CIK: 0001728201 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $661,748 (24.3% shares, 75.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROCHIP TECHNOLOGY INC. | 38,000,000 | $55,462 | 8.4% | $1.01 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | MERCADOLIBRE INC | 23,000,000 | $52,682 | 8.0% | $1.79 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | NICE SYS INC | 17,500,000 | $40,070 | 6.1% | $1.73 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | WRIGHT MED GROUP N V | 28,000,000 | $39,510 | 6.0% | $1.26 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | REALPAGE INC | 22,500,000 | $36,308 | 5.5% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | SOUTHWEST AIRLS CO | 30,000,000 | $36,181 | 5.5% | $1.21 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LIBERTY MEDIA CORP DEL | 32,500,000 | $34,268 | 5.2% | $1.02 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | INSULET CORP | 16,000,000 | $33,947 | 5.1% | $1.90 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | LIBERTY MEDIA CORP | 42,500,000 | $31,478 | 4.8% | $0.71 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | COUPA SOFTWARE INC | 15,000,000 | $27,342 | 4.1% | $1.82 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | J2 GLOBAL INC | 22,000,000 | $24,060 | 3.6% | $1.23 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | COLFAX CORP | 175,000 | $21,352 | 3.2% | $129.44 | — | UNIT 01/15/2022T | 194014205 |
| — | CENTERPOINT ENERGY INC | 500,000 | $17,780 | 2.7% | $45.67 | — | DEP RP PFD CV B | 15189T503 |
| MDB | MONGODB INC | 71,200 | $16,115 | 2.4% | $108.65 | +70.5% | CL A | 60937P106 |
| — | QTS RLTY TR INC | 95,688 | $13,596 | 2.1% | $142.09 | — | 6.50% CON PFD B | 74736A301 |
| — | Q2 HLDGS INC | 8,500,000 | $13,340 | 2.0% | $1.26 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | DANAHER CORPORATION | 9,000 | $11,222 | 1.7% | $1246.89 | — | 4.75 MND CV PFD | 235851300 |
| — | KNOWLES CORP | 10,000,000 | $10,713 | 1.6% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | NUANCE COMMUNICATIONS INC | 8,500,000 | $10,060 | 1.5% | $0.99 | — | DBCV 1.000%12/1 | 67020YAK6 |
| CLF | CLEVELAND CLIFFS INC | 1,431,600 | $7,902 | 1.2% | $7.56 | -35.7% | COM | 185899101 |
| — | SOUTHERN CO | 150,000 | $6,609 | 1.0% | $44.29 | — | UNIT 08/01/2022 | 842587602 |
| — | PRA GROUP INC | 6,000,000 | $6,220 | 0.9% | $0.89 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| NIO | NIO INC | 500 | $5,600 | 0.8% | $2.76 | — | Call | 62914V106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 44,000 | $5,427 | 0.8% | $83.72 | +18.7% | COM | 09061G101 |
| — | TELADOC HEALTH INC | 1,468,000 | $5,242 | 0.8% | $3.57 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | BOSTON SCIENTIFIC CORP | 50,000 | $5,235 | 0.8% | $104.70 | — | 5.50% CNV PFD A | 101137206 |
| — | DOMINION ENERGY INC | 50,000 | $5,067 | 0.8% | $105.76 | — | UNIT 99/99/9999 | 25746U133 |
| — | TWITTER INC | 5,015,000 | $4,920 | 0.7% | $0.97 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| RPD | RAPID7 INC | 96,200 | $4,908 | 0.7% | $48.07 | -3.2% | COM | 753422104 |
| — | JAZZ INVESTMENTS I LTD | 5,000,000 | $4,884 | 0.7% | $0.98 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | NEXTERA ENERGY INC | 100,000 | $4,854 | 0.7% | $48.54 | — | UNIT 09/01/2022S | 65339F796 |
| — | ENERGIZER HLDGS INC NEW | 50,000 | $4,808 | 0.7% | $94.68 | — | 7.5 MCNV PFD A | 29272W208 |
| — | NUTANIX INC | 5,000,000 | $4,440 | 0.7% | $0.94 | — | NOTE 1/1 | 67059NAB4 |
| — | SPLUNK INC | 3,000,000 | $4,331 | 0.7% | $1.44 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | DISH NETWORK CORPORATION | 4,500,000 | $4,145 | 0.6% | $0.92 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | MESA LABS INC | 4,000,000 | $3,990 | 0.6% | $1.00 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | FORESCOUT TECHNOLOGIES INC | 185 | $3,608 | 0.5% | — | — | Call | 34553D101 |
| — | INVITAE CORP | 116,000 | $3,514 | 0.5% | $15.35 | — | COM | 46185L103 |
| — | HOSTESS BRANDS INC | 3,680,000 | $3,165 | 0.5% | $0.69 | — | *W EXP 11/04/202 | 44109J114 |
| — | YY INC | 2,500,000 | $2,765 | 0.4% | $1.11 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| NIO | NIO INC | 319,900 | $2,470 | 0.4% | $2.76 | — | SPON ADS | 62914V106 |
| — | NABORS INDS INC NEW | 6,500,000 | $2,408 | 0.4% | $0.75 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $2,407 | 0.4% | $22.03 | — | COM | 00922R105 |
| ECPG | ENCORE CAP GROUP INC | 68,500 | $2,341 | 0.4% | $29.21 | +2.0% | COM | 292554102 |
| — | ON SEMICONDUCTOR CORP | 2,000,000 | $2,335 | 0.4% | $1.24 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $2,321 | 0.4% | $1.16 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | DISH NETWORK CORPORATION | 2,500,000 | $2,246 | 0.3% | $0.90 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | TPG SPECIALTY LENDING INC | 2,100,000 | $2,119 | 0.3% | $0.93 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | APOLLO COML REAL EST FIN INC | 2,500,000 | $2,053 | 0.3% | $0.82 | — | NOTE 5.375%10/1 | 03762UAC9 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 259,381 | $1,971 | 0.3% | $7.43 | -22.3% | COM | 024061103 |
| OI | O-I GLASS INC | 182,500 | $1,639 | 0.2% | $9.82 | -21.3% | COM | 67098H104 |
| — | MERITOR INC | 77,800 | $1,540 | 0.2% | $16.67 | — | COM | 59001K100 |
| LNG | CHENIERE ENERGY INC | 24,900 | $1,203 | 0.2% | $61.55 | -29.0% | COM NEW | 16411R208 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 46,400 | $1,102 | 0.2% | $39.52 | -44.1% | COM | 868459108 |
| — | NEW RELIC INC | 1,000,000 | $969 | 0.1% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| SATS | ECHOSTAR CORP | 30,000 | $839 | 0.1% | $30.37 | 0.0% | CL A | 278768106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $728 | 0.1% | $110.58 | 0.0% | SHS USD | G50871105 |
| — | BERRY GLOBAL GROUP INC | 16,250 | $720 | 0.1% | $33.72 | — | COM | 08579W103 |
| — | CARDTRONICS PLC | 29,700 | $712 | 0.1% | $27.73 | — | SHS CL A | G1991C105 |
| EEFT | EURONET WORLDWIDE INC | 7,300 | $699 | 0.1% | $152.87 | -39.6% | COM | 298736109 |
| — | ARYA SCIENCES ACQUISITION CO | 100,000 | $535 | 0.1% | $5.35 | — | *W EXP 10/10/202 | G3165V125 |
| — | CONSOLIDATED COMM HLDGS INC | 48,102 | $326 | 0.0% | $4.35 | — | COM | 209034107 |
| VTOL | BRISTOW GROUP INC | 17,870 | $249 | 0.0% | $10.68 | 0.0% | COM | 11040G103 |
| BHC | BAUSCH HEALTH COS INC | 13,000 | $238 | 0.0% | $24.11 | -26.9% | COM | 071734107 |
| ON | ON SEMICONDUCTOR CORP | 10,000 | $198 | 0.0% | $19.56 | -16.7% | COM | 682189105 |
| FPH | FIVE POINT HOLDINGS LLC | 30,000 | $138 | 0.0% | $5.03 | 0.0% | COM CL A | 33833Q106 |
| — | DONNELLEY R R & SONS CO | 102,500 | $122 | 0.0% | $2.99 | — | COM | 257867200 |