Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value: $952M (0.8% shares, 99.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PRICELINE COM INC | 66,260,000 | $181M | 19.0% | $2.73 | $2.73 | — | NOTE 1.250% 3/1 | 741503AN6 |
| — | ONYX PHARMACEUTICALS INC | 51,697,000 | $119M | 12.5% | $2.30 | $2.30 | — | NOTE 4.000% 8/1 | 683399AB5 |
| — | ALLIANCE DATA SYSTEMS CORP | 20,045,000 | $76.45M | 8.0% | $3.81 | $3.81 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | THERAVANCE INC | 37,813,000 | $56.87M | 6.0% | $1.50 | $1.50 | — | NOTE 3.000% 1/1 | 88338tAA2 |
| — | ELECTRONIC ARTS INC | 51,500,000 | $53.84M | 5.7% | $1.05 | $1.05 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | WESTERN REFNG INC | 14,481,000 | $42.14M | 4.4% | $2.91 | $2.91 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | GENERAL CABLE CORP DEL NEW | 34,505,000 | $34.5M | 3.6% | $1.00 | $1.00 | — | NOTE 0.875%11/1 | 369300AD0 |
| — | DENDREON CORP | 45,000,000 | $33.48M | 3.5% | $0.74 | $0.74 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | UNITED STATES STL CORP NEW | 28,724,000 | $29.59M | 3.1% | $1.03 | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | AFFYMETRIX INC | 29,281,000 | $29.57M | 3.1% | $1.01 | $1.01 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | RAMBUS INC DEL | 26,300,000 | $27.16M | 2.9% | $1.03 | $1.03 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | MANNKIND CORP | 20,230,000 | $23.79M | 2.5% | $1.18 | $1.18 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | CHESAPEAKE ENERGY CORP | 24,775,000 | $23.52M | 2.5% | $0.95 | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | AUXILIUM PHARMACEUTICALS INC | 22,750,000 | $22.14M | 2.3% | $0.97 | $0.97 | — | NOTE 1.500% 7/1 | 05334DAA5 |
| — | ARCELORMITTAL SA LUXEMBOURG | 19,800,000 | $20.38M | 2.1% | $1.03 | $1.03 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | RF MICRODEVICES INC | 17,650,000 | $17.92M | 1.9% | $1.02 | $1.02 | — | NOTE 1.000% 4/1 | 749941AJ9 |
| — | JETBLUE AIRWAYS CORP | 12,341,000 | $17.5M | 1.8% | $1.42 | $1.42 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | NUVASIVE INC | 14,691,000 | $14.68M | 1.5% | $1.00 | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | VOLCANO CORPORATION | 15,500,000 | $14.23M | 1.5% | $0.92 | $0.92 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | MOLYCORP INC DEL | 15,750,000 | $12.68M | 1.3% | $0.80 | $0.80 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | ALLIANCE DATA SYSTEMS CORP | 5,250,000 | $12.04M | 1.3% | $2.29 | $2.29 | — | NOTE 1.750% 8/0 | 018581AD0 |
| — | LIVE NATION ENTERTAINMENT IN | 11,008,000 | $11.28M | 1.2% | $1.02 | $1.02 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | CHEMED CORP NEW | 8,000,000 | $8.454M | 0.9% | $1.06 | $1.06 | — | NOTE 1.875% 5/1 | 16359RAC7 |
| — | EXELIXIS INC | 8,000,000 | $7.852M | 0.8% | $0.98 | $0.98 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | ON SEMICONDUCTOR CORP | 6,555,000 | $7.539M | 0.8% | $1.15 | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | LUCENT TECHNOLOGIES INC | 7,000,000 | $6.842M | 0.7% | $0.98 | $0.98 | — | DBCV 2.875% 6/1 | 549463AG2 |
| — | CHESAPEAKE ENERGY CORP | 7,225,000 | $6.809M | 0.7% | $0.94 | $0.94 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | ACCURAY INC | 5,000,000 | $6.355M | 0.7% | $1.27 | $1.27 | — | NOTE 3.500% 2/0 | 004397AC9 |
| — | LAM RESEARCH CORP | 5,425,000 | $5.796M | 0.6% | $1.07 | $1.07 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | RTI INTL METALS INC | 5,500,000 | $5.221M | 0.5% | $0.95 | $0.95 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | COMTECH TELECOMMUNICATIONS C | 4,500,000 | $4.663M | 0.5% | $1.04 | $1.04 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | MOLYCORP INC DEL | 4,000,000 | $4.124M | 0.4% | $1.03 | $1.03 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | CADENCE DESIGN SYSTEM INC | 4,000,000 | $4.014M | 0.4% | $1.00 | $1.00 | — | NOTE 1.500%12/1 | 127387AF5 |
| TSLA | TESLA MTRS INC | 28,900 | $3.103M | 0.3% | $107.37 * | $5.02 | 0.0% | COM | 88160R101 |
| — | ARRAY BIOPHARMA INC | 2,000,000 | $1.903M | 0.2% | $0.95 | $0.95 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | USEC INC | 6,725,000 | $1.496M | 0.2% | $0.22 | $0.22 | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | SOUNDBITE COMMUNICATIONS INC | 185,000 | $923K | 0.1% | $4.99 | $4.99 | — | COM | 836091108 |
| MITK | MITEK SYS INC | 125,000 | $723K | 0.1% | $5.78 * | $5.37 | 0.0% | COM NEW | 606710200 |
| — | VITESSE SEMICONDUCTOR CORP | 200,000 | $526K | 0.1% | $2.63 | $2.63 | — | COM NEW | 928497304 |
| — | MOLYCORP INC DEL | 72,084 | $447K | 0.0% | $6.20 | $6.20 | — | COM | 608753109 |
| — | GENERAL MTRS CO | 16,319 | $392K | 0.0% | $24.02 | $24.02 | — | *W EXP 07/10/201 | 37045V118 |
| IMRSQ | IMRIS INC | 126,200 | $348K | 0.0% | $2.76 | $2.75 | 0.0% | COM | 45322N105 |
| — | BPZ RESOURCES INC | 190,000 | $340K | 0.0% | $1.79 | $1.79 | — | COM | 055639108 |
| — | GENERAL MTRS CO | 16,419 | $268K | 0.0% | $16.32 | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| — | URANERZ ENERGY CORP | 176,941 | $195K | 0.0% | $1.10 | $1.10 | — | COM | 91688T104 |
| — | KANDI TECHNOLOGIES GROUP INC | 23,300 | $131K | 0.0% | $5.62 | $5.62 | — | COM | 483709101 |
| — | YOU ON DEMAND HLDGS INC | 13,485 | $22,000 | 0.0% | $1.63 | $1.63 | — | COM NEW | 98741R207 |
| — | PROSPECT GLOBAL RES INC | 242,444 | $20,000 | 0.0% | $0.08 | $0.08 | — | COM | 74348X103 |