Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 12, 2014
Total Value: $848M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CHESAPEAKE ENERGY CORP | 27,545,000 | $29.54M | 3.5% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | ELECTRONIC ARTS INC | 22,755,000 | $28.76M | 3.4% | $1.05 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | NUVASIVE INC | 25,055,000 | $28.6M | 3.4% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | TOLL BROS FIN CORP | 26,300,000 | $27.98M | 3.3% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | OMNICARE INC | 25,770,000 | $27.61M | 3.3% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | STARWOOD PPTY TR INC | 23,885,000 | $26.95M | 3.2% | $1.14 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | SALESFORCE COM INC | 22,810,000 | $26.13M | 3.1% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | NUANCE COMMUNICATIONS INC | 25,255,000 | $25.44M | 3.0% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | WEBMD HEALTH CORP | 24,130,000 | $25.43M | 3.0% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | MGM RESORTS INTERNATIONAL | 17,240,000 | $25.4M | 3.0% | $1.13 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | LAM RESEARCH CORP | 19,825,000 | $24.76M | 2.9% | $1.09 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | AMERICAN RLTY CAP PPTYS INC | 23,615,000 | $24.72M | 2.9% | $1.03 | — | NOTE 3.750% 12/1 | 02917TAB0 |
| — | ICONIX BRAND GROUP INC | 16,900,000 | $24.5M | 2.9% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | ROYAL GOLD INC | 22,697,000 | $24.43M | 2.9% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | TIBCO SOFTWARE INC | 23,790,000 | $24.15M | 2.8% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | ARES CAPITAL CORP | 21,280,000 | $22.74M | 2.7% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | WALTER INVT MGMT CORP | 24,530,000 | $22.71M | 2.7% | $1.02 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | HOLOGIC INC | 20,490,000 | $22.44M | 2.6% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | CIENA CORP | 22,555,000 | $22.39M | 2.6% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | GROUP 1 AUTOMOTIVE INC | 15,185,000 | $21.83M | 2.6% | $1.20 | — | FRNT 2.250% 6/1 | 398905AE9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 20,255,000 | $21.82M | 2.6% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | RYLAND GROUP INC | 23,610,000 | $21.75M | 2.6% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | PROLOGIS | 18,985,000 | $21.36M | 2.5% | $1.15 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | SHUTTERFLY INC | 20,970,000 | $20.97M | 2.5% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | VOLCANO CORPORATION | 20,940,000 | $20.24M | 2.4% | $1.01 | — | NOTE 1.750% 12/0 | 928645AB6 |
| — | SEACOR HOLDINGS INC | 17,220,000 | $19.8M | 2.3% | $1.22 | — | NOTE 2.500% 12/1 | 811904AM3 |
| — | GREENBRIER COS INC | 11,246,000 | $18.9M | 2.2% | $1.06 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | MERITOR INC | 11,360,000 | $18.34M | 2.2% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | RTI INTL METALS INC | 17,565,000 | $17.61M | 2.1% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | GOODRICH PETE CORP | 13,757,000 | $17.09M | 2.0% | $1.03 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | JARDEN CORP | 11,095,000 | $15.33M | 1.8% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ALERE INC | 11,915,000 | $13.24M | 1.6% | $1.00 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | LIVE NATION ENTERTAINMENT IN | 11,280,000 | $11.3M | 1.3% | $1.01 | — | NOTE 2.875% 7/1 | 538034AB5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,715,000 | $11.21M | 1.3% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | BRISTOW GROUP INC | 7,020,000 | $8.873M | 1.0% | $1.17 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | HEALTH CARE REIT INC | 7,170,000 | $8.856M | 1.0% | $1.28 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | LEAP WIRELESS INTL INC | 8,157,000 | $8.182M | 1.0% | $1.01 | — | NOTE 4.500% 7/1 | 521863AL4 |
| — | ROVI CORP | 8,035,000 | $8.151M | 1.0% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | ARVINMERITOR INC | 7,655,000 | $8.139M | 1.0% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | HOLOGIC INC | 5,905,000 | $6.488M | 0.8% | $1.07 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | NATIONAL HEALTH INVS INC | 6,255,000 | $6.35M | 0.7% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SALIX PHARMACEUTICALS INC | 3,200,000 | $6.29M | 0.7% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,965,000 | $6.069M | 0.7% | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,100,000 | $4.244M | 0.5% | $1.04 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NETSUITE INC | 4,120,000 | $4.238M | 0.5% | $1.03 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,705,000 | $3.628M | 0.4% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | REGIS CORP MINN | 3,110,000 | $3.114M | 0.4% | $1.03 | — | NOTE 5.000% 7/1 | 758932AA5 |
| — | NEWMONT MINING CORP | 3,020,000 | $3.021M | 0.4% | $1.00 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | PRICELINE GRP INC | 2,465,000 | $2.927M | 0.3% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CHIQUITA BRANDS INTL INC | 2,385,000 | $2.413M | 0.3% | $1.01 | — | NOTE 4.250% 8/1 | 170032AT3 |
| — | GOLDCORP INC NEW | 875,000 | $876K | 0.1% | $1.00 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | NEWMONT MINING CORP | 315,000 | $333K | 0.0% | $1.06 | — | NOTE 1.625% 7/1 | 651639AJ5 |