CIK: 0001275228 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 11, 2018
Total Value ($000): $934,922 (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL GOLD INC | 29,889,000 | $31,570 | 3.4% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | MICROCHIP TECHNOLOGY INC | 24,638,000 | $29,251 | 3.1% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | AKAMAI TECHNOLOGIES INC | 24,265,000 | $24,932 | 2.7% | $1.04 | — | DBCV 2/1 | 00971TAG6 |
| — | CITRIX SYS INC | 18,842,000 | $24,851 | 2.7% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 15,326,000 | $24,644 | 2.6% | $1.51 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WEATHERFORD INTL LTD | 26,817,000 | $24,107 | 2.6% | $0.98 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ON SEMICONDUCTOR CORP | 16,803,000 | $24,065 | 2.6% | $0.93 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | DISH NETWORK CORP | 24,457,000 | $23,618 | 2.5% | $1.06 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | TWO HBRS INVT CORP | 20,938,000 | $21,922 | 2.3% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | NUVASIVE INC | 19,616,000 | $21,645 | 2.3% | $1.27 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | COLONY STARWOOD HOMES | 18,980,000 | $21,252 | 2.3% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | VERINT SYS INC | 21,216,000 | $20,760 | 2.2% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | PROOFPOINT INC | 13,870,000 | $20,314 | 2.2% | $1.11 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | ARES CAP CORP | 19,499,000 | $19,975 | 2.1% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 19,699,000 | $19,834 | 2.1% | $0.83 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | JAZZ INVESTMENTS I LTD | 17,755,000 | $18,621 | 2.0% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ZILLOW GROUP INC | 14,654,000 | $17,785 | 1.9% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | STARWOOD PPTY TR INC | 17,472,000 | $17,647 | 1.9% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TESLA INC | 17,048,000 | $16,972 | 1.8% | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | BLACKSTONE MTG TR INC | 16,962,000 | $16,743 | 1.8% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | INTEGRATED DEVICE TECHNOLOGY | 13,861,000 | $15,649 | 1.7% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | BIOMARIN PHARMACEUTICAL INC | 16,298,000 | $15,340 | 1.6% | $1.00 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | WRIGHT MED GROUP INC | 15,231,000 | $15,174 | 1.6% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | EXACT SCIENCES CORP | 16,119,000 | $14,401 | 1.5% | $0.89 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | SILICON LABORATORIES INC | 12,063,000 | $13,993 | 1.5% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | MEDIDATA SOLUTIONS INC | 12,248,000 | $13,810 | 1.5% | $1.10 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ILLUMINA INC | 10,576,000 | $12,948 | 1.4% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | GOODRICH PETE CORP | 12,000,000 | $12,854 | 1.4% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,428,000 | $12,642 | 1.4% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | WAYFAIR INC | 13,142,000 | $12,511 | 1.3% | $1.03 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | NAVISTAR INTL CORP NEW | 11,966,000 | $12,340 | 1.3% | $0.96 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | CTRIP COM INTL LTD | 11,495,000 | $11,970 | 1.3% | $1.06 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | MOLINA HEALTHCARE INC | 8,310,000 | $11,864 | 1.3% | $1.17 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | OSI SYSTEMS INC | 12,539,000 | $11,442 | 1.2% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | GREENBRIER COS INC | 9,852,000 | $11,305 | 1.2% | $1.15 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | FINISAR CORP | 12,538,000 | $11,296 | 1.2% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | NICE SYS INC | 8,917,000 | $11,082 | 1.2% | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | CTRIP COM INTL LTD | 8,896,000 | $10,322 | 1.1% | $1.16 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | ENVESTNET INC | 8,603,000 | $9,470 | 1.0% | $0.99 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TUTOR PERINI CORP | 8,932,000 | $9,455 | 1.0% | $1.11 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | OASIS PETE INC NEW | 9,102,000 | $9,423 | 1.0% | $1.08 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | INTEL CORP | 3,677,000 | $9,217 | 1.0% | $2.22 