CIK: 0001165830 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 5, 2021
Total Value ($000): $271,105 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PROSPECT CAP CORP | 24,212,000 | $24,788 | 9.1% | $0.96 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| — | WESTERN DIGITAL CORP. | 22,400,000 | $23,926 | 8.8% | $0.94 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ARES CAPITAL CORP | 22,738,000 | $23,761 | 8.8% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | TPG SPECIALTY LENDING INC | 20,583,000 | $23,710 | 8.7% | $1.02 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | ILLUMINA INC | 18,609,000 | $23,424 | 8.6% | $1.15 | — | NOTE 8/1 | 452327AK5 |
| — | EURONET WORLDWIDE INC | 20,220,000 | $23,026 | 8.5% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | PIONEER NAT RES CO | 14,294,000 | $22,806 | 8.4% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | FORTIVE CORP | 22,711,000 | $22,768 | 8.4% | $0.98 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | BOOKING HOLDINGS INC | 15,216,000 | $21,515 | 7.9% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SOUTHWEST AIRLS CO | 13,427,000 | $20,334 | 7.5% | $1.25 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | HERCULES CAPITAL INC | 11,932,000 | $12,634 | 4.7% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | TEVA PHARMACEUTICAL FIN LLC | 12,028,000 | $11,848 | 4.4% | $1.00 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | AKAMAI TECHNOLOGIES INC | 8,701,000 | $11,372 | 4.2% | $1.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BLACKROCK TCP CAPITAL CORP | 3,852,000 | $3,924 | 1.4% | $1.02 | — | NOTE 4.625% 3/0 | 87238QAD5 |
| — | BLACKROCK CAP INVT CORP | 800,000 | $808 | 0.3% | $1.01 | — | NOTE 5.000% 6/1 | 092533AC2 |
| — | GOLDMAN SACHS BDC INC | 450,000 | $461 | 0.2% | $1.03 | — | NOTE 4.500% 4/0 | 38147UAB3 |