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 |
1Life Healthcare Inc (Pending) | NOTE 3.0000% 15-Jun-2025 | 68269GAA5 | 9,559 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
Accuray Inc | NOTE 3.7500% 15-Jul-2022 | 004397AH8 | 7,615 | 8,605,000 | PRN | SOLE | 8,605,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 8,460 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 3,874 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 11,481 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 21,969 | 18,175,000 | PRN | SOLE | 18,175,000 | 0 | 0 | ||
Avadel Fin Cay Ltd/Avadel Pharma Plc | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 | 12,437 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
Bandwidth Inc | NOTE 0.2500% 01-Mar-2026 | 05988JAA1 | 9,981 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
Bloom Energy Corp | NOTE 2.5000% 15-Aug-2025 | 093712AG2 | 15,527 | 12,250,000 | PRN | SOLE | 12,250,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 11,466 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 14,916 | 14,377,000 | PRN | SOLE | 14,377,000 | 0 | 0 | ||
Dicks Sporting Goods | NOTE 3.2500% 15-Apr-2025 | 253393AC6 | 19,561 | 10,700,000 | PRN | SOLE | 10,700,000 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 2,470 | 3,425,000 | PRN | SOLE | 3,425,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 17,869 | 16,450,000 | PRN | SOLE | 16,450,000 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 1,620 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 8,381 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 20,049 | 25,500,000 | PRN | SOLE | 25,500,000 | 0 | 0 | ||
Fluidigm Corporation | NOTE 5.2500% 01-Dec-2024 | 34385PAE8 | 17,570 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
GOGO INC | NOTE 6.000% 5/1 | 38046CAD1 | 11,092 | 6,900,000 | PRN | SOLE | 6,900,000 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 12,529 | 16,166,000 | PRN | SOLE | 16,166,000 | 0 | 0 | ||
Harmonic Inc | NOTE 2.0000% 01-Sep-2024 | 413160AC6 | 12,236 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 16,830 | 18,073,000 | PRN | SOLE | 18,073,000 | 0 | 0 | ||
Infinera Corp | NOTE 2.5000% 01-Mar-2027 | 45667GAD5 | 13,217 | 12,550,000 | PRN | SOLE | 12,550,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 10,221 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
K12 Inc | NOTE 1.1250% 01-Sep-2027 | 48273UAA0 | 8,413 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,959 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 13,107 | 7,750,000 | PRN | SOLE | 7,750,000 | 0 | 0 | ||
Model N Inc (Pending) | NOTE 2.6250% 01-Jun-2025 | 607525AA0 | 9,694 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 10,955 | 9,705,000 | PRN | SOLE | 9,705,000 | 0 | 0 | ||
Par Technology Corp | NOTE 2.8750% 15-Apr-2026 | 698884AB9 | 5,428 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 11,359 | 11,416,000 | PRN | SOLE | 11,416,000 | 0 | 0 | ||
PetIQ Inc | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 | 13,588 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 9,126 | 10,254,000 | PRN | SOLE | 10,254,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 8,288 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 12,901 | 8,250,000 | PRN | SOLE | 8,250,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 8,514 | 9,900,000 | PRN | SOLE | 9,900,000 | 0 | 0 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 3,830 | 4,140,000 | PRN | SOLE | 4,140,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 6,206 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 8,214 | 9,778,000 | PRN | SOLE | 9,778,000 | 0 | 0 | ||
TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 16,134 | 19,675,000 | PRN | SOLE | 19,675,000 | 0 | 0 | ||
US Steel Corp | NOTE 5.0000% 01-Nov-2026 | 912909AQ1 | 7,223 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 3,723 | 3,280,000 | PRN | SOLE | 3,280,000 | 0 | 0 | ||
Wayfair Inc | NOTE 0.6250% 01-Oct-2025 | 94419LAL5 | 3,071 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
Workiva Inc | NOTE 1.1250% 15-Aug-2026 | 98139AAA3 | 6,500 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
XERIS PHARMACEUTICALS INC | NOTE 5.000% 7/1 | 98422LAA5 | 4,850 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
KINDRED BIOSCIENCES INC | COM | 494577109 | 2,533 | 590,545 | SH | SOLE | 590,545 | 0 | 0 | ||
RUMBLEON INC | COM CL B | 781386305 | 4,237 | 158,988 | SH | SOLE | 158,988 | 0 | 0 | ||
ASPEN AEROGELS INC | COM | 04523Y105 | 1,122 | 102,444 | SH | SOLE | 102,444 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 403 | 55,098 | SH | SOLE | 55,098 | 0 | 0 | ||
SERVICESOURCE INTL INC | COM | 81763U100 | 2,063 | 1,403,382 | SH | SOLE | 1,403,382 | 0 | 0 |