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 | 10,836 | 8,274,000 | PRN | SOLE | 8,274,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 18,294 | 16,300,000 | PRN | SOLE | 16,300,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 14,215 | 8,245,000 | PRN | SOLE | 8,245,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 4,113 | 2,848,000 | PRN | SOLE | 2,848,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 17,705 | 20,414,000 | PRN | SOLE | 20,414,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 4,348 | 3,821,000 | PRN | SOLE | 3,821,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 29,510 | 30,138,000 | PRN | SOLE | 30,138,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 8,251 | 7,157,000 | PRN | SOLE | 7,157,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 7,502 | 7,333,000 | PRN | SOLE | 7,333,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 10,326 | 10,572,000 | PRN | SOLE | 10,572,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 10,261 | 6,082,000 | PRN | SOLE | 6,082,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 20,954 | 17,285,000 | PRN | SOLE | 17,285,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 39,845 | 44,793,000 | PRN | SOLE | 44,793,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 26,072 | 23,739,000 | PRN | SOLE | 23,739,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 385 | 314,000 | PRN | SOLE | 314,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 19,567 | 21,131,000 | PRN | SOLE | 21,131,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 11,265 | 7,099,000 | PRN | SOLE | 7,099,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,220 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 4,673 | 5,184,000 | PRN | SOLE | 5,184,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 21,103 | 19,460,000 | PRN | SOLE | 19,460,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 18,662 | 11,913,000 | PRN | SOLE | 11,913,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 14,124 | 10,932,000 | PRN | SOLE | 10,932,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 12,869 | 12,542,000 | PRN | SOLE | 12,542,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 12,123 | 11,735,000 | PRN | SOLE | 11,735,000 | 0 | 0 | ||
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 2,466 | 3,063,000 | PRN | SOLE | 3,063,000 | 0 | 0 | ||
IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 | 17,699 | 24,957,000 | PRN | SOLE | 24,957,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 4,557 | 3,963,000 | PRN | SOLE | 3,963,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,643 | 4,844,000 | PRN | SOLE | 4,844,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 15,572 | 15,182,000 | PRN | SOLE | 15,182,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 11,463 | 5,220,000 | PRN | SOLE | 5,220,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 3,149 | 3,533,000 | PRN | SOLE | 3,533,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 31,809 | 46,625,000 | PRN | SOLE | 46,625,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,478 | 2,439,000 | PRN | SOLE | 2,439,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 14,339 | 7,781,000 | PRN | SOLE | 7,781,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 15,476 | 12,302,000 | PRN | SOLE | 12,302,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,572 | 4,880,000 | PRN | SOLE | 4,880,000 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 4,811 | 4,378,000 | PRN | SOLE | 4,378,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 15,315 | 13,809,000 | PRN | SOLE | 13,809,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,528 | 4,166,000 | PRN | SOLE | 4,166,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 18,335 | 18,650,000 | PRN | SOLE | 18,650,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 17,051 | 17,887,000 | PRN | SOLE | 17,887,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 941 | 310,000 | PRN | SOLE | 310,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 9,917 | 4,319,000 | PRN | SOLE | 4,319,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 17,813 | 19,475,000 | PRN | SOLE | 19,475,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 21,378 | 15,776,000 | PRN | SOLE | 15,776,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 21,383 | 21,992,000 | PRN | SOLE | 21,992,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 2,610 | 1,513,000 | PRN | SOLE | 1,513,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 9,710 | 11,239,000 | PRN | SOLE | 11,239,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 9,537 | 10,287,000 | PRN | SOLE | 10,287,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 852 | 488,000 | PRN | SOLE | 488,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 15,385 | 11,447,000 | PRN | SOLE | 11,447,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 27,142 | 24,143,000 | PRN | SOLE | 24,143,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 5,854 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 1,792 | 1,710,000 | PRN | SOLE | 1,710,000 | 0 | 0 | ||
SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 866142409 | 12,794 | 859,826 | SH | SOLE | 859,826 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 2,610 | 2,680,000 | PRN | SOLE | 2,680,000 | 0 | 0 | ||
TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 6,769 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 8,439 | 8,449,000 | PRN | SOLE | 8,449,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 7,206 | 4,688,000 | PRN | SOLE | 4,688,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 10,693 | 8,421,000 | PRN | SOLE | 8,421,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 5,286 | 5,051,000 | PRN | SOLE | 5,051,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 6,499 | 929,000 | PRN | SOLE | 929,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 11,787 | 12,319,000 | PRN | SOLE | 12,319,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 15,287 | 14,207,000 | PRN | SOLE | 14,207,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 3,911 | 2,376,000 | PRN | SOLE | 2,376,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 2,234 | 1,401,000 | PRN | SOLE | 1,401,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 18,881 | 16,930,000 | PRN | SOLE | 16,930,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 5,866 | 4,835,000 | PRN | SOLE | 4,835,000 | 0 | 0 |