Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $643M (29.2% shares, 70.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 250,000 | $72.68M | 11.3% | $290.72 | — | — | Put | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 200,000 | $58.14M | 9.0% | $290.72 | — | — | Call | 78462F103 |
| — | GOLAR LNG LTD | 26,000,000 | $27.2M | 4.2% | $1.05 | $1.08 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | CLEVELAND CLIFFS INC | 14,867,000 | $24.46M | 3.8% | $1.64 | $1.64 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | INSULET CORP | 13,000,000 | $23.88M | 3.7% | $1.84 | $1.55 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | ASCENT CAP GROUP INC | 32,780,000 | $22.62M | 3.5% | $0.69 | $0.62 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | INFINERA CORPORATION | 22,000,000 | $22.36M | 3.5% | $1.02 | $1.02 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | FLEXION THERAPEUTICS INC | 21,066,000 | $21.28M | 3.3% | $1.01 | $1.11 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | AVID TECHNOLOGY INC | 23,592,000 | $21.11M | 3.3% | $0.90 | $0.81 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | HARMONIC INC | 16,294,000 | $19.17M | 3.0% | $1.18 | $1.23 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | INVACARE CORP | 16,800,000 | $18.4M | 2.9% | $1.09 | $1.22 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | FINISAR CORP | 17,700,000 | $17.61M | 2.7% | $1.00 | $1.05 | — | NOTE 0.500%12/1 | 31787AAM3 |
| IWM | ISHARES TR | 100,000 | $16.86M | 2.6% | $168.55 | — | — | Put | 464287655 |
| — | TEAM INC | 12,802,000 | $16.17M | 2.5% | $1.26 | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | AEGEAN MARINE PETE NETWORK I | 26,554,000 | $15.93M | 2.5% | $0.60 | $0.62 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | SCORPIO TANKERS INC | 18,800,000 | $15.92M | 2.5% | $0.85 | $1.00 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | MICROCHIP TECHNOLOGY INC | 14,805,000 | $15.64M | 2.4% | $1.06 | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | FLUIDIGM CORP DEL | 13,725,000 | $14.3M | 2.2% | $1.04 | $0.99 | — | NOTE 2.750% 2/0 | 34385PAD0 |
| — | ENCORE CAP GROUP INC | 14,230,000 | $14.27M | 2.2% | $1.00 | $1.01 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | ZILLOW GROUP INC | 12,013,000 | $13.02M | 2.0% | $1.08 | $1.16 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | TELIGENT INC NEW | 12,090,000 | $12.99M | 2.0% | $1.07 | $1.00 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | JDS UNIPHASE CORP | 12,500,000 | $12.54M | 1.9% | $1.00 | $1.08 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | AMYRIS INC | 12,478,000 | $12.48M | 1.9% | $1.00 | $0.94 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | ENSCO JERSEY FIN LTD | 12,000,000 | $11.96M | 1.9% | $1.00 | $0.95 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | FINISAR CORP | 12,923,000 | $11.84M | 1.8% | $0.92 | $0.91 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | RADIUS HEALTH INC | 15,000,000 | $11.55M | 1.8% | $0.77 | $0.79 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | MEDICINES CO | 10,000,000 | $10.74M | 1.7% | $1.07 | $1.20 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | RESTORATION HARDWARE HLDGS I | 8,212,000 | $9.925M | 1.5% | $1.21 | $1.21 | — | NOTE 6/1 | 761283AD2 |
| — | SENSEONICS HLDGS INC | 6,000,000 | $9.66M | 1.5% | $1.61 | $1.12 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| — | DISH NETWORK CORP | 8,635,000 | $8.246M | 1.3% | $0.95 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | Magnachip Semiconductor | 8,283,000 | $8.179M | 1.3% | $0.99 | $0.97 | — | Note 6.6250% 15-Jul-2021 | 55933JAB0 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 779,927 | $7.721M | 1.2% | $9.90 * | $9.88 | +11.1% | COM | 55933J203 |
| — | WAYFAIR INC | 4,000,000 | $6.047M | 0.9% | $1.51 | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | KNOWLES CORP | 5,000,000 | $5.725M | 0.9% | $1.15 | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | AMYRIS INC | 572,000 | $4.542M | 0.7% | $7.94 | $4.33 | — | COM NEW | 03236M200 |
| — | ALTA MESA RES INC | 1,000,000 | $4.18M | 0.6% | $4.18 | $6.76 | — | CL A | 02133L109 |
| — | SERVICESOURCE INTL INC | 1,141,982 | $3.255M | 0.5% | $2.85 | $4.31 | — | COM | 81763U100 |
| — | SENSEONICS HLDGS INC | 619,558 | $2.955M | 0.5% | $4.77 | $4.77 | — | COM | 81727U105 |
| — | NII HLDGS INC | 479,976 | $2.813M | 0.4% | $5.86 | $2.11 | — | COM PAR | 62913F508 |
| MAT | MATTEL INC | 150,000 | $2.355M | 0.4% | $15.70 | — | — | Put | 577081102 |
| — | KINDRED BIOSCIENCES INC | 148,400 | $2.07M | 0.3% | $13.95 | $13.95 | — | COM | 494577109 |
| — | TRINITY MERGER CORP | 200,000 | $2.056M | 0.3% | $10.28 | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| VIAV | VIAVI SOLUTIONS INC | 165,918 | $1.882M | 0.3% | $11.34 * | $10.80 | 0.0% | COM | 925550105 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $1.838M | 0.3% | $10.50 | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 167,300 | $1.657M | 0.3% | $9.90 * | $9.88 | +11.1% | Call | 55933J203 |
| VIAV | VIAVI SOLUTIONS INC | 100,000 | $1.134M | 0.2% | $11.34 * | $10.80 | 0.0% | Call | 925550105 |
| SD | SANDRIDGE ENERGY INC | 75,000 | $815K | 0.1% | $10.87 * | $14.98 | +2.1% | COM NEW | 80007P869 |
| — | INFINERA CORPORATION | 100,000 | $730K | 0.1% | $7.30 | — | — | Call | 45667G103 |
| — | SANOFI | 788,011 | $418K | 0.1% | $0.53 | $0.43 | — | RIGHT 12/31/2020 | 80105N113 |