Q2 2020 Holdings
Filed 2020-08-11 | 90 holdings | $928.4K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↑ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Kaman Corp | NOTE 3.250% 5/0 | 483548AF0 | $21 | $22,000 | 0.0% |
| Arbor Rlty TR Inc | NOTE 5.250% 7/0 | 038923AH1 | $22 | $23,000 | 0.0% |
| Sandisk Corp | NOTE 0.500%10/1 | 80004CAF8 | $26 | $30,000 | 0.0% |
| HCI Group Inc | NOTE 4.250% 3/0 | 40416EAD5 | $114 | $113,000 | 0.0% |
| Isis Pharmaceuticals Inc del | NOTE 1.000%11/1 | 464337AJ3 | $499 | $451,000 | 0.1% |
| Nuvasive Inc | NOTE 2.250% 3/1 | 670704AG0 | $533 | $481,000 | 0.1% |
| Iqiyi Inc | NOTE 3.750%12/0 | 46267XAB4 | $592 | $536,000 | 0.1% |
| Five9 Inc | NOTE 0.125% 5/0 | 338307AB7 | $678 | $252,000 | 0.1% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AD6 | $806 | $360,000 | 0.1% |
| Servicenow Inc | NOTE 6/0 | 81762PAC6 | $978 | $326,000 | 0.1% |
| SM Energy Co | NOTE 1.500% 7/0 | 78454LAM2 | $1.5K | $1,600,000 | 0.2% |
| Penn Natl Gaming Inc | NOTE 2.750% 5/1 | 707569AU3 | $1.5K | $1,000,000 | 0.2% |
| ON Semiconductor Corp | NOTE 1.000%12/0 | 682189AK1 | $1.6K | $1,382,000 | 0.2% |
| China Lodging Group LTD | NOTE 0.375%11/0 | 16949NAC3 | $1.7K | $1,655,000 | 0.2% |
| Teradyne Inc | NOTE 1.250%12/1 | 880770AG7 | $1.7K | $647,000 | 0.2% |
| Bilibili Inc | NOTE 1.375% 4/0 | 090040AB2 | $1.9K | $975,000 | 0.2% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $2.0K | $2,202,000 | 0.2% |
| Insulet Corp | NOTE 1.375%11/1 | 45784PAH4 | $2.1K | $977,000 | 0.2% |
| Verint SYS Inc | NOTE 1.500% 6/0 | 92343XAA8 | $2.2K | $2,237,000 | 0.2% |
| Coupa Software Inc | NOTE 0.125% 6/1 | 22266LAC0 | $2.3K | $1,250,000 | 0.2% |
| II-VI Inc | NOTE 0.250% 9/0 | 902104AB4 | $2.4K | $2,000,000 | 0.3% |
| Macquarie Infrastructure COR | NOTE 2.000%10/0 | 55608BAB1 | $2.4K | $2,758,000 | 0.3% |
| Repligen Corp | NOTE 0.375% 7/1 | 759916AB5 | $2.7K | $2,103,000 | 0.3% |
| Alza Corp | SDCV 7/2 | 02261WAB5 | $2.7K | $1,385,000 | 0.3% |
| OSI Systems Inc | NOTE 1.250% 9/0 | 671044AD7 | $2.8K | $2,833,000 | 0.3% |
| Weibo Corp | NOTE 1.250%11/1 | 948596AC5 | $2.9K | $3,083,000 | 0.3% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $3.0K | $2,019,000 | 0.3% |
| Altair Engr Inc | NOTE 0.250% 6/0 | 021369AA1 | $3.3K | $3,070,000 | 0.4% |
| Wellpoint Inc | NOTE 2.750%10/1 | 94973VBG1 | $3.3K | $890,000 | 0.4% |
| J2 Global Inc | NOTE 3.250% 6/1 | 48123VAC6 | $3.3K | $3,000,000 | 0.4% |
| Zillow Group Inc | NOTE 1.500% 7/0 | 98954MAC5 | $3.3K | $3,167,000 | 0.4% |
| Liberty Media Corp del | NOTE 1.375%10/1 | 531229AB8 | $3.5K | $3,268,000 | 0.4% |
| Supernus Pharmaceuticals Inc | NOTE 0.625% 4/0 | 868459AD0 | $3.6K | $3,999,000 | 0.4% |
| Docusign Inc | NOTE 0.500% 9/1 | 256163AB2 | $4.4K | $1,780,000 | 0.5% |
| Vonage Hldgs Corp | NOTE 1.750% 6/0 | 92886TAJ1 | $4.5K | $4,797,000 | 0.5% |
| Spirit Rlty Cap Inc New | NOTE 3.750% 5/1 | 84860WAB8 | $4.6K | $4,614,000 | 0.5% |
| Twilio Inc | NOTE 0.250% 6/0 | 90138FAB8 | $4.7K | $1,476,000 | 0.5% |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | $4.7K | $2,516,000 | 0.5% |
| Q2 Hldgs Inc | NOTE 0.750% 6/0 | 74736LAD1 | $4.7K | $4,087,000 | 0.5% |
| Priceline GRP Inc | NOTE 0.900% 9/1 | 741503AX4 | $4.7K | $4,444,000 | 0.5% |
| Guess Inc | NOTE 2.000% 4/1 | 401617AD7 | $5.2K | $7,695,000 | 0.6% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $5.4K | $4,446,000 | 0.6% |
| Ares Capital Corp | NOTE 4.625% 3/0 | 04010LAW3 | $6.1K | $6,160,000 | 0.7% |
| Mercadolibre Inc | NOTE 2.000% 8/1 | 58733RAD4 | $6.4K | $2,744,000 | 0.7% |
| Conmed Corp | NOTE 2.625% 2/0 | 207410AF8 | $6.5K | $6,126,000 | 0.7% |
| Greenbrier COS Inc | NOTE 2.875% 2/0 | 393657AK7 | $6.6K | $7,846,000 | 0.7% |
| Blackstone MTG TR Inc | NOTE 4.375% 5/0 | 09257WAB6 | $6.6K | $7,000,000 | 0.7% |
| Liberty Media Corp del | NOTE 1.000% 1/3 | 531229AF9 | $6.9K | $6,225,000 | 0.7% |
| Dexcom Inc | NOTE 0.750%12/0 | 252131AH0 | $6.9K | $2,751,000 | 0.7% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $6.9K | $4,101,000 | 0.7% |