CIK: 0001165830 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: Apr 15, 2021
Total Value ($000): $247,744 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WESTERN DIGITAL CORP. | 27,493,000 | $28,081 | 11.3% | $0.94 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | PROSPECT CAP CORP | 24,212,000 | $24,788 | 10.0% | $0.96 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | ARES CAPITAL CORP | 22,738,000 | $23,393 | 9.4% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SOUTHWEST AIRLS CO | 13,427,000 | $23,052 | 9.3% | $1.25 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | FORTIVE CORP | 22,711,000 | $23,023 | 9.3% | $0.98 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | TPG SPECIALTY LENDING INC | 20,583,000 | $22,281 | 9.0% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | ILLUMINA INC | 18,609,000 | $22,075 | 8.9% | $1.15 | — | NOTE 8/1 | 452327AK5 |
| — | EURONET WORLDWIDE INC | 17,770,000 | $20,247 | 8.2% | $0.97 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | PRICELINE GRP INC | 16,559,000 | $19,407 | 7.8% | $1.04 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | HERCULES CAPITAL INC | 11,932,000 | $12,200 | 4.9% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | TEVA PHARMACEUTICAL FIN LLC | 12,028,000 | $12,004 | 4.8% | $1.00 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | AKAMAI TECHNOLOGIES INC | 8,701,000 | $10,523 | 4.2% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SPIRIT RLTY CAP INC NEW | 3,365,000 | $3,424 | 1.4% | $1.05 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | TWITTER INC | 2,684,000 | $2,783 | 1.1% | $0.98 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | GOLDMAN SACHS BDC INC | 450,000 | $463 | 0.2% | $1.03 | — | NOTE 4.500% 4/0 | 38147UAB3 |