Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $509M (3.5% shares, 96.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MEDIVATION INC | 28,199,000 | $62.8M | 12.3% | $2.23 | $2.18 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | MICRON TECHNOLOGY INC | 14,826,000 | $29.89M | 5.9% | $2.02 | $3.15 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | ACCURAY INC | 27,381,000 | $28.49M | 5.6% | $1.04 | $1.17 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | NOVELLUS SYS INC | 11,350,000 | $27.09M | 5.3% | $2.39 | $2.10 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | WABASH NATL CORP | 20,999,000 | $26.48M | 5.2% | $1.26 | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | MANNKIND CORP | 24,550,000 | $26.05M | 5.1% | $1.06 | $1.15 | — | NOTE 5.750% 8/1 | 56400PAC6 |
| — | AFFYMETRIX INC | 12,480,000 | $24.41M | 4.8% | $1.96 | $1.33 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ELECTRONIC ARTS INC | 10,000,000 | $20.95M | 4.1% | $2.09 | $1.86 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | IXIA | 19,860,000 | $19.97M | 3.9% | $1.01 | $1.00 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | FIDELITY NATIONAL FINANCIAL | 9,000,000 | $18.67M | 3.7% | $2.07 | $2.07 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | SUNEDISON INC | 7,500,000 | $15.99M | 3.1% | $2.13 | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | ALERE INC | 12,750,000 | $15.96M | 3.1% | $1.25 | $1.11 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | FOREST CITY ENTERPRISES INC | 11,535,000 | $13.76M | 2.7% | $1.19 | $1.22 | — | NOTE 4.250% 8/1 | 345550AP2 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $12.99M | 2.5% | $2.60 | $2.34 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| TAL 2.5 05/15/19 REGS | TAL ED GROUP | 8,000,000 | $11.59M | 2.3% | $1.45 | $1.24 | — | DEBT 2.500% 5/1 | G8663PAA6 |
| — | MEDICINES CO | 9,500,000 | $11.37M | 2.2% | $1.20 | $1.19 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | ACCURAY INC | 7,750,000 | $10.63M | 2.1% | $1.37 | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | UTI WORLDWIDE INC | 10,000,000 | $10.43M | 2.0% | $1.04 | $1.12 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | WEBMD HEALTH CORP | 9,500,000 | $9.86M | 1.9% | $1.04 | $1.04 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | MENTOR GRAPHICS CORP | 7,250,000 | $9.857M | 1.9% | $1.36 | $1.36 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | SPECTRUM PHARMACEUTICALS INC | 9,500,000 | $9.018M | 1.8% | $0.95 | $0.93 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | HEALTHWAYS INC | 9,000,000 | $8.448M | 1.7% | $0.94 | $1.08 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | FRONTIER COMMUNICATIONS CORP | 75,000 | $7.459M | 1.5% | $99.45 | $99.45 | — | PFD CONV SER-A | 35906A207 |
| — | NUANCE COMMUNICATIONS INC | 6,500,000 | $6.633M | 1.3% | $1.02 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | QUIDEL CORP | 6,500,000 | $6.514M | 1.3% | $1.00 | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | MANNKIND CORP | 1,120,904 | $6.378M | 1.3% | $5.69 | $5.60 | — | COM | 56400P201 |
| — | INTERDIGITAL INC | 5,000,000 | $5.601M | 1.1% | $1.12 | $1.07 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | SPANSION LLC | 2,500,000 | $5.29M | 1.0% | $2.12 | $2.12 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | STARWOOD PPTY TR INC | 4,500,000 | $4.568M | 0.9% | $1.02 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | EXELIXIS INC | 5,000,000 | $4.548M | 0.9% | $0.91 | $0.97 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | SEQUENOM INC | 4,500,000 | $4.43M | 0.9% | $0.98 | $0.98 | — | NOTE 5.000%10/0 | 817337AB4 |
| — | INCYTE CORP | 2,000,000 | $4.155M | 0.8% | $2.08 | $2.08 | — | NOTE 1.250%11/1 | 45337CAN2 |
| — | CHESAPEAKE ENERGY CORP | 4,250,000 | $4.055M | 0.8% | $0.95 | $0.94 | — | NOTE 2.500% 5/1 | 165167CA3 |
| — | B2GOLD CORP | 4,000,000 | $3.601M | 0.7% | $0.90 | $0.97 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | TRINA SOLAR LTD | 3,000,000 | $3.059M | 0.6% | $1.02 | $0.90 | — | DEBT 4.000%10/1 | G90565AB1 |
| — | MOLINA HEALTHCARE INC | 1,500,000 | $2.663M | 0.5% | $1.78 | $1.78 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CHESAPEAKE ENERGY CORP | 2,476,000 | $2.476M | 0.5% | $1.00 | $1.05 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | SERVICESOURCE INTL LLC | 2,800,000 | $2.389M | 0.5% | $0.85 | $0.79 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | TRINA SOLAR LIMITED | 2,000,000 | $2.047M | 0.4% | $1.02 | $1.02 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| — | LIBERTY MEDIA CORP | 3,178,000 | $2.014M | 0.4% | $0.63 | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ENTEROMEDICS INC | 3,047,876 | $1.89M | 0.4% | $0.62 | $0.62 | — | COM NEW | 29365M208 |
| — | PLURISTEM THERAPEUTICS INC | 528,017 | $1.331M | 0.3% | $2.52 | $2.52 | — | COM | 72940R102 |
| — | CORSICANTO LTD | 1,000,000 | $1.108M | 0.2% | $1.11 | $0.70 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ARRAY BIOPHARMA INC | 815,000 | $1.037M | 0.2% | $1.27 | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | CHESAPEAKE ENERGY CORP | 752,000 | $717K | 0.1% | $0.95 | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| LEU | CENTRUS ENERGY CORP | 108,650 | $449K | 0.1% | $4.13 * | $4.75 | 0.0% | CL A | 15643U104 |
| — | ROCK CREEK PHARMACEUTICALS I | 185,911 | $283K | 0.1% | $1.52 | $1.52 | — | COM NEW | 772081204 |
| — | CEL SCI CORP | 628,350 | $84,000 | 0.0% | $0.13 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | SUPERCONDUCTOR TECHNOLOGIES | 22,169 | $23,000 | 0.0% | $1.04 | $2.81 | — | COM PAR $0.001 | 867931404 |