Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 13, 2017
Total Value: $1.293B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 38,505,000 | $40.77M | 3.2% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | AKAMAI TECHNOLOGIES INC | 34,976,000 | $36.38M | 2.8% | $1.06 | — | DBCV 2/1 | 00971TAG6 |
| — | VERINT SYS INC | 38,341,000 | $36.11M | 2.8% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | MEDIDATA SOLUTIONS INC | 31,714,000 | $34.53M | 2.7% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ARES CAP CORP | 31,613,000 | $32.84M | 2.5% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | STARWOOD PPTY TR INC | 29,204,000 | $31.96M | 2.5% | $1.10 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | CITRIX SYS INC | 26,700,000 | $31.04M | 2.4% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | BIOMARIN PHARMACEUTICAL INC | 26,009,000 | $30.61M | 2.4% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | ON SEMICONDUCTOR CORP | 29,465,000 | $30.33M | 2.3% | $0.93 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TWITTER INC | 32,640,000 | $30.19M | 2.3% | $0.88 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | TOLL BROS FIN CORP | 30,469,000 | $30.13M | 2.3% | $1.03 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | JAZZ INVESTMENTS I LTD | 30,830,000 | $29.69M | 2.3% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ELECTRONICS FOR IMAGING INC | 27,769,000 | $29.52M | 2.3% | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | INTEL CORP | 21,583,000 | $29.2M | 2.3% | $1.30 | — | SDCV 12/1 | 458140AD2 |
| — | NXP SEMICONDUCTORS N V | 24,640,000 | $28.15M | 2.2% | $1.12 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | LIVE NATION ENTERTAINMENT IN | 24,159,000 | $25.86M | 2.0% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 27,363,000 | $25.72M | 2.0% | $0.77 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | PROOFPOINT INC | 22,221,000 | $25.21M | 2.0% | $1.09 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | MICROCHIP TECHNOLOGY INC | 19,378,000 | $25.19M | 1.9% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | WEB COM GROUP INC | 23,897,000 | $23.11M | 1.8% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | VIPSHOP HLDGS LTD | 22,261,000 | $22.29M | 1.7% | $1.06 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | MOLINA HEALTHCARE INC | 19,362,000 | $22.11M | 1.7% | $1.18 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | CTRIP COM INTL LTD | 20,314,000 | $21.28M | 1.6% | $1.10 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | LAM RESEARCH CORP | 12,059,000 | $21.22M | 1.6% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | INTEGRATED DEVICE TECHNOLOGY | 20,406,000 | $21.11M | 1.6% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | HOLOGIC INC | 17,054,000 | $20.94M | 1.6% | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | WORKDAY INC | 19,369,000 | $20.41M | 1.6% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | MACQUARIE INFRASTRUCTURE COR | 19,000,000 | $19.23M | 1.5% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | WRIGHT MED GROUP INC | 18,103,000 | $18.95M | 1.5% | $0.91 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | RTI INTL METALS INC | 18,088,000 | $18.8M | 1.5% | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | MACQUARIE INFRASTRUCTURE COR | 16,018,000 | $18.68M | 1.4% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | HURON CONSULTING GROUP INC | 18,476,000 | $18.14M | 1.4% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | NUANCE COMMUNICATIONS INC | 19,890,000 | $18.06M | 1.4% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | SPIRIT RLTY CAP INC NEW | 16,871,000 | $17.59M | 1.4% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | RYLAND GROUP INC | 18,470,000 | $17.29M | 1.3% | $0.93 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | RED HAT INC | 14,357,000 | $16.82M | 1.3% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SERVICENOW INC | 14,144,000 | $16.69M | 1.3% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | SALESFORCE COM INC | 14,210,000 | $16.58M | 1.3% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | TESLA MTRS INC | 18,849,000 | $16.41M | 1.3% | $0.83 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | CHART INDS INC | 16,592,000 | $16.3M | 1.3% | $0.98 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | DYCOM INDS INC | 14,600,000 | $16M | 1.2% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | NAVISTAR INTL CORP NEW | 16,081,000 | $15.96M | 1.2% | $0.94 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | NATIONAL HEALTH INVS INC | 13,527,000 | $15.23M | 1.2% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | RYLAND GROUP INC | 11,746,000 | $14.11M | 1.1% | $1.26 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | IMPAX LABORATORIES INC | 17,444,000 | $13.86M | 1.1% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | STARWOOD WAYPOINT RESIDENTL | 12,386,000 | $13.56M | 1.0% | $1.03 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | ROYAL GOLD INC | 12,147,000 | $12.89M | 1.0% | $0.99 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ROVI CORP | 12,562,000 | $12.86M | 1.0% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | BROOKDALE SR LIVING INC | 12,702,000 | $12.41M | 1.0% | $0.98 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | AMERICAN RLTY CAP PPTYS INC | 11,595,000 | $11.6M | 0.9% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | ILLUMINA INC | 11,328,000 | $10.91M | 0.8% | $1.08 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 9,713,000 | $10.68M | 0.8% | $1.22 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,891,000 | $10.67M | 0.8% | $1.05 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WEATHERFORD INTL LTD | 9,699,000 | $10.55M | 0.8% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ECHO GLOBAL LOGISTICS INC | 10,398,000 | $10.24M | 0.8% | $0.91 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | MERITOR INC | 6,616,000 | $9.515M | 0.7% | $1.29 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | ENVESTNET INC | 9,875,000 | $9.455M | 0.7% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | WHITING PETE CORP NEW | 10,057,000 | $8.875M | 0.7% | $0.80 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | INTERDIGITAL INC | 6,530,000 | $8.86M | 0.7% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | LIBERTY INTERACTIVE LLC | 8,110,000 | $8.759M | 0.7% | $1.07 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | CIENA CORP | 8,597,000 | $8.602M | 0.7% | $1.00 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | PALO ALTO NETWORKS INC | 5,802,000 | $7.387M | 0.6% | $1.53 | — | NOTE 7/0 | 697435AB1 |
| — | EURONET WORLDWIDE INC | 5,990,000 | $6.963M | 0.5% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | FIREEYE INC | 6,500,000 | $6.037M | 0.5% | $0.93 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | FIREEYE INC | 6,422,000 | $5.816M | 0.4% | $0.89 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | SOLARCITY CORP | 5,500,000 | $5.139M | 0.4% | $0.93 | — | NOTE 2.750%11/0 | 83416TAA8 |
| — | SHUTTERFLY INC | 4,796,000 | $4.877M | 0.4% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | OASIS PETE INC NEW | 3,132,000 | $4.369M | 0.3% | $1.13 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | VERSO CORP | 536,978 | $3.813M | 0.3% | $6.44 | — | CL A | 92531L207 |
| — | SOLARCITY CORP | 3,200,000 | $2.718M | 0.2% | $0.85 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | SM ENERGY CO | 2,279,000 | $2.648M | 0.2% | $1.20 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | PDC ENERGY INC | 1,958,000 | $2.195M | 0.2% | $1.07 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | NAVISTAR INTL CORP NEW | 2,000,000 | $1.981M | 0.2% | $0.96 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | HALCON RES CORP | 176,716 | $1.651M | 0.1% | $9.37 | — | COM PAR NEW | 40537Q605 |
| — | ALZA CORP | 910,000 | $1.441M | 0.1% | $1.38 | — | SDCV 7/2 | 02261WAB5 |
| — | AIR LEASE CORP | 845,000 | $1.14M | 0.1% | $1.31 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | RPM INTL INC | 745,000 | $895K | 0.1% | $1.17 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ANTHEM INC | 420,000 | $838K | 0.1% | $2.05 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CTRIP COM INTL LTD | 384,000 | $396K | 0.0% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | XILINX INC | 160,000 | $337K | 0.0% | $2.11 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | LABORATORY CORP AMER HLDGS | 170,000 | $293K | 0.0% | $1.72 | — | NOTE 9/1 | 50540RAG7 |
| — | HOLOGIC INC | 215,000 | $292K | 0.0% | $1.19 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEBMD HEALTH CORP | 255,000 | $289K | 0.0% | $1.01 | — | NOTE 1.500%12/0 | 94770VAK8 |