Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 14, 2018
Total Value: $510M (18.7% shares, 81.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 200,000 | $52.63M | 10.3% | $263.15 | — | — | Call | 78462F103 |
| — | Golar LNG Limited | 25,245,000 | $25.86M | 5.1% | $1.02 | $0.98 | — | Note 2.7500% 15-Feb-2022 | 38046YAA9 |
| — | WORKDAY INC | 14,922,000 | $22.7M | 4.5% | $1.52 | $1.29 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | PALO ALTO NETWORKS INC | 12,500,000 | $20.68M | 4.1% | $1.65 | $1.35 | — | NOTE 7/0 | 697435AB1 |
| — | INSULET CORP | 12,000,000 | $18.61M | 3.6% | $1.55 | $1.55 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | INVACARE CORP | 14,000,000 | $17.59M | 3.4% | $1.26 | $1.24 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | AVID TECHNOLOGY INC | 20,082,000 | $16.77M | 3.3% | $0.83 | $0.79 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | FINISAR CORP | 16,730,000 | $16.54M | 3.2% | $0.99 | $1.05 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | DISH NETWORK CORP | 16,700,000 | $16.16M | 3.2% | $0.97 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | HARMONIC INC | 16,125,000 | $15.88M | 3.1% | $0.98 | $1.24 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | ACORDA THERAPEUTICS INC | 16,083,000 | $14.78M | 2.9% | $0.92 | $0.92 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | AMYRIS INC | 15,478,000 | $14.47M | 2.8% | $0.94 | $0.94 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | VECTOR GROUP LTD | 13,000,000 | $14.28M | 2.8% | $1.10 | $1.09 | — | FRNT 4/1 | 92240MBC1 |
| — | AEGEAN MARINE PETE NETWORK I | 22,554,000 | $14.12M | 2.8% | $0.63 | $0.63 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | CIENA CORP | 10,500,000 | $13.88M | 2.7% | $1.32 | $1.17 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | KEYW HLDG CORP | 13,590,000 | $13.28M | 2.6% | $0.98 | $0.94 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | MEDICINES CO | 11,000,000 | $12.69M | 2.5% | $1.15 | $1.20 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | JDS UNIPHASE CORP | 12,500,000 | $12.66M | 2.5% | $1.01 | $1.08 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | Team Inc | 12,552,000 | $12.41M | 2.4% | $0.99 | $0.96 | — | Note 5.0000% 01-Aug-2023 | 878155AD2 |
| — | HORIZON PHARMA INVT LTD | 13,033,000 | $12.04M | 2.4% | $0.92 | $0.90 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | Calpine Corp. | 12,475,000 | $12.02M | 2.4% | $0.96 | $1.00 | — | Note 5.2500% 01-Jun-2026 | 131347CK0 |
| — | INFINERA CORPORATION | 11,849,000 | $11.88M | 2.3% | $1.00 | $1.03 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | IGI LABORATORIES INC | 12,090,000 | $11.27M | 2.2% | $0.93 | $0.90 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | Sandridge Energy Inc $41.34 | 767,811 | $11.14M | 2.2% | $14.51 | $16.22 | — | WARRANTS | 80007P117 |
| — | ENCORE CAP GROUP INC | 10,396,000 | $10.46M | 2.1% | $1.01 | $0.77 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | Flexion Therapeutics | 9,000,000 | $10.27M | 2.0% | $1.14 | $1.22 | — | Note 3.3750% 01-May-2024 | 33938JAA4 |
| — | Magnachip Semiconductor | 8,283,000 | $8.035M | 1.6% | $0.97 | $0.97 | — | Note 6.6250% 15-Jul-2021 | 55933JAB0 |
| — | SENSEONICS HLDGS INC | 7,000,000 | $7.7M | 1.5% | $1.10 | $1.10 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| — | FLUIDIGM CORP DEL | 6,750,000 | $6.413M | 1.3% | $0.95 | $0.95 | — | NOTE 2.750% 2/0 | 34385PAD0 |
| — | CORNERSTONE ONDEMAND INC | 6,000,000 | $5.985M | 1.2% | $1.00 | $1.03 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | COMSTOCK RES INC | 6,186,578 | $5.738M | 1.1% | $0.93 | $0.89 | — | NOTE 7.750% 4/0 | 205768AM6 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 549,921 | $5.279M | 1.0% | $9.60 * | $9.45 | +11.8% | COM | 55933J203 |
| — | Comstock Res Inc | 5,000,000 | $5.163M | 1.0% | $1.03 | $1.04 | — | Note 10.0000% 15-Mar-2020 | 205768AP9 |
| — | LAYNE CHRISTENSEN CO | 4,000,000 | $5.145M | 1.0% | $1.29 | $1.29 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | ALTA MESA RES INC | 640,668 | $5.125M | 1.0% | $8.00 | $8.00 | — | CL A | 02133L109 |
| — | BLACKSTONE MTG TR INC | 5,000,000 | $4.913M | 1.0% | $0.98 | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ASCENT CAP GROUP INC | 6,417,000 | $4.428M | 0.9% | $0.69 | $0.69 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | Sandridge Energy Inc $42.03 | 294,702 | $4.276M | 0.8% | $14.51 | $16.74 | — | WARRANTS | 80007P125 |
| — | AMYRIS INC | 614,597 | $4.112M | 0.8% | $6.69 | $3.65 | — | COM NEW | 03236M200 |
| — | SERVICESOURCE INTL INC | 993,930 | $3.787M | 0.7% | $3.81 | $4.52 | — | COM | 81763U100 |
| — | Bonanza Creek Energy Inc 71.23 Wrts due 2020 | 99,725 | $2.763M | 0.5% | $27.71 | $27.71 | — | WARRANTS | 097793111 |
| — | NII HLDGS INC | 977,111 | $2.062M | 0.4% | $2.11 | $2.11 | — | COM PAR | 62913F508 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $1.808M | 0.4% | $10.33 | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| — | Energy XXI Gulf Coast Inc | 311,389 | $1.196M | 0.2% | $3.84 | $3.84 | — | WARRANTS | 29276K119 |
| — | BBX CAP CORP NEW | 50,000 | $461K | 0.1% | $9.22 | $7.96 | — | CL A | 05491N104 |
| — | Midstates Petroleum 24 2020 | 17,615 | $235K | 0.0% | $13.34 | $13.34 | — | WARRANTS | 59804T126 |
| — | SANOFI | 450,000 | $190K | 0.0% | $0.42 | $0.38 | — | RIGHT 12/31/2020 | 80105N113 |
| LAB | FLUIDIGM CORP DEL | 19,898 | $116K | 0.0% | $5.83 * | $4.43 | +48.1% | COM | 34385P108 |