CIK: 0001275228 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 11, 2016
Total Value ($000): $1,168,743 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | STARWOOD PPTY TR INC | 32,669,000 | $34,200 | 2.9% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 31,048,000 | $32,406 | 2.8% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ELECTRONICS FOR IMAGING INC | 29,776,000 | $31,991 | 2.7% | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | AKAMAI TECHNOLOGIES INC | 31,316,000 | $30,944 | 2.6% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | MEDIDATA SOLUTIONS INC | 26,601,000 | $28,962 | 2.5% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | MACQUARIE INFRASTRUCTURE COR | 24,712,000 | $28,342 | 2.4% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | TWITTER INC | 31,386,000 | $28,090 | 2.4% | $0.87 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | INTERDIGITAL INC | 26,533,000 | $27,578 | 2.4% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MICROCHIP TECHNOLOGY INC | 22,799,000 | $25,350 | 2.2% | $1.04 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | PRICELINE GRP INC | 21,196,000 | $24,958 | 2.1% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CITRIX SYS INC | 21,793,000 | $24,354 | 2.1% | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PROOFPOINT INC | 22,462,000 | $24,217 | 2.1% | $1.08 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | VERINT SYS INC | 25,938,000 | $23,749 | 2.0% | $0.89 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TOLL BROS FIN CORP | 23,738,000 | $23,352 | 2.0% | $1.04 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 22,929,000 | $23,015 | 2.0% | $0.73 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | INTEL CORP | 17,199,000 | $22,283 | 1.9% | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | NXP SEMICONDUCTORS N V | 20,240,000 | $22,100 | 1.9% | $1.11 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 14,277,000 | $21,728 | 1.9% | $1.05 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | ILLUMINA INC | 21,870,000 | $21,405 | 1.8% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | BROOKDALE SR LIVING INC | 21,827,000 | $21,404 | 1.8% | $0.98 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | CARDTRONICS INC | 20,763,000 | $20,919 | 1.8% | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ROYAL GOLD INC | 19,208,000 | $20,649 | 1.8% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | JAZZ INVESTMENTS I LTD | 19,145,000 | $20,593 | 1.8% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | LIVE NATION ENTERTAINMENT IN | 20,416,000 | $20,569 | 1.8% | $1.05 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | RYLAND GROUP INC | 15,897,000 | $20,457 | 1.8% | $1.27 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | ON SEMICONDUCTOR CORP | 22,684,000 | $20,387 | 1.7% | $0.90 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CEPHEID | 22,740,000 | $19,826 | 1.7% | $1.11 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | YAHOO INC | 19,774,000 | $19,725 | 1.7% | $1.06 | — | NOTE 12/0 | 984332AF3 |
| — | HURON CONSULTING GROUP INC | 18,683,000 | $19,068 | 1.6% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | SPIRIT RLTY CAP INC NEW | 17,501,000 | $18,912 | 1.6% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WRIGHT MED GROUP INC | 20,524,000 | $18,856 | 1.6% | $0.90 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | NEWMONT MINING CORP | 16,039,000 | $17,984 | 1.5% | $1.02 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | WORKDAY INC | 16,068,000 | $17,916 | 1.5% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | MOLINA HEALTHCARE INC | 16,318,000 | $17,797 | 1.5% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | NATIONAL HEALTH INVS INC | 15,943,000 | $17,677 | 1.5% | $1.02 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | RTI INTL METALS INC | 16,260,000 | $17,317 | 1.5% | $1.00 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HOLOGIC INC | 13,194,000 | $16,954 | 1.5% | $1.19 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEB COM GROUP INC | 18,028,000 | $16,665 | 1.4% | $0.92 