Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Oct 30, 2019
Total Value: $650M
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CLEVELAND CLIFFS INC | 31,817,000 | $45.88M | 7.1% | $1.44 | $1.43 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | OSI SYSTEMS INC | 28,000,000 | $33.27M | 5.1% | $1.19 | $1.19 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | ISIS PHARMACEUTICALS INC DEL | 25,000,000 | $29.66M | 4.6% | $1.19 | $1.19 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | TEAM INC | 28,655,000 | $29.38M | 4.5% | $1.03 | $1.14 | — | NOTE 5.000% 8/0 | 878155AE0 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $29.3M | 4.5% | $293.00 | — | — | PUT | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $29.3M | 4.5% | $293.00 | — | — | CALL | 78462F103 |
| — | SCORPIO TANKERS INC | 27,250,000 | $28.42M | 4.4% | $1.04 | $0.96 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | GOLAR LNG LTD | 29,250,000 | $27.09M | 4.2% | $0.93 | $1.06 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | MEDICINES CO | 18,750,000 | $22.64M | 3.5% | $1.21 | $1.19 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | INFINERA CORPORATION | 32,307,000 | $22.21M | 3.4% | $0.69 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | NRG ENERGY INC | 20,510,000 | $21.91M | 3.4% | $1.07 | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | PLUG POWER INC | 17,000,000 | $18.82M | 2.9% | $1.11 | $1.11 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | FLEXION THERAPEUTICS INC | 21,066,000 | $18.42M | 2.8% | $0.87 | $1.11 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | DOMINION ENERGY INC | 175,000 | $18.02M | 2.8% | $103.00 | $103.00 | — | UNIT 99/99/9999 | 25746U133 |
| — | ON SEMICONDUCTOR CORP | 14,585,000 | $17.84M | 2.7% | $1.22 | $1.12 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | VIAVI SOLUTIONS INC | 14,500,000 | $17.07M | 2.6% | $1.18 | $1.13 | — | NOTE 1.000% 3/0 | 925550AB1 |
| IWM | ISHARES TR | 100,000 | $15.55M | 2.4% | $155.50 | — | — | PUT | 464287655 |
| — | DYCOM INDS INC | 14,499,000 | $14.24M | 2.2% | $0.98 | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | INVACARE CORP | 17,500,000 | $14.18M | 2.2% | $0.81 | $1.11 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | TTM TECHNOLOGIES INC | 12,000,000 | $14.09M | 2.2% | $1.17 | $1.16 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | ENSCO JERSEY FIN LTD | 17,500,000 | $13.78M | 2.1% | $0.79 | $0.80 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | ENCORE CAP GROUP INC | 13,000,000 | $13.16M | 2.0% | $1.01 | $0.89 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | HARMONIC INC | 11,250,000 | $13.16M | 2.0% | $1.17 | $1.22 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | PATRICK INDS INC | 13,831,000 | $12.52M | 1.9% | $0.90 | $0.90 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | ISTAR INC | 11,500,000 | $11.81M | 1.8% | $1.03 | $1.03 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | AMYRIS INC | 3,276,130 | $11.66M | 1.8% | $3.56 | $3.41 | — | COM NEW | 03236M200 |
| — | CONTURA ENERGY INC | 224,105 | $11.63M | 1.8% | $51.90 | $65.74 | — | COM | 21241B100 |
| — | MAGNACHIP SEMICONDUCTOR SA | 7,934,000 | $10.87M | 1.7% | $1.37 | $1.21 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | NXP SEMICONDUCTORS N V | 9,962,000 | $10.51M | 1.6% | $1.06 | $1.03 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | DISH NETWORK CORP | 9,500,000 | $8.799M | 1.4% | $0.93 | $0.93 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | DISH NETWORK CORP | 8,000,000 | $7.78M | 1.2% | $0.97 | $0.97 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | TEEKAY CORPORATION | 9,611,000 | $7.641M | 1.2% | $0.80 | $0.80 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | TELIGENT INC NEW | 13,590,000 | $7.203M | 1.1% | $0.53 | $0.95 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | SENSEONICS HLDGS INC | 6,000,000 | $6.075M | 0.9% | $1.01 | $1.12 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| — | VERASTEM INC | 9,768,000 | $5.363M | 0.8% | $0.55 | $0.79 | — | NOTE 5.000%11/0 | 92337CAA2 |
| — | KINDRED BIOSCIENCES INC | 509,497 | $4.244M | 0.7% | $8.33 | $11.02 | — | COM | 494577109 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 397,287 | $4.112M | 0.6% | $10.35 * | $9.88 | -7.5% | COM | 55933J203 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 565,622 | $3.62M | 0.6% | $6.40 * | $5.14 | +33.0% | COM | 00973N102 |
| — | B RILEY PRINCIPAL MERGER COR | 275,000 | $2.744M | 0.4% | $9.98 | $9.98 | — | UNIT 99/99/9999 | 05586Y205 |
| — | SENSEONICS HLDGS INC | 1,175,291 | $2.398M | 0.4% | $2.04 | $3.69 | — | COM | 81727U105 |
| — | TRINITY MERGER CORP | 200,000 | $2.126M | 0.3% | $10.63 | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $1.855M | 0.3% | $10.60 | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | AMYRIS INC | 502,000 | $1.787M | 0.3% | $3.56 | $3.41 | — | CALL | 03236M200 |
| — | ZYNGA INC | 279,100 | $1.711M | 0.3% | $6.13 | $6.13 | — | CL A | 98986T108 |
| — | SERVICESOURCE INTL INC | 1,695,708 | $1.611M | 0.2% | $0.95 | $3.25 | — | COM | 81763U100 |
| — | NII HLDGS INC | 889,369 | $1.503M | 0.2% | $1.69 | $2.43 | — | COM PAR | 62913F508 |
| — | INVACARE CORP | 163,100 | $846K | 0.1% | $5.19 | $5.19 | — | COM | 461203101 |
| — | ASCENT CAP GROUP INC | 669,834 | $723K | 0.1% | $1.08 | $1.08 | — | COM SER A | 043632108 |
| — | SANOFI | 788,011 | $410K | 0.1% | $0.52 | $0.43 | — | RIGHT 12/31/2020 | 80105N113 |
| — | INFINERA CORPORATION | 100,000 | $291K | 0.0% | $2.91 | $2.91 | — | COM | 45667G103 |
| — | TELIGENT INC NEW | 347,471 | $219K | 0.0% | $0.63 | $0.63 | — | COM | 87960W104 |
| — | ALTA MESA RES INC | 1,400,000 | $204K | 0.0% | $0.15 | $5.11 | — | CL A | 02133L109 |
| — | RUMBLEON INC | 27,100 | $121K | 0.0% | $4.46 | $4.46 | — | CL B | 781386206 |