Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 3, 2017
Total Value: $981M (0.3% shares, 99.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 45,837,000 | $117M | 12.0% | $2.56 | $2.49 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICROCHIP TECHNOLOGY INC | 36,755,000 | $114M | 11.7% | $3.11 | $2.63 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MICRON TECHNOLOGY INC | 23,326,000 | $70.67M | 7.2% | $3.03 | $2.35 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MICRON TECHNOLOGY INC | 21,046,000 | $62.62M | 6.4% | $2.98 | $2.15 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | TAL ED GROUP | 14,499,000 | $58.92M | 6.0% | $4.06 | $2.56 | — | NOTE 2.500% 5/1 | 874080AB0 |
| — | MERCADOLIBRE INC | 22,405,000 | $39.12M | 4.0% | $1.75 | $1.40 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | WEBMD HEALTH CORP | 37,711,000 | $38.63M | 3.9% | $1.02 | $1.03 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ILLUMINA INC | 29,400,000 | $29.74M | 3.0% | $1.01 | $0.96 | — | NOTE 6/1 | 452327AF6 |
| — | ALBANY MOLECULAR RESH INC | 23,035,000 | $25.4M | 2.6% | $1.10 | $1.14 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | DEPOMED INC | 25,000,000 | $23.56M | 2.4% | $0.94 | $1.08 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | IRONWOOD PHARMACEUTICALS INC | 18,300,000 | $23M | 2.3% | $1.26 | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | SPECTRANETICS CORP | 18,500,000 | $21.45M | 2.2% | $1.16 | $0.99 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | NUANCE COMMUNICATIONS INC | 20,414,000 | $20.79M | 2.1% | $1.02 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | MGIC INVT CORP WIS | 14,030,000 | $20.58M | 2.1% | $1.47 | $1.47 | — | NOTE 2.000% 4/0 | 552848AE3 |
| — | SHUTTERFLY INC | 18,852,000 | $18.91M | 1.9% | $1.00 | $1.01 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | INSULET CORP | 16,653,000 | $18.82M | 1.9% | $1.13 | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | GREENBRIER COS INC | 13,596,000 | $17.82M | 1.8% | $1.31 | $1.31 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | SPANSION LLC | 5,975,000 | $16.04M | 1.6% | $2.69 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | MEDICINES CO | 9,027,000 | $15.87M | 1.6% | $1.76 | $1.76 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | TESLA INC | 15,000,000 | $15.64M | 1.6% | $1.04 | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | CORNERSTONE ONDEMAND INC | 15,000,000 | $15.38M | 1.6% | $1.03 | $1.05 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | BOTTOMLINE TECH DEL INC | 15,105,000 | $15.33M | 1.6% | $1.01 | $1.02 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ACCURAY INC | 13,750,000 | $15.16M | 1.5% | $1.10 | $1.51 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ARRAY BIOPHARMA INC | 10,500,000 | $15.01M | 1.5% | $1.43 | $1.43 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | ACCURAY INC | 10,950,000 | $12.07M | 1.2% | $1.10 | $1.17 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | PANDORA MEDIA INC | 12,000,000 | $12.07M | 1.2% | $1.01 | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | AMAG PHARMACEUTICALS INC | 11,003,000 | $12.06M | 1.2% | $1.10 | $1.10 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | SPECTRUM PHARMACEUTICALS INC | 10,500,000 | $10.82M | 1.1% | $1.03 | $0.92 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | BROCADE COMMUNICATIONS SYS I | 9,842,000 | $9.993M | 1.0% | $1.02 | $1.02 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | WEB COM GROUP INC | 8,097,000 | $7.892M | 0.8% | $0.97 | $0.97 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | MEDICINES CO | 4,750,000 | $7.53M | 0.8% | $1.59 | $1.25 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | WABASH NATL CORP | 4,000,000 | $7.323M | 0.7% | $1.83 | $1.45 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | LGI HOMES INC | 4,000,000 | $6.636M | 0.7% | $1.66 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | CTRIP COM INTL LTD | 5,000,000 | $6.592M | 0.7% | $1.32 | $1.16 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | THERAVANCE BIOPHARMA INC | 5,000,000 | $6.412M | 0.7% | $1.28 | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | DYNEGY INC NEW DEL | 100,000 | $5.853M | 0.6% | $58.53 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | INFINERA CORPORATION | 5,298,000 | $5.708M | 0.6% | $1.08 | $1.04 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | FINISAR CORP | 5,000,000 | $5.636M | 0.6% | $1.13 | $1.02 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | GENERAL CABLE CORP DEL NEW | 7,002,000 | $5.566M | 0.6% | $0.79 | $0.65 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | VEECO INSTRS INC DEL | 5,000,000 | $5.228M | 0.5% | $1.05 | $1.05 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | IGI LABORATORIES INC | 5,000,000 | $5.08M | 0.5% | $1.02 | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | ENERNOC INC | 4,000,000 | $3.462M | 0.4% | $0.87 | $0.83 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | SERVICESOURCE INTL INC | 2,500,000 | $2.438M | 0.2% | $0.98 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | MGIC INVT CORP WIS | 2,000,000 | $2.045M | 0.2% | $1.02 | $1.02 | — | NOTE 5.000% 5/0 | 552848AD5 |
| GOGO | GOGO INC | 184,900 | $2.034M | 0.2% | $11.00 * | $12.67 | -20.6% | COM | 38046C109 |
| — | FLUIDIGM CORP DEL | 2,500,000 | $1.724M | 0.2% | $0.69 | $0.73 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | TESLA INC | 1,500,000 | $1.497M | 0.2% | $1.00 | $1.00 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | EURONET WORLDWIDE INC | 1,000,000 | $1.275M | 0.1% | $1.27 | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | CIENA CORP | 1,000,000 | $1M | 0.1% | $1.00 | $1.00 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | AVID TECHNOLOGY INC | 1,000,000 | $731K | 0.1% | $0.73 | $0.73 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | IMPAX LABORATORIES INC | 750,000 | $622K | 0.1% | $0.83 | $0.83 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $582K | 0.1% | $0.29 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | ENERNOC INC | 75,000 | $450K | 0.0% | $6.00 | $6.00 | — | COM | 292764107 |
| — | COBALT INTL ENERGY INC | 1,500,000 | $415K | 0.0% | $0.28 | $0.28 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| — | CEL SCI CORP | 628,350 | $31,000 | 0.0% | $0.05 | $0.40 | — | *W EXP 10/11/201 | 150837177 |