CIK: 0001275228 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 14, 2019
Total Value ($000): $778,044 (1.3% shares, 98.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIVE NATION ENTERTAINMENT IN | 25,018,000 | $28,911 | 3.7% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,885,000 | $26,548 | 3.4% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MERITOR INC | 26,064,000 | $25,147 | 3.2% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BLACKSTONE MTG TR INC | 23,415,000 | $23,712 | 3.0% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MARRIOTT VACTINS WORLDWID CO | 24,694,000 | $23,569 | 3.0% | $0.87 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | VERINT SYS INC | 21,043,000 | $23,289 | 3.0% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | DISH NETWORK CORP | 25,342,000 | $21,591 | 2.8% | $1.05 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | CTRIP COM INTL LTD | 18,741,000 | $21,248 | 2.7% | $1.09 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | SPIRIT RLTY CAP INC NEW | 19,801,000 | $19,814 | 2.5% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | MICROCHIP TECHNOLOGY INC | 17,768,000 | $19,550 | 2.5% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 13,006,000 | $18,428 | 2.4% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 18,405,000 | $18,094 | 2.3% | $0.85 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ARES CAP CORP | 17,825,000 | $17,816 | 2.3% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SILICON LABORATORIES INC | 15,289,000 | $16,651 | 2.1% | $1.13 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | EXACT SCIENCES CORP | 15,553,000 | $15,907 | 2.0% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | TUTOR PERINI CORP | 16,262,000 | $15,585 | 2.0% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | ROYAL GOLD INC | 15,279,000 | $15,328 | 2.0% | $1.04 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ON SEMICONDUCTOR CORP | 12,161,000 | $15,060 | 1.9% | $0.94 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TESLA INC | 14,196,000 | $14,613 | 1.9% | $0.99 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | COLONY STARWOOD HOMES | 12,576,000 | $14,407 | 1.9% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | PRICELINE GRP INC | 10,604,000 | $14,367 | 1.8% | $1.50 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ZENDESK INC | 9,329,000 | $13,632 | 1.8% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | JAZZ INVESTMENTS I LTD | 12,967,000 | $12,737 | 1.6% | $0.99 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NUVASIVE INC | 11,019,000 | $12,296 | 1.6% | $1.26 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | GOODRICH PETE CORP | 12,000,000 | $12,255 | 1.6% | $1.10 | — | DEBT 13.500% 8/3 | 382410AR9 |
| — | NUANCE COMMUNICATIONS INC | 11,934,000 | $11,868 | 1.5% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | STARWOOD PPTY TR INC | 11,611,000 | $11,552 | 1.5% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | ZILLOW GROUP INC | 12,527,000 | $11,472 | 1.5% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | DYCOM INDS INC | 12,243,000 | $11,326 | 1.5% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | GREENBRIER COS INC | 11,529,000 | $11,095 | 1.4% | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | ARES CAP CORP | 10,561,000 | $10,535 | 1.4% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,379,000 | $9,994 | 1.3% | $1.00 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NXP SEMICONDUCTORS N V | 9,698,000 | $9,955 | 1.3% | $1.02 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | LUMENTUM HLDGS INC | 7,158,000 | $8,462 | 1.1% | $1.25 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | CHESAPEAKE ENERGY CORP | 9,016,000 | $8,377 | 1.1% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,247,000 | $8,135 | 1.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SUPERNUS PHARMACEUTICALS INC | 8,234,000 | $8,015 | 1.0% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | RTI INTL METALS INC | 7,904,000 | $7,823 | 1.0% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | RINGCENTRAL INC | 5,459,000 | $7,808 | 1.0% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | SERVICENOW INC | 4,102,000 | $7,609 | 1.0% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | TESLA INC | 6,932,000 | $7,582 | 1.0% | $1.08 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | OSI SYSTEMS INC | 7,279,000 | $7,397 | 1.0% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | ILLUMINA INC | 5,185,000 | $7,036 | 0.9% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | NATIONAL HEALTH INVS INC | 5,810,000 | $6,674 | 0.9% | $1.04 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | CYPRESS SEMICONDUCTOR CORP | 6,490,000 | $6,670 | 0.9% | $0.96 | — | NOTE 2.000% 2/0 | 232806AP4 |
