Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2025 (← Previous) (Next →)
Filing Date: Aug 13, 2025
Total Value: $707M (11.4% shares, 88.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 600,000 | $48.39M | 6.8% | — | — | Put | 464288513 |
| — | SEAGATE HDD CAYMAN | 21,000,000 | $37.82M | 5.4% | $1.31 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | LUMENTUM HLDGS INC | 22,455,000 | $34.51M | 4.9% | $1.45 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | TYLER TEX INDPT SCH DIST | 24,994,000 | $30.81M | 4.4% | $1.22 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | WESTERN DIGITAL CORP | 16,892,000 | $30.33M | 4.3% | $1.45 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | Porch Group Inc | 28,023,000 | $27.54M | 3.9% | $0.67 | — | Note 6.750 10/1 | 733245AC8 |
| — | VIAVI SOLUTIONS INC | 26,829,000 | $27.17M | 3.8% | $1.02 | — | NOTE 1.625% 3/1 | 925550AH8 |
| — | COINBASE GLOBAL INC | 20,725,000 | $24.01M | 3.4% | $1.02 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | VISHAY INTERTECHNOLOGY INC | 25,307,000 | $22.79M | 3.2% | $0.91 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | NUTANIX INC | 15,500,000 | $21.85M | 3.1% | $1.41 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | WAYFAIR INC | 15,757,000 | $21.3M | 3.0% | $1.37 | — | NOTE 3.500%11/1 | 94419LAR2 |
| — | EVERGY INC | 17,500,000 | $20.47M | 2.9% | $1.17 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | JBT MAREL CORPORATION | 19,800,000 | $19.7M | 2.8% | $1.00 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PORCH GROUP INC | 15,500,000 | $19.4M | 2.7% | $1.25 | — | DEBT 9.000% 5/1 | 733245AD6 |
| — | BENTLEY SYS INC | 17,500,000 | $16.54M | 2.3% | $0.90 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | Ast Spacemobile Inc | 8,000,000 | $15.96M | 2.3% | $2.00 | — | Note ASTS 4.250 03/01 | 00217DAA8 |
| — | SEMTECH CORP | 11,000,000 | $15.8M | 2.2% | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | PACIRA BIOSCIENCES INC | 16,000,000 | $15.66M | 2.2% | $0.98 | — | NOTE 2.125% 5/1 | 695127AJ9 |
| — | AKAMAI TECHNOLOGIES INC | 15,182,000 | $14.41M | 2.0% | $0.95 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| — | LIVEPERSON INC | 39,443,000 | $14.01M | 2.0% | $0.57 | — | NOTE 12/1 | 538146AD3 |
| — | COLLEGIUM PHARMACEUTICAL INC | 12,300,000 | $13.28M | 1.9% | $1.05 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | Peloton Interactive Inc | 7,120,000 | $13.05M | 1.8% | $1.83 | — | Note 5.500 12/01 | 70614WAC4 |
| — | BRIDGEBIO PHARMA INC | 13,000,000 | $12.17M | 1.7% | $0.84 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| VRM | VROOM INC | 423,132 | $12.06M | 1.7% | $26.79 | +13.6% | COM NEW | 92918V307 |
| — | ECHOSTAR CORP | 9,814,831 | $11.55M | 1.6% | $1.06 | — | NOTE 3.875%11/3 | 278768AB2 |
| — | WOLFSPEED INC | 42,000,000 | $10.52M | 1.5% | $0.36 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | 8X8 INC NEW | 12,220,000 | $10.35M | 1.5% | $0.78 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | EVENTBRITE INC | 11,473,000 | $10.33M | 1.5% | $0.82 | — | NOTE 0.750% 9/1 | 29975EAD1 |
| — | ON SEMICONDUCTOR CORP | 8,071,000 | $9.564M | 1.4% | $1.27 | — | NOTE 5/0 | 682189AS4 |
| — | LUMINAR TECHNOLOGIES INC | 21,690,000 | $9.435M | 1.3% | $0.63 | — | DEBT 11.500% 1/1 | 550424AE5 |
