Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 9, 2018
Total Value: $828M (0.0% shares, 100.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL GOLD INC | 30,159,000 | $32.04M | 3.9% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | MICROCHIP TECHNOLOGY INC | 21,938,000 | $25.61M | 3.1% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | DISH NETWORK CORP | 26,160,000 | $25.4M | 3.1% | $1.06 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ON SEMICONDUCTOR CORP | 17,121,000 | $22.57M | 2.7% | $0.94 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | VERINT SYS INC | 21,859,000 | $21.56M | 2.6% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | NUVASIVE INC | 18,801,000 | $20.42M | 2.5% | $1.27 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ARES CAP CORP | 19,931,000 | $20.05M | 2.4% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | BLACKSTONE MTG TR INC | 20,524,000 | $19.99M | 2.4% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | JAZZ INVESTMENTS I LTD | 18,155,000 | $19.8M | 2.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | TESLA INC | 17,525,000 | $19.79M | 2.4% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 18,885,000 | $19.17M | 2.3% | $0.83 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | COLONY STARWOOD HOMES | 16,911,000 | $18.92M | 2.3% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | STARWOOD PPTY TR INC | 18,564,000 | $18.67M | 2.3% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | EXACT SCIENCES CORP | 16,769,000 | $17.68M | 2.1% | $0.90 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | PRICELINE GRP INC | 11,267,000 | $17.47M | 2.1% | $1.51 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BIOMARIN PHARMACEUTICAL INC | 16,370,000 | $16.58M | 2.0% | $1.00 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | INTEL CORP | 6,578,000 | $15.77M | 1.9% | $2.30 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TUTOR PERINI CORP | 14,804,000 | $14.86M | 1.8% | $1.07 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | ILLUMINA INC | 9,860,000 | $13.03M | 1.6% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | GOODRICH PETE CORP | 12,000,000 | $12.79M | 1.5% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,648,000 | $12.67M | 1.5% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | GREENBRIER COS INC | 10,774,000 | $12.45M | 1.5% | $1.15 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | NAVISTAR INTL CORP NEW | 11,902,000 | $12.3M | 1.5% | $0.96 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | CITRIX SYS INC | 8,335,000 | $12.12M | 1.5% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | AKAMAI TECHNOLOGIES INC | 12,036,000 | $12.08M | 1.5% | $1.04 | — | DBCV 2/1 | 00971TAG6 |
| — | OSI SYSTEMS INC | 12,403,000 | $12.06M | 1.5% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | DYCOM INDS INC | 10,350,000 | $12.04M | 1.5% | $1.12 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | CTRIP COM INTL LTD | 11,457,000 | $11.79M | 1.4% | $1.06 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | NUANCE COMMUNICATIONS INC | 11,816,000 | $11.17M | 1.3% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | NICE SYS INC | 7,694,000 | $10.23M | 1.2% | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | CTRIP COM INTL LTD | 8,873,000 | $10.17M | 1.2% | $1.16 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | INTEGRATED DEVICE TECHNOLOGY | 8,798,000 | $10.05M | 1.2% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | SPIRIT RLTY CAP INC NEW | 9,854,000 | $9.819M | 1.2% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | SOLARCITY CORP | 10,002,000 | $9.332M | 1.1% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | PROOFPOINT INC | 6,309,000 | $9.285M | 1.1% | $1.11 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | ISIS PHARMACEUTICALS INC DEL | 9,204,000 | $9.066M | 1.1% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NUANCE COMMUNICATIONS INC | 10,038,000 | $9.034M | 1.1% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | FINISAR CORP | 9,863,000 | $8.977M | 1.1% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | SILICON LABORATORIES INC | 7,011,000 | $8.584M | 1.