Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value: $737M (21.2% shares, 78.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 250,000 | $102M | 13.9% | $409.39 | — | — | Put | 78462F103 |
| — | INFINERA CORP | 27,035,000 | $36.65M | 5.0% | $1.36 | $1.07 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | HARMONIC INC | 13,000,000 | $22.35M | 3.0% | $1.72 | $1.13 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | INSULET CORP | 14,839,000 | $22.21M | 3.0% | $1.50 | $1.23 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | NOVA LTD | 15,100,000 | $21.99M | 3.0% | $1.46 | $1.46 | — | NOTE 10/1 | 66980MAB2 |
| — | LUMENTUM HLDGS INC | 22,270,000 | $19.39M | 2.6% | $0.87 | $0.96 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | DISH NETWORK CORPORATION | 36,946,000 | $19.1M | 2.6% | $0.52 | $0.70 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | Ivanhoe Mines Ltd | 12,425,000 | $16.8M | 2.3% | $1.35 | $1.15 | — | Note 2.500 04/15/26 | 46579RAA2 |
| — | AMYRIS INC | 57,545,000 | $15.97M | 2.2% | $0.28 | $0.31 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | INFINERA CORP | 14,267,000 | $14.66M | 2.0% | $1.03 | $0.97 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | FUBOTV INC | 33,420,000 | $14.56M | 2.0% | $0.44 | $0.35 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | ACCURAY INC DEL | 15,781,000 | $14.31M | 1.9% | $0.91 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | IMPINJ INC | 10,000,000 | $14.19M | 1.9% | $1.42 | $1.21 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | Cutera Inc | 15,200,000 | $11.33M | 1.5% | $0.75 | $0.75 | — | Note 2.250 06/01/28 | 232109AC2 |
| — | Viavi Solutions Inc | 10,747,000 | $11.2M | 1.5% | $1.04 | $1.04 | — | Note 1.625 03/15/26 | 925550AG0 |
| — | NEOGENOMICS INC | 15,268,000 | $11.2M | 1.5% | $0.73 | $0.66 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | BANDWIDTH INC | 14,113,000 | $10.96M | 1.5% | $0.78 | $1.17 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | BOX INC | 9,358,000 | $10.95M | 1.5% | $1.17 | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| — | ARTIVION INC | 11,900,000 | $10.93M | 1.5% | $0.92 | $0.90 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | LENDINGTREE INC | 14,000,000 | $10.5M | 1.4% | $0.75 | $0.72 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | VERITONE INC | 14,600,000 | $9.983M | 1.4% | $0.68 | $0.68 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | VROOM INC | 25,841,000 | $9.949M | 1.3% | $0.39 | $0.33 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | CHEGG INC | 12,500,000 | $9.813M | 1.3% | $0.79 | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | WAYFAIR INC | 14,687,000 | $9.657M | 1.3% | $0.66 | $0.64 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | FASTLY INC | 12,000,000 | $9.615M | 1.3% | $0.80 | $0.74 | — | NOTE 3/1 | 31188VAB6 |
| — | Porch Group Inc | 17,262,000 | $9.408M | 1.3% | $0.55 | $0.56 | — | Note 0.75 09/15/26 | 733245AA2 |
| — | PROS HOLDINGS INC | 9,750,000 | $9.226M | 1.3% | $0.95 | $0.90 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | LIVEPERSON INC | 14,582,000 | $8.795M | 1.2% | $0.60 | $0.72 | — | NOTE 12/1 | 538146AD3 |
| — | ACCOLADE INC | 11,000,000 | $8.717M | 1.2% | $0.79 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | TABULA RASA HEALTHCARE INC | 10,264,000 | $8.186M | 1.1% | $0.80 | $0.81 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | FORD MTR CO DEL | 8,000,000 | $8.023M | 1.1% | $1.00 | $0.94 | — | NOTE 3/1 | 345370CZ1 |
| — | CABLE ONE INC | 10,000,000 | $8M | 1.1% | $0.80 | $0.80 | — | NOTE 3/1 | 12685JAE5 |
| — | INVACARE CORP | 13,009,000 | $7.545M | 1.0% | $0.58 | $0.83 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | PAR TECHNOLOGY CORP | 9,350,000 | $7.41M | 1.0% | $0.79 | $0.77 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | LYFT INC | 8,376,000 | $7.402M | 1.0% | $0.88 | $0.87 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | DIGITALOCEAN HLDGS INC | 9,096,000 | $7.157M | 1.0% | $0.79 | $0.76 | — | NOTE 12/0 | 25402DAB8 |
| — | Danimer Scientific Corp | 15,195,000 | $6.933M | 0.9% | $0.46 | $0.39 | — | Note 3.250 12/15/26 | 236272AA8 |
| — | GROUPON INC | 17,000,000 | $6.896M | 0.9% | $0.41 | $0.54 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | SPLUNK INC | 8,000,000 | $6.865M | 0.9% | $0.86 | $0.85 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | SPLUNK INC | 7,000,000 | $6.843M | 0.9% | $0.98 | $1.11 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | Arrival Group | 23,167,000 | $6.834M | 0.9% | $0.29 | $0.27 | — | Note 3.500 12/01/26 | 04271QAA4 |
| — | GUARDANT HEALTH INC | 10,000,000 | $6.794M | 0.9% | $0.68 | $0.66 | — | NOTE 11/1 | 40131MAB5 |
| — | BEYOND MEAT INC | 28,211,000 | $6.771M | 0.9% | $0.24 | $0.45 | — | NOTE 3/1 | 08862EAB5 |
| — | UPWORK INC | 8,300,000 | $6.536M | 0.9% | $0.79 | $0.76 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | THE REALREAL INC | 20,007,000 | $6.515M | 0.9% | $0.33 | $0.38 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | PARATEK PHARMACEUTICALS INC | 7,907,000 | $6.35M | 0.9% | $0.80 | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | INOTIV INC | 12,600,000 | $6.095M | 0.8% | $0.48 | $0.43 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | THE REALREAL INC | 9,605,000 | $5.817M | 0.8% | $0.61 | $0.75 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | SNAP INC | 8,000,000 | $5.66M | 0.8% | $0.71 | $0.71 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | MAGNITE INC | 7,000,000 | $5.609M | 0.8% | $0.80 | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,775,000 | $5.467M | 0.7% | $3.08 * | $7.59 | -54.0% | COM | 00973N102 |
| — | INVACARE CORP | 9,926,000 | $5.23M | 0.7% | $0.53 | $0.55 | — | NOTE 4.250% 3/1 | 461203AQ4 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $5.2M | 0.7% | $1.04 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | CONFLUENT INC | 6,000,000 | $4.74M | 0.6% | $0.79 | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| RDNW | RUMBLEON INC | 781,502 | $4.736M | 0.6% | $6.06 * | $21.35 | -61.8% | COM CL B | 781386305 |
| — | OMNICELL COM | 5,042,000 | $4.692M | 0.6% | $0.93 | $1.25 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | NANOSTRING TECHNOLOGIES INC | 5,000,000 | $4.516M | 0.6% | $0.90 | $0.83 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | NUTANIX INC | 5,341,000 | $4.466M | 0.6% | $0.84 | $0.84 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | CLOUDFLARE INC | 5,000,000 | $4.222M | 0.6% | $0.84 | $0.84 | — | NOTE 8/1 | 18915MAC1 |
| — | Camtek Ltd | 4,900,000 | $4.082M | 0.6% | $0.83 | $0.83 | — | Note 12/01/26 | 13469VAA6 |
| — | CYBERARK SOFTWARE LTD | 3,500,000 | $3.938M | 0.5% | $1.13 | $1.13 | — | NOTE 11/1 | 23248VAB1 |
| — | EVENTBRITE INC | 5,000,000 | $3.875M | 0.5% | $0.78 | $0.73 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | BIGCOMMERCE HLDGS INC | 4,743,000 | $3.634M | 0.5% | $0.77 | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | XOMETRY INC | 5,000,000 | $3.388M | 0.5% | $0.68 | $0.68 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | AVADEL PHARMACEUTICALS PLC | 348,600 | $3.193M | 0.4% | $9.16 | — | — | Call | 05337M104 |
