CIK: 0001346554 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 14, 2017
Total Value ($000): $1,090,772 (0.3% shares, 99.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 48,273,000 | $132,422 | 12.1% | $2.51 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICRON TECHNOLOGY INC | 24,476,000 | $76,580 | 7.0% | $2.39 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MICRON TECHNOLOGY INC | 22,046,000 | $67,344 | 6.2% | $2.19 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MERCADOLIBRE INC | 22,405,000 | $45,695 | 4.2% | $1.40 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | GREENBRIER COS INC | 33,091,000 | $44,945 | 4.1% | $1.34 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | WEBMD HEALTH CORP | 39,711,000 | $41,450 | 3.8% | $1.03 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ALBANY MOLECULAR RESH INC | 28,035,000 | $40,155 | 3.7% | $1.20 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | AKAMAI TECHNOLOGIES INC | 40,040,000 | $39,240 | 3.6% | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | TWITTER INC | 31,500,000 | $29,767 | 2.7% | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | ILLUMINA INC | 28,400,000 | $28,860 | 2.6% | $0.96 | — | NOTE 6/1 | 452327AF6 |
| — | SPECTRANETICS CORP | 21,000,000 | $28,484 | 2.6% | $1.03 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | KNOWLES CORP | 23,455,000 | $27,779 | 2.5% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | TESLA INC | 22,500,000 | $25,815 | 2.4% | $1.14 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | BOTTOMLINE TECH DEL INC | 23,855,000 | $24,135 | 2.2% | $1.02 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | PANDORA MEDIA INC | 24,630,000 | $23,444 | 2.1% | $0.99 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | ARRAY BIOPHARMA INC | 16,800,000 | $22,837 | 2.1% | $1.40 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | AMICUS THERAPEUTICS INC CONVER | 12,500,000 | $22,331 | 2.0% | $1.79 | — | Convertible Bond | 03152WAA7 |
| — | DEPOMED INC | 23,500,000 | $20,904 | 1.9% | $1.08 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | NUANCE COMMUNICATIONS INC | 20,414,000 | $20,588 | 1.9% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | INSULET CORP | 16,653,000 | $20,373 | 1.9% | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | AMAG PHARMACEUTICALS INC | 19,000,000 | $18,371 | 1.7% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | MICRON TECHNOLOGY INC | 6,582,000 | $18,020 | 1.7% | $2.74 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | SHUTTERFLY INC | 17,716,000 | $17,737 | 1.6% | $1.01 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | ISIS PHARMACEUTICALS INC DEL | 16,000,000 | $17,021 | 1.6% | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | SPECTRUM PHARMACEUTICALS INC | 16,000,000 | $16,914 | 1.6% | $0.97 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | SPANSION LLC | 5,975,000 | $16,052 | 1.5% | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | CORNERSTONE ONDEMAND INC | 15,000,000 | $15,219 | 1.4% | $1.05 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ACCURAY INC | 13,750,000 | $15,094 | 1.4% | $1.51 | — | DEBT 3.500% 2/0 | 004397AF2 |
| — | ACCURAY INC | 10,950,000 | $12,074 | 1.1% | $1.17 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,000,000 | $11,137 | 1.0% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | DERMIRA INC | 10,000,000 | $11,130 | 1.0% | $1.11 | — | NOTE 3.000% 5/1 | 24983LAB0 |
| — | IGI LABORATORIES INC | 10,089,000 | $10,853 | 1.0% | $1.03 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $10,070 | 0.9% | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | BROCADE COMMUNICATIONS SYS I | 9,842,000 | $10,058 | 0.9% | $1.02 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | AMAG PHARMACEUTICALS INC | 9,291,000 | $9,812 | 0.9% | $1.10 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WEB COM GROUP INC | 8,097,000 | $8,140 | 0.7% | $0.97 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | STANDARD PAC CORP NEW | 7,773,000 | $7,813 | 0.7% | $1.01 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | GENERAL CABLE CORP DEL NEW | 10,002,000 | $7,677 | 0.7% | $0.69 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | LGI HOMES INC | 4,000,000 | $7,653 | 0.7% | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | CTRIP COM INTL LTD | 5,000,000 | $7,083 | 0.6% | $1.16 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ENERNOC INC | 7,020,000 | $7,044 | 0.6% | $0.91 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | DYNEGY INC NEW DEL | 100,000 | $6,113 | 0.6% | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | INFINERA CORPORATION | 5,298,000 | $5,724 | 0.5% | $1.04 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | DISH NETWORK CORP | 5,000,000 | $5,297 | 0.5% | $1.06 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | VEECO INSTRS INC DEL | 5,000,000 | $5,177 | 0.5% | $1.05 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | STARWOOD PPTY TR INC | 5,000,000 | $5,064 | 0.5% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | NEWMONT MINING CORP | 5,000,000 | $5,037 | 0.5% | $1.01 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | QUIDEL CORP | 3,781,000 | $4,206 | 0.4% | $1.11 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | GOPRO INC | 3,000,000 | $2,979 | 0.3% | $0.99 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | THERAVANCE BIOPHARMA INC | 2,000,000 | $2,720 | 0.2% | $1.16 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | SERVICESOURCE INTL INC | 2,500,000 | $2,447 | 0.2% | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| GOGO | GOGO INC | 184,900 | $2,132 | 0.2% | $12.67 | -3.9% | COM | 38046C109 |
| — | FLUIDIGM CORP DEL | 3,250,000 | $2,052 | 0.2% | $0.71 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | EURONET WORLDWIDE INC | 1,000,000 | $1,283 | 0.1% | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | AVID TECHNOLOGY INC | 1,500,000 | $1,117 | 0.1% | $0.74 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $621 | 0.1% | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | ENERNOC INC | 66,001 | $512 | 0.0% | $6.00 | — | COM | 292764107 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $152 | 0.0% | $6.08 | — | COM | 845467109 |
| — | CEL SCI CORP | 628,350 | $19 | 0.0% | $0.40 | — | *W EXP 10/11/201 | 150837177 |