CIK: 0001275228 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 10, 2016
Total Value ($000): $1,079,143 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | STARWOOD PPTY TR INC | 29,883,000 | $30,107 | 2.8% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | AKAMAI TECHNOLOGIES INC | 29,797,000 | $29,145 | 2.7% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | ARES CAP CORP | 28,383,000 | $28,773 | 2.7% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,099,000 | $28,030 | 2.6% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | ELECTRONICS FOR IMAGING INC | 25,501,000 | $26,585 | 2.5% | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | TIVO INC | 27,809,000 | $26,019 | 2.4% | $0.88 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | PRICELINE GRP INC | 21,484,000 | $25,888 | 2.4% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | TESLA MTRS INC | 28,022,000 | $25,605 | 2.4% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | CITRIX SYS INC | 22,777,000 | $25,553 | 2.4% | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | NATIONAL HEALTH INVS INC | 23,933,000 | $24,681 | 2.3% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | MACQUARIE INFRASTRUCTURE COR | 22,222,000 | $24,653 | 2.3% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | RTI INTL METALS INC | 21,291,000 | $22,382 | 2.1% | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | VERINT SYS INC | 25,206,000 | $22,323 | 2.1% | $0.89 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | NEWMONT MINING CORP | 20,379,000 | $21,194 | 2.0% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | HOLOGIC INC | 16,125,000 | $20,882 | 1.9% | $1.19 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | BROOKDALE SR LIVING INC | 21,401,000 | $20,491 | 1.9% | $0.98 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | ILLUMINA INC | 19,614,000 | $20,460 | 1.9% | $1.16 | — | NOTE 6/1 | 452327AF6 |
| — | MEDIDATA SOLUTIONS INC | 19,955,000 | $20,342 | 1.9% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | CARDTRONICS INC | 20,892,000 | $20,278 | 1.9% | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 19,812,000 | $20,258 | 1.9% | $0.68 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | CEPHEID | 22,571,000 | $20,215 | 1.9% | $1.11 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | TOLL BROS FIN CORP | 20,678,000 | $20,161 | 1.9% | $1.05 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | WRIGHT MED GROUP INC | 22,390,000 | $20,109 | 1.9% | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | INTERDIGITAL INC | 19,225,000 | $19,790 | 1.8% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MICROCHIP TECHNOLOGY INC | 19,328,000 | $19,769 | 1.8% | $1.02 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | JAZZ INVESTMENTS I LTD | 18,740,000 | $19,349 | 1.8% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | MOLINA HEALTHCARE INC | 15,227,000 | $19,186 | 1.8% | $1.20 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WORKDAY INC | 16,606,000 | $18,817 | 1.7% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | NXP SEMICONDUCTORS N V | 16,465,000 | $18,297 | 1.7% | $1.11 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | HURON CONSULTING GROUP INC | 18,622,000 | $18,191 | 1.7% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ROYAL GOLD INC | 18,850,000 | $18,120 | 1.7% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CHART INDS INC | 19,621,000 | $17,524 | 1.6% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | LIVE NATION ENTERTAINMENT IN | 17,401,000 | $17,270 | 1.6% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | WEB COM GROUP INC | 18,016,000 | $17,183 | 1.6% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 12,952,000 | $16,821 | 1.6% | $1.00 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | SPIRIT RLTY CAP INC NEW | 16,297,000 | $16,317 | 1.5% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | NVIDIA CORP | 8,580,000 | $15,353 | 1.4% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | BROCADE COMMUNICATIONS SYS I | 14,975,000 | $14,909 | 1.4% | $1.00 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | LINKEDIN CORP | 16,063,000 | $14,627 | 1.4% | $1.05 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | TWITTER INC | 16,102,000 | $14,180 | 1.3% | $0.85 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | EURONET WORLDWIDE INC | 11,323,000 | $13,545 | 1.3% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | YAHOO INC | 13,522,000 | $13,429 | 1.2% | $1.09 | — | NOTE 12/0 | 984332AF3 |
| — | VIPSHOP HLDGS LTD | 13,194,000 | $13,301 | 1.2% | $1.06 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | RYLAND GROUP INC | 13,726,000 | $12,216 | 1.1% | $0.92 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | RED HAT INC | 9,467,000 | $11,792 | 1.1% | $1.25 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SALESFORCE COM INC | 9,408,000 | $11,666 | 1.1% | $1.15 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MERITOR INC | 9,381,000 | $10,923 | 1.0% | $1.16 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | WEBMD HEALTH CORP | 9,298,000 | $10,669 | 1.0% | $1.00 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TWITTER INC | 12,490,000 | $10,523 | 1.0% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | SERVICENOW INC | 9,475,000 | $10,310 | 1.0% | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | ENVESTNET INC | 11,790,000 | $10,220 | 0.9% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,357,000 | $10,033 | 0.9% | $1.06 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,057,000 | $9,218 | 0.9% | $1.24 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | JARDEN CORP | 5,284,000 | $8,121 | 0.8% | $1.38 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | ECHO GLOBAL LOGISTICS INC | 7,964,000 | $8,059 | 0.7% | $0.90 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | STARWOOD WAYPOINT RESIDENTL | 7,838,000 | $7,804 | 0.7% | $1.00 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | PROOFPOINT INC | 5,154,000 | $7,547 | 0.7% | $1.46 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | PALO ALTO NETWORKS INC | 4,758,000 | $7,431 | 0.7% | $1.56 | — | NOTE 7/0 | 697435AB1 |
| — | WEBMD HEALTH CORP | 5,546,000 | $7,421 | 0.7% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | PRICELINE GRP INC | 7,351,000 | $7,415 | 0.7% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | INTEL CORP | 5,814,000 | $7,402 | 0.7% | $1.27 | — | SDCV 12/1 | 458140AD2 |
| — | HOLOGIC INC | 5,705,000 | $7,103 | 0.7% | $1.19 | — | FRNT 12/1 | 436440AG6 |
| — | RYLAND GROUP INC | 5,259,000 | $6,436 | 0.6% | $1.22 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | STANDARD PAC CORP NEW | 4,459,000 | $4,718 | 0.4% | $1.06 | — | NOTE 1.250% 8/0 | 85375CBC4 |
| — | TESLA MTRS INC | 2,488,000 | $2,144 | 0.2% | $0.86 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ALZA CORP | 1,200,000 | $1,788 | 0.2% | $1.38 | — | SDCV 7/2 | 02261WAB5 |
| — | WELLPOINT INC | 740,000 | $1,420 | 0.1% | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RPM INTL INC | 1,110,000 | $1,272 | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | NOMURA AMER FIN LLC | 1,100,000 | $1,174 | 0.1% | $1.07 | — | MTNF 0.125% 1/2 | 65539ACG3 |
| — | NUVASIVE INC | 899,000 | $1,138 | 0.1% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | BARCLAYS BK PLC | 1,100,000 | $1,073 | 0.1% | $0.98 | — | NOTE 0.125% 3/1 | 06739FJF9 |
| — | NETSUITE INC | 1,098,000 | $1,053 | 0.1% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | AIR LEASE CORP | 580,000 | $776 | 0.1% | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | WHITING PETE CORP NEW | 200,000 | $166 | 0.0% | $0.83 | — | NOTE 6.250% 4/0 | 966387AT9 |