Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 14, 2017
Total Value: $1.054B (0.7% shares, 99.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC | 90,882,000 | $244M | 23.2% | $2.69 | $2.63 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NVIDIA CORP | 36,749,000 | $194M | 18.5% | $5.29 | $4.06 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | VERISIGN INC | 26,038,000 | $58.43M | 5.5% | $2.24 | $2.44 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICRON TECHNOLOGY INC | 23,326,000 | $54.2M | 5.1% | $2.32 | $2.35 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MICRON TECHNOLOGY INC | 21,046,000 | $48.44M | 4.6% | $2.30 | $2.15 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MEDICINES CO | 27,500,000 | $33.43M | 3.2% | $1.22 | $1.25 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | MERCADOLIBRE INC | 22,405,000 | $31.2M | 3.0% | $1.39 | $1.40 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | BOTTOMLINE TECH DEL INC | 30,105,000 | $31.02M | 2.9% | $1.03 | $1.02 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ILLUMINA INC | 27,400,000 | $26.25M | 2.5% | $0.96 | $0.96 | — | NOTE 6/1 | 452327AF6 |
| — | FINISAR CORP | 18,772,000 | $22.32M | 2.1% | $1.19 | $1.02 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | TAL ED GROUP | 7,999,000 | $21.41M | 2.0% | $2.68 | $1.34 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | IRONWOOD PHARMACEUTICALS INC | 18,300,000 | $21.16M | 2.0% | $1.16 | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | NUANCE COMMUNICATIONS INC | 20,414,000 | $20.66M | 2.0% | $1.01 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | CORNERSTONE ONDEMAND INC | 16,000,000 | $16.84M | 1.6% | $1.05 | $1.05 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | DEPOMED INC | 14,500,000 | $16.76M | 1.6% | $1.16 | $1.18 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | SPECTRANETICS CORP | 15,000,000 | $15.59M | 1.5% | $1.04 | $0.95 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | INSULET CORP | 14,267,000 | $15.36M | 1.5% | $1.08 | $1.02 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | ACCURAY INC | 13,750,000 | $15M | 1.4% | $1.09 | $1.51 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | SPANSION LLC | 5,975,000 | $13.43M | 1.3% | $2.25 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | SHUTTERFLY INC | 12,510,000 | $12.64M | 1.2% | $1.01 | $1.01 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | PANDORA MEDIA INC | 12,000,000 | $12.39M | 1.2% | $1.03 | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | GENERAL CABLE CORP DEL NEW | 14,002,000 | $11.09M | 1.1% | $0.79 | $0.65 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | THERAVANCE BIOPHARMA INC | 9,000,000 | $10.41M | 1.0% | $1.16 | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | ACCURAY INC | 8,950,000 | $9.764M | 0.9% | $1.09 | $1.18 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | SPECTRUM PHARMACEUTICALS INC | 10,500,000 | $9.7M | 0.9% | $0.92 | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | HEALTHWAYS INC | 5,000,000 | $6.438M | 0.6% | $1.29 | $1.29 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | ALBANY MOLECULAR RESH INC | 4,826,000 | $6.284M | 0.6% | $1.30 | $1.30 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | DYNEGY INC NEW DEL | 100,000 | $6.22M | 0.6% | $62.20 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | WEB COM GROUP INC | 6,287,000 | $6.107M | 0.6% | $0.97 | $0.97 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | CTRIP COM INTL LTD | 5,000,000 | $5.803M | 0.6% | $1.16 | $1.16 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | WABASH NATL CORP | 4,000,000 | $5.799M | 0.6% | $1.45 | $1.45 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | LGI HOMES INC | 4,000,000 | $5.763M | 0.5% | $1.44 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | INFINERA CORPORATION | 5,298,000 | $5.499M | 0.5% | $1.04 | $1.04 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | WEBMD HEALTH CORP | 4,500,000 | $4.671M | 0.4% | $1.04 | $1.04 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | IGI LABORATORIES INC | 5,000,000 | $4.668M | 0.4% | $0.93 | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | BROCADE COMMUNICATIONS SYS I | 3,000,000 | $3.047M | 0.3% | $1.02 | $1.02 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | ACORDA THERAPEUTICS INC | 4,000,000 | $3.045M | 0.3% | $0.76 | $0.81 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | QUIDEL CORP | 3,000,000 | $2.985M | 0.3% | $0.99 | $1.02 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | MGIC INVT CORP WIS | 1,925,000 | $2.862M | 0.3% | $1.49 | $1.49 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | TRINA SOLAR LIMITED | 264,006 | $2.455M | 0.2% | $9.30 | $8.69 | — | SPON ADR | 89628E104 |
| — | SERVICESOURCE INTL INC | 2,500,000 | $2.437M | 0.2% | $0.97 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| VIAV | VIAVI SOLUTIONS INC | 270,000 | $2.209M | 0.2% | $8.18 | — | — | Call | 925550105 |
| — | FLUIDIGM CORP DEL | 2,500,000 | $1.822M | 0.2% | $0.73 | $0.73 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| GOGO | GOGO INC | 184,900 | $1.705M | 0.2% | $9.22 * | $12.67 | -22.1% | COM | 38046C109 |
| — | ENERNOC INC | 2,000,000 | $1.597M | 0.2% | $0.80 | $0.80 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | PACIRA PHARMACEUTICALS INC | 1,000,000 | $1.42M | 0.1% | $1.42 | $1.42 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | IXIA | 86,200 | $1.388M | 0.1% | $16.10 | — | — | Put | 45071R109 |
| — | STILLWATER MNG CO | 1,000,000 | $1.281M | 0.1% | $1.28 | $1.28 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | EURONET WORLDWIDE INC | 1,000,000 | $1.169M | 0.1% | $1.17 | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $546K | 0.1% | $0.27 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | CEL SCI CORP | 628,350 | $39,000 | 0.0% | $0.06 | $0.40 | — | *W EXP 10/11/201 | 150837177 |