| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | MEDICAL TRANSCRIPTION BLG CO | 100,000 | 88,000 | 0.02% | ||
| 2 | JDS UNIPHASE CORP | 250,000 | 244,000 | 0.05% | PRN | |
| 3 | FUELCELL ENERGY INC | 41,774 | 260,000 | 0.05% | ||
| 4 | KEYW HLDG CORP | 53,750 | 534,000 | 0.11% | ||
| 5 | AMYRIS INC | 2,000,000 | 540,000 | 0.11% | PRN | |
| 6 | COBALT INTL ENERGY INC | 1,500,000 | 559,000 | 0.11% | PRN | |
| 7 | SPDR S&P 500 ETF TR | 3,205 | 671,000 | 0.14% | ||
| 8 | AMYRIS INC | 1,450,000 | 725,000 | 0.15% | PRN | |
| 9 | ENERNOC | 4,509,000 | 3,224,000 | 0.66% | PRN | |
| 10 | Exelexis | 2,500,000 | 3,719,000 | 0.76% | PRN | |
| 11 | SOLAZYME INC | 8,150,000 | 4,238,000 | 0.86% | PRN | |
| 12 | TESLA INC | 5,500,000 | 4,527,000 | 0.92% | PRN | |
| 13 | CARRIAGE SVCS INC NOTE 2.750 3/1 | 4,340,000 | 5,121,000 | 1.04% | PRN | |
| 14 | STARWOOD PPTY TR INC SR CV NT 3.75 17 | 5,500,000 | 5,528,000 | 1.13% | PRN | |
| 15 | ILLUMINA INC | 6,000,000 | 5,858,000 | 1.19% | PRN | |
| 16 | ENCORE CAP GROUP INC | 8,242,000 | 6,264,000 | 1.28% | PRN | |
| 17 | SPDR S&P 500 ETF TR | 30,000 | 6,284,000 | 1.28% | Put | |
| 18 | VIOLIN MEMORY INC | 14,250,000 | 6,306,000 | 1.29% | PRN | |
| 19 | HORNBECK OFFSHORE SVCS INC NEW SR CONV NT1.5 19 | 11,000,000 | 6,325,000 | 1.29% | PRN | |
| 20 | OREXIGEN THERAPEUTICS INC | 20,909,000 | 7,109,000 | 1.45% | PRN | |
| 21 | APOLLO COML REAL EST FIN INC | 7,175,000 | 7,301,000 | 1.49% | PRN | |
| 22 | KEYW HLDG CORP | 8,285,000 | 7,664,000 | 1.56% | PRN | |
| 23 | ARRAY BIOPHARMA INC 3 06/01/2020 | 9,000,000 | 7,678,000 | 1.57% | PRN | |
| 24 | BLUCORA INC | 8,869,000 | 8,204,000 | 1.67% | PRN | |
| 25 | ENCORE CAP GROUP INC | 12,455,000 | 8,762,000 | 1.79% | PRN | |
| 26 | FINISAR CORP | 9,250,000 | 8,926,000 | 1.82% | PRN | |
| 27 | MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 | 9,000,000 | 10,018,000 | 2.04% | PRN | |
| 28 | JAZZ US HLDGS INC | 7,420,000 | 10,663,000 | 2.17% | PRN | |
| 29 | DYNEGY INC NEW DEL UNIT 07/01/20191 | 10,000,000 | 10,780,000 | 2.20% | PRN | |
| 30 | FLUIDIGM CORP DEL | 22,364,000 | 13,684,000 | 2.79% | PRN | |
| 31 | ISTAR FINL INC | 14,000,000 | 14,070,000 | 2.87% | PRN | |
| 32 | EMERGENT BIOSOLUTIONS INC NOTE 2.875 1/1 | 13,000,000 | 14,745,000 | 3.01% | PRN | |
| 33 | MONSTER WORLDWIDE 3.5% CB 10/15/2019-REGISTERED | 17,500,000 | 15,269,000 | 3.11% | PRN | |
| 34 | YAHOO INC SR CV ZERO NT 18 | 15,500,000 | 15,392,000 | 3.14% | PRN | |
| 35 | VECTOR GROUP LTD | 14,200,000 | 15,798,000 | 3.22% | PRN | |
| 36 | SERVICESOURCE INTL INC | 18,058,000 | 15,981,000 | 3.26% | PRN | |
| 37 | TITAN MACHY INC | 20,569,000 | 16,867,000 | 3.44% | PRN | |
| 38 | SPECTRANETICS CORP | 19,099,000 | 17,034,000 | 3.47% | PRN | |
| 39 | Mentor Graphics Corp | 17,767,000 | 19,566,000 | 3.99% | PRN | |
| 40 | GENERAL CABLE CORP DEL NEW | 35,406,000 | 20,535,000 | 4.19% | PRN | |
| 41 | NVIDIA CORP SR CONV NT 1 18 | 10,000,000 | 23,331,000 | 4.76% | PRN | |
| 42 | OCLARO INC | 9,112,000 | 23,839,000 | 4.86% | PRN | |
| 43 | DEPOMED INC NOTE 2.500 9/0 | 21,750,000 | 26,215,000 | 5.34% | PRN | |
| 44 | TTM TECHNOLOGIES INC | 27,354,000 | 27,046,000 | 5.51% | PRN | |
| 45 | ISHARES TR | 250,000 | 28,745,000 | 5.86% | Put | |
| 46 | PROOFPOINT INC NOTE 1.25012/1 | 20,514,000 | 34,348,000 | 7.00% | PRN |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001398344-16-016671, filed 2016.08.15).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
