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 | 4,789 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 2,835 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 7,490 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 13,847 | 14,387,000 | PRN | SOLE | 14,387,000 | 0 | 0 | ||
Avadel Fin Cay Ltd/Avadel Pharma Plc | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 | 12,060 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
Bandwidth Inc | NOTE 0.2500% 01-Mar-2026 | 05988JAA1 | 5,233 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
Chart Industries Inc | NOTE 1.0000% 15-Nov-2024 | 16115QAD2 | 10,500 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 9,222 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 7,414 | 8,147,000 | PRN | SOLE | 8,147,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 15,025 | 15,450,000 | PRN | SOLE | 15,450,000 | 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 | 4,525 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 15,300 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 8,151 | 11,166,000 | PRN | SOLE | 11,166,000 | 0 | 0 | ||
Harmonic Inc | NOTE 2.0000% 01-Sep-2024 | 413160AC6 | 6,638 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 13,354 | 15,573,000 | PRN | SOLE | 15,573,000 | 0 | 0 | ||
Infinera Corp | NOTE 2.5000% 01-Mar-2027 | 45667GAD5 | 13,245 | 13,550,000 | PRN | SOLE | 13,550,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 1,095 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 9,890 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
Invitae Corp | NOTE 2.0000% 01-Sep-2024 | 46185LAA1 | 6,094 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 10,429 | 7,725,000 | PRN | SOLE | 7,725,000 | 0 | 0 | ||
National Vision Holdings | NOTE 2.5000% 15-May-2025 | 63845RAA5 | 6,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 3,895 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
Pagerduty Inc | NOTE 1.2500% 01-Jul-2025 | 69553PAA8 | 3,965 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 6,465 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
Par Technology Corp | NOTE 2.8750% 15-Apr-2026 | 698884AB9 | 3,273 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 10,848 | 10,916,000 | PRN | SOLE | 10,916,000 | 0 | 0 | ||
PetIQ Inc | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 | 9,415 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
Plug Power Inc | NOTE 3.7500% 01-Jun-2025 | 72919PAC7 | 45,765 | 27,000,000 | PRN | SOLE | 27,000,000 | 0 | 0 | ||
PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 5,085 | 5,754,000 | PRN | SOLE | 5,754,000 | 0 | 0 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 8,430 | 6,250,000 | PRN | SOLE | 6,250,000 | 0 | 0 | ||
RealReal Inc | NOTE 3.0000% 15-Jun-2025 | 88339PAA9 | 6,443 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 4,935 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 15,416 | 17,720,000 | PRN | SOLE | 17,720,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 12/0 | 83416TAE0 | 32,378 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 9,063 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 5,974 | 8,658,000 | PRN | SOLE | 8,658,000 | 0 | 0 | ||
TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 14,520 | 17,600,000 | PRN | SOLE | 17,600,000 | 0 | 0 | ||
TELIGENT INC NEW | NOTE 4.750% 5/0 | 87960WAA2 | 2,855 | 8,157,000 | PRN | SOLE | 8,157,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 7,234 | 6,280,000 | PRN | SOLE | 6,280,000 | 0 | 0 | ||
Workiva Inc | NOTE 1.1250% 15-Aug-2026 | 98139AAA3 | 2,760 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
Wright Medical Group Inc (Exchange) | NOTE 1.6250% 15-Jun-2023 | 98235TAG2 | 11,917 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
XERIS PHARMACEUTICALS INC | NOTE 5.000% 7/1 | 98422LAA5 | 1,496 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
HARMONIC INC | COM | 413160102 | 117 | 24,715 | SH | SOLE | 24,715 | 0 | 0 | ||
KINDRED BIOSCIENCES INC | COM | 494577109 | 2,609 | 581,168 | SH | SOLE | 581,168 | 0 | 0 | ||
RUMBLEON INC | COM CL B | 781386305 | 823 | 85,085 | SH | SOLE | 85,085 | 0 | 0 | ||
AMYRIS INC | COM NEW | 03236M200 | 91 | 21,203 | SH | SOLE | 21,203 | 0 | 0 | ||
ASPEN AEROGELS INC | COM | 04523Y105 | 845 | 128,444 | SH | SOLE | 128,444 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 309 | 101,539 | SH | SOLE | 101,539 | 0 | 0 | ||
ENDOLOGIX INC | COM NEW | 29266S304 | 4 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
FLUIDIGM CORP DEL | COM | 34385P108 | 280 | 69,769 | SH | SOLE | 69,769 | 0 | 0 | ||
SERVICESOURCE INTL INC | COM | 81763U100 | 2,178 | 1,378,702 | SH | SOLE | 1,378,702 | 0 | 0 |