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | SALESFORCE COM INC | 11,759,000 | $15,221 | 1.3% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CTRIP COM INTL LTD | 13,744,000 | $14,534 | 1.2% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | TESLA MTRS INC | 17,504,000 | $14,474 | 1.2% | $0.83 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | BIOMARIN PHARMACEUTICAL INC | 12,450,000 | $14,458 | 1.2% | $1.16 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | RED HAT INC | 11,797,000 | $14,363 | 1.2% | $1.25 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SERVICENOW INC | 12,045,000 | $13,460 | 1.2% | $1.09 | — | NOTE 11/0 | 81762PAB8 |
| — | BIOMARIN PHARMACEUTICAL INC | 12,025,000 | $13,415 | 1.1% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | VIPSHOP HLDGS LTD | 13,576,000 | $13,406 | 1.1% | $1.06 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | SHUTTERFLY INC | 12,608,000 | $12,553 | 1.1% | $1.00 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | FIREEYE INC | 12,804,000 | $11,356 | 1.0% | $0.89 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | CTRIP COM INTL LTD | 10,450,000 | $11,345 | 1.0% | $1.09 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | TESLA MTRS INC | 12,384,000 | $11,022 | 0.9% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,751,000 | $10,691 | 0.9% | $1.05 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | STARWOOD WAYPOINT RESIDENTL | 9,480,000 | $10,499 | 0.9% | $1.02 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | BROCADE COMMUNICATIONS SYS I | 10,518,000 | $10,373 | 0.9% | $1.00 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,075,000 | $10,159 | 0.9% | $1.24 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | PRICELINE GRP INC | 9,787,000 | $9,934 | 0.8% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | INTEGRATED DEVICE TECHNOLOGY | 9,400,000 | $9,095 | 0.8% | $0.97 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | PROOFPOINT INC | 5,261,000 | $8,815 | 0.8% | $1.47 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | ECHO GLOBAL LOGISTICS INC | 8,160,000 | $7,747 | 0.7% | $0.90 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | WHITING PETE CORP NEW | 8,920,000 | $7,103 | 0.6% | $0.80 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | ENVESTNET INC | 7,747,000 | $7,011 | 0.6% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | CHART INDS INC | 7,484,000 | $7,002 | 0.6% | $0.97 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | EURONET WORLDWIDE INC | 5,966,000 | $6,872 | 0.6% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | TIVO INC | 6,936,000 | $6,806 | 0.6% | $0.88 | — | NOTE 2.000%10/0 | 888706AF5 |
| — | WEATHERFORD INTL LTD | 6,019,000 | $6,557 | 0.6% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | PALO ALTO NETWORKS INC | 4,785,000 | $6,122 | 0.5% | $1.56 | — | NOTE 7/0 | 697435AB1 |
| — | RYLAND GROUP INC | 5,037,000 | $4,688 | 0.4% | $0.92 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | NVIDIA CORP | 1,547,000 | $3,612 | 0.3% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | MERITOR INC | 2,884,000 | $3,252 | 0.3% | $1.16 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | ALZA CORP | 1,100,000 | $1,832 | 0.2% | $1.38 | — | SDCV 7/2 | 02261WAB5 |
| — | NUVASIVE INC | 870,000 | $1,273 | 0.1% | $1.00 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | NOMURA AMER FIN LLC | 1,100,000 | $1,254 | 0.1% | $1.07 | — | MTNF 0.125% 1/2 | 65539ACG3 |
| — | RPM INTL INC | 990,000 | $1,153 | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WELLPOINT INC | 610,000 | $1,114 | 0.1% | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ILLUMINA INC | 1,000,000 | $1,004 | 0.1% | $1.00 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | NETSUITE INC | 740,000 | $728 | 0.1% | $1.04 | — | NOTE 0.250% 6/0 | 64118QAB3 |
| — | AIR LEASE CORP | 580,000 | $703 | 0.1% | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | WEBMD HEALTH CORP | 479,000 | $610 | 0.1% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | WEBMD HEALTH CORP | 388,000 | $428 | 0.0% | $1.00 | — | NOTE 2.500% 1/3 | 94770VAF9 |