Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 12, 2014
Total Value: $925M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MGM RESORTS INTERNATIONAL | 23,280,000 | $31.93M | 3.5% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | ICONIX BRAND GROUP INC | 22,735,000 | $31.36M | 3.4% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | CHESAPEAKE ENERGY CORP | 29,960,000 | $30.58M | 3.3% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | OMNICARE INC | 28,400,000 | $30.5M | 3.3% | $1.03 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | NUVASIVE INC | 27,500,000 | $29.87M | 3.2% | $0.99 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | LAM RESEARCH CORP | 25,485,000 | $29.05M | 3.1% | $1.09 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | HOLOGIC INC | 27,490,000 | $28.18M | 3.0% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ELECTRONIC ARTS INC | 26,245,000 | $27.95M | 3.0% | $1.04 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | NAVISTAR INTL CORP NEW | 25,990,000 | $26.64M | 2.9% | $0.99 | — | NOTE 3.000%10/1 | 63934EAL2 |
| — | TRINITY INDS INC | 19,760,000 | $26.16M | 2.8% | $1.17 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | WEBMD HEALTH CORP | 26,320,000 | $25.93M | 2.8% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TIBCO SOFTWARE INC | 25,750,000 | $25.78M | 2.8% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | LEAP WIRELESS INTL INC | 24,677,000 | $25.13M | 2.7% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | INTERNATIONAL GAME TECHNOLOG | 23,460,000 | $24.93M | 2.7% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | WALTER INVT MGMT CORP | 24,700,000 | $24.79M | 2.7% | $1.03 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | RYLAND GROUP INC | 26,405,000 | $24.51M | 2.6% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | NUANCE COMMUNICATIONS INC | 24,950,000 | $24.4M | 2.6% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | INTEGRA LIFESCIENCES HLDGS C | 22,615,000 | $24.28M | 2.6% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | PROLOGIS | 20,575,000 | $23.12M | 2.5% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | CIENA CORP | 22,400,000 | $23.07M | 2.5% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | GROUP 1 AUTOMOTIVE INC | 17,860,000 | $22.64M | 2.4% | $1.20 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | LIVE NATION ENTERTAINMENT IN | 20,945,000 | $21.3M | 2.3% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | ROYAL GOLD INC | 21,297,000 | $20.45M | 2.2% | $0.96 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ARCELORMITTAL SA LUXEMBOURG | 20,090,000 | $20.34M | 2.2% | $1.02 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | VOLCANO CORPORATION | 20,135,000 | $19.97M | 2.2% | $1.02 | — | NOTE 1.750% 12/0 | 928645AB6 |
| — | GREENBRIER COS INC | 16,336,000 | $19.26M | 2.1% | $1.06 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | L-3 COMMUNICATIONS CORP | 15,570,000 | $18.78M | 2.0% | $1.03 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | ALERE INC | 14,495,000 | $16.32M | 1.8% | $1.00 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | LIFEPOINT HOSPITALS INC | 14,815,000 | $16.17M | 1.7% | $1.09 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | JARDEN CORP | 11,100,000 | $15.77M | 1.7% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | AMERICAN RLTY CAP PPTYS INC | 15,325,000 | $15.56M | 1.7% | $1.02 | — | NOTE 3.750% 12/1 | 02917TAB0 |
| — | SEACOR HOLDINGS INC | 12,325,000 | $15.16M | 1.6% | $1.23 | — | NOTE 2.500% 12/1 | 811904AM3 |
| — | ROVI CORP | 14,550,000 | $14.72M | 1.6% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | LINEAR TECHNOLOGY CORP | 12,460,000 | $14.24M | 1.5% | $1.07 | — | NOTE 3.000% 5/0 | 535678AC0 |
| — | BRISTOW GROUP INC | 11,140,000 | $13.67M | 1.5% | $1.17 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | HEALTH CARE REIT INC | 11,750,000 | $13.09M | 1.4% | $1.28 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | TEVA PHARMACEUTICAL FIN LLC | 12,045,000 | $12.87M | 1.4% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TITAN MACHY INC | 13,610,000 | $11.68M | 1.3% | $0.94 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | AMERICAN RLTY CAP PPTYS INC | 11,595,000 | $11.61M | 1.3% | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | STEEL DYNAMICS INC | 9,565,000 | $11.28M | 1.2% | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | SALIX PHARMACEUTICALS INC | 6,595,000 | $9.814M | 1.1% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | RTI INTL METALS INC | 8,240,000 | $9.363M | 1.0% | $1.10 | — | NOTE 3.000% 12/0 | 74973WAA5 |
| — | EXTERRAN HLDGS INC | 5,935,000 | $8.858M | 1.0% | $1.29 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | ARCHER DANIELS MIDLAND CO | 8,065,000 | $8.473M | 0.9% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | COVANTA HLDG CORP | 6,470,000 | $7.586M | 0.8% | $1.25 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | ALLIANT TECHSYSTEMS INC | 3,590,000 | $5.753M | 0.6% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| — | DEALERTRACK TECHNOLOGIES INC | 3,805,000 | $5.277M | 0.6% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | HOLOGIC INC | 2,275,000 | $2.397M | 0.3% | $1.03 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | SBA COMMUNICATIONS CORP | 350,000 | $1.035M | 0.1% | $2.46 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | WESCO INTL INC | 250,000 | $810K | 0.1% | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | ENDO HEALTH SOLUTIONS INC | 250,000 | $580K | 0.1% | $1.38 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | OMNICARE INC | 250,000 | $576K | 0.1% | $1.86 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | SALIX PHARMACEUTICALS INC | 200,000 | $395K | 0.0% | $1.98 | — | NOTE 2.750% 5/1 | 795435AC0 |
| — | AVIS BUDGET GROUP | 150,000 | $373K | 0.0% | $1.83 | — | NOTE 3.500%10/0 | 053774AB1 |
| — | REGIS CORP MINN | 250,000 | $266K | 0.0% | $1.17 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | NUANCE COMMUNICATIONS INC | 250,000 | $263K | 0.0% | $1.17 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | TEREX CORP NEW | 100,000 | $262K | 0.0% | $1.74 | — | NOTE 4.000% 6/0 | 880779AV5 |