Q4 2019 Holdings
Filed 2020-01-29 | 21 holdings | $249.2K | 13F-HR | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Western Digital Corp | NOTE 1.500% 2/0 | 958102AP0 | $24.2K | 24,760,000 | 9.7% |
| Prospect Capital Corporation | NOTE 4.950% 7/1 | 74348TAR3 | $22.3K | 21,775,000 | 9.0% |
| Priceline GRP Inc | NOTE 0.900% 9/1 | 741503AX4 | $22.1K | 19,188,000 | 8.9% |
| Ares Cap Corp | NOTE 3.750% 2/0 | 04010LAT0 | $22.0K | 21,235,000 | 8.8% |
| Spirit Rlty Cap Inc New | NOTE 3.750% 5/1 | 84860WAB8 | $20.5K | 19,688,000 | 8.2% |
| TPG Specialty Lending Inc | NOTE 4.500% 8/0 | 87265KAD4 | $20.2K | 19,055,000 | 8.1% |
| American Rlty Cap Pptys Inc | NOTE 3.750%12/1 | 02917TAB0 | $17.4K | 17,164,000 | 7.0% |
| Teva Pharmaceutical FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | $14.7K | 15,541,000 | 5.9% |
| Illumina Inc | NOTE 0.500% 6/1 | 452327AH2 | $13.9K | 10,015,000 | 5.6% |
| Hercules Capital Inc | DBCV 4.375% 2/0 | 427096AF9 | $12.7K | 12,415,000 | 5.1% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $11.3K | 10,185,000 | 4.5% |
| Anthem Inc | NOTE 2.750%10/1 | 94973VBG1 | $10.9K | 2,604,000 | 4.4% |
| Illumina Inc | NOTE 8/1 | 452327AK5 | $8.9K | 8,050,000 | 3.6% |
| Macquarie Infrastructure COR | NOTE 2.000%10/0 | 55608BAB1 | $8.0K | 8,362,000 | 3.2% |
| Alza Corp | SDCV 7/2 | 02261WAB5 | $7.7K | 3,864,000 | 3.1% |
| Wells Fargo Co New(WFC) | PERP PFD CNV A | 949746804 | $4.0K | 2,765 | 1.6% |
| Bank Amer Corp(BAC) | 7.25%CNV PFD L | 060505682 | $3.6K | 2,457 | 1.4% |
| Twitter Inc | NOTE 1.000% 9/1 | 90184LAD4 | $2.2K | 2,215,000 | 0.9% |
| ON Semiconductor Corp | NOTE 1.000%12/0 | 682189AK1 | $1.0K | 754,000 | 0.4% |
| Nabors Inds Inc New | NOTE 0.750% 1/1 | 62957HAB1 | $943 | 1,265,000 | 0.4% |
| Danaher Corporation | DBCV 1/2 | 235851AF9 | $667 | 114,000 | 0.3% |