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.
- Q4 2020: Stock NIO INC; Country of operation —; Class NOTE 4.500% 2/0; Principal before $0.
- Q4 2020: Stock SEA LTD; Country of operation —; Class NOTE 1.000%12/0; Principal before $0.
- Q4 2020: Stock TELADOC HEALTH INC; Country of operation —; Class NOTE 1.375% 5/1; Principal before $0.
- Q4 2020: Stock TERADYNE INC; Country of operation —; Class NOTE 1.250%12/1; 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 |
|---|
| Q4 2020 | NIO INC
CUSIP 62914VAB2 | — | NOTE 4.500% 2/0 | $0 | $173,295,000 | +173,295,000 | $0 | $897,249 | +$897,249 | 2021-02-16 |
|---|
| Q4 2020 | SEA LTD
CUSIP 81141RAD2 | — | NOTE 1.000%12/0 | $0 | $134,631,000 | +134,631,000 | $0 | $533,637 | +$533,637 | 2021-02-16 |
|---|
| Q4 2020 | TELADOC HEALTH INC
CUSIP 87918AAC9 | — | NOTE 1.375% 5/1 | $0 | $137,648,000 | +137,648,000 | $0 | $513,614 | +$513,614 | 2021-02-16 |
|---|
| Q4 2020 | TERADYNE INC
CUSIP 880770AG7 | — | NOTE 1.250%12/1 | $0 | $128,425,000 | +128,425,000 | $0 | $486,588 | +$486,588 | 2021-02-16 |
|---|
| Q4 2020 | INSULET CORP
CUSIP 45784PAH4 | — | NOTE 1.375%11/1 | $0 | $170,883,000 | +170,883,000 | $0 | $468,505 | +$468,505 | 2021-02-16 |
|---|
| Q4 2020 | ZILLOW GROUP INC
CUSIP 98954MAE1 | — | NOTE 0.750% 9/0 | $0 | $102,932,000 | +102,932,000 | $0 | $308,094 | +$308,094 | 2021-02-16 |
|---|
| Q4 2020 | ZILLOW GROUP INC
CUSIP 98954MAG6 | — | NOTE 1.375% 9/0 | $0 | $89,500,000 | +89,500,000 | $0 | $269,638 | +$269,638 | 2021-02-16 |
|---|
| Q4 2020 | AEROJET ROCKETDYNE HLDGS INC
CUSIP 007800AB1 | — | NOTE 2.250%12/1 | $0 | $130,759,000 | +130,759,000 | $0 | $265,587 | +$265,587 | 2021-02-16 |
|---|
| Q4 2020 | DEXCOM INC
CUSIP 252131AH0 | — | NOTE 0.750%12/0 | $0 | $108,820,000 | +108,820,000 | $0 | $247,996 | +$247,996 | 2021-02-16 |
|---|
| Q4 2020 | NICE SYS INC
CUSIP 65366HAB9 | — | NOTE 1.250% 1/1 | $0 | $65,691,000 | +65,691,000 | $0 | $223,400 | +$223,400 | 2021-02-16 |
|---|
| Q4 2020 | SQUARE INC
CUSIP 852234AD5 | — | NOTE 0.500% 5/1 | $0 | $76,462,000 | +76,462,000 | $0 | $214,715 | +$214,715 | 2021-02-16 |
|---|
| Q4 2020 | BILIBILI INC
CUSIP 090040AB2 | — | NOTE 1.375% 4/0 | $0 | $51,500,000 | +51,500,000 | $0 | $178,527 | +$178,527 | 2021-02-16 |
|---|
| Q4 2020 | RENEWABLE ENERGY GROUP INC
CUSIP 75972AAC7 | — | NOTE 4.000% 6/1 | $0 | $27,075,000 | +27,075,000 | $0 | $177,680 | +$177,680 | 2021-02-16 |
|---|
| Q4 2020 | HANNON ARMSTRONG SUST INFR C
CUSIP 41068XAB6 | — | NOTE 4.125% 9/0 | $0 | $73,816,000 | +73,816,000 | $0 | $172,856 | +$172,856 | 2021-02-16 |
|---|
| Q4 2020 | SAREPTA THERAPEUTICS INC
