Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 14, 2024
Total Value: $743M (7.0% shares, 93.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NOVA LTD | 18,404,000 | $51.33M | 6.9% | $2.79 | $1.78 | — | NOTE 10/1 | 66980MAB2 |
| — | WAYFAIR INC | 22,500,000 | $33.12M | 4.5% | $1.47 | $1.40 | — | NOTE 3.500%11/1 | 94419LAR2 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $28.69M | 3.9% | $573.76 | $544.22 | — | Put | 78462F103 |
| — | Lucid Group Inc | 34,114,000 | $23.03M | 3.1% | $0.68 | $0.52 | — | NOTE 1.250 12/15/26 | 549498AA1 |
| — | INFINERA CORP | 17,831,000 | $20.21M | 2.7% | $1.13 | $0.92 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | FUBOTV INC | 26,500,000 | $20.2M | 2.7% | $0.76 | $0.43 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | DISH NETWORK CORPORATION | 23,968,000 | $19.45M | 2.6% | $0.81 | $0.65 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | SEMTECH CORP | 13,500,000 | $19.13M | 2.6% | $1.42 | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | INTEGER HLDGS CORP | 12,025,000 | $19M | 2.6% | $1.58 | $1.51 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | INFINERA CORP | 17,500,000 | $18.69M | 2.5% | $1.07 | $0.93 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | MACOM TECH SOLUTIONS HLDGS I | 12,757,000 | $18.05M | 2.4% | $1.42 | $1.18 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | Porch Group Inc | 30,400,000 | $17.78M | 2.4% | $0.58 | $0.65 | — | NOTE 6.750 10/01/28 | 733245AC8 |
| — | VISHAY INTERTECHNOLOGY INC | 19,250,000 | $17.69M | 2.4% | $0.92 | $0.92 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | IONIS PHARMACEUTICALS INC | 17,000,000 | $16.95M | 2.3% | $1.00 | $1.00 | — | NOTE 4/0 | 462222AD2 |
| — | LIVEPERSON INC | 34,443,000 | $15.5M | 2.1% | $0.45 | $0.60 | — | NOTE 12/1 | 538146AD3 |
| — | VROOM INC | 27,312,000 | $14.81M | 2.0% | $0.54 | $0.37 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | SEAGATE HDD CAYMAN | 10,130,000 | $14.55M | 2.0% | $1.44 | $1.44 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | DATADOG INC | 11,000,000 | $14.26M | 1.9% | $1.30 | $1.45 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | ACCURAY INC DEL | 15,096,000 | $13.91M | 1.9% | $0.92 | $0.81 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | VIAVI SOLUTIONS INC | 13,494,000 | $13.45M | 1.8% | $1.00 | $0.95 | — | NOTE 1.625% 3/1 | 925550AH8 |
| — | 8X8 INC NEW | 17,970,000 | $13.24M | 1.8% | $0.74 | $0.78 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | BENTLEY SYS INC | 14,000,000 | $12.92M | 1.7% | $0.92 | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | LUMENTUM HLDGS INC | 11,119,000 | $12.9M | 1.7% | $1.16 | $1.16 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | LUMINAR TECHNOLOGIES INC | 18,190,000 | $12.06M | 1.6% | $0.66 | $0.66 | — | DEBT 11.500% 1/1 | 550424AE5 |
