Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 15, 2019
Total Value: $584M (28.9% shares, 71.1% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 240,000 | $67.8M | 11.6% | $282.48 | $249.91 | — | Put | 78462F103 |
| — | CLEVELAND CLIFFS INC | 28,057,000 | $38.26M | 6.5% | $1.36 | $1.43 | — | DBCV 1.500% 1/1 | 185899AA9 |
| IWM | ISHARES TR | 200,000 | $30.62M | 5.2% | $153.09 | $133.90 | — | Put | 464287655 |
| — | GOLAR LNG LTD | 28,500,000 | $27.26M | 4.7% | $0.96 | $1.07 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | TEAM INC | 21,802,000 | $23.68M | 4.1% | $1.09 | $1.17 | — | NOTE 5.000% 8/0 | 878155AE0 |
| UNP | UNION PACIFIC CORP | 140,000 | $23.41M | 4.0% | $167.20 | — | — | Put | 907818108 |
| — | SCORPIO TANKERS INC | 25,700,000 | $22.83M | 3.9% | $0.89 | $0.95 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | INFINERA CORPORATION | 27,110,000 | $21.57M | 3.7% | $0.80 | $0.97 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | ENSCO JERSEY FIN LTD | 26,900,000 | $20.91M | 3.6% | $0.78 | $0.80 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | HARMONIC INC | 17,211,000 | $19.65M | 3.4% | $1.14 | $1.22 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | INVACARE CORP | 21,300,000 | $19.5M | 3.3% | $0.92 | $1.11 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | VIAVI SOLUTIONS INC | 17,000,000 | $19.14M | 3.3% | $1.13 | $1.13 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | AVID TECHNOLOGY INC | 20,000,000 | $19.1M | 3.3% | $0.95 | $0.81 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | FLEXION THERAPEUTICS INC | 21,066,000 | $18.44M | 3.2% | $0.88 | $1.11 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | NXP SEMICONDUCTORS N V | 16,462,000 | $16.92M | 2.9% | $1.03 | $1.03 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | TTM TECHNOLOGIES INC | 12,810,000 | $16.75M | 2.9% | $1.31 | $1.16 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | ON SEMICONDUCTOR CORP | 12,500,000 | $15.49M | 2.7% | $1.24 | $1.10 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | AMYRIS INC | 13,478,000 | $13.48M | 2.3% | $1.00 | $0.94 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | DYCOM INDS INC | 14,229,000 | $13.16M | 2.3% | $0.93 | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | AK STL CORP | 13,000,000 | $13.06M | 2.2% | $1.00 | $1.00 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | PATRICK INDS INC | 14,500,000 | $13.04M | 2.2% | $0.90 | $0.90 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | CONTURA ENERGY INC | 223,905 | $12.97M | 2.2% | $57.92 | $65.74 | — | COM | 21241B100 |
| — | ENCORE CAP GROUP INC | 13,000,000 | $11.57M | 2.0% | $0.89 | $0.89 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | RADIUS HEALTH INC | 10,000,000 | $8.325M | 1.4% | $0.83 | $0.79 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | TELIGENT INC NEW | 12,090,000 | $8.089M | 1.4% | $0.67 | $1.00 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | MEDICINES CO | 9,500,000 | $8.009M | 1.4% | $0.84 | $0.84 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | VERASTEM INC | 9,718,000 | $7.664M | 1.3% | $0.79 | $0.79 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | MEDICINES CO | 7,000,000 | $7.01M | 1.2% | $1.00 | $1.17 | — | NOTE 2.500% 1/1 | 584688AE5 |
| MAT | MATTEL INC | 500,000 | $6.5M | 1.1% | $13.00 | — | — | Put | 577081102 |
| — | SENSEONICS HLDGS INC | 6,000,000 | $6.42M | 1.1% | $1.07 | $1.12 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| — | MAGNACHIP SEMICONDUCTOR SA | 5,137,000 | $5.843M | 1.0% | $1.14 | $1.12 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 809,056 | $4.701M | 0.8% | $5.81 * | $5.14 | +27.7% | COM | 00973N102 |
| — | KINDRED BIOSCIENCES INC | 500,000 | $4.585M | 0.8% | $9.17 | $11.07 | — | COM | 494577109 |
| — | AMYRIS INC | 1,795,451 | $3.752M | 0.6% | $2.09 | $3.29 | — | COM NEW | 03236M200 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 500,000 | $3.7M | 0.6% | $7.40 * | $9.88 | -28.1% | COM | 55933J203 |
| — | SENSEONICS HLDGS INC | 1,125,291 | $2.757M | 0.5% | $2.45 | $3.76 | — | COM | 81727U105 |
| — | NII HLDGS INC | 1,100,000 | $2.156M | 0.4% | $1.96 | $2.43 | — | COM PAR | 62913F508 |
| — | TRINITY MERGER CORP | 200,000 | $2.1M | 0.4% | $10.50 | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $1.838M | 0.3% | $10.50 | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | SERVICESOURCE INTL INC | 1,695,708 | $1.562M | 0.3% | $0.92 | $3.25 | — | COM | 81763U100 |
| — | ALTA MESA RES INC | 1,400,000 | $372K | 0.1% | $0.27 | $5.11 | — | CL A | 02133L109 |
| — | SANOFI | 788,011 | $355K | 0.1% | $0.45 | $0.43 | — | RIGHT 12/31/2020 | 80105N113 |