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 |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 4,855 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 5,968 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 10,175 | 5,755,000 | SH | SOLE | 5,755,000 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 6,600 | 7,560,000 | SH | SOLE | 7,560,000 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 8,593 | 6,245,000 | SH | SOLE | 6,245,000 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS IN | NOTE 3.750% 4/1 | 02553EAB2 | 4,228 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 2,979 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 6,348 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 1,677 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 8,526 | 6,700,000 | SH | SOLE | 6,700,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 2,373 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
CALLAWAY GOLF COMPANY | NOTE 2.750% 5/0 | 131193AE4 | 3,726 | 2,447,000 | SH | SOLE | 2,447,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 4,893 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 6,946 | 4,035,000 | SH | SOLE | 4,035,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 5,874 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 7,547 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
DROPBOX INC | NOTE 3/0 | 26210CAC8 | 2,818 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 4,686 | 2,842,000 | SH | SOLE | 2,842,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 2,248 | 1,876,000 | SH | SOLE | 1,876,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 5.000%12/0 | 29975EAB5 | 2,188 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 4,366 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 4,609 | 3,901,000 | SH | SOLE | 3,901,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAF8 | 2,732 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,499 | 2,077,000 | SH | SOLE | 2,077,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 7,314 | 4,600,000 | SH | SOLE | 4,600,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 5,258 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
MANDIANT INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,058 | 1,061,000 | SH | SOLE | 1,061,000 | 0 | 0 | ||
MANDIANT INC | NOTE 0.875% 6/0 | 31816QAF8 | 4,335 | 3,922,000 | SH | SOLE | 3,922,000 | 0 | 0 | ||
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 9,246 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 4,246 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 2,575 | 3,150,000 | SH | SOLE | 3,150,000 | 0 | 0 | ||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 8,331 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,782 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 4,762 | 3,750,000 | SH | SOLE | 3,750,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 6,539 | 5,752,000 | SH | SOLE | 5,752,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 4,492 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
IMPINJ INC | NOTE 2.000%12/1 | 453204AA7 | 5,725 | 2,850,000 | SH | SOLE | 2,850,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 12,293 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 5,591 | 5,759,000 | SH | SOLE | 5,759,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 5,707 | 5,542,000 | SH | SOLE | 5,542,000 | 0 | 0 | ||
INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 2,235 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
ITRON INC | NOTE 3/1 | 465741AN6 | 6,434 | 7,558,000 | SH | SOLE | 7,558,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 4,276 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 12,285 | 5,620,000 | SH | SOLE | 5,620,000 | 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 | 4,762 | 5,186,000 | SH | SOLE | 5,186,000 | 0 | 0 | ||
LIMELIGHT NETWORKS INC | NOTE 3.500% 8/0 | 53261MAB0 | 2,017 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 4,598 | 5,797,000 | SH | SOLE | 5,797,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 5,842 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 4,765 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
MANNKIND CORP | NOTE 2.500% 3/0 | 56400PAQ5 | 4,957 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 5,590 | 5,200,000 | SH | SOLE | 5,200,000 | 0 | 0 | ||
MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,082 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 6,368 | 4,598,000 | SH | SOLE | 4,598,000 | 0 | 0 | ||
MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 7,616 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 5,017 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
NOVOCURE LTD | NOTE 11/0 | 67011XAB9 | 5,460 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 4,065 | 4,274,000 | SH | SOLE | 4,274,000 | 0 | 0 | ||
1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 5,227 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 6,196 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 2,293 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 10,801 | 5,100,000 | SH | SOLE | 5,100,000 | 0 | 0 | ||
PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 6,304 | 5,977,000 | SH | SOLE | 5,977,000 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 2,028 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
PETIQ INC | NOTE 4.000% 6/0 | 71639TAB2 | 6,124 | 5,326,000 | SH | SOLE | 5,326,000 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 4,081 | 3,860,000 | SH | SOLE | 3,860,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,331 | 6,338,000 | SH | SOLE | 6,338,000 | 0 | 0 | ||
RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 5,633 | 2,946,000 | SH | SOLE | 2,946,000 | 0 | 0 | ||
REDFIN CORP | NOTE 10/1 | 75737FAC2 | 2,613 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 1,869 | 1,839,000 | SH | SOLE | 1,839,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 1,346 | 1,025,000 | SH | SOLE | 1,025,000 | 0 | 0 | ||
ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 1,218 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 4,383 | 3,134,000 | SH | SOLE | 3,134,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 8,741 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 965 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 2,193 | 2,439,000 | SH | SOLE | 2,439,000 | 0 | 0 | ||
STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 6,715 | 6,715,000 | SH | SOLE | 6,715,000 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 3,726 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.250% 3/0 | 89422GAA5 | 4,280 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
TWITTER INC | NOTE 3/1 | 90184LAN2 | 5,924 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 3,897 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 2,803 | 3,300,000 | SH | SOLE | 3,300,000 | 0 | 0 | ||
VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 9,075 | 7,225,000 | SH | SOLE | 7,225,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 6,331 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 4,332 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 3,668 | 4,460,000 | SH | SOLE | 4,460,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 6,621 | 6,061,000 | SH | SOLE | 6,061,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 8,089 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2,438 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 |