Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $1.284B (0.6% shares, 99.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 48,273,000 | $151M | 11.7% | $3.12 | $2.51 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICRON TECHNOLOGY INC | 32,476,000 | $133M | 10.4% | $4.10 | $2.81 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MICRON TECHNOLOGY INC | 23,981,000 | $96.03M | 7.5% | $4.00 | $2.34 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MERCADOLIBRE INC | 29,905,000 | $62.72M | 4.9% | $2.10 | $1.57 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | AMICUS THERAPEUTICS INC CONVERTIBLE 612 3000 15 Dec 23 | 20,000,000 | $52.06M | 4.1% | $2.60 | $2.09 | — | Convertible Bond | 03152WAA7 |
| — | GREENBRIER COS INC | 32,091,000 | $44.76M | 3.5% | $1.39 | $1.34 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | AKAMAI TECHNOLOGIES INC | 45,040,000 | $43.8M | 3.4% | $0.97 | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | ARRAY BIOPHARMA INC | 19,800,000 | $36.01M | 2.8% | $1.82 | $1.47 | — | NOTE 3.000% 6/0 | 04269XAA3 |
| — | CORNERSTONE ONDEMAND INC | 34,763,000 | $35.3M | 2.7% | $1.02 | $1.03 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | KNOWLES CORP | 29,955,000 | $34.25M | 2.7% | $1.14 | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | TESLA INC | 30,000,000 | $33M | 2.6% | $1.10 | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | TWITTER INC | 31,500,000 | $29.86M | 2.3% | $0.95 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | STARWOOD PPTY TR INC | 28,206,000 | $28.71M | 2.2% | $1.02 | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | PANDORA MEDIA INC | 30,130,000 | $28.35M | 2.2% | $0.94 | $0.98 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | DISH NETWORK CORP | 25,000,000 | $28.11M | 2.2% | $1.12 | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BOTTOMLINE TECH DEL INC | 23,355,000 | $25.11M | 2.0% | $1.08 | $1.02 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | SPECTRUM PHARMACEUTICALS INC | 17,000,000 | $24.52M | 1.9% | $1.44 | $1.00 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | SHUTTERFLY INC | 24,556,000 | $24.43M | 1.9% | $0.99 | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | WEB COM GROUP INC | 23,112,000 | $23.09M | 1.8% | $1.00 | $0.99 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ISIS PHARMACEUTICALS INC DEL | 20,000,000 | $21.31M | 1.7% | $1.07 | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | INSULET CORP | 16,653,000 | $20.99M | 1.6% | $1.26 | $1.04 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | NUANCE COMMUNICATIONS INC | 20,414,000 | $20.68M | 1.6% | $1.01 | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | SPANSION LLC | 5,975,000 | $17.73M | 1.4% | $2.97 | $1.84 | — | NOTE 2.000% 9/0 | 84649PAL9 |
| — | AMAG PHARMACEUTICALS INC | 17,500,000 | $17.27M | 1.3% | $0.99 | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | QUIDEL CORP | 11,264,000 | $17.22M | 1.3% | $1.53 | $1.39 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | INFINERA CORPORATION | 16,498,000 | $16.98M | 1.3% | $1.03 | $1.03 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | SALESFORCE COM INC | 11,840,000 | $16.69M | 1.3% | $1.41 | $1.41 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | IGI LABORATORIES INC | 15,845,000 | $15.45M | 1.2% | $0.97 | $1.01 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | DEPOMED INC | 19,600,000 | $14.6M | 1.1% | $0.74 | $1.08 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | GENERAL CABLE CORP DEL NEW | 15,002,000 | $13.6M | 1.1% | $0.91 | $0.76 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | CYPRESS SEMICONDUCTOR