| — | NICE SYS INC | 4,336,000 | $6,636 | 0.9% | $1.26 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | HERBALIFE LTD | 6,264,000 | $6,634 | 0.9% | $1.06 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | JAZZ INVESTMENTS I LTD | 6,350,000 | $6,452 | 0.8% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CHINA LODGING GROUP LTD | 5,336,000 | $6,146 | 0.8% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | TERADYNE INC | 4,250,000 | $5,949 | 0.8% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | NABORS INDS INC NEW | 7,984,000 | $5,714 | 0.7% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | NEUROCRINE BIOSCIENCES INC | 4,121,000 | $5,579 | 0.7% | $1.44 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | OASIS PETE INC NEW | 5,929,000 | $5,550 | 0.7% | $1.07 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ZILLOW GROUP INC | 5,307,000 | $5,441 | 0.7% | $1.10 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | VERSO CORP | 248,420 | $5,321 | 0.7% | $23.83 | — | CL A | 92531L207 |
| — | TRANSOCEAN INC | 4,696,000 | $5,260 | 0.7% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | MOLINA HEALTHCARE INC | 1,449,000 | $5,040 | 0.6% | $2.43 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | PDC ENERGY INC | 5,230,000 | $4,896 | 0.6% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,297,000 | $4,681 | 0.6% | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | NUTANIX INC | 4,139,000 | $4,413 | 0.6% | $1.07 | — | NOTE 1/1 | 67059NAB4 |
| — | SM ENERGY CO | 4,341,000 | $4,075 | 0.5% | $1.06 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,622,000 | $4,069 | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ANTHEM INC | 967,000 | $3,842 | 0.5% | $2.43 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,147,000 | $3,685 | 0.5% | $0.89 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | NUANCE COMMUNICATIONS INC | 3,620,000 | $3,395 | 0.4% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | EXACT SCIENCES CORP | 2,431,000 | $3,324 | 0.4% | $0.90 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | OKTA INC | 1,818,000 | $3,291 | 0.4% | $1.81 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | Q2 HLDGS INC | 2,375,000 | $3,117 | 0.4% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | RESTORATION HARDWARE HLDGS I | 3,000,000 | $3,025 | 0.4% | $1.01 | — | NOTE 6/1 | 761283AD2 |
| — | ALZA CORP | 1,455,000 | $2,801 | 0.4% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | INTERDIGITAL INC | 2,597,000 | $2,722 | 0.3% | $1.19 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | AVAYA HLDGS CORP | 158,056 | $2,660 | 0.3% | $22.14 | — | COM | 05351X101 |
| — | ENSCO JERSEY FIN LTD | 3,159,000 | $2,444 | 0.3% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | RED HAT INC | 977,000 | $2,429 | 0.3% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | GOODRICH PETE CORP | 155,539 | $2,115 | 0.3% | $12.15 | — | COM PAR | 382410843 |
| — | HUBSPOT INC | 1,157,000 | $2,091 | 0.3% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | CAESARS ENTMT CORP | 1,328,000 | $1,891 | 0.2% | $1.92 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | ADVANCED MICRO DEVICES INC | 545,000 | $1,782 | 0.2% | $1.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | DEXCOM INC | 927,000 | $1,247 | 0.2% | $1.54 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | WAYFAIR INC | 227,000 | $348 | 0.0% | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | SANDISK CORP | 30,000 | $26 | 0.0% | $0.87 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | RESTORATION HARDWARE HLDGS I | 12,000 | $13 | 0.0% | $1.08 | — | DBCV 7/1 | 761283AC4 |