Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 14, 2024
Total Value: $813M (9.6% shares, 90.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NOVA LTD | 18,404,000 | $57.92M | 7.1% | $3.15 | $1.78 | — | NOTE 10/1 | 66980MAB2 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $54.42M | 6.7% | $544.22 | $544.22 | — | TR UNIT | 78462F103 |
| — | INFINERA CORP | 30,594,000 | $31.15M | 3.8% | $1.02 | $0.93 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | WAYFAIR INC | 19,267,000 | $26.67M | 3.3% | $1.38 | $1.38 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | STRIDE INC | 17,500,000 | $25.09M | 3.1% | $1.43 | $1.32 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | DISH NETWORK CORPORATION | 36,468,000 | $23.04M | 2.8% | $0.63 | $0.65 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LUCID GROUP INC | 43,504,000 | $22.95M | 2.8% | $0.53 | $0.52 | — | NOTE 1.250 12/15/26 | 549498AA1 |
| — | MACOM TECH SOLUTIONS HLDGS I | 14,257,000 | $20.05M | 2.5% | $1.41 | $1.18 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | INFINERA CORP | 17,831,000 | $19.37M | 2.4% | $1.09 | $0.92 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | SEMTECH CORP | 17,900,000 | $18.95M | 2.3% | $1.06 | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | DATADOG INC | 12,500,000 | $18.1M | 2.2% | $1.45 | $1.45 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | PORCH GROUP INC | 28,400,000 | $18.04M | 2.2% | $0.64 | $0.65 | — | NOTE 6.750 10/01/28 | 733245AC8 |
| — | VROOM INC | 32,312,000 | $17.18M | 2.1% | $0.53 | $0.37 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | PAR TECHNOLOGY CORP | 13,000,000 | $16.55M | 2.0% | $1.27 | $1.25 | — | NOTE 2.875% 4/1 | 698884AC7 |
| — | LIVEPERSON INC | 33,743,000 | $16.37M | 2.0% | $0.49 | $0.60 | — | NOTE 12/1 | 538146AD3 |
| — | DEXCOM INC | 15,423,000 | $15.46M | 1.9% | $1.00 | $1.00 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | 8X8 INC NEW | 19,470,000 | $14.82M | 1.8% | $0.76 | $0.78 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | FUBOTV INC | 24,500,000 | $14.66M | 1.8% | $0.60 | $0.41 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | VIAVI SOLUTIONS INC | 14,626,000 | $13.92M | 1.7% | $0.95 | $0.95 | — | NOTE 1.625% 3/1 | 925550AH8 |
| — | AXON ENTERPRISE INC | 10,000,000 | $13.77M | 1.7% | $1.38 | $1.45 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | LUMINAR TECHNOLOGIES INC | 34,600,000 | $13.67M | 1.7% | $0.40 | $0.57 | — | NOTE 1.250 12/15/26 | 550424AA3 |
| — | GROUPON INC | 15,550,000 | $13.28M | 1.6% | $0.85 | $0.71 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | AKAMAI TECHNOLOGIES INC | 12,500,000 | $13.13M | 1.6% | $1.05 | $1.05 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | REVANCE THERAPEUTICS INC | 18,000,000 | $11.82M | 1.5% | $0.66 | $0.76 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | CABLE ONE INC | 13,330,000 | $11.72M | 1.4% | $0.88 | $0.82 | — | NOTE 3/1 | 12685JAE5 |
| — | ACCURAY INC DEL | 13,096,000 | $11.25M | 1.4% | $0.86 | $0.80 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | DIGITALOCEAN HLDGS INC | 13,000,000 | $10.97M | 1.3% | $0.84 | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | BENTLEY SYS INC | 11,500,000 | $10.3M | 1.3% | $0.90 | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| HLIT | HARMONIC INC | 874,512 | $10.29M | 1.3% | $11.77 * | $12.76 | -11.6% | COM | 413160102 |
| — | IMPINJ INC | 6,500,000 | $10.09M | 1.2% | $1.55 | $1.18 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | CHEGG INC | 12,691,000 | $10.08M | 1.2% | $0.79 | $0.81 | — | NOTE 9/0 | 163092AF6 |
| — | PROS HOLDINGS INC | 10,200,000 | $10M | 1.2% | $0.98 | $0.97 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | MONGODB INC | 7,557,000 | $9.942M | 1.2% | $1.32 | $1.75 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | TRAVERE THERAPEUTICS INC | 15,000,000 | $9.758M | 1.2% | $0.65 | $0.65 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | INTEGER HLDGS CORP | 6,000,000 | $8.59M | 1.1% | $1.43 | $1.43 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | NEOGENOMICS INC | 10,700,000 | $8.453M | 1.0% | $0.79 | $0.68 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | NUTANIX INC | 7,236,000 | $8.443M | 1.0% | $1.17 | $1.17 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | CRACKER BARREL OLD CTRY STOR | 9,498,000 | $8.364M | 1.0% | $0.88 | $0.85 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | BRIDGEBIO PHARMA INC | 10,000,000 | $8.076M | 1.0% | $0.81 | $0.78 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | BEAUTY HEALTH CO | 9,353,000 | $7.787M | 1.0% | $0.83 | $0.79 | — | NOTE 1.250 10/01/26 | 88331LAA6 |
| — | ITRON INC | 7,500,000 | $7.552M | 0.9% | $1.01 | $1.01 | — | NOTE 3/1 | 465741AN6 |
| — | BEYOND MEAT INC | 33,966,000 | $7.498M | 0.9% | $0.22 | $0.36 | — | NOTE 3/1 | 08862EAB5 |
| — | LUMENTUM HLDGS INC | 8,233,000 | $7.436M | 0.9% | $0.90 | $0.95 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | EVENTBRITE INC | 7,650,000 | $6.61M | 0.8% | $0.86 | $0.79 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | SHOPIFY INC | 7,000,000 | $6.549M | 0.8% | $0.94 | $0.95 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | GUARDANT HEALTH INC | 8,438,000 | $6.495M | 0.8% | $0.77 | $0.67 | — | NOTE 11/1 | 40131MAB5 |
| — | STEM INC | 15,600,000 | $6.463M | 0.8% | $0.41 | $0.53 | — | NOTE 4.250 04/01/30 | 85859NAC6 |
| — | BIGCOMMERCE HLDGS INC | 7,367,000 | $6.46M | 0.8% | $0.88 | $0.77 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | 3D SYS CORP DEL | 8,000,000 | $6.444M | 0.8% | $0.81 | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| — | INOTIV INC | 14,000,000 | $6.405M | 0.8% | $0.46 | $0.43 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | DANIMER SCIENTIFIC CORP | 36,870,000 | $5.894M | 0.7% | $0.16 | $0.31 | — | NOTE 3.250 12/15/26 | 236272AA8 |
| — | VERITONE INC | 15,944,000 | $5.5M | 0.7% | $0.34 | $0.56 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | SOUTHWEST AIRLS CO | 5,000,000 | $5.011M | 0.6% | $1.00 | $1.00 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | CUTERA INC | 24,816,000 | $5.01M | 0.6% | $0.20 | $0.51 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | BANDWIDTH INC | 6,615,000 | $4.994M | 0.6% | $0.76 | $0.76 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | STANDARD BIOTOOLS INC | 5,000,000 | $4.876M | 0.6% | $0.98 | $0.86 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | TELADOC HEALTH INC | 5,772,000 | $4.802M | 0.6% | $0.83 | $0.82 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | BLOOM ENERGY CORP | 4,500,000 | $4.299M | 0.5% | $0.96 | $0.96 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | ENVISTA HOLDINGS CORPORATION | 4,000,000 | $4.111M | 0.5% | $1.03 | $1.03 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | PORCH GROUP INC | 7,629,000 | $4.063M | 0.5% | $0.53 | $0.52 | — | NOTE 0.75 09/15/26 | 733245AA2 |
| — | TPI COMPOSITES INC | 7,225,000 | $3.926M | 0.5% | $0.54 | $0.54 | — | NOTE 5.250% 3/1 | 87266JAB0 |
| — | BURLINGTON STORES INC | 3,000,000 | $3.534M | 0.4% | $1.18 | $1.18 | — | NOTE 2.250% 4/1 | 122017AB2 |
| NE | NOBLE CORP PLC | 66,900 | $3.043M | 0.4% | $45.48 * | $42.44 | -2.4% | ORD SHS A | G65431127 |
| RDNW | RUMBLEON INC | 593,994 | $2.435M | 0.3% | $4.10 * | $15.21 | -64.0% | COM CL B | 781386305 |
| REAL | THE REALREAL INC | 729,941 | $2.329M | 0.3% | $3.19 * | $2.38 | +54.8% | COM | 88339P101 |
| — | WAYFAIR INC | 2,500,000 | $2.264M | 0.3% | $0.91 | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | CONFLUENT INC | 2,500,000 | $2.17M | 0.3% | $0.87 | $0.84 | — | NOTE 1/1 | 20717MAB9 |
| VAL | VALARIS LTD | 27,500 | $2.049M | 0.3% | $74.50 * | $49.23 | +47.1% | CL A | G9460G101 |
| — | ACCOLADE INC | 2,213,000 | $1.928M | 0.2% | $0.87 | $0.66 | — | NOTE 0.500% 4/0 | 00437EAB8 |
| — | REPAY HOLDINGS CORP | 1,885,000 | $1.715M | 0.2% | $0.91 | $0.82 | — | NOTE 0% 02/01/26 | 76029LAA8 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1.488M | 0.2% | $0.57 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | AVADEL PHARMACEUTICALS PLC | 100,000 | $1.406M | 0.2% | $14.06 | $14.06 | — | COM SHS | G29687103 |
| — | POST HLDGS INC | 1,000,000 | $1.101M | 0.1% | $1.10 | $1.02 | — | NOTE 2.500% 8/1 | 737446AT1 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $1.071M | 0.1% | $4.87 * | $18.49 | -72.8% | COM | 55933J203 |
| VERI | VERITONE INC | 324,722 | $734K | 0.1% | $2.26 * | $2.23 | +59.3% | COM | 92347M100 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 2,537,400 | $334K | 0.0% | $0.13 * | $4.00 | -90.6% | COM | 00973N102 |
| NOTV | INOTIV INC | 70,700 | $117K | 0.0% | $1.66 * | $3.68 | 0.0% | COM | 45783Q100 |
| LAB | STANDARD BIOTOOLS INC | 31,258 | $55,327 | 0.0% | $1.77 * | $1.98 | +23.7% | COM | 34385P108 |
| AISP | AIRSHIP AI HLDGS INC | 12,500 | $44,875 | 0.0% | $3.59 * | $9.93 | -40.9% | COM | 008940108 |
| — | DANIMER SCIENTIFIC INC | 57,000 | $34,200 | 0.0% | $0.60 | $0.60 | — | COM CL A | 236272100 |
| — | VROOM INC | 3,123 | $29,106 | 0.0% | $9.32 | $13.43 | — | COM NEW | 92918V208 |
| ZAPPF | ZAPP ELEC VEHS GROUP LTD | 7,961 | $16,081 | 0.0% | $2.02 * | $2.47 | 0.0% | SHS NEW | G9889X123 |