Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value: $853M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MGM RESORTS INTERNATIONAL | 22,860,000 | $29.09M | 3.4% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | ICONIX BRAND GROUP INC | 23,405,000 | $28.94M | 3.4% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | CHESAPEAKE ENERGY CORP | 29,085,000 | $28.83M | 3.4% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | ELECTRONIC ARTS INC | 26,100,000 | $28.5M | 3.3% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | TRINITY INDS INC | 22,715,000 | $27.73M | 3.3% | $1.17 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | OMNICARE INC | 25,915,000 | $27.63M | 3.2% | $1.03 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | LAM RESEARCH CORP | 23,955,000 | $27.25M | 3.2% | $1.08 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | NUVASIVE INC | 26,770,000 | $26.27M | 3.1% | $0.99 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | INTERNATIONAL GAME TECHNOLOG | 22,165,000 | $24.46M | 2.9% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | TIBCO SOFTWARE INC | 23,895,000 | $24.34M | 2.9% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | L-3 COMMUNICATIONS CORP | 21,330,000 | $23.28M | 2.7% | $1.03 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | NAVISTAR INTL CORP NEW | 22,445,000 | $22.91M | 2.7% | $0.98 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | WEBMD HEALTH CORP | 24,100,000 | $22.84M | 2.7% | $0.93 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | HOLOGIC INC | 22,235,000 | $22.55M | 2.6% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | GROUP 1 AUTOMOTIVE INC | 17,035,000 | $22.43M | 2.6% | $1.20 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | NUANCE COMMUNICATIONS INC | 22,130,000 | $22.41M | 2.6% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | PROLOGIS | 19,735,000 | $22.36M | 2.6% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | WALTER INVT MGMT CORP | 21,045,000 | $22.18M | 2.6% | $1.03 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | LEAP WIRELESS INTL INC | 21,647,000 | $22.08M | 2.6% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | INTEGRA LIFESCIENCES HLDGS C | 21,500,000 | $21.86M | 2.6% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | LIVE NATION ENTERTAINMENT IN | 21,210,000 | $21.74M | 2.5% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | ARCELORMITTAL SA LUXEMBOURG | 20,405,000 | $20.81M | 2.4% | $1.02 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | GENERAL CABLE CORP DEL NEW | 19,245,000 | $19.24M | 2.3% | $1.00 | — | NOTE 0.875%11/1 | 369300AD0 |
| — | RYLAND GROUP INC | 20,295,000 | $18.46M | 2.2% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | AMERICAN RLTY CAP PPTYS INC | 19,255,000 | $18.27M | 2.1% | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 16,770,000 | $17.45M | 2.0% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TTM TECHNOLOGIES INC | 16,655,000 | $17.02M | 2.0% | $1.00 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | LIFEPOINT HOSPITALS INC | 15,970,000 | $16.85M | 2.0% | $1.09 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | GREENBRIER COS INC | 14,740,000 | $15.88M | 1.9% | $1.05 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | ALLIANT TECHSYSTEMS INC | 11,325,000 | $14.88M | 1.7% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| — | ALERE INC | 13,805,000 | $14.62M | 1.7% | $0.99 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | ROVI CORP | 14,135,000 | $14.32M | 1.7% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | EXTERRAN HLDGS INC | 10,715,000 | $13.36M | 1.6% | $1.29 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | BRISTOW GROUP INC | 10,720,000 | $13.2M | 1.5% | $1.16 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | TITAN MACHY INC | 14,575,000 | $13.04M | 1.5% | $0.94 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | HEALTH CARE REIT INC | 9,370,000 | $11.59M | 1.4% | $1.32 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | LINEAR TECHNOLOGY CORP | 9,785,000 | $10.45M | 1.2% | $1.05 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | VOLCANO CORPORATION | 9,990,000 | $10.4M | 1.2% | $1.04 | — | NOTE 1.750% 12/0 | 928645AB6 |
| — | STEEL DYNAMICS INC | 9,315,000 | $10.26M | 1.2% | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | RTI INTL METALS INC | 7,750,000 | $8.796M | 1.0% | $1.10 | — | NOTE 3.000% 12/0 | 74973WAA5 |
| — | SALIX PHARMACEUTICALS INC | 6,555,000 | $8.071M | 0.9% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | ARCHER DANIELS MIDLAND CO | 7,260,000 | $7.391M | 0.9% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | HOLOGIC INC | 6,240,000 | $6.513M | 0.8% | $1.03 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | COVANTA HLDG CORP | 3,955,000 | $5.453M | 0.6% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | ARRIS GROUP INC | 4,910,000 | $5.305M | 0.6% | $1.03 | — | NOTE 2.000%11/1 | 04269QAC4 |
| — | ROYAL GOLD INC | 5,420,000 | $5.237M | 0.6% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | DEALERTRACK TECHNOLOGIES INC | 3,975,000 | $5.133M | 0.6% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | MICRON TECHNOLOGY INC | 2,835,000 | $3.608M | 0.4% | $1.14 | — | NOTE 1.875% 6/0 | 595112AH6 |
| — | HORNBECK OFFSHORE SVCS INC N | 1,065,000 | $1.262M | 0.1% | $1.16 | — | FRNT 1.625%11/1 | 440543AE6 |
| — | MYLAN INC | 350,000 | $1.015M | 0.1% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | SBA COMMUNICATIONS CORP | 350,000 | $932K | 0.1% | $2.46 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | WESCO INTL INC | 250,000 | $687K | 0.1% | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | TEREX CORP NEW | 250,000 | $533K | 0.1% | $1.74 | — | NOTE 4.000% 6/0 | 880779AV5 |
| — | OMNICARE INC | 250,000 | $532K | 0.1% | $1.86 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | LEVEL 3 COMMUNICATIONS INC | 350,000 | $529K | 0.1% | $1.35 | — | NOTE 6.500%10/0 | 52729NBR0 |
| — | UNITED THERAPEUTICS CORP DEL | 250,000 | $426K | 0.0% | $1.46 | — | NOTE 1.000% 9/1 | 91307CAF9 |
| — | MICRON TECHNOLOGY INC | 250,000 | $403K | 0.0% | $1.61 | — | DEBT 1.875% 6/0 | 595112AK9 |
| — | ENDO HEALTH SOLUTIONS INC | 250,000 | $397K | 0.0% | $1.38 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | NUANCE COMMUNICATIONS INC | 250,000 | $284K | 0.0% | $1.17 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | AVIS BUDGET GROUP | 150,000 | $275K | 0.0% | $1.83 | — | NOTE 3.500%10/0 | 053774AB1 |
| — | REGIS CORP MINN | 250,000 | $274K | 0.0% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |