Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 14, 2018
Total Value: $825M (2.5% shares, 97.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL GOLD INC | 31,342,000 | $31.74M | 3.8% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,130,000 | $26.84M | 3.3% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MERITOR INC | 25,764,000 | $24.65M | 3.0% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | DISH NETWORK CORP | 24,374,000 | $23.31M | 2.8% | $1.06 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | VERINT SYS INC | 21,898,000 | $22.66M | 2.7% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | MICROCHIP TECHNOLOGY INC | 20,704,000 | $22.12M | 2.7% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 20,908,000 | $22.06M | 2.7% | $0.85 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ARES CAP CORP | 21,496,000 | $21.78M | 2.6% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | BLACKSTONE MTG TR INC | 19,808,000 | $19.79M | 2.4% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ON SEMICONDUCTOR CORP | 16,217,000 | $18.85M | 2.3% | $0.94 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | NUVASIVE INC | 14,207,000 | $18.03M | 2.2% | $1.27 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | PRICELINE GRP INC | 10,692,000 | $16.25M | 2.0% | $1.51 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | TUTOR PERINI CORP | 15,752,000 | $16.11M | 2.0% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | TESLA INC | 16,530,000 | $15.85M | 1.9% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | EXACT SCIENCES CORP | 12,333,000 | $15.27M | 1.9% | $0.90 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | INTEL CORP | 6,637,000 | $15.25M | 1.8% | $2.30 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | JAZZ INVESTMENTS I LTD | 12,793,000 | $13.74M | 1.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | COLONY STARWOOD HOMES | 11,982,000 | $13.23M | 1.6% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | GREENBRIER COS INC | 11,110,000 | $13.19M | 1.6% | $1.15 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | CTRIP COM INTL LTD | 12,390,000 | $12.96M | 1.6% | $1.13 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | SERVICENOW INC | 8,524,000 | $12.75M | 1.5% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | DYCOM INDS INC | 11,355,000 | $12.65M | 1.5% | $1.12 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | GOODRICH PETE CORP | 12,000,000 | $12.65M | 1.5% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | NAVISTAR INTL CORP NEW | 12,293,000 | $12.49M | 1.5% | $0.97 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | TWO HBRS INVT CORP | 11,925,000 | $12.3M | 1.5% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | NUANCE COMMUNICATIONS INC | 11,351,000 | $11.74M | 1.4% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | SILICON LABORATORIES INC | 9,876,000 | $11.31M | 1.4% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | CITRIX SYS INC | 7,294,000 | $11.22M | 1.4% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | SPIRIT RLTY CAP INC NEW | 10,232,000 | $10.23M | 1.2% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | NUANCE COMMUNICATIONS INC | 10,557,000 | $9.986M | 1.2% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | STARWOOD PPTY TR INC | 9,758,000 | $9.811M | 1.2% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | ZILLOW GROUP INC | 10,061,000 | $9.316M | 1.1% | $0.93 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | ILLUMINA INC | 6,145,000 | $9.295M | 1.1% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | FINISAR CORP | 9,896,000 | $9.09M | 1.1% | $0.93 | — | NOTE 0.500%12/1 | 31787AAP6 |
| — | DEXCOM INC | 5,889,000 | $9.062M | 1.1% | $1.54 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | VERSO CORP | 248,420 | $8.364M | 1.0% | $23.83 | — | CL A | 92531L207 |
| — | LUMENTUM HLDGS INC | 6,938,000 | $8.34M | 1.0% | $1.25 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | NICE SYS INC | 5,489,000 | $7.873M | 1.0% | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,669,000 | $7.81M | 0.9% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SOLARCITY CORP | 8,837,000 | $7.754M | 0.9% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | RTI INTL METALS INC | 7,570,000 | $7.736M | 0.9% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CHESAPEAKE ENERGY CORP | 7,811,000 | $7.735M | 0.9% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | ZILLOW GROUP INC | 7,080,000 | $7.691M | 0.9% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | OASIS PETE INC NEW | 5,645,000 | $7.594M | 0.9% | $1.08 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | WAYFAIR