| — | EVENTBRITE INC | 13,473,000 | $11.67M | 1.6% | $0.87 | $0.82 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | GROUPON INC | 13,084,000 | $11.54M | 1.6% | $0.88 | $0.71 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | TRAVERE THERAPEUTICS INC | 13,225,000 | $11.43M | 1.5% | $0.86 | $0.65 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | PAR TECHNOLOGY CORP | 8,000,000 | $10.77M | 1.4% | $1.35 | $1.25 | — | NOTE 2.875% 4/1 | 698884AC7 |
| — | PPL CAP FDG INC | 10,000,000 | $10.6M | 1.4% | $1.06 | $1.06 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| HLIT | HARMONIC INC | 712,023 | $10.37M | 1.4% | $14.57 * | $12.76 | +4.7% | COM | 413160102 |
| — | TELADOC HEALTH INC | 11,459,000 | $9.902M | 1.3% | $0.86 | $0.84 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | CHEGG INC | 12,691,000 | $9.657M | 1.3% | $0.76 | $0.81 | — | NOTE 9/0 | 163092AF6 |
| — | DIGITALOCEAN HLDGS INC | 10,676,000 | $9.475M | 1.3% | $0.89 | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | Indie Semiconductor Inc | 10,160,000 | $9.008M | 1.2% | $0.89 | $0.89 | — | Note 4.500 11/15/27 | 45569UAA9 |
| — | CRACKER BARREL OLD CTRY STOR | 9,498,000 | $8.701M | 1.2% | $0.92 | $0.85 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | GUARDANT HEALTH INC | 10,238,000 | $8.21M | 1.1% | $0.80 | $0.69 | — | NOTE 11/1 | 40131MAB5 |
| — | Beauty Health Co | 9,353,000 | $7.788M | 1.0% | $0.83 | $0.79 | — | NOTE 1.250 10/01/26 | 88331LAA6 |
| — | NEOGENOMICS INC | 9,200,000 | $7.636M | 1.0% | $0.83 | $0.68 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | BANDWIDTH INC | 9,615,000 | $7.476M | 1.0% | $0.78 | $0.76 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | ON SEMICONDUCTOR CORP | 5,000,000 | $7.334M | 1.0% | $1.47 | $1.47 | — | NOTE 5/0 | 682189AS4 |
| — | NUTANIX INC | 6,045,000 | $7.231M | 1.0% | $1.20 | $1.17 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | STANDARD BIOTOOLS INC | 7,000,000 | $6.927M | 0.9% | $0.99 | $0.90 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | 3D SYS CORP DEL | 8,000,000 | $6.695M | 0.9% | $0.84 | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| — | Qimonda AG | 12,400,000 | $6.309M | 0.8% | $0.51 | $0.51 | — | NOTE 6.750 03/22/13 | 74732WAA7 |
| — | ENVISTA HOLDINGS CORPORATION | 5,500,000 | $6.006M | 0.8% | $1.09 | $1.05 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | VERITONE INC | 17,244,000 | $5.991M | 0.8% | $0.35 | $0.54 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | BRIDGEBIO PHARMA INC | 7,000,000 | $5.854M | 0.8% | $0.84 | $0.78 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | BEYOND MEAT INC | 33,716,000 | $5.732M | 0.8% | $0.17 | $0.36 | — | NOTE 3/1 | 08862EAB5 |
| — | LUMINAR TECHNOLOGIES INC | 6,749,000 | $5.703M | 0.8% | $0.84 | $0.84 | — | NOTE 9.000% 1/1 | 550424AD7 |
| — | AKAMAI TECHNOLOGIES INC | 5,000,000 | $5.567M | 0.7% | $1.11 | $1.05 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | STEM Inc | 18,100,000 | $5.422M | 0.7% | $0.30 | $0.50 | — | NOTE 4.250 04/01/30 | 85859NAC6 |
| — | CABLE ONE INC | 5,830,000 | $5.364M | 0.7% | $0.92 | $0.82 | — | NOTE 3/1 | 12685JAE5 |
