Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value: $369M (3.1% shares, 96.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | CADENCE DESIGN SYSTEM INC | 14,584,000 | $33.45M | 9.1% | $2.29 | $2.33 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | MICRON TECHNOLOGY INC | 8,000,000 | $28.09M | 7.6% | $3.51 | $3.43 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MICRON TECHNOLOGY INC | 7,422,000 | $26.6M | 7.2% | $3.58 | $3.46 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | ACCURAY INC | 20,369,000 | $21.76M | 5.9% | $1.07 | $1.21 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | MANNKIND CORP | 18,300,000 | $21.37M | 5.8% | $1.17 | $1.18 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | MOLINA HEALTHCARE INC | 17,500,000 | $17.55M | 4.8% | $1.00 | $1.00 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | IXIA | 16,860,000 | $16.7M | 4.5% | $0.99 | $1.00 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | VOLCANO CORPORATION | 16,200,000 | $14.17M | 3.8% | $0.87 | $0.97 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | CHIQUITA BRANDS INTL INC | 13,795,000 | $13.91M | 3.8% | $1.01 | $1.02 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | AFFYMETRIX INC | 8,480,000 | $13.09M | 3.5% | $1.54 | $1.03 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | OMNICARE INC | 12,378,000 | $13.04M | 3.5% | $1.05 | $1.07 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | RTI INTL METALS INC | 12,172,000 | $12.62M | 3.4% | $1.04 | $1.05 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | ACCURAY INC | 7,750,000 | $11.77M | 3.2% | $1.52 | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | JETBLUE AIRWAYS CORP | 5,204,000 | $11.47M | 3.1% | $2.20 | $1.42 | — | DBCV 6.750%10/1 | 477143AF8 |
| — | HOLOGIC INC | 10,000,000 | $10.85M | 2.9% | $1.09 | $1.08 | — | FRNT 12/1 | 436440AG6 |
| — | CHESAPEAKE ENERGY CORP | 10,332,000 | $10.54M | 2.9% | $1.02 | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | INTERDIGITAL INC | 9,988,000 | $10.28M | 2.8% | $1.03 | $1.06 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | EXELIXIS INC | 16,194,000 | $9.56M | 2.6% | $0.59 | $0.97 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | HEALTHWAYS INC | 9,000,000 | $9.384M | 2.5% | $1.04 | $1.08 | — | NOTE 1.500% 7/0 | 422245AB6 |
| TAL 2.5 05/15/19 REGS | TAL ED GROUP | 6,000,000 | $8.787M | 2.4% | $1.46 | $1.24 | — | NOTE 2.500% 5/1 | G8663PAA6 |
| — | MANNKIND CORP | 1,412,600 | $8.348M | 2.3% | $5.91 | $5.71 | — | COM | 56400P201 |
| — | AMERICAN RLTY CAP PPTYS INC | 6,000,000 | $6.013M | 1.6% | $1.00 | $1.02 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | B2GOLD CORP | 5,750,000 | $5.572M | 1.5% | $0.97 | $0.97 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | TESLA MTRS INC | 5,000,000 | $4.761M | 1.3% | $0.95 | $0.94 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| QIHU 0.5 08/15/20 REGS | QIHOO 360 TECHNOLOGY CO LTD | 5,000,000 | $4.471M | 1.2% | $0.89 | $0.89 | — | DEBT 0.500% 8/1 | G73030AB7 |
| — | CHESAPEAKE ENERGY CORP | 4,250,000 | $4.31M | 1.2% | $1.01 | $0.94 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | TESARO INC | 3,500,000 | $3.654M | 1.0% | $1.04 | $1.04 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | CHESAPEAKE ENERGY CORP | 2,476,000 | $2.535M | 0.7% | $1.02 | $1.05 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | LIBERTY MEDIA CORP | 3,178,000 | $2.037M | 0.6% | $0.64 | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | MOLYCORP INC DEL | 5,414,000 | $1.923M | 0.5% | $0.36 | $0.80 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | MOLYCORP INC DEL | 1,527,041 | $1.817M | 0.5% | $1.19 | $2.01 | — | COM | 608753109 |
| — | YANDEX N V | 2,000,000 | $1.75M | 0.5% | $0.88 | $0.99 | — | DEBT 1.125%12/1 | N97284AA6 |
| TCOM 1.25 10/15/18 REGS | CTRIP COM INTERNATIONAL LTD | 1,500,000 | $1.576M | 0.4% | $1.05 | $1.01 | — | DEBT 1.250%10/1 | G25861AB4 |
| — | CORSICANTO LTD | 2,000,000 | $1.392M | 0.4% | $0.70 | $0.70 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | BPZ RESOURCES INC | 1,250,000 | $1.288M | 0.3% | $1.03 | $0.91 | — | NOTE 8.500%10/0 | 055639AC2 |
| — | TRIQUINT SEMICONDUCTOR INC | 52,500 | $1.001M | 0.3% | $19.07 | $15.81 | — | COM | 89674K103 |
| — | ENDEAVOR INTL CORP INC | 12,000,000 | $836K | 0.2% | $0.07 | $0.07 | — | NOTE 5.500% 7/1 | 29257MAE0 |
| GTIM | GOOD TIMES RESTAURANTS INC | 51,322 | $308K | 0.1% | $6.00 * | $3.89 | +5.2% | COM PAR $.001NEW | 382140879 |
| — | SUPERCONDUCTOR TECHNOLOGIES | 23,169 | $65,000 | 0.0% | $2.81 | $2.81 | — | COM PAR $0.001 | 867931404 |
| — | CEL SCI CORP | 700,000 | $40,000 | 0.0% | $0.06 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | LIGHTBRIDGE CORP | 14,021 | $32,000 | 0.0% | $2.28 | $2.28 | — | COM | 53224K104 |