| — | LIVONGO HEALTH INC | 3,600,000 | $3.182M | 0.4% | $0.88 | $0.88 | — | NOTE 0.875% 6/0 | 539183AA1 |
| STNG | SCORPIO TANKERS INC | 50,000 | $2.816M | 0.4% | $56.31 | $53.77 | — | SHS | Y7542C130 |
| — | EVERBRIDGE INC | 3,250,000 | $2.693M | 0.4% | $0.83 | $0.86 | — | NOTE 3/1 | 29978AAE4 |
| VAL | VALARIS LIMITED | 40,000 | $2.602M | 0.4% | $65.06 * | $47.94 | +45.4% | CL A | G9460G101 |
| — | ESPERION THERAPEUTICS INC NE | 6,250,000 | $2.5M | 0.3% | $0.40 | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | SNAP INC | 3,000,000 | $2.203M | 0.3% | $0.73 | $0.73 | — | NOTE 5/0 | 83304AAF3 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $2.042M | 0.3% | $9.28 * | $18.49 | -46.4% | COM | 55933J203 |
| — | LUCID GROUP INC | 246,100 | $1.979M | 0.3% | $8.04 | — | — | Put | 549498103 |
| HYG | ISHARES TR | 25,000 | $1.889M | 0.3% | $75.55 | — | — | Put | 464288513 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1.406M | 0.2% | $0.54 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | TABULA RASA HEALTHCARE INC | 215,000 | $1.202M | 0.2% | $5.59 | $2.78 | — | COM | 873379101 |
| — | INFINERA CORP | 150,000 | $1.164M | 0.2% | $7.76 | — | — | Call | 45667G103 |
| — | INDUSTRIAL TECH ACQSTNS II I | 75,000 | $786K | 0.1% | $10.48 | $10.04 | — | UNIT 03/31/2028 | 45635R207 |
| LAB | STANDARD BIOTOOLS INC | 400,000 | $780K | 0.1% | $1.95 | $1.98 | 0.0% | COM | 34385P108 |
| — | KHOSLA VENTURES ACQUT CO III | 60,000 | $609K | 0.1% | $10.15 | $9.81 | — | COM CL A | 482506102 |
| — | ARTEMIS STRATEGIC INVT CORP | 50,000 | $517K | 0.1% | $10.34 | $10.34 | — | COM CL A | 04303A103 |
| ESPR | ESPERION THERAPEUTICS INC NE | 100,000 | $321K | 0.0% | $3.21 * | $5.16 | 0.0% | COM | 29664W105 |
| — | INVACARE CORP | 575,000 | $303K | 0.0% | $0.53 | $0.53 | — | NOTE 5.000%11/1 | 461203AJ0 |
| — | SPREE ACQUISITION CORP 1 LTD | 25,000 | $263K | 0.0% | $10.50 | $10.13 | — | UNIT 99/99/9999 | G83745110 |
| — | M3 BRIGADE ACQUISITION III | 25,000 | $258K | 0.0% | $10.33 | $10.33 | — | CL A COM | 55407R103 |
| — | DISH NETWORK CORPORATION | 435,000 | $232K | 0.0% | $0.53 | $0.80 | — | NOTE 12/1 | 25470MAF6 |
| — | VROOM INC | 250,000 | $225K | 0.0% | $0.90 | $1.02 | — | COM | 92918V109 |
| PRCH | PORCH GROUP INC | 150,000 | $215K | 0.0% | $1.43 * | $1.77 | +34.2% | COM | 733245104 |
| — | TELLURIAN INC NEW | 170,000 | $209K | 0.0% | $1.23 | $2.32 | — | COM | 87968A104 |
| — | CIIG CAPITAL PARTNERS II INC | 15,922 | $166K | 0.0% | $10.45 | $10.10 | — | UNIT 02/28/2028 | 12561U208 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 15,000 | $154K | 0.0% | $10.28 | $9.93 | — | UNIT 03/18/2027 | 92838K209 |
| NBST | NEWBURY STREET ACQUISITN COR | 10,000 | $103K | 0.0% | $10.25 | $9.65 | +4.9% | COM | 65101L104 |
| — | B RILEY PRIN 250 MERGER CORP | 10,000 | $102K | 0.0% | $10.16 | $9.70 | — | CLASS A COM | 05602L104 |
| — | SVB FINANCIAL GROUP | 10,000 | $9,050 | 0.0% | $0.91 | $0.91 | — | COM | 78486Q101 |
| — | ADTHEORENT HOLDING COMPANY | 27,191 | $3,230 | 0.0% | $0.12 | $0.18 | — | *W EXP 12/26/202 | 00739D117 |
| — | M3 BRIGADE ACQUISITION III | 8,333 | $3,000 | 0.0% | $0.36 | $0.36 | — | *W EXP 07/31/202 | 55407R111 |
| — | BYTE ACQUISITION CORP | 12,500 | $1,871 | 0.0% | $0.15 | $0.10 | — | *W EXP 03/18/202 | G1R25Q113 |
| — | ARTEMIS STRATEGIC INVT CORP | 25,000 | $1,500 | 0.0% | $0.06 | $0.06 | — | *W EXP 09/30/202 | 04303A111 |
| — | QUADRO ACQUISITION ONE CORP | 366 | $8 | 0.0% | $0.02 | $0.05 | — | *W EXP 06/30/202 | G52807115 |