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 | 17,815 | 14,296,000 | PRN | SOLE | 14,296,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 15,270 | 13,544,000 | PRN | SOLE | 13,544,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 4,067 | 2,939,000 | PRN | SOLE | 2,939,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 9,753 | 9,324,000 | PRN | SOLE | 9,324,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,776 | 3,529,000 | PRN | SOLE | 3,529,000 | 0 | 0 | ||
| AMPLIFY ENERGY CORP NEW | COM | 03212B103 | 245 | 187,125 | SH | SOLE | 187,125 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 15,801 | 15,088,000 | PRN | SOLE | 15,088,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,245 | 6,740,000 | PRN | SOLE | 6,740,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 3,954 | 1,139,000 | PRN | SOLE | 1,139,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 29,149 | 26,959,000 | PRN | SOLE | 26,959,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 16,068 | 8,486,000 | PRN | SOLE | 8,486,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 25,530 | 24,992,000 | PRN | SOLE | 24,992,000 | 0 | 0 | ||
| CALIFORNIA RES CORP | COMMON STOCK | 13057Q305 | 3,340 | 141,598 | SH | SOLE | 141,598 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,136 | 625,000 | PRN | SOLE | 625,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 9,455 | 6,967,000 | PRN | SOLE | 6,967,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 15,014 | 10,584,000 | PRN | SOLE | 10,584,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 21,496 | 17,568,000 | PRN | SOLE | 17,568,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 1,446 | 635,000 | PRN | SOLE | 635,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 44,687 | 46,009,000 | PRN | SOLE | 46,009,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 8,741 | 6,557,000 | PRN | SOLE | 6,557,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 12,903 | 6,042,000 | PRN | SOLE | 6,042,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,708 | 20,789,000 | PRN | SOLE | 20,789,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 7,175 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 11,155 | 7,988,000 | PRN | SOLE | 7,988,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 9,836 | 7,762,000 | PRN | SOLE | 7,762,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 14,426 | 11,772,000 | PRN | SOLE | 11,772,000 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 14,884 | 14,317,000 | PRN | SOLE | 14,317,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 7,129 | 6,901,000 | PRN | SOLE | 6,901,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 9,231 | 8,546,000 | PRN | SOLE | 8,546,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 8,343 | 5,668,000 | PRN | SOLE | 5,668,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 19,070 | 16,760,000 | PRN | SOLE | 16,760,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 20,027 | 15,597,000 | PRN | SOLE | 15,597,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 16,050 | 12,066,000 | PRN | SOLE | 12,066,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 9,578 | 9,016,000 | PRN | SOLE | 9,016,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 4,774 | 4,621,000 | PRN | SOLE | 4,621,000 | 0 | 0 | ||
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 656 | 642,000 | PRN | SOLE | 642,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 4,746 | 5,282,000 | PRN | SOLE | 5,282,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 4,589 | 4,082,000 | PRN | SOLE | 4,082,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 4,308 | 3,808,000 | PRN | SOLE | 3,808,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 3,166 | 2,952,000 | PRN | SOLE | 2,952,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 4,950 | 3,355,000 | PRN | SOLE | 3,355,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 9,972 | 7,210,000 | PRN | SOLE | 7,210,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 18,552 | 19,135,000 | PRN | SOLE | 19,135,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 3,921 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,486 | 3,510,000 | PRN | SOLE | 3,510,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 8,108 | 6,289,000 | PRN | SOLE | 6,289,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 19,365 | 14,825,000 | PRN | SOLE | 14,825,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 19,409 | 15,764,000 | PRN | SOLE | 15,764,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 383 | 374,000 | PRN | SOLE | 374,000 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 24,175 | 21,071,000 | PRN | SOLE | 21,071,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 13,706 | 11,840,000 | PRN | SOLE | 11,840,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 18,439 | 9,046,000 | PRN | SOLE | 9,046,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,113 | 4,369,000 | PRN | SOLE | 4,369,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 9,107 | 9,262,000 | PRN | SOLE | 9,262,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 12,010 | 6,396,000 | PRN | SOLE | 6,396,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 576 | 562,000 | PRN | SOLE | 562,000 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM NEW | 674215207 | 1,978 | 53,369 | SH | SOLE | 53,369 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 19,469 | 11,528,000 | PRN | SOLE | 11,528,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 35,116 | 24,707,000 | PRN | SOLE | 24,707,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,253 | 2,794,000 | PRN | SOLE | 2,794,000 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 16,371 | 14,484,000 | PRN | SOLE | 14,484,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 18,120 | 16,327,000 | PRN | SOLE | 16,327,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,973 | 4,506,000 | PRN | SOLE | 4,506,000 | 0 | 0 | ||
| RH | NOTE 6/1 | 74967XAA1 | 15,166 | 6,430,000 | PRN | SOLE | 6,430,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 10,510 | 8,092,000 | PRN | SOLE | 8,092,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 4,241 | 2,400,000 | PRN | SOLE | 2,400,000 | 0 | 0 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 8,979 | 4,569,000 | PRN | SOLE | 4,569,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,330 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 8,769 | 7,376,000 | PRN | SOLE | 7,376,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 8,108 | 3,550,000 | PRN | SOLE | 3,550,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 14,858 | 10,134,000 | PRN | SOLE | 10,134,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,708 | 4,614,000 | PRN | SOLE | 4,614,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,817 | 3,664,000 | PRN | SOLE | 3,664,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 7,275 | 7,168,000 | PRN | SOLE | 7,168,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 7,260 | 7,586,000 | PRN | SOLE | 7,586,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,203 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 22,806 | 18,761,000 | PRN | SOLE | 18,761,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 6,689 | 3,975,000 | PRN | SOLE | 3,975,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 567 | 514,000 | PRN | SOLE | 514,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 5,955 | 5,438,000 | PRN | SOLE | 5,438,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 494 | 267,000 | PRN | SOLE | 267,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 691 | 410,000 | PRN | SOLE | 410,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 3,011 | 3,083,000 | PRN | SOLE | 3,083,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 3,997 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 12,486 | 12,408,000 | PRN | SOLE | 12,408,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 13,528 | 11,299,000 | PRN | SOLE | 11,299,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 15,253 | 9,069,000 | PRN | SOLE | 9,069,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 6,583 | 4,843,000 | PRN | SOLE | 4,843,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 2,545 | 1,488,000 | PRN | SOLE | 1,488,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 11,630 | 5,541,000 | PRN | SOLE | 5,541,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 20,723 | 15,392,000 | PRN | SOLE | 15,392,000 | 0 | 0 | ||