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 |
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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 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 18,625 | 16,535,000 | PRN | SOLE | 16,535,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 2,561 | 2,912,000 | PRN | SOLE | 2,912,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,501 | 1,385,000 | PRN | SOLE | 1,385,000 | 0 | 0 | ||
AMPLIFY ENERGY CORP NEW | COM | 03212B103 | 106 | 187,125 | SH | SOLE | 187,125 | 0 | 0 | ||
ARBOR RLTY TR INC | NOTE 5.250% 7/0 | 038923AH1 | 12 | 16,000 | PRN | SOLE | 16,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 11,122 | 12,146,000 | PRN | SOLE | 12,146,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 7,574 | 8,622,000 | PRN | SOLE | 8,622,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 67 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 63 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 596 | 73,619 | SH | SOLE | 73,619 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 21,912 | 20,815,000 | PRN | SOLE | 20,815,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 14,737 | 18,498,000 | PRN | SOLE | 18,498,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,478 | 1,334,000 | PRN | SOLE | 1,334,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 7,193 | 4,988,000 | PRN | SOLE | 4,988,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 34 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 5,408 | 5,547,000 | PRN | SOLE | 5,547,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 6,652 | 6,168,000 | PRN | SOLE | 6,168,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 5,553 | 5,907,000 | PRN | SOLE | 5,907,000 | 0 | 0 | ||
COWEN INC | NOTE 3.000%12/1 | 223622AE1 | 87 | 96,000 | PRN | SOLE | 96,000 | 0 | 0 | ||
CTRIP COM INTL LTD | DBCV 1.990% 7/0 | 22943FAH3 | 2,018 | 2,027,000 | PRN | SOLE | 2,027,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 13,442 | 7,595,000 | PRN | SOLE | 7,595,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 26,364 | 32,111,000 | PRN | SOLE | 32,111,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 8,972 | 6,305,000 | PRN | SOLE | 6,305,000 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 16 | 19,000 | PRN | SOLE | 19,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 5,028 | 4,827,000 | PRN | SOLE | 4,827,000 | 0 | 0 | ||
ETSY INC | NOTE 3/0 | 29786AAC0 | 3,828 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 5,870 | 6,392,000 | PRN | SOLE | 6,392,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 6,740 | 6,126,000 | PRN | SOLE | 6,126,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 6,878 | 8,087,000 | PRN | SOLE | 8,087,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 8,539 | 6,464,000 | PRN | SOLE | 6,464,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 6,531 | 7,635,000 | PRN | SOLE | 7,635,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 4,223 | 2,202,000 | PRN | SOLE | 2,202,000 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 11,341 | 12,104,000 | PRN | SOLE | 12,104,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 58 | 99,000 | PRN | SOLE | 99,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 8,532 | 10,981,000 | PRN | SOLE | 10,981,000 | 0 | 0 | ||
HCI GROUP INC | NOTE 4.250% 3/0 | 40416EAD5 | 115 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 5,640 | 6,940,000 | PRN | SOLE | 6,940,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 5,903 | 4,778,000 | PRN | SOLE | 4,778,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 12,946 | 13,372,000 | PRN | SOLE | 13,372,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 1,300 | 704,000 | PRN | SOLE | 704,000 | 0 | 0 | ||
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 486 | 471,000 | PRN | SOLE | 471,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 476 | 467,000 | PRN | SOLE | 467,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 2,431 | 2,493,000 | PRN | SOLE | 2,493,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 9,644 | 10,961,000 | PRN | SOLE | 10,961,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 3,702 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 6,981 | 6,611,000 | PRN | SOLE | 6,611,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 22 | 22,000 | PRN | SOLE | 22,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 2,838 | 2,951,000 | PRN | SOLE | 2,951,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 2.250% 9/3 | 531229AE2 | 3,196 | 6,698,000 | PRN | SOLE | 6,698,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 5,823 | 6,098,000 | PRN | SOLE | 6,098,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 17,774 | 18,471,000 | PRN | SOLE | 18,471,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 2,770 | 2,028,000 | PRN | SOLE | 2,028,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 8 | 12,000 | PRN | SOLE | 12,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 2,255 | 2,758,000 | PRN | SOLE | 2,758,000 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 14,699 | 18,626,000 | PRN | SOLE | 18,626,000 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 3,398 | 2,568,000 | PRN | SOLE | 2,568,000 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 14,750 | 17,016,000 | PRN | SOLE | 17,016,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 3,927 | 2,675,000 | PRN | SOLE | 2,675,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 18,906 | 18,213,000 | PRN | SOLE | 18,213,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,113 | 3,920,000 | PRN | SOLE | 3,920,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 13,079 | 15,383,000 | PRN | SOLE | 15,383,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 3,615 | 2,019,000 | PRN | SOLE | 2,019,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 5,748 | 5,930,000 | PRN | SOLE | 5,930,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 8,470 | 7,725,000 | PRN | SOLE | 7,725,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 2,302 | 2,169,000 | PRN | SOLE | 2,169,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 3,700 | 3,958,000 | PRN | SOLE | 3,958,000 | 0 | 0 | ||
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 4,129 | 5,204,000 | PRN | SOLE | 5,204,000 | 0 | 0 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 189 | 74,000 | PRN | SOLE | 74,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 11,568 | 11,502,000 | PRN | SOLE | 11,502,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 10,489 | 10,388,000 | PRN | SOLE | 10,388,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 41 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 18,379 | 18,844,000 | PRN | SOLE | 18,844,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 9,021 | 8,083,000 | PRN | SOLE | 8,083,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 3,749 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 9,729 | 11,122,000 | PRN | SOLE | 11,122,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 4,691 | 5,759,000 | PRN | SOLE | 5,759,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 9 | 14,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 2,430 | 2,274,000 | PRN | SOLE | 2,274,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 10 | 14,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 2,536 | 959,000 | PRN | SOLE | 959,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 600 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 26 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 695 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 16,369 | 14,620,000 | PRN | SOLE | 14,620,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,610 | 4,782,000 | PRN | SOLE | 4,782,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 18,128 | 16,676,000 | PRN | SOLE | 16,676,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 9,803 | 9,351,000 | PRN | SOLE | 9,351,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 9,093 | 11,056,000 | PRN | SOLE | 11,056,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 4,431 | 5,414,000 | PRN | SOLE | 5,414,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 8,829 | 4,867,000 | PRN | SOLE | 4,867,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 4,633 | 2,996,000 | PRN | SOLE | 2,996,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 931 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 4,668 | 4,945,000 | PRN | SOLE | 4,945,000 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 5,376 | 3,807,000 | PRN | SOLE | 3,807,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 14,529 | 16,116,000 | PRN | SOLE | 16,116,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 13,998 | 14,262,000 | PRN | SOLE | 14,262,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 8,909 | 8,917,000 | PRN | SOLE | 8,917,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 5,859 | 7,593,000 | PRN | SOLE | 7,593,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,147 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 2,661 | 3,113,000 | PRN | SOLE | 3,113,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,826 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 14,691 | 16,719,000 | PRN | SOLE | 16,719,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 14,532 | 12,937,000 | PRN | SOLE | 12,937,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 9,247 | 7,733,000 | PRN | SOLE | 7,733,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 8,428 | 9,846,000 | PRN | SOLE | 9,846,000 | 0 | 0 |