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 | 3,972 | 1,059,000 | PRN | SOLE | 1,059,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 18,043 | 15,637,000 | PRN | SOLE | 15,637,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 8,185 | 8,150,000 | PRN | SOLE | 8,150,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 4,118 | 4,044,000 | PRN | SOLE | 4,044,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,595 | 1,455,000 | PRN | SOLE | 1,455,000 | 0 | 0 | ||
| AMPLIFY ENERGY CORP NEW | COM | 03212B103 | 1,155 | 187,125 | SH | SOLE | 187,125 | 0 | 0 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 17,783 | 16,989,000 | PRN | SOLE | 16,989,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,256 | 10,579,000 | PRN | SOLE | 10,579,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 1,401 | 136,947 | SH | SOLE | 136,947 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 24,447 | 24,674,000 | PRN | SOLE | 24,674,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 23,735 | 22,499,000 | PRN | SOLE | 22,499,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,176 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 3,512 | 3,610,000 | PRN | SOLE | 3,610,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 366 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 5,531 | 5,246,000 | PRN | SOLE | 5,246,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 13,805 | 10,241,000 | PRN | SOLE | 10,241,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 14,156 | 13,799,000 | PRN | SOLE | 13,799,000 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CLASS A | 231082801 | 942 | 64,801 | SH | SOLE | 64,801 | 0 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 7,754 | 6,328,000 | PRN | SOLE | 6,328,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 27,825 | 29,935,000 | PRN | SOLE | 29,935,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 11,415 | 11,772,000 | PRN | SOLE | 11,772,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 117 | 168,000 | PRN | SOLE | 168,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 3,059 | 2,991,000 | PRN | SOLE | 2,991,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 8,257 | 7,532,000 | PRN | SOLE | 7,532,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,390 | 2,380,000 | PRN | SOLE | 2,380,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 13,869 | 12,743,000 | PRN | SOLE | 12,743,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 8,547 | 6,950,000 | PRN | SOLE | 6,950,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 10,696 | 11,264,000 | PRN | SOLE | 11,264,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 3,537 | 2,440,000 | PRN | SOLE | 2,440,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 11,555 | 11,965,000 | PRN | SOLE | 11,965,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 7,430 | 7,898,000 | PRN | SOLE | 7,898,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 6,846 | 5,123,000 | PRN | SOLE | 5,123,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 17,515 | 15,706,000 | PRN | SOLE | 15,706,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 1,746 | 945,000 | PRN | SOLE | 945,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 5,514 | 4,780,000 | PRN | SOLE | 4,780,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,019 | 3,952,000 | PRN | SOLE | 3,952,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 13,653 | 13,991,000 | PRN | SOLE | 13,991,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 3,829 | 3,165,000 | PRN | SOLE | 3,165,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 4,371 | 7,579,000 | PRN | SOLE | 7,579,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 8,434 | 6,681,000 | PRN | SOLE | 6,681,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 8,017 | 9,512,000 | PRN | SOLE | 9,512,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 28,170 | 23,829,000 | PRN | SOLE | 23,829,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 6,521 | 5,584,000 | PRN | SOLE | 5,584,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 2,650 | 2,853,000 | PRN | SOLE | 2,853,000 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 22,221 | 21,937,000 | PRN | SOLE | 21,937,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 3,750 | 2,521,000 | PRN | SOLE | 2,521,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 23,843 | 23,824,000 | PRN | SOLE | 23,824,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 22,055 | 16,980,000 | PRN | SOLE | 16,980,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 10,032 | 9,073,000 | PRN | SOLE | 9,073,000 | 0 | 0 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 2,255 | 3,493,000 | PRN | SOLE | 3,493,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 1,013 | 824,000 | PRN | SOLE | 824,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,469 | 3,943,000 | PRN | SOLE | 3,943,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 11,446 | 11,976,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 4,997 | 2,774,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,074 | 3,206,000 | PRN | SOLE | 11,976,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 11,078 | 11,122,000 | PRN | SOLE | 2,774,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 3,725 | 3,962,000 | PRN | SOLE | 3,962,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 9,686 | 8,120,000 | PRN | SOLE | 8,120,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 4,476 | 3,961,000 | PRN | SOLE | 3,961,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 259 | 346,000 | PRN | SOLE | 346,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 4,510 | 5,328,000 | PRN | SOLE | 5,328,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 156 | 74,000 | PRN | SOLE | 74,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 14,320 | 12,154,000 | PRN | SOLE | 12,154,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 4,894 | 5,235,000 | PRN | SOLE | 5,235,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 18,665 | 17,573,000 | PRN | SOLE | 17,573,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 15,365 | 10,226,000 | PRN | SOLE | 10,226,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,092 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 8,595 | 8,643,000 | PRN | SOLE | 8,643,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 8,453 | 7,757,000 | PRN | SOLE | 7,757,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 48 | 48,000 | PRN | SOLE | 48,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 2,807 | 2,154,000 | PRN | SOLE | 2,154,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 2,668 | 2,668,000 | PRN | SOLE | 2,668,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 4,732 | 2,907,000 | PRN | SOLE | 2,907,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 3,732 | 4,078,000 | PRN | SOLE | 4,078,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 27 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 5,951 | 3,086,000 | PRN | SOLE | 3,086,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 17,592 | 13,409,000 | PRN | SOLE | 13,409,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 20,115 | 19,303,000 | PRN | SOLE | 19,303,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 20,802 | 19,191,000 | PRN | SOLE | 19,191,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,421 | 1,286,000 | PRN | SOLE | 1,286,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 10,832 | 9,653,000 | PRN | SOLE | 9,653,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 12,461 | 11,709,000 | PRN | SOLE | 11,709,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 8,375 | 8,910,000 | PRN | SOLE | 8,910,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 7,411 | 3,862,000 | PRN | SOLE | 3,862,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 6,331 | 6,431,000 | PRN | SOLE | 6,431,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 4,370 | 4,271,000 | PRN | SOLE | 4,271,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 15,578 | 15,091,000 | PRN | SOLE | 15,091,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 3,525 | 4,263,000 | PRN | SOLE | 4,263,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 6,968 | 7,198,000 | PRN | SOLE | 7,198,000 | 0 | 0 | ||
| TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 2,468 | 1,469,000 | PRN | SOLE | 1,469,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 12,387 | 11,610,000 | PRN | SOLE | 11,610,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 13,554 | 12,926,000 | PRN | SOLE | 12,926,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 16,167 | 15,846,000 | PRN | SOLE | 15,846,000 | 0 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 2,312 | 186,764 | SH | SOLE | 186,764 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 8,512 | 7,610,000 | PRN | SOLE | 7,610,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 12,811 | 13,493,000 | PRN | SOLE | 13,493,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 3,262 | 970,000 | PRN | SOLE | 970,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 21,709 | 22,387,000 | PRN | SOLE | 22,387,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 10,128 | 7,656,000 | PRN | SOLE | 7,656,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 4,985 | 3,741,000 | PRN | SOLE | 3,741,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 6,696 | 6,665,000 | PRN | SOLE | 6,665,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 1,379 | 1,555,000 | PRN | SOLE | 1,555,000 | 0 | 0 | ||