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 | 14,759 | 12,109,000 | PRN | SOLE | 12,109,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 16,793 | 15,372,000 | PRN | SOLE | 15,372,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 17,507 | 13,280,000 | PRN | SOLE | 13,280,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 4,593 | 3,168,000 | PRN | SOLE | 3,168,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 7,431 | 7,818,000 | PRN | SOLE | 7,818,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,452 | 3,775,000 | PRN | SOLE | 3,775,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 16,585 | 15,922,000 | PRN | SOLE | 15,922,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,087 | 6,455,000 | PRN | SOLE | 6,455,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 28,071 | 27,562,000 | PRN | SOLE | 27,562,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 373 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 19,758 | 19,020,000 | PRN | SOLE | 19,020,000 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 3,407 | 141,598 | SH | SOLE | 141,598 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,573 | 902,000 | PRN | SOLE | 902,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 99/99/999 | 165167172 | 432 | 21,880 | PRN | SOLE | 21,880 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 03/01/202 | 165167180 | 207 | 12,156 | PRN | SOLE | 12,156 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 828 | 19,074 | SH | SOLE | 19,074 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 10,912 | 7,648,000 | PRN | SOLE | 7,648,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 15,854 | 10,045,000 | PRN | SOLE | 10,045,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 18,824 | 17,297,000 | PRN | SOLE | 17,297,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 57,839 | 59,605,000 | PRN | SOLE | 59,605,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 61 | 49,000 | PRN | SOLE | 49,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,207 | 20,221,000 | PRN | SOLE | 20,221,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 501 | 264,000 | PRN | SOLE | 264,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 11,039 | 8,002,000 | PRN | SOLE | 8,002,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 12,147 | 8,255,000 | PRN | SOLE | 8,255,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 13,679 | 12,011,000 | PRN | SOLE | 12,011,000 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 11,070 | 10,855,000 | PRN | SOLE | 10,855,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 7,008 | 6,347,000 | PRN | SOLE | 6,347,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 5,177 | 4,951,000 | PRN | SOLE | 4,951,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 19,472 | 16,266,000 | PRN | SOLE | 16,266,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 17,996 | 12,141,000 | PRN | SOLE | 12,141,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 12,096 | 9,031,000 | PRN | SOLE | 9,031,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 9,618 | 8,557,000 | PRN | SOLE | 8,557,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 12,023 | 11,167,000 | PRN | SOLE | 11,167,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 4,629 | 4,786,000 | PRN | SOLE | 4,786,000 | 0 | 0 | ||
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 328 | 322,000 | PRN | SOLE | 322,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 6,069 | 6,425,000 | PRN | SOLE | 6,425,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 4,850 | 4,355,000 | PRN | SOLE | 4,355,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 4,662 | 4,079,000 | PRN | SOLE | 4,079,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 3,424 | 3,152,000 | PRN | SOLE | 3,152,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 11,821 | 7,392,000 | PRN | SOLE | 7,392,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 9,833 | 9,861,000 | PRN | SOLE | 9,861,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 28,069 | 36,228,000 | PRN | SOLE | 36,228,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,809 | 3,726,000 | PRN | SOLE | 3,726,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 8,348 | 6,519,000 | PRN | SOLE | 6,519,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 19,852 | 14,127,000 | PRN | SOLE | 14,127,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 11,984 | 10,711,000 | PRN | SOLE | 10,711,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 14,590 | 12,410,000 | PRN | SOLE | 12,410,000 | 0 | 0 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 15,123 | 11,597,000 | PRN | SOLE | 11,597,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 10,496 | 8,820,000 | PRN | SOLE | 8,820,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 14,628 | 12,215,000 | PRN | SOLE | 12,215,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,565 | 4,796,000 | PRN | SOLE | 4,796,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 6,213 | 6,342,000 | PRN | SOLE | 6,342,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 2,017 | 1,088,000 | PRN | SOLE | 1,088,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 9,318 | 9,100,000 | PRN | SOLE | 9,100,000 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM NEW | 674215207 | 3,170 | 53,369 | SH | SOLE | 53,369 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 7,803 | 3,746,000 | PRN | SOLE | 3,746,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 21,442 | 16,103,000 | PRN | SOLE | 16,103,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 14,720 | 13,365,000 | PRN | SOLE | 13,365,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,427 | 2,066,000 | PRN | SOLE | 2,066,000 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 14,783 | 13,735,000 | PRN | SOLE | 13,735,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 19,137 | 17,182,000 | PRN | SOLE | 17,182,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,506 | 1,149,000 | PRN | SOLE | 1,149,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,986 | 2,263,000 | PRN | SOLE | 2,263,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 21,081 | 19,135,000 | PRN | SOLE | 19,135,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,208 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 8,477 | 7,364,000 | PRN | SOLE | 7,364,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 5,247 | 2,210,000 | PRN | SOLE | 2,210,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 19,568 | 11,282,000 | PRN | SOLE | 11,282,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,167 | 3,620,000 | PRN | SOLE | 3,620,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 6,773 | 6,337,000 | PRN | SOLE | 6,337,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 6,056 | 6,212,000 | PRN | SOLE | 6,212,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 14,716 | 11,009,000 | PRN | SOLE | 11,009,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 5,992 | 3,899,000 | PRN | SOLE | 3,899,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 7,966 | 7,499,000 | PRN | SOLE | 7,499,000 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 2,994 | 3,083,000 | PRN | SOLE | 3,083,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 4,476 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 13,409 | 13,033,000 | PRN | SOLE | 13,033,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 15,221 | 10,850,000 | PRN | SOLE | 10,850,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 5,281 | 3,057,000 | PRN | SOLE | 3,057,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 6,447 | 4,834,000 | PRN | SOLE | 4,834,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 2,515 | 1,494,000 | PRN | SOLE | 1,494,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,451 | 694,000 | PRN | SOLE | 694,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 16,524 | 12,003,000 | PRN | SOLE | 12,003,000 | 0 | 0 | ||