CIK: 0001275228 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 14, 2019
Total Value ($000): $683,853 (1.8% shares, 98.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BIOMARIN PHARMACEUTICAL INC | 26,902,000 | $26,819 | 3.9% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MERITOR INC | 25,566,000 | $22,386 | 3.3% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BLACKSTONE MTG TR INC | 22,457,000 | $21,937 | 3.2% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ROYAL GOLD INC | 21,192,000 | $21,352 | 3.1% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ARES CAP CORP | 21,151,000 | $21,189 | 3.1% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | VERINT SYS INC | 21,368,000 | $20,778 | 3.0% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | MARRIOTT VACATIONS WRLDWDE C | 23,920,000 | $20,641 | 3.0% | $0.86 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | MICROCHIP TECHNOLOGY INC | 20,500,000 | $20,088 | 2.9% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | DISH NETWORK CORP | 24,763,000 | $20,058 | 2.9% | $1.05 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | WORKDAY INC | 16,306,000 | $20,003 | 2.9% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | TESLA INC | 17,752,000 | $19,985 | 2.9% | $0.99 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 19,998,000 | $19,326 | 2.8% | $0.85 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ON SEMICONDUCTOR CORP | 15,828,000 | $17,490 | 2.6% | $0.94 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CTRIP COM INTL LTD | 16,713,000 | $16,191 | 2.4% | $1.09 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | SPIRIT RLTY CAP INC NEW | 14,873,000 | $14,586 | 2.1% | $0.99 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TUTOR PERINI CORP | 15,403,000 | $14,216 | 2.1% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PRICELINE GRP INC | 10,271,000 | $13,859 | 2.0% | $1.51 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | EXACT SCIENCES CORP | 12,275,000 | $13,510 | 2.0% | $0.90 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | SILICON LABORATORIES INC | 12,741,000 | $13,491 | 2.0% | $1.13 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | GOODRICH PETE CORP | 12,000,000 | $12,367 | 1.8% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | COLONY STARWOOD HOMES | 11,921,000 | $12,274 | 1.8% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | JAZZ INVESTMENTS I LTD | 12,568,000 | $12,220 | 1.8% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | NUVASIVE INC | 10,461,000 | $11,036 | 1.6% | $1.27 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | DYCOM INDS INC | 11,594,000 | $10,823 | 1.6% | $1.11 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | GREENBRIER COS INC | 10,912,000 | $10,777 | 1.6% | $1.15 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | STARWOOD PPTY TR INC | 10,834,000 | $10,752 | 1.6% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | NUANCE COMMUNICATIONS INC | 11,296,000 | $10,006 | 1.5% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | ZILLOW GROUP INC | 10,865,000 | $9,388 | 1.4% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | SERVICENOW INC | 6,292,000 | $8,798 | 1.3% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,823,000 | $8,411 | 1.2% | $1.00 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | CYPRESS SEMICONDUCTOR CORP | 8,609,000 | $8,254 | 1.2% | $0.96 | — | NOTE 2.000% 2/0 | 232806AP4 |
| — | CITRIX SYS INC | 5,420,000 | $7,709 | 1.1% | $1.09 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | RTI INTL METALS INC | 7,548,000 | $7,529 | 1.1% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,194,000 | $7,427 | 1.1% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | ILLUMINA INC | 5,429,000 | $7,154 | 1.0% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | LUMENTUM HLDGS INC | 6,802,000 | $6,858 | 1.0% | $1.25 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | TERADYNE INC | 5,560,000 | $6,606 | 1.0% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CHESAPEAKE ENERGY CORP | 8,159,000 | $6,587 | 1.0% | $0.86 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | OSI SYSTEMS INC | 6,935,000 | $6,463 | 0.9% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | NATIONAL HEALTH INVS INC | 5,454,000 | $5,998 | 0.9% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | JAZZ INVESTMENTS I LTD | 6,603,000 | $5,995 | 0.9% | $1.00 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | CHINA LODGING GROUP LTD | 5,925,000 | $5,810 | 0.8% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | NICE SYS INC | 4,065,000 | $5,574 | 0.8% | $1.24 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | VERSO CORP | 248,420 | $5,565 | 0.8% | $23.83 | — | CL A | 92531L207 |
| — | VIPSHOP HLDGS LTD | 5,270,000 | $5,204 | 0.8% | $0.99 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | NUANCE COMMUNICATIONS INC | 5,951,000 | $5,184 | 0.8% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | OASIS PETE INC NEW | 5,623,000 | $4,957 | 0.7% | $1.08 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ZILLOW GROUP INC | 4,951,000 | $4,836 | 0.7% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | NABORS INDS INC NEW | 7,730,000 | $4,786 | 0.7% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | NXP SEMICONDUCTORS N V | 4,734,000 | $4,748 | 0.7% | $1.00 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | NEUROCRINE BIOSCIENCES INC | 3,917,000 | $4,686 | 0.7% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | TRANSOCEAN INC | 4,827,000 | $4,585 | 0.7% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | PDC ENERGY INC | 5,017,000 | $4,471 | 0.7% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | MOLINA HEALTHCARE INC | 1,527,000 | $4,347 | 0.6% | $2.43 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | SPIRIT RLTY CAP INC NEW | 4,323,000 | $4,322 | 0.6% | $1.01 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,985,000 | $4,277 | 0.6% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | GOODRICH PETE CORP | 309,178 | $4,174 | 0.6% | $12.15 | — | COM PAR | 382410843 |
| — | SM ENERGY CO | 4,093,000 | $3,825 | 0.6% | $1.07 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | DEXCOM INC | 2,721,000 | $3,677 | 0.5% | $1.54 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | ANTHEM INC | 967,000 | $3,501 | 0.5% | $2.43 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,480,000 | $3,467 | 0.5% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | TESLA INC | 2,815,000 | $3,423 | 0.5% | $1.06 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | NAVISTAR INTL CORP NEW | 3,334,000 | $3,334 | 0.5% | $0.97 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,829,000 | $3,248 | 0.5% | $0.90 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | MICRON TECHNOLOGY INC | 2,585,000 | $2,872 | 0.4% | $1.26 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | HUBSPOT INC | 1,909,000 | $2,734 | 0.4% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | INTERDIGITAL INC | 2,594,000 | $2,732 | 0.4% | $1.19 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | ALZA CORP | 1,455,000 | $2,575 | 0.4% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | ENSCO JERSEY FIN LTD | 3,764,000 | $2,498 | 0.4% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | RED HAT INC | 977,000 | $2,325 | 0.3% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | AVAYA HLDGS CORP | 158,056 | $2,301 | 0.3% | $22.14 | — | COM | 05351X101 |
| — | WAYFAIR INC | 2,105,000 | $2,271 | 0.3% | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | WEATHERFORD INTL LTD | 3,219,000 | $2,050 | 0.3% | $0.98 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,269,000 | $1,969 | 0.3% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | ADVANCED MICRO DEVICES INC | 719,000 | $1,750 | 0.3% | $1.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | CAESARS ENTMT CORP | 1,301,000 | $1,618 | 0.2% | $1.93 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | EURONET WORLDWIDE INC | 993,000 | $1,413 | 0.2% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | WRIGHT MED GROUP INC | 1,329,000 | $1,407 | 0.2% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |