Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value: $733M (15.6% shares, 84.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 500,000 | $103M | 14.0% | $205.52 | $205.46 | — | Put | 78462F103 |
| — | Actavis PLC | 40,000,000 | $36.72M | 5.0% | $0.92 | $1.94 | — | CVTMAND | BY9D6T8 |
| — | PROOFPOINT INC | 25,014,000 | $36.63M | 5.0% | $1.46 | $1.60 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | NVIDIA CORP | 19,500,000 | $34.83M | 4.8% | $1.79 | $1.46 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | Fiat Chrysler Automobiles | 46,000,000 | $33.58M | 4.6% | $0.73 | $2.00 | — | CVTMAND | BTGCTW7 |
| — | WESCO INTL INC | 16,860,000 | $32.39M | 4.4% | $1.92 | $1.92 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | AFFYMETRIX INC | 12,500,000 | $30.14M | 4.1% | $2.41 | $2.18 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | OCLARO INC | 9,112,000 | $26.31M | 3.6% | $2.89 | $2.89 | — | NOTE 6.000% 2/1 | 67555NAB3 |
| — | WELLPOINT INC | 12,068,000 | $23.04M | 3.1% | $1.91 | $1.91 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MERRIMACK PHARMACEUTICALS IN | 13,780,000 | $20.74M | 2.8% | $1.51 | $1.91 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | Microchip Technology Inc | 17,000,000 | $17.38M | 2.4% | $1.02 | $1.02 | — | Note 1.6250% 15-Feb-2025 | 595017AC8 |
| — | EMERGENT BIOSOLUTIONS INC | 13,000,000 | $16.95M | 2.3% | $1.30 | $1.30 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | SERVICESOURCE INTL INC | 18,349,000 | $14.95M | 2.0% | $0.81 | $0.78 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | TTM TECHNOLOGIES INC | 16,100,000 | $14.33M | 2.0% | $0.89 | $0.89 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | Invacare Corp | 14,000,000 | $14.28M | 1.9% | $1.02 | $1.02 | — | Note 5.0000% 15-Feb-2021 | 461203AE1 |
| — | DEPOMED INC | 14,750,000 | $13.79M | 1.9% | $0.93 | $0.93 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | MENTOR GRAPHICS CORP | 12,767,000 | $13.45M | 1.8% | $1.05 | $1.29 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | TESLA MTRS INC | 15,300,000 | $13.12M | 1.8% | $0.86 | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | EXELIXIS INC | 12,000,000 | $11.97M | 1.6% | $1.00 | $1.00 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | iStar Financial Inc | 11,250,000 | $11.08M | 1.5% | $0.98 | $0.98 | — | Note 1.5000% 15-Nov-2016 | 45031UBV2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 8,500,000 | $11.05M | 1.5% | $1.30 | $1.30 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | JAZZ US HLDGS INC | 7,420,000 | $10.44M | 1.4% | $1.41 | $1.41 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | VECTOR GROUP LTD | 9,200,000 | $10.21M | 1.4% | $1.11 | $1.07 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | APOLLO COML REAL EST FIN INC | 9,675,000 | $9.796M | 1.3% | $1.01 | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | GENERAL CABLE CORP DEL NEW | 17,303,000 | $9.592M | 1.3% | $0.55 | $0.55 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | GPT Property Tr LP/Gramercy Property Tr | 7,980,000 | $9.388M | 1.3% | $1.18 | $1.18 | — | Note 3.7500% 15-Mar-2019 | 36197SAA3 |
| — | Scorpio Tankers Inc | 11,154,000 | $9.244M | 1.3% | $0.83 | $0.83 | — | Note 2.3750% 01-Jul-2019 | 80918TAA7 |
| — | AMAG PHARMACEUTICALS INC | 8,500,000 | $9.212M | 1.3% | $1.08 | $1.08 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | Ariad Pharmaceuticals Inc | 9,500,000 | $9.179M | 1.3% | $0.97 | $0.97 | — | Note 3.6250% 15-Jun-2019 | 04033AAA8 |
| — | MONSTER WORLDWIDE INC | 10,000,000 | $9.169M | 1.3% | $0.92 | $1.27 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | SPECTRANETICS CORP | 11,374,000 | $9.028M | 1.2% | $0.79 | $0.79 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | OREXIGEN THERAPEUTICS INC | 20,909,000 | $8.991M | 1.2% | $0.43 | $0.88 | — | NOTE 2.750%12/0 | 686164AB0 |
