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 |
ACAMAR PARTNERS ACQSITION CO | CL A | 004285102 | 6,930 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
ACAMAR PARTNERS ACQSITION CO | *W EXP 02/26/202 | 004285110 | 173 | 233,333 | SH | | SOLE | | 233,333 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 4,368 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
ACT II GLOBAL ACQUISITION CO | UNIT 04/30/2026 | G0080J112 | 1,038 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 22,575 | 27,000,000 | PRN | | SOLE | | 27,000,000 | 0 | 0 |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 35,585 | 9,500,000 | PRN | | SOLE | | 9,500,000 | 0 | 0 |
ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182CAA1 | 39,173 | 36,000,000 | PRN | | SOLE | | 36,000,000 | 0 | 0 |
APELLIS PHARMACEUTICALS INC | COM | 03753U106 | 423 | 17,548 | SH | | SOLE | | 17,548 | 0 | 0 |
APEX TECHNOLOGY ACQUISITN CO | UNIT 06/11/2026 | 03768F201 | 3,057 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
BEST INC | SPONSORED ADS | 08653C106 | 997 | 188,754 | SH | | SOLE | | 188,754 | 0 | 0 |
BEFEFITFOCUS INC | NOTE 1.250% 12/2 | 08180DAA4 | 8,790 | 10,100,000 | PRN | | SOLE | | 10,100,000 | 0 | 0 |
BOXWOOD MERGER CORP | COM CL A | 10319T101 | 2,015 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
BOXWOOD MERGER CORP | *W EXP 11/26/202 | 10319T119 | 137 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 11,401 | 11,475,000 | PRN | | SOLE | | 11,475,000 | 0 | 0 |
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 23,889 | 24,238,000 | PRN | | SOLE | | 24,238,000 | 0 | 0 |
CLARIVATE ANALYTICS PLC | *W EXP 11/09/201 | G21810117 | 427 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
COLLIER CREEK HOLDINGS | COM CL A | G22707106 | 1,019 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
COLLIER CREEK HOLDINGS | *W EXP 99/99/999 | G22707114 | 45 | 33,333 | SH | | SOLE | | 33,333 | 0 | 0 |
CHURCHILL CAP CORP II | CL A | 17143G106 | 1,253 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
CHURCHILL CAP CORP II | *W EXP 07/02/202 | 17143G114 | 61 | 41,667 | SH | | SOLE | | 41,667 | 0 | 0 |
CF FIN ACQUISITION CORP | COM CL A | 12528N107 | 2,716 | 267,870 | SH | | SOLE | | 267,870 | 0 | 0 |
CF FIN ACQUISITION CORP | *W EXP 04/30/202 | 12528N115 | 121 | 200,902 | SH | | SOLE | | 200,902 | 0 | 0 |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 3,011 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 2,666 | 2,615,000 | PRN | | SOLE | | 2,615,000 | 0 | 0 |
COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 21,862 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
CONYERS PK II ACQUISITION CO | UNIT 99/99/9999 | 212896203 | 533 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 13,139 | 12,000,000 | SH | | SOLE | | 12,000,000 | 0 | 0 |
CTRIP COM INTL LTD | SPONSORED ADS | 22943F100 | 732 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 12,756 | 13,000,000 | PRN | | SOLE | | 13,000,000 | 0 | 0 |
DIAMOND EAGLE ACQUISITION CO | COM CL A | 25258L109 | 985 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
DIAMOND EAGLE ACQUISITION CO | *W EXP 06/30/202 | 25258L117 | 28 | 33,333 | SH | | SOLE | | 33,333 | 0 | 0 |
DFB HEALTHCARE ACQUISTION CO | COM | 23291E109 | 4,072 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
DFB HEALTHCARE ACQUISTION CO | *W EXP 04/11/202 | 23291E117 | 154 | 133,333 | SH | | SOLE | | 133,333 | 0 | 0 |
DIAMONDPEAK HLDGS COR | COM CL A | 25280H100 | 3,960 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
DIAMONDPEAK HLDGS COR | *W EXP 02/22/202 | 25280H118 | 107 | 133,333 | SH | | SOLE | | 133,333 | 0 | 0 |
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 15,115 | 15,792,000 | PRN | | SOLE | | 15,792,000 | 0 | 0 |
