The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| GLOBALSTAR INC | COM | 378973408 | 8,445 | 24,941,802 | SH | SOLE | 24,941,802 | 0 | 0 | ||
| HERCULES CAPITAL INC | COM | 427096508 | 515 | 35,709 | SH | SOLE | 35,709 | 0 | 0 | ||
| OAKTREE STRATEGIC INCOME COR | COM | 67402D104 | 389 | 50,233 | SH | SOLE | 50,233 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 1,032 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 33,911 | 24,694,000 | PRN | SOLE | 24,694,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 37,875 | 36,355,000 | PRN | SOLE | 36,355,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 8,657 | 8,442,000 | PRN | SOLE | 8,442,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 2,072 | 1,960,000 | PRN | SOLE | 1,960,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 109,208 | 58,000,000 | PRN | SOLE | 58,000,000 | 0 | 0 | ||
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 14,373 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
| CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 13,156 | 7,251,000 | PRN | SOLE | 7,251,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 69,668 | 57,203,000 | PRN | SOLE | 57,203,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 34,070 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 65,007 | 53,442,000 | PRN | SOLE | 53,442,000 | 0 | 0 | ||
| GOLDMAN SACHS BDC INC | NOTE 4.500% 4/0 | 38147UAB3 | 43,509 | 42,371,000 | PRN | SOLE | 42,371,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 15,595 | 15,322,000 | PRN | SOLE | 15,322,000 | 0 | 0 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 55,367 | 53,495,000 | PRN | SOLE | 53,495,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 74,034 | 70,437,000 | PRN | SOLE | 70,437,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 67,089 | 65,391,000 | PRN | SOLE | 65,391,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 15,148 | 14,700,000 | PRN | SOLE | 14,700,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 30,121 | 28,100,000 | PRN | SOLE | 28,100,000 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 25,176 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 61,398 | 64,562,000 | PRN | SOLE | 64,562,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 67,943 | 55,500,000 | PRN | SOLE | 55,500,000 | 0 | 0 | ||
| MOMO INC | NOTE 1.250% 7/0 | 60879BAB3 | 15,965 | 18,969,000 | PRN | SOLE | 18,969,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 6,505 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 11,447 | 11,100,000 | PRN | SOLE | 11,100,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 20,658 | 20,948,000 | PRN | SOLE | 20,948,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 27,131 | 26,742,000 | PRN | SOLE | 26,742,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 110,452 | 73,850,000 | PRN | SOLE | 73,850,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 67,231 | 47,500,000 | PRN | SOLE | 47,500,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 87,774 | 71,000,000 | PRN | SOLE | 71,000,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 38,225 | 34,500,000 | PRN | SOLE | 34,500,000 | 0 | 0 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 54,401 | 28,000,000 | PRN | SOLE | 28,000,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 8,294 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 11,119 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238QAD5 | 3,959 | 3,888,000 | PRN | SOLE | 3,888,000 | 0 | 0 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 18,591 | 17,116,000 | PRN | SOLE | 17,116,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 28,403 | 27,759,000 | PRN | SOLE | 27,759,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 36,386 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 24,928 | 25,585,000 | PRN | SOLE | 25,585,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 60,455 | 45,000,000 | PRN | SOLE | 45,000,000 | 0 | 0 | ||