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 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 44,806 | 47,575,000 | PRN | SOLE | 47,575,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 39,269 | 45,996,000 | PRN | SOLE | 45,996,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 40,422 | 43,481,000 | PRN | SOLE | 43,481,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 25,300 | 25,792,000 | PRN | SOLE | 25,792,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 35,940 | 42,333,000 | PRN | SOLE | 42,333,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 86,599 | 50,065,000 | PRN | SOLE | 50,065,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 28,855 | 29,500,000 | PRN | SOLE | 29,500,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 2,941 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 92,431 | 29,655,000 | PRN | SOLE | 29,655,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 59,444 | 63,178,000 | PRN | SOLE | 63,178,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 36,198 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 3,485 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 33,256 | 36,500,000 | PRN | SOLE | 36,500,000 | 0 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 37,774 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
| HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 11,898 | 6,616,000 | PRN | SOLE | 6,616,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 41,693 | 25,836,000 | PRN | SOLE | 25,836,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 38,559 | 42,382,000 | PRN | SOLE | 42,382,000 | 0 | 0 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 9,548 | 11,460,000 | PRN | SOLE | 11,460,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 34,838 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
| MANDIANT INC | NOTE 1.625% 6/0 | 31816QAD3 | 36,309 | 36,309,000 | PRN | SOLE | 36,309,000 | 0 | 0 | ||
| MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 13,321 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 13,592 | 15,750,000 | PRN | SOLE | 15,750,000 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 1,003 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 52,879 | 52,250,000 | PRN | SOLE | 52,250,000 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 15,514 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 6,961 | 6,992,000 | PRN | SOLE | 6,992,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 17,937 | 17,910,000 | PRN | SOLE | 17,910,000 | 0 | 0 | ||
| OMEROS CORP | NOTE 6.250%11/1 | 682143AE2 | 5,650 | 6,100,000 | PRN | SOLE | 6,100,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 41,603 | 13,700,000 | PRN | SOLE | 13,700,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 64,238 | 67,730,000 | PRN | SOLE | 67,730,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 8,206 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 1,300 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 59,528 | 32,030,000 | PRN | SOLE | 32,030,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 46,433 | 46,902,000 | PRN | SOLE | 46,902,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 3,004 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 2,121 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 44,348 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 4,040 | 3,096,000 | PRN | SOLE | 3,096,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 2,903 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 13,941 | 16,012,000 | PRN | SOLE | 16,012,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 58,863 | 36,338,000 | PRN | SOLE | 36,338,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 25,346 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||