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 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 18,323 | 14,138,000 | PRN | SOLE | 14,138,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 15,097 | 12,879,000 | PRN | SOLE | 12,879,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 3,701 | 3,305,000 | PRN | SOLE | 3,305,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 9,063 | 8,943,000 | PRN | SOLE | 8,943,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,457 | 3,418,000 | PRN | SOLE | 3,418,000 | 0 | 0 | ||
| AMPLIFY ENERGY CORP NEW | COM | 03212B103 | 160 | 187,125 | SH | SOLE | 187,125 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 14,742 | 14,384,000 | PRN | SOLE | 14,384,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 6,888 | 6,570,000 | PRN | SOLE | 6,570,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 1,853 | 1,043,000 | PRN | SOLE | 1,043,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 26,805 | 25,291,000 | PRN | SOLE | 25,291,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 14,237 | 10,250,000 | PRN | SOLE | 10,250,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 6,892 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 25,282 | 26,427,000 | PRN | SOLE | 26,427,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 887 | 581,000 | PRN | SOLE | 581,000 | 0 | 0 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 2,030 | 1,796,000 | PRN | SOLE | 1,796,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 8,464 | 6,487,000 | PRN | SOLE | 6,487,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 11,377 | 10,031,000 | PRN | SOLE | 10,031,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 1,984 | 1,086,000 | PRN | SOLE | 1,086,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 3,389 | 1,339,000 | PRN | SOLE | 1,339,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 43,078 | 46,404,000 | PRN | SOLE | 46,404,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 3,702 | 1,217,000 | PRN | SOLE | 1,217,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 8,310 | 6,399,000 | PRN | SOLE | 6,399,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 17,268 | 17,879,000 | PRN | SOLE | 17,879,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 9,048 | 5,774,000 | PRN | SOLE | 5,774,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 11,380 | 9,616,000 | PRN | SOLE | 9,616,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 9,349 | 7,542,000 | PRN | SOLE | 7,542,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 10,792 | 11,482,000 | PRN | SOLE | 11,482,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 884 | 280,000 | PRN | SOLE | 280,000 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 14,070 | 13,909,000 | PRN | SOLE | 13,909,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 7,331 | 7,890,000 | PRN | SOLE | 7,890,000 | 0 | 0 | ||
| GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 6,901 | 8,405,000 | PRN | SOLE | 8,405,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 8,177 | 8,103,000 | PRN | SOLE | 8,103,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 7,262 | 5,604,000 | PRN | SOLE | 5,604,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 17,511 | 16,384,000 | PRN | SOLE | 16,384,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 16,209 | 15,276,000 | PRN | SOLE | 15,276,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 7,875 | 3,046,000 | PRN | SOLE | 3,046,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 8,758 | 8,366,000 | PRN | SOLE | 8,366,000 | 0 | 0 | ||
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 673 | 625,000 | PRN | SOLE | 625,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 5,036 | 5,169,000 | PRN | SOLE | 5,169,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 3,973 | 3,946,000 | PRN | SOLE | 3,946,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 3,390 | 3,441,000 | PRN | SOLE | 3,441,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 3,000 | 2,952,000 | PRN | SOLE | 2,952,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 3,830 | 3,290,000 | PRN | SOLE | 3,290,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 7,817 | 6,800,000 | PRN | SOLE | 6,800,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 16,920 | 20,330,000 | PRN | SOLE | 20,330,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,810 | 3,442,000 | PRN | SOLE | 3,442,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 7,319 | 6,093,000 | PRN | SOLE | 6,093,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 16,541 | 14,636,000 | PRN | SOLE | 14,636,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 353 | 374,000 | PRN | SOLE | 374,000 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 20,416 | 20,505,000 | PRN | SOLE | 20,505,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 7,597 | 2,985,000 | PRN | SOLE | 2,985,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 12,239 | 11,594,000 | PRN | SOLE | 11,594,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 21,878 | 14,046,000 | PRN | SOLE | 14,046,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,971 | 4,258,000 | PRN | SOLE | 4,258,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 12,382 | 12,893,000 | PRN | SOLE | 12,893,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 9,207 | 6,259,000 | PRN | SOLE | 6,259,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 528 | 509,000 | PRN | SOLE | 509,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 1,059 | 801,000 | PRN | SOLE | 801,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,706 | 1,418,000 | PRN | SOLE | 1,418,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 22,552 | 16,845,000 | PRN | SOLE | 16,845,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 24,645 | 21,670,000 | PRN | SOLE | 21,670,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 4,742 | 4,444,000 | PRN | SOLE | 4,444,000 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 14,057 | 13,963,000 | PRN | SOLE | 13,963,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 15,521 | 15,838,000 | PRN | SOLE | 15,838,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 5,436 | 4,371,000 | PRN | SOLE | 4,371,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 12,229 | 5,971,000 | PRN | SOLE | 5,971,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 6,709 | 6,408,000 | PRN | SOLE | 6,408,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,354 | 2,329,000 | PRN | SOLE | 2,329,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 25 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,179 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 14,613 | 10,480,000 | PRN | SOLE | 10,480,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 12,416 | 9,379,000 | PRN | SOLE | 9,379,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,758 | 4,614,000 | PRN | SOLE | 4,614,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 6,370 | 4,555,000 | PRN | SOLE | 4,555,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 7,598 | 3,483,000 | PRN | SOLE | 3,483,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 9,987 | 10,056,000 | PRN | SOLE | 10,056,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 4,006 | 4,289,000 | PRN | SOLE | 4,289,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 2,767 | 1,082,000 | PRN | SOLE | 1,082,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 21,159 | 18,775,000 | PRN | SOLE | 18,775,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 8,875 | 7,799,000 | PRN | SOLE | 7,799,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 1,237 | 1,213,000 | PRN | SOLE | 1,213,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 5,168 | 5,281,000 | PRN | SOLE | 5,281,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 451 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 1,638 | 788,000 | PRN | SOLE | 788,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 2,961 | 3,083,000 | PRN | SOLE | 3,083,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 3,350 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 13,877 | 14,484,000 | PRN | SOLE | 14,484,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 15,913 | 10,268,000 | PRN | SOLE | 10,268,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 4,795 | 4,743,000 | PRN | SOLE | 4,743,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 4,497 | 3,138,000 | PRN | SOLE | 3,138,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 21,197 | 12,060,000 | PRN | SOLE | 12,060,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 19,470 | 15,199,000 | PRN | SOLE | 15,199,000 | 0 | 0 | ||