Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 15, 2014
Total Value: $638M (1.2% shares, 98.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WESTERN REFNG INC | 14,481,000 | $59.07M | 9.3% | $4.08 | $2.91 | — | NOTE 5.750% 6/1 | 959319AC8 |
| — | ENDO HEALTH SOLUTIONS INC | 20,000,000 | $47.23M | 7.4% | $2.36 | $2.32 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | AFFYMETRIX INC | 30,600,000 | $43.86M | 6.9% | $1.43 | $1.03 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | LIVE NATION ENTERTAINMENT IN | 38,900,000 | $39.8M | 6.2% | $1.02 | $1.03 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | RAMBUS INC DEL | 38,250,000 | $39.17M | 6.1% | $1.02 | $1.04 | — | NOTE 5.000% 6/1 | 750917AC0 |
| — | RF MICRODEVICES INC | 27,400,000 | $28.07M | 4.4% | $1.02 | $1.01 | — | NOTE 1.000% 4/1 | 749941AJ9 |
| — | ACCURAY INC | 21,000,000 | $25.55M | 4.0% | $1.22 | $1.22 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | CHESAPEAKE ENERGY CORP | 22,025,000 | $22.67M | 3.6% | $1.03 | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | ARCELORMITTAL SA LUXEMBOURG | 19,985,000 | $20.47M | 3.2% | $1.02 | $1.03 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | MANNKIND CORP | 20,050,000 | $19.01M | 3.0% | $0.95 | $1.18 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | EXELIXIS INC | 19,672,000 | $17.68M | 2.8% | $0.90 | $0.97 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | OMNICARE INC | 16,000,000 | $17.23M | 2.7% | $1.08 | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | ACCURAY INC | 9,000,000 | $17.22M | 2.7% | $1.91 | $1.91 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | JETBLUE AIRWAYS CORP | 9,258,000 | $17.09M | 2.7% | $1.85 | $1.42 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | INTERDIGITAL INC | 15,988,000 | $16.6M | 2.6% | $1.04 | $1.06 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | HEALTHWAYS INC | 15,000,000 | $16.2M | 2.5% | $1.08 | $1.08 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | AK STL CORP | 9,500,000 | $14.67M | 2.3% | $1.54 | $1.54 | — | NOTE 5.000%11/1 | 001546AP5 |
| — | HOLOGIC INC | 11,842,000 | $13.62M | 2.1% | $1.15 | $1.16 | — | FRNT 2.000%12/1 | 436440AB7 |
| — | MOLYCORP INC DEL | 15,750,000 | $12.7M | 2.0% | $0.81 | $0.80 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | TESLA MTRS INC | 13,000,000 | $11.83M | 1.9% | $0.91 | $0.91 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CHESAPEAKE ENERGY CORP | 11,000,000 | $11.58M | 1.8% | $1.05 | $1.05 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $11.21M | 1.8% | $2.24 | $2.24 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | DENDREON CORP | 15,000,000 | $11.12M | 1.7% | $0.74 | $0.71 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | TESLA MTRS INC | 10,000,000 | $9.237M | 1.4% | $0.92 | $0.92 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | DRYSHIPS INC. | 8,000,000 | $8.063M | 1.3% | $1.01 | $0.99 | — | NOTE 5.000%12/0 | 262498AB4 |
| — | HOLOGIC INC | 7,326,000 | $7.775M | 1.2% | $1.06 | $1.06 | — | FRNT 12/1 | 436440AG6 |
| — | GOLDCORP INC NEW | 7,500,000 | $7.563M | 1.2% | $1.01 | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,000,000 | $7.465M | 1.2% | $1.07 | $1.02 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | CHESAPEAKE ENERGY CORP | 7,000,000 | $7.172M | 1.1% | $1.02 | $0.94 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | MOLYCORP INC DEL | 7,000,000 | $6.328M | 1.0% | $0.90 | $1.01 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | UNITED STATES STL CORP NEW | 5,500,000 | $5.634M | 0.9% | $1.02 | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | RTI INTL METALS INC | 5,000,000 | $5.374M | 0.8% | $1.07 | $1.07 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | GOODRICH PETE CORP | 4,986,000 | $5.232M | 0.8% | $1.05 | $1.05 | — | NOTE 5.000%10/0 | 382410AC2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 4,720,000 | $5.045M | 0.8% | $1.07 | $1.02 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | REGIS CORP MINN | 3,500,000 | $3.626M | 0.6% | $1.04 | $1.04 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | CHIQUITA BRANDS INTL INC | 3,500,000 | $3.577M | 0.6% | $1.02 | $1.02 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | MANNKIND CORP | 814,676 | $3.275M | 0.5% | $4.02 | $5.10 | — | COM | 56400P201 |
| — | VIPSHOP HLDGS LTD | 3,000,000 | $3.055M | 0.5% | $1.02 | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| TCOM 1.25 10/15/18 REGS | CTRIP COM INTERNATIONAL LTD | 3,000,000 | $3.016M | 0.5% | $1.01 | $1.01 | — | DEBT 1.250%10/1 | G25861AB4 |
| — | BPZ RESOURCES INC | 2,500,000 | $3.001M | 0.5% | $1.20 | $0.91 | — | NOTE 8.500%10/0 | 055639AC2 |
| SFUN 2 12/15/18 REGS | SOUFUN HLDGS LTD | 2,500,000 | $2.456M | 0.4% | $0.98 | $0.98 | — | DEBT 2.000%12/1 | G8273WAA3 |
| — | LIBERTY MEDIA CORP | 3,178,000 | $1.941M | 0.3% | $0.61 | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| JKS 4 02/01/19 REGS | JINKOSOLAR HLDG CO LTD | 2,042,000 | $1.883M | 0.3% | $0.92 | $0.92 | — | DEBT 4.000% 2/0 | G51385AA3 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,500,000 | $1.544M | 0.2% | $1.03 | $1.03 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | MOLYCORP INC DEL | 272,084 | $1.276M | 0.2% | $4.69 | $5.77 | — | COM | 608753109 |
| — | GALENA BIOPHARMA INC | 174,600 | $437K | 0.1% | $2.50 | $2.50 | — | COM | 363256108 |
| — | CEL SCI CORP | 700,000 | $279K | 0.0% | $0.40 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| IMRSQ | IMRIS INC | 124,200 | $195K | 0.0% | $1.57 * | $2.75 | -26.9% | COM | 45322N105 |