Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 13, 2017
Total Value: $963M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TWO HBRS INVT CORP | 28,468,000 | $30.6M | 3.2% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | ON SEMICONDUCTOR CORP | 24,129,000 | $28.91M | 3.0% | $0.93 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | INTEL CORP | 19,127,000 | $27.26M | 2.8% | $1.30 | — | SDCV 12/1 | 458140AD2 |
| — | CITRIX SYS INC | 22,102,000 | $25.69M | 2.7% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | JAZZ INVESTMENTS I LTD | 24,270,000 | $25.65M | 2.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | MEDIDATA SOLUTIONS INC | 18,211,000 | $25.15M | 2.6% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | LIVE NATION ENTERTAINMENT IN | 18,847,000 | $24.96M | 2.6% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | ROYAL GOLD INC | 22,503,000 | $24.95M | 2.6% | $1.03 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | STARWOOD PPTY TR INC | 23,778,000 | $24.16M | 2.5% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TWITTER INC | 25,887,000 | $23.9M | 2.5% | $0.88 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 22,436,000 | $23.84M | 2.5% | $0.82 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | VERINT SYS INC | 24,166,000 | $23.74M | 2.5% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PROOFPOINT INC | 18,061,000 | $22.66M | 2.4% | $1.11 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | MOLINA HEALTHCARE INC | 17,494,000 | $22M | 2.3% | $1.17 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | FIREEYE INC | 22,502,000 | $20.98M | 2.2% | $0.93 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | PRICELINE GRP INC | 17,220,000 | $19.8M | 2.1% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | WRIGHT MED GROUP INC | 18,233,000 | $19.79M | 2.1% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | INTEGRATED DEVICE TECHNOLOGY | 18,017,000 | $19.3M | 2.0% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | NUVASIVE INC | 16,833,000 | $19.22M | 2.0% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | WEB COM GROUP INC | 18,083,000 | $18.06M | 1.9% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ARES CAP CORP | 17,383,000 | $17.86M | 1.9% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | MACQUARIE INFRASTRUCTURE COR | 16,328,000 | $17.42M | 1.8% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SALESFORCE COM INC | 12,117,000 | $17.05M | 1.8% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MACQUARIE INFRASTRUCTURE COR | 17,167,000 | $16.72M | 1.7% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | NUANCE COMMUNICATIONS INC | 17,618,000 | $16.58M | 1.7% | $0.92 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | RED HAT INC | 10,690,000 | $16.5M | 1.7% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | VIPSHOP HLDGS LTD | 15,412,000 | $15.21M | 1.6% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | CTRIP COM INTL LTD | 11,799,000 | $14.35M | 1.5% | $1.16 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | TESLA INC | 12,591,000 | $14.21M | 1.5% | $0.96 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | WEATHERFORD INTL LTD | 12,103,000 | $13.24M | 1.4% | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | GOODRICH PETE CORP | 12,000,000 | $13.17M | 1.4% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | ELECTRONICS FOR IMAGING INC | 12,064,000 | $12.57M | 1.3% | $1.05 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | NAVISTAR INTL CORP NEW | 10,627,000 | $11.69M | 1.2% | $0.95 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | LAM RESEARCH CORP | 3,749,000 | $11.48M | 1.2% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ROVI CORP | 11,289,000 | $11.39M | 1.2% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | PRICELINE GRP INC | 7,809,000 | $11.31M | 1.2% | $1.43 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | LIBERTY MEDIA CORP DELAWARE | 9,301,000 | $11.3M | 1.2% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | GOGO INC | 12,214,000 | $11.29M | 1.2% | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | MICRON TECHNOLOGY INC | 8,113,000 | $11.25M | 1.2% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | CHART INDS INC | 11,090,000 | $11.1M | 1.2% | $0.98 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | AKAMAI TECHNOLOGIES INC | 11,348,000 | $11.05M | 1.1% | $1.06 | — | DBCV 2/1 | 00971TAG6 |
| — | DYCOM INDS INC | 8,716,000 | $9.947M | 1.0% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | AMERICAN RLTY CAP PPTYS INC | 9,826,000 | $9.9M | 1.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | ENVESTNET INC | 9,376,000 | $9.886M | 1.0% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | RYLAND GROUP INC | 7,933,000 | $9.589M | 1.0% | $1.26 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | LIBERTY INTERACTIVE LLC | 7,429,000 | $8.841M | 0.9% | $1.08 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | NATIONAL HEALTH INVS INC | 7,504,000 | $8.658M | 0.9% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SPIRIT RLTY CAP INC NEW | 8,530,000 | $8.567M | 0.9% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WORKDAY INC | 5,915,000 | $8.333M | 0.9% | $1.39 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | MICROCHIP TECHNOLOGY INC | 4,702,000 | $8.228M | 0.9% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TESLA INC | 6,555,000 | $8.067M | 0.8% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | EURONET WORLDWIDE INC | 5,938,000 | $8.061M | 0.8% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,704,000 | $8.057M | 0.8% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | CTRIP COM INTL LTD | 7,029,000 | $7.587M | 0.8% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | GOODRICH PETE CORP | 740,910 | $7.194M | 0.7% | $12.15 | — | COM PAR | 382410843 |
| — | WHITING PETE CORP NEW | 7,316,000 | $6.557M | 0.7% | $0.80 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | RYLAND GROUP INC | 6,526,000 | $6.281M | 0.7% | $0.96 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | SOLARCITY CORP | 6,356,000 | $6.038M | 0.6% | $0.89 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | BROOKDALE SR LIVING INC | 5,580,000 | $5.573M | 0.6% | $1.00 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | LIGAND PHARMACEUTICALS INC | 2,914,000 | $5.331M | 0.6% | $1.49 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | PDC ENERGY INC | 5,295,000 | $5.182M | 0.5% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | YAHOO INC | 3,910,000 | $5.083M | 0.5% | $1.30 | — | NOTE 12/0 | 984332AF3 |
| — | SERVICENOW INC | 2,989,000 | $4.814M | 0.5% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | ADVANCED MICRO DEVICES INC | 2,665,000 | $4.727M | 0.5% | $1.95 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | SM ENERGY CO | 4,961,000 | $4.682M | 0.5% | $1.09 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | HORNBECK OFFSHORE SVCS INC N | 5,000,000 | $3.95M | 0.4% | $0.66 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | ILLUMINA INC | 3,220,000 | $3.677M | 0.4% | $1.08 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | OASIS PETE INC NEW | 3,263,000 | $3.503M | 0.4% | $1.16 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ALZA CORP | 1,735,000 | $3.105M | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 3,373,000 | $3.057M | 0.3% | $1.20 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | AIR LEASE CORP | 1,525,000 | $2.327M | 0.2% | $1.36 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | RPM INTL INC | 1,875,000 | $2.17M | 0.2% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | NAVISTAR INTL CORP NEW | 2,000,000 | $2.09M | 0.2% | $0.96 | — | NOTE 4.500%10/1 | 63934EAQ1 |
| — | ANTHEM INC | 740,000 | $1.924M | 0.2% | $2.15 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | INTERDIGITAL INC | 1,025,000 | $1.204M | 0.1% | $1.17 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | VERSO CORP | 185,314 | $943K | 0.1% | $6.44 | — | CL A | 92531L207 |
| — | STARWOOD WAYPOINT RESIDENTL | 710,000 | $876K | 0.1% | $1.03 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | RTI INTL METALS INC | 775,000 | $867K | 0.1% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HOLOGIC INC | 500,000 | $610K | 0.1% | $1.31 | — | DEBT 2.000% 3/0 | 436440AC5 |