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 |
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 0.875% 1/0 | 01988PAF5 | 3,298 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 6,671 | 3,882,000 | SH | SOLE | 3,882,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,690 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 3,467 | 2,842,000 | SH | SOLE | 2,842,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,846 | 1,522,000 | SH | SOLE | 1,522,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 1,274 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 1,897 | 2,011,000 | SH | SOLE | 2,011,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,884 | 2,077,000 | SH | SOLE | 2,077,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 4,380 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 992 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,437 | 1,273,000 | SH | SOLE | 1,273,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 3,195 | 3,550,000 | SH | SOLE | 3,550,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 1,790 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 6,966 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 3,645 | 3,337,000 | SH | SOLE | 3,337,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 2,252 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 2,253 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 5,199 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
IMPINJ INC | NOTE 2.000%12/1 | 453204AA7 | 2,691 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,786 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.500% 3/0 | 45667GAE3 | 3,656 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 3,679 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 4,218 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 4,724 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,127 | 1,939,000 | SH | SOLE | 1,939,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,132 | 956,000 | SH | SOLE | 956,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 2,329 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 2,952 | 2,700,000 | SH | SOLE | 2,700,000 | 0 | 0 | ||
MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 4,324 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 492 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 2,034 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 4,517 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
PINDUODUO INC | NOTE 12/0 | 722304AC6 | 2,105 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 2,130 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 6,056 | 4,678,000 | SH | SOLE | 4,678,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,760 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 1,279 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 3,272 | 2,910,000 | SH | SOLE | 2,910,000 | 0 | 0 | ||
SMART GLOBAL HLDGS INC | NOTE 2.250% 2/1 | 83205YAB0 | 5,301 | 4,001,000 | SH | SOLE | 4,001,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 1,532 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,361 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 2,989 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,767 | 1,702,000 | SH | SOLE | 1,702,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 879 | 661,000 | SH | SOLE | 661,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 3,805 | 2,499,000 | SH | SOLE | 2,499,000 | 0 | 0 | ||
VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 2,651 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 1,803 | 1,720,000 | SH | SOLE | 1,720,000 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 3,810 | 2,751,000 | SH | SOLE | 2,751,000 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 5,898 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 2,060 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2,716 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 |