Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $1.296B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 35,179,000 | $37.86M | 2.9% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | STARWOOD PPTY TR INC | 33,908,000 | $37.34M | 2.9% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | ARES CAP CORP | 32,738,000 | $34.21M | 2.6% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | TWITTER INC | 34,146,000 | $32.5M | 2.5% | $0.88 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | PROOFPOINT INC | 27,830,000 | $32.32M | 2.5% | $1.09 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | MEDIDATA SOLUTIONS INC | 27,528,000 | $32.29M | 2.5% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | MACQUARIE INFRASTRUCTURE COR | 27,277,000 | $32.1M | 2.5% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | AKAMAI TECHNOLOGIES INC | 32,180,000 | $31.5M | 2.4% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | INTERDIGITAL INC | 24,837,000 | $30.36M | 2.3% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | TOLL BROS FIN CORP | 30,590,000 | $30.15M | 2.3% | $1.03 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | VERINT SYS INC | 30,331,000 | $28.89M | 2.2% | $0.90 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ELECTRONICS FOR IMAGING INC | 24,376,000 | $27.03M | 2.1% | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | IMPAX LABORATORIES INC | 30,107,000 | $26.57M | 2.0% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | NXP SEMICONDUCTORS N V | 22,430,000 | $26.52M | 2.0% | $1.11 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | CITRIX SYS INC | 23,246,000 | $26.4M | 2.0% | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 25,137,000 | $25.86M | 2.0% | $0.75 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | INTEL CORP | 18,653,000 | $25.8M | 2.0% | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | ON SEMICONDUCTOR CORP | 24,825,000 | $25.29M | 2.0% | $0.91 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | LIVE NATION ENTERTAINMENT IN | 22,204,000 | $24.16M | 1.9% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | WRIGHT MED GROUP INC | 22,026,000 | $23.64M | 1.8% | $0.91 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | BROOKDALE SR LIVING INC | 23,541,000 | $23.47M | 1.8% | $0.98 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | VIPSHOP HLDGS LTD | 20,677,000 | $22.36M | 1.7% | $1.07 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | WEB COM GROUP INC | 23,403,000 | $22.34M | 1.7% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | JAZZ INVESTMENTS I LTD | 21,225,000 | $21.62M | 1.7% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | WORKDAY INC | 17,183,000 | $21.23M | 1.6% | $1.13 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | CTRIP COM INTL LTD | 18,400,000 | $20.77M | 1.6% | $1.10 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | HURON CONSULTING GROUP INC | 20,282,000 | $20.54M | 1.6% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 13,038,000 | $20.44M | 1.6% | $1.05 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | LAM RESEARCH CORP | 12,762,000 | $20.38M | 1.6% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | MOLINA HEALTHCARE INC | 16,997,000 | $20.2M | 1.6% | $1.19 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | NATIONAL HEALTH INVS INC | 17,516,000 | $20.1M | 1.6% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | MICROCHIP TECHNOLOGY INC | 15,186,000 | $19.44M | 1.5% | $1.04 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | RTI INTL METALS INC | 18,023,000 | $19.31M | 1.5% | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,193,000 | $17.77M | 1.4% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | SHUTTERFLY INC | 17,143,000 | $16.88M | 1.3% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | TESLA MTRS INC | 18,651,000 | $16.04M | 1.2% | $0.83 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SPIRIT RLTY CAP INC NEW | 14,403,000 | $15.93M | 1.2% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | RED HAT INC | 12,516,000 | $15.9M | 1.2% | $1.25 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SERVICENOW INC | 12,881,000 | $15.75M | 1.2% | $1.10 | — | NOTE 11/0 | 81762PAB8 |
| — | CHART INDS INC | 15,496,000 | $15.3M | 1.2% | $0.98 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | RYLAND GROUP INC | 16,133,000 | $15.02M | 1.2% | $0.93 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | SALESFORCE COM INC | 12,457,000 | $14.93M | 1.2% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | ILLUMINA INC | 14,226,000 | $14.79M | 1.1% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,891,000 | $14.32M | 1.1% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | DYCOM INDS INC | 12,676,000 | $13.88M | 1.1% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | NAVISTAR INTL CORP NEW | 14,663,000 | $13.76M | 1.1% | $0.94 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | FIREEYE INC | 13,872,000 | $12.71M | 1.0% | $0.89 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | RYLAND GROUP INC | 10,440,000 | $12.55M | 1.0% | $1.27 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | ILLUMINA INC | 10,836,000 | $11.88M | 0.9% | $1.09 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | STARWOOD WAYPOINT RESIDENTL | 10,766,000 | $11.72M | 0.9% | $1.02 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | BROCADE COMMUNICATIONS SYS I | 11,660,000 | $11.56M | 0.9% | $1.00 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | ROYAL GOLD INC | 10,114,000 | $11.35M | 0.9% | $0.97 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | CARDTRONICS INC | 10,588,000 | $11.2M | 0.9% | $0.98 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | HOLOGIC INC | 9,097,000 | $11.18M | 0.9% | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,492,000 | $10.17M | 0.8% | $1.24 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | LIBERTY MEDIA CORP DELAWARE | 8,538,000 | $8.944M | 0.7% | $1.05 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | OASIS PETE INC NEW | 7,481,000 | $8.477M | 0.7% | $1.13 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ECHO GLOBAL LOGISTICS INC | 8,838,000 | $8.363M | 0.6% | $0.90 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | HOLOGIC INC | 6,026,000 | $8.225M | 0.6% | $1.19 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WHITING PETE CORP NEW | 9,834,000 | $8.175M | 0.6% | $0.80 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | WEATHERFORD INTL LTD | 7,217,000 | $8.115M | 0.6% | $1.10 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ENVESTNET INC | 8,433,000 | $8.075M | 0.6% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | PALO ALTO NETWORKS INC | 5,152,000 | $7.879M | 0.6% | $1.56 | — | NOTE 7/0 | 697435AB1 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 7,350,000 | $7.796M | 0.6% | $1.05 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | MERITOR INC | 5,509,000 | $7.568M | 0.6% | $1.26 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | EURONET WORLDWIDE INC | 5,826,000 | $7.363M | 0.6% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,291,000 | $7.282M | 0.6% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | HALCON RES CORP | 688,903 | $6.458M | 0.5% | $9.37 | — | COM PAR NEW | 40537Q605 |
| — | SM ENERGY CO | 3,952,000 | $4.762M | 0.4% | $1.20 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | PDC ENERGY INC | 4,000,000 | $4.27M | 0.3% | $1.07 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | LIBERTY INTERACTIVE LLC | 3,525,000 | $3.741M | 0.3% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | VERSO CORP | 536,978 | $3.458M | 0.3% | $6.44 | — | CL A | 92531L207 |
| — | CIENA CORP | 2,496,000 | $2.494M | 0.2% | $1.00 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | NAVISTAR INTL CORP NEW | 2,000,000 | $1.913M | 0.1% | $0.96 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | ALZA CORP | 1,030,000 | $1.676M | 0.1% | $1.38 | — | SDCV 7/2 | 02261WAB5 |
| — | AIR LEASE CORP | 845,000 | $1.049M | 0.1% | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | WELLPOINT INC | 575,000 | $1.01M | 0.1% | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RPM INTL INC | 745,000 | $896K | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WEBMD HEALTH CORP | 422,000 | $489K | 0.0% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | CTRIP COM INTL LTD | 361,000 | $393K | 0.0% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |