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 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 38,610 | 45,075,000 | PRN | SOLE | 45,075,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 40,979 | 49,565,000 | PRN | SOLE | 49,565,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1,706 | 1,379,000 | PRN | SOLE | 1,379,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 41,154 | 46,231,000 | PRN | SOLE | 46,231,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 41,663 | 51,833,000 | PRN | SOLE | 51,833,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 7,625 | 9,100,000 | PRN | SOLE | 9,100,000 | 0 | 0 | ||
| DICKS SPORTING GOODS INC | NOTE 3.250% 4/1 | 253393AD4 | 14,726 | 6,155,000 | PRN | SOLE | 6,155,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 25,891 | 27,971,000 | PRN | SOLE | 27,971,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 28,245 | 28,000,000 | PRN | SOLE | 28,000,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 31,960 | 36,500,000 | PRN | SOLE | 36,500,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 6,949 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 12,852 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 8,879 | 6,616,000 | PRN | SOLE | 6,616,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 21,241 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 42,581 | 31,836,000 | PRN | SOLE | 31,836,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 37,738 | 42,313,000 | PRN | SOLE | 42,313,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 51,305 | 26,500,000 | PRN | SOLE | 26,500,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 45,979 | 16,869,000 | PRN | SOLE | 16,869,000 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 6,841 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 4,977 | 5,885,000 | PRN | SOLE | 5,885,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 12,538 | 14,600,000 | PRN | SOLE | 14,600,000 | 0 | 0 | ||
| MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 12,594 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 56,144 | 57,750,000 | PRN | SOLE | 57,750,000 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 12,963 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 6,877 | 6,992,000 | PRN | SOLE | 6,992,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 17,350 | 17,910,000 | PRN | SOLE | 17,910,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 21,776 | 17,054,000 | PRN | SOLE | 17,054,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 39,251 | 16,034,000 | PRN | SOLE | 16,034,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 65,561 | 80,730,000 | PRN | SOLE | 80,730,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 2,815 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 9,574 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 14,491 | 18,148,000 | PRN | SOLE | 18,148,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 45,737 | 46,902,000 | PRN | SOLE | 46,902,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 7,440 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 42,926 | 48,000,000 | PRN | SOLE | 48,000,000 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 11,018 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 33,575 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 11,526 | 14,300,000 | PRN | SOLE | 14,300,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 2,865 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 35,951 | 44,179,000 | PRN | SOLE | 44,179,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 39,531 | 36,338,000 | PRN | SOLE | 36,338,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 23,867 | 24,542,000 | PRN | SOLE | 24,542,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 1,800 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||