CIK: 0001275228 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 14, 2018
Total Value ($000): $877,517 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL GOLD INC | 26,077,000 | $28,098 | 3.2% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | TWO HBRS INVT CORP | 24,849,000 | $26,387 | 3.0% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | CITRIX SYS INC | 20,279,000 | $26,274 | 3.0% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ON SEMICONDUCTOR CORP | 20,318,000 | $26,032 | 3.0% | $0.93 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | VERINT SYS INC | 23,443,000 | $22,886 | 2.6% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | BLACKHAWK NETWORK HLDGS INC | 22,246,000 | $22,705 | 2.6% | $1.02 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | DISH NETWORK CORP | 19,323,000 | $21,074 | 2.4% | $1.09 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 19,491,000 | $20,916 | 2.4% | $0.82 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | STARWOOD PPTY TR INC | 20,458,000 | $20,893 | 2.4% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | PROOFPOINT INC | 15,932,000 | $20,015 | 2.3% | $1.11 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | TWITTER INC | 21,026,000 | $19,646 | 2.2% | $0.88 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | JAZZ INVESTMENTS I LTD | 17,960,000 | $18,061 | 2.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | INTEGRATED DEVICE TECHNOLOGY | 15,640,000 | $17,487 | 2.0% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | WRIGHT MED GROUP INC | 15,694,000 | $16,175 | 1.8% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | BIOMARIN PHARMACEUTICAL INC | 16,159,000 | $16,139 | 1.8% | $1.00 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MEDIDATA SOLUTIONS INC | 13,694,000 | $15,885 | 1.8% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | SALESFORCE COM INC | 10,234,000 | $15,696 | 1.8% | $1.18 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | MOLINA HEALTHCARE INC | 10,930,000 | $15,036 | 1.7% | $1.17 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | NUVASIVE INC | 12,299,000 | $14,482 | 1.7% | $1.37 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | TESLA INC | 13,229,000 | $14,337 | 1.6% | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ZILLOW GROUP INC | 12,697,000 | $13,903 | 1.6% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | NAVISTAR INTL CORP NEW | 12,255,000 | $13,312 | 1.5% | $0.96 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,185,000 | $13,303 | 1.5% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | LIBERTY MEDIA CORP DELAWARE | 12,588,000 | $13,170 | 1.5% | $1.05 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | GOODRICH PETE CORP | 12,000,000 | $13,080 | 1.5% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | RED HAT INC | 7,773,000 | $12,825 | 1.5% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | PRICELINE GRP INC | 10,804,000 | $12,661 | 1.4% | $1.06 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | LIVE NATION ENTERTAINMENT IN | 9,589,000 | $12,424 | 1.4% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | PRICELINE GRP INC | 8,794,000 | $12,147 | 1.4% | $1.43 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | CTRIP COM INTL LTD | 11,328,000 | $11,597 | 1.3% | $1.06 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | WEATHERFORD INTL LTD | 10,529,000 | $11,437 | 1.3% | $1.12 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | FINISAR CORP | 11,973,000 | $11,165 | 1.3% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | CTRIP COM INTL LTD | 9,956,000 | $11,163 | 1.3% | $1.16 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | WAYFAIR INC | 10,348,000 | $10,827 | 1.2% | $1.05 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | TUTOR PERINI CORP | 9,267,000 | $10,263 | 1.2% | $1.11 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | WEB COM GROUP INC | 10,299,000 | $10,222 | 1.2% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | LAM RESEARCH CORP | 3,251,000 | $9,958 | 1.1% | $1.60 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | GOGO INC | 10,936,000 | $9,904 | 1.1% | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | ILLUMINA INC | 8,217,000 | $9,753 | 1.1% | $1.15 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | AKAMAI TECHNOLOGIES INC | 9,636,000 | $9,714 | 1.1% | $1.06 | — | DBCV 2/1 | 00971TAG6 |
