Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value: $1.091B (0.3% shares, 99.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 48,273,000 | $132M | 12.1% | $2.74 | $2.51 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICRON TECHNOLOGY INC | 24,476,000 | $76.58M | 7.0% | $3.13 | $2.39 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MICRON TECHNOLOGY INC | 22,046,000 | $67.34M | 6.2% | $3.05 | $2.19 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MERCADOLIBRE INC | 22,405,000 | $45.7M | 4.2% | $2.04 | $1.40 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | GREENBRIER COS INC | 33,091,000 | $44.95M | 4.1% | $1.36 | $1.34 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | WEBMD HEALTH CORP | 39,711,000 | $41.45M | 3.8% | $1.04 | $1.03 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ALBANY MOLECULAR RESH INC | 28,035,000 | $40.16M | 3.7% | $1.43 | $1.20 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | AKAMAI TECHNOLOGIES INC | 40,040,000 | $39.24M | 3.6% | $0.98 | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | TWITTER INC | 31,500,000 | $29.77M | 2.7% | $0.94 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ILLUMINA INC | 28,400,000 | $28.86M | 2.6% | $1.02 | $0.96 | — | NOTE 6/1 | 452327AF6 |
| — | SPECTRANETICS CORP | 21,000,000 | $28.48M | 2.6% | $1.36 | $1.03 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | KNOWLES CORP | 23,455,000 | $27.78M | 2.5% | $1.18 | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | TESLA INC | 22,500,000 | $25.82M | 2.4% | $1.15 | $1.14 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | BOTTOMLINE TECH DEL INC | 23,855,000 | $24.14M | 2.2% | $1.01 | $1.02 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | PANDORA MEDIA INC | 24,630,000 | $23.44M | 2.1% | $0.95 | $0.99 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | ARRAY BIOPHARMA INC | 16,800,000 | $22.84M | 2.1% | $1.36 | $1.40 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | AMICUS THERAPEUTICS INC CONVER | 12,500,000 | $22.33M | 2.0% | $1.79 | $1.79 | — | Convertible Bond | 03152WAA7 |
| — | DEPOMED INC | 23,500,000 | $20.9M | 1.9% | $0.89 | $1.08 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NUANCE COMMUNICATIONS INC | 20,414,000 | $20.59M | 1.9% | $1.01 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | INSULET CORP | 16,653,000 | $20.37M | 1.9% | $1.22 | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | AMAG PHARMACEUTICALS INC | 19,000,000 | $18.37M | 1.7% | $0.97 | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | MICRON TECHNOLOGY INC | 6,582,000 | $18.02M | 1.7% | $2.74 | $2.74 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | SHUTTERFLY INC | 17,716,000 | $17.74M | 1.6% | $1.00 | $1.01 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | ISIS PHARMACEUTICALS INC DEL | 16,000,000 | $17.02M | 1.6% | $1.06 | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | SPECTRUM PHARMACEUTICALS INC | 16,000,000 | $16.91M | 1.6% | $1.06 | $0.97 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | SPANSION LLC | 5,975,000 | $16.05M | 1.5% | $2.69 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | CORNERSTONE ONDEMAND INC | 15,000,000 | $15.22M | 1.4% | $1.01 | $1.05 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ACCURAY INC | 13,750,000 | $15.09M | 1.4% | $1.10 | $1.51 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ACCURAY INC | 10,950,000 | $12.07M | 1.1% | $1.10 | $1.17 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,000,000 | $11.14M | 1.0% | $1.11 | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | DERMIRA INC | 10,000,000 | $11.13M | 1.0% | $1.11 | $1.11 | — | NOTE 3.000% 5/1 | 24983LAB0 |
| — | IGI LABORATORIES INC | 10,089,000 | $10.85M | 1.0% | $1.08 | $1.03 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $10.07M | 0.9% | $1.34 | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | BROCADE COMMUNICATIONS SYS I | 9,842,000 | $10.06M | 0.9% | $1.02 | $1.02 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | AMAG PHARMACEUTICALS INC | 9,291,000 | $9.812M | 0.9% | $1.06 | $1.10 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WEB COM GROUP INC | 8,097,000 | $8.14M | 0.7% | $1.01 | $0.97 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | STANDARD PAC CORP NEW | 7,773,000 | $7.813M | 0.7% | $1.01 | $1.01 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | GENERAL CABLE CORP DEL NEW | 10,002,000 | $7.677M | 0.7% | $0.77 | $0.69 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LGI HOMES INC | 4,000,000 | $7.653M | 0.7% | $1.91 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | CTRIP COM INTL LTD | 5,000,000 | $7.083M | 0.6% | $1.42 | $1.16 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ENERNOC INC | 7,020,000 | $7.044M | 0.6% | $1.00 | $0.91 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | DYNEGY INC NEW DEL | 100,000 | $6.113M | 0.6% | $61.13 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | INFINERA CORPORATION | 5,298,000 | $5.724M | 0.5% | $1.08 | $1.04 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | DISH NETWORK CORP | 5,000,000 | $5.297M | 0.5% | $1.06 | $1.06 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | VEECO INSTRS INC DEL | 5,000,000 | $5.177M | 0.5% | $1.04 | $1.05 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | STARWOOD PPTY TR INC | 5,000,000 | $5.064M | 0.5% | $1.01 | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | NEWMONT MINING CORP | 5,000,000 | $5.037M | 0.5% | $1.01 | $1.01 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | QUIDEL CORP | 3,781,000 | $4.206M | 0.4% | $1.11 | $1.11 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | GOPRO INC | 3,000,000 | $2.979M | 0.3% | $0.99 | $0.99 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | THERAVANCE BIOPHARMA INC | 2,000,000 | $2.72M | 0.2% | $1.36 | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | SERVICESOURCE INTL INC | 2,500,000 | $2.447M | 0.2% | $0.98 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| GOGO | GOGO INC | 184,900 | $2.132M | 0.2% | $11.53 * | $12.67 | -3.9% | COM | 38046C109 |
| — | FLUIDIGM CORP DEL | 3,250,000 | $2.052M | 0.2% | $0.63 | $0.71 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | EURONET WORLDWIDE INC | 1,000,000 | $1.283M | 0.1% | $1.28 | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | AVID TECHNOLOGY INC | 1,500,000 | $1.117M | 0.1% | $0.74 | $0.74 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $621K | 0.1% | $0.31 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | ENERNOC INC | 66,001 | $512K | 0.0% | $7.76 | $6.00 | — | COM | 292764107 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $152K | 0.0% | $6.08 | $6.08 | — | COM | 845467109 |
| — | CEL SCI CORP | 628,350 | $19,000 | 0.0% | $0.03 | $0.40 | — | *W EXP 10/11/201 | 150837177 |