CIK: 0001165830 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 11, 2017
Total Value ($000): $370,042 (2.0% shares, 98.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 19,183,000 | $25,070 | 6.8% | $1.18 | — | SDCV 12/1 | 458140AD2 |
| — | ANTHEM INC | 9,326,000 | $24,020 | 6.5% | $2.06 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PRICELINE GRP INC | 20,963,000 | $24,003 | 6.5% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ILLUMINA INC | 21,364,000 | $21,578 | 5.8% | $1.16 | — | NOTE 6/1 | 452327AF6 |
| — | ARES CAP CORP | 19,868,000 | $20,141 | 5.4% | $1.14 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | JEFFERIES GROUP INC NEW | 19,687,000 | $19,761 | 5.3% | $1.05 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | LAM RESEARCH CORP | 8,014,000 | $18,703 | 5.1% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | RED HAT INC | 13,526,000 | $18,674 | 5.0% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MACQUARIE INFRASTRUCTURE COR | 15,216,000 | $16,814 | 4.5% | $1.13 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ALZA CORP | 7,839,000 | $14,233 | 3.8% | $1.42 | — | SDCV 7/2 | 02261WAB5 |
| — | OLD REP INTL CORP | 11,196,000 | $14,170 | 3.8% | $1.23 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | NEWMONT MINING CORP | 13,567,000 | $13,559 | 3.7% | $1.05 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | PROSPECT CAPITAL CORPORATION | 10,791,000 | $11,142 | 3.0% | $1.05 | — | NOTE 5.875% 1/1 | 74348TAM4 |
| — | FIDELITY NATIONAL FINANCIAL | 4,400,000 | $11,063 | 3.0% | $1.66 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | NOVELLUS SYS INC | 2,583,000 | $10,782 | 2.9% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SPIRIT RLTY CAP INC NEW | 10,844,000 | $10,742 | 2.9% | $1.08 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TORONTO DOMINION BK ONT | 10,470,000 | $10,388 | 2.8% | $1.00 | — | NOTE 3.625% 9/1 | 891160MJ9 |
| — | PROSPECT CAPITAL CORPORATION | 10,233,000 | $10,259 | 2.8% | $0.90 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | RPM INTL INC | 8,395,000 | $9,906 | 2.7% | $1.48 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | AMERICAN RLTY CAP PPTYS INC | 9,461,000 | $9,502 | 2.6% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,472,000 | $8,014 | 2.2% | $1.25 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | PROSPECT CAPITAL CORPORATION | 6,313,000 | $6,471 | 1.7% | $0.99 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | CITRIX SYS INC | 5,040,000 | $6,051 | 1.6% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | SPIRIT RLTY CAP INC NEW | 6,073,000 | $6,027 | 1.6% | $1.12 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | ARES CAP CORP | 4,711,000 | $4,849 | 1.3% | $1.04 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,364,000 | $4,489 | 1.2% | $1.03 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | MACQUARIE INFRASTRUCTURE COR | 4,362,000 | $4,343 | 1.2% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | WELLS FARGO CO NEW | 3,299 | $4,326 | 1.2% | $1186.84 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 2,770,000 | $4,068 | 1.1% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BANK AMER CORP | 2,287 | $2,892 | 0.8% | $1080.28 | — | 7.25%CNV PFD L | 060505682 |
| — | DANAHER CORP DEL | 569,000 | $1,834 | 0.5% | $2.26 | — | NOTE 1/2 | 235851AF9 |
| — | TOLL BROS FIN CORP | 986,000 | $984 | 0.3% | $1.05 | — | NOTE 0.500% 9/1 | 88947EAM2 |
| — | ON SEMICONDUCTOR CORP | 814,000 | $845 | 0.2% | $0.89 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | BROCADE COMMUNICATIONS SYS I | 334,000 | $339 | 0.1% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |