Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $331M (4.5% shares, 95.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | DEPOMED INC | 15,000,000 | $21.41M | 6.5% | $1.43 | $1.02 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | GENERAL CABLE CORP DEL NEW | 31,300,000 | $21.21M | 6.4% | $0.68 | $0.57 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | HOLOGIC INC | 15,000,000 | $18.52M | 5.6% | $1.23 | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | SPECTRANETICS CORP | 16,099,000 | $17.05M | 5.2% | $1.06 | $0.83 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | MENTOR GRAPHICS CORP | 12,267,000 | $16.44M | 5.0% | $1.34 | $1.24 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | VECTOR GROUP LTD | 14,200,000 | $16.19M | 4.9% | $1.14 | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | TTM TECHNOLOGIES INC | 12,000,000 | $15.84M | 4.8% | $1.32 | $0.93 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | FLUIDIGM CORP DEL | 23,712,000 | $14.61M | 4.4% | $0.62 | $0.60 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | INTERCEPT PHARMACEUTICALS IN | 11,570,000 | $12.95M | 3.9% | $1.12 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | JAZZ US HLDGS INC | 7,844,000 | $12.61M | 3.8% | $1.61 | $1.42 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | ENCORE CAP GROUP INC | 15,880,000 | $12.25M | 3.7% | $0.77 | $0.72 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | YAHOO INC | 11,000,000 | $11.28M | 3.4% | $1.03 | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | AVID TECHNOLOGY INC | 13,750,000 | $11.11M | 3.4% | $0.81 | $0.81 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | HORNBECK OFFSHORE SVCS INC N | 18,250,000 | $10.65M | 3.2% | $0.58 | $0.59 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | BLUCORA INC | 10,069,000 | $9.654M | 2.9% | $0.96 | $0.77 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | WEBMD HEALTH CORP | 9,000,000 | $9.366M | 2.8% | $1.04 | $1.04 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ADVANCED MICRO DEVICES INC | 7,500,000 | $8.17M | 2.5% | $1.09 | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ENCORE CAP GROUP INC | 9,742,000 | $8.154M | 2.5% | $0.84 | $0.77 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | INFINERA CORPORATION | 7,157,000 | $7.51M | 2.3% | $1.05 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | APOLLO COML REAL EST FIN INC | 7,175,000 | $7.426M | 2.2% | $1.03 | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | STARWOOD PPTY TR INC | 6,500,000 | $6.695M | 2.0% | $1.03 | $1.03 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | MICRON TECHNOLOGY INC | 3,500,000 | $6.646M | 2.0% | $1.90 | $1.90 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | SERVICESOURCE INTL INC | 1,332,123 | $6.501M | 2.0% | $4.88 | $4.88 | — | COM | 81763U100 |
| — | KEYW HLDG CORP | 6,000,000 | $5.85M | 1.8% | $0.97 | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | TITAN MACHY INC | 6,569,000 | $5.781M | 1.7% | $0.88 | $0.80 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | PDC ENERGY INC | 4,800,000 | $5.153M | 1.6% | $1.07 | $1.07 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | ISTAR INC | 4,000,000 | $4.022M | 1.2% | $1.01 | $1.02 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | VIOLIN MEMORY INC | 12,250,000 | $3.92M | 1.2% | $0.32 | $0.56 | — | NOTE 4.250%10/0 | 92763AAB7 |
| — | IGI LABORATORIES INC | 4,000,000 | $3.855M | 1.2% | $0.96 | $0.96 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | ENERNOC INC | 5,009,000 | $3.682M | 1.1% | $0.74 | $0.72 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | OREXIGEN THERAPEUTICS INC | 12,000,000 | $3.3M | 1.0% | $0.28 | $0.88 | — | NOTE 2.750%12/0 | 686164AB0 |
| — | FINISAR CORP | 2,000,000 | $2.351M | 0.7% | $1.18 | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | MENTOR GRAPHICS CORP | 66,300 | $1.74M | 0.5% | $26.24 | — | — | Call | 587200106 |
| — | ISTAR INC | 159,100 | $1.707M | 0.5% | $10.73 | $10.73 | — | COM | 45031U101 |
| BLD | TOPBUILD CORP | 42,000 | $1.394M | 0.4% | $33.19 * | $35.21 | 0.0% | COM | 89055F103 |
| CSW | CSW INDUSTRIALS INC | 35,522 | $1.151M | 0.3% | $32.40 * | $31.72 | 0.0% | COM | 126402106 |
| — | FINISAR CORP | 30,100 | $897K | 0.3% | $29.80 | $29.80 | — | COM NEW | 31787A507 |
| — | KEYW HLDG CORP | 80,750 | $890K | 0.3% | $11.02 | $10.30 | — | COM | 493723100 |
| — | AMYRIS INC | 1,450,000 | $798K | 0.2% | $0.55 | $1.04 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| — | COBALT INTL ENERGY INC | 1,500,000 | $767K | 0.2% | $0.51 | $0.37 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | AMYRIS INC | 2,000,000 | $640K | 0.2% | $0.32 | $0.27 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | FUELCELL ENERGY INC | 76,263 | $413K | 0.1% | $5.42 | $5.16 | — | COM NEW | 35952H502 |
| — | AMYRIS INC | 423,659 | $246K | 0.1% | $0.58 | $0.58 | — | COM | 03236M101 |
| — | MEDICAL TRANSCRIPTION BLG CO | 74,481 | $70,000 | 0.0% | $0.94 | $1.88 | — | COM | 58464J105 |