Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 13, 2018
Total Value: $527M (8.6% shares, 91.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SALESFORCE COM INC | 22,947,000 | $35.23M | 6.7% | $1.54 | $1.37 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | Golar LNG Limited | 25,245,000 | $26.91M | 5.1% | $1.07 | $0.98 | — | Note 2.7500% 15-Feb-2022 | 38046YAA9 |
| — | SERVICENOW INC | 15,000,000 | $26.55M | 5.0% | $1.77 | $1.55 | — | NOTE 11/0 | 81762PAB8 |
| — | PALO ALTO NETWORKS INC | 16,000,000 | $21.91M | 4.2% | $1.37 | $1.35 | — | NOTE 7/0 | 697435AB1 |
| — | MEDICINES CO | 17,250,000 | $18.26M | 3.5% | $1.06 | $1.20 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | DISH NETWORK CORP | 16,700,000 | $18.25M | 3.5% | $1.09 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | INFINERA CORPORATION | 17,699,000 | $17.74M | 3.4% | $1.00 | $1.03 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | WORKDAY INC | 14,100,000 | $17.65M | 3.3% | $1.25 | $1.28 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | INVACARE CORP | 14,000,000 | $17.34M | 3.3% | $1.24 | $1.24 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | FINISAR CORP | 16,730,000 | $16.9M | 3.2% | $1.01 | $1.05 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | HARMONIC INC | 16,125,000 | $16.27M | 3.1% | $1.01 | $1.24 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | NCR Corp | 11,956 | $16.11M | 3.1% | $1347.11 | $1462.28 | — | CONV PREF STK | 62886E207 |
| — | AVID TECHNOLOGY INC | 18,500,000 | $15.98M | 3.0% | $0.86 | $0.79 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | KEYW HLDG CORP | 17,090,000 | $15.73M | 3.0% | $0.92 | $0.94 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | CIENA CORP | 13,000,000 | $15.18M | 2.9% | $1.17 | $1.17 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | ENCORE CAP GROUP INC | 15,396,000 | $15.13M | 2.9% | $0.98 | $0.77 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | VECTOR GROUP LTD | 13,000,000 | $15.07M | 2.9% | $1.16 | $1.09 | — | FRNT 4/1 | 92240MBC1 |
| — | CITRIX SYS INC | 10,000,000 | $12.95M | 2.5% | $1.29 | $1.16 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | JDS UNIPHASE CORP | 12,500,000 | $12.89M | 2.4% | $1.03 | $1.08 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | Calpine Corp. | 12,475,000 | $12.23M | 2.3% | $0.98 | $1.00 | — | Note 5.2500% 01-Jun-2026 | 131347CK0 |
| — | Team Inc | 12,000,000 | $12.11M | 2.3% | $1.01 | $0.96 | — | Note 5.0000% 01-Aug-2023 | 878155AD2 |
| — | RADIUS HEALTH INC | 12,000,000 | $11.36M | 2.2% | $0.95 | $0.99 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | Flexion Therapeutics | 9,000,000 | $10.96M | 2.1% | $1.22 | $1.22 | — | Note 3.3750% 01-May-2024 | 33938JAA4 |
| — | Jazz Pharmaceuticals Inc | 11,300,000 | $10.7M | 2.0% | $0.95 | $0.98 | — | Note 1.5000% 15-Aug-2024 | 472145AC5 |
| — | Aegean Marine Petroleum Network | 14,850,000 | $10.39M | 2.0% | $0.70 | $0.74 | — | Note 4.2500% 15-Dec-2021 | 00773VAA4 |
| INTC | INTEL CORP | 200,000 | $9.232M | 1.8% | $46.16 * | $36.55 | 0.0% | COM | 458140100 |
| — | Alliance One International | 8,648,000 | $9.08M | 1.7% | $1.05 | $1.06 | — | Note 8.5000% 15-Apr-2021 | 018772AT0 |
| — | Magnachip Semiconductor | 8,283,000 | $8.055M | 1.5% | $0.97 | $0.97 | — | Note 6.6250% 15-Jul-2021 | 55933JAB0 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,500,000 | $7.472M | 1.4% | $1.00 | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | HORIZON PHARMA INVT LTD | 7,500,000 | $6.975M | 1.3% | $0.93 | $0.89 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | SUCAMPO PHARMACEUTICALS INC | 5,500,000 | $6.71M | 1.3% | $1.22 | $1.22 | — | NOTE 3.250%12/1 | 864909AB2 |
| — | IGI LABORATORIES INC | 7,500,000 | $6.638M | 1.3% | $0.89 | $0.89 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | CORNERSTONE ONDEMAND INC | 6,000,000 | $5.97M | 1.1% | $0.99 | $1.03 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | Encore Cap Group Inc | 5,000,000 | $5.619M | 1.1% | $1.12 | $1.12 | — | Note 3.2500% 15-Mar-2022 | 292554AJ1 |
| — | COMSTOCK RES INC | 6,074,578 | $5.589M | 1.1% | $0.92 | $0.89 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | Comstock Res Inc | 5,000,000 | $5.188M | 1.0% | $1.04 | $1.04 | — | Note 10.0000% 15-Mar-2020 | 205768AP9 |
| — | FLUIDIGM CORP DEL | 5,994,000 | $5.005M | 0.9% | $0.84 | $0.60 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 459,713 | $4.574M | 0.9% | $9.95 * | $9.23 | +22.1% | COM | 55933J203 |
| — | Teladoc Inc | 4,000,000 | $4.514M | 0.9% | $1.13 | $1.13 | — | Note 3.0000% 15-Dec-2022 | 87918AAA3 |
| — | Sandridge Energy Inc $41.34 | 200,000 | $4.214M | 0.8% | $21.07 | $21.07 | — | WARRANTS | 80007P117 |
| — | SERVICESOURCE INTL INC | 1,049,768 | $3.244M | 0.6% | $3.09 | $4.52 | — | COM | 81763U100 |
| — | AMYRIS INC | 805,257 | $3.02M | 0.6% | $3.75 | $3.65 | — | COM NEW | 03236M200 |
| — | Sandridge Energy Inc $42.03 | 100,000 | $2.107M | 0.4% | $21.07 | $21.07 | — | WARRANTS | 80007P125 |
| CSW | CSW INDUSTRIALS INC | 28,332 | $1.302M | 0.2% | $45.96 | $32.16 | +41.5% | COM | 126402106 |
| — | OREXIGEN THERAPEUTICS INC | 2,800,000 | $1.008M | 0.2% | $0.36 | $0.51 | — | NOTE 2.750%12/0 | 686164AC8 |
| LAB | FLUIDIGM CORP DEL | 165,000 | $972K | 0.2% | $5.89 * | $4.43 | +23.4% | COM | 34385P108 |
| — | BBX CAP CORP NEW | 50,000 | $398K | 0.1% | $7.96 | $7.96 | — | CL A | 05491N104 |
| — | JONES ENERGY INC | 203,300 | $224K | 0.0% | $1.10 | $1.10 | — | COM CL A | 48019R108 |
| — | SANOFI | 450,000 | $171K | 0.0% | $0.38 | $0.38 | — | RIGHT 12/31/2020 | 80105N113 |