The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 4,746 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 5,788 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 6,645 | 8,110,000 | SH | SOLE | 8,110,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 7,216 | 5,755,000 | SH | SOLE | 5,755,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 6,813 | 8,560,000 | SH | SOLE | 8,560,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 6,584 | 6,245,000 | SH | SOLE | 6,245,000 | 0 | 0 | ||
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 2,999 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| BANDWIDTH INC | NOTE 0.500% 4/0 | 05988JAD5 | 4,248 | 7,240,000 | SH | SOLE | 7,240,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,747 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 5,974 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 1,234 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 7,382 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 528 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 2,052 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 3,305 | 2,447,000 | SH | SOLE | 2,447,000 | 0 | 0 | ||
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 | 2,691 | 3,700,000 | SH | SOLE | 3,700,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 4,386 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,888 | 4,035,000 | SH | SOLE | 4,035,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 6,025 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | 6,906 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 8,058 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 6,332 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 4,334 | 2,842,000 | SH | SOLE | 2,842,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 4,974 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 4,646 | 5,450,000 | SH | SOLE | 5,450,000 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 1,712 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 3,889 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 4,504 | 3,974,000 | SH | SOLE | 3,974,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 2,658 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 1,919 | 2,077,000 | SH | SOLE | 2,077,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,268 | 3,095,000 | SH | SOLE | 3,095,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 8,267 | 4,600,000 | SH | SOLE | 4,600,000 | 0 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 5,129 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 4,268 | 3,922,000 | SH | SOLE | 3,922,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 8,348 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 4,560 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| GOPRO INC | NOTE 1.250%11/1 | 38268TAD5 | 1,833 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 2,381 | 3,150,000 | SH | SOLE | 3,150,000 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 9,342 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 2.250% 3/1 | 393222AK0 | 5,601 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 8,382 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 2,210 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,146 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 4,507 | 3,750,000 | SH | SOLE | 3,750,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 6,934 | 7,277,000 | SH | SOLE | 7,277,000 | 0 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 7,019 | 7,940,000 | SH | SOLE | 7,940,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 9,946 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 4,815 | 5,759,000 | SH | SOLE | 5,759,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 5,446 | 5,542,000 | SH | SOLE | 5,542,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 1,984 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 3,675 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 6,822 | 8,558,000 | SH | SOLE | 8,558,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 6,461 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 5,521 | 5,943,000 | SH | SOLE | 5,943,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 10,859 | 5,620,000 | SH | SOLE | 5,620,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,375 | 2,508,000 | SH | SOLE | 2,508,000 | 0 | 0 | ||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 4,683 | 5,186,000 | SH | SOLE | 5,186,000 | 0 | 0 | ||
| EDGIO INC | NOTE 3.500% 8/0 | 53261MAB0 | 1,785 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 4,196 | 5,797,000 | SH | SOLE | 5,797,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 7,184 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 4,438 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 4,964 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 6,523 | 6,982,000 | SH | SOLE | 6,982,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 667 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 6,665 | 5,890,000 | SH | SOLE | 5,890,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 3,741 | 4,478,000 | SH | SOLE | 4,478,000 | 0 | 0 | ||
| MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 7,281 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 3,381 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 4,819 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 3,043 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,005 | 4,452,000 | SH | SOLE | 4,452,000 | 0 | 0 | ||
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 5,017 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 5,158 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 1,978 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 8,727 | 5,100,000 | SH | SOLE | 5,100,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,345 | 6,977,000 | SH | SOLE | 6,977,000 | 0 | 0 | ||
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 1,492 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 5,136 | 5,326,000 | SH | SOLE | 5,326,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 6,310 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 3,526 | 3,860,000 | SH | SOLE | 3,860,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,118 | 7,338,000 | SH | SOLE | 7,338,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 3,221 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 9,514 | 7,467,000 | SH | SOLE | 7,467,000 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 2,776 | 3,780,000 | SH | SOLE | 3,780,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 10/1 | 75737FAC2 | 2,042 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 0.500% 4/0 | 75737FAE8 | 928 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 2,022 | 2,035,000 | SH | SOLE | 2,035,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 902 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 3,605 | 3,134,000 | SH | SOLE | 3,134,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 6,332 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 4,825 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 1,026 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 7,639 | 7,715,000 | SH | SOLE | 7,715,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 3,460 | 5,086,000 | SH | SOLE | 5,086,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 4,033 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 5,352 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 2,780 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 2,728 | 3,300,000 | SH | SOLE | 3,300,000 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 8,796 | 7,225,000 | SH | SOLE | 7,225,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 4,847 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 5,039 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 4,966 | 6,150,000 | SH | SOLE | 6,150,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 3,658 | 5,460,000 | SH | SOLE | 5,460,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 6,253 | 6,061,000 | SH | SOLE | 6,061,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 5,416 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||