Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2024 (← Previous) (Next →)
Filing Date: Feb 27, 2025
Total Value: $668M (2.6% shares, 97.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ECHOSTAR CORP | 25,603,977 | $27.22M | 4.1% | $1.06 | $1.06 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | WESTERN DIGITAL CORP | 20,392,000 | $27.04M | 4.1% | $1.33 | $1.33 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | GROUPON INC | 26,084,000 | $25.21M | 3.8% | $0.97 | $0.97 | — | NOTE 6.250% 3/1 | 399473AH0 |
| — | SEMTECH CORP | 13,500,000 | $23.88M | 3.6% | $1.77 | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | Porch Group Inc | 27,775,000 | $23.11M | 3.5% | $0.83 | $0.65 | — | NOTE 6.750 10/01/28 | 733245AC8 |
| — | SEAGATE HDD CAYMAN | 19,000,000 | $22.86M | 3.4% | $1.20 | $1.33 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | FUBOTV INC | 28,000,000 | $22.18M | 3.3% | $0.79 | $0.45 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | INFINERA CORP | 18,454,000 | $21.61M | 3.2% | $1.17 | $0.93 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | Lucid Group Inc | 27,314,000 | $21.49M | 3.2% | $0.79 | $0.52 | — | NOTE 1.250 12/15/26 | 549498AA1 |
| — | SHIFT4 PMTS INC | 12,749,000 | $17.16M | 2.6% | $1.35 | $1.35 | — | NOTE 12/1 | 82452JAB5 |
| — | VISHAY INTERTECHNOLOGY INC | 18,867,000 | $16.87M | 2.5% | $0.89 | $0.92 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | WAYFAIR INC | 13,487,000 | $16.8M | 2.5% | $1.25 | $1.40 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | COLLEGIUM PHARMACEUTICAL INC | 15,500,000 | $16.3M | 2.4% | $1.05 | $1.05 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | LIVEPERSON INC | 34,443,000 | $15.87M | 2.4% | $0.46 | $0.60 | — | NOTE 12/1 | 538146AD3 |
| — | LUMENTUM HLDGS INC | 11,119,000 | $15.52M | 2.3% | $1.40 | $1.16 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | TYLER TEX INDPT SCH DIST | 12,294,000 | $14.92M | 2.2% | $1.21 | $1.21 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | ACCURAY INC DEL | 15,096,000 | $13.9M | 2.1% | $0.92 | $0.81 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | 8X8 INC NEW | 16,220,000 | $13.79M | 2.1% | $0.85 | $0.78 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | COINBASE GLOBAL INC | 12,500,000 | $13.09M | 2.0% | $1.05 | $1.05 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | INTEGER HLDGS CORP | 8,025,000 | $12.85M | 1.9% | $1.60 | $1.51 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | BENTLEY SYS INC | 14,000,000 | $12.64M | 1.9% | $0.90 | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | TELADOC HEALTH INC | 14,059,000 | $12.32M | 1.8% | $0.88 | $0.85 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | IONIS PHARMACEUTICALS INC | 12,500,000 | $12.13M | 1.8% | $0.97 | $1.00 | — | NOTE 4/0 | 462222AD2 |
| — | WOLFSPEED INC | 29,000,000 | $12.02M | 1.8% | $0.41 | $0.41 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | EVENTBRITE INC | 13,473,000 | $11.85M | 1.8% | $0.88 | $0.82 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | CRACKER BARREL OLD CTRY STOR | 11,548,000 | $10.87M | 1.6% | $0.94 | $0.87 | — | NOTE 0.625% 6/1 | 22410JAB2 |
| — | Indie Semiconductor Inc | 10,960,000 | $10.09M | 1.5% | $0.92 | $0.89 | — | NOTE 4.500 11/15/27 | 45569UAA9 |
| — | VIAVI SOLUTIONS INC | 9,744,000 | $10.01M | 1.5% | $1.03 | $0.95 | — | NOTE 1.625% 3/1 | 925550AH8 |
| — | DIGITALOCEAN HLDGS INC | 10,676,000 | $9.508M | 1.4% | $0.89 | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | Beauty Health Co | 11,203,000 | $9.269M | 1.4% | $0.83 | $0.79 | — | NOTE 1.250 10/01/26 | 88331LAA6 |
| HLIT | HARMONIC INC | 691,644 | $9.15M | 1.4% | $13.23 | $12.76 | +2.2% | COM | 413160102 |
| — | LUMINAR TECHNOLOGIES INC | 20,190,000 | $9.018M | 1.4% | $0.45 | $0.64 | — | DEBT 11.500% 1/1 | 550424AE5 |
