Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 14, 2015
Total Value: $895M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 30,624,000 | $33.04M | 3.7% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | TOLL BROS FIN CORP | 25,284,000 | $26.66M | 3.0% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | MACQUARIE INFRASTR CO LLC | 22,098,000 | $26.42M | 3.0% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | NETSUITE INC | 25,173,000 | $26.24M | 2.9% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | ARES CAPITAL CORP | 24,939,000 | $25.94M | 2.9% | $1.06 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | STARWOOD PPTY TR INC | 23,467,000 | $25.87M | 2.9% | $1.13 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | BIOMARIN PHARMACEUTICAL INC | 17,422,000 | $25.7M | 2.9% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | NUVASIVE INC | 20,508,000 | $25.63M | 2.9% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | NVIDIA CORP | 21,622,000 | $25.49M | 2.8% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CTRIP COM INTL LTD | 23,395,000 | $24.46M | 2.7% | $0.97 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | SALESFORCE COM INC | 20,274,000 | $24.29M | 2.7% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | HOLOGIC INC | 18,669,000 | $23.1M | 2.6% | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | RYLAND GROUP INC | 23,493,000 | $22.79M | 2.5% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | CEPHEID | 20,458,000 | $22.76M | 2.5% | $1.11 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | ROYAL GOLD INC | 20,933,000 | $21.57M | 2.4% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | NATIONAL HEALTH INVS INC | 20,113,000 | $21.17M | 2.4% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INTEGRA LIFESCIENCES HLDGS C | 18,196,000 | $21.02M | 2.3% | $0.98 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | NEWMONT MINING CORP | 19,958,000 | $20.56M | 2.3% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | ARVINMERITOR INC | 19,034,000 | $19.94M | 2.2% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | WEBMD HEALTH CORP | 18,375,000 | $19.48M | 2.2% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | FOREST CITY ENTERPRISES INC | 16,521,000 | $19.38M | 2.2% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | RTI INTL METALS INC | 16,714,000 | $19.23M | 2.1% | $0.98 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 19,500,000 | $19.21M | 2.1% | $0.32 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | TESLA MTRS INC | 21,508,000 | $18.88M | 2.1% | $0.95 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | BLUCORA INC | 19,348,000 | $18.17M | 2.0% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | CHESAPEAKE ENERGY CORP | 17,166,000 | $16.48M | 1.8% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | WEB COM GROUP INC | 17,887,000 | $16.48M | 1.8% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | SEACOR HOLDINGS INC | 16,016,000 | $16.43M | 1.8% | $1.21 | — | NOTE 2.500% 12/1 | 811904AM3 |
| — | YAHOO INC | 14,958,000 | $16.17M | 1.8% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | MOLINA HEALTHCARE INC | 12,320,000 | $15.89M | 1.8% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | SANDISK CORP | 14,998,000 | $15.06M | 1.7% | $1.00 | — | NOTE 0.500% 10/1 | 80004CAF8 |
| — | WALTER INVT MGMT CORP | 17,997,000 | $14.26M | 1.6% | $0.98 | — | NOTE 4.500% 11/0 | 93317WAA0 |
| — | ALERE INC | 11,797,000 | $14.04M | 1.6% | $1.09 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | ELECTRONIC ARTS INC | 7,324,000 | $13.61M | 1.5% | $1.06 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | OMNICARE INC | 12,308,000 | $13.51M | 1.5% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | CARDTRONICS INC | 13,674,000 | $13.5M | 1.5% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | MEDIDATA SOLUTIONS | 11,542,000 | $13.01M | 1.5% | $1.13 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | J2 GLOBAL INC | 11,221,000 | $12.96M | 1.4% | $1.14 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NUANCE COMMUNICATIONS INC | 13,009,000 | $12.95M | 1.4% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | JARDEN CORP | 7,472,000 | $12.85M | 1.4% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | HORNBECK OFFSHORE SVCS INC N | 14,039,000 | $11.49M | 1.3% | $0.88 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | SHUTTERFLY INC | 11,301,000 | $11.2M | 1.3% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,092,000 | $10.53M | 1.2% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | CIENA CORP | 9,977,000 | $9.973M | 1.1% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | WEBMD HEALTH CORP | 9,157,000 | $9.304M | 1.0% | $0.95 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | LAM RESEARCH CORP | 6,005,000 | $7.199M | 0.8% | $1.10 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | GOODRICH PETE CORP | 13,188,000 | $7.073M | 0.8% | $1.00 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | HOLOGIC INC | 5,991,000 | $7.039M | 0.8% | $1.15 | — | FRNT 2.000%12/1 | 436440AG6 |
| — | WORKDAY | 5,448,000 | $6.565M | 0.7% | $1.21 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | BRISTOW GROUP INC | 5,764,000 | $5.778M | 0.6% | $1.15 | — | NOTE 3.000% 6/1 | 110394AC7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 3,665,000 | $4.265M | 0.5% | $1.16 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | PRICELINE GRP INC | 1,757,000 | $2.013M | 0.2% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WELLPOINT INC | 835,000 | $1.723M | 0.2% | $2.06 | — | NOTE 2.750% 10/1 | 94973VBG1 |
| — | SEACOR HOLDINGS INC | 1,985,000 | $1.722M | 0.2% | $0.87 | — | NOTE 3.000% 11/1 | 81170YAB5 |
| — | INTEL CORP | 1,365,000 | $1.706M | 0.2% | $1.27 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | RPM INTL INC | 1,215,000 | $1.431M | 0.2% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ALZA CORP | 955,000 | $1.319M | 0.1% | $1.40 | — | SDCV 7/2 | 02261WAB5 |
| — | DEALERTRACK TECHNOLOGIES INC | 467,000 | $557K | 0.1% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | DEVELOPERS DIVERSIFIED RLTY | 245,000 | $309K | 0.0% | $1.26 | — | NOTE 1.750% 11/1 | 251591AX1 |