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | RED HAT INC | 4,357,000 | $8,832 | 0.9% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SPIRIT RLTY CAP INC NEW | 8,761,000 | $8,733 | 0.9% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | DYCOM INDS INC | 6,675,000 | $8,482 | 0.9% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | CHESAPEAKE ENERGY CORP | 9,481,000 | $8,211 | 0.9% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,928,000 | $7,878 | 0.8% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | TERADYNE INC | 4,998,000 | $7,633 | 0.8% | $1.43 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | YAHOO INC | 5,367,000 | $7,514 | 0.8% | $1.31 | — | NOTE 12/0 | 984332AF3 |
| — | PACIRA PHARMACEUTICALS INC | 7,741,000 | $7,093 | 0.8% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,682,000 | $7,040 | 0.8% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | LUMENTUM HLDGS INC | 5,532,000 | $7,024 | 0.8% | $1.27 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | ROVI CORP | 7,075,000 | $6,888 | 0.7% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,686,000 | $6,860 | 0.7% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | NATIONAL HEALTH INVS INC | 6,237,000 | $6,852 | 0.7% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | SQUARE INC | 3,072,000 | $6,735 | 0.7% | $2.19 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,336,000 | $6,625 | 0.7% | $1.05 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | NUANCE COMMUNICATIONS INC | 6,728,000 | $6,415 | 0.7% | $0.92 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | EURONET WORLDWIDE INC | 5,302,000 | $6,278 | 0.7% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | GOGO INC | 6,984,000 | $6,216 | 0.7% | $0.92 | — | NOTE 3.750% 3/0 | 38046CAB5 |
| — | INTERDIGITAL INC | 5,062,000 | $5,882 | 0.6% | $1.19 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | ENSCO JERSEY FIN LTD | 7,248,000 | $5,826 | 0.6% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | GOODRICH PETE CORP | 525,921 | $5,769 | 0.6% | $12.15 | — | COM PAR | 382410843 |
| — | TESLA INC | 5,459,000 | $5,700 | 0.6% | $1.05 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | MICRON TECHNOLOGY INC | 2,869,000 | $5,148 | 0.6% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | PDC ENERGY INC | 5,190,000 | $5,065 | 0.5% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | VIPSHOP HLDGS LTD | 4,609,000 | $4,970 | 0.5% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | ADVANCED MICRO DEVICES INC | 3,373,000 | $4,944 | 0.5% | $1.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | NOVELLUS SYS INC | 740,000 | $4,483 | 0.5% | $6.06 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SM ENERGY CO | 4,311,000 | $4,091 | 0.4% | $1.07 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | HORNBECK OFFSHORE SVCS INC N | 5,000,000 | $3,919 | 0.4% | $0.66 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,222,000 | $3,711 | 0.4% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WEB COM GROUP INC | 3,457,000 | $3,440 | 0.4% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | CIENA CORP | 2,356,000 | $3,112 | 0.3% | $1.17 | — | NOTE 3.750%10/1 | 171779AJ0 |
| — | ALZA CORP | 1,735,000 | $3,072 | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | WORKDAY INC | 1,843,000 | $2,987 | 0.3% | $1.39 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | ISIS PHARMACEUTICALS INC DEL | 3,000,000 | $2,971 | 0.3% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | RPM INTL INC | 2,475,000 | $2,792 | 0.3% | $1.18 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | AIR LEASE CORP | 1,692,000 | $2,523 | 0.3% | $1.38 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | ANTHEM INC | 835,000 | $2,519 | 0.3% | $2.25 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CAESARS ENTMT CORP | 1,420,000 | $2,482 | 0.3% | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | FIREEYE INC | 2,620,000 | $2,457 | 0.3% | $0.93 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | VERSO CORP | 145,585 | $2,452 | 0.3% | $9.55 | — | CL A | 92531L207 |
| — | ELECTRONICS FOR IMAGING INC | 1,368,000 | $1,330 | 0.1% | $1.05 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | DISH NETWORK CORP | 1,295,000 | $1,152 | 0.1% | $0.89 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | RTI INTL METALS INC | 1,080,000 | $1,140 | 0.1% | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | MICROCHIP TECHNOLOGY INC | 372,000 | $660 | 0.1% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |