | $0.55 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | EVERBRIDGE INC | 7,500,000 | $6.48M | 0.9% | $0.86 | $0.86 | — | NOTE 3/1 | 29978AAE4 |
| — | VROOM INC | 20,250,000 | $6.48M | 0.9% | $0.32 | $0.32 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | BEYOND MEAT INC | 19,761,000 | $6.151M | 0.9% | $0.31 | $0.54 | — | NOTE 3/1 | 08862EAB5 |
| — | THE REALREAL INC | 9,605,000 | $5.691M | 0.8% | $0.59 | $0.75 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | GUARDANT HEALTH INC | 7,500,000 | $5.512M | 0.8% | $0.73 | $0.67 | — | NOTE 11/1 | 40131MAB5 |
| — | GROUPON INC | 7,500,000 | $4.827M | 0.7% | $0.64 | $0.64 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | UPWORK INC | 6,500,000 | $4.804M | 0.7% | $0.74 | $0.74 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,600,000 | $4.752M | 0.7% | $2.97 * | $10.32 | -60.7% | COM | 00973N102 |
| — | FIVERR INTL LTD | 6,060,000 | $4.738M | 0.7% | $0.78 | $0.77 | — | NOTE 11/0 | 33835LAA3 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $4.293M | 0.6% | $0.86 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | OAK STR HEALTH INC | 5,500,000 | $4.237M | 0.6% | $0.77 | $0.73 | — | NOTE 3/1 | 67181AAB3 |
| — | LUCID GROUP INC | 296,100 | $4.137M | 0.6% | $13.97 | $25.40 | — | Put | 549498103 |
| IWM | ISHARES TR | 25,000 | $4.123M | 0.6% | $164.92 | $164.92 | — | RUSSELL 2000 ETF | 464287655 |
| — | DOCUSIGN INC | 4,300,000 | $4.026M | 0.6% | $0.94 | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | RINGCENTRAL INC | 4,750,000 | $4.009M | 0.6% | $0.84 | $0.84 | — | NOTE 3/0 | 76680RAF4 |
| — | INVACARE CORP | 8,500,000 | $3.948M | 0.6% | $0.46 | $0.55 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | Arrival Group | 13,041,000 | $3.926M | 0.6% | $0.30 | $0.30 | — | Note 3.5000% 01-Dec-2026 | 04271QAA4 |
| — | RINGCENTRAL INC | 4,750,000 | $3.675M | 0.5% | $0.77 | $0.77 | — | NOTE 3/1 | 76680RAH0 |
| VAL | VALARIS LIMITED | 70,000 | $3.426M | 0.5% | $48.94 * | $47.94 | 0.0% | CL A | G9460G101 |
| — | LENDINGTREE INC | 4,670,000 | $3.343M | 0.5% | $0.72 | $0.70 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | BRIDGEBIO PHARMA INC | 5,000,000 | $2.983M | 0.4% | $0.60 | $0.70 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | THE REALREAL INC | 6,307,000 | $2.829M | 0.4% | $0.45 | $0.45 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | BIGCOMMERCE HLDGS INC | 3,500,000 | $2.577M | 0.4% | $0.74 | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 210,000 | $2.15M | 0.3% | $10.24 * | $18.91 | -30.6% | COM | 55933J203 |
| — | AIRBNB INC | 2,500,000 | $2.073M | 0.3% | $0.83 | $0.83 | — | NOTE 3/1 | 009066AB7 |
| — | OKTA INC | 2,500,000 | $1.963M | 0.3% | $0.79 | $0.79 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | BENTLEY SYS INC | 2,500,000 | $1.9M | 0.3% | $0.76 | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | AVAYA HLDGS CORP | 4,241,000 | $1.863M | 0.3% | $0.44 | $0.44 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | NEOGENOMICS INC | 2,000,000 | $1.725M | 0.2% | $0.86 | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | EVENTBRITE INC | 2,500,000 | $1.698M | 0.2% | $0.68 | $0.68 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | AVADEL PHARMACEUTICALS PLC | 300,000 | $1.503M | 0.2% | $5.01 | — | — | Call | 05337M104 |
