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 |
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1,329 | 1,260,000 | PRN | SOLE | None | 0 | 0 | 1,260,000 | |
| AMAZON COM INC | COM | 023135106 | 13,802 | 5,003 | SH | SOLE | None | 5,003 | 0 | 0 | |
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 4,073 | 4,090,000 | PRN | SOLE | None | 0 | 0 | 4,090,000 | |
| BERRY CORP | COM | 08579X101 | 150 | 31,000 | SH | SOLE | None | 31,000 | 0 | 0 | |
| BILL COM HLDGS INC | COM | 090043100 | 5,258 | 58,290 | SH | SOLE | None | 58,290 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 3,040 | 2,470,000 | PRN | SOLE | None | 0 | 0 | 2,470,000 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,805 | 1,270,000 | PRN | SOLE | None | 0 | 0 | 1,270,000 | |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 1,759 | 970,000 | PRN | SOLE | None | 0 | 0 | 970,000 | |
| ENDAVA PLC | ADS | 29260V105 | 1,570 | 32,495 | SH | SOLE | None | 32,495 | 0 | 0 | |
| EPAM SYS INC | COM | 29414B104 | 978 | 3,880 | SH | SOLE | None | 3,880 | 0 | 0 | |
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 2,565 | 2,660,000 | PRN | SOLE | None | 0 | 0 | 2,660,000 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 2,256 | 2,350,000 | PRN | SOLE | None | 0 | 0 | 2,350,000 | |
| FARFETCH LTD | ORD SH CL A | 30744W107 | 6,324 | 366,183 | SH | SOLE | None | 366,183 | 0 | 0 | |
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 2,521 | 2,780,000 | PRN | SOLE | None | 0 | 0 | 2,780,000 | |
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 2,152 | 186,000 | SH | SOLE | None | 186,000 | 0 | 0 | |
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 550 | 430,000 | PRN | SOLE | None | 0 | 0 | 430,000 | |
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 3,481 | 3,200,000 | PRN | SOLE | None | 0 | 0 | 3,200,000 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 439 | 450,000 | PRN | SOLE | None | 0 | 0 | 450,000 | |
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 1,263 | 1,155,000 | PRN | SOLE | None | 0 | 0 | 1,155,000 | |
| LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 1,307 | 1,050,000 | PRN | SOLE | None | 0 | 0 | 1,050,000 | |
| MERCADOLIBRE INC | COM | 58733R102 | 2,550 | 2,587 | SH | SOLE | None | 2,587 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 1,034 | 700,000 | PRN | SOLE | None | 0 | 0 | 700,000 | |
| MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 4,136 | 450,000 | SH | SOLE | None | 450,000 | 0 | 0 | |
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 1,266 | 1,300,000 | PRN | SOLE | None | 0 | 0 | 1,300,000 | |
| NOBLE ENERGY INC | COM | 655044105 | 296 | 33,000 | SH | SOLE | None | 33,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 3,909 | 3,855,000 | PRN | SOLE | None | 0 | 0 | 3,855,000 | |
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,331 | 2,820,000 | PRN | SOLE | None | 0 | 0 | 2,820,000 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,364 | 1,120,000 | PRN | SOLE | None | 0 | 0 | 1,120,000 | |
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 3,471 | 3,220,000 | PRN | SOLE | None | 0 | 0 | 3,220,000 | |
| PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 1,150 | 1,300,000 | PRN | SOLE | None | 0 | 0 | 1,300,000 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 1,381 | 1,300,000 | PRN | SOLE | None | 0 | 0 | 1,300,000 | |
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 752 | 760,000 | PRN | SOLE | None | 0 | 0 | 760,000 | |
| RADNET INC | COM | 750491102 | 1,779 | 112,100 | SH | SOLE | None | 112,100 | 0 | 0 | |
| REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 432 | 400,000 | PRN | SOLE | None | 0 | 0 | 400,000 | |
| SEA LTD | SPONSORED ADS | 81141R100 | 17,482 | 163,019 | SH | SOLE | None | 163,019 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,259 | 1,050,000 | PRN | SOLE | None | 0 | 0 | 1,050,000 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 9,205 | 55,000 | SH | SOLE | None | 55,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC | NOTE 3.750% 5/1 | 84860WAB8 | 2,238 | 2,250,000 | PRN | SOLE | None | 0 | 0 | 2,250,000 | |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 3,449 | 2,320,000 | PRN | SOLE | None | 0 | 0 | 2,320,000 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 3,947 | 4,185,000 | PRN | SOLE | None | 0 | 0 | 4,185,000 | |
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 15,527 | 423,306 | SH | SOLE | None | 423,306 | 0 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,078 | 935,000 | PRN | SOLE | None | 0 | 0 | 935,000 | |
| WARNER MUSIC GROUP CORP | COM CL A | 934550203 | 5,697 | 193,116 | SH | SOLE | None | 193,116 | 0 | 0 | |
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 1,204 | 1,275,000 | PRN | SOLE | None | 0 | 0 | 1,275,000 | |
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 1,010 | 820,000 | PRN | SOLE | None | 0 | 0 | 820,000 | |
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2,405 | 1,870,000 | PRN | SOLE | None | 0 | 0 | 1,870,000 | |