CIK: 0001275228 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 13, 2013
Total Value ($000): $820,307 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ICONIX BRAND GROUP INC | 23,850,000 | $27,308 | 3.3% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | CHESAPEAKE ENERGY CORP | 28,710,000 | $27,203 | 3.3% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | TRINITY INDS INC | 23,095,000 | $27,079 | 3.3% | $1.17 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | OMNICARE INC | 26,250,000 | $27,038 | 3.3% | $1.03 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | NUVASIVE INC | 26,850,000 | $26,485 | 3.2% | $0.99 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | LIFEPOINT HOSPITALS INC | 24,075,000 | $26,198 | 3.2% | $1.09 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | ELECTRONIC ARTS INC | 25,095,000 | $26,162 | 3.2% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | MGM RESORTS INTERNATIONAL | 22,800,000 | $25,479 | 3.1% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | TIBCO SOFTWARE INC | 23,975,000 | $23,497 | 2.9% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | ALLIANT TECHSYSTEMS INC | 18,980,000 | $21,863 | 2.7% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| — | HOLOGIC INC | 21,775,000 | $21,714 | 2.6% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | GROUP 1 AUTOMOTIVE INC | 18,040,000 | $21,655 | 2.6% | $1.20 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | INTERNATIONAL GAME TECHNOLOG | 20,295,000 | $21,640 | 2.6% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | PROLOGIS | 18,655,000 | $21,505 | 2.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 21,970,000 | $21,462 | 2.6% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | GENERAL CABLE CORP DEL NEW | 21,445,000 | $21,418 | 2.6% | $1.00 | — | NOTE 0.875%11/1 | 369300AD0 |
| — | LIVE NATION ENTERTAINMENT IN | 20,660,000 | $20,880 | 2.5% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | WEBMD HEALTH CORP | 22,210,000 | $20,655 | 2.5% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | LAM RESEARCH CORP | 18,810,000 | $20,056 | 2.4% | $1.07 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | NUANCE COMMUNICATIONS INC | 19,145,000 | $19,746 | 2.4% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | LEAP WIRELESS INTL INC | 18,607,000 | $18,748 | 2.3% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | L-3 COMMUNICATIONS CORP | 17,975,000 | $18,346 | 2.2% | $1.02 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | NAVISTAR INTL CORP NEW | 18,615,000 | $18,103 | 2.2% | $0.97 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | ARCELORMITTAL SA LUXEMBOURG | 17,105,000 | $17,488 | 2.1% | $1.02 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | TTM TECHNOLOGIES INC | 17,365,000 | $17,441 | 2.1% | $1.00 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | STEEL DYNAMICS INC | 15,790,000 | $17,053 | 2.1% | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | GOODRICH PETE CORP | 17,085,000 | $17,002 | 2.1% | $1.00 | — | NOTE 5.000%10/0 | 382410AC2 |
| — | ROVI CORP | 16,425,000 | $16,850 | 2.1% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | EXTERRAN HLDGS INC | 12,035,000 | $15,533 | 1.9% | $1.29 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 14,630,000 | $15,279 | 1.9% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TITAN MACHY INC | 14,870,000 | $13,959 | 1.7% | $0.94 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | ALERE INC | 13,340,000 | $13,215 | 1.6% | $0.99 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | BRISTOW GROUP INC | 10,990,000 | $12,802 | 1.6% | $1.16 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | WALTER INVT MGMT CORP | 12,085,000 | $12,221 | 1.5% | $1.01 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | AFFILIATED MANAGERS GROUP | 9,230,000 | $12,086 | 1.5% | $1.31 | — | NOTE 3.950% 8/1 | 008252AL2 |
| — | LINEAR TECHNOLOGY CORP | 11,205,000 | $11,752 | 1.4% | $1.05 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | HEALTH CARE REIT INC | 8,835,000 | $11,692 | 1.4% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ARCHER DANIELS MIDLAND CO | 11,060,000 | $11,162 | 1.4% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | GREENBRIER COS INC | 9,575,000 | $9,922 | 1.2% | $1.04 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | HORNBECK OFFSHORE SVCS INC N | 8,110,000 | $9,382 | 1.1% | $1.16 | — | FRNT 1.625%11/1 | 440543AE6 |
| — | MICRON TECHNOLOGY INC | 7,385,000 | $8,410 | 1.0% | $1.14 | — | NOTE 1.875% 6/0 | 595112AH6 |
| — | SALIX PHARMACEUTICALS INC | 6,010,000 | $7,197 | 0.9% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | RTI INTL METALS INC | 5,890,000 | $6,435 | 0.8% | $1.09 | — | NOTE 3.000% 12/0 | 74973WAA5 |
| — | HOLOGIC INC | 6,105,000 | $6,273 | 0.8% | $1.03 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | ARRIS GROUP INC | 5,980,000 | $6,174 | 0.8% | $1.03 | — | NOTE 2.000%11/1 | 04269QAC4 |
| — | RYLAND GROUP INC | 6,480,000 | $5,886 | 0.7% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | COVANTA HLDG CORP | 3,995,000 | $5,171 | 0.6% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | DEALERTRACK TECHNOLOGIES INC | 3,985,000 | $4,615 | 0.6% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | STEWART ENTERPRISES INC | 2,300,000 | $2,836 | 0.3% | $1.23 | — | NOTE 3.125% 7/1 | 860370AH8 |
| — | HERTZ GLOBAL HOLDINGS INC | 350,000 | $1,052 | 0.1% | $3.01 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | MOLSON COORS BREWING CO | 995,000 | $1,002 | 0.1% | $1.01 | — | NOTE 2.500% 7/3 | 60871RAA8 |
| — | SBA COMMUNICATIONS CORP | 350,000 | $861 | 0.1% | $2.46 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | MYLAN INC | 350,000 | $830 | 0.1% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | WESCO INTL INC | 250,000 | $615 | 0.1% | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | TRW AUTOMOTIVE INC | 250,000 | $572 | 0.1% | $2.29 | — | NOTE 3.500%12/0 | 87264MAH2 |
| — | LEVEL 3 COMMUNICATIONS INC | 350,000 | $474 | 0.1% | $1.35 | — | NOTE 6.500%10/0 | 52729NBR0 |
| — | OMNICARE INC | 250,000 | $464 | 0.1% | $1.86 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | TEREX CORP NEW | 250,000 | $435 | 0.1% | $1.74 | — | NOTE 4.000% 6/0 | 880779AV5 |
| — | UNITED THERAPEUTICS CORP DEL | 250,000 | $366 | 0.0% | $1.46 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 250,000 | $355 | 0.0% | $1.42 | — | NOTE 4.375% 6/0 | 874054AA7 |
| — | ENDO HEALTH SOLUTIONS INC | 250,000 | $344 | 0.0% | $1.38 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | REGIS CORP MINN | 250,000 | $293 | 0.0% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | NUANCE COMMUNICATIONS INC | 250,000 | $293 | 0.0% | $1.17 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | AVIS BUDGET GROUP | 150,000 | $275 | 0.0% | $1.83 | — | NOTE 3.500%10/0 | 053774AB1 |