Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 16, 2021
Total Value: $787M (1.6% shares, 98.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Plug Power Inc | 17,000,000 | $115M | 14.6% | $6.74 | $6.74 | — | NOTE 3.7500% 01-Jun-2025 | 72919PAC7 |
| — | Bandwidth Inc | 15,750,000 | $28.25M | 3.6% | $1.79 | $1.75 | — | NOTE 0.2500% 01-Mar-2026 | 05988JAA1 |
| — | RAPID7 INC | 12,000,000 | $26.25M | 3.3% | $2.19 | $1.65 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | CHEGG INC | 13,300,000 | $24.21M | 3.1% | $1.82 | $1.60 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | INFINERA CORP | 18,073,000 | $22.57M | 2.9% | $1.25 | $0.92 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | FLEXION THERAPEUTICS INC | 24,577,000 | $21.93M | 2.8% | $0.89 | $1.00 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 18,175,000 | $20.74M | 2.6% | $1.14 | $0.91 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | CLEVELAND-CLIFFS INC NEW | 10,000,000 | $19.51M | 2.5% | $1.95 | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | Workiva Inc | 14,500,000 | $19.47M | 2.5% | $1.34 | $1.17 | — | NOTE 1.1250% 15-Aug-2026 | 98139AAA3 |
| — | Infinera Corp | 12,550,000 | $19.42M | 2.5% | $1.55 | $0.98 | — | NOTE 2.5000% 01-Mar-2027 | 45667GAD5 |
| — | Dicks Sporting Goods | 10,700,000 | $19.07M | 2.4% | $1.78 | $1.83 | — | NOTE 3.2500% 15-Apr-2025 | 253393AC6 |
| — | BLACKLINE INC | 10,000,000 | $18.82M | 2.4% | $1.88 | $1.88 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | MAGNACHIP SEMICONDUCTOR SA | 10,905,000 | $17.98M | 2.3% | $1.65 | $1.35 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | Bloom Energy Corp | 9,250,000 | $17.88M | 2.3% | $1.93 | $1.27 | — | NOTE 2.5000% 15-Aug-2025 | 093712AG2 |
| — | HARMONIC INC | 15,500,000 | $16.94M | 2.2% | $1.09 | $1.09 | — | DBCV 2.000% 9/0 | 413160AD4 |
| — | PALO ALTO NETWORKS INC | 11,705,000 | $16.55M | 2.1% | $1.41 | $1.12 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | GOLAR LNG LTD | 17,775,000 | $16.22M | 2.1% | $0.91 | $0.91 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | SPLUNK INC | 11,500,000 | $15.55M | 2.0% | $1.35 | $1.35 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | PetIQ Inc | 10,000,000 | $15.21M | 1.9% | $1.52 | $1.35 | — | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 |
| — | UNITED STATES STL CORP NEW | 10,000,000 | $14.94M | 1.9% | $1.49 | $1.49 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | Avadel Fin Cay Ltd/Avadel Pharma Plc | 14,500,000 | $14.62M | 1.9% | $1.01 | $1.00 | — | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 |
| — | K12 Inc | 17,625,000 | $14.39M | 1.8% | $0.82 | $0.83 | — | NOTE 1.1250% 01-Sep-2027 | 48273UAA0 |
| — | RETROPHIN INC | 13,900,000 | $14.04M | 1.8% | $1.01 | $0.87 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | PATRICK INDS INC | 12,916,000 | $13.71M | 1.7% | $1.06 | $0.93 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 7,000,000 | $13.62M | 1.7% | $1.95 | $1.95 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | Par Technology Corp | 8,000,000 | $12.95M | 1.6% | $1.62 | $1.27 | — | NOTE 2.8750% 15-Apr-2026 | 698884AB9 |
| — | TEEKAY CORPORATION | 14,025,000 | $12.55M | 1.6% | $0.89 | $0.81 | — | NOTE 5.000% 1/1 | 87900YAE3 |
