Location: New York, NY
CIK: 0001346554 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value: $1.315B (0.8% shares, 99.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | VERISIGN INC | 48,273,000 | $162M | 12.3% | $3.36 | $2.51 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MICRON TECHNOLOGY INC | 32,476,000 | $139M | 10.6% | $4.28 | $2.81 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MICRON TECHNOLOGY INC | 30,596,000 | $127M | 9.7% | $4.16 | $2.74 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | MERCADOLIBRE INC | 29,905,000 | $75.34M | 5.7% | $2.52 | $1.57 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | CORNERSTONE ONDEMAND INC | 58,000,000 | $58.23M | 4.4% | $1.00 | $1.02 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | AMICUS THERAPEUTICS INC NOTE 3000 120 | 21,000,000 | $52.24M | 4.0% | $2.49 | $2.11 | — | Convertible Bond | 03152WAA7 |
| — | GREENBRIER COS INC | 33,569,000 | $50.75M | 3.9% | $1.51 | $1.35 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | AKAMAI TECHNOLOGIES INC | 45,040,000 | $45.44M | 3.5% | $1.01 | $0.98 | — | DBCV 2/1 | 00971TAG6 |
| — | SHUTTERFLY INC | 37,547,000 | $37.36M | 2.8% | $1.00 | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | INFINERA CORPORATION | 33,193,000 | $33.34M | 2.5% | $1.00 | $1.02 | — | DBCV 1.750% 6/0 | 45667GAB9 |
| — | TWITTER INC | 31,500,000 | $30.18M | 2.3% | $0.96 | $0.94 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | WEB COM GROUP INC | 28,106,000 | $28.02M | 2.1% | $1.00 | $0.99 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | KNOWLES CORP | 24,955,000 | $27.86M | 2.1% | $1.12 | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | MOLINA HEALTHCARE INC | 14,200,000 | $27.25M | 2.1% | $1.92 | $1.92 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | PANDORA MEDIA INC | 30,130,000 | $26.74M | 2.0% | $0.89 | $0.98 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | ISIS PHARMACEUTICALS INC DEL | 25,097,000 | $26.58M | 2.0% | $1.06 | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | INSULET CORP | 19,000,000 | $24.91M | 1.9% | $1.31 | $1.31 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | MOLINA HEALTHCARE INC | 17,654,000 | $24.39M | 1.9% | $1.38 | $1.35 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | NAVISTAR INTL CORP NEW | 22,284,000 | $23.32M | 1.8% | $1.05 | $1.05 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | TESLA INC | 17,500,000 | $18.56M | 1.4% | $1.06 | $1.13 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SALESFORCE COM INC | 11,840,000 | $18.23M | 1.4% | $1.54 | $1.41 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | QUIDEL CORP | 11,264,000 | $17.07M | 1.3% | $1.52 | $1.39 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ARRAY BIOPHARMA INC | 14,100,000 | $15.99M | 1.2% | $1.13 | $1.13 | — | NOTE 2.625%12/0 | 04269XAB1 |
| — | AMAG PHARMACEUTICALS INC | 17,500,000 | $15.12M | 1.1% | $0.86 | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | IGI LABORATORIES INC | 15,845,000 | $14.04M | 1.1% | $0.89 | $1.01 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | LGI HOMES INC | 4,000,000 | $13.77M | 1.0% | $3.44 | $1.28 | — | NOTE 4.250%11/1 | 50187TAB2 |
| — | CYPRESS SEMICONDUCTOR CORP | 10,109,000 | $13.56M | 1.0% | $1.34 | $1.32 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | DEPOMED INC | 12,500,000 | $10.56M | 0.8% | $0.85 | $1.08 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | CTRIP COM INTL LTD | 8,000,000 | $9.476M | 0.7% | $1.18 | $1.17 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ELECTRONICS FOR IMAGING INC | 9,234,000 | $8.973M | 0.7% | $0.97 | $0.99 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,364,000 | $8.59M | 0.7% | $1.17 | $1.07 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | B2GOLD CORP | 7,571,000 | $8.122M | 0.6% | $1.07 | $1.05 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | PRETIUM RES INC | 7,500,000 | $7.915M | 0.6% | $1.06 | $1.06 | — | DEBT 2.250% 3/1 | 74139CAB8 |
