DURHAM, NC
Allocation by class
Portfolio Concentration
Top 3 weight
28.6%
Top 10 weight
55.3%
Voting Authority Distribution
Total shares with voting rights: 459.22M
Full voting authority
459.22M
shares
Joint voting authority
0.00
shares
No voting authority
0.00
shares
Investment Discretion (by position count)
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
STATE STR SPDR S&P 500 ETF TSOLE | TR UNIT | 150K | SH | $97.55M 14.26% | 150K | 0.00 | 0.00 |
ISHARES TRSOLE | RUSSELL 2000 ETF | 255K | SH | $63.22M 9.24% | 255K | 0.00 | 0.00 |
INDIE SEMICONDUCTOR INCSOLE | Note 3.500 12815 | 36.52M | PRN | $34.92M 5.10% | 36.52M | 0.00 | 0.00 |
ON SEMICONDUCTOR CORPSOLE | NOTE 5/0 | 22.57M | PRN | $29.09M 4.25% | 22.57M | 0.00 | 0.00 |
VISHAY INTERTECHNOLOGY INCSOLE | NOTE 2.250% 9/1 | 28.83M | PRN | $27.75M 4.06% | 28.83M | 0.00 | 0.00 |
UBER TECHNOLOGIES INCSOLE | NOTE 0.875%12/0 | 23M | PRN | $27.75M 4.06% | 23M | 0.00 | 0.00 |
SEMTECH CORPSOLE | NOTE 1.625%11/0 | 12.61M | PRN | $26.65M 3.90% | 12.61M | 0.00 | 0.00 |
BRIDGEBIO PHARMA INCSOLE | NOTE 2.250% 2/0 | 22.03M | PRN | $24.76M 3.62% | 22.03M | 0.00 | 0.00 |
IAC FinanceCo 2, Inc.SOLE | Note 0.875% 06/15 | 24.60M | PRN | $24.42M 3.57% | 24.60M | 0.00 | 0.00 |
NUTANIX INCSOLE | NOTE 0.250%10/0 | 22M | PRN | $22.51M 3.29% | 22M | 0.00 | 0.00 |
ORACLE CORPSOLE | 6.5 DEP CUM SR D | 490K | PRN | $22.05M 3.22% | 490K | 0.00 | 0.00 |
SYNAPTICS INCSOLE | NOTE 0.750%12/0 | 20.42M | PRN | $21.14M 3.09% | 20.42M | 0.00 | 0.00 |
PORCH GROUP INCSOLE | DEBT 9.000% 5/1 | 18.50M | PRN | $19.63M 2.87% | 18.50M | 0.00 | 0.00 |
VARONIS SYS INCSOLE | NOTE 1.000% 9/1 | 20.45M | PRN | $17.87M 2.61% | 20.45M | 0.00 | 0.00 |
Porch Group IncSOLE | Note 6.750% 10/1 | 17.21M | PRN | $17.27M 2.52% | 17.21M | 0.00 | 0.00 |
DROPBOX INCSOLE | NOTE 3/0 | 17.80M | PRN | $16.90M 2.47% | 17.80M | 0.00 | 0.00 |
Alnylam Pharmaceuticals IncSOLE | Note 0 09/15 | 15.16M | PRN | $14.14M 2.07% | 15.16M | 0.00 | 0.00 |
HAEMONETICS CORP MASSSOLE | NOTE 2.500% 6/0 | 14.28M | PRN | $13.62M 1.99% | 14.28M | 0.00 | 0.00 |
VERTEX INCSOLE | NOTE 0.750% 5/0 | 15M | PRN | $13.05M 1.91% | 15M | 0.00 | 0.00 |
GUIDEWIRE SOFTWARE INCSOLE | NOTE 1.250%11/0 | 12.50M | PRN | $12.47M 1.82% | 12.50M | 0.00 | 0.00 |
WOLFSPEED INCSOLE | NOTE 2.500% 6/1 | 8.53M | PRN | $12.25M 1.79% | 8.53M | 0.00 | 0.00 |
COLLEGIUM PHARMACEUTICAL INCSOLE | NOTE 2.875% 2/1 | 10.30M | PRN | $11.95M 1.75% | 10.30M | 0.00 | 0.00 |
HALOZYME THERAPEUTICS INCSOLE | NOTE 0.250% 3/0 | 11.13M | PRN | $11.61M 1.70% | 11.13M | 0.00 | 0.00 |
SPDR SERIES TRUSTSOLE | STATE STREET SPD | 200K | SH | $11.00M 1.61% | 200K | 0.00 | 0.00 |
OMNICELL COMSOLE | NOTE 1.000%12/0 | 9.60M | PRN | $9.37M 1.37% | 9.60M | 0.00 | 0.00 |