| — | ENCORE CAP GROUP INC | 11,450,000 | $12.34M | 1.6% | $1.08 | $0.93 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | EAGLE BULK SHIPPING INC | 14,900,000 | $12.19M | 1.5% | $0.82 | $0.80 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | FLUIDIGM CORP DEL | 5,000,000 | $11.15M | 1.4% | $2.23 | $2.23 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | INVACARE CORP | 11,500,000 | $11.11M | 1.4% | $0.97 | $0.86 | — | NOTE 5.000%11/1 | 461203AL5 |
| — | ALLEGHENY TECHNOLOGIES INC | 8,000,000 | $11.05M | 1.4% | $1.38 | $1.06 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | AIR TRANSPORT SERVICES GRP I | 9,000,000 | $10.57M | 1.3% | $1.18 | $1.03 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | ENCORE CAP GROUP INC | 8,750,000 | $10.31M | 1.3% | $1.18 | $1.18 | — | NOTE 3.250%10/0 | 292554AM4 |
| — | OMEROS CORP | 9,500,000 | $10.2M | 1.3% | $1.07 | $1.07 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | AKAMAI TECHNOLOGIES INC | 8,000,000 | $9.91M | 1.3% | $1.24 | $1.26 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SYNAPTICS INC | 7,000,000 | $9.651M | 1.2% | $1.38 | $1.14 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | FIREEYE INC | 7,500,000 | $9.15M | 1.2% | $1.22 | $0.92 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | Accuray Inc | 8,605,000 | $9.143M | 1.2% | $1.06 | $0.88 | — | NOTE 3.7500% 15-Jul-2022 | 004397AH8 |
| — | SNAP INC | 4,000,000 | $9.095M | 1.2% | $2.27 | $2.27 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | Model N Inc (Pending) | 7,000,000 | $9.087M | 1.2% | $1.30 | $1.29 | — | NOTE 2.6250% 01-Jun-2025 | 607525AA0 |
| — | RADIUS HEALTH INC | 10,000,000 | $9.038M | 1.1% | $0.90 | $0.83 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | COUPA SOFTWARE INC | 4,000,000 | $8.73M | 1.1% | $2.18 | $2.18 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | GOGO INC | 5,000,000 | $8.541M | 1.1% | $1.71 | $1.61 | — | NOTE 6.000% 5/1 | 38046CAD1 |
| — | AERIE PHARMACEUTICALS INC | 8,067,000 | $7.432M | 0.9% | $0.92 | $0.92 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | AMERICAN AIRLS GROUP INC | 5,500,000 | $6.944M | 0.9% | $1.26 | $1.26 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | KAMAN CORP | 5,750,000 | $6.627M | 0.8% | $1.15 | $1.07 | — | NOTE 3.250% 5/0 | 483548AF0 |
| RDNW | RUMBLEON INC | 147,473 | $4.454M | 0.6% | $30.20 * | $15.77 | +119.7% | COM CL B | 781386305 |
| — | KINDRED BIOSCIENCES INC | 611,364 | $2.635M | 0.3% | $4.31 | $9.90 | — | COM | 494577109 |
| — | SERVICESOURCE INTL INC | 1,378,382 | $2.426M | 0.3% | $1.76 | $2.89 | — | COM | 81763U100 |
| — | CLF01/15/21C10 | 600,500 | $1.448M | 0.2% | $2.41 | — | — | Call | 189899AA9 |
| — | SCORPIO TANKERS INC | 790,000 | $762K | 0.1% | $0.96 | $0.93 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| SPY | SPDR S&P 500 ETF TR | 80,000 | $749K | 0.1% | $9.36 | — | — | Put | 78462F103 |
| — | CONTURA ENERGY INC | 36,708 | $417K | 0.1% | $11.36 | $55.97 | — | COM | 21241B100 |
| — | GORES HOLDINGS VI INC | 25,000 | $265K | 0.0% | $10.60 | $10.60 | — | UNIT 08/24/2027 | 38286R204 |
| — | TELIGENT INC NEW | 35,998 | $27,000 | 0.0% | $0.75 | $0.72 | — | COM NEW | 87960W203 |