Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value: $1.003B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MACQUARIE INFRASTRUCTURE COR | 26,943,000 | $30.31M | 3.0% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ROYAL GOLD INC | 33,189,000 | $30.29M | 3.0% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | NEWMONT MINING CORP | 28,212,000 | $27.86M | 2.8% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | AKAMAI TECHNOLOGIES INC | 28,351,000 | $27.38M | 2.7% | $1.08 | — | DBCV 2/1 | 00971TAG6 |
| — | STARWOOD PPTY TR INC | 26,382,000 | $26.88M | 2.7% | $1.12 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | TESLA MTRS INC | 27,383,000 | $25.72M | 2.6% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | ARES CAP CORP | 25,453,000 | $25.33M | 2.5% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | CEPHEID | 26,824,000 | $24.11M | 2.4% | $1.11 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | CHART INDS INC | 27,365,000 | $23.57M | 2.4% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | PRICELINE GRP INC | 23,131,000 | $23.38M | 2.3% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NATIONAL HEALTH INVS INC | 22,803,000 | $22.47M | 2.2% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | RYLAND GROUP INC | 24,353,000 | $21.91M | 2.2% | $0.92 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 16,557,000 | $21.61M | 2.2% | $1.00 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | TIVO INC | 23,975,000 | $20.8M | 2.1% | $0.87 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | WORKDAY INC | 17,860,000 | $20.46M | 2.0% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | RTI INTL METALS INC | 19,917,000 | $20.45M | 2.0% | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CITRIX SYS INC | 18,613,000 | $20.34M | 2.0% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | LINKEDIN CORP | 19,219,000 | $20.19M | 2.0% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | YAHOO INC | 20,461,000 | $20.02M | 2.0% | $1.09 | — | NOTE 12/0 | 984332AF3 |
| — | HOLOGIC INC | 14,725,000 | $19.7M | 2.0% | $1.18 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | TOLL BROS FIN CORP | 19,376,000 | $19.59M | 2.0% | $1.06 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | ILLUMINA INC | 17,739,000 | $19.45M | 1.9% | $1.17 | — | NOTE 6/1 | 452327AF6 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,717,000 | $18.96M | 1.9% | $1.08 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | SEACOR HOLDINGS INC | 19,679,000 | $18.44M | 1.8% | $1.16 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | LAM RESEARCH CORP | 12,423,000 | $17.83M | 1.8% | $1.42 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | SALESFORCE COM INC | 13,678,000 | $17.64M | 1.8% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MEDIDATA SOLUTIONS INC | 16,017,000 | $17.54M | 1.7% | $1.12 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | NUVASIVE INC | 12,827,000 | $17.52M | 1.7% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | SANDISK CORP | 16,694,000 | $17.37M | 1.7% | $0.99 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | TWITTER INC | 19,638,000 | $16.67M | 1.7% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | HURON CONSULTING GROUP INC | 16,714,000 | $16.57M | 1.7% | $1.04 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | LIVE NATION ENTERTAINMENT IN | 16,049,000 | $16.36M | 1.6% | $1.07 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | MOLINA HEALTHCARE INC | 13,462,000 | $16.18M | 1.6% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WEB COM GROUP INC | 16,745,000 | $15.68M | 1.6% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | BLUCORA INC | 18,496,000 | $15.63M | 1.6% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | NVIDIA CORP | 9,117,000 | $15.14M | 1.5% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | NUANCE COMMUNICATIONS INC | 14,777,000 | $14.97M | 1.5% | $1.02 | — | NOTE 2.750%11/0 | 67020YAF7 |
| — | BROOKDALE SR LIVING INC | 14,182,000 | $14.11M | 1.4% | $0.99 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | WEBMD HEALTH CORP | 12,418,000 | $13.89M | 1.4% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | CARDTRONICS INC | 14,402,000 | $13.43M | 1.3% | $0.99 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ELECTRONICS FOR IMAGING INC | 12,531,000 | $13.36M | 1.3% | $1.03 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | ALERE INC | 12,585,000 | $12.95M | 1.3% | $1.08 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| — | FOREST CITY ENTERPRISES INC | 10,854,000 | $11.59M | 1.2% | $1.03 | — | NOTE 3.625% 8/1 | 345550AR8 |
| — | WEBMD HEALTH CORP | 11,156,000 | $11.59M | 1.2% | $1.00 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | ARVINMERITOR INC | 12,341,000 | $11.56M | 1.2% | $1.06 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | NETSUITE INC | 10,881,000 | $10.81M | 1.1% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 9,836,000 | $10.63M | 1.1% | $0.34 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | VIPSHOP HLDGS LTD | 9,993,000 | $10.55M | 1.1% | $1.08 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | JAZZ INVESTMENTS I LTD | 9,135,000 | $9.57M | 1.0% | $1.05 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | EURONET WORLDWIDE INC | 7,813,000 | $9.283M | 0.9% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | WALTER INVT MGMT CORP | 12,382,000 | $8.375M | 0.8% | $0.96 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | TEVA PHARMACEUTICAL FIN LLC | 5,269,000 | $8.264M | 0.8% | $1.22 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | JARDEN CORP | 4,917,000 | $7.323M | 0.7% | $1.36 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | ECHO GLOBAL LOGISTICS INC | 8,177,000 | $7.196M | 0.7% | $0.90 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | HOLOGIC INC | 5,485,000 | $6.995M | 0.7% | $1.19 | — | FRNT 12/1 | 436440AG6 |
| — | ENVESTNET INC | 7,581,000 | $6.711M | 0.7% | $0.98 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 6,658,000 | $6.708M | 0.7% | $1.10 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | HORNBECK OFFSHORE SVCS INC N | 12,511,000 | $6.605M | 0.7% | $0.86 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | PRICELINE GRP INC | 5,257,000 | $6.243M | 0.6% | $1.14 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | TWITTER INC | 7,065,000 | $5.869M | 0.6% | $0.83 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | SANDISK CORP | 2,195,000 | $3.446M | 0.3% | $1.57 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | NAVISTAR INTL CORP NEW | 4,219,000 | $2.17M | 0.2% | $0.86 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ALZA CORP | 1,200,000 | $1.683M | 0.2% | $1.38 | — | SDCV 7/2 | 02261WAB5 |
| — | INTEL CORP | 1,154,000 | $1.485M | 0.1% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | RED HAT INC | 1,091,000 | $1.422M | 0.1% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | RPM INTL INC | 1,234,000 | $1.409M | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WELLPOINT INC | 730,000 | $1.39M | 0.1% | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ILLUMINA INC | 369,000 | $848K | 0.1% | $2.30 | — | NOTE 0.250% 3/1 | 452327AD1 |
| — | GOODRICH PETE CORP | 6,050,000 | $756K | 0.1% | $0.92 | — | NOTE 5.000%10/0 | 382410AG3 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 350,000 | $339K | 0.0% | $0.90 | — | NOTE 0.500% 8/1 | 74734MAE9 |