Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 6, 2015
Total Value: $1.039B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 32,278,000 | $33.69M | 3.2% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | ILLUMINA INC | 28,069,000 | $32.96M | 3.2% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | HOMEAWAY INC | 33,579,000 | $32.2M | 3.1% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | TOLL BROS FIN CORP | 30,121,000 | $31.39M | 3.0% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | CEPHEID | 25,697,000 | $29.62M | 2.9% | $1.12 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | NETSUITE INC | 28,110,000 | $29.38M | 2.8% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | ROYAL GOLD INC | 28,185,000 | $28.86M | 2.8% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | RYLAND GROUP INC | 29,759,000 | $28.79M | 2.8% | $0.92 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | STARWOOD PPTY TR INC | 26,505,000 | $27.65M | 2.7% | $1.12 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | MACQUARIE INFRASTRUCTURE COR | 23,357,000 | $27.59M | 2.7% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | CHART INDS INC | 28,237,000 | $27.43M | 2.6% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | TESLA MTRS INC | 27,271,000 | $26.88M | 2.6% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | NEWMONT MINING CORP | 24,886,000 | $25.28M | 2.4% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CHESAPEAKE ENERGY CORP | 26,500,000 | $25.14M | 2.4% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | BIOMARIN PHARMACEUTICAL INC | 15,597,000 | $24.22M | 2.3% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 19,543,000 | $23.84M | 2.3% | $1.00 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | NATIONAL HEALTH INVS INC | 23,649,000 | $23.33M | 2.2% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | BLUCORA INC | 23,209,000 | $23.12M | 2.2% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | SALESFORCE COM INC | 17,270,000 | $20.93M | 2.0% | $1.14 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | NVIDIA CORP | 18,134,000 | $20.89M | 2.0% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | NUVASIVE INC | 16,426,000 | $20.87M | 2.0% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 20,177,000 | $20.78M | 2.0% | $0.34 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | RTI INTL METALS INC | 18,646,000 | $20.34M | 2.0% | $0.99 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ARES CAP CORP | 19,528,000 | $20.09M | 1.9% | $1.06 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | SANDISK CORP | 20,621,000 | $20.02M | 1.9% | $1.00 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | SEACOR HOLDINGS INC | 18,951,000 | $19.44M | 1.9% | $1.18 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | WEB COM GROUP INC | 18,663,000 | $18.38M | 1.8% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ARVINMERITOR INC | 17,496,000 | $18.11M | 1.7% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | YAHOO INC | 16,686,000 | $17.16M | 1.7% | $1.12 | — | NOTE 12/0 | 984332AF3 |
| — | CARDTRONICS INC | 17,222,000 | $16.96M | 1.6% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | LIVE NATION ENTERTAINMENT IN | 15,602,000 | $16.86M | 1.6% | $1.08 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | HOLOGIC INC | 13,199,000 | $16.03M | 1.5% | $1.19 | — | FRNT 12/1 | 436440AG6 |
| — | CITRIX SYS INC | 14,352,000 | $15.21M | 1.5% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | HORNBECK OFFSHORE SVCS INC N | 18,311,000 | $14.99M | 1.4% | $0.86 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | MEDIDATA SOLUTIONS INC | 12,458,000 | $14.75M | 1.4% | $1.13 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | WALTER INVT MGMT CORP | 17,801,000 | $14.74M | 1.4% | $0.98 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | FOREST CITY ENTERPRISES INC | 13,325,000 | $14.68M | 1.4% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | MOLINA HEALTHCARE INC | 11,106,000 | $14.63M | 1.4% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | ALERE INC | 11,581,000 | $14.48M | 1.4% | $1.09 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | WEBMD HEALTH CORP | 13,152,000 | $14.15M | 1.4% | $1.00 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | SHUTTERFLY INC | 11,463,000 | $11.61M | 1.1% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | WEBMD HEALTH CORP | 10,500,000 | $10.81M | 1.0% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | HOLOGIC INC | 7,508,000 | $9.953M | 1.0% | $1.02 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | ARES CAP CORP | 9,459,000 | $9.684M | 0.9% | $1.02 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | LAM RESEARCH CORP | 6,820,000 | $9.067M | 0.9% | $1.13 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | GOODRICH PETE CORP | 15,699,000 | $8.085M | 0.8% | $0.92 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | NAVISTAR INTL CORP NEW | 9,376,000 | $8.028M | 0.8% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | CIENA CORP | 7,827,000 | $7.876M | 0.8% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | OMNICARE INC | 6,118,000 | $7.548M | 0.7% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | PRICELINE GRP INC | 6,714,000 | $7.528M | 0.7% | $1.14 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ENVESTNET INC | 7,558,000 | $7.406M | 0.7% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | JARDEN CORP | 4,401,000 | $7.394M | 0.7% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | WORKDAY INC | 6,420,000 | $7.251M | 0.7% | $1.19 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 6,323,000 | $7.114M | 0.7% | $1.15 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | NUANCE COMMUNICATIONS INC | 6,960,000 | $7.08M | 0.7% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | CTRIP COM INTL LTD | 5,611,000 | $6.439M | 0.6% | $0.97 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ELECTRONIC ARTS INC | 2,293,000 | $4.796M | 0.5% | $1.06 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | TEVA PHARMACEUTICAL FIN LLC | 2,994,000 | $4.188M | 0.4% | $1.04 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | J2 GLOBAL INC | 3,574,000 | $4.166M | 0.4% | $1.14 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | WELLPOINT INC | 660,000 | $1.452M | 0.1% | $2.06 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RPM INTL INC | 1,215,000 | $1.42M | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | SEACOR HOLDINGS INC | 1,549,000 | $1.382M | 0.1% | $0.87 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | INTEL CORP | 1,140,000 | $1.369M | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | ALZA CORP | 970,000 | $1.296M | 0.1% | $1.40 | — | SDCV 7/2 | 02261WAB5 |