The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 6,052 | 4,089,000 | SH | SOLE | 4,089,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 4,896 | 5,485,000 | SH | SOLE | 5,485,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 8,303 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 3,040 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 4,227 | 2,447,000 | SH | SOLE | 2,447,000 | 0 | 0 | ||
| CHEGG INC | NOTE 9/0 | 163092AF6 | 4,148 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,658 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 3,423 | 3,625,000 | SH | SOLE | 3,625,000 | 0 | 0 | ||
| CRYOLIFE INC | NOTE 4.250% 7/0 | 228903AB6 | 6,339 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 4,661 | 2,842,000 | SH | SOLE | 2,842,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,918 | 1,522,000 | SH | SOLE | 1,522,000 | 0 | 0 | ||
| EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 2,460 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 4,262 | 3,901,000 | SH | SOLE | 3,901,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,664 | 2,077,000 | SH | SOLE | 2,077,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 4,656 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| MANDIANT INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,061 | 1,061,000 | SH | SOLE | 1,061,000 | 0 | 0 | ||
| MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,747 | 1,672,000 | SH | SOLE | 1,672,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 8,572 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 2,809 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 2,940 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 7,716 | 5,690,000 | SH | SOLE | 5,690,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,258 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 5,598 | 3,750,000 | SH | SOLE | 3,750,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 5,663 | 5,727,000 | SH | SOLE | 5,727,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 2.000%12/1 | 453204AA7 | 7,624 | 2,850,000 | SH | SOLE | 2,850,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 8,840 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 4,485 | 4,134,000 | SH | SOLE | 4,134,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 4,390 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 3,386 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 5,709 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,577 | 2,508,000 | SH | SOLE | 2,508,000 | 0 | 0 | ||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 5,692 | 5,186,000 | SH | SOLE | 5,186,000 | 0 | 0 | ||
| LIMELIGHT NETWORKS INC | NOTE 3.500% 8/0 | 53261MAB0 | 1,918 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 2,540 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 4,973 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 5,366 | 4,200,000 | SH | SOLE | 4,200,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 3,834 | 2,403,000 | SH | SOLE | 2,403,000 | 0 | 0 | ||
| MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 8,114 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 7,660 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,098 | 4,274,000 | SH | SOLE | 4,274,000 | 0 | 0 | ||
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 5,415 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 4,449 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,320 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 5,696 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 2,971 | 2,977,000 | SH | SOLE | 2,977,000 | 0 | 0 | ||
| PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 2,374 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 6,178 | 5,326,000 | SH | SOLE | 5,326,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 4,227 | 3,860,000 | SH | SOLE | 3,860,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,713 | 5,969,000 | SH | SOLE | 5,969,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 5,905 | 2,946,000 | SH | SOLE | 2,946,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 10/1 | 75737FAC2 | 3,132 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 2,000 | 1,839,000 | SH | SOLE | 1,839,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,272 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 3,357 | 2,710,000 | SH | SOLE | 2,710,000 | 0 | 0 | ||
| SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 11,146 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 982 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 2,180 | 2,528,000 | SH | SOLE | 2,528,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 4,138 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 3,695 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 3,182 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 9,995 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 5,797 | 6,448,000 | SH | SOLE | 6,448,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 3,210 | 3,527,000 | SH | SOLE | 3,527,000 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 5,664 | 4,227,000 | SH | SOLE | 4,227,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 7,954 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 3,232 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||