CIK: 0001278960 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $418,000 (21.3% shares, 78.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FIAT CHRYSLER AUTOMOBILES | 50,500 | $58,656 | 14.0% | $1161.51 | — | CONV MAND $7.875 12-Dec-2016 | BTGCTW7 |
| — | ACTAVIS PLC | 40,000 | $41,040 | 9.8% | $1026.00 | — | CONV MAND $5.50 10-Mar-2018 | BY9D6T8 |
| — | WELLPOINT INC | 16,068,000 | $30,708 | 7.3% | $1.91 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NVIDIA CORP | 17,000,000 | $28,220 | 6.8% | $1.41 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | KINDER MORGAN INC DEL | 1,642,546 | $24,507 | 5.9% | $37.27 | — | *W EXP 05/25/201 | 49456B119 |
| — | AFFYMETRIX INC | 12,500,000 | $22,500 | 5.4% | $2.18 | — | NOTE 4.000% 7/0 | 00826TAH1 |
| — | PROOFPOINT INC | 12,854,000 | $22,157 | 5.3% | $1.72 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | MERRIMACK PHARMACEUTICALS IN | 14,780,000 | $21,781 | 5.2% | $1.91 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | MONSTER WORLDWIDE INC | 14,500,000 | $18,388 | 4.4% | $1.27 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | STARWOOD PPTY TR INC | 17,500,000 | $17,271 | 4.1% | $1.03 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | OREXIGEN THERAPEUTICS INC | 20,871,000 | $12,627 | 3.0% | $0.88 | — | NOTE 2.750%12/0 | 686164AB0 |
| — | MENTOR GRAPHICS CORP | 11,267,000 | $11,746 | 2.8% | $1.32 | — | SDCV 4.000% 4/0 | 587200AK2 |
| — | JAZZ TECHNOLOGIES INC NEW | 7,420,000 | $11,557 | 2.8% | $1.62 | — | NOTE 8.000%12/3 | 47214GAF4 |
| — | VECTOR GROUP LTD | 9,200,000 | $10,534 | 2.5% | $1.07 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | SERVICESOURCE INTL INC | 12,000,000 | $10,260 | 2.5% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | APOLLO COML REAL EST FIN INC | 10,000,000 | $10,225 | 2.4% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | SUNEDISON INC | 16,188,000 | $8,288 | 2.0% | $2.12 | — | NOTE 2.750% 1/0 | 86732YAD1 |
| — | VIOLIN MEMORY INC | 13,000,000 | $7,735 | 1.9% | $0.59 | — | NOTE 4.250%10/0 | 92763AAB7 |
| — | PRICELINE GRP INC | 6,000 | $7,650 | 1.8% | — | — | Call | 741503403 |
| — | SPIRIT RLTY CAP INC NEW | 7,400,000 | $7,078 | 1.7% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| CIEN | CIENA CORP | 245,002 | $5,069 | 1.2% | $22.96 | +0.0% | COM NEW | 171779309 |
| CIEN | CIENA CORP | 230,000 | $4,759 | 1.1% | $22.96 | +0.0% | Put | 171779309 |
| — | SOLAZYME INC | 8,400,000 | $4,137 | 1.0% | $0.75 | — | NOTE 5.000%10/0 | 83415TAC5 |
| — | KEYW HLDG CORP | 5,695,000 | $4,043 | 1.0% | $1.00 | — | NOTE 2.500% 7/1 | 493723AA8 |
| — | CARRIAGE SVCS INC | 3,215,000 | $3,816 | 0.9% | $1.20 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | ENERGY XXI BERMUDA LTD | 26,228,000 | $1,902 | 0.5% | $0.28 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | ICONIX BRAND GROUP INC | 2,100,000 | $1,869 | 0.4% | $0.99 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | COBALT INTL ENERGY INC | 3,000,000 | $1,571 | 0.4% | $0.74 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | AMYRIS INC | 1,450,000 | $1,501 | 0.4% | $1.04 | — | DBCV 9.500% 4/1 | 03236MAD3 |
| ON | ON SEMICONDUCTOR CORP | 117,500 | $1,152 | 0.3% | $10.52 | 0.0% | COM | 682189105 |
| — | ALERE INC | 21,500 | $840 | 0.2% | $39.07 | — | COM | 01449J105 |
| CSW | CSW INDUSTRIALS INC | 22,096 | $832 | 0.2% | $34.83 | 0.0% | COM | 126402106 |
| BLD | TOPBUILD CORP | 25,000 | $769 | 0.2% | $30.85 | -2.7% | COM | 89055F103 |
| PTCT | PTC THERAPEUTICS INC | 15,900 | $515 | 0.1% | $42.77 | -31.2% | COM | 69366J200 |
| — | KEYW HLDG CORP | 83,128 | $500 | 0.1% | $10.39 | — | COM | 493723100 |
| — | TETRALOGIC PHARMACEUTICALS C | 1,000,000 | $485 | 0.1% | $0.48 | — | NOTE 8.000% 6/1 | 88165UAB5 |
| — | OREXIGEN THERAPEUTICS INC | 237,332 | $408 | 0.1% | $3.19 | — | COM | 686164104 |
| CSWC | CAPITAL SOUTHWEST CORP | 25,000 | $347 | 0.1% | $5.75 | -10.2% | COM | 140501107 |
| — | FUELCELL ENERGY INC | 54,075 | $268 | 0.1% | $4.96 | — | COM NEW | 35952H502 |
| — | MEDICAL TRANSCRIPTION BLG CO | 100,000 | $120 | 0.0% | $1.88 | — | COM | 58464J105 |
| — | SANOFI | 861,200 | $97 | 0.0% | $1.39 | — | RIGHT 12/31/2020 | 80105N113 |
| LEU | CENTRUS ENERGY CORP | 54,920 | $72 | 0.0% | $5.97 | -63.2% | CL A | 15643U104 |