Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 13, 2020
Total Value: $673M (38.3% shares, 61.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| QQQ | INVESCO QQQ TR | 500,000 | $106M | 15.8% | $212.61 | — | — | Put | 46090E103 |
| SPY | SPDR S&P 500 ETF TR | 250,000 | $80.47M | 11.9% | $321.86 | — | — | Call | 78462F103 |
| — | INFINERA CORPORATION | 35,073,000 | $37.13M | 5.5% | $1.06 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | MEDICINES CO | 400,000 | $33.98M | 5.0% | $84.94 | $50.00 | — | Call | 584688105 |
| — | WORKDAY INC | 26,500,000 | $33.9M | 5.0% | $1.28 | $1.30 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SCORPIO TANKERS INC | 26,527,000 | $32.59M | 4.8% | $1.23 | $0.96 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | OSI SYSTEMS INC | 27,325,000 | $29.92M | 4.4% | $1.10 | $1.19 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | FLEXION THERAPEUTICS INC | 25,000,000 | $26.75M | 4.0% | $1.07 | $1.09 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | GOLAR LNG LTD | 29,250,000 | $26.18M | 3.9% | $0.90 | $1.06 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | PLUG POWER INC | 17,000,000 | $25.61M | 3.8% | $1.51 | $1.11 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | TTM TECHNOLOGIES INC | 13,000,000 | $20.61M | 3.1% | $1.58 | $1.21 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $19.46M | 2.9% | $1.30 | $1.14 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | DYCOM INDS INC | 17,792,000 | $17.28M | 2.6% | $0.97 | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | HARMONIC INC | 11,750,000 | $17.21M | 2.6% | $1.47 | $1.23 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | PATRICK INDS INC | 13,435,000 | $12.96M | 1.9% | $0.97 | $0.90 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | ISTAR INC | 11,500,000 | $12.95M | 1.9% | $1.13 | $1.03 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | MAGNACHIP SEMICONDUCTOR SA | 8,225,000 | $12.39M | 1.8% | $1.51 | $1.21 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | INVACARE CORP | 12,000,000 | $11.52M | 1.7% | $0.96 | $1.10 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | TEAM INC | 10,000,000 | $10.5M | 1.6% | $1.05 | $1.14 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | OMEROS CORP | 10,875,000 | $10.47M | 1.6% | $0.96 | $0.96 | — | NOTE 6.250%11/1 | 682143AE2 |
| — | ENSCO JERSEY FIN LTD | 13,500,000 | $9.686M | 1.4% | $0.72 | $0.80 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | TEEKAY CORPORATION | 10,516,000 | $9.254M | 1.4% | $0.88 | $0.80 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,103,156 | $8.825M | 1.3% | $8.00 * | $6.70 | +16.7% | COM | 00973N102 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 9,500,000 | $8.028M | 1.2% | $0.85 | $0.85 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | ENCORE CAP GROUP INC | 6,750,000 | $6.996M | 1.0% | $1.04 | $0.90 | — | NOTE 3.250% 3/1 | 292554AK8 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 549,459 | $6.379M | 0.9% | $11.61 | $10.30 | +13.8% | COM | 55933J203 |
| — | CHESAPEAKE ENERGY CORP | 11,700,000 | $5.821M | 0.9% | $0.50 | $0.54 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | CLEVELAND CLIFFS INC | 4,057,000 | $4.863M | 0.7% | $1.20 | $1.43 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | KINDRED BIOSCIENCES INC | 540,678 | $4.585M | 0.7% | $8.48 | $10.78 | — | COM | 494577109 |
| — | ENDOLOGIX INC | 4,000,000 | $3.76M | 0.6% | $0.94 | $0.96 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | B RILEY PRINCIPAL MERGER COR | 375,000 | $3.754M | 0.6% | $10.01 | $10.01 | — | CL A | 05586Y106 |
| — | INTELSAT S A | 5,590,000 | $3.661M | 0.5% | $0.65 | $0.65 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | TELIGENT INC NEW | 8,157,000 | $3.548M | 0.5% | $0.43 | $0.95 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | DISH NETWORK CORP | 3,039,000 | $2.784M | 0.4% | $0.92 | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | SERVICESOURCE INTL INC | 1,500,000 | $2.505M | 0.4% | $1.67 | $3.25 | — | COM | 81763U100 |
| — | SENSEONICS HLDGS INC | 2,732,086 | $2.503M | 0.4% | $0.92 | $2.15 | — | COM | 81727U105 |
| — | CONTURA ENERGY INC | 263,107 | $2.381M | 0.4% | $9.05 | $55.97 | — | COM | 21241B100 |
| — | RUMBLEON INC | 2,141,671 | $1.769M | 0.3% | $0.83 | $1.11 | — | COM CL B | 781386206 |
| DY | DYCOM INDS INC | 20,000 | $943K | 0.1% | $47.15 * | $48.67 | 0.0% | COM | 267475101 |
| — | ADESTO TECHNOLOGIES CORP | 99,800 | $848K | 0.1% | $8.50 | $8.50 | — | COM | 00687D101 |
| LAB | FLUIDIGM CORP DEL | 158,698 | $552K | 0.1% | $3.48 | $3.52 | 0.0% | COM | 34385P108 |
| — | INVACARE CORP | 60,000 | $541K | 0.1% | $9.02 | $5.19 | — | COM | 461203101 |
| — | SELECT INTERIOR CONCEPTS INC | 50,000 | $449K | 0.1% | $8.98 | $8.98 | — | CL A | 816120307 |
| UTI | UNIVERSAL TECHNICAL INST INC | 50,000 | $386K | 0.1% | $7.72 * | $6.03 | 0.0% | COM | 913915104 |
| — | TELIGENT INC NEW | 697,753 | $297K | 0.0% | $0.43 | $0.64 | — | COM | 87960W104 |
| — | B RILEY PRINCIPAL MERGER COR | 137,500 | $113K | 0.0% | $0.82 | $0.82 | — | *W EXP 04/08/202 | 05586Y114 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $63,000 | 0.0% | $0.36 | $400.00 | — | *W EXP 07/30/202 | 382788115 |