Location: Boston, MA
CIK: 0001165830 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Jan 15, 2021
Total Value: $273M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WESTERN DIGITAL CORP. | 28,821,000 | $28.65M | 10.5% | $0.94 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SOUTHWEST AIRLS CO | 17,347,000 | $25.2M | 9.2% | $1.25 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PROSPECT CAP CORP | 24,212,000 | $24.79M | 9.1% | $0.96 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | FORTIVE CORP | 22,931,000 | $23.59M | 8.7% | $0.98 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | ARES CAPITAL CORP | 22,738,000 | $23.31M | 8.5% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | TPG SPECIALTY LENDING INC | 20,583,000 | $22.2M | 8.1% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | PRICELINE GRP INC | 18,334,000 | $21.25M | 7.8% | $1.04 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | EURONET WORLDWIDE INC | 17,770,000 | $20.09M | 7.4% | $0.97 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | TEVA PHARMACEUTICAL FIN LLC | 14,775,000 | $14.7M | 5.4% | $1.00 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | HERCULES CAPITAL INC | 11,932,000 | $12.25M | 4.5% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | ILLUMINA INC | 8,117,000 | $11.86M | 4.4% | $1.51 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | WELLPOINT INC | 2,498,000 | $11.19M | 4.1% | $2.91 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | AKAMAI TECHNOLOGIES INC | 8,701,000 | $10.77M | 4.0% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ILLUMINA INC | 7,589,000 | $8.554M | 3.1% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | MACQUARIE INFRASTRUCTURE COR | 8,128,000 | $8.087M | 3.0% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | SPIRIT RLTY CAP INC NEW | 3,365,000 | $3.411M | 1.3% | $1.05 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TWITTER INC | 2,684,000 | $2.732M | 1.0% | $0.98 | — | NOTE 1.000% 9/1 | 90184LAD4 |