Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 12, 2015
Total Value: $1.036B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MACQUARIE INFRASTRUCTURE COR | 27,630,000 | $31.53M | 3.0% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | HOMEAWAY INC | 32,430,000 | $30.08M | 2.9% | $0.96 | — | NOTE 0.125% 4/0 | 43739QAB6 |
| — | AKAMAI TECHNOLOGIES INC | 28,396,000 | $29.85M | 2.9% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | ARES CAP CORP | 28,966,000 | $29.76M | 2.9% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | STARWOOD PPTY TR INC | 27,980,000 | $28.57M | 2.8% | $1.12 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | TOLL BROS FIN CORP | 27,086,000 | $27.83M | 2.7% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | CEPHEID | 27,260,000 | $27.67M | 2.7% | $1.11 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | TESLA MTRS INC | 28,438,000 | $27.44M | 2.6% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | RYLAND GROUP INC | 28,933,000 | $26.61M | 2.6% | $0.92 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | CHART INDS INC | 29,429,000 | $25.82M | 2.5% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | ROYAL GOLD INC | 26,706,000 | $25.74M | 2.5% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ILLUMINA INC | 23,278,000 | $25.55M | 2.5% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | LIVE NATION ENTERTAINMENT IN | 23,152,000 | $24.14M | 2.3% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | NEWMONT MINING CORP | 24,156,000 | $24M | 2.3% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | SANDISK CORP | 24,837,000 | $24M | 2.3% | $0.99 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | NATIONAL HEALTH INVS INC | 23,873,000 | $23.25M | 2.2% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INTEGRA LIFESCIENCES HLDGS C | 19,549,000 | $23.2M | 2.2% | $1.00 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | BLUCORA INC | 23,711,000 | $22.67M | 2.2% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | RTI INTL METALS INC | 20,588,000 | $21.61M | 2.1% | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SALESFORCE COM INC | 17,610,000 | $21.53M | 2.1% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | TIVO INC | 24,537,000 | $21.32M | 2.1% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | YAHOO INC | 21,557,000 | $20.94M | 2.0% | $1.09 | — | NOTE 12/0 | 984332AF3 |
| — | WEBMD HEALTH CORP | 19,541,000 | $20.02M | 1.9% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | SEACOR HOLDINGS INC | 20,488,000 | $19.76M | 1.9% | $1.16 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | CITRIX SYS INC | 18,495,000 | $19.55M | 1.9% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | NVIDIA CORP | 14,791,000 | $19.5M | 1.9% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | CHESAPEAKE ENERGY CORP | 22,459,000 | $19.36M | 1.9% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,632,000 | $19.12M | 1.8% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | WORKDAY INC | 17,017,000 | $18.39M | 1.8% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | ARVINMERITOR INC | 17,976,000 | $17.89M | 1.7% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | HURON CONSULTING GROUP INC | 16,868,000 | $17.52M | 1.7% | $1.04 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | HOLOGIC INC | 12,552,000 | $17.01M | 1.6% | $1.16 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEB COM GROUP INC | 17,963,000 | $16.95M | 1.6% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | NUVASIVE INC | 13,063,000 | $16.55M | 1.6% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | NETSUITE INC | 15,377,000 | $15.47M | 1.5% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | CARDTRONICS INC | 15,199,000 | $14.34M | 1.4% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | MOLINA HEALTHCARE INC | 10,757,000 | $14.01M | 1.4% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WALTER INVT MGMT CORP | 19,115,000 | $13.9M | 1.3% | $0.96 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | MEDIDATA SOLUTIONS INC | 12,905,000 | $13.57M | 1.3% | $1.13 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ALERE INC | 11,445,000 | $13.21M | 1.3% | $1.09 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | HORNBECK OFFSHORE SVCS INC N | 17,275,000 | $13.09M | 1.3% | $0.86 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | FOREST CITY ENTERPRISES INC | 11,883,000 | $12.42M | 1.2% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | ELECTRONICS FOR IMAGING INC | 11,490,000 | $11.76M | 1.1% | $1.02 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | HOLOGIC INC | 8,299,000 | $10.55M | 1.0% | $1.19 | — | FRNT 12/1 | 436440AG6 |
| — | CTRIP COM INTL LTD | 9,605,000 | $10.4M | 1.0% | $1.02 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 9,771,000 | $9.71M | 0.9% | $0.34 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 9,083,000 | $9.151M | 0.9% | $1.10 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | PRICELINE GRP INC | 6,675,000 | $7.856M | 0.8% | $1.14 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ECHO GLOBAL LOGISTICS INC | 7,993,000 | $7.174M | 0.7% | $0.90 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | LAM RESEARCH CORP | 6,286,000 | $7.131M | 0.7% | $1.13 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | VIPSHOP HLDGS LTD | 6,412,000 | $7.021M | 0.7% | $1.09 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | UNITED STATES STL CORP NEW | 7,005,000 | $6.955M | 0.7% | $0.99 | — | NOTE 2.750% 4/0 | 912909AH1 |
| — | ENVESTNET INC | 7,657,000 | $6.793M | 0.7% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | SHUTTERFLY INC | 6,986,000 | $6.466M | 0.6% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | NUANCE COMMUNICATIONS INC | 6,364,000 | $6.403M | 0.6% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | TEVA PHARMACEUTICAL FIN LLC | 4,289,000 | $5.835M | 0.6% | $1.14 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | JARDEN CORP | 4,215,000 | $5.664M | 0.5% | $1.34 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | WEBMD HEALTH CORP | 4,975,000 | $5M | 0.5% | $0.96 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | NAVISTAR INTL CORP NEW | 5,515,000 | $3.923M | 0.4% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | CIENA CORP | 3,090,000 | $3.067M | 0.3% | $1.03 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | ALZA CORP | 1,200,000 | $1.541M | 0.1% | $1.38 | — | SDCV 7/2 | 02261WAB5 |
| — | J2 GLOBAL INC | 1,199,000 | $1.428M | 0.1% | $1.14 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | INTEL CORP | 1,140,000 | $1.386M | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | RPM INTL INC | 1,215,000 | $1.355M | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | GOODRICH PETE CORP | 6,050,000 | $1.271M | 0.1% | $0.92 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | WELLPOINT INC | 660,000 | $1.244M | 0.1% | $2.06 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WORKDAY INC | 995,000 | $1.104M | 0.1% | $1.11 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | LAM RESEARCH CORP | 871,000 | $1.096M | 0.1% | $1.26 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 275,000 | $241K | 0.0% | $0.88 | — | NOTE 0.500% 8/1 | 74734MAE9 |
| — | ELECTRONIC ARTS INC | 65,000 | $138K | 0.0% | $1.06 | — | NOTE 0.750% 7/1 | 285512AA7 |