Q3 2020 Holdings
Filed 2020-10-06 | 1230 holdings | $49.0M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↑ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Redwood Trust Inc | NOTE 4.750% 8/1 | 758075AC9 | $31 | $34,000 | 0.0% |
| MFA Financial Inc | NOTE 6.250% 6/1 | 55272XAA0 | $35 | $37,000 | 0.0% |
| Nuance Communications | NOTE 1.250% 4/0 | 67020YAN0 | $46 | $26,000 | 0.0% |
| Guess Inc | None | 401617AD7 | $47 | $59,000 | 0.0% |
| BlackRock Capital Invest | None | 092533AC2 | $49 | $50,000 | 0.0% |
| CSG Systems Internationa | NOTE 4.250% 3/1 | 126349AF6 | $49 | $47,000 | 0.0% |
| Macquarie Infrastructure | NOTE 2.000%10/0 | 55608BAB1 | $50 | $55,000 | 0.0% |
| Dish Network Corp | NOTE 3.375% 8/1 | 25470MAB5 | $59 | $64,000 | 0.0% |
| AIR Transport Services G | NOTE 1.125%10/1 | 00922RAB1 | $60 | $57,000 | 0.0% |
| Inseego Corp | None | 45782BAD6 | $60 | $62,000 | 0.0% |
| Liberty Media Corp(SIRIEUR) | COM | 82968B103 | $63 | 11,761 | 0.0% |
| Ford Motor Co(F) | COM | 345370860 | $70 | 10,602 | 0.0% |
| Legg Mason Partners Fund Advisor LLC(MHF) | COM | 95766N103 | $77 | 10,300 | 0.0% |
| Cleveland-Cliffs Inc | DBCV 1.500% 1/1 | 185899AA9 | $82 | $79,000 | 0.0% |
| Spirit Airlines Inc | None | 848577AA0 | $84 | $58,000 | 0.0% |
| Cree Inc | NOTE 0.875% 9/0 | 225447AB7 | $84 | $68,000 | 0.0% |
| Retail Properties of America I | CL A | 76131V202 | $84 | 14,469 | 0.0% |
| Nuance Communications | DBCV 1.000%12/1 | 67020YAK6 | $86 | $59,000 | 0.0% |
| Exact Sciences Corp | NOTE 1.000% 1/1 | 30063PAA3 | $87 | $56,000 | 0.0% |
| II-VI Inc | NOTE 0.250% 9/0 | 902104AB4 | $90 | $80,000 | 0.0% |
| Ringcentral Inc | NOTE 3/1 | 76680RAD9 | $91 | $27,000 | 0.0% |
| Insmed Inc | NOTE 1.750% 1/1 | 457669AA7 | $93 | $86,000 | 0.0% |
| Insulet Corporation | NOTE 1.375%11/1 | 45784PAH4 | $95 | $37,000 | 0.0% |
| Western Digital Corp | NOTE 1.500% 2/0 | 958102AP0 | $95 | $100,000 | 0.0% |
| KBR Inc | NOTE 2.500%11/0 | 48242WAB2 | $98 | $87,000 | 0.0% |
| Nice Systems Inc | NOTE 1.250% 1/1 | 65366HAB9 | $98 | $36,000 | 0.0% |
| Atlas AIR Worldwide Hldg | None | 049164BJ4 | $99 | $82,000 | 0.0% |
| SSR Mining Inc | None | 784730AB9 | $100 | $76,000 | 0.0% |
| Yamana Gold Inc | COM | 98462Y100 | $104 | 18,242 | 0.0% |
| Exact Sciences Corp | NOTE 0.375% 3/1 | 30063PAB1 | $107 | $91,000 | 0.0% |
| Zynga Inc(ZNGAEUR) | CL A | 98986T108 | $110 | 12,095 | 0.0% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $116 | $52,000 | 0.0% |
| Liberty Media Corp | NOTE 1.375%10/1 | 531229AB8 | $121 | $111,000 | 0.0% |
| Joyy Inc | None | 98426TAF3 | $131 | $122,000 | 0.0% |
| Inphi Corp | NOTE 0.750% 9/0 | 45772FAC1 | $137 | $68,000 | 0.0% |
| Coupa Software Inc | None | 22266LAC0 | $138 | $76,000 | 0.0% |
| Realogy Holdings Corp | COM | 75605Y106 | $138 | 14,643 | 0.0% |
| Meritor Inc | NOTE 3.250%10/1 | 59001KAF7 | $140 | $135,000 | 0.0% |
| Huntington Bancshares Inc(HBAN) | COM | 446150104 | $141 | 15,380 | 0.0% |
| Q2 Holdings Inc | None | 74736LAD1 | $142 | $116,000 | 0.0% |
| Live Nation Entertainmen | NOTE 2.500% 3/1 | 538034AQ2 | $143 | $128,000 | 0.0% |
| Repligen Corp | NOTE 0.375% 7/1 | 759916AB5 | $147 | $103,000 | 0.0% |
| Prospect Capital Corp | NOTE 6.375% 3/0 | 74348TAT9 | $148 | $145,000 | 0.0% |
| Dynavax Technologies Corp(DVAX) | COM NEW | 268158201 | $151 | 34,965 | 0.0% |
| TechnipFMC PLC(FTI) | COM | G87110105 | $157 | 24,827 | 0.0% |
| Euronet Worldwide Inc | NOTE 0.750% 3/1 | 298736AL3 | $158 | $165,000 | 0.0% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $160 | $116,000 | 0.0% |
| Splunk Inc | NOTE 0.500% 9/1 | 848637AC8 | $164 | $118,000 | 0.0% |
| Murphy Oil Corp(MUR) | COM | 626717102 | $164 | 18,433 | 0.0% |
| Penn Natl Gaming Inc | None | 707569AU3 | $167 | $52,000 | 0.0% |