Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $625M (6.8% shares, 93.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | Microchip Technology Inc Tranche B | 33,000,000 | $40.18M | 6.4% | $1.22 | $1.22 | — | Note 2.2500% 15-Feb-2037 | 595017AG9 |
| — | SALESFORCE COM INC | 27,923,000 | $39.26M | 6.3% | $1.41 | $1.37 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | BIOMARIN PHARMACEUTICAL INC | 36,000,000 | $36.58M | 5.9% | $1.02 | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SERVICENOW INC | 18,000,000 | $28.89M | 4.6% | $1.61 | $1.55 | — | NOTE 11/0 | 81762PAB8 |
| — | MICRON TECHNOLOGY INC | 6,913,000 | $28.29M | 4.5% | $4.09 | $2.20 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | PALO ALTO NETWORKS INC | 18,500,000 | $25.43M | 4.1% | $1.37 | $1.35 | — | NOTE 7/0 | 697435AB1 |
| — | NCR Corp | 16,728 | $24.46M | 3.9% | $1462.28 | $1462.28 | — | CONV PREF STK | 62886E207 |
| — | Jazz Pharmaceuticals Inc | 20,000,000 | $19.65M | 3.1% | $0.98 | $0.98 | — | Note 1.5000% 15-Aug-2024 | 472145AC5 |
| — | DISH NETWORK CORP | 16,500,000 | $18.48M | 3.0% | $1.12 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | WORKDAY INC | 14,100,000 | $18.35M | 2.9% | $1.30 | $1.28 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | Golar LNG Limited | 18,745,000 | $17.76M | 2.8% | $0.95 | $0.95 | — | Note 2.7500% 15-Feb-2022 | 38046YAA9 |
| — | CITRIX SYS INC | 15,000,000 | $17.45M | 2.8% | $1.16 | $1.16 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | VECTOR GROUP LTD | 15,000,000 | $17.14M | 2.7% | $1.14 | $1.09 | — | FRNT 4/1 | 92240MBC1 |
| — | KEYW HLDG CORP | 16,840,000 | $15.83M | 2.5% | $0.94 | $0.94 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | AVID TECHNOLOGY INC | 20,500,000 | $15.68M | 2.5% | $0.77 | $0.79 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | Invacare Corp | 13,000,000 | $15.63M | 2.5% | $1.20 | $1.20 | — | Note 5.0000% 15-Feb-2021 | 461203AE1 |
| — | ENCORE CAP GROUP INC | 15,396,000 | $15.38M | 2.5% | $1.00 | $0.77 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | MEDICINES CO | 11,500,000 | $14.55M | 2.3% | $1.27 | $1.27 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | STARWOOD PPTY TR INC | 14,000,000 | $14.01M | 2.2% | $1.00 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | HARMONIC INC | 15,625,000 | $13.93M | 2.2% | $0.89 | $1.24 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | INFINERA CORPORATION | 12,857,000 | $13.15M | 2.1% | $1.02 | $1.05 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | FINISAR CORP | 12,500,000 | $13.06M | 2.1% | $1.05 | $1.07 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | Calpine Corp. | 12,475,000 | $12.49M | 2.0% | $1.00 | $1.00 | — | Note 5.2500% 01-Jun-2026 | 131347CK0 |
| — | Workday Inc | 12,000,000 | $11.95M | 1.9% | $1.00 | $1.00 | — | Note 0.2500% 01-Oct-2022 | 98138HAE1 |
| — | Team Inc | 12,000,000 | $11.49M | 1.8% | $0.96 | $0.96 | — | Note 5.0000% 01-Aug-2023 | 878155AD2 |
| — | II-VI Inc | 10,000,000 | $11.16M | 1.8% | $1.12 | $1.12 | — | Note 0.2500% 01-Sep-2022 | 902104AA6 |
| — | Magnachip Semiconductor | 11,383,000 | $10.98M | 1.8% | $0.97 | $0.97 | — | Note 6.6250% 15-Jul-2021 | 55933JAB0 |
| — | Alliance One International | 8,648,000 | $9.124M | 1.5% | $1.06 | $1.06 | — | Note 8.5000% 15-Apr-2021 | 018772AT0 |
| — | RADIUS HEALTH INC | 9,000,000 | $9.079M | 1.5% | $1.01 | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | JDS UNIPHASE CORP | 8,500,000 | $8.924M | 1.4% | $1.05 | $1.11 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | Aegean Marine Petroleum Network | 10,850,000 | $8.165M | 1.3% | $0.75 | $0.75 | — | Note 4.2500% 15-Dec-2021 | 00773VAA4 |
| — | GENERAL CABLE CORP DEL NEW | 9,000,000 | $7.999M | 1.3% | $0.89 | $0.60 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | Element Financial Corp | 8,047,285 | $7.937M | 1.3% | $0.99 | $0.99 | — | Note 4.2500% 30-Jun-2020 | 286181AB8 |
| — | FLUIDIGM CORP DEL | 10,000,000 | $7.4M | 1.2% | $0.74 | $0.60 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 562,000 | $6.379M | 1.0% | $11.35 * | $9.23 | +19.8% | COM | 55933J203 |
| — | CORNERSTONE ONDEMAND INC | 6,000,000 | $6.06M | 1.0% | $1.01 | $1.03 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | HORIZON PHARMA INVT LTD | 5,000,000 | $4.525M | 0.7% | $0.91 | $0.86 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | Invacare Corp | 3,500,000 | $4.221M | 0.7% | $1.21 | $1.21 | — | Note 4.5000% 01-Jun-2022 | 461203AG6 |
| — | SERVICESOURCE INTL INC | 1,040,598 | $3.6M | 0.6% | $3.46 | $4.52 | — | COM | 81763U100 |
| — | ENCORE CAP GROUP INC | 3,040,000 | $3.501M | 0.6% | $1.15 | $0.77 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | Element Financial Corp | 3,205,770 | $3.266M | 0.5% | $1.02 | $1.02 | — | Note 5.1250% 30-Jun-2019 | 286181AA0 |
| — | COMSTOCK RES INC | 3,827,578 | $3.1M | 0.5% | $0.81 | $0.87 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | Resolute Energy Corp | 2,150 | $2.648M | 0.4% | $1231.63 | $1231.63 | — | CONV PREF STK | 76116A405 |
| — | OREXIGEN THERAPEUTICS INC | 4,800,000 | $2.16M | 0.3% | $0.45 | $0.51 | — | NOTE 2.750%12/0 | 686164AC8 |
| CSW | CSW INDUSTRIALS INC | 40,806 | $1.81M | 0.3% | $44.36 * | $32.16 | +21.7% | COM | 126402106 |
| — | BOTTOMLINE TECH DEL INC | 53,076 | $1.689M | 0.3% | $31.82 | $31.82 | — | COM | 101388106 |
| — | AIR TRANSPORT SERVICES GRP I | 32,478 | $791K | 0.1% | $24.35 | $24.35 | — | COM | 00922R105 |
| LAB | FLUIDIGM CORP DEL | 135,000 | $680K | 0.1% | $5.04 * | $4.20 | 0.0% | COM | 34385P108 |
| — | AMYRIS INC | 159,513 | $514K | 0.1% | $3.22 | $3.22 | — | COM NEW | 03236M200 |
| — | SANOFI | 450,000 | $162K | 0.0% | $0.36 | $0.38 | — | RIGHT 12/31/2020 | 80105N113 |