INC | 4,969,000 | $7.515M | 0.9% | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,040,000 | $7.41M | 0.9% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | TERADYNE INC | 5,592,000 | $7.278M | 0.9% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | TRANSOCEAN INC | 4,842,000 | $7.19M | 0.9% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | TESLA INC | 7,026,000 | $7.185M | 0.9% | $1.06 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | SPIRIT RLTY CAP INC NEW | 6,875,000 | $6.948M | 0.8% | $1.01 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | NEUROCRINE BIOSCIENCES INC | 3,983,000 | $6.799M | 0.8% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | CLOVIS ONCOLOGY INC | 8,721,000 | $6.769M | 0.8% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| — | OSI SYSTEMS INC | 7,018,000 | $6.725M | 0.8% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | NATIONAL HEALTH INVS INC | 5,601,000 | $6.359M | 0.8% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | NABORS INDS INC NEW | 7,750,000 | $6.063M | 0.7% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | MOLINA HEALTHCARE INC | 1,646,000 | $6.009M | 0.7% | $2.43 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,993,000 | $5.954M | 0.7% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | MICRON TECHNOLOGY INC | 3,656,000 | $5.675M | 0.7% | $1.26 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | GOODRICH PETE CORP | 397,891 | $5.586M | 0.7% | $12.15 | — | COM PAR | 382410843 |
| — | JAZZ INVESTMENTS I LTD | 5,293,000 | $5.396M | 0.7% | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ENSCO JERSEY FIN LTD | 5,324,000 | $5.314M | 0.6% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | CTRIP COM INTL LTD | 5,365,000 | $5.261M | 0.6% | $1.06 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | VIPSHOP HLDGS LTD | 5,170,000 | $5.083M | 0.6% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | PDC ENERGY INC | 5,030,000 | $4.893M | 0.6% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | RPM INTL INC | 3,874,000 | $4.784M | 0.6% | $1.20 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | INFINERA CORPORATION | 4,679,000 | $4.746M | 0.6% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | SM ENERGY CO | 4,106,000 | $4.515M | 0.5% | $1.07 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,586,000 | $4.363M | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,277,000 | $3.998M | 0.5% | $0.90 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | NOVELLUS SYS INC | 870,000 | $3.99M | 0.5% | $5.88 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ADVANCED MICRO DEVICES INC | 945,000 | $3.671M | 0.4% | $1.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ANTHEM INC | 967,000 | $3.655M | 0.4% | $2.43 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | AVAYA HLDGS CORP | 158,056 | $3.499M | 0.4% | $22.14 | — | COM | 05351X101 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,857,000 | $3.442M | 0.4% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | HUBSPOT INC | 2,090,000 | $3.44M | 0.4% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | YAHOO INC | 2,670,000 | $3.4M | 0.4% | $1.32 | — | NOTE 12/0 | 984332AF3 |
| — | AIR LEASE CORP | 2,132,000 | $3.358M | 0.4% | $1.41 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | EURONET WORLDWIDE INC | 2,390,000 | $3.334M | 0.4% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | BERRY PETE CORP | 174,629 | $3.077M | 0.4% | $17.62 | — | COM | 08579X101 |
| — | INTERDIGITAL INC | 2,606,000 | $3.062M | 0.4% | $1.19 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | WEATHERFORD INTL LTD | 3,231,000 | $3.051M | 0.4% | $0.98 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ALZA CORP | 1,455,000 | $2.768M | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,822,000 | $2.543M | 0.3% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 1,670,000 | $2.514M | 0.3% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | CAESARS ENTMT CORP | 1,476,000 | $2.407M | 0.3% | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | RED HAT INC | 1,277,000 | $2.365M | 0.3% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | AKAMAI TECHNOLOGIES INC | 2,041,000 | $2.029M | 0.2% | $1.04 | — | DBCV 2/1 | 00971TAG6 |
| — | WRIGHT MED GROUP INC | 1,374,000 | $1.508M | 0.2% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | ENVESTNET INC | 965,000 | $1.062M | 0.1% | $0.99 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | SQUARE INC | 111,000 | $480K | 0.1% | $2.19 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | ROVI CORP | 216,000 | $206K | 0.0% | $1.02 | — | NOTE 0.500% 3/0 | 779376AD4 |