CIK: 0001697366 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Jan 25, 2018
Total Value ($000): $267,583 (37.8% shares, 62.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Red Hat Inc | 8,749,000 | $14,392 | 5.4% | $1.27 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | Citrix Systems Inc | 10,520,000 | $13,604 | 5.1% | $1.29 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | Becton Dickinson and Co | 221,494 | $12,884 | 4.8% | $54.95 | — | PFD SHS CONV A | 075887208 |
| — | Wells Fargo & Co | 8,695 | $11,390 | 4.3% | $1191.87 | — | PERP PFD CNV A | 949746804 |
| — | Dominion Resources Inc/VA | 218,800 | $11,305 | 4.2% | $50.27 | — | UNIT 08/15/2019 | 25746U836 |
| — | Anthem Inc | 199,861 | $11,192 | 4.2% | $50.09 | — | UNIT 05/01/20188 | 036752202 |
| — | Novellus Systems Inc | 1,775,000 | $9,767 | 3.7% | $2.39 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VEREIT Inc | 7,830,000 | $8,040 | 3.0% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | Illumina Inc | 6,716,000 | $7,937 | 3.0% | $1.09 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | DTE Energy Co | 142,500 | $7,775 | 2.9% | $53.35 | — | UNIT 99/99/9999 | 233331883 |
| — | Stanley Black & Decker Inc | 63,350 | $7,762 | 2.9% | $108.15 | — | UNIT 05/15/2020 | 854502887 |
| — | Fidelity National Financial Inc | 2,469,000 | $7,551 | 2.8% | $2.09 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | Intel Corp | 3,380,000 | $7,508 | 2.8% | $1.60 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | Welltower Inc | 122,490 | $7,334 | 2.7% | $63.40 | — | 6.50% PFD PREPET | 95040Q203 |
| — | Prospect Capital Corp | 7,015,000 | $7,133 | 2.7% | $1.02 | — | NOTE 5.750% 3/1 | 74348TAL6 |
| — | NextEra Energy Inc | 99,850 | $6,960 | 2.6% | $58.45 | — | UNIT 08/31/2018 | 65339F846 |
| — | Prospect Capital Corp | 6,800,000 | $6,834 | 2.6% | $1.01 | — | NOTE 5.750% 3/1 | 74348TAQ5 |
| — | Macquarie Infrastructure Corp | 6,194,000 | $6,384 | 2.4% | $1.11 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | VEREIT Inc | 5,750,000 | $5,750 | 2.1% | $1.00 | — | NOTE 3.750%12/1 | 02917TAA2 |
| — | Illumina Inc | 5,210,000 | $5,653 | 2.1% | $1.05 | — | NOTE 0.500% 6/1 | 452327AF6 |
| — | Jefferies Group LLC | 5,530,000 | $5,530 | 2.1% | $1.02 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | Priceline Group Inc/The | 3,600,000 | $4,964 | 1.9% | $1.20 | — | NOTE 1.000% 3/1 | 741503AS5 |
| — | TPG Specialty Lending Inc | 4,735,000 | $4,868 | 1.8% | $1.03 | — | NOTE 4.500%12/1 | 87265KAB8 |
| — | Spirit Realty Capital Inc | 4,640,000 | $4,808 | 1.8% | $1.02 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | Old Republic International Corp | 3,437,000 | $4,765 | 1.8% | $1.30 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | Priceline Group Inc/The | 2,512,000 | $4,606 | 1.7% | $1.88 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | FireEye Inc | 4,660,000 | $4,258 | 1.6% | $0.90 | — | COM | 31816QAD3 |
| — | ALZA Corp | 1,991,000 | $3,819 | 1.4% | $1.63 | — | SDCV 7/2 | 02261WAB5 |
| — | Allegheny Technologies Inc | 1,685,000 | $3,117 | 1.2% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | BioMarin Pharmaceutical Inc | 3,030,000 | $3,019 | 1.1% | $1.00 | — | NOTE 1.500%10/1 | 09061GAH4 |
| — | BlackRock Capital Investment Corp | 2,600,000 | $2,694 | 1.0% | $1.04 | — | NOTE 5.000% 6/1 | 092533AC2 |
| — | Apollo Commercial Real Estate Finance Inc | 2,500,000 | $2,539 | 0.9% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | Danaher Corp | 693,000 | $2,457 | 0.9% | $2.95 | — | DBCV 1/2 | 235851AF9 |
| — | Wayfair Inc | 2,220,000 | $2,317 | 0.9% | $1.04 | — | COM | 94419LAA9 |
| — | Royal Gold Inc | 1,900,000 | $2,038 | 0.8% | $1.03 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | Solarcity Corp | 2,170,000 | $2,014 | 0.8% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | Echo Global Logistics Inc | 1,450,000 | $1,497 | 0.6% | $1.03 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | Ctrip.com International Ltd | 1,250,000 | $1,473 | 0.6% | $1.18 | — | NOTE 1.250%10/1 | 22943FAD2 |
| — | Janus Capital Group Inc | 758,000 | $1,292 | 0.5% | $1.56 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | Pandora Media Inc | 1,275,000 | $1,126 | 0.4% | $0.92 | — | COM | 698354AB3 |
| — | RPM International Inc | 970,000 | $1,120 | 0.4% | $1.21 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | Mellanox Technologies Ltd | 11,885 | $769 | 0.3% | $45.80 | — | COM | M51363113 |
| — | Verint Systems Inc | 780,000 | $758 | 0.3% | $0.97 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | Priceline Group Inc/The | 624,000 | $730 | 0.3% | $1.01 | — | NOTE 1.000% 3/1 | 741503AX4 |
| — | InterXion Holding NV | 10,940 | $645 | 0.2% | $36.67 | — | COM | N47279109 |
| MELI | MercadoLibre Inc | 2,020 | $636 | 0.2% | $260.95 | +3.6% | COM | 58733R102 |
| — | Citrix Systems Inc | 7,070 | $622 | 0.2% | $82.05 | — | NOTE 0.500% 4/1 | 177376100 |
| MPWR | Monolithic Power Systems Inc | 5,413 | $608 | 0.2% | $87.39 | +24.2% | COM | 609839105 |
| AKAM | Akamai Technologies Inc | 8,937 | $581 | 0.2% | $53.96 | +2.6% | COM | 00971T101 |
| — | ETrade Financial Corp | 11,316 | $561 | 0.2% | $35.00 | — | COM | 269246401 |
| — | LendingClub Corp | 135,000 | $558 | 0.2% | $4.13 | — | COM | 52603A109 |
| — | Mimecast Ltd | 19,350 | $555 | 0.2% | $25.06 | — | COM | GB00BYT5J |
| — | Model N Inc | 34,552 | $544 | 0.2% | $8.87 | — | COM | 607525102 |
| QLYS | Qualys Inc | 9,048 | $537 | 0.2% | $39.32 | +43.0% | COM | 74758T303 |
| — | Splunk Inc | 6,422 | $532 | 0.2% | $53.33 | — | COM | 848637104 |
| — | NeoPhotonics Corp | 79,951 | $526 | 0.2% | $9.06 | — | COM | 64051T100 |
| YELP | Yelp Inc | 12,175 | $511 | 0.2% | $37.68 | +18.1% | COM | 985817105 |
| GWRE | Guidewire Software Inc | 6,823 | $507 | 0.2% | $67.64 | +14.2% | COM | 40171V100 |
| ADSK | Autodesk Inc | 4,823 | $506 | 0.2% | $95.00 | +22.7% | COM | 052769106 |
| — | ProofPoint Inc | 5,593 | $497 | 0.2% | $75.89 | — | COM | 743424103 |
| NOW | ServiceNow Inc | 3,733 | $487 | 0.2% | $21.33 | +16.6% | COM | 81762P102 |
| — | SVB Financial Group | 2,072 | $484 | 0.2% | $171.67 | — | COM | 78486Q101 |
| — | Callidus Software Inc | 16,869 | $483 | 0.2% | $21.60 | — | COM | 13123E500 |
| — | Hortonworks Inc | 23,900 | $481 | 0.2% | $20.13 | — | COM | 440894103 |
| — | Apptio Inc | 20,355 | $479 | 0.2% | $14.74 | — | COM | 03835C108 |
| SYNA | Synaptics Inc | 11,935 | $477 | 0.2% | $52.19 | -26.7% | COM | 87157D109 |
| — | Imperva Inc | 11,992 | $476 | 0.2% | $39.46 | — | COM | 45321L100 |
| WIX | Wix.com Ltd | 8,255 | $475 | 0.2% | $61.89 | 0.0% | COM | M98068105 |
