Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2026 (← Previous) (Next →)
Filing Date: May 21, 2026
Total Value: $699M (31.3% shares, 68.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | STATE STR SPDR S&P 500 ETF T | 150,000 | $97.55M | 14.0% | $650.36 | — | — | Put | 78462F103 |
| IWM | ISHARES TR | 155,000 | $38.43M | 5.5% | $247.93 | — | — | Put | 464287655 |
| — | INDIE SEMICONDUCTOR INC | 36,515,000 | $34.92M | 5.0% | $0.96 | $0.96 | — | Note 3.500 12815 | 45569UAC5 |
| — | ON SEMICONDUCTOR CORP | 22,571,000 | $29.09M | 4.2% | $1.29 | $1.20 | — | NOTE 5/0 | 682189AS4 |
| — | VISHAY INTERTECHNOLOGY INC | 28,833,000 | $27.75M | 4.0% | $0.96 | $0.91 | — | NOTE 2.250% 9/1 | 928298AR9 |
| — | UBER TECHNOLOGIES INC | 23,000,000 | $27.75M | 4.0% | $1.21 | $1.41 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | SEMTECH CORP | 12,608,000 | $26.65M | 3.8% | $2.11 | $1.35 | — | NOTE 1.625%11/0 | 816850AF8 |
| IWM | ISHARES TR | 100,000 | $24.79M | 3.5% | $247.93 | — | — | Call | 464287655 |
| — | BRIDGEBIO PHARMA INC | 22,032,000 | $24.76M | 3.5% | $1.12 | $1.03 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | IAC FinanceCo 2, Inc. | 24,603,000 | $24.42M | 3.5% | $0.99 | $0.97 | — | Note 0.875% 06/15 | 44932FAA5 |
| — | NUTANIX INC | 22,000,000 | $22.51M | 3.2% | $1.02 | $1.24 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ORACLE CORP | 490,000 | $22.05M | 3.2% | $45.01 | $45.01 | — | 6.5 DEP CUM SR D | 68389X204 |
| — | SYNAPTICS INC | 20,423,000 | $21.14M | 3.0% | $1.03 | $1.03 | — | NOTE 0.750%12/0 | 87157DAJ8 |
| — | PORCH GROUP INC | 18,500,000 | $19.63M | 2.8% | $1.06 | $1.29 | — | DEBT 9.000% 5/1 | 733245AD6 |
| — | VARONIS SYS INC | 20,455,000 | $17.87M | 2.6% | $0.87 | $0.93 | — | NOTE 1.000% 9/1 | 922280AD4 |
| — | Porch Group Inc | 17,213,000 | $17.27M | 2.5% | $1.00 | $0.76 | — | Note 6.750% 10/1 | 733245AC8 |
| — | DROPBOX INC | 17,800,000 | $16.9M | 2.4% | $0.95 | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | ALPHATEC HLDGS INC | 14,250,000 | $14.64M | 2.1% | $1.03 | $1.03 | — | NOTE 0.750% 3/1 | 02081GAD4 |
| — | Alnylam Pharmaceuticals Inc | 15,161,000 | $14.14M | 2.0% | $0.93 | $0.96 | — | Note 0 09/15 | 02043QAC1 |
| — | HAEMONETICS CORP MASS | 14,283,000 | $13.62M | 1.9% | $0.95 | $0.95 | — | NOTE 2.500% 6/0 | 405024AD2 |
| — | VERTEX INC | 15,000,000 | $13.05M | 1.9% | $0.87 | $0.87 | — | NOTE 0.750% 5/0 | 92538JAB2 |
| — | GUIDEWIRE SOFTWARE INC | 12,500,000 | $12.47M | 1.8% | $1.00 | $1.00 | — | NOTE 1.250%11/0 | 40171VAC4 |
| — | WOLFSPEED INC | 8,531,000 | $12.25M | 1.8% | $1.44 | $1.49 | — | NOTE 2.500% 6/1 | 977852AP7 |
| — | COLLEGIUM PHARMACEUTICAL INC | 10,300,000 | $11.95M | 1.7% | $1.16 | $1.14 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | HALOZYME THERAPEUTICS INC | 11,134,000 | $11.61M | 1.7% | $1.04 | $1.08 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | OMNICELL COM | 9,600,000 | $9.372M | 1.3% | $0.98 | $1.08 | — | NOTE 1.000%12/0 | 68213NAF6 |
| — | EVOLENT HEALTH INC | 16,649,000 | $8.545M | 1.2% | $0.51 | $0.75 | — | DEBT 4.500% 8/1 | 30050BAJ0 |
| VRM | VROOM INC | 437,936 | $5.829M | 0.8% | $13.31 * | $26.47 | -31.1% | COM NEW | 92918V307 |
