Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 14, 2014
Total Value: $920M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MGM RESORTS INTERNATIONAL | 23,560,000 | $34.35M | 3.7% | $1.13 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | NUVASIVE INC | 28,335,000 | $33.75M | 3.7% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ELECTRONIC ARTS INC | 27,305,000 | $31.74M | 3.4% | $1.05 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | OMNICARE INC | 29,510,000 | $31.52M | 3.4% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | LAM RESEARCH CORP | 26,830,000 | $31.09M | 3.4% | $1.09 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | ICONIX BRAND GROUP INC | 22,730,000 | $30.9M | 3.4% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | CHESAPEAKE ENERGY CORP | 29,885,000 | $30.48M | 3.3% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | VOLCANO CORPORATION | 30,130,000 | $29.89M | 3.2% | $1.01 | — | NOTE 1.750% 12/0 | 928645AB6 |
| — | HOLOGIC INC | 27,920,000 | $28.58M | 3.1% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEBMD HEALTH CORP | 27,635,000 | $27.98M | 3.0% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TIBCO SOFTWARE INC | 26,745,000 | $26.96M | 2.9% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | NUANCE COMMUNICATIONS INC | 26,720,000 | $26.87M | 2.9% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | PROLOGIS | 21,550,000 | $25.24M | 2.7% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | RYLAND GROUP INC | 26,500,000 | $25.18M | 2.7% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | LEAP WIRELESS INTL INC | 24,787,000 | $25.11M | 2.7% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | WALTER INVT MGMT CORP | 26,485,000 | $25.05M | 2.7% | $1.02 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | INTEGRA LIFESCIENCES HLDGS C | 22,500,000 | $23.93M | 2.6% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | ROYAL GOLD INC | 23,017,000 | $23.54M | 2.6% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CIENA CORP | 22,895,000 | $23.38M | 2.5% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | GREENBRIER COS INC | 16,031,000 | $22.77M | 2.5% | $1.06 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | LIVE NATION ENTERTAINMENT IN | 22,000,000 | $22.39M | 2.4% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | GROUP 1 AUTOMOTIVE INC | 18,240,000 | $22.07M | 2.4% | $1.20 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | SEACOR HOLDINGS INC | 18,100,000 | $21.63M | 2.4% | $1.22 | — | NOTE 2.500% 12/1 | 811904AM3 |
| — | STARWOOD PPTY TR INC | 18,775,000 | $21.46M | 2.3% | $1.14 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | AMERICAN RLTY CAP PPTYS INC | 18,695,000 | $20.3M | 2.2% | $1.03 | — | NOTE 3.750% 12/1 | 02917TAB0 |
| — | MERITOR INC | 12,135,000 | $18.34M | 2.0% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | INTERNATIONAL GAME TECHNOLOG | 18,080,000 | $18.12M | 2.0% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | ARCELORMITTAL SA LUXEMBOURG | 17,035,000 | $17.1M | 1.9% | $1.02 | — | NOTE 5.000% 5/1 | 03938LAK0 |
| — | JARDEN CORP | 11,660,000 | $16.24M | 1.8% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ALERE INC | 14,385,000 | $15.92M | 1.7% | $1.00 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | GOODRICH PETE CORP | 14,607,000 | $15.1M | 1.6% | $1.03 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | BRISTOW GROUP INC | 11,480,000 | $14.19M | 1.5% | $1.17 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | NEWMONT MINING CORP | 13,695,000 | $13.73M | 1.5% | $1.00 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | RTI INTL METALS INC | 13,270,000 | $13.04M | 1.4% | $0.98 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TEVA PHARMACEUTICAL FIN LLC | 10,105,000 | $12.93M | 1.4% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | HEALTH CARE REIT INC | 10,235,000 | $12.13M | 1.3% | $1.28 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | ALLEGHENY TECHNOLOGIES INC | 11,385,000 | $11.63M | 1.3% | $1.02 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | STEEL DYNAMICS INC | 9,460,000 | $10.21M | 1.1% | $1.08 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | AMERICAN RLTY CAP PPTYS INC | 9,390,000 | $9.965M | 1.1% | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | L-3 COMMUNICATIONS CORP | 7,230,000 | $9.616M | 1.0% | $1.03 | — | DEBT 3.000% 8/0 | 502413AW7 |
| — | ROVI CORP | 9,265,000 | $9.375M | 1.0% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | EXTERRAN HLDGS INC | 4,095,000 | $7.788M | 0.8% | $1.29 | — | NOTE 4.250% 6/1 | 30225XAA1 |
| — | SALIX PHARMACEUTICALS INC | 4,605,000 | $7.777M | 0.8% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | COVANTA HLDG CORP | 4,915,000 | $5.726M | 0.6% | $1.25 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | REGIS CORP MINN | 4,870,000 | $4.989M | 0.5% | $1.03 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | DEALERTRACK TECHNOLOGIES INC | 3,070,000 | $4.371M | 0.5% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | LIFEPOINT HOSPITALS INC | 3,230,000 | $3.42M | 0.4% | $1.09 | — | NOTE 3.500% 5/1 | 53219LAH2 |
| — | HOLOGIC INC | 2,315,000 | $2.455M | 0.3% | $1.03 | — | FRNT 2.000%12/1 | 436440AG6 |