| — | RYLAND GROUP INC | 9,615,000 | $9,702 | 1.1% | $0.98 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,153,000 | $9,479 | 1.1% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | FIREEYE INC | 10,293,000 | $9,457 | 1.1% | $0.93 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | MACQUARIE INFRASTRUCTURE COR | 9,699,000 | $9,311 | 1.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | DYCOM INDS INC | 6,711,000 | $8,783 | 1.0% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | INTEL CORP | 3,867,000 | $8,597 | 1.0% | $2.22 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | NUANCE COMMUNICATIONS INC | 8,959,000 | $8,595 | 1.0% | $0.92 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | SPIRIT RLTY CAP INC NEW | 8,270,000 | $8,301 | 0.9% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | MICRON TECHNOLOGY INC | 5,659,000 | $8,188 | 0.9% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,816,000 | $7,877 | 0.9% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ENSCO JERSEY FIN LTD | 8,766,000 | $7,824 | 0.9% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | TERADYNE INC | 5,368,000 | $7,673 | 0.9% | $1.43 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | RYLAND GROUP INC | 4,062,000 | $7,319 | 0.8% | $1.26 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | YAHOO INC | 5,275,000 | $7,125 | 0.8% | $1.31 | — | NOTE 12/0 | 984332AF3 |
| — | NATIONAL HEALTH INVS INC | 6,203,000 | $6,998 | 0.8% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | ROVI CORP | 7,314,000 | $6,921 | 0.8% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | EURONET WORLDWIDE INC | 5,393,000 | $6,660 | 0.8% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ELECTRONICS FOR IMAGING INC | 6,772,000 | $6,548 | 0.7% | $1.05 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | ENVESTNET INC | 6,127,000 | $6,372 | 0.7% | $0.94 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | WORKDAY INC | 4,651,000 | $6,366 | 0.7% | $1.39 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | INPHI CORP | 6,344,000 | $6,316 | 0.7% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | INTERDIGITAL INC | 5,263,000 | $6,289 | 0.7% | $1.19 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MICROCHIP TECHNOLOGY INC | 3,664,000 | $6,247 | 0.7% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TESLA INC | 5,338,000 | $6,222 | 0.7% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | GOODRICH PETE CORP | 525,921 | $5,738 | 0.7% | $12.15 | — | COM PAR | 382410843 |
| — | ADVANCED MICRO DEVICES INC | 3,754,000 | $5,647 | 0.6% | $1.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | VIPSHOP HLDGS LTD | 4,989,000 | $4,989 | 0.6% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | SERVICENOW INC | 2,519,000 | $4,454 | 0.5% | $1.11 | — | NOTE 11/0 | 81762PAB8 |
| — | LIGAND PHARMACEUTICALS INC | 2,337,000 | $4,269 | 0.5% | $1.49 | — | NOTE 0.750% 8/1 | 53220KAD0 |
| — | PDC ENERGY INC | 3,934,000 | $3,848 | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | OASIS PETE INC NEW | 3,528,000 | $3,801 | 0.4% | $1.15 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | HORNBECK OFFSHORE SVCS INC N | 5,000,000 | $3,775 | 0.4% | $0.66 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | SM ENERGY CO | 3,707,000 | $3,644 | 0.4% | $1.09 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | CIENA CORP | 2,878,000 | $3,353 | 0.4% | $1.17 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | ALZA CORP | 1,735,000 | $3,337 | 0.4% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | CAESARS ENTMT CORP | 1,554,000 | $3,014 | 0.3% | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,569,000 | $2,572 | 0.3% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | AIR LEASE CORP | 1,525,000 | $2,553 | 0.3% | $1.36 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | ANTHEM INC | 740,000 | $2,280 | 0.3% | $2.15 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | RPM INTL INC | 1,875,000 | $2,174 | 0.2% | $1.19 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | VERSO CORP | 102,068 | $1,793 | 0.2% | $6.44 | — | CL A | 92531L207 |
| — | RTI INTL METALS INC | 775,000 | $888 | 0.1% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HOLOGIC INC | 500,000 | $690 | 0.1% | $1.31 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | SOLARCITY CORP | 512,000 | $476 | 0.1% | $0.89 | — | NOTE 1.625%11/0 | 83416TAC4 |