Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Dec 22, 2020
Total Value: $477M (2.6% shares, 97.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ATLAS AIR WORLDWIDE HLDGS IN | 18,175,000 | $21.97M | 4.6% | $1.21 | $0.91 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | FLEXION THERAPEUTICS INC | 25,500,000 | $20.05M | 4.2% | $0.79 | $1.00 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | Dicks Sporting Goods | 10,700,000 | $19.56M | 4.1% | $1.83 | $1.83 | — | NOTE 3.2500% 15-Apr-2025 | 253393AC6 |
| — | ENCORE CAP GROUP INC | 16,450,000 | $17.87M | 3.7% | $1.09 | $0.93 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | Fluidigm Corporation | 6,500,000 | $17.57M | 3.7% | $2.70 | $2.70 | — | NOTE 5.2500% 01-Dec-2024 | 34385PAE8 |
| — | INFINERA CORP | 18,073,000 | $16.83M | 3.5% | $0.93 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | TEEKAY CORPORATION | 19,675,000 | $16.13M | 3.4% | $0.82 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | Bloom Energy Corp | 12,250,000 | $15.53M | 3.3% | $1.27 | $1.27 | — | NOTE 2.5000% 15-Aug-2025 | 093712AG2 |
| — | CLEVELAND-CLIFFS INC NEW | 14,377,000 | $14.92M | 3.1% | $1.04 | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | PetIQ Inc | 10,000,000 | $13.59M | 2.8% | $1.36 | $1.35 | — | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 |
| — | Infinera Corp | 12,550,000 | $13.22M | 2.8% | $1.05 | $0.98 | — | NOTE 2.5000% 01-Mar-2027 | 45667GAD5 |
| — | MAGNACHIP SEMICONDUCTOR SA | 7,750,000 | $13.11M | 2.7% | $1.69 | $1.22 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | RAPID7 INC | 8,250,000 | $12.9M | 2.7% | $1.56 | $1.40 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | GOLAR LNG LTD | 16,166,000 | $12.53M | 2.6% | $0.78 | $0.91 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | Avadel Fin Cay Ltd/Avadel Pharma Plc | 13,500,000 | $12.44M | 2.6% | $0.92 | $1.00 | — | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 |
| — | Harmonic Inc | 13,000,000 | $12.24M | 2.6% | $0.94 | $0.91 | — | NOTE 2.0000% 01-Sep-2024 | 413160AC6 |
| — | ALLEGHENY TECHNOLOGIES INC | 11,000,000 | $11.48M | 2.4% | $1.04 | $1.06 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CHEGG INC | 7,500,000 | $11.47M | 2.4% | $1.53 | $1.43 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | PATRICK INDS INC | 11,416,000 | $11.36M | 2.4% | $1.00 | $0.91 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | GOGO INC | 6,900,000 | $11.09M | 2.3% | $1.61 | $1.61 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | PALO ALTO NETWORKS INC | 9,705,000 | $10.96M | 2.3% | $1.13 | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | INVACARE CORP | 11,500,000 | $10.22M | 2.1% | $0.89 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | Bandwidth Inc | 5,000,000 | $9.981M | 2.1% | $2.00 | $1.65 | — | NOTE 0.2500% 01-Mar-2026 | 05988JAA1 |
| — | Model N Inc (Pending) | 7,500,000 | $9.694M | 2.0% | $1.29 | $1.29 | — | NOTE 2.6250% 01-Jun-2025 | 607525AA0 |
| — | 1Life Healthcare Inc (Pending) | 9,500,000 | $9.559M | 2.0% | $1.01 | $0.98 | — | NOTE 3.0000% 15-Jun-2025 | 68269GAA5 |
| — | PLURALSIGHT INC | 10,254,000 | $9.126M | 1.9% | $0.89 | $0.89 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | RETROPHIN INC | 9,900,000 | $8.514M | 1.8% | $0.86 | $0.81 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | AIR TRANSPORT SERVICES GRP I | 8,000,000 | $8.46M | 1.8% | $1.06 | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | K12 Inc | 10,000,000 | $8.413M | 1.8% | $0.84 | $0.84 | — | NOTE 1.1250% 01-Sep-2027 | 48273UAA0 |
| — | FIREEYE INC | 9,000,000 | $8.381M | 1.8% | $0.93 | $0.92 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | RADIUS HEALTH INC | 10,000,000 | $8.288M | 1.7% | $0.83 | $0.83 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | TEAM INC | 9,778,000 | $8.214M | 1.7% | $0.84 | $1.02 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | Accuray Inc | 8,605,000 | $7.615M | 1.6% | $0.88 | $0.88 | — | NOTE 3.7500% 15-Jul-2022 | 004397AH8 |
| — | US Steel Corp | 9,000,000 | $7.223M | 1.5% | $0.80 | $0.80 | — | NOTE 5.0000% 01-Nov-2026 | 912909AQ1 |
| — | Workiva Inc | 6,500,000 | $6.5M | 1.4% | $1.00 | $0.96 | — | NOTE 1.1250% 15-Aug-2026 | 98139AAA3 |
| — | SYNAPTICS INC | 5,000,000 | $6.206M | 1.3% | $1.24 | $1.04 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | Par Technology Corp | 4,500,000 | $5.428M | 1.1% | $1.21 | $1.00 | — | NOTE 2.8750% 15-Apr-2026 | 698884AB9 |
| — | XERIS PHARMACEUTICALS INC | 2,500,000 | $4.85M | 1.0% | $1.94 | $1.37 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| RDNW | RUMBLEON INC | 158,988 | $4.237M | 0.9% | $26.65 * | $15.77 | +57.0% | COM CL B | 781386305 |
| — | AKAMAI TECHNOLOGIES INC | 3,000,000 | $3.874M | 0.8% | $1.29 | $1.29 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SCORPIO TANKERS INC | 4,140,000 | $3.83M | 0.8% | $0.93 | $0.93 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | VIAVI SOLUTIONS INC | 3,280,000 | $3.723M | 0.8% | $1.14 | $1.14 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | Wayfair Inc | 3,000,000 | $3.071M | 0.6% | $1.02 | $1.02 | — | NOTE 0.6250% 01-Oct-2025 | 94419LAL5 |
| — | KAMAN CORP | 3,000,000 | $2.959M | 0.6% | $0.99 | $0.99 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | KINDRED BIOSCIENCES INC | 590,545 | $2.533M | 0.5% | $4.29 | $10.10 | — | COM | 494577109 |
| — | EAGLE BULK SHIPPING INC | 3,425,000 | $2.47M | 0.5% | $0.72 | $0.72 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | SERVICESOURCE INTL INC | 1,403,382 | $2.063M | 0.4% | $1.47 | $2.89 | — | COM | 81763U100 |
| — | AMYRIS INC | 703,482 | $2.054M | 0.4% | $2.92 | $2.91 | — | COM NEW | 03236M200 |
| — | ENSCO JERSEY FIN LTD | 12,000,000 | $1.62M | 0.3% | $0.14 | $0.80 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| ASPN | ASPEN AEROGELS INC | 102,444 | $1.122M | 0.2% | $10.95 * | $8.12 | -2.5% | COM | 04523Y105 |
| — | CONTURA ENERGY INC | 55,098 | $403K | 0.1% | $7.31 | $55.97 | — | COM | 21241B100 |
| — | TELIGENT INC NEW | 35,998 | $26,000 | 0.0% | $0.72 | $0.72 | — | COM NEW | 87960W203 |