| — | FIVE9 INC | 9,906,000 | $8.669M | 1.2% | $0.88 | — | NOTE 1.000% 3/1 | 338307AF8 |
| — | PAR TECHNOLOGY CORP | 7,500,000 | $8.657M | 1.2% | $1.08 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | CERENCE INC | 10,000,000 | $7.741M | 1.1% | $0.70 | — | NOTE 1.500% 7/0 | 156727AD1 |
| — | PPL CAP FDG INC | 7,000,000 | $7.565M | 1.1% | $1.08 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | PAGERDUTY INC | 7,675,000 | $7.343M | 1.0% | $0.99 | — | NOTE 1.500%10/1 | 69553PAD2 |
| — | BANDWIDTH INC | 8,500,000 | $7.165M | 1.0% | $0.80 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| HLIT | HARMONIC INC | 710,000 | $6.724M | 1.0% | $12.68 | -28.0% | COM | 413160102 |
| — | FORD MTR CO | 6,500,000 | $6.419M | 0.9% | $0.98 | — | NOTE 3/1 | 345370CZ1 |
| — | VERITONE INC | 15,744,000 | $6.397M | 0.9% | $0.54 | — | NOTE 1.750%11/1 | 92347MAB6 |
| — | AMPHASTAR PHARMACEUTICALS IN | 4,923,000 | $4.271M | 0.6% | $0.89 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | LUMINAR TECHNOLOGIES INC | 9,249,000 | $4.081M | 0.6% | $0.70 | — | DEBT 9.000% 1/1 | 550424AD7 |
| — | INOTIV INC | 17,092,000 | $4.07M | 0.6% | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | FLUOR CORP | 3,025,000 | $3.976M | 0.6% | $1.07 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | PG&E CORP | 105,000 | $3.948M | 0.6% | $37.60 | — | PFD CONV SER A | 69331C306 |
| — | 3D SYS CORP DEL | 4,000,000 | $3.531M | 0.5% | $0.75 | — | NOTE 11/1 | 88554DAD8 |
| INDI | INDIE SEMICONDUCTOR INC | 901,300 | $3.209M | 0.5% | — | — | Put | 45569U101 |
| — | Qimonda AG | 12,400,000 | $3.1M | 0.4% | $0.51 | — | Note 6.750 03/22 | 74732WAA7 |
| ASTS | AST SPACEMOBILE INC | 64,700 | $3.023M | 0.4% | — | — | Put | 00217D100 |
| — | BEYOND MEAT INC | 34,216,000 | $2.823M | 0.4% | $0.36 | — | NOTE 3/1 | 08862EAB5 |
| — | LIVE NATION ENTERTAINMENT IN | 1,482,000 | $2.279M | 0.3% | $1.39 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | PATRICK INDS INC | 1,400,000 | $2.082M | 0.3% | $1.49 | — | NOTE 1.750%12/0 | 703343AG8 |
| ARAY | ACCURAY INC | 1,166,054 | $1.597M | 0.2% | $1.51 | -1.6% | COM | 004397105 |
| PRCH | PORCH GROUP INC | 100,000 | $1.179M | 0.2% | — | — | Call | 733245104 |
| STNG | SCORPIO TANKERS INC | 30,000 | $1.174M | 0.2% | $39.13 | — | SHS | Y7542C130 |
| — | AVADEL PHARMACEUTICALS PLC | 130,000 | $1.151M | 0.2% | $7.83 | — | COM SHS | G29687103 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $876K | 0.1% | $18.49 | -81.2% | COM | 55933J203 |
| RDNW | RUMBLEON INC | 258,190 | $596K | 0.1% | $15.21 | -85.2% | COM CL B | 781386305 |
| — | TPI COMPOSITES INC | 7,525,000 | $525K | 0.1% | $0.54 | — | NOTE 5.250% 3/1 | 87266JAB0 |
| — | ALARM COM HLDGS INC | 525,000 | $511K | 0.1% | $0.97 | — | NOTE 2.250% 6/0 | 011642AD7 |
| — | GROUPON INC | 371,000 | $510K | 0.1% | $0.97 | — | NOTE 6.250% 3/1 | 399473AH0 |
| GOSS | GOSSAMER BIO INC | 350,000 | $431K | 0.1% | $1.16 | -5.7% | COM | 38341P102 |
| KPTI | KARYOPHARM THERAPEUTICS INC | 70,000 | $302K | 0.0% | $7.50 | -34.6% | COM NEW | 48576U205 |
| VERI | VERITONE INC | 100,000 | $126K | 0.0% | $2.23 | -18.5% | COM | 92347M100 |
| AISPW | AIRSHIP AI HLDGS INC | 12,500 | $24,500 | 0.0% | $1.12 | — | *W EXP 12/21/202 | 008940116 |
| ZAPWF | ZAPP ELEC VEHS GROUP LTD | 7,961 | $18 | 0.0% | $0.01 | — | *W EXP 99/99/999 | G9889X115 |