Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $444M (0.3% shares, 99.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | WABASH NATL CORP | 35,165,000 | $43.02M | 9.7% | $1.22 | $1.23 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | ACCURAY INC | 31,881,000 | $33.07M | 7.5% | $1.04 | $1.15 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | CEMEX SAB DE CV | 31,500,000 | $31.7M | 7.1% | $1.01 | $1.01 | — | NOTE 3.250% 3/1 | 151290BB8 |
| — | FIDELITY NATIONAL FINANCIAL | 15,752,000 | $30.42M | 6.9% | $1.93 | $2.03 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | AFFYMETRIX INC | 15,950,000 | $28.98M | 6.5% | $1.82 | $1.41 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ELECTRONIC ARTS INC | 11,430,000 | $24.69M | 5.6% | $2.16 | $1.89 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | MGIC INVT CORP WIS | 19,000,000 | $19.89M | 4.5% | $1.05 | $1.08 | — | NOTE 5.000% 5/0 | 552848AD5 |
| — | VERISIGN INC | 7,500,000 | $19.3M | 4.4% | $2.57 | $2.57 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | NUANCE COMMUNICATIONS INC | 18,414,000 | $18.79M | 4.2% | $1.02 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | WEBMD HEALTH CORP | 17,550,000 | $18.35M | 4.1% | $1.05 | $1.03 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | MICRON TECHNOLOGY INC | 10,326,000 | $16.3M | 3.7% | $1.58 | $3.07 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | TAL ED GROUP | 8,000,000 | $14.54M | 3.3% | $1.82 | $1.34 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | MONSTER WORLDWIDE INC | 10,000,000 | $12.78M | 2.9% | $1.28 | $1.28 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | SPANSION LLC | 5,975,000 | $11.2M | 2.5% | $1.87 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | ACCURAY INC | 7,750,000 | $10.63M | 2.4% | $1.37 | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | NOVELLUS SYS INC | 3,850,000 | $9.053M | 2.0% | $2.35 | $2.08 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SPECTRUM PHARMACEUTICALS INC | 9,500,000 | $8.362M | 1.9% | $0.88 | $0.93 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $8.025M | 1.8% | $1.60 | $1.68 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MENTOR GRAPHICS CORP | 7,500,000 | $7.903M | 1.8% | $1.05 | $1.35 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | WESCO INTL INC | 4,000,000 | $6.3M | 1.4% | $1.57 | $1.57 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | SHUTTERFLY INC | 6,500,000 | $6.281M | 1.4% | $0.97 | $0.95 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | JARDEN CORP | 5,000,000 | $6.151M | 1.4% | $1.23 | $1.23 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | IGI LABS INC | 6,000,000 | $5.875M | 1.3% | $0.98 | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | QUIDEL CORP | 5,500,000 | $5.366M | 1.2% | $0.98 | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | INSULET CORP | 5,000,000 | $5.17M | 1.2% | $1.03 | $0.93 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | INTERDIGITAL INC | 5,000,000 | $5.081M | 1.1% | $1.02 | $1.07 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | SEQUENOM INC | 4,500,000 | $3.885M | 0.9% | $0.86 | $0.98 | — | NOTE 5.000%10/0 | 817337AB4 |
| — | HEALTHWAYS INC | 4,000,000 | $3.815M | 0.9% | $0.95 | $1.08 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | SPECTRANETICS CORP | 5,000,000 | $3.804M | 0.9% | $0.76 | $0.76 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | MEDICINES CO | 2,500,000 | $3.581M | 0.8% | $1.43 | $1.43 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | CIENA CORP | 3,000,000 | $2.955M | 0.7% | $0.98 | $0.98 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | TRINA SOLAR LIMITED | 3,000,000 | $2.923M | 0.7% | $0.97 | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | GENERAL CABLE CORP DEL NEW | 4,562,000 | $2.832M | 0.6% | $0.62 | $0.62 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | SERVICESOURCE INTL INC | 3,175,000 | $2.742M | 0.6% | $0.86 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | FINISAR CORP | 2,826,000 | $2.64M | 0.6% | $0.93 | $0.93 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | TRINA SOLAR LIMITED | 2,000,000 | $1.982M | 0.4% | $0.99 | $1.02 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| — | LIBERTY MEDIA CORP | 3,178,000 | $1.879M | 0.4% | $0.59 | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | ENERNOC INC | 2,000,000 | $1.197M | 0.3% | $0.60 | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | CORSICANTO LTD | 1,000,000 | $924K | 0.2% | $0.92 | $0.70 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ARIAD PHARMACEUTICALS INC | 50,000 | $313K | 0.1% | $6.26 | — | — | Call | 04033A100 |
| — | TRINA SOLAR LIMITED | 23,125 | $255K | 0.1% | $11.03 | $8.95 | — | SPON ADR | 89628E104 |
| — | AMEDICA CORP | 2,019,130 | $240K | 0.1% | $0.12 | $0.31 | — | COM | 023435100 |
| LEU | CENTRUS ENERGY CORP | 98,778 | $130K | 0.0% | $1.32 * | $4.72 | -53.4% | CL A | 15643U104 |
| — | PLURISTEM THERAPEUTICS INC | 90,509 | $104K | 0.0% | $1.15 | $1.15 | — | COM | 72940R102 |
| — | TELIGENT INC NEW | 10,500 | $93,000 | 0.0% | $8.86 | $8.86 | — | COM | 87960W104 |
| — | CEL SCI CORP | 628,350 | $51,000 | 0.0% | $0.08 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | COPSYNC INC | 16,700 | $34,000 | 0.0% | $2.04 | $2.04 | — | COM NEW | 217712207 |
| — | SUPERCONDUCTOR TECHNOLOGIES | 22,169 | $5,000 | 0.0% | $0.23 | $2.81 | — | COM PAR $0.001 | 867931404 |
| — | COPSYNC INC | 20,000 | $4,000 | 0.0% | $0.20 | $0.20 | — | *W EXP 11/12/202 | 217712116 |