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 |
| 2U Inc | COM | 90214J101 | 768 | 10,845 | SH | SOLE | 10,845 | 0 | 0 | ||
| Alexandria Real Estate Equities Inc | PFD CONV SER D | 015271505 | 1,244 | 32,851 | SH | SOLE | 32,851 | 0 | 0 | ||
| Anthem Inc | NOTE 2.750%10/1 | 94973VBG1 | 10,953 | 2,760,000 | PRN | SOLE | 2,760,000 | 0 | 0 | ||
| Apollo Commercial Real Estate Finance Inc | NOTE 4.750% 8/2 | 03762UAB1 | 2,438 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Ares Commercial Real Estate Corp | COM | 04013V108 | 1,072 | 70,600 | SH | SOLE | 70,600 | 0 | 0 | ||
| ASGN Inc | COM | 00191U102 | 843 | 13,285 | SH | SOLE | 13,285 | 0 | 0 | ||
| Bank of America Corp | 7.25%CNV PFD L | 060505682 | 12,003 | 9,220 | SH | SOLE | 9,220 | 0 | 0 | ||
| Becton Dickinson and Co | PFD SHS CONV A | 075887208 | 3,602 | 58,275 | SH | SOLE | 58,275 | 0 | 0 | ||
| Benefitfocus Inc | COM | 08180D106 | 637 | 12,855 | SH | SOLE | 12,855 | 0 | 0 | ||
| BlackRock Capital Investment Corp | NOTE 5.000% 6/1 | 092533AC2 | 1,518 | 1,525,000 | PRN | SOLE | 1,525,000 | 0 | 0 | ||
| CenterPoint Energy Inc | DEP RP PFD CV B | 15189T503 | 6,198 | 117,290 | SH | SOLE | 117,290 | 0 | 0 | ||
| CenterState Bank Corp | COM | 15201P109 | 465 | 19,530 | SH | SOLE | 19,530 | 0 | 0 | ||
| Chegg Inc | COM | 163092109 | 874 | 22,920 | SH | SOLE | 22,920 | 0 | 0 | ||
| Cloudera Inc | COM | 18914U100 | 719 | 65,694 | SH | SOLE | 65,694 | 0 | 0 | ||
| Cornerstone OnDemand Inc | COM | 21925Y103 | 718 | 13,103 | SH | SOLE | 13,103 | 0 | 0 | ||
| Crown Castle International Corp | 6.875% CON PFD A | 22822V309 | 450 | 380 | SH | SOLE | 380 | 0 | 0 | ||
| Denali Therapeutics Inc | COM | 24823R105 | 834 | 35,930 | SH | SOLE | 35,930 | 0 | 0 | ||
| DocuSign Inc | DocuSign Inc | 256163106 | 169 | 3,260 | SH | SOLE | 3,260 | 0 | 0 | ||
| Dominion Resources Inc/VA | UNIT 08/15/2019 | 25746U836 | 11,029 | 220,940 | SH | SOLE | 220,940 | 0 | 0 | ||
| DTE Energy Co | UNIT 99/99/9999 | 233331883 | 9,802 | 177,100 | SH | SOLE | 177,100 | 0 | 0 | ||
| East West Bancorp Inc | COM | 27579R104 | 446 | 9,305 | SH | SOLE | 9,305 | 0 | 0 | ||
| Echo Global Logistics Inc | NOTE 2.500% 5/0 | 27875TAA9 | 4,158 | 4,180,000 | PRN | SOLE | 4,180,000 | 0 | 0 | ||
| Echo Global Logistics Inc | COM | 27875T101 | 180 | 7,260 | SH | SOLE | 7,260 | 0 | 0 | ||
| eHealth Inc | COM | 28238P109 | 667 | 10,705 | SH | SOLE | 10,705 | 0 | 0 | ||
| Etsy Inc | COM | 29786A106 | 796 | 11,836 | SH | SOLE | 11,836 | 0 | 0 | ||
| Euronet Worldwide Inc | NOTE 1.500%10/0 | 298736AH2 | 9,761 | 4,970,000 | PRN | SOLE | 4,970,000 | 0 | 0 | ||
| Euronet Worldwide Inc | COM | 298736109 | 801 | 5,615 | SH | SOLE | 5,615 | 0 | 0 | ||
| Evo Payments Inc | CL A COM | 26927E104 | 1,193 | 41,080 | SH | SOLE | 41,080 | 0 | 0 | ||
| Evolent Health Inc | CL A | 30050B101 | 164 | 13,065 | SH | SOLE | 13,065 | 0 | 0 | ||
| Farmland Partners Inc | COM | 31154R109 | 926 | 144,673 | SH | SOLE | 144,673 | 0 | 0 | ||
| FireEye Inc | COM | 31816Q101 | 741 | 44,160 | SH | SOLE | 44,160 | 0 | 0 | ||
| FireEye Inc | NOTE 1.625% 6/0 | 31816QAD3 | 4,641 | 4,960,000 | PRN | SOLE | 4,960,000 | 0 | 0 | ||
