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 |
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 2,476 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1,320 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 2,842 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 1,439 | 1,541,000 | SH | SOLE | 1,541,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 2,115 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 845 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 58 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,343 | 1,526,000 | SH | SOLE | 1,526,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 2,550 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 630 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,236 | 2,065,000 | SH | SOLE | 2,065,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 3,338 | 2,550,000 | SH | SOLE | 2,550,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 920 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,054 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 5,695 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,279 | 1,600,000 | SH | SOLE | 1,600,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 25 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,460 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 298 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,678 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 2,762 | 1,514,000 | SH | SOLE | 1,514,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 1,560 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,813 | 1,859,000 | SH | SOLE | 1,859,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,042 | 1,005,000 | SH | SOLE | 1,005,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,432 | 1,513,000 | SH | SOLE | 1,513,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 1,957 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 2,732 | 2,700,000 | SH | SOLE | 2,700,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 370 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 481 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 2,391 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 2,366 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,310 | 1,245,000 | SH | SOLE | 1,245,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 759 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,686 | 1,516,000 | SH | SOLE | 1,516,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,103 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 400 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 1,699 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 495 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 349 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,612 | 1,702,000 | SH | SOLE | 1,702,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 886 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,379 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 570 | 691,000 | SH | SOLE | 691,000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 904 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 2,464 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | 983 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 554 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||