CITADEL ADVISORS LLC historic quarter change: USA Bonds: Convertible Notes, New
In convertible notes that pay a coupon (listed in the US), over 51 quarters from 2013-06-30 to 2026-03-31, CITADEL ADVISORS LLC opened 1,005 positions, added to 266, reduced 334 and sold out of 965.
- Q3 2020: Stock TESLA INC; Country of operation —; Class NOTE 2.000% 5/1; Principal before $0.
- Q3 2020: Stock TELADOC HEALTH INC; Country of operation —; Class NOTE 1.375% 5/1; Principal before $0.
- Q3 2020: Stock DEXCOM INC; Country of operation —; Class NOTE 0.750%12/0; Principal before $0.
- Q3 2020: Stock INSULET CORP; Country of operation —; Class NOTE 1.375%11/1; Principal before $0.
Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1423053), 51 quarters: Q1 2026 (2025-12-31 to 2026-03-31, filed 2026-05-15); Q4 2025 (2025-09-30 to 2025-12-31, filed 2026-02-17); Q3 2025 (2025-06-30 to 2025-09-30, filed 2025-11-14); Q2 2025 (2025-03-31 to 2025-06-30, filed 2025-08-14); Q1 2025 (2024-12-31 to 2025-03-31, filed 2025-05-15); Q4 2024 (2024-09-30 to 2024-12-31, filed 2025-02-14); Q3 2024 (2024-06-30 to 2024-09-30, filed 2024-11-14); Q2 2024 (2024-03-31 to 2024-06-30, filed 2024-08-14); Q1 2024 (2023-12-31 to 2024-03-31, filed 2024-05-15); Q4 2023 (2023-09-30 to 2023-12-31, filed 2024-02-14); Q3 2023 (2023-06-30 to 2023-09-30, filed 2023-11-14); Q2 2023 (2023-03-31 to 2023-06-30, filed 2023-08-14); Q1 2023 (2022-12-31 to 2023-03-31, filed 2023-05-15); Q4 2022 (2022-09-30 to 2022-12-31, filed 2023-02-14); Q3 2022 (2022-06-30 to 2022-09-30, filed 2022-11-14); Q2 2022 (2022-03-31 to 2022-06-30, filed 2022-08-15); Q1 2022 (2021-12-31 to 2022-03-31, filed 2022-05-16); Q4 2021 (2021-09-30 to 2021-12-31, filed 2022-02-14); Q3 2021 (2021-06-30 to 2021-09-30, filed 2021-11-15); Q2 2021 (2021-03-31 to 2021-06-30, filed 2021-08-16); Q1 2021 (2020-12-31 to 2021-03-31, filed 2021-05-17); Q4 2020 (2020-09-30 to 2020-12-31, filed 2021-02-16); Q3 2020 (2020-06-30 to 2020-09-30, filed 2020-11-16); Q2 2020 (2020-03-31 to 2020-06-30, filed 2020-08-14); Q1 2020 (2019-12-31 to 2020-03-31, filed 2020-05-15); Q4 2019 (2019-09-30 to 2019-12-31, filed 2020-02-14); Q3 2019 (2019-06-30 to 2019-09-30, filed 2019-11-14); Q2 2019 (2019-03-31 to 2019-06-30, filed 2019-08-14); Q1 2019 (2018-12-31 to 2019-03-31, filed 2019-05-15); Q4 2018 (2018-09-30 to 2018-12-31, filed 2019-02-14); Q3 2018 (2018-06-30 to 2018-09-30, filed 2018-11-13); Q2 2018 (2018-03-31 to 2018-06-30, filed 2018-08-10); Q1 2018 (2017-12-31 to 2018-03-31, filed 2018-05-11); Q4 2017 (2017-09-30 to 2017-12-31, filed 2018-02-09); Q3 2017 (2017-06-30 to 2017-09-30, filed 2017-11-09); Q2 2017 (2017-03-31 to 2017-06-30, filed 2017-08-11); Q1 2017 (2016-12-31 to 2017-03-31, filed 2017-05-12); Q4 2016 (2016-09-30 to 2016-12-31, filed 2017-02-10); Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-10); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-08-12); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-05-13); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-02-12); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-16); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-14); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-15); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-18); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-14); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-14); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-15); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-14); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-11-14). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2009-12-31.
| Quarter | Stock | Country of operation | Class | Principal before | Principal after | Share change | Value before | Value after | Value change | Filed |
|---|
| Q3 2020 | TESLA INC
CUSIP 88160RAG6 | — | NOTE 2.000% 5/1 | $0 | $124,784,000 | +124,784,000 | $0 | $862,778 | +$862,778 | 2020-11-16 |
|---|
| Q3 2020 | TELADOC HEALTH INC
CUSIP 87918AAC9 | — | NOTE 1.375% 5/1 | $0 | $137,648,000 | +137,648,000 | $0 | $563,366 | +$563,366 | 2020-11-16 |
|---|
| Q3 2020 | DEXCOM INC
CUSIP 252131AH0 | — | NOTE 0.750%12/0 | $0 | $209,320,000 | +209,320,000 | $0 | $530,649 | +$530,649 | 2020-11-16 |
|---|
| Q3 2020 | INSULET CORP
CUSIP 45784PAH4 | — | NOTE 1.375%11/1 | $0 | $175,883,000 | +175,883,000 | $0 | $450,268 | +$450,268 | 2020-11-16 |
|---|
| Q3 2020 | NIO INC
CUSIP 62914VAB2 | — | NOTE 4.500% 2/0 | $0 | $149,150,000 | +149,150,000 | $0 | $355,207 | +$355,207 | 2020-11-16 |
|---|
| Q3 2020 | TERADYNE INC
CUSIP 880770AG7 | — | NOTE 1.250%12/1 | $0 | $128,425,000 | +128,425,000 | $0 | $327,884 | +$327,884 | 2020-11-16 |
|---|
| Q3 2020 | AEROJET ROCKETDYNE HLDGS INC
CUSIP 007800AB1 | — | NOTE 2.250%12/1 | $0 | $133,259,000 | +133,259,000 | $0 | $212,268 | +$212,268 | 2020-11-16 |
|---|
| Q3 2020 | ZILLOW GROUP INC
CUSIP 98954MAG6 | — | NOTE 1.375% 9/0 | $0 | $84,500,000 | +84,500,000 | $0 | $202,153 | +$202,153 | 2020-11-16 |
|---|
| Q3 2020 | NICE SYS INC
CUSIP 65366HAB9 | — | NOTE 1.250% 1/1 | $0 | $65,691,000 | +65,691,000 | $0 | $179,168 | +$179,168 | 2020-11-16 |
|---|
| Q3 2020 | WRIGHT MED GROUP N V
CUSIP 98236JAB4 | — | NOTE 2.250%11/1 | $0 | $123,229,000 | +123,229,000 | $0 | $177,555 | +$177,555 | 2020-11-16 |
|---|
| Q3 2020 | SAREPTA THERAPEUTICS INC
CUSIP 803607AB6 | — | DBCV 1.500%11/1 | $0 | $84,900,000 | +84,900,000 | $0 | $175,691 | +$175,691 | 2020-11-16 |
|---|
| Q3 2020 | SQUARE INC
CUSIP 852234AD5 | — | NOTE 0.500% 5/1 | $0 | $71,462,000 | +71,462,000 | $0 | $154,316 | +$154,316 | 2020-11-16 |
|---|
| Q3 2020 | RENEWABLE ENERGY GROUP INC
CUSIP 75972AAC7 | — | NOTE 4.000% 6/1 | $0 | $27,075,000 | +27,075,000 | $0 | $134,021 | +$134,021 | 2020-11-16 |
|---|
| Q3 2020 | GDS HLDGS LTD
CUSIP 36165LAB4 | — | NOTE 2.000% 6/0 | $0 | $78,000,000 | +78,000,000 | $0 | $131,784 | +$131,784 | 2020-11-16 |
|---|
| Q3 2020 | LIVEPERSON INC
CUSIP 538146AB7 | — | NOTE 0.750% 3/0 | $0 | $85,550,000 | +85,550,000 | $0 | $131,081 | +$131,081 | 2020-11-16 |
|---|
| Q3 2020 | WORLD WRESTLING ENTMT INC
CUSIP 98156QAB4 | — | NOTE 3.375%12/1 | $0 | $72,294,000 | +72,294,000 | $0 | $127,922 | +$127,922 | 2020-11-16 |
|---|
| Q3 2020 | CONMED CORP
CUSIP 207410AF8 | — | NOTE 2.625% 2/0 | $0 | $110,522,000 | +110,522,000 | $0 | $124,216 | +$124,216 | 2020-11-16 |
|---|
| Q3 2020 | MICROCHIP TECHNOLOGY INC.
CUSIP 595017AH7 | — | NOTE 2.250% 2/1 | $0 | $82,523,000 | +82,523,000 | $0 | $123,431 | +$123,431 | 2020-11-16 |
|---|
| Q3 2020 | REALPAGE INC
CUSIP 75606NAC3 | — | NOTE 1.500% 5/1 | $0 | $115,300,000 | +115,300,000 | $0 | $119,257 | +$119,257 | 2020-11-16 |
|---|
| Q3 2020 | HANNON ARMSTRONG SUST INFR C
CUSIP 41068XAB6 | — | NOTE 4.125% 9/0 | $0 | $73,816,000 | +73,816,000 | $0 | $117,697 | +$117,697 | 2020-11-16 |
|---|
| Q3 2020 | LIBERTY MEDIA CORP DEL
CUSIP 531229AB8 | — | NOTE 1.375%10/1 | $0 | $103,400,000 | +103,400,000 | $0 | $112,958 | +$112,958 | 2020-11-16 |
|---|
| Q3 2020 | NEVRO CORP
CUSIP 64157FAC7 | — | NOTE 2.750% 4/0 | $0 | $67,500,000 | +67,500,000 | $0 | $105,248 | +$105,248 | 2020-11-16 |
|---|
| Q3 2020 | HERBALIFE LTD
CUSIP 42703MAD5 | — | NOTE 2.625% 3/1 | $0 | $92,327,000 | +92,327,000 | $0 | $93,042 | +$93,042 | 2020-11-16 |
|---|
| Q3 2020 | HUBSPOT INC
CUSIP 443573AB6 | — | NOTE 0.250% 6/0 | $0 | $29,687,000 | +29,687,000 | $0 | $91,433 | +$91,433 | 2020-11-16 |
|---|
| Q3 2020 | REALPAGE INC
CUSIP 75606NAB5 | — | NOTE 1.500%11/1 | $0 | $62,246,000 | +62,246,000 | $0 | $91,387 | +$91,387 | 2020-11-16 |
|---|
| Q3 2020 | NUANCE COMMUNICATIONS INC
CUSIP 67020YAN0 | — | NOTE 1.250% 4/0 | $0 | $47,647,000 | +47,647,000 | $0 | $84,582 | +$84,582 | 2020-11-16 |
|---|
| Q3 2020 | COLONY STARWOOD HOMES
CUSIP 19625XAB8 | — | NOTE 3.500% 1/1 | $0 | $64,582,000 | +64,582,000 | $0 | $83,656 | +$83,656 | 2020-11-16 |
|---|
| Q3 2020 | REDFIN CORP
CUSIP 75737FAA6 | — | NOTE 1.750% 7/1 | $0 | $46,896,000 | +46,896,000 | $0 | $81,663 | +$81,663 | 2020-11-16 |
|---|
| Q3 2020 | CYTOKINETICS INC
CUSIP 23282WAA8 | — | NOTE 4.000%11/1 | $0 | $36,050,000 | +36,050,000 | $0 | $80,288 | +$80,288 | 2020-11-16 |
|---|
| Q3 2020 | LENDINGTREE INC NEW
CUSIP 52603BAA5 | — | NOTE 0.625% 6/0 | $0 | $50,707,000 | +50,707,000 | $0 | $79,779 | +$79,779 | 2020-11-16 |
|---|
| Q3 2020 | AKAMAI TECHNOLOGIES INC
CUSIP 00971TAL5 | — | NOTE 0.375% 9/0 | $0 | $68,468,000 | +68,468,000 | $0 | $79,019 | +$79,019 | 2020-11-16 |
|---|
| Q3 2020 | MESA LABS INC
CUSIP 59064RAA7 | — | NOTE 1.375% 8/1 | $0 | $70,298,000 | +70,298,000 | $0 | $78,061 | +$78,061 | 2020-11-16 |
|---|
| Q3 2020 | INSIGHT ENTERPRISES INC
CUSIP 45765UAB9 | — | NOTE 0.750% 2/1 | $0 | $71,319,000 | +71,319,000 | $0 | $74,849 | +$74,849 | 2020-11-16 |
|---|
| Q3 2020 | MERCADOLIBRE INC
CUSIP 58733RAD4 | — | NOTE 2.000% 8/1 | $0 | $29,096,000 | +29,096,000 | $0 | $73,583 | +$73,583 | 2020-11-16 |
|---|
| Q3 2020 | NUVASIVE INC
CUSIP 670704AG0 | — | NOTE 2.250% 3/1 | $0 | $71,059,000 | +71,059,000 | $0 | $73,150 | +$73,150 | 2020-11-16 |
|---|
| Q3 2020 | Q2 HLDGS INC
CUSIP 74736LAB5 | — | NOTE 0.750% 2/1 | $0 | $43,258,000 | +43,258,000 | $0 | $72,984 | +$72,984 | 2020-11-16 |
|---|
| Q3 2020 | NEOGENOMICS INC
CUSIP 64049MAA8 | — | NOTE 1.250% 5/0 | $0 | $58,540,000 | +58,540,000 | $0 | $72,854 | +$72,854 | 2020-11-16 |
|---|
| Q3 2020 | IRONWOOD PHARMACEUTICALS INC
CUSIP 46333XAF5 | — | NOTE 0.750% 6/1 | $0 | $68,800,000 | +68,800,000 | $0 | $67,923 | +$67,923 | 2020-11-16 |
|---|
| Q3 2020 | FTI CONSULTING INC
CUSIP 302941AP4 | — | NOTE 2.000% 8/1 | $0 | $54,601,000 | +54,601,000 | $0 | $67,102 | +$67,102 | 2020-11-16 |
|---|
| Q3 2020 | J2 GLOBAL INC
CUSIP 48123VAC6 | — | NOTE 3.250% 6/1 | $0 | $57,139,000 | +57,139,000 | $0 | $65,548 | +$65,548 | 2020-11-16 |
|---|
| Q3 2020 | LIBERTY MEDIA CORP DEL
CUSIP 531229AF9 | — | NOTE 1.000% 1/3 | $0 | $52,810,000 | +52,810,000 | $0 | $62,823 | +$62,823 | 2020-11-16 |
|---|
| Q3 2020 | TTM TECHNOLOGIES INC
CUSIP 87305RAD1 | — | NOTE 1.750%12/1 | $0 | $52,889,000 | +52,889,000 | $0 | $62,697 | +$62,697 | 2020-11-16 |
|---|
| Q3 2020 | Q2 HLDGS INC
CUSIP 74736LAD1 | — | NOTE 0.750% 6/0 | $0 | $50,338,000 | +50,338,000 | $0 | $61,652 | +$61,652 | 2020-11-16 |
|---|
| Q3 2020 | PROOFPOINT INC
CUSIP 743424AF0 | — | NOTE 0.250% 8/1 | $0 | $60,650,000 | +60,650,000 | $0 | $60,525 | +$60,525 | 2020-11-16 |
|---|
| Q3 2020 | VIAVI SOLUTIONS INC
CUSIP 925550AB1 | — | NOTE 1.000% 3/0 | $0 | $52,827,000 | +52,827,000 | $0 | $59,866 | +$59,866 | 2020-11-16 |
|---|
| Q3 2020 | INOVIO PHARMACEUTICALS INC
CUSIP 45773HAB8 | — | NOTE 6.500% 3/0 | $0 | $27,000,000 | +27,000,000 | $0 | $59,014 | +$59,014 | 2020-11-16 |
|---|
| Q3 2020 | NUANCE COMMUNICATIONS INC
CUSIP 67020YAK6 | — | DBCV 1.000%12/1 | $0 | $39,000,000 | +39,000,000 | $0 | $56,810 | +$56,810 | 2020-11-16 |
|---|
| Q3 2020 | NOVAVAX INC
CUSIP 670002AB0 | — | NOTE 3.750% 2/0 | $0 | $46,462,000 | +46,462,000 | $0 | $55,661 | +$55,661 | 2020-11-16 |
|---|
| Q3 2020 | INSMED INC
CUSIP 457669AA7 | — | NOTE 1.750% 1/1 | $0 | $50,686,000 | +50,686,000 | $0 | $55,295 | +$55,295 | 2020-11-16 |
|---|
| Q3 2020 | THERAVANCE BIOPHARMA INC
CUSIP 88339KAA0 | — | NOTE 3.250%11/0 | $0 | $60,128,000 | +60,128,000 | $0 | $53,448 | +$53,448 | 2020-11-16 |
|---|
| Q3 2020 | BILIBILI INC
CUSIP 090040AB2 | — | NOTE 1.375% 4/0 | $0 | $30,000,000 | +30,000,000 | $0 | $53,043 | +$53,043 | 2020-11-16 |
|---|
| Q3 2020 | GUIDEWIRE SOFTWARE INC
CUSIP 40171VAA8 | — | NOTE 1.250% 3/1 | $0 | $45,736,000 | +45,736,000 | $0 | $52,288 | +$52,288 | 2020-11-16 |
|---|
| Q3 2020 | KARYOPHARM THERAPEUTICS INC
CUSIP 48576UAA4 | — | NOTE 3.000%10/1 | $0 | $43,300,000 | +43,300,000 | $0 | $51,889 | +$51,889 | 2020-11-16 |
|---|
| Q3 2020 | IRONWOOD PHARMACEUTICALS INC
CUSIP 46333XAH1 | — | NOTE 1.500% 6/1 | $0 | $52,788,000 | +52,788,000 | $0 | $51,877 | +$51,877 | 2020-11-16 |
|---|
| Q3 2020 | PALO ALTO NETWORKS INC
CUSIP 697435AD7 | — | NOTE 0.750% 7/0 | $0 | $45,683,000 | +45,683,000 | $0 | $51,601 | +$51,601 | 2020-11-16 |
|---|
| Q3 2020 | VOCERA COMMUNICATIONS INC
CUSIP 92857FAB3 | — | NOTE 1.500% 5/1 | $0 | $44,588,000 | +44,588,000 | $0 | $50,169 | +$50,169 | 2020-11-16 |
|---|
| Q3 2020 | WAYFAIR INC
CUSIP 94419LAF8 | — | NOTE 1.000% 8/1 | $0 | $24,000,000 | +24,000,000 | $0 | $49,771 | +$49,771 | 2020-11-16 |
|---|
| Q3 2020 | ZYNGA INC
CUSIP 98986TAB4 | — | NOTE 0.250% 6/0 | $0 | $37,451,000 | +37,451,000 | $0 | $47,581 | +$47,581 | 2020-11-16 |
|---|
| Q3 2020 | HCI GROUP INC
CUSIP 40416EAD5 | — | NOTE 4.250% 3/0 | $0 | $44,797,000 | +44,797,000 | $0 | $45,220 | +$45,220 | 2020-11-16 |
|---|
| Q3 2020 | INVITAE CORP
CUSIP 46185LAB9 | — | NOTE 2.000% 9/0 | $0 | $26,689,000 | +26,689,000 | $0 | $44,006 | +$44,006 | 2020-11-16 |
|---|
| Q3 2020 | AMERICAN AIRLS GROUP INC
CUSIP 02376RAF9 | — | NOTE 6.500% 7/0 | $0 | $46,982,000 | +46,982,000 | $0 | $43,502 | +$43,502 | 2020-11-16 |
|---|
| Q3 2020 | ACCELERATE DIAGNOSTICS INC
CUSIP 00430HAB8 | — | NOTE 2.500% 3/1 | $0 | $67,655,000 | +67,655,000 | $0 | $42,941 | +$42,941 | 2020-11-16 |
|---|
| Q3 2020 | EVERBRIDGE INC
CUSIP 29978AAA2 | — | NOTE 1.500%11/0 | $0 | $11,072,000 | +11,072,000 | $0 | $41,182 | +$41,182 | 2020-11-16 |
|---|
| Q3 2020 | EXACT SCIENCES CORP
CUSIP 30063PAC9 | — | NOTE 0.375% 3/0 | $0 | $36,700,000 | +36,700,000 | $0 | $39,869 | +$39,869 | 2020-11-16 |
|---|
| Q3 2020 | OMEROS CORP
CUSIP 682143AG7 | — | NOTE 5.250% 2/1 | $0 | $47,000,000 | +47,000,000 | $0 | $39,393 | +$39,393 | 2020-11-16 |
|---|
| Q3 2020 | GOLDEN STAR RES LTD CDA
CUSIP 38119TAG9 | — | NOTE 7.000% 8/1 | $0 | $32,299,000 | +32,299,000 | $0 | $36,797 | +$36,797 | 2020-11-16 |
|---|
| Q3 2020 | WAYFAIR INC
CUSIP 94419LAD3 | — | NOTE 1.125%11/0 | $0 | $14,000,000 | +14,000,000 | $0 | $36,010 | +$36,010 | 2020-11-16 |
|---|
| Q3 2020 | KBR INC
CUSIP 48242WAB2 | — | NOTE 2.500%11/0 | $0 | $31,500,000 | +31,500,000 | $0 | $35,673 | +$35,673 | 2020-11-16 |
|---|
| Q3 2020 | GREENLIGHT CAP RE LTD
CUSIP 395366AB3 | — | NOTE 4.000% 8/0 | $0 | $43,350,000 | +43,350,000 | $0 | $35,617 | +$35,617 | 2020-11-16 |
|---|
| Q3 2020 | YY INC
CUSIP 98426TAF3 | — | NOTE 1.375% 6/1 | $0 | $33,000,000 | +33,000,000 | $0 | $35,496 | +$35,496 | 2020-11-16 |
|---|
| Q3 2020 | LUMENTUM HLDGS INC
CUSIP 55024UAB5 | — | NOTE 0.250% 3/1 | $0 | $25,000,000 | +25,000,000 | $0 | $34,986 | +$34,986 | 2020-11-16 |
|---|
| Q3 2020 | INFINERA CORP
CUSIP 45667GAC7 | — | NOTE 2.125% 9/0 | $0 | $37,399,000 | +37,399,000 | $0 | $34,653 | +$34,653 | 2020-11-16 |
|---|
| Q3 2020 | INTERDIGITAL INC
CUSIP 45867GAB7 | — | NOTE 2.000% 6/0 | $0 | $33,000,000 | +33,000,000 | $0 | $34,007 | +$34,007 | 2020-11-16 |
|---|
| Q3 2020 | RAPID7 INC
CUSIP 753422AB0 | — | NOTE 1.250% 8/0 | $0 | $20,800,000 | +20,800,000 | $0 | $32,453 | +$32,453 | 2020-11-16 |
|---|
| Q3 2020 | RAMBUS INC DEL
CUSIP 750917AG1 | — | NOTE 1.375% 2/0 | $0 | $28,625,000 | +28,625,000 | $0 | $29,889 | +$29,889 | 2020-11-16 |
|---|
| Q3 2020 | NEUROCRINE BIOSCIENCES INC
CUSIP 64125CAD1 | — | NOTE 2.250% 5/1 | $0 | $21,643,000 | +21,643,000 | $0 | $29,838 | +$29,838 | 2020-11-16 |
|---|
| Q3 2020 | APPLIED OPTOELECTRONICS INC
CUSIP 03823UAB8 | — | NOTE 5.000% 3/1 | $0 | $31,950,000 | +31,950,000 | $0 | $29,524 | +$29,524 | 2020-11-16 |
|---|
| Q3 2020 | OSI SYSTEMS INC
CUSIP 671044AD7 | — | NOTE 1.250% 9/0 | $0 | $29,150,000 | +29,150,000 | $0 | $29,425 | +$29,425 | 2020-11-16 |
|---|
| Q3 2020 | AERIE PHARMACEUTICALS INC
CUSIP 00771VAB4 | — | NOTE 1.500%10/0 | $0 | $36,236,000 | +36,236,000 | $0 | $29,382 | +$29,382 | 2020-11-16 |
|---|
| Q3 2020 | VONAGE HLDGS CORP
CUSIP 92886TAJ1 | — | NOTE 1.750% 6/0 | $0 | $28,117,000 | +28,117,000 | $0 | $27,285 | +$27,285 | 2020-11-16 |
|---|
| Q3 2020 | PRA GROUP INC
CUSIP 69354NAB2 | — | NOTE 3.500% 6/0 | $0 | $24,937,000 | +24,937,000 | $0 | $27,272 | +$27,272 | 2020-11-16 |
|---|
| Q3 2020 | YY INC
CUSIP 98426TAD8 | — | NOTE 0.750% 6/1 | $0 | $25,000,000 | +25,000,000 | $0 | $27,075 | +$27,075 | 2020-11-16 |
|---|
| Q3 2020 | SHIP FINANCE INTERNATIONAL L
CUSIP G81075AF3 | — | NOTE 5.750%10/1 | $0 | $28,100,000 | +28,100,000 | $0 | $27,059 | +$27,059 | 2020-11-16 |
|---|
| Q3 2020 | 8X8 INC NEW
CUSIP 282914AB6 | — | NOTE 0.500% 2/0 | $0 | $28,015,000 | +28,015,000 | $0 | $25,975 | +$25,975 | 2020-11-16 |
|---|
| Q3 2020 | GOSSAMER BIO INC
CUSIP 38341PAA0 | — | NOTE 5.000% 6/0 | $0 | $25,000,000 | +25,000,000 | $0 | $25,792 | +$25,792 | 2020-11-16 |
|---|
| Q3 2020 | ENCORE CAP GROUP INC
CUSIP 292554AK8 | — | NOTE 3.250% 3/1 | $0 | $22,800,000 | +22,800,000 | $0 | $24,802 | +$24,802 | 2020-11-16 |
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| Q3 2020 | ZILLOW GROUP INC
CUSIP 98954MAH4 | — | NOTE 2.750% 5/1 | $0 | $14,000,000 | +14,000,000 | $0 | $24,223 | +$24,223 | 2020-11-16 |
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| Q3 2020 | SPIRIT AIRLS INC
CUSIP 848577AA0 | — | NOTE 4.750% 5/1 | $0 | $15,500,000 | +15,500,000 | $0 | $22,534 | +$22,534 | 2020-11-16 |
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| Q3 2020 | INVACARE CORP
CUSIP 461203AL5 | — | NOTE 5.000%11/1 | $0 | $25,000,000 | +25,000,000 | $0 | $21,840 | +$21,840 | 2020-11-16 |
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| Q3 2020 | TURNING PT BRANDS INC
CUSIP 90041LAE5 | — | NOTE 2.500% 7/1 | $0 | $23,350,000 | +23,350,000 | $0 | $20,644 | +$20,644 | 2020-11-16 |
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| Q3 2020 | IRONWOOD PHARMACEUTICALS INC
CUSIP 46333XAD0 | — | DBCV 2.250% 6/1 | $0 | $19,681,000 | +19,681,000 | $0 | $20,193 | +$20,193 | 2020-11-16 |
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| Q3 2020 | INTREXON CORP
CUSIP 46122TAA0 | — | NOTE 3.500% 7/0 | $0 | $51,100,000 | +51,100,000 | $0 | $19,960 | +$19,960 | 2020-11-16 |
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| Q3 2020 | NATIONAL HEALTH INVS INC
CUSIP 63633DAE4 | — | NOTE 3.250% 4/0 | $0 | $19,134,000 | +19,134,000 | $0 | $19,758 | +$19,758 | 2020-11-16 |
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| Q3 2020 | INSEEGO CORP
CUSIP 45782BAD6 | — | NOTE 3.250% 5/0 | $0 | $20,000,000 | +20,000,000 | $0 | $19,669 | +$19,669 | 2020-11-16 |
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| Q3 2020 | BAOZUN INC
CUSIP 06684LAB9 | — | NOTE 1.625% 5/0 | $0 | $20,350,000 | +20,350,000 | $0 | $18,898 | +$18,898 | 2020-11-16 |
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| Q3 2020 | KNOWLES CORP
CUSIP 49926DAB5 | — | NOTE 3.250%11/0 | $0 | $16,850,000 | +16,850,000 | $0 | $17,865 | +$17,865 | 2020-11-16 |
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| Q3 2020 | AKAMAI TECHNOLOGIES INC
CUSIP 00971TAJ0 | — | NOTE 0.125% 5/0 | $0 | $13,689,000 | +13,689,000 | $0 | $17,651 | +$17,651 | 2020-11-16 |
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| Q3 2020 | INVACARE CORP
CUSIP 461203AJ0 | — | NOTE 5.000%11/1 | $0 | $21,000,000 | +21,000,000 | $0 | $17,195 | +$17,195 | 2020-11-16 |
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| Q3 2020 | SHIP FIN INTL LTD
CUSIP 824689AG8 | — | NOTE 4.875% 5/0 | $0 | $20,300,000 | +20,300,000 | $0 | $17,079 | +$17,079 | 2020-11-16 |
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| Q3 2020 | ENVESTNET INC
CUSIP 29404KAB2 | — | NOTE 1.750% 6/0 | $0 | $13,248,000 | +13,248,000 | $0 | $16,963 | +$16,963 | 2020-11-16 |
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