| — | BIORA THERAPEUTICS INC | 2,500,000 | $1.479M | 0.2% | $0.59 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | PEARL HOLDINGS ACQUISITN COR | 125,000 | $1.257M | 0.2% | $10.05 | $10.05 | — | UNIT 12/15/2026 | G44525122 |
| — | KAMAN CORP | 1,107,000 | $1.037M | 0.1% | $0.94 | $1.02 | — | NOTE 3.250% 5/0 | 483548AF0 |
| TGAUF | TARGET GLOBAL ACQUISI I CORP | 100,000 | $1.006M | 0.1% | $10.06 | $10.06 | — | UNIT 99/99/9999 | G8675N117 |
| — | ACCELERATE ACQUISITION CORP | 100,000 | $981K | 0.1% | $9.81 | $9.69 | — | COM CL A | 00439D102 |
| — | TABULA RASA HEALTHCARE INC | 200,000 | $960K | 0.1% | $4.80 | $2.57 | — | COM | 873379101 |
| — | BLACKLINE INC | 1,000,000 | $816K | 0.1% | $0.82 | $0.82 | — | NOTE 3/1 | 09239BAD1 |
| — | INDUSTRIAL TECH ACQSTNS II I | 75,000 | $753K | 0.1% | $10.04 | $10.04 | — | UNIT 03/31/2028 | 45635R207 |
| — | AF ACQUISITION CORP | 75,000 | $735K | 0.1% | $9.80 | $9.75 | — | CLASS A COM | 001040104 |
| — | KHOSLA VENTURES ACQUT CO III | 60,000 | $587K | 0.1% | $9.78 | $9.81 | — | COM CL A | 482506102 |
| — | SPREE ACQUISITION CORP 1 LTD | 55,000 | $557K | 0.1% | $10.13 | $10.13 | — | UNIT 99/99/9999 | G83745110 |
| — | PROSPECTOR CAPITAL CORP | 52,258 | $521K | 0.1% | $9.97 | $9.97 | — | CL A | G7273A105 |
| — | ARTEMIS STRATEGIC INVT CORP | 50,000 | $500K | 0.1% | $9.99 | $10.40 | — | UNIT 09/30/2026 | 04303A202 |
| — | ITIQUIRA ACQUISITION CORP | 50,000 | $497K | 0.1% | $9.94 | $9.94 | — | CL A SHS | G49773107 |
| — | FINTECH EVOLUTION ACQUIS GRO | 50,000 | $496K | 0.1% | $9.92 | $9.92 | — | SHS CL A | G3R19A104 |
| — | KISMET ACQUISITION THREE COR | 50,000 | $495K | 0.1% | $9.90 | $9.90 | — | CL A SHARES | G5276C110 |
| — | ARROWROOT ACQUISITION CORP | 50,000 | $491K | 0.1% | $9.82 | $9.72 | — | CL A COM | 04282M102 |
| — | TELLURIAN INC NEW | 160,000 | $382K | 0.1% | $2.39 | $2.39 | — | COM | 87968A104 |
| — | DEEP LAKE CAPITAL ACQUSTN CO | 35,000 | $349K | 0.0% | $9.97 | $9.97 | — | CL A SHS | G27029100 |
| — | D AND Z MEDIA ACQUISITION CO | 35,322 | $349K | 0.0% | $9.87 | $9.80 | — | COM CL A | 23305Q106 |
| BLUAF | BLUERIVER ACQUISITION CORP | 31,869 | $316K | 0.0% | $9.90 | $9.87 | 0.0% | SHS CL A | G1261Q107 |
| — | IBERE PHARMACEUTICALS | 30,000 | $297K | 0.0% | $9.91 | $9.91 | — | SHS CL A | G46843101 |
| — | KISMET ACQUISITION TWO CORP | 26,100 | $259K | 0.0% | $9.93 | $9.93 | — | CL A SHS | G52807107 |
| — | M3 BRIGADE ACQUISITION III | 25,000 | $252K | 0.0% | $10.08 | $10.04 | — | UNIT 99/99/9999 | 55407R202 |
| — | KAIROS ACQUISITION CORP | 25,000 | $249K | 0.0% | $9.96 | $9.96 | — | CL A SHS | G52110114 |
| — | CRUCIBLE ACQUISITION CORP | 25,000 | $249K | 0.0% | $9.96 | $9.80 | — | COM CL A | 22877P108 |
