Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 10, 2015
Total Value: $902M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | YAHOO INC | 25,620,000 | $29.05M | 3.2% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | NVIDIA CORP | 25,163,000 | $28.95M | 3.2% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | HOLOGIC INC | 25,512,000 | $28.25M | 3.1% | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | NUVASIVE INC | 22,048,000 | $28.17M | 3.1% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | TOLL BROS FIN CORP | 26,396,000 | $27.11M | 3.0% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | FOREST CITY ENTERPRISES INC | 25,031,000 | $26.59M | 2.9% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | STARWOOD PPTY TR INC | 25,095,000 | $26.57M | 2.9% | $1.13 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | SALESFORCE COM INC | 22,442,000 | $25.61M | 2.8% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | PROLOGIS | 22,349,000 | $24.93M | 2.8% | $1.14 | — | NOTE 3.250% 3/1 | 74340XAT8 |
| — | CTRIP COM INTL LTD | 25,324,000 | $24.67M | 2.7% | $0.97 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ROYAL GOLD INC | 23,103,000 | $23.84M | 2.6% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 20,148,000 | $23.72M | 2.6% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | RTI INTL METALS INC | 24,065,000 | $23.48M | 2.6% | $0.98 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CHESAPEAKE ENERGY CORP | 24,117,000 | $23.45M | 2.6% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | MACQUARIE INFRASTR CO LLC | 20,682,000 | $23.31M | 2.6% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | RYLAND GROUP INC | 24,750,000 | $23.05M | 2.6% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | ARES CAPITAL CORP | 21,726,000 | $22.42M | 2.5% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | NETSUITE INC | 19,733,000 | $22.25M | 2.5% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | WALTER INVT MGMT CORP | 29,205,000 | $22.03M | 2.4% | $0.98 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | ELECTRONIC ARTS INC | 14,611,000 | $21.98M | 2.4% | $1.06 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | NEWMONT MINING CORP | 20,795,000 | $21.12M | 2.3% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | TESLA MTRS INC | 22,637,000 | $20.97M | 2.3% | $0.95 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | NUANCE COMMUNICATIONS INC | 20,515,000 | $20.48M | 2.3% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | INTEGRA LIFESCIENCES HLDGS C | 19,050,000 | $20.26M | 2.2% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | SHUTTERFLY INC | 21,246,000 | $20.18M | 2.2% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | SEACOR HOLDINGS INC | 18,041,000 | $19M | 2.1% | $1.21 | — | NOTE 2.500% 12/1 | 811904AM3 |
| — | BLUCORA INC | 19,896,000 | $18.81M | 2.1% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | WEBMD HEALTH CORP | 18,758,000 | $18.73M | 2.1% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | MGM RESORTS INTERNATIONAL | 15,481,000 | $18.25M | 2.0% | $1.14 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | LAM RESEARCH CORP | 13,733,000 | $18.08M | 2.0% | $1.10 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | MERITOR INC | 9,499,000 | $15.62M | 1.7% | $1.51 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | JARDEN CORP | 9,366,000 | $14.69M | 1.6% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | CARDTRONICS INC | 14,538,000 | $14.36M | 1.6% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ARVINMERITOR INC | 13,134,000 | $14.09M | 1.6% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | NATIONAL HEALTH INVS INC | 11,687,000 | $12.2M | 1.4% | $1.00 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | OMNICARE INC | 11,274,000 | $12.06M | 1.3% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | HORNBECK OFFSHORE SVCS INC N | 13,008,000 | $10.86M | 1.2% | $0.88 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | WEB COM GROUP INC | 11,490,000 | $10.52M | 1.2% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,453,000 | $10.21M | 1.1% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | CIENA CORP | 10,218,000 | $10.19M | 1.1% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | GREENBRIER COS INC | 6,554,000 | $9.901M | 1.1% | $1.06 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | BRISTOW GROUP INC | 8,880,000 | $9.269M | 1.0% | $1.15 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | WEBMD HEALTH CORP | 8,178,000 | $8.188M | 0.9% | $0.94 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SALIX PHARMACEUTICALS INC | 4,471,000 | $8.162M | 0.9% | $1.77 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | MOLINA HEALTHCARE INC | 7,286,000 | $8.119M | 0.9% | $1.11 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | VOLCANO CORPORATION | 7,825,000 | $7.751M | 0.9% | $1.01 | — | NOTE 1.750% 12/0 | 928645AB6 |
| — | ALERE INC | 6,250,000 | $6.535M | 0.7% | $1.00 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | GOODRICH PETE CORP | 12,215,000 | $6.474M | 0.7% | $1.04 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | J2 GLOBAL INC | 2,700,000 | $2.982M | 0.3% | $1.10 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | ROVI CORP | 2,725,000 | $2.73M | 0.3% | $1.03 | — | NOTE 2.625% 2/1 | 779376AB8 |
| — | ENERGY XXI BERMUDA LTD | 8,070,000 | $2.376M | 0.3% | $0.29 | — | NOTE 3.000%12/1 | 29274UAB7 |
| — | PRICELINE GRP INC | 2,109,000 | $2.372M | 0.3% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 14,699,000 | $1.458M | 0.2% | $0.10 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | HOLOGIC INC | 1,179,000 | $1.301M | 0.1% | $1.07 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | DEALERTRACK TECHNOLOGIES INC | 882,000 | $1.148M | 0.1% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | JDS UNIPHASE CORP | 844,000 | $891K | 0.1% | $1.01 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | INTEL CORP | 585,000 | $772K | 0.1% | $1.29 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ALZA CORP | 390,000 | $561K | 0.1% | $1.44 | — | SDCV 7/2 | 02261WAB5 |
| — | RPM INTL INC | 255,000 | $297K | 0.0% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | STARWOOD PPTY TR INC | 215,000 | $219K | 0.0% | $1.02 | — | NOTE 3.750%10/1 | 85571BAC9 |