CUSIP 803607AB6 | — | DBCV 1.500%11/1 | $0 | $68,497,000 | +68,497,000 | $0 | $167,487 | +$167,487 | 2021-02-16 |
|---|
| Q4 2020 | GDS HLDGS LTD
CUSIP 36165LAB4 | — | NOTE 2.000% 6/0 | $0 | $88,000,000 | +88,000,000 | $0 | $166,994 | +$166,994 | 2021-02-16 |
|---|
| Q4 2020 | LIVEPERSON INC
CUSIP 538146AB7 | — | NOTE 0.750% 3/0 | $0 | $86,550,000 | +86,550,000 | $0 | $152,490 | +$152,490 | 2021-02-16 |
|---|
| Q4 2020 | HUBSPOT INC
CUSIP 443573AB6 | — | NOTE 0.250% 6/0 | $0 | $29,687,000 | +29,687,000 | $0 | $123,934 | +$123,934 | 2021-02-16 |
|---|
| Q4 2020 | LIBERTY MEDIA CORP DEL
CUSIP 531229AB8 | — | NOTE 1.375%10/1 | $0 | $95,400,000 | +95,400,000 | $0 | $120,843 | +$120,843 | 2021-02-16 |
|---|
| Q4 2020 | NUANCE COMMUNICATIONS INC
CUSIP 67020YAN0 | — | NOTE 1.250% 4/0 | $0 | $51,147,000 | +51,147,000 | $0 | $116,705 | +$116,705 | 2021-02-16 |
|---|
| Q4 2020 | WORLD WRESTLING ENTMT INC
CUSIP 98156QAB4 | — | NOTE 3.375%12/1 | $0 | $57,294,000 | +57,294,000 | $0 | $116,144 | +$116,144 | 2021-02-16 |
|---|
| Q4 2020 | NEVRO CORP
CUSIP 64157FAC7 | — | NOTE 2.750% 4/0 | $0 | $62,059,000 | +62,059,000 | $0 | $113,614 | +$113,614 | 2021-02-16 |
|---|
| Q4 2020 | CONMED CORP
CUSIP 207410AF8 | — | NOTE 2.625% 2/0 | $0 | $74,522,000 | +74,522,000 | $0 | $104,370 | +$104,370 | 2021-02-16 |
|---|
| Q4 2020 | EXACT SCIENCES CORP
CUSIP 30063PAC9 | — | NOTE 0.375% 3/0 | $0 | $75,950,000 | +75,950,000 | $0 | $99,204 | +$99,204 | 2021-02-16 |
|---|
| Q4 2020 | HERBALIFE LTD
CUSIP 42703MAD5 | — | NOTE 2.625% 3/1 | $0 | $92,327,000 | +92,327,000 | $0 | $98,996 | +$98,996 | 2021-02-16 |
|---|
| Q4 2020 | INSIGHT ENTERPRISES INC
CUSIP 45765UAB9 | — | NOTE 0.750% 2/1 | $0 | $76,819,000 | +76,819,000 | $0 | $97,168 | +$97,168 | 2021-02-16 |
|---|
| Q4 2020 | PROOFPOINT INC
CUSIP 743424AF0 | — | NOTE 0.250% 8/1 | $0 | $77,650,000 | +77,650,000 | $0 | $86,935 | +$86,935 | 2021-02-16 |
|---|
| Q4 2020 | NEOGENOMICS INC
CUSIP 64049MAA8 | — | NOTE 1.250% 5/0 | $0 | $53,540,000 | +53,540,000 | $0 | $86,881 | +$86,881 | 2021-02-16 |
|---|
| Q4 2020 | COLONY STARWOOD HOMES
CUSIP 19625XAB8 | — | NOTE 3.500% 1/1 | $0 | $64,582,000 | +64,582,000 | $0 | $86,530 | +$86,530 | 2021-02-16 |
|---|
| Q4 2020 | CYTOKINETICS INC
CUSIP 23282WAA8 | — | NOTE 4.000%11/1 | $0 | $40,050,000 | +40,050,000 | $0 | $86,262 | +$86,262 | 2021-02-16 |
|---|
| Q4 2020 | MESA LABS INC
CUSIP 59064RAA7 | — | NOTE 1.375% 8/1 | $0 | $71,798,000 | +71,798,000 | $0 | $85,822 | +$85,822 | 2021-02-16 |
|---|
| Q4 2020 | IRONWOOD PHARMACEUTICALS INC
CUSIP 46333XAF5 | — | NOTE 0.750% 6/1 | $0 | $73,800,000 | +73,800,000 | $0 | $82,810 | +$82,810 | 2021-02-16 |
|---|
| Q4 2020 | EVERBRIDGE INC
CUSIP 29978AAC8 | — | NOTE 0.125%12/1 | $0 | $53,333,000 | +53,333,000 | $0 | $79,006 | +$79,006 | 2021-02-16 |
|---|
| Q4 2020 | Q2 HLDGS INC
CUSIP 74736LAD1 | — | NOTE 0.750% 6/0 | $0 | $50,338,000 | +50,338,000 | $0 | $77,290 | +$77,290 | 2021-02-16 |
|---|
| Q4 2020 | VIAVI SOLUTIONS INC
CUSIP 925550AB1 | — | NOTE 1.000% 3/0 | $0 | $56,380,000 | +56,380,000 | $0 | $72,890 | +$72,890 | 2021-02-16 |
|---|
| Q4 2020 | ETSY INC
CUSIP 29786AAJ5 | — | NOTE 0.125%10/0 | $0 | $33,745,000 | +33,745,000 | $0 | $71,642 | +$71,642 | 2021-02-16 |
|---|
| Q4 2020 | IRONWOOD PHARMACEUTICALS INC
CUSIP 46333XAH1 | — | NOTE 1.500% 6/1 | $0 | $62,788,000 | +62,788,000 | $0 | $71,391 | +$71,391 | 2021-02-16 |
|---|
| Q4 2020 | GUIDEWIRE SOFTWARE INC
CUSIP 40171VAA8 | — | NOTE 1.250% 3/1 | $0 | $54,236,000 | +54,236,000 | $0 | $70,252 | +$70,252 | 2021-02-16 |
|---|
| Q4 2020 | VOCERA COMMUNICATIONS INC
CUSIP 92857FAB3 | — | NOTE 1.500% 5/1 | $0 | $49,588,000 | +49,588,000 | $0 | $69,732 | +$69,732 | 2021-02-16 |
|---|
| Q4 2020 | AKAMAI TECHNOLOGIES INC
CUSIP 00971TAL5 | — | NOTE 0.375% 9/0 | $0 | $61,968,000 | +61,968,000 | $0 | $69,221 | +$69,221 | 2021-02-16 |
|---|
| Q4 2020 | NUANCE COMMUNICATIONS INC
CUSIP 67020YAK6 | — | DBCV 1.000%12/1 | $0 | $36,500,000 | +36,500,000 | $0 | $67,963 | +$67,963 | 2021-02-16 |
|---|
| Q4 2020 | LIBERTY MEDIA CORP DEL
CUSIP 531229AF9 | — | NOTE 1.000% 1/3 | $0 | $49,310,000 | +49,310,000 | $0 | $63,253 | +$63,253 | 2021-02-16 |
|---|
| Q4 2020 | THERAVANCE BIOPHARMA INC
CUSIP 88339KAA0 | — | NOTE 3.250%11/0 | $0 | $60,128,000 | +60,128,000 | $0 | $56,891 | +$56,891 | 2021-02-16 |
|---|
| Q4 2020 | GRANITE CONSTR INC
CUSIP 387328AB3 | — | NOTE 2.750%11/0 | $0 | $51,500,000 | +51,500,000 | $0 | $55,732 | +$55,732 | 2021-02-16 |
|---|
| Q4 2020 | LENDINGTREE INC NEW
CUSIP 52603BAA5 | — | NOTE 0.625% 6/0 | $0 | $38,707,000 | +38,707,000 | $0 | $55,183 | +$55,183 | 2021-02-16 |
|---|
| Q4 2020 | KARYOPHARM THERAPEUTICS INC
CUSIP 48576UAA4 | — | NOTE 3.000%10/1 | $0 | $43,300,000 | +43,300,000 | $0 | $54,252 | +$54,252 | 2021-02-16 |
|---|
| Q4 2020 | FIRST MAJESTIC SILVER CORP
CUSIP 32076VAB9 | — | NOTE 1.875% 3/0 | $0 | $36,200,000 | +36,200,000 | $0 | $53,667 | +$53,667 | 2021-02-16 |
|---|
| Q4 2020 | 8X8 INC NEW
CUSIP 282914AB6 | — | NOTE 0.500% 2/0 | $0 | $33,015,000 | +33,015,000 | $0 | $48,121 | +$48,121 | 2021-02-16 |
|---|
| Q4 2020 | PALO ALTO NETWORKS INC
CUSIP 697435AD7 | — | NOTE 0.750% 7/0 | $0 | $33,183,000 | +33,183,000 | $0 | $46,951 | +$46,951 | 2021-02-16 |
|---|
| Q4 2020 | INFINERA CORP
CUSIP 45667GAC7 | — | NOTE 2.125% 9/0 | $0 | $37,399,000 | +37,399,000 | $0 | $46,666 | +$46,666 | 2021-02-16 |
|---|
| Q4 2020 | HCI GROUP INC
CUSIP 40416EAD5 | — | NOTE 4.250% 3/0 | $0 | $44,797,000 | +44,797,000 | $0 | $46,600 | +$46,600 | 2021-02-16 |
|---|
| Q4 2020 | PRA GROUP INC
CUSIP 69354NAB2 | — | NOTE 3.500% 6/0 | $0 | $41,562,000 | +41,562,000 | $0 | $45,315 | +$45,315 | 2021-02-16 |
|---|
| Q4 2020 | INTERDIGITAL INC
CUSIP 45867GAB7 | — | NOTE 2.000% 6/0 | $0 | $42,720,000 | +42,720,000 | $0 | $44,990 | +$44,990 | 2021-02-16 |
|---|
| Q4 2020 | IONIS PHARMACEUTICALS INC
CUSIP 462222AB6 | — | NOTE 0.125%12/1 | $0 | $42,905,000 | +42,905,000 | $0 | $44,001 | +$44,001 | 2021-02-16 |
|---|
| Q4 2020 | HARMONIC INC
CUSIP 413160AD4 | — | DBCV 2.000% 9/0 | $0 | $40,000,000 | +40,000,000 | $0 | $43,717 | +$43,717 | 2021-02-16 |
|---|
| Q4 2020 | INVITAE CORP
CUSIP 46185LAB9 | — | NOTE 2.000% 9/0 | $0 | $26,689,000 | +26,689,000 | $0 | $43,129 | +$43,129 | 2021-02-16 |
|---|
| Q4 2020 | INSMED INC
CUSIP 457669AA7 | — | NOTE 1.750% 1/1 | $0 | $37,186,000 | +37,186,000 | $0 | $41,947 | +$41,947 | 2021-02-16 |
|---|
| Q4 2020 | AMERICAN AIRLS GROUP INC
CUSIP 02376RAF9 | — | NOTE 6.500% 7/0 | $0 | $32,107,000 | +32,107,000 | $0 | $40,526 | +$40,526 | 2021-02-16 |
|---|
| Q4 2020 | ZYNGA INC
CUSIP 98986TAB4 | — | NOTE 0.250% 6/0 | $0 | $29,951,000 | +29,951,000 | $0 | $40,050 | +$40,050 | 2021-02-16 |
|---|
| Q4 2020 | IQIYI INC
CUSIP 46267XAE8 | — | NOTE 4.000%12/1 | $0 | $40,000,000 | +40,000,000 | $0 | $39,934 | +$39,934 | 2021-02-16 |
|---|
| Q4 2020 | VONAGE HLDGS CORP
CUSIP 92886TAJ1 | — | NOTE 1.750% 6/0 | $0 | $36,118,000 | +36,118,000 | $0 | $39,190 | +$39,190 | 2021-02-16 |
|---|
| Q4 2020 | ACCELERATE DIAGNOSTICS INC
CUSIP 00430HAB8 | — | NOTE 2.500% 3/1 | $0 | $66,655,000 | +66,655,000 | $0 | $38,695 | +$38,695 | 2021-02-16 |
|---|
| Q4 2020 | INTREXON CORP
CUSIP 46122TAA0 | — | NOTE 3.500% 7/0 | $0 | $44,600,000 | +44,600,000 | $0 | $37,031 | +$37,031 | 2021-02-16 |
|---|
| Q4 2020 | GOLDEN STAR RES LTD CDA
CUSIP 38119TAG9 | — | NOTE 7.000% 8/1 | $0 | $32,299,000 | +32,299,000 | $0 | $34,560 | +$34,560 | 2021-02-16 |
|---|
| Q4 2020 | SNAP INC
CUSIP 83304AAB2 | — | NOTE 0.750% 8/0 | $0 | $15,000,000 | +15,000,000 | $0 | $34,047 | +$34,047 | 2021-02-16 |
|---|
| Q4 2020 | REALPAGE INC
CUSIP 75606NAC3 | — | NOTE 1.500% 5/1 | $0 | $26,300,000 | +26,300,000 | $0 | $33,858 | +$33,858 | 2021-02-16 |
|---|
| Q4 2020 | GREENLIGHT CAP RE LTD
CUSIP 395366AB3 | — | NOTE 4.000% 8/0 | $0 | $39,850,000 | +39,850,000 | $0 | $33,565 | +$33,565 | 2021-02-16 |
|---|
| Q4 2020 | LUMENTUM HLDGS INC
CUSIP 55024UAB5 | — | NOTE 0.250% 3/1 | $0 | $20,000,000 | +20,000,000 | $0 | $33,046 | +$33,046 | 2021-02-16 |
|---|
| Q4 2020 | KBR INC