| — | ITRON INC | 5,000,000 | $5.241M | 0.7% | $1.05 | $1.01 | — | NOTE 3/1 | 465741AN6 |
| — | COHERUS BIOSCIENCES INC | 5,750,000 | $4.521M | 0.6% | $0.79 | $0.79 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | TPI COMPOSITES INC | 8,225,000 | $4.517M | 0.6% | $0.55 | $0.54 | — | NOTE 5.250% 3/1 | 87266JAB0 |
| — | Danimer Scientific Corp | 36,870,000 | $4.236M | 0.6% | $0.11 | $0.31 | — | NOTE 3.250 12/15/26 | 236272AA8 |
| — | CUTERA INC | 24,816,000 | $3.933M | 0.5% | $0.16 | $0.51 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | BURLINGTON STORES INC | 3,000,000 | $3.756M | 0.5% | $1.25 | $1.18 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | INOTIV INC | 12,667,000 | $3.24M | 0.4% | $0.26 | $0.43 | — | NOTE 3.250%10/1 | 45783QAB6 |
| NE | NOBLE CORP PLC | 3,280,129 | $2.971M | 0.4% | $0.91 * | $36.56 | -0.3% | ORD SHS A | G65431127 |
| — | Porch Group Inc | 6,000,000 | $2.855M | 0.4% | $0.48 | $0.52 | — | NOTE 0.75 09/15/26 | 733245AA2 |
| RDNW | RUMBLEON INC | 593,994 | $2.845M | 0.4% | $4.79 * | $15.21 | -72.8% | COM CL B | 781386305 |
| — | WAYFAIR INC | 2,500,000 | $2.334M | 0.3% | $0.93 | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| REAL | THE REALREAL INC | 729,941 | $2.292M | 0.3% | $3.14 * | $2.38 | +26.1% | COM | 88339P101 |
| — | CONFLUENT INC | 2,500,000 | $2.227M | 0.3% | $0.89 | $0.84 | — | NOTE 1/1 | 20717MAB9 |
| — | BIGCOMMERCE HLDGS INC | 2,375,000 | $2.103M | 0.3% | $0.89 | $0.77 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | SOUTHWEST AIRLS CO | 2,000,000 | $2.021M | 0.3% | $1.01 | $1.00 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | Repay Holdings Corp | 1,885,000 | $1.731M | 0.2% | $0.92 | $0.82 | — | NOTE 0% 02/01/26 | 76029LAA8 |
| — | BIORA THERAPEUTICS INC | 2,600,000 | $1.503M | 0.2% | $0.58 | $0.59 | — | NOTE 7.250%12/0 | 74319FAB3 |
| — | AVADEL PHARMACEUTICALS PLC | 100,000 | $1.312M | 0.2% | $13.12 | $14.06 | — | Call | G29687103 |
| VAL | VALARIS LTD | 22,500 | $1.254M | 0.2% | $55.75 * | $49.23 | +33.1% | CL A | G9460G101 |
| VERI | VERITONE INC | 324,722 | $1.166M | 0.2% | $3.59 * | $2.23 | +37.0% | COM | 92347M100 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $1.027M | 0.1% | $4.67 * | $18.49 | -73.7% | COM | 55933J203 |
| — | TYLER TEX INDPT SCH DIST | 581,000 | $716K | 0.1% | $1.23 | $1.23 | — | NOTE 0.250% 3/1 | 902252AB1 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 2,537,400 | $227K | 0.0% | $0.09 | $4.00 | -97.6% | COM | 00973N102 |
| — | VROOM INC | 3,123 | $29,263 | 0.0% | $9.37 | $13.43 | — | COM NEW | 92918V208 |
| AISP | AIRSHIP AI HLDGS INC | 12,500 | $28,750 | 0.0% | $2.30 * | $9.93 | -67.4% | COM | 008940108 |
| — | DANIMER SCIENTIFIC INC | 57,000 | $25,878 | 0.0% | $0.45 | $0.60 | — | Put | 236272100 |
| ZAPPF | ZAPP ELEC VEHS GROUP LTD | 7,961 | $24,520 | 0.0% | $3.08 * | $2.47 | +159.3% | SHS NEW | G9889X123 |
| LAB | STANDARD BIOTOOLS INC | 1,300 | $2,509 | 0.0% | $1.93 | $1.98 | -0.9% | COM | 34385P108 |