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 |
|
||||||||||||||||
| 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 | 4,264 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | NOTE 1/1 | 011642AB1 | 41,035 | 49,565,000 | PRN | SOLE | 49,565,000 | 0 | 0 | ||
| ALARM COM HLDGS INC | COM | 011642105 | 283 | 4,366 | SH | SOLE | 4,366 | 0 | 0 | ||
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 42,066 | 46,231,000 | PRN | SOLE | 46,231,000 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 21,022 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 6,020 | 9,165,000 | PRN | SOLE | 9,165,000 | 0 | 0 | ||
| BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 24,407 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 8,552 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| CHEFS WHSE INC | NOTE 1.875%12/0 | 163086AB7 | 14,378 | 14,454,000 | PRN | SOLE | 14,454,000 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 3,909 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 3,090 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 7,566 | 8,907,000 | PRN | SOLE | 8,907,000 | 0 | 0 | ||
| DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 21,155 | 22,505,000 | PRN | SOLE | 22,505,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 3,079 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 45,195 | 46,000,000 | PRN | SOLE | 46,000,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 33,348 | 36,985,000 | PRN | SOLE | 36,985,000 | 0 | 0 | ||
| FASTLY INC | NOTE 3/1 | 31188VAB6 | 14,788 | 20,250,000 | PRN | SOLE | 20,250,000 | 0 | 0 | ||
| HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 10,258 | 12,050,000 | PRN | SOLE | 12,050,000 | 0 | 0 | ||
| HESKA CORP | NOTE 3.750% 9/1 | 42805EAB4 | 7,424 | 6,616,000 | PRN | SOLE | 6,616,000 | 0 | 0 | ||
| INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 6,973 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 12,122 | 13,185,000 | PRN | SOLE | 13,185,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 40,947 | 31,836,000 | PRN | SOLE | 31,836,000 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 38,637 | 42,313,000 | PRN | SOLE | 42,313,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 62,098 | 35,650,000 | PRN | SOLE | 35,650,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 326 | 5,576 | SH | SOLE | 5,576 | 0 | 0 | ||
| LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 19,861 | 21,461,000 | PRN | SOLE | 21,461,000 | 0 | 0 | ||
| LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 7,963 | 9,450,000 | PRN | SOLE | 9,450,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 6,422 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| MODEL N INC | NOTE 2.625% 6/0 | 607525AB8 | 14,561 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 54,601 | 55,250,000 | PRN | SOLE | 55,250,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 6,922 | 6,992,000 | PRN | SOLE | 6,992,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 17,362 | 17,910,000 | PRN | SOLE | 17,910,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 5,111 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 18,454 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 24,009 | 22,529,000 | PRN | SOLE | 22,529,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 48,331 | 16,034,000 | PRN | SOLE | 16,034,000 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 56,881 | 69,730,000 | PRN | SOLE | 69,730,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.125%11/1 | 74736LAF6 | 10,418 | 12,950,000 | PRN | SOLE | 12,950,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 5,717 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 6,458 | 7,625,000 | PRN | SOLE | 7,625,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DEBT 1.250% 9/1 | 803607AC4 | 34,026 | 32,750,000 | PRN | SOLE | 32,750,000 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 5,013 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 6,480 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 1,910 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 5,149 | 6,498,000 | PRN | SOLE | 6,498,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 45,824 | 46,902,000 | PRN | SOLE | 46,902,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 3,613 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| TWITTER INC | NOTE 3/1 | 90184LAN2 | 32,838 | 35,500,000 | PRN | SOLE | 35,500,000 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 10,849 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 3.750% 6/0 | 922417AF7 | 32,143 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 2,092 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 11,193 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| WIX COM LTD | NOTE 8/1 | 92940WAD1 | 34,440 | 41,000,000 | PRN | SOLE | 41,000,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 1.750% 5/0 | 225447AD3 | 16,624 | 7,318,000 | PRN | SOLE | 7,318,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 33,091 | 28,088,000 | PRN | SOLE | 28,088,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.625% 6/1 | 98936JAD3 | 27,089 | 27,542,000 | PRN | SOLE | 27,542,000 | 0 | 0 | ||
| ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 1,842 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||