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 | 15,516 | 11,777,000 | PRN | SOLE | 11,777,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 16,549 | 14,186,000 | PRN | SOLE | 14,186,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 14,655 | 9,769,000 | PRN | SOLE | 9,769,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 4,912 | 3,127,000 | PRN | SOLE | 3,127,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 6,735 | 6,969,000 | PRN | SOLE | 6,969,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,063 | 3,203,000 | PRN | SOLE | 3,203,000 | 0 | 0 | ||
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 5,996 | 1,370,000 | PRN | SOLE | 1,370,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 15,869 | 14,852,000 | PRN | SOLE | 14,852,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 8,306 | 7,478,000 | PRN | SOLE | 7,478,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 28,508 | 27,278,000 | PRN | SOLE | 27,278,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 14,947 | 14,821,000 | PRN | SOLE | 14,821,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 341 | 212,000 | PRN | SOLE | 212,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 18,494 | 17,679,000 | PRN | SOLE | 17,679,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 16,923 | 11,861,000 | PRN | SOLE | 11,861,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 15,394 | 9,596,000 | PRN | SOLE | 9,596,000 | 0 | 0 | ||
| CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 4,268 | 141,598 | SH | SOLE | 141,598 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 2,987 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,422 | 841,000 | PRN | SOLE | 841,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 254 | 12,156 | PRN | SOLE | 12,156 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167735 | 990 | 19,074 | SH | SOLE | 19,074 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 4,971 | 4,808,000 | PRN | SOLE | 4,808,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 10,705 | 6,477,000 | PRN | SOLE | 6,477,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 15,357 | 9,398,000 | PRN | SOLE | 9,398,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 11,789 | 10,133,000 | PRN | SOLE | 10,133,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 18,327 | 16,772,000 | PRN | SOLE | 16,772,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 10,111 | 7,518,000 | PRN | SOLE | 7,518,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 19,968 | 18,921,000 | PRN | SOLE | 18,921,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 60,776 | 58,513,000 | PRN | SOLE | 58,513,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 11,475 | 6,818,000 | PRN | SOLE | 6,818,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 22,923 | 19,941,000 | PRN | SOLE | 19,941,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 463 | 257,000 | PRN | SOLE | 257,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 10,673 | 7,987,000 | PRN | SOLE | 7,987,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 11,900 | 8,231,000 | PRN | SOLE | 8,231,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 7,631 | 6,691,000 | PRN | SOLE | 6,691,000 | 0 | 0 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 8,765 | 8,671,000 | PRN | SOLE | 8,671,000 | 0 | 0 | ||
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 850 | 13,139 | SH | SOLE | 13,139 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 4,159 | 3,787,000 | PRN | SOLE | 3,787,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 21,128 | 16,640,000 | PRN | SOLE | 16,640,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 16,322 | 10,596,000 | PRN | SOLE | 10,596,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 12,902 | 9,405,000 | PRN | SOLE | 9,405,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 9,144 | 8,180,000 | PRN | SOLE | 8,180,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 12,998 | 11,626,000 | PRN | SOLE | 11,626,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 3,835 | 4,067,000 | PRN | SOLE | 4,067,000 | 0 | 0 | ||
| IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 326 | 324,000 | PRN | SOLE | 324,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 5,240 | 5,510,000 | PRN | SOLE | 5,510,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 5,136 | 4,314,000 | PRN | SOLE | 4,314,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,831 | 4,839,000 | PRN | SOLE | 4,839,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,165 | 4,115,000 | PRN | SOLE | 4,115,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 3,490 | 3,152,000 | PRN | SOLE | 3,152,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 9,547 | 7,080,000 | PRN | SOLE | 7,080,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 8,334 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 6,324 | 6,087,000 | PRN | SOLE | 6,087,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 33,191 | 42,942,000 | PRN | SOLE | 42,942,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,301 | 3,196,000 | PRN | SOLE | 3,196,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 9,146 | 6,650,000 | PRN | SOLE | 6,650,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 18,357 | 13,009,000 | PRN | SOLE | 13,009,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 12,132 | 10,711,000 | PRN | SOLE | 10,711,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 13,521 | 12,404,000 | PRN | SOLE | 12,404,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 12,926 | 10,716,000 | PRN | SOLE | 10,716,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 9,366 | 8,742,000 | PRN | SOLE | 8,742,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 14,352 | 12,624,000 | PRN | SOLE | 12,624,000 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 9,708 | 5,451,000 | PRN | SOLE | 5,451,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,924 | 4,366,000 | PRN | SOLE | 4,366,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 2,669 | 2,695,000 | PRN | SOLE | 2,695,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,091 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 13,066 | 12,413,000 | PRN | SOLE | 12,413,000 | 0 | 0 | ||
| OASIS PETROLEUM INC | COM NEW | 674215207 | 3,054 | 30,369 | SH | SOLE | 30,369 | 0 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 16,250 | 12,921,000 | PRN | SOLE | 12,921,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 6,252 | 3,275,000 | PRN | SOLE | 3,275,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 25,095 | 17,069,000 | PRN | SOLE | 17,069,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 15,302 | 12,700,000 | PRN | SOLE | 12,700,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 15,931 | 9,920,000 | PRN | SOLE | 9,920,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 2,525 | 2,314,000 | PRN | SOLE | 2,314,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 17,660 | 16,745,000 | PRN | SOLE | 16,745,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,448 | 1,103,000 | PRN | SOLE | 1,103,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 4,702 | 2,819,000 | PRN | SOLE | 2,819,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,367 | 1,874,000 | PRN | SOLE | 1,874,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 19,416 | 17,482,000 | PRN | SOLE | 17,482,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 1,328 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
| SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 9,751 | 7,422,000 | PRN | SOLE | 7,422,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 16,905 | 12,095,000 | PRN | SOLE | 12,095,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 1,923 | 637,000 | PRN | SOLE | 637,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 13,138 | 8,602,000 | PRN | SOLE | 8,602,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 23,790 | 24,724,000 | PRN | SOLE | 24,724,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,309 | 3,670,000 | PRN | SOLE | 3,670,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 66,015 | 67,155,000 | PRN | SOLE | 67,155,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 2,612 | 1,265,000 | PRN | SOLE | 1,265,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 3,638 | 3,346,000 | PRN | SOLE | 3,346,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 6,298 | 6,345,000 | PRN | SOLE | 6,345,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 11,646 | 10,317,000 | PRN | SOLE | 10,317,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 7,962 | 5,776,000 | PRN | SOLE | 5,776,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 6,146 | 3,866,000 | PRN | SOLE | 3,866,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 8,339 | 7,417,000 | PRN | SOLE | 7,417,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 4,814 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 12,305 | 11,400,000 | PRN | SOLE | 11,400,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 13,875 | 10,706,000 | PRN | SOLE | 10,706,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 5,268 | 3,176,000 | PRN | SOLE | 3,176,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 7,454 | 4,834,000 | PRN | SOLE | 4,834,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 14,023 | 9,568,000 | PRN | SOLE | 9,568,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,271 | 642,000 | PRN | SOLE | 642,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 10,303 | 7,439,000 | PRN | SOLE | 7,439,000 | 0 | 0 | ||
| NOBLE CORP NEW | SHS | G6610J209 | 1,851 | 73,292 | SH | SOLE | 73,292 | 0 | 0 | ||