CIK: 0001346554 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 13, 2016
Total Value ($000): $368,301 (0.7% shares, 99.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AFFYMETRIX INC | 26,715,000 | $64,665 | 17.6% | $1.82 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | ELECTRONIC ARTS INC | 24,637,000 | $50,873 | 13.8% | $1.98 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | FIDELITY NATIONAL FINANCIAL | 15,752,000 | $29,552 | 8.0% | $2.03 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | VERISIGN INC | 7,500,000 | $19,440 | 5.3% | $2.57 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | WESCO INTL INC | 10,000,000 | $19,256 | 5.2% | $1.79 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | NUANCE COMMUNICATIONS INC | 18,414,000 | $18,655 | 5.1% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | TAL ED GROUP | 8,000,000 | $15,556 | 4.2% | $1.34 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | MICRON TECHNOLOGY INC | 10,326,000 | $13,057 | 3.5% | $3.07 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | WEBMD HEALTH CORP | 10,050,000 | $11,554 | 3.1% | $1.03 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SPANSION LLC | 5,975,000 | $10,151 | 2.8% | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | ACCURAY INC | 7,750,000 | $9,383 | 2.5% | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | MONSTER WORLDWIDE INC | 10,000,000 | $9,326 | 2.5% | $1.28 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | MENTOR GRAPHICS CORP | 8,500,000 | $9,110 | 2.5% | $1.32 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $6,448 | 1.8% | $1.68 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | JARDEN CORP | 5,000,000 | $6,347 | 1.7% | $1.23 | — | NOTE 1.125% 3/1 | 471109AM0 |
| — | ALERE INC | 5,146,000 | $6,027 | 1.6% | $1.17 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 4,500,000 | $5,849 | 1.6% | $1.30 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | SPECTRUM PHARMACEUTICALS INC | 6,250,000 | $5,620 | 1.5% | $0.93 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | NVIDIA CORP | 3,000,000 | $5,362 | 1.5% | $1.79 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | LGI HOMES INC | 4,000,000 | $5,106 | 1.4% | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | INSULET CORP | 5,000,000 | $4,906 | 1.3% | $0.93 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | SERVICESOURCE INTL INC | 5,175,000 | $4,205 | 1.1% | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | SPECTRANETICS CORP | 5,000,000 | $4,002 | 1.1% | $0.76 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | IGI LABORATORIES INC | 5,000,000 | $3,992 | 1.1% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | FINISAR CORP | 3,826,000 | $3,761 | 1.0% | $0.95 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | SEQUENOM INC | 4,500,000 | $3,555 | 1.0% | $0.98 | — | NOTE 5.000%10/0 | 817337AB4 |
| — | ACCURAY INC | 2,650,000 | $3,209 | 0.9% | $1.21 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | ACCURAY INC | 3,071,000 | $3,110 | 0.8% | $1.15 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | GENERAL CABLE CORP DEL NEW | 5,252,000 | $3,015 | 0.8% | $0.61 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | TRINA SOLAR LIMITED | 3,000,000 | $2,759 | 0.7% | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| GOGO | GOGO INC | 184,900 | $2,036 | 0.6% | $12.67 | 0.0% | COM | 38046C109 |
| — | TRINA SOLAR LIMITED | 2,000,000 | $1,860 | 0.5% | $1.02 | — | DBCV 3.500% 6/1 | 89628EAC8 |
| — | CIENA CORP | 1,435,000 | $1,414 | 0.4% | $0.98 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | QUIDEL CORP | 1,500,000 | $1,362 | 0.4% | $1.12 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | LIBERTY MEDIA CORP | 2,178,000 | $1,246 | 0.3% | $0.61 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | WRIGHT MED GROUP INC | 1,000,000 | $1,003 | 0.3% | $1.00 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | CORSICANTO LTD | 1,000,000 | $831 | 0.2% | $0.70 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | ANACOR PHARMACEUTICALS INC | 5,000 | $267 | 0.1% | $53.40 | — | COM | 032420101 |
| — | TRINA SOLAR LIMITED | 23,125 | $230 | 0.1% | $8.95 | — | SPON ADR | 89628E104 |
| — | BIOPHARMX CORP | 63,000 | $69 | 0.0% | $1.10 | — | COM | 09072X101 |
| — | CEL SCI CORP | 628,350 | $52 | 0.0% | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | TELIGENT INC NEW | 10,500 | $51 | 0.0% | $8.86 | — | COM | 87960W104 |
| — | COPSYNC INC | 12,364 | $23 | 0.0% | $2.04 | — | COM NEW | 217712207 |
| — | SUPERCONDUCTOR TECHNOLOGIES | 22,169 | $4 | 0.0% | $2.81 | — | COM PAR $0.001 | 867931404 |
| — | COPSYNC INC | 20,000 | $2 | 0.0% | $0.20 | — | *W EXP 11/12/202 | 217712116 |