CIK: 0001275228 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 9, 2017
Total Value ($000): $1,110,541 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MEDIDATA SOLUTIONS INC | 22,182,000 | $31,096 | 2.8% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | PROOFPOINT INC | 23,456,000 | $29,335 | 2.6% | $1.11 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,469,000 | $29,225 | 2.6% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | WEBMD HEALTH CORP | 28,935,000 | $28,465 | 2.6% | $0.98 | — | NOTE 2.625% 6/1 | 94770VAM4 |
| — | ON SEMICONDUCTOR CORP | 27,295,000 | $28,455 | 2.6% | $0.93 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | JAZZ INVESTMENTS I LTD | 25,185,000 | $27,641 | 2.5% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CITRIX SYS INC | 22,910,000 | $27,564 | 2.5% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | INTEL CORP | 20,305,000 | $26,587 | 2.4% | $1.30 | — | SDCV 12/1 | 458140AD2 |
| — | STARWOOD PPTY TR INC | 25,803,000 | $26,271 | 2.4% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TWO HBRS INVT CORP | 24,782,000 | $26,099 | 2.4% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | ELECTRONICS FOR IMAGING INC | 23,665,000 | $25,484 | 2.3% | $1.05 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | NUVASIVE INC | 17,150,000 | $23,753 | 2.1% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | VERINT SYS INC | 24,081,000 | $23,705 | 2.1% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | AKAMAI TECHNOLOGIES INC | 24,064,000 | $23,598 | 2.1% | $1.06 | — | DBCV 2/1 | 00971TAG6 |
| — | MOLINA HEALTHCARE INC | 18,272,000 | $23,400 | 2.1% | $1.17 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | PRICELINE GRP INC | 20,216,000 | $23,198 | 2.1% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NEWMONT MINING CORP | 23,156,000 | $23,170 | 2.1% | $1.00 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | LIVE NATION ENTERTAINMENT IN | 19,837,000 | $22,713 | 2.0% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | WEB COM GROUP INC | 22,154,000 | $22,306 | 2.0% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | TWITTER INC | 22,935,000 | $21,100 | 1.9% | $0.88 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ARES CAP CORP | 20,290,000 | $20,987 | 1.9% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ROYAL GOLD INC | 19,161,000 | $20,754 | 1.9% | $1.02 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | RED HAT INC | 14,854,000 | $20,582 | 1.9% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | WRIGHT MED GROUP INC | 18,258,000 | $20,380 | 1.8% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | INTEGRATED DEVICE TECHNOLOGY | 18,591,000 | $19,730 | 1.8% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | MACQUARIE INFRASTRUCTURE COR | 19,396,000 | $19,408 | 1.7% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | RYLAND GROUP INC | 16,181,000 | $19,235 | 1.7% | $1.26 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 18,210,000 | $18,529 | 1.7% | $0.77 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | SALESFORCE COM INC | 13,855,000 | $18,358 | 1.7% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MACQUARIE INFRASTRUCTURE COR | 16,529,000 | $18,347 | 1.7% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | NUANCE COMMUNICATIONS INC | 17,898,000 | $17,339 | 1.6% | $0.92 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | VIPSHOP HLDGS LTD | 17,399,000 | $17,247 | 1.6% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | CHART INDS INC | 16,520,000 | $16,458 | 1.5% | $0.98 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | TESLA INC | 12,939,000 | $16,287 | 1.5% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | WORKDAY INC | 11,442,000 | $14,188 | 1.3% | $1.12 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | FIREEYE INC | 13,928,000 | $13,197 | 1.2% | $0.94 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | GOODRICH PETE CORP | 12,000,000 | $13,170 | 1.2% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | HURON CONSULTING GROUP INC | 13,481,000 | $12,984 | 1.2% | $1.03 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | TEVA PHARMACEUTICAL FIN LLC | 11,864,000 | $12,783 | 1.2% | $1.20 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | ROVI CORP | 12,510,000 | $12,346 | 1.1% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | WEATHERFORD INTL LTD | 11,623,000 | $11,790 | 1.1% | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | LAM RESEARCH CORP | 5,020,000 | $11,741 | 1.1% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | NAVISTAR INTL CORP NEW | 11,461,000 | $11,210 | 1.0% | $0.95 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,241,000 | $10,987 | 1.0% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ECHO GLOBAL LOGISTICS INC | 10,791,000 | $10,386 | 0.9% | $0.92 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | DYCOM INDS INC | 8,644,000 | $10,070 | 0.9% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | TESLA INC | 8,546,000 | $9,892 | 0.9% | $0.88 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ENVESTNET INC | 9,786,000 | $9,658 | 0.9% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | NATIONAL HEALTH INVS INC | 7,892,000 | $9,239 | 0.8% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | GOODRICH PETE CORP | 751,163 | $9,130 | 0.8% | $12.15 | — | COM PAR | 382410843 |
| — | GOGO INC | 9,282,000 | $8,510 | 0.8% | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | SPIRIT RLTY CAP INC NEW | 8,477,000 | $8,413 | 0.8% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | PRICELINE GRP INC | 5,498,000 | $8,103 | 0.7% | $1.43 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | MICRON TECHNOLOGY INC | 7,016,000 | $7,928 | 0.7% | $1.13 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | MERITOR INC | 4,599,000 | $7,847 | 0.7% | $1.29 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | AMERICAN RLTY CAP PPTYS INC | 7,754,000 | $7,798 | 0.7% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | EURONET WORLDWIDE INC | 6,059,000 | $7,771 | 0.7% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | LIBERTY INTERACTIVE LLC | 6,696,000 | $7,688 | 0.7% | $1.07 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | SERVICENOW INC | 5,176,000 | $7,593 | 0.7% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | STARWOOD WAYPOINT RESIDENTL | 6,363,000 | $7,576 | 0.7% | $1.03 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | WHITING PETE CORP NEW | 8,911,000 | $7,574 | 0.7% | $0.80 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | MICROCHIP TECHNOLOGY INC | 4,810,000 | $7,260 | 0.7% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CTRIP COM INTL LTD | 5,779,000 | $7,068 | 0.6% | $1.10 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | LIGAND PHARMACEUTICALS INC | 2,932,000 | $4,867 | 0.4% | $1.49 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | PDC ENERGY INC | 5,099,000 | $4,653 | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | SM ENERGY CO | 4,996,000 | $4,515 | 0.4% | $1.09 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | ADVANCED MICRO DEVICES INC | 2,327,000 | $4,081 | 0.4% | $1.98 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | SOLARCITY CORP | 4,186,000 | $3,971 | 0.4% | $0.86 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | HORNBECK OFFSHORE SVCS INC N | 5,000,000 | $3,675 | 0.3% | $0.66 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | ILLUMINA INC | 3,220,000 | $3,441 | 0.3% | $1.08 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | ALZA CORP | 1,735,000 | $3,159 | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | OASIS PETE INC NEW | 3,077,000 | $3,025 | 0.3% | $1.16 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | WORKDAY INC | 1,860,000 | $2,487 | 0.2% | $1.34 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | RPM INTL INC | 1,875,000 | $2,222 | 0.2% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | AIR LEASE CORP | 1,525,000 | $2,112 | 0.2% | $1.36 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | NAVISTAR INTL CORP NEW | 2,000,000 | $2,004 | 0.2% | $0.96 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | ANTHEM INC | 740,000 | $1,910 | 0.2% | $2.15 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RTI INTL METALS INC | 1,070,000 | $1,147 | 0.1% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | VERSO CORP | 185,314 | $870 | 0.1% | $6.44 | — | CL A | 92531L207 |
| — | HOLOGIC INC | 500,000 | $734 | 0.1% | $1.31 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | WEBMD HEALTH CORP | 490,000 | $624 | 0.1% | $1.09 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | HALCON RES CORP | 74,544 | $338 | 0.0% | $9.37 | — | COM PAR NEW | 40537Q605 |