Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value: $541M (25.8% shares, 74.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 250,000 | $62.48M | 11.6% | $249.92 | $249.91 | — | Put | 78462F103 |
| — | CLEVELAND CLIFFS INC | 24,557,000 | $27.41M | 5.1% | $1.12 | $1.44 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | ASCENT CAP GROUP INC | 33,080,000 | $27.13M | 5.0% | $0.82 | $0.62 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | GOLAR LNG LTD | 26,000,000 | $24.18M | 4.5% | $0.93 | $1.08 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | ON SEMICONDUCTOR CORP | 20,000,000 | $22.02M | 4.1% | $1.10 | $1.10 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | SCORPIO TANKERS INC | 24,800,000 | $19.87M | 3.7% | $0.80 | $0.95 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | INSULET CORP | 13,000,000 | $18.5M | 3.4% | $1.42 | $1.55 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | INFINERA CORPORATION | 25,000,000 | $18.31M | 3.4% | $0.73 | $0.98 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | AVID TECHNOLOGY INC | 20,000,000 | $18.05M | 3.3% | $0.90 | $0.81 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | HARMONIC INC | 17,011,000 | $18.03M | 3.3% | $1.06 | $1.22 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | TEAM INC | 17,802,000 | $17.77M | 3.3% | $1.00 | $1.19 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | FLEXION THERAPEUTICS INC | 21,066,000 | $17.27M | 3.2% | $0.82 | $1.11 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ENSCO JERSEY FIN LTD | 24,400,000 | $16.47M | 3.0% | $0.68 | $0.81 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | TTM TECHNOLOGIES INC | 14,095,000 | $16.34M | 3.0% | $1.16 | $1.16 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | INVACARE CORP | 21,300,000 | $15.5M | 2.9% | $0.73 | $1.11 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | FLUIDIGM CORP DEL | 13,224,000 | $15.07M | 2.8% | $1.14 | $0.99 | — | NOTE 2.750% 2/0 | 34385PAD0 |
| — | CONTURA ENERGY INC | 223,905 | $14.72M | 2.7% | $65.74 | $65.74 | — | COM | 21241B100 |
| — | AMYRIS INC | 13,478,000 | $13.48M | 2.5% | $1.00 | $0.94 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | RADIUS HEALTH INC | 15,000,000 | $11.4M | 2.1% | $0.76 | $0.79 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | ZILLOW GROUP INC | 10,713,000 | $10.46M | 1.9% | $0.98 | $1.16 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | DISH NETWORK CORP | 12,435,000 | $10.06M | 1.9% | $0.81 | $1.02 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | MICROCHIP TECHNOLOGY INC | 9,905,000 | $9.732M | 1.8% | $0.98 | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | NICE SYS INC | 7,000,000 | $9.625M | 1.8% | $1.38 | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | MEDICINES CO | 11,000,000 | $9.515M | 1.8% | $0.86 | $1.17 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | TELIGENT INC NEW | 12,090,000 | $8.705M | 1.6% | $0.72 | $1.00 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | Magnachip Semiconductor | 8,283,000 | $7.538M | 1.4% | $0.91 | $0.97 | — | Note 6.6250% 15-Jul-2021 | 55933JAB0 |
| FANG | DIAMONDBACK ENERGY INC | 80,000 | $7.416M | 1.4% | $92.70 | — | — | Call | 25278X109 |
| IWM | ISHARES TR | 50,000 | $6.695M | 1.2% | $133.90 | $133.90 | — | RUSSELL 2000 ETF | 464287655 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,327,281 | $6.597M | 1.2% | $4.97 * | $5.14 | 0.0% | COM | 00973N102 |
| — | SENSEONICS HLDGS INC | 6,000,000 | $6.559M | 1.2% | $1.09 | $1.12 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| SPY | SPDR S&P 500 ETF TR | 24,421 | $6.103M | 1.1% | $249.91 | $249.91 | — | TR UNIT | 78462F103 |
| — | KNOWLES CORP | 5,000,000 | $5.188M | 1.0% | $1.04 | $1.15 | — | NOTE 3.250%11/0 | 49926DAB5 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 729,159 | $4.528M | 0.8% | $6.21 * | $9.88 | -21.2% | COM | 55933J203 |
| — | AMYRIS INC | 1,272,488 | $4.25M | 0.8% | $3.34 | $3.79 | — | COM NEW | 03236M200 |
| — | KINDRED BIOSCIENCES INC | 283,191 | $3.101M | 0.6% | $10.95 | $12.52 | — | COM | 494577109 |
| MAT | MATTEL INC | 300,000 | $2.997M | 0.6% | $9.99 | — | — | Put | 577081102 |
| — | CLOVIS ONCOLOGY INC | 3,500,000 | $2.966M | 0.5% | $0.85 | $0.85 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | NII HLDGS INC | 662,333 | $2.921M | 0.5% | $4.41 | $2.74 | — | COM PAR | 62913F508 |
| VIAV | VIAVI SOLUTIONS INC | 243,600 | $2.448M | 0.5% | $10.05 * | $10.80 | -0.1% | COM | 925550105 |
| — | SENSEONICS HLDGS INC | 923,894 | $2.393M | 0.4% | $2.59 | $4.05 | — | COM | 81727U105 |
| XLF | SELECT SECTOR SPDR TR | 100,000 | $2.382M | 0.4% | $23.82 | — | — | Call | 81369Y605 |
| — | TRINITY MERGER CORP | 200,000 | $2.064M | 0.4% | $10.32 | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| — | VERASTEM INC | 2,500,000 | $1.974M | 0.4% | $0.79 | $0.79 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | MAGNACHIP SEMICONDUCTOR SA | 1,737,000 | $1.863M | 0.3% | $1.07 | $1.07 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | SERVICESOURCE INTL INC | 1,695,708 | $1.831M | 0.3% | $1.08 | $3.25 | — | COM | 81763U100 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $1.816M | 0.3% | $10.38 | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | ALTA MESA RES INC | 1,400,000 | $1.4M | 0.3% | $1.00 | $5.11 | — | CL A | 02133L109 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 166,300 | $1.033M | 0.2% | $6.21 * | $9.88 | -21.2% | Call | 55933J203 |
| — | NOVAVAX INC | 400,000 | $736K | 0.1% | $1.84 | $1.84 | — | COM | 670002104 |
| SD | SANDRIDGE ENERGY INC | 75,000 | $569K | 0.1% | $7.59 * | $14.98 | -35.5% | COM NEW | 80007P869 |
| MAT | MATTEL INC | 39,900 | $399K | 0.1% | $10.00 | — | — | Call | 577081102 |
| — | SANOFI | 788,011 | $378K | 0.1% | $0.48 | $0.43 | — | RIGHT 12/31/2020 | 80105N113 |
| PLUG | PLUG POWER INC | 294,627 | $365K | 0.1% | $1.24 * | $1.70 | 0.0% | COM NEW | 72919P202 |