GLOBAL EAGLE ENTMT INC | COM | 37951D102 | 25 | 35,000 | SH | | SOLE | | 35,000 | 0 | 0 |
ETSY INC | COM | 29786A106 | 1,565 | 27,700 | SH | | SOLE | | 27,700 | 0 | 0 |
EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 131,304 | 68,943,000 | PRN | | SOLE | | 68,943,000 | 0 | 0 |
EXPERIENCE INVESTMENT CORP | UNIT 09/01/2026 | 30217C208 | 3,003 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
FIREEYE INC | NOTE 1.000% 6/0 | 31816QAB7 | 31,920 | 32,216,000 | PRN | | SOLE | | 32,216,000 | 0 | 0 |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 7,573 | 7,948,000 | PRN | | SOLE | | 7,948,000 | 0 | 0 |
FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 10,462 | 10,447,000 | PRN | | SOLE | | 10,447,000 | 0 | 0 |
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 511 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
FAR PT ACQUISITION CORP | *W EXP 06/01/202 | 30734W117 | 20 | 16,666 | SH | | SOLE | | 16,666 | 0 | 0 |
FINTECH ACQUISITION CORP III | COM CL A | 31811A101 | 3,021 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
FINTECH ACQUISITION CORP III | *W EXP 12/01/202 | 31811A119 | 186 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
GORES METROPOULOS INC | COM CL A | 382872109 | 5,050 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
GORES METROPOULOS INC | *W EXP 01/28/202 | 382872117 | 231 | 166,666 | SH | | SOLE | | 166,666 | 0 | 0 |
GORES HOLDINGS III INC | CLASS A | 38286G109 | 5,068 | 501,300 | SH | | SOLE | | 501,300 | 0 | 0 |
GORES HOLDINGS III INC | *W EXP 09/11/202 | 38286G117 | 83 | 66,666 | SH | | SOLE | | 66,666 | 0 | 0 |
GS ACQUISITION HLDGS CORP | COM CL A | 36255F102 | 2,040 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
GS ACQUISITION HLDGS CORP | *W EXP 06/12/202 | 36255F110 | 88 | 66,666 | SH | | SOLE | | 66,666 | 0 | 0 |
HENNESSY CAP ACQUSTION CORP | CL A COM | 42589C104 | 5,470 | 546,467 | SH | | SOLE | | 546,467 | 0 | 0 |
HENNESSY CAP ACQUSTION CORP | *W EXP 09/05/202 | 42589C112 | 313 | 409,850 | SH | | SOLE | | 409,850 | 0 | 0 |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 5,622 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 11,705 | 10,000,000 | PRN | | SOLE | | 10,000,000 | 0 | 0 |
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 6,972 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
HAYMAKER ACQUISITION CORP II | COM CL A | 42087L101 | 198 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 5,006 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 2,559 | 2,470,000 | PRN | | SOLE | | 2,470,000 | 0 | 0 |
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 21,927 | 25,000,000 | PRN | | SOLE | | 25,000,000 | 0 | 0 |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 7,978 | 9,500,000 | PRN | | SOLE | | 9,500,000 | 0 | 0 |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 45,920 | 40,132,000 | PRN | | SOLE | | 40,132,000 | 0 | 0 |
SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 12,840 | 1,200,000 | SH | | SOLE | | 1,200,000 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,835 | 1,817,000 | PRN | | SOLE | | 1,817,000 | 0 | 0 |
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 16,590 | 17,575,000 | PRN | | SOLE | | 17,575,000 | 0 | 0 |
INVACARE CORP | NOTE 4.500% 6/0 | 461203AH4 | 12,699 | 15,000,000 | PRN | | SOLE | | 15,000,000 | 0 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 22,863 | 22,712,000 | PRN | | SOLE | | 22,712,000 | 0 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 4,842 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 44,295 | 34,066,000 | PRN | | SOLE | | 34,066,000 | 0 | 0 |
LEISURE ACQUISITION CORP | COM | 52539T107 | 2,048 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