| — | INVACARE CORP | 5,575,000 | $7.014M | 0.5% | $1.26 | $1.26 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | VEECO INSTRS INC DEL | 7,500,000 | $6.626M | 0.5% | $0.88 | $0.99 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | RAMBUS INC DEL | 5,000,000 | $6.095M | 0.5% | $1.22 | $1.19 | — | NOTE 1.125% 8/1 | 750917AE6 |
| — | GOPRO INC | 6,000,000 | $5.95M | 0.5% | $0.99 | $0.99 | — | NOTE 3.500% 4/1 | 38268IAA5 |
| — | DYNEGY INC NEW DEL | 75,000 | $5.931M | 0.5% | $79.08 | $107.77 | — | UNIT 07/01/20191 | 26817R405 |
| — | PROS HOLDINGS INC NOTE 2000 60 | 5,950,000 | $5.415M | 0.4% | $0.91 | $0.91 | — | Convertible Bond | 74346YAC7 |
| — | AMAG PHARMACEUTICALS INC | 5,100,000 | $5.203M | 0.4% | $1.02 | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| RWGE/U | REGALWOOD GLOBAL ENERGY LTD | 500,000 | $4.975M | 0.4% | $9.95 | $9.95 | — | UNIT 99/99/9999 | G74760110 |
| — | CAESARS ENTMT CORP | 2,541,000 | $4.961M | 0.4% | $1.95 | $1.95 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | INTERCEPT PHARMACEUTICALS IN | 6,000,000 | $4.918M | 0.4% | $0.82 | $0.79 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | PROS HOLDINGS INC | 4,500,000 | $4.737M | 0.4% | $1.05 | $1.02 | — | NOTE 2.000%12/0 | 74346YAB9 |
| — | DEXCOM INC | 5,000,000 | $4.727M | 0.4% | $0.95 | $0.92 | — | DBCV 0.750% 5/1 | 252131AF4 |
| — | JAZZ INVESTMENTS I LTD | 4,000,000 | $4.045M | 0.3% | $1.01 | $1.01 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | IMPAX LABORATORIES INC | 4,000,000 | $3.909M | 0.3% | $0.98 | $0.98 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | APOLLO COML REAL EST FIN INC NOTE 5500 31 DELETED | 3,500,000 | $3.872M | 0.3% | $1.11 | $1.09 | — | Convertible Bond | 03762UAA3 |
| — | PALO ALTO NETWORKS INC | 2,500,000 | $3.429M | 0.3% | $1.37 | $1.38 | — | NOTE 7/0 | 697435AB1 |
| — | WAYFAIR INC | 3,000,000 | $3.155M | 0.2% | $1.05 | $0.97 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | WABASH NATL CORP | 1,650,000 | $3.11M | 0.2% | $1.88 | $1.99 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | LEGACY ACQUISITION CORP | 300,100 | $2.983M | 0.2% | $9.94 | $9.94 | — | UNIT 05/31/2024 | 524643202 |
| — | MEDIDATA SOLUTIONS INC | 2,500,000 | $2.912M | 0.2% | $1.16 | $1.16 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | FLUIDIGM CORP DEL | 3,250,000 | $2.759M | 0.2% | $0.85 | $0.71 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | CLEVELAND CLIFFS INC | 2,500,000 | $2.747M | 0.2% | $1.10 | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | TESLA INC | 2,500,000 | $2.718M | 0.2% | $1.09 | $1.09 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SERVICESOURCE INTL INC | 2,500,000 | $2.466M | 0.2% | $0.99 | $0.80 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ACCURAY INC | 2,296,000 | $2.352M | 0.2% | $1.02 | $1.51 | — | NOTE 3.500% 2/0 | 004397AF2 |
| — | SEACOR HOLDINGS INC | 2,100,000 | $2.138M | 0.2% | $1.02 | $1.02 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | LEISURE ACQUISITION CORP | 200,000 | $1.982M | 0.2% | $9.91 | $9.91 | — | UNIT 99/99/9999 | 52539T206 |
| — | EURONET WORLDWIDE INC | 1,000,000 | $1.237M | 0.1% | $1.24 | $1.17 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | SENTINEL ENERGY SVCS INC | 100,000 | $997K | 0.1% | $9.97 | $9.97 | — | UNIT 11/02/2022 | G8062D128 |
| — | PERNIX THERAPEUTICS HLDGS IN | 2,000,000 | $921K | 0.1% | $0.46 | $0.27 | — | DBCV 4.250% 4/0 | 71426VAK4 |
| — | PRICELINE GRP INC | 170 | $295K | 0.0% | $1735.29 | $1830.84 | — | COM NEW | 741503403 |
| — | SOUTHWESTERN ENERGY CO | 25,000 | $139K | 0.0% | $5.56 | $6.08 | — | COM | 845467109 |
| — | CEL SCI CORP | 628,350 | $19,000 | 0.0% | $0.03 | $0.40 | — | *W EXP 10/11/201 | 150837177 |