Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 13, 2020
Total Value: $470M (8.1% shares, 91.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | INFINERA CORP | 33,573,000 | $28.62M | 6.1% | $0.85 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | SCORPIO TANKERS INC | 34,530,000 | $28.53M | 6.1% | $0.83 | $0.93 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | PLUG POWER INC | 17,000,000 | $27.71M | 5.9% | $1.63 | $1.11 | — | NOTE 5.500% 3/1 | 72919PAB9 |
| — | GOLAR LNG LTD | 38,066,000 | $24.74M | 5.3% | $0.65 | $0.97 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | OSI SYSTEMS INC | 22,575,000 | $21.36M | 4.5% | $0.95 | $1.19 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | WORKDAY INC | 18,000,000 | $19.99M | 4.3% | $1.11 | $1.30 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SOLARCITY CORP | 10,000,000 | $17.95M | 3.8% | $1.79 | $1.79 | — | NOTE 12/0 | 83416TAE0 |
| — | TESLA INC | 9,732,000 | $17.88M | 3.8% | $1.84 | $1.84 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | FLEXION THERAPEUTICS INC | 21,500,000 | $16.98M | 3.6% | $0.79 | $1.09 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | TEEKAY CORPORATION | 20,100,000 | $16.48M | 3.5% | $0.82 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | DYCOM INDS INC | 18,200,000 | $15.83M | 3.4% | $0.87 | $0.93 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | SYNAPTICS INC | 14,500,000 | $15.13M | 3.2% | $1.04 | $1.04 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | Chart Industries Inc | 18,462,000 | $14.45M | 3.1% | $0.78 | $0.78 | — | NOTE 1.0000% 15-Nov-2024 | 16115QAD2 |
| — | Pluralsight Inc | 18,500,000 | $14.06M | 3.0% | $0.76 | $0.76 | — | NOTE 0.3750% 01-Mar-2024 | 72941BAA4 |
| — | MEDICINES CO | 50,000 | $12.89M | 2.7% | $257.76 | — | — | Call | 584688105 |
| — | MAGNACHIP SEMICONDUCTOR SA | 8,725,000 | $12.39M | 2.6% | $1.42 | $1.22 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | Wright Medical Group Inc (Exchange) | 11,500,000 | $11.62M | 2.5% | $1.01 | $1.01 | — | NOTE 1.6250% 15-Jun-2023 | 98235TAG2 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 14,500,000 | $11.6M | 2.5% | $0.80 | $0.83 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | INVACARE CORP | 11,500,000 | $10.81M | 2.3% | $0.94 | $1.10 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | Adesto Technologies Corp | 9,550,000 | $10.79M | 2.3% | $1.13 | $1.13 | — | NOTE 4.2500% 15-Sep-2024 | 00687DAA9 |
| — | ENCORE CAP GROUP INC | 11,450,000 | $10.19M | 2.2% | $0.89 | $0.90 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | TEAM INC | 13,408,000 | $10.12M | 2.2% | $0.75 | $1.04 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | TTM TECHNOLOGIES INC | 8,500,000 | $9.695M | 2.1% | $1.14 | $1.21 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | DISH NETWORK CORPORATION | 11,539,000 | $9.462M | 2.0% | $0.82 | $0.84 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | PATRICK INDS INC | 10,435,000 | $8.609M | 1.8% | $0.83 | $0.90 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | ISTAR INC | 8,500,000 | $8.203M | 1.7% | $0.97 | $1.03 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | VIAVI SOLUTIONS INC | 7,000,000 | $7.49M | 1.6% | $1.07 | $1.14 | — | NOTE 1.000% 3/0 | 925550AB1 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 583,180 | $6.444M | 1.4% | $11.05 * | $10.41 | +16.5% | COM | 55933J203 |
| AKTSQ | AKOUSTIS TECHNOLOGIES INC | 1,197,889 | $6.433M | 1.4% | $5.37 * | $6.72 | +4.5% | COM | 00973N102 |
| — | RETROPHIN INC | 7,000,000 | $5.46M | 1.2% | $0.78 | $0.78 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | HARMONIC INC | 4,250,000 | $4.983M | 1.1% | $1.17 | $1.23 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | TELIGENT INC NEW | 8,157,000 | $3.589M | 0.8% | $0.44 | $0.95 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | INTELSAT S A | 15,590,000 | $3.586M | 0.8% | $0.23 | $0.38 | — | NOTE 4.500% 6/1 | 45790VAB6 |
| — | AMYRIS INC | 1,213,558 | $3.107M | 0.7% | $2.56 | $2.56 | — | COM NEW | 03236M200 |
| — | ENSCO JERSEY FIN LTD | 12,000,000 | $3M | 0.6% | $0.25 | $0.80 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | PALO ALTO NETWORKS INC | 3,000,000 | $2.888M | 0.6% | $0.96 | $0.96 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | CLEVELAND CLIFFS INC | 4,047,000 | $2.757M | 0.6% | $0.68 | $1.43 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | NEW RELIC INC | 2,689,000 | $2.286M | 0.5% | $0.85 | $0.85 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | KINDRED BIOSCIENCES INC | 526,988 | $2.108M | 0.4% | $4.00 | $10.78 | — | COM | 494577109 |
| — | FORTIVE CORP | 2,000,000 | $1.86M | 0.4% | $0.93 | $0.93 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | SERVICESOURCE INTL INC | 1,750,000 | $1.535M | 0.3% | $0.88 | $2.91 | — | COM | 81763U100 |
| ASPN | ASPEN AEROGELS INC | 223,580 | $1.373M | 0.3% | $6.14 * | $8.12 | 0.0% | COM | 04523Y105 |
| — | BROADMARK RLTY CAP INC | 135,000 | $1.015M | 0.2% | $7.52 | $7.52 | — | COM | 11135B100 |
| LAB | FLUIDIGM CORP DEL | 374,469 | $951K | 0.2% | $2.54 * | $3.38 | -2.9% | COM | 34385P108 |
| — | CHESAPEAKE ENERGY CORP | 9,200,000 | $690K | 0.1% | $0.07 | $0.54 | — | NOTE 5.500% 9/1 | 165167CY1 |
| DY | DYCOM INDS INC | 24,400 | $626K | 0.1% | $25.66 * | $46.27 | -23.6% | COM | 267475101 |
| — | CONTURA ENERGY INC | 249,307 | $586K | 0.1% | $2.35 | $55.97 | — | COM | 21241B100 |
| — | RUMBLEON INC | 2,141,671 | $448K | 0.1% | $0.21 | $1.11 | — | COM CL B | 781386206 |
| — | SENSEONICS HLDGS INC | 538,198 | $341K | 0.1% | $0.63 | $2.15 | — | COM | 81727U105 |
| — | TELIGENT INC NEW | 697,753 | $195K | 0.0% | $0.28 | $0.64 | — | COM | 87960W104 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $32,000 | 0.0% | $0.18 | $400.00 | — | *W EXP 07/30/202 | 382788115 |