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 |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 1,535 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 2,454 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 1,808 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 3,958 | 2,840,000 | SH | SOLE | 2,840,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,047 | 1,051,000 | SH | SOLE | 1,051,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 1,091 | 950,000 | SH | SOLE | 950,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,979 | 1,522,000 | SH | SOLE | 1,522,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 1,298 | 1,511,000 | SH | SOLE | 1,511,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,823 | 2,065,000 | SH | SOLE | 2,065,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 3,194 | 2,550,000 | SH | SOLE | 2,550,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 984 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,511 | 1,273,000 | SH | SOLE | 1,273,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 2,260 | 2,550,000 | SH | SOLE | 2,550,000 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 1,619 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 2,556 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 1,077 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 926 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 1,041 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 2,464 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 3,147 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 2,101 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 4,004 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,197 | 1,939,000 | SH | SOLE | 1,939,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,128 | 1,005,000 | SH | SOLE | 1,005,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,465 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 3,165 | 2,700,000 | SH | SOLE | 2,700,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 445 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 3,566 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 2,999 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 1,878 | 1,700,000 | SH | SOLE | 1,700,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 3,373 | 2,235,000 | SH | SOLE | 2,235,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,732 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 2,717 | 1,910,000 | SH | SOLE | 1,910,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 1,023 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,332 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| TIMKENSTEEL CORPORATION | NOTE 6.000% 6/0 | 887399AA1 | 416 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,730 | 1,702,000 | SH | SOLE | 1,702,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 802 | 661,000 | SH | SOLE | 661,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 3,587 | 2,152,000 | SH | SOLE | 2,152,000 | 0 | 0 | ||
| VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 1,213 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 2,810 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 1,622 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 3,579 | 2,975,000 | SH | SOLE | 2,975,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 4,006 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,100 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2,653 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||