CUSIP 48242WAB2 | — | NOTE 2.500%11/0 | $0 | $23,335,000 | +23,335,000 | $0 | $31,964 | +$31,964 | 2021-02-16 |
|---|
| Q4 2020 | WAYFAIR INC
CUSIP 94419LAF8 | — | NOTE 1.000% 8/1 | $0 | $19,000,000 | +19,000,000 | $0 | $31,941 | +$31,941 | 2021-02-16 |
|---|
| Q4 2020 | OSI SYSTEMS INC
CUSIP 671044AD7 | — | NOTE 1.250% 9/0 | $0 | $29,150,000 | +29,150,000 | $0 | $31,255 | +$31,255 | 2021-02-16 |
|---|
| Q4 2020 | PEBBLEBROOK HOTEL TR
CUSIP 70509VAA8 | — | NOTE 1.750%12/1 | $0 | $27,000,000 | +27,000,000 | $0 | $28,737 | +$28,737 | 2021-02-16 |
|---|
| Q4 2020 | WINNEBAGO INDS INC
CUSIP 974637AB6 | — | NOTE 1.500% 4/0 | $0 | $24,000,000 | +24,000,000 | $0 | $28,539 | +$28,539 | 2021-02-16 |
|---|
| Q4 2020 | COWEN INC
CUSIP 223622AE1 | — | NOTE 3.000%12/1 | $0 | $18,181,000 | +18,181,000 | $0 | $27,901 | +$27,901 | 2021-02-16 |
|---|
| Q4 2020 | INSEEGO CORP
CUSIP 45782BAD6 | — | NOTE 3.250% 5/0 | $0 | $20,000,000 | +20,000,000 | $0 | $27,097 | +$27,097 | 2021-02-16 |
|---|
| Q4 2020 | OMEROS CORP
CUSIP 682143AG7 | — | NOTE 5.250% 2/1 | $0 | $25,000,000 | +25,000,000 | $0 | $26,819 | +$26,819 | 2021-02-16 |
|---|
| Q4 2020 | APPLIED OPTOELECTRONICS INC
CUSIP 03823UAB8 | — | NOTE 5.000% 3/1 | $0 | $30,950,000 | +30,950,000 | $0 | $26,124 | +$26,124 | 2021-02-16 |
|---|
| Q4 2020 | TURNING PT BRANDS INC
CUSIP 90041LAE5 | — | NOTE 2.500% 7/1 | $0 | $23,350,000 | +23,350,000 | $0 | $25,902 | +$25,902 | 2021-02-16 |
|---|
| Q4 2020 | YY INC
CUSIP 98426TAF3 | — | NOTE 1.375% 6/1 | $0 | $25,500,000 | +25,500,000 | $0 | $25,863 | +$25,863 | 2021-02-16 |
|---|
| Q4 2020 | SHIP FINANCE INTERNATIONAL L
CUSIP G81075AF3 | — | NOTE 5.750%10/1 | $0 | $25,100,000 | +25,100,000 | $0 | $24,697 | +$24,697 | 2021-02-16 |
|---|
| Q4 2020 | ENCORE CAP GROUP INC
CUSIP 292554AK8 | — | NOTE 3.250% 3/1 | $0 | $22,800,000 | +22,800,000 | $0 | $24,472 | +$24,472 | 2021-02-16 |
|---|
| Q4 2020 | YY INC
CUSIP 98426TAD8 | — | NOTE 0.750% 6/1 | $0 | $23,800,000 | +23,800,000 | $0 | $24,194 | +$24,194 | 2021-02-16 |
|---|
| Q4 2020 | INVACARE CORP
CUSIP 461203AL5 | — | NOTE 5.000%11/1 | $0 | $25,000,000 | +25,000,000 | $0 | $23,838 | +$23,838 | 2021-02-16 |
|---|
| Q4 2020 | RETROPHIN INC
CUSIP 761299AB2 | — | NOTE 2.500% 9/1 | $0 | $23,500,000 | +23,500,000 | $0 | $23,726 | +$23,726 | 2021-02-16 |
|---|
| Q4 2020 | NOVAVAX INC
CUSIP 670002AB0 | — | NOTE 3.750% 2/0 | $0 | $18,362,000 | +18,362,000 | $0 | $23,089 | +$23,089 | 2021-02-16 |
|---|
| Q4 2020 | INPHI CORP
CUSIP 45772FAC1 | — | NOTE 0.750% 9/0 | $0 | $7,588,000 | +7,588,000 | $0 | $21,512 | +$21,512 | 2021-02-16 |
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| Q4 2020 | SHIP FIN INTL LTD
