Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value: $404M (1.8% shares, 98.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Plug Power Inc | 27,000,000 | $45.77M | 11.3% | $1.70 | $1.70 | — | NOTE 3.7500% 01-Jun-2025 | 72919PAC7 |
| — | SOLARCITY CORP | 9,000,000 | $32.38M | 8.0% | $3.60 | $1.79 | — | NOTE 12/0 | 83416TAE0 |
| — | SCORPIO TANKERS INC | 17,720,000 | $15.42M | 3.8% | $0.87 | $0.93 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | FLEXION THERAPEUTICS INC | 18,000,000 | $15.3M | 3.8% | $0.85 | $1.09 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ENCORE CAP GROUP INC | 15,450,000 | $15.03M | 3.7% | $0.97 | $0.92 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | TEEKAY CORPORATION | 17,600,000 | $14.52M | 3.6% | $0.82 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 14,387,000 | $13.85M | 3.4% | $0.96 | $0.83 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | INFINERA CORP | 15,573,000 | $13.35M | 3.3% | $0.86 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | Infinera Corp | 13,550,000 | $13.24M | 3.3% | $0.98 | $0.98 | — | NOTE 2.5000% 01-Mar-2027 | 45667GAD5 |
| — | Avadel Fin Cay Ltd/Avadel Pharma Plc | 12,000,000 | $12.06M | 3.0% | $1.00 | $1.00 | — | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 |
| — | Wright Medical Group Inc (Exchange) | 11,500,000 | $11.92M | 2.9% | $1.04 | $1.01 | — | NOTE 1.6250% 15-Jun-2023 | 98235TAG2 |
| — | PATRICK INDS INC | 10,916,000 | $10.85M | 2.7% | $0.99 | $0.91 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | Chart Industries Inc | 10,000,000 | $10.5M | 2.6% | $1.05 | $0.78 | — | NOTE 1.0000% 15-Nov-2024 | 16115QAD2 |
| — | MAGNACHIP SEMICONDUCTOR SA | 7,725,000 | $10.43M | 2.6% | $1.35 | $1.22 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | INVACARE CORP | 11,500,000 | $9.89M | 2.4% | $0.86 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | PetIQ Inc | 7,000,000 | $9.415M | 2.3% | $1.34 | $1.34 | — | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 |
| — | CHEGG INC | 6,500,000 | $9.222M | 2.3% | $1.42 | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | SYNAPTICS INC | 8,500,000 | $9.063M | 2.2% | $1.07 | $1.04 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | RAPID7 INC | 6,250,000 | $8.43M | 2.1% | $1.35 | $1.35 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | GOLAR LNG LTD | 11,166,000 | $8.151M | 2.0% | $0.73 | $0.97 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | ALLEGHENY TECHNOLOGIES INC | 7,000,000 | $7.49M | 1.9% | $1.07 | $1.07 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CLEVELAND CLIFFS INC | 8,147,000 | $7.414M | 1.8% | $0.91 | $1.17 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | VIAVI SOLUTIONS INC | 6,280,000 | $7.234M | 1.8% | $1.15 | $1.14 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | Harmonic Inc | 7,500,000 | $6.638M | 1.6% | $0.89 | $0.89 | — | NOTE 2.0000% 01-Sep-2024 | 413160AC6 |
| — | PALO ALTO NETWORKS INC | 6,000,000 | $6.465M | 1.6% | $1.08 | $1.02 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | RealReal Inc | 6,500,000 | $6.443M | 1.6% | $0.99 | $0.99 | — | NOTE 3.0000% 15-Jun-2025 | 88339PAA9 |
| — | Invitae Corp | 5,000,000 | $6.094M | 1.5% | $1.22 | $1.22 | — | NOTE 2.0000% 01-Sep-2024 | 46185LAA1 |
| — | National Vision Holdings | 5,000,000 | $6M | 1.5% | $1.20 | $1.20 | — | NOTE 2.5000% 15-May-2025 | 63845RAA5 |
| — | TEAM INC | 8,658,000 | $5.974M | 1.5% | $0.69 | $1.04 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | Bandwidth Inc | 3,500,000 | $5.233M | 1.3% | $1.50 | $1.50 | — | NOTE 0.2500% 01-Mar-2026 | 05988JAA1 |
| — | PLURALSIGHT INC | 5,754,000 | $5.085M | 1.3% | $0.88 | $0.88 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | RETROPHIN INC | 6,000,000 | $4.935M | 1.2% | $0.82 | $0.78 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | 1Life Healthcare Inc (Pending) | 5,000,000 | $4.789M | 1.2% | $0.96 | $0.96 | — | NOTE 3.0000% 15-Jun-2025 | 68269GAA5 |
| — | FIREEYE INC | 5,000,000 | $4.525M | 1.1% | $0.91 | $0.91 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | Pagerduty Inc | 4,000,000 | $3.965M | 1.0% | $0.99 | $0.99 | — | NOTE 1.2500% 01-Jul-2025 | 69553PAA8 |
| — | NEW RELIC INC | 4,000,000 | $3.895M | 1.0% | $0.97 | $0.89 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | Par Technology Corp | 3,500,000 | $3.273M | 0.8% | $0.94 | $0.94 | — | NOTE 2.8750% 15-Apr-2026 | 698884AB9 |
| — | TELIGENT INC NEW | 8,157,000 | $2.855M | 0.7% | $0.35 | $0.95 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | AIR TRANSPORT SERVICES GRP I | 3,000,000 | $2.835M | 0.7% | $0.94 | $0.94 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | Workiva Inc | 3,000,000 | $2.76M | 0.7% | $0.92 | $0.92 | — | NOTE 1.1250% 15-Aug-2026 | 98139AAA3 |
| — | KINDRED BIOSCIENCES INC | 581,168 | $2.609M | 0.6% | $4.49 | $10.19 | — | COM | 494577109 |
| — | SERVICESOURCE INTL INC | 1,378,702 | $2.178M | 0.5% | $1.58 | $2.91 | — | COM | 81763U100 |
| — | ENSCO JERSEY FIN LTD | 12,000,000 | $1.62M | 0.4% | $0.14 | $0.80 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | XERIS PHARMACEUTICALS INC | 1,500,000 | $1.496M | 0.4% | $1.00 | $1.00 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| — | INTERCEPT PHARMACEUTICALS IN | 1,500,000 | $1.095M | 0.3% | $0.73 | $0.73 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| ASPN | ASPEN AEROGELS INC | 128,444 | $845K | 0.2% | $6.58 * | $8.12 | -20.9% | COM | 04523Y105 |
| RDNW | RUMBLEON INC | 85,085 | $823K | 0.2% | $9.67 * | $7.96 | 0.0% | COM CL B | 781386305 |
| — | CONTURA ENERGY INC | 101,539 | $309K | 0.1% | $3.04 | $55.97 | — | COM | 21241B100 |
| LAB | FLUIDIGM CORP DEL | 69,769 | $280K | 0.1% | $4.01 * | $3.38 | +2.9% | COM | 34385P108 |
| HLIT | HARMONIC INC | 24,715 | $117K | 0.0% | $4.73 * | $5.59 | 0.0% | COM | 413160102 |
| — | AMYRIS INC | 21,203 | $91,000 | 0.0% | $4.29 | $2.56 | — | COM NEW | 03236M200 |
| — | ENDOLOGIX INC | 5,000 | $4,000 | 0.0% | $0.80 | $0.80 | — | COM NEW | 29266S304 |