LEISURE ACQUISITION CORP | *W EXP 12/05/201 | 52539T115 | 75 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 3,061 | 300,100 | SH | | SOLE | | 300,100 | 0 | 0 |
LEGACY ACQUISITION CORP | *W EXP 11/30/202 | 524643111 | 105 | 300,100 | SH | | SOLE | | 300,100 | 0 | 0 |
LEO HOLDINGS CORP | COM CL A | G5463L105 | 3,072 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
LEO HOLDINGS CORP | *W EXP 02/07/202 | G5463L113 | 72 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 45,958 | 35,500,000 | PRN | | SOLE | | 35,500,000 | 0 | 0 |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 72,928 | 73,205,000 | PRN | | SOLE | | 73,205,000 | 0 | 0 |
MONOCLE ACQUISITION CORP | COM | 609754106 | 2,137 | 213,745 | SH | | SOLE | | 213,745 | 0 | 0 |
MONOCLE ACQUISITION CORP | *W EXP 12/06/202 | 609754114 | 80 | 213,745 | SH | | SOLE | | 213,745 | 0 | 0 |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 126,100 | 29,161,000 | PRN | | SOLE | | 29,161,000 | 0 | 0 |
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 1,530 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
NEBULA ACQUISITION CORP | *W EXP 03/12/202 | 629076118 | 50 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
NIO INC | SPON ADS | 62914V106 | 409 | 262,070 | SH | | SOLE | | 262,070 | 0 | 0 |
NIO INC | DEBT 4.500% 2/0 | G6525FAA0 | 829 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
NEW PROVIDENCE ACQUISITIN CO | UNIT 09/01/2024 | 64822P205 | 505 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 22,477 | 24,000,000 | PRN | | SOLE | | 24,000,000 | 0 | 0 |
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 30,319 | 30,045,000 | PRN | | SOLE | | 30,045,000 | 0 | 0 |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 62,686 | 53,017,000 | PRN | | SOLE | | 53,017,000 | 0 | 0 |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 382 | 3,500 | SH | | SOLE | | 3,500 | 0 | 0 |
OAKTREE ACQUISITION CORP | UNIT 99/99/9999 | G67145121 | 457 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
OKTA INC | CL A | 679295105 | 2,028 | 20,600 | SH | | SOLE | | 20,600 | 0 | 0 |
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 1,855 | 2,250,000 | PRN | | SOLE | | 2,250,000 | 0 | 0 |
PURE ACQUISITION CORP | *W EXP 04/17/202 | 74621Q114 | 70 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
PAR PACIFIC HOLDINGS INC | NOTE 5.000% 6/1 | 69888VAA1 | 1,728 | 1,230,000 | PRN | | SOLE | | 1,230,000 | 0 | 0 |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 20,962 | 20,987,000 | PRN | | SOLE | | 20,987,000 | 0 | 0 |
PIVOTAL INVT CORP II | UNIT 06/01/2025 | 72582K209 | 509 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
PLUG POWER INC | NOTE 5.500% 3/1 | 72919PAB9 | 5,011 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 65,049 | 23,132,000 | PRN | | SOLE | | 23,132,000 | 0 | 0 |
INSULET CORP | DEBT 0.375% 9/0 | U45793AA1 | 25,405 | 25,000,000 | PRN | | SOLE | | 25,000,000 | 0 | 0 |
PLURALSIGHT INC | NOTE 2.250% 3/0 | 72941BAA4 | 12,932 | 15,000,000 | PRN | | SOLE | | 15,000,000 | 0 | 0 |
PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 18,812 | 17,954,000 | PRN | | SOLE | | 17,954,000 | 0 | 0 |
RH | COM | 74967X103 | 527 | 3,082 | SH | | SOLE | | 3,082 | 0 | 0 |
RMG ACQUISITION CORP | CL A | 749641106 | 5,910 | 600,000 | SH | | SOLE | | 600,000 | 0 | 0 |
RMG ACQUISITION CORP | *W EXP 02/21/202 | 749641114 | 186 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 39,263 | 24,250,000 | PRN | | SOLE | | 24,250,000 | 0 | 0 |
ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 44,235 | 44,777,000 | PRN | | SOLE | | 44,777,000 | 0 | 0 |
REPLAY ACQUISITION CORP | COM | G75130107 | 5,958 | 600,000 | SH | | SOLE | | 600,000 | 0 | 0 |
REPLAY ACQUISITION CORP | *W EXP 03/01/202 | G75130115 | 180 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 30,849 | 30,621,000 | PRN | | SOLE | | 30,621,000 | 0 | 0 |
REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 2,064 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
REGALWOOD GLOBAL ENERGY LTD | *W EXP 12/05/202 | G74760128 | 151 | 166,666 | SH | | SOLE | | 166,666 | 0 | 0 |
SWITCHBACK ENERGY ACQUISITIO | UNIT 99/99/9999 | 87105M201 | 3,499 | 349,917 | SH | | SOLE | | 349,917 | 0 | 0 |
SHIP FIN INTL LTD | NOTE 4.875% 5/0 | 824689AG8 | 3,734 | 3,400,000 | PRN | | SOLE | | 3,400,000 | 0 | 0 |
TORTOISE ACQUISITION CORP | CL A | 89154L100 | 1,729 | 175,000 | SH | | SOLE | | 175,000 | 0 | 0 |
TORTOISE ACQUISITION CORP | *W EXP 03/04/202 | 89154L118 | 123 | 175,000 | SH | | SOLE | | 175,000 | 0 | 0 |
SOUTH MTN MERGER CORP | COM CL A | 838884104 | 1,960 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
SOUTH MTN MERGER CORP | *W EXP 06/20/202 | 838884112 | 84 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
SPARTAN ENERGY ACQUISITON CO | CL A COM STK | 846784106 | 2,020 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
SPARTAN ENERGY ACQUISITON CO | *W EXP 08/27/202 | 846784122 | 92 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 31,832 | 24,000,000 | PRN | | SOLE | | 24,000,000 | 0 | 0 |
SILVER SPIKE ACQUISITION COR | UNIT 99/99/9999 | G8136L122 | 3,027 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
SENTINEL ENERGY SVCS INC | *W EXP 11/02/202 | 81728P113 | 24 | 33,333 | SH | | SOLE | | 33,333 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 48 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 55 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
THUNDER BRDG ACQUISTION II L | UNIT 99/99/9999 | G8857S124 | 3,054 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
TUSCAN HLDGS CORP II | UNIT 04/01/2026 | 90070A202 | 2,513 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
TUSCAN HOLDINGS CORP | COM | 90069K104 | 3,920 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
TUSCAN HOLDINGS CORP | *W EXP 04/01/202 | 90069K112 | 381 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 2,784 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
TRINITY MERGER CORP | COM CL A | 89653L106 | 1,566 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
TRINITY MERGER CORP | *W EXP 05/11/202 | 89653L114 | 203 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
TRINE ACQUISITION CORP | COM CL A | 89628U108 | 5,429 | 550,000 | SH | | SOLE | | 550,000 | 0 | 0 |
TRINE ACQUISITION CORP | *W EXP 03/31/202 | 89628U116 | 207 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 7,342 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 32,308 | 31,500,000 | PRN | | SOLE | | 31,500,000 | 0 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 29,549 | 30,000,000 | PRN | | SOLE | | 30,000,000 | 0 | 0 |
UNISYS CORP | COM NEW | 909214306 | 372 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 12,123 | 12,000,000 | PRN | | SOLE | | 12,000,000 | 0 | 0 |
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 2,639 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 955 | 1,060,000 | PRN | | SOLE | | 1,060,000 | 0 | 0 |
VIAVI SOLUTIONS INC | NOTE 1.750% 6/0 | 925550AE5 | 7,866 | 6,500,000 | PRN | | SOLE | | 6,500,000 | 0 | 0 |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 45,821 | 45,113,000 | PRN | | SOLE | | 45,113,000 | 0 | 0 |
VERASTEM INC | NOTE 5.000%11/0 | 92337CAA2 | 3,800 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 21,434 | 10,265,000 | PRN | | SOLE | | 10,265,000 | 0 | 0 |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 13,260 | 13,227,000 | PRN | | SOLE | | 13,227,000 | 0 | 0 |
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 3,167 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 50,143 | 50,000,000 | PRN | | SOLE | | 50,000,000 | 0 | 0 |