| — | SENIOR CONNECT ACQUISITN COR | 25,000 | $249K | 0.0% | $9.95 | $9.76 | — | COM CL A | 81723H108 |
| — | PONTEM CORPORATION | 25,000 | $249K | 0.0% | $9.94 | $9.94 | — | SHS CL A | G71707106 |
| — | NEW VISTA ACQUISITION CORP | 25,000 | $249K | 0.0% | $9.94 | $9.94 | — | CL A SHS | G6529L105 |
| — | HH&L ACQUISITION CO | 25,000 | $249K | 0.0% | $9.94 | $9.94 | — | SHS CL A | G39714103 |
| — | MAGNUM OPUS ACQUISITION LTD | 25,000 | $248K | 0.0% | $9.93 | $9.93 | — | SHS CL A | G5S70A104 |
| — | KERNEL GROUP HOLDINGS INC | 25,000 | $248K | 0.0% | $9.92 | $9.92 | — | CL A SHS | G5259L103 |
| — | KL ACQUISITION CORP | 25,000 | $248K | 0.0% | $9.90 | $9.76 | — | COM CL A | 49837C109 |
| — | GX ACQUISITION CORP II | 25,000 | $245K | 0.0% | $9.81 | $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% | $9.95 | $9.93 | — | UNIT 03/18/2027 | 92838K209 |
| — | NOBLE ROCK ACQUISITION CORP | 10,000 | $99,400 | 0.0% | $9.94 | $9.94 | — | CL A SHS | G6546R101 |
| — | MORINGA ACQUISITION CORP | 10,000 | $99,300 | 0.0% | $9.93 | $9.93 | — | CL A SHS | G6S23K108 |
| — | MEDICUS SCIENCES ACQUISITION | 10,000 | $99,000 | 0.0% | $9.90 | $9.90 | — | CL A SHS | G5960S108 |
| — | ASTREA ACQUISITION CORP | 10,000 | $98,400 | 0.0% | $9.84 | $10.00 | — | COM CL A | 04637C106 |
| NBST | NEWBURY STREET ACQUISITN COR | 10,000 | $98,300 | 0.0% | $9.83 | $9.65 | +1.6% | COM | 65101L104 |
| — | PROPERTY SOLUTIONS ACQUISITI | 10,000 | $98,100 | 0.0% | $9.81 | $9.70 | — | COM CL A | 74350A108 |
| — | OSIRIS ACQUISITION CORP | 10,000 | $98,000 | 0.0% | $9.80 | $9.80 | — | CL A | 68829A103 |
| — | B RILEY PRIN 250 MERGER CORP | 10,000 | $97,900 | 0.0% | $9.79 | $9.70 | — | CLASS A COM | 05602L104 |
| — | VELOCITY ACQUISITION CORP | 5,976 | $58,744 | 0.0% | $9.83 | $9.71 | — | COM CL A | 92259E104 |
| — | ONE EQUITY PARTNERS OPEN WTR | 4,060 | $40,072 | 0.0% | $9.87 | $9.85 | — | CL A | 68237L105 |
| — | FRONTIER ACQUISITION CORP | 679 | $6,729 | 0.0% | $9.91 | $9.91 | — | CLASS A ORD SHS | G36826108 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $4,889 | 0.0% | $0.18 | $0.18 | — | *W EXP 12/26/202 | 00739D117 |
| — | PARATEK PHARMACEUTICALS INC | 986 | $2,534 | 0.0% | $2.57 | $5.07 | — | COM | 699374302 |
| — | FINTECH EVOLUTION ACQUIS GRO | 16,666 | $1,630 | 0.0% | $0.10 | $0.10 | — | *W EXP 03/31/202 | G3R19A120 |
| — | ACCELERATE ACQUISITION CORP | 25,000 | $1,610 | 0.0% | $0.06 | $1.23 | — | *W EXP 03/15/202 | 00439D110 |
| — | BYTE ACQUISITION CORP | 12,500 | $1,241 | 0.0% | $0.10 | $0.10 | — | *W EXP 03/18/202 | G1R25Q113 |
| — | AF ACQUISITION CORP | 24,999 | $1,077 | 0.0% | $0.04 | $0.12 | — | *W EXP 03/23/202 | 001040112 |
| — | GX ACQUISITION CORP II | 8,200 | $820 | 0.0% | $0.10 | $0.96 | — | *W EXP 03/17/202 | 36260F113 |
| — | TB SA ACQUISITION CORP | 4,433 | $227 | 0.0% | $0.05 | $0.05 | — | *W EXP 03/25/202 | G8657L121 |
| — | KISMET ACQUISITION TWO CORP | 366 | $17 | 0.0% | $0.05 | $0.05 | — | *W EXP 06/30/202 | G52807115 |