Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 11, 2017
Total Value: $1.164B (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 34,923,000 | $34.62M | 3.0% | $1.06 | — | DBCV 2/1 | 00971TAG6 |
| — | PROOFPOINT INC | 29,730,000 | $33.98M | 2.9% | $1.11 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | CITRIX SYS INC | 25,080,000 | $31.54M | 2.7% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | MEDIDATA SOLUTIONS INC | 26,804,000 | $30.72M | 2.6% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ON SEMICONDUCTOR CORP | 27,369,000 | $30.02M | 2.6% | $0.93 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | INTEL CORP | 22,007,000 | $30.01M | 2.6% | $1.30 | — | SDCV 12/1 | 458140AD2 |
| — | PRICELINE GRP INC | 24,860,000 | $28.01M | 2.4% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | JAZZ INVESTMENTS I LTD | 26,145,000 | $27.99M | 2.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,565,000 | $27.94M | 2.4% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | TWO HBRS INVT CORP | 25,511,000 | $26.23M | 2.3% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | STARWOOD PPTY TR INC | 26,080,000 | $26.11M | 2.2% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | LAM RESEARCH CORP | 11,969,000 | $25.41M | 2.2% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | NUVASIVE INC | 18,158,000 | $24.85M | 2.1% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | MOLINA HEALTHCARE INC | 22,685,000 | $24.05M | 2.1% | $1.17 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | VERINT SYS INC | 23,999,000 | $23.77M | 2.0% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | RTI INTL METALS INC | 20,070,000 | $23.41M | 2.0% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | TWITTER INC | 25,385,000 | $23.26M | 2.0% | $0.88 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | WRIGHT MED GROUP INC | 19,073,000 | $22.84M | 2.0% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | ELECTRONICS FOR IMAGING INC | 20,713,000 | $22.55M | 1.9% | $1.04 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | LIVE NATION ENTERTAINMENT IN | 19,871,000 | $21.65M | 1.9% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | TESLA INC | 20,555,000 | $21.52M | 1.8% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ROYAL GOLD INC | 20,274,000 | $21.52M | 1.8% | $1.02 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | RED HAT INC | 15,938,000 | $20.76M | 1.8% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | RYLAND GROUP INC | 16,231,000 | $20.46M | 1.8% | $1.26 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | HOLOGIC INC | 16,444,000 | $20.39M | 1.8% | $1.23 | — | FRNT 12/1 | 436440AG6 |
| — | WEB COM GROUP INC | 20,757,000 | $20.29M | 1.7% | $0.93 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | INTEGRATED DEVICE TECHNOLOGY | 19,700,000 | $19.79M | 1.7% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | MACQUARIE INFRASTRUCTURE COR | 17,348,000 | $19.48M | 1.7% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SPIRIT RLTY CAP INC NEW | 19,172,000 | $19.46M | 1.7% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 19,030,000 | $19.15M | 1.6% | $0.77 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | SALESFORCE COM INC | 14,667,000 | $18.94M | 1.6% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MACQUARIE INFRASTRUCTURE COR | 18,633,000 | $18.35M | 1.6% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | CHART INDS INC | 17,840,000 | $17.71M | 1.5% | $0.98 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | WORKDAY INC | 14,849,000 | $17M | 1.5% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | ARES CAP CORP | 15,924,000 | $16.34M | 1.4% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | DYCOM INDS INC | 13,840,000 | $16.22M | 1.4% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | CTRIP COM INTL LTD | 12,947,000 | $15.04M | 1.3% | $1.10 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | WEATHERFORD INTL LTD | 11,243,000 | $14.47M | 1.2% | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | NUANCE COMMUNICATIONS INC | 15,041,000 | $14.39M | 1.2% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | STARWOOD WAYPOINT RESIDENTL | 11,422,000 | $13.57M | 1.2% | $1.03 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | ROVI CORP | 13,602,000 | $13.44M | 1.2% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | HURON CONSULTING GROUP INC | 14,303,000 | $13.33M | 1.1% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MICROCHIP TECHNOLOGY INC | 8,863,000 | $12.75M | 1.1% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TEVA PHARMACEUTICAL FIN LLC | 11,802,000 | $12.73M | 1.1% | $1.20 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | SERVICENOW INC | 9,835,000 | $12.7M | 1.1% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | LIBERTY MEDIA CORP DELAWARE | 10,365,000 | $11.77M | 1.0% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 11,196,000 | $11.22M | 1.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | FIREEYE INC | 11,532,000 | $10.88M | 0.9% | $0.94 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | ENVESTNET INC | 11,529,000 | $10.77M | 0.9% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | ECHO GLOBAL LOGISTICS INC | 11,255,000 | $10.66M | 0.9% | $0.92 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | NAVISTAR INTL CORP NEW | 10,468,000 | $10.09M | 0.9% | $0.94 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | NATIONAL HEALTH INVS INC | 8,302,000 | $9.293M | 0.8% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | MERITOR INC | 5,096,000 | $8.931M | 0.8% | $1.29 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | WHITING PETE CORP NEW | 9,618,000 | $8.428M | 0.7% | $0.80 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | PRICELINE GRP INC | 5,688,000 | $8.127M | 0.7% | $1.43 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | EURONET WORLDWIDE INC | 6,333,000 | $8.039M | 0.7% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | LIBERTY INTERACTIVE LLC | 7,070,000 | $7.985M | 0.7% | $1.07 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 7,605,000 | $7.21M | 0.6% | $0.95 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| — | TESLA INC | 7,268,000 | $7.164M | 0.6% | $0.83 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | PDC ENERGY INC | 4,983,000 | $5.129M | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | ADVANCED MICRO DEVICES INC | 2,586,000 | $5.114M | 0.4% | $1.98 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MICRON TECHNOLOGY INC | 4,518,000 | $5.086M | 0.4% | $1.13 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | SM ENERGY CO | 4,942,000 | $4.92M | 0.4% | $1.09 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | OASIS PETE INC NEW | 3,622,000 | $4.894M | 0.4% | $1.16 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | LIGAND PHARMACEUTICALS INC | 2,930,000 | $4.38M | 0.4% | $1.49 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | SOLARCITY CORP | 4,567,000 | $4.093M | 0.4% | $0.86 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | TOLL BROS FIN CORP | 3,860,000 | $3.855M | 0.3% | $1.03 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | BROOKDALE SR LIVING INC | 3,467,000 | $3.424M | 0.3% | $0.98 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | ILLUMINA INC | 3,220,000 | $3.351M | 0.3% | $1.08 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | HORNBECK OFFSHORE SVCS INC N | 5,000,000 | $3.3M | 0.3% | $0.66 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | ALZA CORP | 1,735,000 | $2.974M | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | RPM INTL INC | 1,875,000 | $2.265M | 0.2% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | AIR LEASE CORP | 1,525,000 | $2.185M | 0.2% | $1.36 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | NAVISTAR INTL CORP NEW | 2,000,000 | $1.976M | 0.2% | $0.96 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | RYLAND GROUP INC | 1,943,000 | $1.834M | 0.2% | $0.93 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | ANTHEM INC | 740,000 | $1.693M | 0.1% | $2.15 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | HALCON RES CORP | 175,516 | $1.352M | 0.1% | $9.37 | — | COM PAR NEW | 40537Q605 |
| — | VERSO CORP | 185,314 | $1.112M | 0.1% | $6.44 | — | CL A | 92531L207 |
| — | HOLOGIC INC | 500,000 | $698K | 0.1% | $1.31 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEBMD HEALTH CORP | 490,000 | $583K | 0.1% | $1.09 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | LABORATORY CORP AMER HLDGS | 230,000 | $440K | 0.0% | $1.77 | — | NOTE 9/1 | 50540RAG7 |
| — | XILINX INC | 120,000 | $242K | 0.0% | $2.11 | — | NOTE 2.625% 6/1 | 983919AF8 |