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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 3,898 | 1,001,000 | PRN | SOLE | 1,001,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 33,598 | 31,219,000 | PRN | SOLE | 31,219,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 12,697 | 12,598,000 | PRN | SOLE | 12,598,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 6,314 | 5,776,000 | PRN | SOLE | 5,776,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,793 | 1,455,000 | PRN | SOLE | 1,455,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 16,926 | 16,683,000 | PRN | SOLE | 16,683,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 10,378 | 10,023,000 | PRN | SOLE | 10,023,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 1,882 | 158,056 | SH | SOLE | 158,056 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 27,077 | 25,929,000 | PRN | SOLE | 25,929,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 24,123 | 22,975,000 | PRN | SOLE | 22,975,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,047 | 1,185,000 | PRN | SOLE | 1,185,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 2,133 | 1,383,000 | PRN | SOLE | 1,383,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 7,174 | 8,931,000 | PRN | SOLE | 8,931,000 | 0 | 0 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 5,932 | 5,422,000 | PRN | SOLE | 5,422,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 14,890 | 12,137,000 | PRN | SOLE | 12,137,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 15,496 | 14,025,000 | PRN | SOLE | 14,025,000 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CLASS A | 231082801 | 1,137 | 67,894 | SH | SOLE | 67,894 | 0 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 7,091 | 5,954,000 | PRN | SOLE | 5,954,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 24,939 | 25,462,000 | PRN | SOLE | 25,462,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 12,188 | 12,382,000 | PRN | SOLE | 12,382,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 2,515 | 3,170,000 | PRN | SOLE | 3,170,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 13,231 | 11,028,000 | PRN | SOLE | 11,028,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,991 | 2,296,000 | PRN | SOLE | 2,296,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 17,101 | 13,459,000 | PRN | SOLE | 13,459,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 11,848 | 12,046,000 | PRN | SOLE | 12,046,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 3,306 | 2,370,000 | PRN | SOLE | 2,370,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 11,745 | 12,075,000 | PRN | SOLE | 12,075,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 8,527 | 8,737,000 | PRN | SOLE | 8,737,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 7,860 | 5,064,000 | PRN | SOLE | 5,064,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 12,955 | 9,056,000 | PRN | SOLE | 9,056,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 5,919 | 4,971,000 | PRN | SOLE | 4,971,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 5,987 | 5,827,000 | PRN | SOLE | 5,827,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 12,808 | 12,867,000 | PRN | SOLE | 12,867,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 3,922 | 3,473,000 | PRN | SOLE | 3,473,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 4,214 | 7,755,000 | PRN | SOLE | 7,755,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 8,428 | 7,118,000 | PRN | SOLE | 7,118,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 8,952 | 10,300,000 | PRN | SOLE | 10,300,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 28,628 | 24,025,000 | PRN | SOLE | 24,025,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 10,606 | 8,963,000 | PRN | SOLE | 8,963,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 2,539 | 2,862,000 | PRN | SOLE | 2,862,000 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 23,262 | 23,875,000 | PRN | SOLE | 23,875,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 27,158 | 25,894,000 | PRN | SOLE | 25,894,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 21,531 | 18,161,000 | PRN | SOLE | 18,161,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 10,069 | 9,448,000 | PRN | SOLE | 9,448,000 | 0 | 0 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 5,386 | 7,480,000 | PRN | SOLE | 7,480,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 5,323 | 4,593,000 | PRN | SOLE | 4,593,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,193 | 3,927,000 | PRN | SOLE | 3,927,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 11,961 | 11,114,000 | PRN | SOLE | 11,114,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 6,161 | 3,595,000 | PRN | SOLE | 3,595,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,347 | 3,530,000 | PRN | SOLE | 3,530,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 11,430 | 11,559,000 | PRN | SOLE | 11,559,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 3,649 | 3,882,000 | PRN | SOLE | 3,882,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 12,324 | 10,781,000 | PRN | SOLE | 10,781,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 4,848 | 4,066,000 | PRN | SOLE | 4,066,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 5,217 | 5,664,000 | PRN | SOLE | 5,664,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 4,747 | 5,284,000 | PRN | SOLE | 5,284,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 2,611 | 1,003,000 | PRN | SOLE | 1,003,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 15,849 | 12,831,000 | PRN | SOLE | 12,831,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 4,815 | 5,076,000 | PRN | SOLE | 5,076,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 15,037 | 10,405,000 | PRN | SOLE | 10,405,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 8,809 | 9,112,000 | PRN | SOLE | 9,112,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,101 | 1,087,000 | PRN | SOLE | 1,087,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 604 | 237,000 | PRN | SOLE | 237,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 14 | 12,000 | PRN | SOLE | 12,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 8,128 | 5,377,000 | PRN | SOLE | 5,377,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 4,041 | 4,351,000 | PRN | SOLE | 4,351,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 26 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 6,962 | 3,338,000 | PRN | SOLE | 3,338,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 17,691 | 14,138,000 | PRN | SOLE | 14,138,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 19,502 | 19,077,000 | PRN | SOLE | 19,077,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 12,092 | 10,056,000 | PRN | SOLE | 10,056,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 12,572 | 12,298,000 | PRN | SOLE | 12,298,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 7,524 | 7,637,000 | PRN | SOLE | 7,637,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 6,877 | 4,214,000 | PRN | SOLE | 4,214,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 6,589 | 6,907,000 | PRN | SOLE | 6,907,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 6,660 | 6,713,000 | PRN | SOLE | 6,713,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 14,784 | 14,936,000 | PRN | SOLE | 14,936,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 4,552 | 4,565,000 | PRN | SOLE | 4,565,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 15,273 | 16,007,000 | PRN | SOLE | 16,007,000 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 2,880 | 1,428,000 | PRN | SOLE | 1,428,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 11,717 | 11,922,000 | PRN | SOLE | 11,922,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 13,158 | 12,976,000 | PRN | SOLE | 12,976,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 15,538 | 14,381,000 | PRN | SOLE | 14,381,000 | 0 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 4,732 | 248,420 | SH | SOLE | 248,420 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 13,529 | 14,181,000 | PRN | SOLE | 14,181,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 3,790 | 970,000 | PRN | SOLE | 970,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 14,619 | 9,698,000 | PRN | SOLE | 9,698,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 10,334 | 6,695,000 | PRN | SOLE | 6,695,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 7,872 | 6,918,000 | PRN | SOLE | 6,918,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 12,130 | 12,251,000 | PRN | SOLE | 12,251,000 | 0 | 0 | ||