Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $711M (0.5% shares, 99.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC | 53,363,000 | $138M | 19.5% | $2.59 | $2.59 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | INTEGRA LIFESCIENCES HLDGS C | 51,727,000 | $81.12M | 11.4% | $1.57 | $1.54 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | VERISIGN INC | 24,000,000 | $55.1M | 7.7% | $2.30 | $2.46 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | NVIDIA CORP | 15,000,000 | $50.98M | 7.2% | $3.40 | $2.28 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | MEDICINES CO | 25,000,000 | $32.46M | 4.6% | $1.30 | $1.26 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 13,435,000 | $31.78M | 4.5% | $2.37 | $2.37 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | BOTTOMLINE TECH DEL INC | 29,105,000 | $29.92M | 4.2% | $1.03 | $1.02 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | MICRON TECHNOLOGY INC | 13,326,000 | $25.51M | 3.6% | $1.91 | $2.38 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | IRONWOOD PHARMACEUTICALS INC | 18,300,000 | $21.97M | 3.1% | $1.20 | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | TAL ED GROUP | 7,999,000 | $21.74M | 3.1% | $2.72 | $1.34 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | ARIAD PHARMACEUTICALS INC NOTE | 12,905,000 | $20.88M | 2.9% | $1.62 | $1.62 | — | Convertible Bond | 04033AAA8 |
| — | NUANCE COMMUNICATIONS INC | 20,414,000 | $20.8M | 2.9% | $1.02 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | FINISAR CORP | 15,522,000 | $18.33M | 2.6% | $1.18 | $0.98 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | CEPHEID | 15,673,000 | $16.31M | 2.3% | $1.04 | $1.04 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | SPANSION LLC | 5,975,000 | $14.03M | 2.0% | $2.35 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | ACCURAY INC | 9,500,000 | $12.48M | 1.8% | $1.31 | $1.70 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ACCURAY INC | 8,450,000 | $11.12M | 1.6% | $1.32 | $1.19 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $9.599M | 1.3% | $1.92 | $1.68 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | INSULET CORP | 8,487,000 | $9.416M | 1.3% | $1.11 | $0.99 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | SPECTRUM PHARMACEUTICALS INC | 10,000,000 | $9.121M | 1.3% | $0.91 | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | LINKEDIN CORP | 8,543,000 | $8.487M | 1.2% | $0.99 | $0.99 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | INTERACTIVE INTELLIGENCE GRO | 7,200,000 | $8.333M | 1.2% | $1.16 | $1.04 | — | NOTE 1.250% 6/0 | 45841VAB5 |
| — | DYNEGY INC NEW DEL | 100,000 | $8.284M | 1.2% | $82.84 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | SPECTRANETICS CORP | 7,000,000 | $7.488M | 1.1% | $1.07 | $0.85 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | GENERAL CABLE CORP DEL NEW | 10,252,000 | $7.123M | 1.0% | $0.69 | $0.60 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LGI HOMES INC | 4,000,000 | $7.116M | 1.0% | $1.78 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | ARRAY BIOPHARMA INC | 5,000,000 | $6.018M | 0.8% | $1.20 | $1.20 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | SERVICESOURCE INTL INC | 5,175,000 | $5M | 0.7% | $0.97 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | IGI LABORATORIES INC | 5,000,000 | $4.869M | 0.7% | $0.97 | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | QUIDEL CORP | 3,000,000 | $3.053M | 0.4% | $1.02 | $1.02 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | TRINA SOLAR LIMITED | 3,000,000 | $2.875M | 0.4% | $0.96 | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | ACORDA THERAPEUTICS INC | 3,000,000 | $2.472M | 0.3% | $0.82 | $0.82 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| GOGO | GOGO INC | 184,900 | $2.041M | 0.3% | $11.04 * | $12.67 | -16.2% | COM | 38046C109 |
| — | DEPOMED INC | 1,000,000 | $1.436M | 0.2% | $1.44 | $1.44 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | MERCADOLIBRE INC | 875,000 | $1.372M | 0.2% | $1.57 | $1.57 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | TRINA SOLAR LIMITED | 121,032 | $1.239M | 0.2% | $10.24 | $7.97 | — | SPON ADR | 89628E104 |
| — | DOMINION RES INC VA NEW | 20,000 | $1.01M | 0.1% | $50.50 | $50.50 | — | UNIT 08/15/2019 | 25746U836 |
| — | SHUTTERFLY INC | 1,000,000 | $984K | 0.1% | $0.98 | $0.98 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $742K | 0.1% | $0.37 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | TELIGENT INC NEW | 10,500 | $80,000 | 0.0% | $7.62 | $8.86 | — | COM | 87960W104 |
| — | CEL SCI CORP | 628,350 | $40,000 | 0.0% | $0.06 | $0.40 | — | *W EXP 10/11/201 | 150837177 |
| — | BIOPHARMX CORP | 12,881 | $7,000 | 0.0% | $0.54 | $1.10 | — | COM | 09072X101 |
| — | COPSYNC INC | 20,000 | $0 | 0.0% | $0.00 | $0.20 | — | *W EXP 11/12/202 | 217712116 |