| — | BLUCORA INC | 11,464,000 | $8.598M | 1.2% | $0.75 | $0.75 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | TITAN MACHY INC | 9,800,000 | $7.644M | 1.0% | $0.78 | $0.78 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | STARWOOD PPTY TR INC | 7,000,000 | $6.93M | 0.9% | $0.99 | $1.03 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | Interactive Intelligence Inc | 7,220,000 | $6.214M | 0.8% | $0.86 | $0.86 | — | Note 1.2500% 01-Jun-2020 | 45841VAA7 |
| — | ISTAR INC | 6,000,000 | $6.18M | 0.8% | $1.03 | $1.03 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | Lam Research Tranche A | 4,500,000 | $6.03M | 0.8% | $1.34 | $1.34 | — | Note 0.5000% 15-May-2016 | 512807AJ7 |
| — | Golar Lng Ltd | 5,500,000 | $5.253M | 0.7% | $0.96 | $0.96 | — | Note 3.7500% 07-Mar-2017 | B7K5QM7 |
| — | VIOLIN MEMORY INC | 14,750,000 | $5.015M | 0.7% | $0.34 | $0.56 | — | NOTE 4.250%10/0 | 92763AAB7 |
| — | ENCORE CAP GROUP INC | 7,090,000 | $4.963M | 0.7% | $0.70 | $0.70 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | KEYW HLDG CORP | 6,285,000 | $4.799M | 0.7% | $0.76 | $0.98 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | CARRIAGE SVCS INC | 4,340,000 | $4.796M | 0.7% | $1.11 | $1.17 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | WL ROSS HLDG CORP | 452,300 | $4.537M | 0.6% | $10.03 | $10.03 | — | COM SHS | 92939D104 |
| — | SOLAZYME INC | 8,150,000 | $4.075M | 0.6% | $0.50 | $0.75 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | FLUIDIGM CORP DEL | 6,500,000 | $3.575M | 0.5% | $0.55 | $0.55 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | Pandora Media Inc (Pending) | 4,000,000 | $3.455M | 0.5% | $0.86 | $0.86 | — | Note 1.7500% 01-Dec-2020 | 698354AA5 |
| — | BROADSOFT INC | 2,200,000 | $2.507M | 0.3% | $1.14 | $1.14 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | HORNBECK OFFSHORE SVCS INC N | 4,000,000 | $2.48M | 0.3% | $0.62 | $0.62 | — | NOTE 1.500% 9/0 | 440543AN6 |
| SPY | SPDR S&P 500 ETF TR | 7,768 | $1.596M | 0.2% | $205.46 | $205.46 | — | TR UNIT | 78462F103 |
| — | COBALT INTL ENERGY INC | 3,000,000 | $1.223M | 0.2% | $0.41 | $0.74 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | AMYRIS INC | 1,450,000 | $1.16M | 0.2% | $0.80 | $1.04 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| CSW | CSW INDUSTRIALS INC | 30,996 | $976K | 0.1% | $31.49 | $33.71 | -8.2% | COM | 126402106 |
| ON | ON SEMICONDUCTOR CORP | 97,600 | $936K | 0.1% | $9.59 * | $10.52 | -18.6% | COM | 682189105 |
| — | SPDR SERIES TRUST | 24,685 | $845K | 0.1% | $34.23 | $34.23 | — | BRC HGH YLD BD | 78464A417 |
| BLD | TOPBUILD CORP | 25,000 | $743K | 0.1% | $29.72 * | $30.85 | -12.3% | COM | 89055F103 |
| — | QIMONDA FIN LLC | 4,000,000 | $695K | 0.1% | $0.17 | $0.17 | — | NOTE 6.750% 3/2 | 74732WAA7 |
| HYG | ISHARES TR | 7,295 | $596K | 0.1% | $81.70 | $81.70 | — | IBOXX HI YD ETF | 464288513 |
| — | SUNEDISON INC | 14,668,000 | $587K | 0.1% | $0.04 | $2.12 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | ENCORE CAP GROUP INC | 715,000 | $561K | 0.1% | $0.78 | $0.78 | — | NOTE 3.000% 7/0 | 292554AF9 |
| TLT | ISHARES TR | 3,989 | $521K | 0.1% | $130.61 | $130.61 | — | 20 YR TR BD ETF | 464287432 |
| — | ENERGY XXI BERMUDA LTD | 38,000,000 | $475K | 0.1% | $0.01 | $0.20 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | FUELCELL ENERGY INC | 54,075 | $366K | 0.0% | $6.77 | $4.96 | — | COM NEW | 35952H502 |
| — | ENERNOC INC | 400,000 | $286K | 0.0% | $0.71 | $0.71 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | MONSTER WORLDWIDE INC | 36,800 | $120K | 0.0% | $3.26 | — | — | Call | 611742107 |
| — | MEDICAL TRANSCRIPTION BLG CO | 100,000 | $102K | 0.0% | $1.02 | $1.88 | — | COM | 58464J105 |
| — | SUNTECH PWR HLDGS CO LTD | 21,250,000 | $27,000 | 0.0% | $0.00 | $0.00 | — | NOTE 3.000% 8/3 | 86800CAE4 |