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | LUMENTUM HLDGS INC | 6,996,000 | $8.314M | 1.0% | $1.25 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | CHESAPEAKE ENERGY CORP | 7,989,000 | $8.139M | 1.0% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | CLOVIS ONCOLOGY INC | 8,798,000 | $8.13M | 1.0% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | MOLINA HEALTHCARE INC | 3,329,000 | $8.078M | 1.0% | $2.43 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | TERADYNE INC | 6,010,000 | $8.015M | 1.0% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | YAHOO INC | 5,816,000 | $7.947M | 1.0% | $1.32 | — | NOTE 12/0 | 984332AF3 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,748,000 | $7.909M | 1.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | WAYFAIR INC | 6,007,000 | $7.754M | 0.9% | $1.03 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | TESLA INC | 6,162,000 | $7.492M | 0.9% | $1.07 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ZILLOW GROUP INC | 5,824,000 | $7.407M | 0.9% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | OASIS PETE INC NEW | 5,637,000 | $7.328M | 0.9% | $1.08 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | NATIONAL HEALTH INVS INC | 6,195,000 | $6.933M | 0.8% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TRANSOCEAN INC | 4,847,000 | $6.915M | 0.8% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | EURONET WORLDWIDE INC | 5,617,000 | $6.898M | 0.8% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | WEATHERFORD INTL LTD | 6,680,000 | $6.591M | 0.8% | $0.98 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | GOODRICH PETE CORP | 525,921 | $6.506M | 0.8% | $12.15 | — | COM PAR | 382410843 |
| — | MACQUARIE INFRASTRUCTURE COR | 6,435,000 | $6.403M | 0.8% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | NEUROCRINE BIOSCIENCES INC | 4,425,000 | $6.397M | 0.8% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ENSCO JERSEY FIN LTD | 6,414,000 | $5.972M | 0.7% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | VIPSHOP HLDGS LTD | 5,794,000 | $5.722M | 0.7% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | PDC ENERGY INC | 5,228,000 | $5.487M | 0.7% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | NABORS INDS INC NEW | 6,646,000 | $5.245M | 0.6% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | RED HAT INC | 2,755,000 | $5.033M | 0.6% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MICRON TECHNOLOGY INC | 2,744,000 | $4.948M | 0.6% | $1.16 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | ROVI CORP | 5,065,000 | $4.822M | 0.6% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | INTERDIGITAL INC | 3,870,000 | $4.663M | 0.6% | $1.19 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | LIBERTY MEDIA CORP DELAWARE | 8,724,141 | $4.604M | 0.6% | $0.90 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,579,000 | $4.461M | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ADVANCED MICRO DEVICES INC | 2,240,000 | $4.452M | 0.5% | $1.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | NOVELLUS SYS INC | 803,000 | $4.17M | 0.5% | $5.99 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | HUBSPOT INC | 2,840,000 | $4.064M | 0.5% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | SM ENERGY CO | 3,781,000 | $3.914M | 0.5% | $1.07 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | RPM INTL INC | 3,084,000 | $3.76M | 0.5% | $1.18 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WEB COM GROUP INC | 3,350,000 | $3.35M | 0.4% | $0.94 | — | NOTE 1.000% 8/1 | 94733AAA2 |
| — | ALZA CORP | 1,735,000 | $2.933M | 0.4% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | LENDINGTREE INC NEW | 2,388,000 | $2.889M | 0.3% | $1.21 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | ANTHEM INC | 882,000 | $2.886M | 0.3% | $2.30 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | AIR LEASE CORP | 1,878,000 | $2.714M | 0.3% | $1.38 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,907,000 | $2.585M | 0.3% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | CAESARS ENTMT CORP | 1,424,000 | $2.439M | 0.3% | $1.94 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | VERSO CORP | 101,385 | $2.206M | 0.3% | $9.55 | — | CL A | 92531L207 |
| — | WRIGHT MED GROUP INC | 1,674,000 | $1.815M | 0.2% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | ELECTRONICS FOR IMAGING INC | 1,343,000 | $1.33M | 0.2% | $1.05 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | RTI INTL METALS INC | 1,210,000 | $1.219M | 0.1% | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ENVESTNET INC | 1,006,000 | $1.062M | 0.1% | $0.99 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | SQUARE INC | 205,000 | $554K | 0.1% | $2.19 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | MICROCHIP TECHNOLOGY INC | 135,000 | $236K | 0.0% | $1.09 | — | NOTE 1.625% 2/1 | 595017AD6 |