CIK: 0001165830 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 12, 2019
Total Value ($000): $206,000 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PRICELINE GRP INC | 20,163,000 | $23,000 | 11.2% | $1.03 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ARES CAP CORP | 21,400,000 | $22,000 | 10.7% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SPIRIT RLTY CAP INC NEW | 19,833,000 | $20,000 | 9.7% | $1.05 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | ANTHEM INC | 4,851,000 | $19,000 | 9.2% | $2.06 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | AMERICAN RLTY CAP PPTYS INC | 16,414,000 | $17,000 | 8.3% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | TPG SPECIALTY LENDING INC | 16,700,000 | $17,000 | 8.3% | $1.01 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | NOVELLUS SYS INC | 2,498,000 | $14,000 | 6.8% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ALZA CORP | 7,339,000 | $14,000 | 6.8% | $1.42 | — | SDCV 7/2 | 02261WAB5 |
| — | TEVA PHARMACEUTICAL FIN LLC | 15,589,000 | $14,000 | 6.8% | $1.00 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | ILLUMINA INC | 8,300,000 | $13,000 | 6.3% | $1.53 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | HERCULES CAPITAL INC | 11,719,000 | $12,000 | 5.8% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | PROSPECT CAPITAL CORPORATION | 10,700,000 | $11,000 | 5.3% | $0.99 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | MACQUARIE INFRASTRUCTURE COR | 8,362,000 | $7,000 | 3.4% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | DANAHER CORPORATION | 264,000 | $1,000 | 0.5% | $2.26 | — | DBCV 1/2 | 235851AF9 |
| — | ON SEMICONDUCTOR CORP | 814,000 | $1,000 | 0.5% | $0.89 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | NABORS INDS INC NEW | 1,375,000 | $1,000 | 0.5% | $0.78 | — | NOTE 0.750% 1/1 | 62957HAB1 |