CUSIP 824689AG8 | — | NOTE 4.875% 5/0 | $0 | $23,300,000 | +23,300,000 | $0 | $20,672 | +$20,672 | 2021-02-16 |
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| Q4 2020 | VEONEER INC
CUSIP 92336XAA7 | — | NOTE 4.000% 6/0 | $0 | $17,000,000 | +17,000,000 | $0 | $20,644 | +$20,644 | 2021-02-16 |
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| Q4 2020 | NATIONAL HEALTH INVS INC
CUSIP 63633DAE4 | — | NOTE 3.250% 4/0 | $0 | $19,134,000 | +19,134,000 | $0 | $20,468 | +$20,468 | 2021-02-16 |
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| Q4 2020 | INNOVIVA INC
CUSIP 45781MAB7 | — | NOTE 2.500% 8/1 | $0 | $18,219,000 | +18,219,000 | $0 | $19,621 | +$19,621 | 2021-02-16 |
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| Q4 2020 | INVACARE CORP
CUSIP 461203AJ0 | — | NOTE 5.000%11/1 | $0 | $19,836,000 | +19,836,000 | $0 | $18,255 | +$18,255 | 2021-02-16 |
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| Q4 2020 | FLUIDIGM CORP DEL
CUSIP 34385PAF5 | — | NOTE 5.250%12/0 | $0 | $8,147,000 | +8,147,000 | $0 | $18,086 | +$18,086 | 2021-02-16 |
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| Q4 2020 | KNOWLES CORP
CUSIP 49926DAB5 | — | NOTE 3.250%11/0 | $0 | $15,850,000 | +15,850,000 | $0 | $18,046 | +$18,046 | 2021-02-16 |
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| Q4 2020 | TPG SPECIALTY LENDING INC
CUSIP 87265KAD4 | — | NOTE 4.500% 8/0 | $0 | $16,300,000 | +16,300,000 | $0 | $17,659 | +$17,659 | 2021-02-16 |
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| Q4 2020 | REPLIGEN CORP
CUSIP 759916AB5 | — | NOTE 0.375% 7/1 | $0 | $10,000,000 | +10,000,000 | $0 | $17,564 | +$17,564 | 2021-02-16 |
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| Q4 2020 | ENCORE CAP EUROPE FIN LTD
CUSIP 29260UAA5 | — | NOTE 4.500% 9/0 | $0 | $15,000,000 | +15,000,000 | $0 | $16,973 | +$16,973 | 2021-02-16 |
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| Q4 2020 | AKAMAI TECHNOLOGIES INC
CUSIP 00971TAJ0 | — | NOTE 0.125% 5/0 | $0 | $13,689,000 | +13,689,000 | $0 | $16,969 | +$16,969 | 2021-02-16 |
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| Q4 2020 | ALTERYX INC
CUSIP 02156BAB9 | — | NOTE 0.500% 6/0 | $0 | $6,052,000 | +6,052,000 | $0 | $16,878 | +$16,878 | 2021-02-16 |
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| Q4 2020 | OMEROS CORP
CUSIP 682143AE2 | — | NOTE 6.250%11/1 | $0 | $14,730,000 | +14,730,000 | $0 | $15,803 | +$15,803 | 2021-02-16 |
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| Q4 2020 | MAGNACHIP SEMICONDUCTOR SA
CUSIP 55932XAB0 | — | NOTE 5.000% 3/0 | $0 | $9,530,000 | +9,530,000 | $0 | $15,787 | +$15,787 | 2021-02-16 |
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