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 | 9,825 | 8,081,000 | PRN | SOLE | 8,081,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 15,330 | 14,183,000 | PRN | SOLE | 14,183,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 13,310 | 11,362,000 | PRN | SOLE | 11,362,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 4,986 | 3,210,000 | PRN | SOLE | 3,210,000 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 6,364 | 6,820,000 | PRN | SOLE | 6,820,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 2,927 | 3,139,000 | PRN | SOLE | 3,139,000 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 4,121 | 1,334,000 | PRN | SOLE | 1,334,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 16,322 | 15,197,000 | PRN | SOLE | 15,197,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 8,219 | 7,365,000 | PRN | SOLE | 7,365,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 34,381 | 33,796,000 | PRN | SOLE | 33,796,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 18,211 | 18,021,000 | PRN | SOLE | 18,021,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 349 | 208,000 | PRN | SOLE | 208,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 18,881 | 18,460,000 | PRN | SOLE | 18,460,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 22,865 | 15,579,000 | PRN | SOLE | 15,579,000 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 13,932 | 9,461,000 | PRN | SOLE | 9,461,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 18,850 | 19,983,000 | PRN | SOLE | 19,983,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,141 | 791,000 | PRN | SOLE | 791,000 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 5,521 | 4,936,000 | PRN | SOLE | 4,936,000 | 0 | 0 | ||
STARWOOD WAYPOINT HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 10,854 | 6,405,000 | PRN | SOLE | 6,405,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 15,118 | 9,836,000 | PRN | SOLE | 9,836,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 11,500 | 10,698,000 | PRN | SOLE | 10,698,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 19,418 | 16,485,000 | PRN | SOLE | 16,485,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 12,376 | 7,542,000 | PRN | SOLE | 7,542,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 24,332 | 20,609,000 | PRN | SOLE | 20,609,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 41,106 | 39,596,000 | PRN | SOLE | 39,596,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 11,368 | 7,216,000 | PRN | SOLE | 7,216,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 23,456 | 21,370,000 | PRN | SOLE | 21,370,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 370 | 249,000 | PRN | SOLE | 249,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 9,526 | 8,452,000 | PRN | SOLE | 8,452,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 11,544 | 8,209,000 | PRN | SOLE | 8,209,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 7,494 | 7,061,000 | PRN | SOLE | 7,061,000 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 8,145 | 8,075,000 | PRN | SOLE | 8,075,000 | 0 | 0 | ||
GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 307 | 3,739 | SH | SOLE | 3,739 | 0 | 0 | ||
HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 3,752 | 3,697,000 | PRN | SOLE | 3,697,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 20,022 | 17,259,000 | PRN | SOLE | 17,259,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 15,469 | 11,131,000 | PRN | SOLE | 11,131,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 13,743 | 9,985,000 | PRN | SOLE | 9,985,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 9,501 | 8,679,000 | PRN | SOLE | 8,679,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 13,040 | 11,955,000 | PRN | SOLE | 11,955,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 3,801 | 4,147,000 | PRN | SOLE | 4,147,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 5,272 | 4,457,000 | PRN | SOLE | 4,457,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,903 | 4,884,000 | PRN | SOLE | 4,884,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 8,976 | 8,827,000 | PRN | SOLE | 8,827,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 9,070 | 7,855,000 | PRN | SOLE | 7,855,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 9,580 | 5,987,000 | PRN | SOLE | 5,987,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 6,104 | 5,928,000 | PRN | SOLE | 5,928,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 40,406 | 52,393,000 | PRN | SOLE | 52,393,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,187 | 2,307,000 | PRN | SOLE | 2,307,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 10,083 | 7,175,000 | PRN | SOLE | 7,175,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 20,261 | 14,076,000 | PRN | SOLE | 14,076,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 13,302 | 11,726,000 | PRN | SOLE | 11,726,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 14,440 | 13,203,000 | PRN | SOLE | 13,203,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 12,986 | 11,030,000 | PRN | SOLE | 11,030,000 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 12,389 | 11,713,000 | PRN | SOLE | 11,713,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 15,187 | 13,520,000 | PRN | SOLE | 13,520,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 10,586 | 5,471,000 | PRN | SOLE | 5,471,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,362 | 3,990,000 | PRN | SOLE | 3,990,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 2,757 | 2,709,000 | PRN | SOLE | 2,709,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 1,307 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 13,351 | 13,183,000 | PRN | SOLE | 13,183,000 | 0 | 0 | ||
