Location: Durham, NC
CIK: 0001278960 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 14, 2018
Total Value: $789M (48.0% shares, 52.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,250,000 | $339M | 43.0% | $271.28 | — | — | Call | 78462F103 |
| — | GOLAR LNG LTD | 20,000,000 | $21.77M | 2.8% | $1.09 | $1.09 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | AVID TECHNOLOGY INC | 23,842,000 | $21.64M | 2.7% | $0.91 | $0.81 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | INSULET CORP | 13,000,000 | $19.79M | 2.5% | $1.52 | $1.55 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | MICROCHIP TECHNOLOGY INC | 16,000,000 | $19.08M | 2.4% | $1.19 | $1.19 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | SCORPIO TANKERS INC | 18,800,000 | $18.85M | 2.4% | $1.00 | $1.00 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | INVACARE CORP | 14,300,000 | $18.45M | 2.3% | $1.29 | $1.24 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | Teladoc Inc | 12,130,000 | $18.03M | 2.3% | $1.49 | $1.49 | — | Note 3.0000% 15-Dec-2022 | 87918AAA3 |
| — | ASCENT CAP GROUP INC | 30,530,000 | $18.01M | 2.3% | $0.59 | $0.61 | — | NOTE 4.000% 7/1 | 043632AA6 |
| — | FINISAR CORP | 18,200,000 | $17.99M | 2.3% | $0.99 | $1.05 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | Team Inc | 13,552,000 | $17.38M | 2.2% | $1.28 | $0.98 | — | Note 5.0000% 01-Aug-2023 | 878155AD2 |
| — | HARMONIC INC | 16,625,000 | $17.12M | 2.2% | $1.03 | $1.23 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | AMYRIS INC | 14,478,000 | $14.33M | 1.8% | $0.99 | $0.94 | — | NOTE 6.500% 5/1 | 03236MAC5 |
| — | MEDICINES CO | 11,000,000 | $13.38M | 1.7% | $1.22 | $1.20 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | JDS UNIPHASE CORP | 12,500,000 | $12.6M | 1.6% | $1.01 | $1.08 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | FLEXION THERAPEUTICS INC | 10,000,000 | $12.25M | 1.6% | $1.23 | $1.23 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | DISH NETWORK CORP | 12,700,000 | $12.24M | 1.6% | $0.96 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | TELIGENT INC NEW | 12,090,000 | $12.09M | 1.5% | $1.00 | $1.00 | — | NOTE 4.750% 5/0 | 87960WAA2 |
| — | FINISAR CORP | 12,923,000 | $11.73M | 1.5% | $0.91 | $0.91 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | ENCORE CAP GROUP INC | 11,500,000 | $11.7M | 1.5% | $1.02 | $1.02 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | COMSTOCK RES INC | 11,424,578 | $11.37M | 1.4% | $0.99 | $0.94 | — | NOTE 7.750% 4/0 | 205768AM6 |
| — | SENSEONICS HLDGS INC | 7,500,000 | $10.65M | 1.4% | $1.42 | $1.12 | — | NOTE 5.250% 2/0 | 81727UAA3 |
| — | VECTOR GROUP LTD | 10,000,000 | $10.61M | 1.3% | $1.06 | $1.09 | — | FRNT 4/1 | 92240MBC1 |
| — | ENSCO JERSEY FIN LTD | 10,000,000 | $9.348M | 1.2% | $0.93 | $0.93 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| IWM | ISHARES TR | 50,000 | $8.189M | 1.0% | $163.78 | — | — | Put | 464287655 |
| — | Magnachip Semiconductor | 8,283,000 | $8.035M | 1.0% | $0.97 | $0.97 | — | Note 6.6250% 15-Jul-2021 | 55933JAB0 |
| — | AEGEAN MARINE PETE NETWORK I | 22,554,000 | $7.894M | 1.0% | $0.35 | $0.63 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | WAYFAIR INC | 6,000,000 | $7.727M | 1.0% | $1.29 | $1.29 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | FLUIDIGM CORP DEL | 7,925,000 | $7.41M | 0.9% | $0.94 | $0.95 | — | NOTE 2.750% 2/0 | 34385PAD0 |
| — | ZILLOW GROUP INC | 5,000,000 | $6.322M | 0.8% | $1.26 | $1.26 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | ACETO CORP | 8,031,000 | $6.184M | 0.8% | $0.77 | $0.77 | — | NOTE 2.000%11/0 | 004446AD2 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 574,921 | $5.893M | 0.7% | $10.25 | $9.49 | +9.1% | COM | 55933J203 |
| — | LAYNE CHRISTENSEN CO | 4,000,000 | $5.096M | 0.6% | $1.27 | $1.29 | — | NOTE 8.000% 5/0 | 521050AD6 |
| — | ALTA MESA RES INC | 690,668 | $4.703M | 0.6% | $6.81 | $7.91 | — | CL A | 02133L109 |
| — | ACORDA THERAPEUTICS INC | 4,283,000 | $4.155M | 0.5% | $0.97 | $0.92 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | SERVICESOURCE INTL INC | 994,430 | $3.918M | 0.5% | $3.94 | $4.52 | — | COM | 81763U100 |
| — | NII HLDGS INC | 925,000 | $3.608M | 0.5% | $3.90 | $2.11 | — | COM PAR | 62913F508 |
| — | AMYRIS INC | 480,548 | $3.071M | 0.4% | $6.39 | $3.65 | — | COM NEW | 03236M200 |
| CIEN | CIENA CORP | 100,000 | $2.651M | 0.3% | $26.51 | — | — | Call | 171779309 |
| — | ENCORE CAP GROUP INC | 2,500,000 | $2.516M | 0.3% | $1.01 | $1.01 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | NOVAVAX INC | 4,000,000 | $2.35M | 0.3% | $0.59 | $0.59 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | TRINITY MERGER CORP | 200,000 | $2.012M | 0.3% | $10.06 | $10.06 | — | UNIT 05/11/2025 | 89653L205 |
| — | INFINERA CORPORATION | 200,000 | $1.986M | 0.3% | $9.93 | — | — | Call | 45667G103 |
| — | RADIUS HEALTH INC | 2,000,000 | $1.864M | 0.2% | $0.93 | $0.93 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | GORDON POINTE ACQUISITION CO | 175,000 | $1.796M | 0.2% | $10.26 | $10.33 | — | UNIT 01/18/2023 | 382788206 |
| SD | SANDRIDGE ENERGY INC | 75,000 | $1.331M | 0.2% | $17.75 * | $14.98 | 0.0% | COM NEW | 80007P869 |
| — | SANOFI | 788,011 | $394K | 0.0% | $0.50 | $0.43 | — | RIGHT 12/31/2020 | 80105N113 |