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 | 10,972 | 8,417,000 | PRN | SOLE | 8,417,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 18,570 | 16,294,000 | PRN | SOLE | 16,294,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 17,786 | 12,368,000 | PRN | SOLE | 12,368,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 5,247 | 3,080,000 | PRN | SOLE | 3,080,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 4,686 | 5,206,000 | PRN | SOLE | 5,206,000 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 3,521 | 1,154,000 | PRN | SOLE | 1,154,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 12,637 | 11,520,000 | PRN | SOLE | 11,520,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 8,177 | 7,012,000 | PRN | SOLE | 7,012,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 31,428 | 30,692,000 | PRN | SOLE | 30,692,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.250% 5/1 | 09061GAK7 | 3,022 | 2,879,000 | PRN | SOLE | 2,879,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 292 | 193,000 | PRN | SOLE | 193,000 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 21,259 | 20,597,000 | PRN | SOLE | 20,597,000 | 0 | 0 | ||
BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 23,710 | 16,344,000 | PRN | SOLE | 16,344,000 | 0 | 0 | ||
BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 13,731 | 9,353,000 | PRN | SOLE | 9,353,000 | 0 | 0 | ||
CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 18,211 | 20,925,000 | PRN | SOLE | 20,925,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 701 | 708,000 | PRN | SOLE | 708,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 27,706 | 33,856,000 | PRN | SOLE | 33,856,000 | 0 | 0 | ||
COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 5,175 | 4,682,000 | PRN | SOLE | 4,682,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 10,245 | 6,259,000 | PRN | SOLE | 6,259,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 10,661 | 11,488,000 | PRN | SOLE | 11,488,000 | 0 | 0 | ||
CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 21,944 | 17,831,000 | PRN | SOLE | 17,831,000 | 0 | 0 | ||
DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 10,361 | 5,274,000 | PRN | SOLE | 5,274,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 27,465 | 23,555,000 | PRN | SOLE | 23,555,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 40,725 | 43,244,000 | PRN | SOLE | 43,244,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 13,124 | 13,388,000 | PRN | SOLE | 13,388,000 | 0 | 0 | ||
EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 12,731 | 7,780,000 | PRN | SOLE | 7,780,000 | 0 | 0 | ||
ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 10,545 | 7,891,000 | PRN | SOLE | 7,891,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 25,011 | 23,463,000 | PRN | SOLE | 23,463,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 396 | 305,000 | PRN | SOLE | 305,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 9,417 | 9,448,000 | PRN | SOLE | 9,448,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 12,622 | 8,129,000 | PRN | SOLE | 8,129,000 | 0 | 0 | ||
MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 7,939 | 7,764,000 | PRN | SOLE | 7,764,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 2,865 | 2,327,000 | PRN | SOLE | 2,327,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 12,386 | 13,589,000 | PRN | SOLE | 13,589,000 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 8,080 | 8,013,000 | PRN | SOLE | 8,013,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 9,929 | 9,968,000 | PRN | SOLE | 9,968,000 | 0 | 0 | ||
HERBALIFE NUTRITION LTD | NOTE 2.625% 3/1 | 42703MAD5 | 5,545 | 6,002,000 | PRN | SOLE | 6,002,000 | 0 | 0 | ||
HUAZHU GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 7,570 | 7,076,000 | PRN | SOLE | 7,076,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 20,045 | 17,757,000 | PRN | SOLE | 17,757,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 19,502 | 12,511,000 | PRN | SOLE | 12,511,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 14,262 | 11,076,000 | PRN | SOLE | 11,076,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 10,586 | 9,934,000 | PRN | SOLE | 9,934,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 13,655 | 12,410,000 | PRN | SOLE | 12,410,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 4,362 | 4,903,000 | PRN | SOLE | 4,903,000 | 0 | 0 | ||
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 2,248 | 3,063,000 | PRN | SOLE | 3,063,000 | 0 | 0 | ||
IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 | 17,489 | 24,957,000 | PRN | SOLE | 24,957,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 4,693 | 4,201,000 | PRN | SOLE | 4,201,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | NOTE 1.500% 6/1 | 46333XAH1 | 5,292 | 4,633,000 | PRN | SOLE | 4,633,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 12,749 | 12,622,000 | PRN | SOLE | 12,622,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 10,892 | 9,844,000 | PRN | SOLE | 9,844,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 11,583 | 6,033,000 | PRN | SOLE | 6,033,000 | 0 | 0 | ||
LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 6,554 | 5,989,000 | PRN | SOLE | 5,989,000 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 10,521 | 13,058,000 | PRN | SOLE | 13,058,000 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 5,607 | 5,594,000 | PRN | SOLE | 5,594,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 35,902 | 47,071,000 | PRN | SOLE | 47,071,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 3,858 | 2,540,000 | PRN | SOLE | 2,540,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 14,304 | 8,509,000 | PRN | SOLE | 8,509,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 4,630 | 2,637,000 | PRN | SOLE | 2,637,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 16,748 | 13,083,000 | PRN | SOLE | 13,083,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 17,432 | 14,320,000 | PRN | SOLE | 14,320,000 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE | NOTE 1.500% 9/1 | 57164YAB3 | 6,597 | 5,537,000 | PRN | SOLE | 5,537,000 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 14,445 | 13,315,000 | PRN | SOLE | 13,315,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 18,303 | 15,136,000 | PRN | SOLE | 15,136,000 | 0 | 0 | ||
NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 3,222 | 1,950,000 | PRN | SOLE | 1,950,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,487 | 4,360,000 | PRN | SOLE | 4,360,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 4,987 | 4,174,000 | PRN | SOLE | 4,174,000 | 0 | 0 | ||
NICE LTD | NOTE 9/1 | 653656AB4 | 21,455 | 18,013,000 | PRN | SOLE | 18,013,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 5,736 | 6,419,000 | PRN | SOLE | 6,419,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 17,521 | 18,436,000 | PRN | SOLE | 18,436,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 5,433 | 5,617,000 | PRN | SOLE | 5,617,000 | 0 | 0 | ||
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 16,919 | 14,524,000 | PRN | SOLE | 14,524,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,300 | 395,000 | PRN | SOLE | 395,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 16,734 | 8,090,000 | PRN | SOLE | 8,090,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 9,905 | 9,904,000 | PRN | SOLE | 9,904,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 15,196 | 14,691,000 | PRN | SOLE | 14,691,000 | 0 | 0 | ||
PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 19,502 | 11,106,000 | PRN | SOLE | 11,106,000 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 22,862 | 17,624,000 | PRN | SOLE | 17,624,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,103 | 5,540,000 | PRN | SOLE | 5,540,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 5,519 | 6,172,000 | PRN | SOLE | 6,172,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 5,758 | 2,888,000 | PRN | SOLE | 2,888,000 | 0 | 0 | ||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 9,810 | 11,188,000 | PRN | SOLE | 11,188,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 3,429 | 1,463,000 | PRN | SOLE | 1,463,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 17,992 | 19,198,000 | PRN | SOLE | 19,198,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 20,752 | 23,915,000 | PRN | SOLE | 23,915,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,021 | 798,000 | PRN | SOLE | 798,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 9,636 | 8,413,000 | PRN | SOLE | 8,413,000 | 0 | 0 | ||
SHOPIFY INC | NOTE 0.125%11/0 | 82509LAA5 | 10,692 | 8,730,000 | PRN | SOLE | 8,730,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 14,436 | 8,435,000 | PRN | SOLE | 8,435,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 1,257 | 579,000 | PRN | SOLE | 579,000 | 0 | 0 | ||
SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 13,435 | 10,897,000 | PRN | SOLE | 10,897,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 15,416 | 11,714,000 | PRN | SOLE | 11,714,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 34,405 | 41,234,000 | PRN | SOLE | 41,234,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 31,951 | 30,067,000 | PRN | SOLE | 30,067,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 37,000 | 40,131,000 | PRN | SOLE | 40,131,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,729 | 1,161,000 | PRN | SOLE | 1,161,000 | 0 | 0 | ||
BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 13,967 | 13,426,000 | PRN | SOLE | 13,426,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 3,245 | 3,053,000 | PRN | SOLE | 3,053,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 19,462 | 20,223,000 | PRN | SOLE | 20,223,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 7,533 | 7,897,000 | PRN | SOLE | 7,897,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 15,155 | 16,917,000 | PRN | SOLE | 16,917,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 9,451 | 8,850,000 | PRN | SOLE | 8,850,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 7,048 | 4,781,000 | PRN | SOLE | 4,781,000 | 0 | 0 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 14,097 | 14,616,000 | PRN | SOLE | 14,616,000 | 0 | 0 | ||
VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 24,172 | 23,152,000 | PRN | SOLE | 23,152,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 8,706 | 6,472,000 | PRN | SOLE | 6,472,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 13,729 | 15,565,000 | PRN | SOLE | 15,565,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 23,656 | 26,201,000 | PRN | SOLE | 26,201,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 6,114 | 929,000 | PRN | SOLE | 929,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 11,184 | 10,958,000 | PRN | SOLE | 10,958,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 16,404 | 12,541,000 | PRN | SOLE | 12,541,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 5,917 | 3,176,000 | PRN | SOLE | 3,176,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 2,671 | 1,524,000 | PRN | SOLE | 1,524,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 18,940 | 16,202,000 | PRN | SOLE | 16,202,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 10,835 | 8,557,000 | PRN | SOLE | 8,557,000 | 0 | 0 | ||
ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 13,102 | 6,030,000 | PRN | SOLE | 6,030,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 8,862 | 8,202,000 | PRN | SOLE | 8,202,000 | 0 | 0 | ||
ZYNGA INC | NOTE 12/1 | 98986TAD0 | 18,486 | 20,586,000 | PRN | SOLE | 20,586,000 | 0 | 0 | ||
NOBLE CORP NEW | SHS | G6610J209 | 1,818 | 73,292 | SH | SOLE | 73,292 | 0 | 0 |