| MTSI | MACOM Technology Solutions Holdings Inc | 14,551 | $473 | 0.2% | $38.37 | -5.8% | COM | 55405Y100 |
| AMG | Affiliated Managers Group Inc | 2,285 | $469 | 0.2% | $153.62 | +22.7% | COM | 008252108 |
| — | Talend SA | 12,455 | $467 | 0.2% | $34.80 | — | ADS | 874224207 |
| ETSY | Etsy Inc | 22,777 | $466 | 0.2% | $12.23 | +44.2% | COM | 29786A106 |
| RF | Regions Financial Corp | 26,917 | $465 | 0.2% | $9.10 | +28.2% | COM | 7591EP100 |
| — | Tableau Software Inc | 6,680 | $462 | 0.2% | $52.54 | — | COM | 87336U105 |
| ZION | Zions Bancorporation | 8,942 | $455 | 0.2% | $36.84 | +30.0% | COM | 989701107 |
| — | MINDBODY Inc | 14,914 | $454 | 0.2% | $22.98 | — | COM | 60255W105 |
| — | 2U Inc | 6,990 | $451 | 0.2% | $64.52 | — | COM | 90214J101 |
| KEY | Keycorp | 22,370 | $451 | 0.2% | $12.68 | +3.1% | COM | 493267108 |
| — | Cloudera Inc | 26,980 | $446 | 0.2% | $16.53 | — | COM | 18914U100 |
| W | Wayfair Inc | 5,481 | $440 | 0.2% | $35.95 | +95.4% | COM | 94419L101 |
| RNG | RingCentral Inc | 9,095 | $440 | 0.2% | $38.36 | +18.7% | COM | 76680R206 |
| SHOP | Shopify Inc | 4,349 | $439 | 0.2% | $8.25 | +24.1% | COM | 82509L107 |
| — | Aspen Technology Inc | 6,638 | $439 | 0.2% | $54.76 | — | COM | 045327103 |
| — | Zendesk Inc | 12,872 | $436 | 0.2% | $22.22 | — | COM | 98936J101 |
| PI | Impinj Inc | 19,178 | $432 | 0.2% | $31.91 | -10.1% | COM | 453204109 |
| — | DISH Network Corp | 8,820 | $421 | 0.2% | $56.56 | — | COM | 25470M109 |
| — | Cornerstone OnDemand Inc | 11,778 | $416 | 0.2% | $41.73 | — | COM | 21925Y103 |
| — | New Relic Inc | 6,684 | $386 | 0.1% | $37.54 | — | COM | 64829B100 |
| XYZ | Square Inc | 11,060 | $383 | 0.1% | $21.14 | +73.2% | COM | 852234103 |
| VEEV | Veeva Systems Inc | 5,756 | $318 | 0.1% | $47.80 | +23.2% | COM | 922475108 |
| — | Anadarko Petroleum Corp | 5,433 | $291 | 0.1% | $52.10 | — | COM | 032511107 |
| BBBY | Overstock.com Inc | 2,300 | $147 | 0.1% | $48.07 | 0.0% | COM | 690370101 |
| SLAB | Silicon Laboratories Inc | 1,431 | $126 | 0.0% | $73.23 | +22.7% | COM | 826919102 |
| — | FireEye Inc | 8,150 | $116 | 0.0% | $11.91 | — | COM | 31816Q101 |
| — | Bank of America Corp | 85 | $112 | 0.0% | $1299.89 | — | 7.25%CNV PFD L | 060505682 |
| HUBS | HubSpot Inc | 1,211 | $107 | 0.0% | $52.95 | +58.5% | COM | 443573100 |
| — | Pandora Media Inc | 21,548 | $104 | 0.0% | $12.73 | — | COM | 698354107 |
| WDAY | Workday Inc | 954 | $97 | 0.0% | $80.58 | +32.5% | COM | 98138H101 |
| — | Crown Castle International Corp | 55 | $62 | 0.0% | $1122.31 | — | 6.875% CON PFD A | 22822V309 |
| — | Wright Medical Group Inc | 60,000 | $62 | 0.0% | $1.03 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | NextEra Energy Inc | 1,100 | $62 | 0.0% | $55.54 | — | UNIT 08/31/2018 | 65339F820 |
| — | Anadarko Petroleum Corp | 1,400 | $49 | 0.0% | $36.44 | — | COM | 032511404 |
| NVDA | Nvidia Corp | 159 | $31 | 0.0% | $4.91 | 0.0% | COM | 67066G104 |
| — | Allergan plc | 50 | $29 | 0.0% | $722.59 | — | PFD CONV SER A | IE00BY9D6 |
| EXC | Exelon Corp | 630 | $25 | 0.0% | $18.86 | +14.9% | COM | 30161N101 |
| — | ProofPoint Inc | 20,000 | $25 | 0.0% | $1.22 | — | COM | 743424AD5 |
| MSCI | MSCI Inc | 180 | $23 | 0.0% | $114.62 | 0.0% | COM | 55354G100 |
| ACGL | Arch Capital Group Ltd | 50 | $5 | 0.0% | $30.41 | 0.0% | COM | G0450A105 |