| HLIT | HARMONIC INC | 648,566 | $5.824M | 0.8% | $8.98 * | $12.68 | -19.9% | COM | 413160102 |
| DFTX | DEFINIUM THERAPEUTICS INC | 294,400 | $5.564M | 0.8% | $18.90 | — | — | Call | 24477V105 |
| KIE | SPDR SERIES TRUST | 100,000 | $5.5M | 0.8% | $55.00 | — | — | Call | 78464A789 |
| KIE | SPDR SERIES TRUST | 100,000 | $5.5M | 0.8% | $55.00 | — | — | Put | 78464A789 |
| — | EVOLENT HEALTH INC | 10,000,000 | $5.314M | 0.8% | $0.53 | $0.78 | — | NOTE 3.500%12/0 | 30050BAH4 |
| — | AMPHASTAR PHARMACEUTICALS IN | 5,080,000 | $4.597M | 0.7% | $0.90 | $0.90 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| LCID | LUCID GROUP INC | 470,000 | $4.479M | 0.6% | $9.53 | — | — | Put | 549498202 |
| — | INOTIV INC | 17,092,000 | $4.063M | 0.6% | $0.24 | $0.41 | — | NOTE 3.250%10/1 | 45783QAB6 |
| — | PENGUIN SOLUTIONS INC | 3,985,000 | $4.003M | 0.6% | $1.00 | $1.19 | — | NOTE 2.000% 8/1 | 83205YAE4 |
| VIAV | VIAVI SOLUTIONS INC | 100,000 | $3.328M | 0.5% | $33.28 | — | — | Call | 925550105 |
| — | Qimonda AG | 12,400,000 | $3.224M | 0.5% | $0.26 | $0.51 | — | Note 6.750% 03/22 | 74732WAA7 |
| — | AKAMAI TECHNOLOGIES INC | 2,500,000 | $2.902M | 0.4% | $1.16 | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| CORZ | CORE SCIENTIFIC INC NEW | 160,900 | $2.407M | 0.3% | $14.96 * | $17.44 | +1.5% | COM | 21874A106 |
| BKLN | INVESCO EXCH TRADED FD TR II | 112,100 | $2.288M | 0.3% | $20.41 | — | — | Put | 46138G508 |
| AVAV | AEROVIRONMENT INC | 12,100 | $2.215M | 0.3% | $183.05 * | $314.38 | -5.7% | COM | 008073108 |
| ASTS | AST SPACEMOBILE INC | 24,200 | $2.005M | 0.3% | $82.87 * | $71.36 | +37.5% | COM CL A | 00217D100 |
| PAR | PAR TECHNOLOGY CORP | 150,000 | $2M | 0.3% | $13.33 | — | — | Call | 698884103 |
| — | PELOTON INTERACTIVE INC | 1,368,000 | $1.835M | 0.3% | $1.34 | $2.23 | — | NOTE 5.500%12/0 | 70614WAD2 |
| TEM | TEMPUS AI INC | 35,700 | $1.614M | 0.2% | $45.22 * | $72.99 | -16.1% | CL A | 88023B103 |
| WULF | TERAWULF INC | 96,600 | $1.394M | 0.2% | $14.43 | $13.40 | +8.8% | COM | 88080T104 |
| EYPT | EYEPOINT INC | 100,000 | $1.289M | 0.2% | $12.89 * | $15.22 | 0.0% | Call | 30233G209 |
| LPSN | LIVEPERSON INC | 485,001 | $1.237M | 0.2% | $2.55 * | $5.56 | -42.3% | COM | 538146309 |
| NEO | NEOGENOMICS INC | 165,101 | $1.225M | 0.2% | $7.42 * | $7.00 | +68.9% | COM NEW | 64049M209 |
| STNG | SCORPIO TANKERS INC | 10,000 | $747K | 0.1% | $74.66 | $39.13 | — | SHS | Y7542C130 |
| EYPT | EYEPOINT INC | 50,000 | $645K | 0.1% | $12.89 * | $15.22 | 0.0% | COM NEW | 30233G209 |
| ARAY | ACCURAY INC DEL | 1,650,000 | $640K | 0.1% | $0.39 * | $1.38 | -47.0% | COM | 004397105 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 220,000 | $616K | 0.1% | $2.80 * | $18.49 | -84.4% | COM | 55933J203 |
| KPTI | KARYOPHARM THERAPEUTICS INC | 100,000 | $557K | 0.1% | $5.57 * | $7.55 | +1.0% | Call | 48576U205 |
| KPTI | KARYOPHARM THERAPEUTICS INC | 65,000 | $362K | 0.1% | $5.57 * | $7.55 | +1.0% | COM NEW | 48576U205 |
| INDI | INDIE SEMICONDUCTOR INC | 100,000 | $322K | 0.0% | $3.22 | — | — | Put | 45569U101 |
| GOSS | GOSSAMER BIO INC | 500,000 | $164K | 0.0% | $0.33 * | $1.47 | +53.5% | Call | 38341P102 |