CIK: 0001275228 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 12, 2014
Total Value ($000): $881,278 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ELECTRONIC ARTS INC | 23,720,000 | $29,205 | 3.3% | $1.06 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | CHESAPEAKE ENERGY CORP | 28,670,000 | $28,957 | 3.3% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | STARWOOD PPTY TR INC | 26,670,000 | $28,570 | 3.2% | $1.13 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | NUVASIVE INC | 25,465,000 | $28,425 | 3.2% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | TOLL BROS FIN CORP | 27,750,000 | $27,978 | 3.2% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | FOREST CITY ENTERPRISES INC | 26,155,000 | $27,038 | 3.1% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | LAM RESEARCH CORP | 21,290,000 | $27,012 | 3.1% | $1.10 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | NUANCE COMMUNICATIONS INC | 27,085,000 | $26,774 | 3.0% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | SALESFORCE COM INC | 23,795,000 | $26,401 | 3.0% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ROYAL GOLD INC | 25,197,000 | $26,189 | 3.0% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | WEBMD HEALTH CORP | 25,975,000 | $26,171 | 3.0% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | WALTER INVT MGMT CORP | 31,015,000 | $25,938 | 2.9% | $0.98 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | AMERICAN RLTY CAP PPTYS INC | 24,060,000 | $24,091 | 2.7% | $1.03 | — | NOTE 3.750% 12/1 | 02917TAB0 |
| — | PROLOGIS | 22,408,000 | $23,587 | 2.7% | $1.14 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | OMNICARE INC | 22,163,000 | $23,105 | 2.6% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | SHUTTERFLY INC | 22,290,000 | $23,071 | 2.6% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | RYLAND GROUP INC | 25,030,000 | $22,872 | 2.6% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | ARES CAPITAL CORP | 21,835,000 | $22,845 | 2.6% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | CIENA CORP | 22,355,000 | $21,965 | 2.5% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | HOLOGIC INC | 20,710,000 | $21,901 | 2.5% | $1.00 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | NETSUITE INC | 20,990,000 | $21,782 | 2.5% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 20,325,000 | $21,738 | 2.5% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | RTI INTL METALS INC | 22,438,000 | $21,569 | 2.4% | $0.98 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SEACOR HOLDINGS INC | 18,815,000 | $20,203 | 2.3% | $1.21 | — | NOTE 2.500% 12/1 | 811904AM3 |
| — | NEWMONT MINING CORP | 19,258,000 | $19,727 | 2.2% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | TESLA MTRS INC | 20,650,000 | $19,634 | 2.2% | $0.95 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | TIBCO SOFTWARE INC | 19,445,000 | $19,474 | 2.2% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | MACQUARIE INFRASTR CO LLC | 16,495,000 | $18,310 | 2.1% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | MERITOR INC | 12,235,000 | $17,634 | 2.0% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | GOODRICH PETE CORP | 16,335,000 | $17,356 | 2.0% | $1.04 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | BIOMARIN PHARMACEUTICAL INC | 15,970,000 | $16,929 | 1.9% | $1.05 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | VOLCANO CORPORATION | 18,213,000 | $15,769 | 1.8% | $1.01 | — | NOTE 1.750% 12/0 | 928645AB6 |
| — | ICONIX BRAND GROUP INC | 10,765,000 | $13,612 | 1.5% | $1.14 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | GREENBRIER COS INC | 6,495,000 | $13,156 | 1.5% | $1.06 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | MGM RESORTS INTERNATIONAL | 10,110,000 | $12,802 | 1.5% | $1.13 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | JARDEN CORP | 9,210,000 | $12,636 | 1.4% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,515,000 | $10,952 | 1.2% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | NATIONAL HEALTH INVS INC | 10,810,000 | $10,553 | 1.2% | $1.00 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | ARVINMERITOR INC | 9,665,000 | $9,992 | 1.1% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | BRISTOW GROUP INC | 8,580,000 | $9,224 | 1.0% | $1.15 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | ALERE INC | 7,915,000 | $8,388 | 1.0% | $1.00 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | HOLOGIC INC | 5,722,000 | $6,209 | 0.7% | $1.07 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,835,000 | $5,816 | 0.7% | $0.95 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | JDS UNIPHASE CORP | 4,990,000 | $5,034 | 0.6% | $1.01 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | ROVI CORP | 4,645,000 | $4,654 | 0.5% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | HORNBECK OFFSHORE SVCS INC N | 4,189,000 | $4,116 | 0.5% | $0.98 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | HEALTH CARE REIT INC | 3,085,000 | $3,779 | 0.4% | $1.28 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,560,000 | $3,325 | 0.4% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | PRICELINE GRP INC | 2,140,000 | $2,389 | 0.3% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | SALIX PHARMACEUTICALS INC | 432,000 | $1,044 | 0.1% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | INTEL CORP | 475,000 | $608 | 0.1% | $1.28 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | WELLPOINT INC | 290,000 | $481 | 0.1% | $1.66 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RPM INTL INC | 255,000 | $288 | 0.0% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |