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 | 21,081 | 16,777,000 | PRN | SOLE | 16,777,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 3,262 | 3,070,000 | PRN | SOLE | 3,070,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,684 | 1,385,000 | PRN | SOLE | 1,385,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 16,958 | 17,812,000 | PRN | SOLE | 17,812,000 | 0 | 0 | ||
AMPLIFY ENERGY CORP NEW | COM | 03212B103 | 230 | 187,125 | SH | SOLE | 187,125 | 0 | 0 | ||
ARBOR RLTY TR INC | NOTE 5.250% 7/0 | 038923AH1 | 22 | 23,000 | PRN | SOLE | 23,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 12,559 | 12,477,000 | PRN | SOLE | 12,477,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 6,142 | 6,160,000 | PRN | SOLE | 6,160,000 | 0 | 0 | ||
BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 1,875 | 975,000 | PRN | SOLE | 975,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 27,393 | 22,185,000 | PRN | SOLE | 22,185,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 6,649 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 21,467 | 22,804,000 | PRN | SOLE | 22,804,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 12,150 | 8,485,000 | PRN | SOLE | 8,485,000 | 0 | 0 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 1,665 | 1,655,000 | PRN | SOLE | 1,655,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 7,148 | 5,465,000 | PRN | SOLE | 5,465,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,546 | 6,126,000 | PRN | SOLE | 6,126,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 2,279 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 6,879 | 2,751,000 | PRN | SOLE | 2,751,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 39,433 | 42,082,000 | PRN | SOLE | 42,082,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 4,365 | 1,780,000 | PRN | SOLE | 1,780,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 7,245 | 5,816,000 | PRN | SOLE | 5,816,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 11,068 | 11,308,000 | PRN | SOLE | 11,308,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 8,916 | 6,434,000 | PRN | SOLE | 6,434,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 8,968 | 8,554,000 | PRN | SOLE | 8,554,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 8,898 | 6,923,000 | PRN | SOLE | 6,923,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 7,536 | 8,207,000 | PRN | SOLE | 8,207,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 678 | 252,000 | PRN | SOLE | 252,000 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 13,365 | 13,438,000 | PRN | SOLE | 13,438,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 6,628 | 7,846,000 | PRN | SOLE | 7,846,000 | 0 | 0 | ||
GUESS INC | NOTE 2.000% 4/1 | 401617AD7 | 5,248 | 7,695,000 | PRN | SOLE | 7,695,000 | 0 | 0 | ||
HCI GROUP INC | NOTE 4.250% 3/0 | 40416EAD5 | 114 | 113,000 | PRN | SOLE | 113,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 7,698 | 7,679,000 | PRN | SOLE | 7,679,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 7,577 | 5,045,000 | PRN | SOLE | 5,045,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 16,116 | 14,689,000 | PRN | SOLE | 14,689,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 2,075 | 977,000 | PRN | SOLE | 977,000 | 0 | 0 | ||
IQIYI INC | NOTE 3.750%12/0 | 46267XAB4 | 592 | 536,000 | PRN | SOLE | 536,000 | 0 | 0 | ||
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 8,515 | 8,367,000 | PRN | SOLE | 8,367,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 499 | 451,000 | PRN | SOLE | 451,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 2,030 | 2,202,000 | PRN | SOLE | 2,202,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 3,304 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 7,914 | 6,943,000 | PRN | SOLE | 6,943,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 21 | 22,000 | PRN | SOLE | 22,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,483 | 3,268,000 | PRN | SOLE | 3,268,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 6,860 | 6,225,000 | PRN | SOLE | 6,225,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 16,394 | 15,895,000 | PRN | SOLE | 15,895,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 2,969 | 2,019,000 | PRN | SOLE | 2,019,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 2,417 | 2,758,000 | PRN | SOLE | 2,758,000 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 17,034 | 18,147,000 | PRN | SOLE | 18,147,000 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 6,374 | 2,744,000 | PRN | SOLE | 2,744,000 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 10,750 | 10,684,000 | PRN | SOLE | 10,684,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 806 | 360,000 | PRN | SOLE | 360,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 22,577 | 15,073,000 | PRN | SOLE | 15,073,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,923 | 4,101,000 | PRN | SOLE | 4,101,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 14,934 | 15,176,000 | PRN | SOLE | 15,176,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 7,069 | 5,913,000 | PRN | SOLE | 5,913,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 533 | 481,000 | PRN | SOLE | 481,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 2,764 | 2,833,000 | PRN | SOLE | 2,833,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,615 | 1,382,000 | PRN | SOLE | 1,382,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 18,895 | 15,376,000 | PRN | SOLE | 15,376,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 25,188 | 23,282,000 | PRN | SOLE | 23,282,000 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 1,526 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 4,739 | 4,444,000 | PRN | SOLE | 4,444,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 14,326 | 14,421,000 | PRN | SOLE | 14,421,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 4,716 | 4,087,000 | PRN | SOLE | 4,087,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 8,040 | 5,684,000 | PRN | SOLE | 5,684,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 7,263 | 6,658,000 | PRN | SOLE | 6,658,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 2,677 | 2,103,000 | PRN | SOLE | 2,103,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 1,505 | 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 | 978 | 326,000 | PRN | SOLE | 326,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 5,420 | 4,446,000 | PRN | SOLE | 4,446,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,602 | 4,614,000 | PRN | SOLE | 4,614,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 8,355 | 5,761,000 | PRN | SOLE | 5,761,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 7,358 | 4,862,000 | PRN | SOLE | 4,862,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 11,058 | 11,303,000 | PRN | SOLE | 11,303,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 3,568 | 3,999,000 | PRN | SOLE | 3,999,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,738 | 647,000 | PRN | SOLE | 647,000 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 4,653 | 1,476,000 | PRN | SOLE | 1,476,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 16,329 | 17,131,000 | PRN | SOLE | 17,131,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 2,398 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 2,223 | 2,237,000 | PRN | SOLE | 2,237,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 4,531 | 4,797,000 | PRN | SOLE | 4,797,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 4,715 | 2,516,000 | PRN | SOLE | 2,516,000 | 0 | 0 | ||
WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 2,887 | 3,083,000 | PRN | SOLE | 3,083,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 3,265 | 890,000 | PRN | SOLE | 890,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 12,330 | 12,941,000 | PRN | SOLE | 12,941,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 16,221 | 11,680,000 | PRN | SOLE | 11,680,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 3,322 | 3,167,000 | PRN | SOLE | 3,167,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 17,383 | 14,720,000 | PRN | SOLE | 14,720,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 17,080 | 13,043,000 | PRN | SOLE | 13,043,000 | 0 | 0 |