Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value: $323M (9.2% shares, 90.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICRON TECHNOLOGY INC | 12,413,000 | $28.74M | 8.9% | $2.32 | $2.20 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | SANDRIDGE ENERGY INC | 903,614 | $21.28M | 6.6% | $23.55 | $23.55 | — | NOTE 10/0 | 80007PBC2 |
| — | SPECTRANETICS CORP | 18,899,000 | $19.61M | 6.1% | $1.04 | $0.86 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | ADVANCED MICRO DEVICES INC | 12,000,000 | $18.96M | 5.9% | $1.58 | $1.27 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | HOLOGIC INC | 15,000,000 | $18.47M | 5.7% | $1.23 | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | PANDORA MEDIA INC | 17,650,000 | $18.16M | 5.6% | $1.03 | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | GENERAL CABLE CORP DEL NEW | 21,000,000 | $16.61M | 5.1% | $0.79 | $0.57 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | STARWOOD PPTY TR INC | 16,000,000 | $16.41M | 5.1% | $1.03 | $1.03 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | VECTOR GROUP LTD | 13,000,000 | $15.05M | 4.7% | $1.16 | $1.08 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | JAZZ US HLDGS INC | 7,700,000 | $14.96M | 4.6% | $1.94 | $1.42 | — | NOTE 8.000%12/3 | 47216EAA8 |
| — | ENCORE CAP GROUP INC | 12,398,000 | $10.88M | 3.4% | $0.88 | $0.72 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | HEALTHWAYS INC | 8,000,000 | $10.28M | 3.2% | $1.28 | $1.28 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | AVID TECHNOLOGY INC | 14,750,000 | $9.934M | 3.1% | $0.67 | $0.80 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | WEBMD HEALTH CORP | 9,000,000 | $9.212M | 2.9% | $1.02 | $1.04 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | DEPOMED INC | 7,500,000 | $8.625M | 2.7% | $1.15 | $1.02 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | FLUIDIGM CORP DEL | 11,500,000 | $8.223M | 2.5% | $0.72 | $0.60 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | YAHOO INC | 8,000,000 | $7.92M | 2.5% | $0.99 | $0.99 | — | NOTE 12/0 | 984332AF3 |
| — | INFINERA CORPORATION | 7,157,000 | $7.407M | 2.3% | $1.03 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | KEYW HLDG CORP | 6,525,000 | $6.623M | 2.0% | $1.02 | $0.97 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | ENERNOC INC | 7,769,000 | $6.138M | 1.9% | $0.79 | $0.74 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | ENCORE CAP GROUP INC | 6,040,000 | $5.678M | 1.8% | $0.94 | $0.77 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | TITAN MACHY INC | 6,000,000 | $5.415M | 1.7% | $0.90 | $0.80 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | CORNERSTONE ONDEMAND INC | 5,000,000 | $5.231M | 1.6% | $1.05 | $1.05 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,500,000 | $4.943M | 1.5% | $0.90 | $1.12 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | SUCAMPO PHARMACEUTICALS INC | 4,500,000 | $4.787M | 1.5% | $1.06 | $1.06 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | IGI LABORATORIES INC | 5,000,000 | $4.669M | 1.4% | $0.93 | $0.96 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | SERVICESOURCE INTL INC | 732,944 | $4.163M | 1.3% | $5.68 | $4.88 | — | COM | 81763U100 |
| — | BROCADE COMMUNICATIONS SYS I | 2,500,000 | $2.521M | 0.8% | $1.01 | $1.01 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | HORNBECK OFFSHORE SVCS INC N | 3,000,000 | $2.168M | 0.7% | $0.72 | $0.59 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | COMSTOCK RES INC | 2,000,000 | $1.745M | 0.5% | $0.87 | $0.87 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | BLUCORA INC | 1,650,000 | $1.65M | 0.5% | $1.00 | $0.77 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | OREXIGEN THERAPEUTICS INC | 4,805,000 | $1.321M | 0.4% | $0.27 | $0.88 | — | NOTE 2.750%12/0 | 686164AB0 |
| CSW | CSW INDUSTRIALS INC | 35,000 | $1.29M | 0.4% | $36.86 * | $31.72 | +3.3% | COM | 126402106 |
| BLD | TOPBUILD CORP | 35,000 | $1.246M | 0.4% | $35.60 * | $35.21 | -2.2% | COM | 89055F103 |
| — | AMYRIS INC | 2,000,000 | $1.1M | 0.3% | $0.55 | $0.27 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | ISTAR INC | 74,151 | $917K | 0.3% | $12.37 | $10.73 | — | COM | 45031U101 |
| — | AMYRIS INC | 490,897 | $358K | 0.1% | $0.73 | $0.60 | — | COM | 03236M101 |
| — | RESOLUTE ENERGY CORP | 5,000 | $206K | 0.1% | $41.20 | $41.20 | — | COM NEW | 76116A306 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 30,000 | $186K | 0.1% | $6.20 * | $6.81 | 0.0% | COM | 55933J203 |
| — | MEDICAL TRANSCRIPTION BLG CO | 25,000 | $18,000 | 0.0% | $0.72 | $1.88 | — | COM | 58464J105 |