| — | INFINERA CORP | 8,250,000 | $8.996M | 1.3% | $1.09 | $0.93 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | BRIDGEBIO PHARMA INC | 10,000,000 | $8.544M | 1.3% | $0.85 | $0.80 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | EVERGY INC | 7,500,000 | $8.153M | 1.2% | $1.09 | $1.09 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | ALNYLAM PHARMACEUTICALS INC | 7,500,000 | $8.011M | 1.2% | $1.07 | $1.07 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | ON SEMICONDUCTOR CORP | 6,000,000 | $7.857M | 1.2% | $1.31 | $1.44 | — | NOTE 5/0 | 682189AS4 |
| — | NEOGENOMICS INC | 9,200,000 | $7.739M | 1.2% | $0.84 | $0.68 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | BANDWIDTH INC | 9,615,000 | $7.704M | 1.2% | $0.80 | $0.76 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | 3D SYS CORP DEL | 8,000,000 | $7.12M | 1.1% | $0.89 | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| — | VERITONE INC | 17,244,000 | $7M | 1.0% | $0.41 | $0.54 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | STEM Inc | 24,600,000 | $6.85M | 1.0% | $0.28 | $0.44 | — | NOTE 4.250 04/01/30 | 85859NAC6 |
| — | CABLE ONE INC | 7,330,000 | $6.808M | 1.0% | $0.93 | $0.84 | — | NOTE 3/1 | 12685JAE5 |
| — | INOTIV INC | 15,917,000 | $6.048M | 0.9% | $0.38 | $0.42 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | PAGERDUTY INC | 6,000,000 | $5.869M | 0.9% | $0.98 | $0.98 | — | NOTE 1.500%10/1 | 69553PAD2 |
| — | Qimonda AG | 12,400,000 | $5.849M | 0.9% | $0.47 | $0.51 | — | NOTE 6.750 03/22/13 | 74732WAA7 |
| — | BEYOND MEAT INC | 34,216,000 | $5.218M | 0.8% | $0.15 | $0.36 | — | NOTE 3/1 | 08862EAB5 |
| — | GUARDANT HEALTH INC | 5,600,000 | $4.711M | 0.7% | $0.84 | $0.69 | — | NOTE 11/1 | 40131MAB5 |
| — | LUMENTUM HLDGS INC | 4,500,000 | $4.359M | 0.7% | $0.97 | $0.97 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | SOUTHWEST AIRLS CO | 3,935,000 | $4.055M | 0.6% | $1.03 | $1.02 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | Porch Group Inc | 5,000,000 | $3.962M | 0.6% | $0.79 | $0.52 | — | NOTE 0.75 09/15/26 | 733245AA2 |
| RDNW | RUMBLEON INC | 591,216 | $3.21M | 0.5% | $5.43 * | $15.21 | -63.5% | COM CL B | 781386305 |
| — | PG&E CORP | 55,000 | $2.743M | 0.4% | $49.86 | $49.86 | — | PFD CONV SER A | 69331C306 |
| — | LUMINAR TECHNOLOGIES INC | 5,749,000 | $2.652M | 0.4% | $0.46 | $0.84 | — | DEBT 9.000% 1/1 | 550424AD7 |
| — | WOLFSPEED INC | 5,500,000 | $2.547M | 0.4% | $0.46 | $0.46 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | WAYFAIR INC | 2,500,000 | $2.32M | 0.3% | $0.93 | $0.71 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | CONFLUENT INC | 2,500,000 | $2.242M | 0.3% | $0.90 | $0.84 | — | NOTE 1/1 | 20717MAB9 |
| — | CUTERA INC | 24,816,000 | $2.223M | 0.3% | $0.09 | $0.51 | — | NOTE 2.250% 6/0 | 232109AD0 |
| — | BIGCOMMERCE HLDGS INC | 2,375,000 | $2.12M | 0.3% | $0.89 | $0.77 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | AVADEL PHARMACEUTICALS PLC | 200,000 | $2.102M | 0.3% | $10.51 | — | — | Call | G29687103 |
| — | TPI COMPOSITES INC | 7,525,000 | $2.016M | 0.3% | $0.27 | $0.54 | — | NOTE 5.250% 3/1 | 87266JAB0 |
| — | Repay Holdings Corp | 1,885,000 | $1.761M | 0.3% | $0.93 | $0.82 | — | NOTE 0% 02/01/26 | 76029LAA8 |
| — | PAR TECHNOLOGY CORP | 910,000 | $1.57M | 0.2% | $1.73 | $1.25 | — | NOTE 2.875% 4/1 | 698884AC7 |
| — | FORD MTR CO | 1,500,000 | $1.454M | 0.2% | $0.97 | $0.97 | — | NOTE 3/1 | 345370CZ1 |
| ATEC | ALPHATEC HLDGS INC | 151,100 | $1.387M | 0.2% | $9.18 | — | — | Call | 02081G201 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $884K | 0.1% | $4.02 * | $18.49 | -77.0% | COM | 55933J203 |
| — | Danimer Scientific Corp | 28,820,000 | $432K | 0.1% | $0.01 | $0.31 | — | NOTE 3.250 12/15/26 | 236272AA8 |
| VERI | VERITONE INC | 100,000 | $328K | 0.0% | $3.28 | $2.23 | +45.3% | COM | 92347M100 |
| ARAY | ACCURAY INC | 69,061 | $137K | 0.0% | $1.98 * | $1.89 | 0.0% | COM | 004397105 |