CORP | 8,609,000 | $11.34M | 0.9% | $1.32 | $1.32 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | BROCADE COMMUNICATIONS SYS I | 9,842,000 | $9.919M | 0.8% | $1.01 | $1.02 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | INTEL CORP | 5,000,000 | $9.23M | 0.7% | $1.85 | $1.85 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | LGI HOMES INC | 4,000,000 | $9.142M | 0.7% | $2.29 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $8.975M | 0.7% | $1.20 | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | B2GOLD CORP | 7,571,000 | $7.982M | 0.6% | $1.05 | $1.05 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MICRON TECHNOLOGY INC | 5,000,000 | $6.992M | 0.5% | $1.40 | $1.40 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | CTRIP COM INTL LTD | 5,000,000 | $6.948M | 0.5% | $1.39 | $1.16 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | MARRIOTT VACATIONS WRLDWDE C | 6,500,000 | $6.82M | 0.5% | $1.05 | $1.05 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | DYNEGY INC NEW DEL | 100,000 | $6.75M | 0.5% | $67.50 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | MOLINA HEALTHCARE INC | 5,000,000 | $6.306M | 0.5% | $1.26 | $1.26 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WAYFAIR INC | 6,500,000 | $6.293M | 0.5% | $0.97 | $0.97 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | PALO ALTO NETWORKS INC | 4,500,000 | $6.213M | 0.5% | $1.38 | $1.38 | — | NOTE 7/0 | 697435AB1 |
| — | RAMBUS INC DEL | 5,000,000 | $5.925M | 0.5% | $1.19 | $1.19 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | APOLLO COML REAL EST FIN INC | 4,500,000 | $4.887M | 0.4% | $1.09 | $1.09 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | VEECO INSTRS INC DEL | 5,000,000 | $4.828M | 0.4% | $0.97 | $1.05 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | PROS HOLDINGS INC | 4,500,000 | $4.604M | 0.4% | $1.02 | $1.02 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,000,000 | $3.922M | 0.3% | $0.78 | $0.78 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | GOPRO INC | 3,000,000 | $3.748M | 0.3% | $1.25 | $0.99 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | WABASH NATL CORP | 1,650,000 | $3.282M | 0.3% | $1.99 | $1.99 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | SERVICESOURCE INTL INC | 2,500,000 | $2.466M | 0.2% | $0.99 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | FLUIDIGM CORP DEL | 3,250,000 | $2.427M | 0.2% | $0.75 | $0.71 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| DY | DYCOM INDS INC | 27,900 | $2.396M | 0.2% | $85.88 | $84.27 | 0.0% | COM | 267475101 |
| — | ACCURAY INC | 2,296,000 | $2.357M | 0.2% | $1.03 | $1.51 | — | NOTE 3.500% 2/0 | 004397AF2 |
| — | DEXCOM INC | 2,500,000 | $2.234M | 0.2% | $0.89 | $0.89 | — | DBCV 0.750% 5/1 | 252131AF4 |
| GOGO | GOGO INC | 184,900 | $2.184M | 0.2% | $11.81 * | $12.67 | +0.7% | COM | 38046C109 |
| — | ELECTRONICS FOR IMAGING INC | 2,000,000 | $2.087M | 0.2% | $1.04 | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | PRICELINE GRP INC | 1,070 | $1.959M | 0.2% | $1830.84 | $1830.84 | — | COM NEW | 741503403 |
| — | SPECTRUM PHARMACEUTICALS INC | 99,600 | $1.401M | 0.1% | $14.07 | — | — | Call | 84763A108 |
| — | EURONET WORLDWIDE INC | 1,000,000 | $1.362M | 0.1% | $1.36 | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | AVID TECHNOLOGY INC | 1,500,000 | $1.156M | 0.1% | $0.77 | $0.74 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $862K | 0.1% | $0.43 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $153K | 0.0% | $6.12 | $6.08 | — | COM | 845467109 |
| — | CEL SCI CORP | 628,350 | $19,000 | 0.0% | $0.03 | $0.40 | — | *W EXP 10/11/201 | 150837177 |