Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value: $491M (7.5% shares, 92.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Proofpoint Inc | 20,514,000 | $34.35M | 7.0% | $1.67 | $1.60 | — | NOTE 1.250%12/1 | 743424AB9 |
| IWM | ISHARES TR | 250,000 | $28.75M | 5.9% | $114.98 | — | — | Put | 464287655 |
| — | TTM TECHNOLOGIES INC | 27,354,000 | $27.05M | 5.5% | $0.99 | $0.93 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | Depomed Inc | 21,750,000 | $26.21M | 5.3% | $1.21 | $1.02 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | Oclaro Inc | 9,112,000 | $23.84M | 4.9% | $2.62 | $2.89 | — | NOTE 6.000% 2/1 | 67555NAB3 |
| — | NVIDIA Corp | 10,000,000 | $23.33M | 4.8% | $2.33 | $1.46 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | GENERAL CABLE CORP DEL NEW | 35,406,000 | $20.54M | 4.2% | $0.58 | $0.57 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | Mentor Graphics Corp | 17,767,000 | $19.57M | 4.0% | $1.10 | $1.24 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | Spectranetics Corp | 19,099,000 | $17.03M | 3.5% | $0.89 | $0.83 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | TITAN MACHY INC | 20,569,000 | $16.87M | 3.4% | $0.82 | $0.80 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | SERVICESOURCE INTL INC | 18,058,000 | $15.98M | 3.3% | $0.88 | $0.78 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | VECTOR GROUP LTD | 14,200,000 | $15.8M | 3.2% | $1.11 | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | YAHOO INC | 15,500,000 | $15.39M | 3.1% | $0.99 | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | Monster Worldwide Inc | 17,500,000 | $15.27M | 3.1% | $0.87 | $1.10 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | Emergent BioSolutions Inc | 13,000,000 | $14.74M | 3.0% | $1.13 | $1.30 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | ISTAR INC | 14,000,000 | $14.07M | 2.9% | $1.00 | $1.02 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | FLUIDIGM CORP DEL | 22,364,000 | $13.68M | 2.8% | $0.61 | $0.59 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | DYNEGY INC NEW DEL | 10,000,000 | $10.78M | 2.2% | $1.08 | $1.08 | — | UNIT 07/01/20191 | 26817R405 |
| — | JAZZ US HLDGS INC | 7,420,000 | $10.66M | 2.2% | $1.44 | $1.41 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | Microchip Technology Inc | 9,000,000 | $10.02M | 2.0% | $1.11 | $1.11 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | Finisar Corp | 9,250,000 | $8.926M | 1.8% | $0.96 | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | Encore Cap Group Inc | 12,455,000 | $8.762M | 1.8% | $0.70 | $0.70 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | Blucora Inc | 8,869,000 | $8.204M | 1.7% | $0.93 | $0.75 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | Array Biopharma Inc | 9,000,000 | $7.678M | 1.6% | $0.85 | $0.85 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | KEYW HLDG CORP | 8,285,000 | $7.664M | 1.6% | $0.93 | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | APOLLO COML REAL EST FIN INC | 7,175,000 | $7.301M | 1.5% | $1.02 | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | Orexigen Therapeutics Inc | 20,909,000 | $7.109M | 1.4% | $0.34 | $0.88 | — | NOTE 2.750%12/0 | 686164AB0 |
| — | HORNBECK OFFSHORE SVCS INC N | 11,000,000 | $6.325M | 1.3% | $0.57 | $0.59 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | Violin Memory Inc | 14,250,000 | $6.306M | 1.3% | $0.44 | $0.56 | — | NOTE 4.250%10/0 | 92763AAB7 |
| SPY | SPDR S&P 500 ETF TR | 30,000 | $6.284M | 1.3% | $209.47 | $205.46 | — | Put | 78462F103 |
| — | Encore Cap Group Inc | 8,242,000 | $6.264M | 1.3% | $0.76 | $0.76 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | ILLUMINA INC | 6,000,000 | $5.858M | 1.2% | $0.98 | $0.98 | — | NOTE 6/1 | 452327AF6 |
| — | STARWOOD PPTY TR INC | 5,500,000 | $5.528M | 1.1% | $1.01 | $1.03 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | CARRIAGE SVCS INC | 4,340,000 | $5.121M | 1.0% | $1.18 | $1.17 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | TESLA MTRS INC | 5,500,000 | $4.527M | 0.9% | $0.82 | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | Solazyme Inc | 8,150,000 | $4.238M | 0.9% | $0.52 | $0.75 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | Exelixis Inc | 2,500,000 | $3.719M | 0.8% | $1.49 | $1.00 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | EnerNOC Inc | 4,509,000 | $3.224M | 0.7% | $0.72 | $0.72 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | Amyris Inc | 1,450,000 | $725K | 0.1% | $0.50 | $1.04 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| SPY | SPDR S&P 500 ETF TR | 3,205 | $671K | 0.1% | $209.36 | $205.46 | — | TR UNIT | 78462F103 |
| — | COBALT INTL ENERGY INC | 1,500,000 | $559K | 0.1% | $0.37 | $0.37 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | Amyris Inc | 2,000,000 | $540K | 0.1% | $0.27 | $0.27 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | KEYW HLDG CORP | 53,750 | $534K | 0.1% | $9.93 | $9.93 | — | COM | 493723100 |
| — | FUELCELL ENERGY INC | 41,774 | $260K | 0.1% | $6.22 | $4.96 | — | COM NEW | 35952H502 |
| — | JDS UNIPHASE CORP | 250,000 | $244K | 0.0% | $0.98 | $0.98 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | MEDICAL TRANSCRIPTION BLG CO | 100,000 | $88,000 | 0.0% | $0.88 | $1.88 | — | COM | 58464J105 |