Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value: $780M (0.8% shares, 99.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | ALLIANCE DATA SYSTEMS CORP | 17,653,000 | $95.17M | 12.2% | $5.39 | $3.81 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | WESTERN REFNG INC | 14,481,000 | $64.32M | 8.2% | $4.44 | $2.91 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | MICRON TECHNOLOGY INC | 38,746,000 | $59.24M | 7.6% | $1.53 | $1.53 | — | NOTE 1.875% 6/0 | 595112AH6 |
| — | AFFYMETRIX INC | 31,600,000 | $52.14M | 6.7% | $1.65 | $1.03 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ENDO HEALTH SOLUTIONS INC | 20,000,000 | $46.46M | 6.0% | $2.32 | $2.32 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | LIVE NATION ENTERTAINMENT IN | 38,900,000 | $40.13M | 5.1% | $1.03 | $1.03 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | RAMBUS INC DEL | 38,250,000 | $39.01M | 5.0% | $1.02 | $1.04 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | DRYSHIPS INC. | 28,000,000 | $28.34M | 3.6% | $1.01 | $0.99 | — | NOTE 5.000%12/0 | 262498AB4 |
| — | RF MICRODEVICES INC | 27,400,000 | $27.57M | 3.5% | $1.01 | $1.01 | — | NOTE 1.000% 4/1 | 749941AJ9 |
| — | ELECTRONIC ARTS INC | 24,500,000 | $26.22M | 3.4% | $1.07 | $1.05 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | CHESAPEAKE ENERGY CORP | 22,025,000 | $22.5M | 2.9% | $1.02 | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | NAVISTAR INTL CORP NEW | 21,666,000 | $22.38M | 2.9% | $1.03 | $1.03 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | MANNKIND CORP | 20,050,000 | $21.45M | 2.7% | $1.07 | $1.18 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | INTERDIGITAL INC | 19,975,000 | $20.51M | 2.6% | $1.03 | $1.06 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | ARCELORMITTAL SA LUXEMBOURG | 19,985,000 | $20.41M | 2.6% | $1.02 | $1.03 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | AMERICAN RLTY CAP PPTYS INC | 18,300,000 | $18.59M | 2.4% | $1.02 | $1.02 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | HOLOGIC INC | 15,683,000 | $18.31M | 2.3% | $1.17 | $1.16 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | OMNICARE INC | 16,000,000 | $17.15M | 2.2% | $1.07 | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | JETBLUE AIRWAYS CORP | 9,258,000 | $16.68M | 2.1% | $1.80 | $1.42 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | MOLYCORP INC DEL | 15,750,000 | $12.97M | 1.7% | $0.82 | $0.80 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | EXELIXIS INC | 9,000,000 | $11.19M | 1.4% | $1.24 | $1.05 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | NUVASIVE INC | 10,000,000 | $10.97M | 1.4% | $1.10 | $0.99 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | DENDREON CORP | 15,000,000 | $9.839M | 1.3% | $0.66 | $0.71 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | CHESAPEAKE ENERGY CORP | 9,000,000 | $9.521M | 1.2% | $1.06 | $1.05 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | ACCURAY INC | 5,000,000 | $8.752M | 1.1% | $1.75 | $1.27 | — | NOTE 3.500% 2/0 | 004397AC9 |
| — | GOLDCORP INC NEW | 7,500,000 | $7.59M | 1.0% | $1.01 | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | CHESAPEAKE ENERGY CORP | 7,000,000 | $7.089M | 0.9% | $1.01 | $0.94 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | MOLYCORP INC DEL | 7,000,000 | $6.863M | 0.9% | $0.98 | $1.01 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | UNITED STATES STL CORP NEW | 5,500,000 | $5.903M | 0.8% | $1.07 | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 4,720,000 | $5.066M | 0.6% | $1.07 | $1.02 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | VOLCANO CORPORATION | 4,000,000 | $3.966M | 0.5% | $0.99 | $0.92 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | COMTECH TELECOMMUNICATIONS C | 3,500,000 | $3.684M | 0.5% | $1.05 | $1.04 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | MANNKIND CORP | 550,035 | $2.86M | 0.4% | $5.20 | $5.62 | — | COM | 56400P201 |
| — | ON SEMICONDUCTOR CORP | 2,500,000 | $2.776M | 0.4% | $1.11 | $1.11 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | JINKOSOLAR HLDG CO LTD | 2,500,000 | $2.685M | 0.3% | $1.07 | $1.07 | — | NOTE 4.000% 5/1 | 47759TAA8 |
| — | ENDOLOGIX INC | 2,500,000 | $2.538M | 0.3% | $1.02 | $1.02 | — | NOTE 2.250%12/1 | 29266SAA4 |
| — | LIBERTY MEDIA CORP | 4,131,000 | $2.519M | 0.3% | $0.61 | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | BPZ RESOURCES INC | 2,500,000 | $2.263M | 0.3% | $0.91 | $0.91 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | USEC INC | 4,725,000 | $1.614M | 0.2% | $0.34 | $0.22 | — | NOTE 3.000%10/0 | 90333EAC2 |
| — | MOLYCORP INC DEL | 272,084 | $1.529M | 0.2% | $5.62 | $5.77 | — | COM | 608753109 |
| — | THERAVANCE INC | 32,000 | $1.141M | 0.1% | $35.66 | — | — | Call | 88338T104 |
| IMRSQ | IMRIS INC | 124,200 | $195K | 0.0% | $1.57 * | $2.75 | -46.2% | COM | 45322N105 |
| — | LIGHTBRIDGE CORP | 69,300 | $100K | 0.0% | $1.44 | $1.44 | — | COM | 53224K104 |
| — | YOU ON DEMAND HLDGS INC | 13,485 | $30,000 | 0.0% | $2.22 | $1.63 | — | COM NEW | 98741R207 |