Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 15, 2016
Total Value: $411M (0.6% shares, 99.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | NVIDIA CORP | 30,000,000 | $70.16M | 17.1% | $2.34 | $2.28 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | VERISIGN INC | 15,000,000 | $38.12M | 9.3% | $2.54 | $2.56 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | WESCO INTL INC | 19,800,000 | $35.86M | 8.7% | $1.81 | $1.80 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | FIDELITY NATIONAL FINANCIAL | 15,752,000 | $32.76M | 8.0% | $2.08 | $2.03 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | TAL ED GROUP | 8,000,000 | $19.14M | 4.7% | $2.39 | $1.34 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | NUANCE COMMUNICATIONS INC | 17,414,000 | $17.65M | 4.3% | $1.01 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | BOTTOMLINE TECH DEL INC | 15,905,000 | $16.1M | 3.9% | $1.01 | $1.01 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | IRONWOOD PHARMACEUTICALS INC | 15,000,000 | $15.59M | 3.8% | $1.04 | $1.04 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | FINISAR CORP | 14,326,000 | $13.86M | 3.4% | $0.97 | $0.96 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | SPANSION LLC | 5,975,000 | $12.3M | 3.0% | $2.06 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | MEDICINES CO | 10,000,000 | $12M | 2.9% | $1.20 | $1.20 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | DYNEGY INC NEW DEL | 100,000 | $10.78M | 2.6% | $107.77 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | ACCURAY INC | 7,750,000 | $8.982M | 2.2% | $1.16 | $1.78 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ACCURAY INC | 7,700,000 | $8.924M | 2.2% | $1.16 | $1.18 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | ACCURAY INC | 8,331,000 | $8.492M | 2.1% | $1.02 | $1.07 | — | NOTE 3.750% 8/0 | 004397AB1 |
| — | LINKEDIN CORP | 8,543,000 | $8.443M | 2.1% | $0.99 | $0.99 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | MICRON TECHNOLOGY INC | 5,326,000 | $8.023M | 1.9% | $1.51 | $3.07 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | CIENA CORP | 8,000,000 | $7.934M | 1.9% | $0.99 | $0.99 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $7.744M | 1.9% | $1.55 | $1.68 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 5,000,000 | $7.617M | 1.9% | $1.52 | $1.32 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | LGI HOMES INC | 4,000,000 | $6.25M | 1.5% | $1.56 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | GENERAL CABLE CORP DEL NEW | 10,252,000 | $6.016M | 1.5% | $0.59 | $0.60 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | SPECTRUM PHARMACEUTICALS INC | 6,250,000 | $5.804M | 1.4% | $0.93 | $0.93 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | INSULET CORP | 6,000,000 | $5.732M | 1.4% | $0.96 | $0.94 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | SERVICESOURCE INTL INC | 5,175,000 | $4.643M | 1.1% | $0.90 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | IGI LABORATORIES INC | 5,000,000 | $4.529M | 1.1% | $0.91 | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | SPECTRANETICS CORP | 5,000,000 | $4.498M | 1.1% | $0.90 | $0.76 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | INTERACTIVE INTELLIGENCE GRO | 4,200,000 | $4.008M | 1.0% | $0.95 | $0.95 | — | NOTE 1.250% 6/0 | 45841VAB5 |
| — | SEQUENOM INC | 4,500,000 | $3.154M | 0.8% | $0.70 | $0.98 | — | NOTE 5.000%10/0 | 817337AB4 |
| — | TRINA SOLAR LIMITED | 3,000,000 | $2.586M | 0.6% | $0.86 | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| GOGO | GOGO INC | 184,900 | $1.551M | 0.4% | $8.39 * | $12.67 | -21.4% | COM | 38046C109 |
| — | TRINA SOLAR LIMITED | 121,032 | $937K | 0.2% | $7.74 | $7.97 | — | SPON ADR | 89628E104 |
| — | SEQUENOM INC | 1,000,000 | $601K | 0.1% | $0.60 | $0.60 | — | NOTE 5.000% 1/0 | 817337AC2 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $531K | 0.1% | $0.27 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | TELIGENT INC NEW | 10,500 | $75,000 | 0.0% | $7.14 | $8.86 | — | COM | 87960W104 |
| — | CEL SCI CORP | 628,350 | $46,000 | 0.0% | $0.07 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | BIOPHARMX CORP | 39,800 | $26,000 | 0.0% | $0.65 | $1.10 | — | COM | 09072X101 |
| — | COPSYNC INC | 20,000 | $0 | 0.0% | $0.00 | $0.20 | — | *W EXP 11/12/202 | 217712116 |