OASIS PETROLEUM INC | COM NEW | 674215207 | 668 | 6,717 | SH | SOLE | 6,717 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 16,362 | 13,470,000 | PRN | SOLE | 13,470,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 994 | 439,000 | PRN | SOLE | 439,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 13,516 | 7,463,000 | PRN | SOLE | 7,463,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 14,947 | 13,390,000 | PRN | SOLE | 13,390,000 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 16,639 | 10,343,000 | PRN | SOLE | 10,343,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 19,750 | 17,200,000 | PRN | SOLE | 17,200,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 1,205 | 1,068,000 | PRN | SOLE | 1,068,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 5,701 | 2,934,000 | PRN | SOLE | 2,934,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 5,515 | 2,176,000 | PRN | SOLE | 2,176,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 17,607 | 17,832,000 | PRN | SOLE | 17,832,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 9,562 | 7,848,000 | PRN | SOLE | 7,848,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 9,906 | 7,758,000 | PRN | SOLE | 7,758,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 2,075 | 635,000 | PRN | SOLE | 635,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 13,338 | 8,940,000 | PRN | SOLE | 8,940,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 31,618 | 34,031,000 | PRN | SOLE | 34,031,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,355 | 3,712,000 | PRN | SOLE | 3,712,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 72,777 | 73,988,000 | PRN | SOLE | 73,988,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.125% 3/0 | 852234AF0 | 2,500 | 1,230,000 | PRN | SOLE | 1,230,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 3,495 | 3,251,000 | PRN | SOLE | 3,251,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 6,618 | 6,813,000 | PRN | SOLE | 6,813,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 11,322 | 11,279,000 | PRN | SOLE | 11,279,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 10,216 | 8,168,000 | PRN | SOLE | 8,168,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 5,325 | 4,008,000 | PRN | SOLE | 4,008,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 8,651 | 7,541,000 | PRN | SOLE | 7,541,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 4,920 | 929,000 | PRN | SOLE | 929,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 11,490 | 11,314,000 | PRN | SOLE | 11,314,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 14,772 | 11,176,000 | PRN | SOLE | 11,176,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 5,449 | 3,176,000 | PRN | SOLE | 3,176,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 9,720 | 5,259,000 | PRN | SOLE | 5,259,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 13,206 | 10,467,000 | PRN | SOLE | 10,467,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 965 | 614,000 | PRN | SOLE | 614,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 8,601 | 7,553,000 | PRN | SOLE | 7,553,000 | 0 | 0 | ||
NOBLE CORP NEW | SHS | G6610J209 | 1,983 | 73,292 | SH | SOLE | 73,292 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 27,481 | 27,920,000 | PRN | SOLE | 27,920,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 9,866 | 7,485,000 | PRN | SOLE | 7,485,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 2,789 | 2,058,000 | PRN | SOLE | 2,058,000 | 0 | 0 | ||
HUAZHU GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 9,347 | 7,253,000 | PRN | SOLE | 7,253,000 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 15,019 | 17,685,000 | PRN | SOLE | 17,685,000 | 0 | 0 | ||
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 9,646 | 5,593,000 | PRN | SOLE | 5,593,000 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 19,919 | 17,078,000 | PRN | SOLE | 17,078,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 9,401 | 9,408,000 | PRN | SOLE | 9,408,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 19,824 | 21,297,000 | PRN | SOLE | 21,297,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 12,187 | 9,918,000 | PRN | SOLE | 9,918,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 22,395 | 22,522,000 | PRN | SOLE | 22,522,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 17,621 | 18,426,000 | PRN | SOLE | 18,426,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 22,067 | 22,015,000 | PRN | SOLE | 22,015,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 10,506 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,212 | 852,000 | PRN | SOLE | 852,000 | 0 | 0 |