Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 16, 2015
Total Value: $399M (0.5% shares, 99.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WABASH NATL CORP | 29,665,000 | $34.25M | 8.6% | $1.15 | $1.23 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | IXIA | 32,360,000 | $32.75M | 8.2% | $1.01 | $1.00 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | FIDELITY NATIONAL FINANCIAL | 15,752,000 | $31.06M | 7.8% | $1.97 | $2.03 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | ACCURAY INC | 28,346,000 | $28.84M | 7.2% | $1.02 | $1.17 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | NOVELLUS SYS INC | 13,350,000 | $26.3M | 6.6% | $1.97 | $2.08 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ELECTRONIC ARTS INC | 11,430,000 | $24.33M | 6.1% | $2.13 | $1.89 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | AFFYMETRIX INC | 13,980,000 | $22.05M | 5.5% | $1.58 | $1.35 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | MGIC INVT CORP WIS | 19,000,000 | $20.6M | 5.2% | $1.08 | $1.08 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | MICRON TECHNOLOGY INC | 9,826,000 | $16.33M | 4.1% | $1.66 | $3.15 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | WEBMD HEALTH CORP | 14,550,000 | $14.71M | 3.7% | $1.01 | $1.03 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | NUANCE COMMUNICATIONS INC | 12,100,000 | $12.35M | 3.1% | $1.02 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | TAL ED GROUP | 8,000,000 | $10.76M | 2.7% | $1.34 | $1.34 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | UTI WORLDWIDE INC | 13,000,000 | $9.593M | 2.4% | $0.74 | $1.03 | — | NOTE 4.500% 3/0 | 90349LAB0 |
| — | SPANSION LLC | 5,750,000 | $9.367M | 2.3% | $1.63 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | MENTOR GRAPHICS CORP | 7,250,000 | $9.289M | 2.3% | $1.28 | $1.36 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | ACCURAY INC | 7,750,000 | $8.647M | 2.2% | $1.12 | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | SPECTRUM PHARMACEUTICALS INC | 9,500,000 | $8.643M | 2.2% | $0.91 | $0.93 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $8.398M | 2.1% | $1.68 | $1.68 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | QUIDEL CORP | 6,500,000 | $6.107M | 1.5% | $0.94 | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | STARWOOD PPTY TR INC | 6,000,000 | $6.074M | 1.5% | $1.01 | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | ALERE INC | 5,000,000 | $5.827M | 1.5% | $1.17 | $1.11 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | INTERDIGITAL INC | 5,000,000 | $5.223M | 1.3% | $1.04 | $1.07 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | CEMEX SAB DE CV | 5,000,000 | $5.098M | 1.3% | $1.02 | $1.02 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | INSULET CORP | 5,000,000 | $4.659M | 1.2% | $0.93 | $0.93 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | SEQUENOM INC | 4,500,000 | $4.01M | 1.0% | $0.89 | $0.98 | — | NOTE 5.000%10/0 | 817337AB4 |
| — | HEALTHWAYS INC | 4,000,000 | $3.703M | 0.9% | $0.93 | $1.08 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | B2GOLD CORP | 4,000,000 | $3.429M | 0.9% | $0.86 | $0.97 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | ENERNOC INC | 4,000,000 | $2.798M | 0.7% | $0.70 | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | SERVICESOURCE INTL LLC | 3,175,000 | $2.711M | 0.7% | $0.85 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | TRINA SOLAR LTD | 3,000,000 | $2.668M | 0.7% | $0.89 | $0.90 | — | DEBT 4.000%10/1 | G90565AB1 |
| — | MOLINA HEALTHCARE INC | 1,500,000 | $2.622M | 0.7% | $1.75 | $1.78 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | CHESAPEAKE ENERGY CORP | 2,476,000 | $2.477M | 0.6% | $1.00 | $1.05 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | SHUTTERFLY INC | 2,500,000 | $2.316M | 0.6% | $0.93 | $0.93 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | LIBERTY MEDIA CORP | 3,178,000 | $1.965M | 0.5% | $0.62 | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | TRINA SOLAR LIMITED | 2,000,000 | $1.803M | 0.5% | $0.90 | $1.02 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| — | SUNEDISON INC | 2,500,000 | $1.791M | 0.4% | $0.72 | $1.75 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | ICONIX BRAND GROUP INC | 2,000,000 | $1.611M | 0.4% | $0.81 | $0.81 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | CORSICANTO LTD | 1,000,000 | $930K | 0.2% | $0.93 | $0.70 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | AMEDICA CORP | 2,671,478 | $834K | 0.2% | $0.31 | $0.31 | — | COM | 023435100 |
| — | ARRAY BIOPHARMA INC | 815,000 | $805K | 0.2% | $0.99 | $1.27 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| LEU | CENTRUS ENERGY CORP | 112,155 | $342K | 0.1% | $3.05 * | $4.72 | -21.9% | CL A | 15643U104 |
| — | AETERNA ZENTARIS INC | 3,277,469 | $288K | 0.1% | $0.09 | $0.09 | — | COM NEW | 007975303 |
| — | TRINA SOLAR LIMITED | 23,125 | $207K | 0.1% | $8.95 | $8.95 | — | SPON ADR | 89628E104 |
| — | ROCK CREEK PHARMACEUTICALS I | 115,011 | $94,000 | 0.0% | $0.82 | $1.52 | — | COM NEW | 772081204 |
| — | NET ELEMENT INC | 495,049 | $79,000 | 0.0% | $0.16 | $0.16 | — | COM | 64111R102 |
| — | CEL SCI CORP | 628,350 | $75,000 | 0.0% | $0.12 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | IGI LABS INC | 10,500 | $69,000 | 0.0% | $6.57 | $6.57 | — | COM | 449575109 |
| — | SUPERCONDUCTOR TECHNOLOGIES | 22,169 | $14,000 | 0.0% | $0.63 | $2.81 | — | COM PAR $0.001 | 867931404 |