| Green Dot Corp | CL A | 39304D102 | 943 | 15,545 | SH | SOLE | 15,545 | 0 | 0 | ||
| Helius Medical Technologies Inc | COM CL A | 42328V504 | 174 | 26,098 | SH | SOLE | 26,098 | 0 | 0 | ||
| Helix Energy Solutions Group Inc | COM | 42330P107 | 131 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
| Helix Energy Solutions Group Inc | NOTE 4.250% 5/0 | 42330PAH0 | 1,160 | 1,170,000 | PRN | SOLE | 1,170,000 | 0 | 0 | ||
| Hercules Capital Inc | DBCV 4.375% 2/0 | 427096AF9 | 73 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| Heron Therapeutics Inc | COM | 427746102 | 865 | 35,375 | SH | SOLE | 35,375 | 0 | 0 | ||
| HubSpot Inc | COM | 443573100 | 123 | 740 | SH | SOLE | 740 | 0 | 0 | ||
| HubSpot Inc | NOTE 0.250% 6/0 | 443573AB6 | 605 | 335,000 | PRN | SOLE | 335,000 | 0 | 0 | ||
| Illumina Inc | NOTE 0.500% 6/1 | 452327AH2 | 5,899 | 4,363,000 | PRN | SOLE | 4,363,000 | 0 | 0 | ||
| Insulet Corp | COM | 45784P101 | 138 | 1,450 | SH | SOLE | 1,450 | 0 | 0 | ||
| InterXion Holding NV | SHS | N47279109 | 861 | 12,905 | SH | SOLE | 12,905 | 0 | 0 | ||
| Macquarie Infrastructure Corp | NOTE 2.875% 7/1 | 55608BAA3 | 6,227 | 6,249,000 | PRN | SOLE | 6,249,000 | 0 | 0 | ||
| Mellanox Technologies Ltd | SHS | M51363113 | 1,121 | 9,475 | SH | SOLE | 9,475 | 0 | 0 | ||
| MercadoLibre Inc | COM | 58733R102 | 173 | 341 | SH | SOLE | 341 | 0 | 0 | ||
| Mimecast Ltd | ORD SHS | G14838109 | 828 | 17,490 | SH | SOLE | 17,490 | 0 | 0 | ||
| Model N Inc | COM | 607525102 | 1,078 | 61,463 | SH | SOLE | 61,463 | 0 | 0 | ||
| Monolithic Power Systems Inc | COM | 609839105 | 699 | 5,158 | SH | SOLE | 5,158 | 0 | 0 | ||
| NeoPhotonics Corp | COM | 64051T100 | 473 | 75,146 | SH | SOLE | 75,146 | 0 | 0 | ||
| New Relic Inc | COM | 64829B100 | 149 | 1,510 | SH | SOLE | 1,510 | 0 | 0 | ||
| NextEra Energy Inc | UNIT 09/01/2019 | 65339F820 | 11,983 | 193,710 | SH | SOLE | 193,710 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 2,509 | 2,285,000 | PRN | SOLE | 2,285,000 | 0 | 0 | ||
| Novellus Systems Inc | NOTE 2.625% 5/1 | 670008AD3 | 12,117 | 2,195,000 | PRN | SOLE | 2,195,000 | 0 | 0 | ||
| Nutanix Inc | CL A | 67059N108 | 514 | 13,610 | SH | SOLE | 13,610 | 0 | 0 | ||
| NuVasive Inc | COM | 670704105 | 680 | 11,980 | SH | SOLE | 11,980 | 0 | 0 | ||
| NuVasive Inc | NOTE 2.250% 3/1 | 670704AG0 | 2,371 | 2,125,000 | PRN | SOLE | 2,125,000 | 0 | 0 | ||
| Pluralsight Inc | COM CL A | 72941B106 | 212 | 6,665 | SH | SOLE | 6,665 | 0 | 0 | ||
| Portola Pharmaceuticals Inc | COM | 737010108 | 712 | 20,515 | SH | SOLE | 20,515 | 0 | 0 | ||
| Priceline Group Inc/The | NOTE 0.350% 6/1 | 741503AS5 | 8,827 | 6,530,000 | PRN | SOLE | 6,530,000 | 0 | 0 | ||
| Priceline Group Inc/The | NOTE 0.900% 9/1 | 741503AX4 | 689 | 624,000 | PRN | SOLE | 624,000 | 0 | 0 | ||
| PROS Holdings Inc | COM | 74346Y103 | 825 | 19,530 | SH | SOLE | 19,530 | 0 | 0 | ||
| PROS Holdings Inc | NOTE 2.000% 6/0 | 74346YAD5 | 1,560 | 1,465,000 | PRN | SOLE | 1,465,000 | 0 | 0 | ||
| Prospect Capital Corp | NOTE 4.750% 4/1 | 74348TAQ5 | 3,415 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
| Prospect Capital Corp | NOTE 4.950% 7/1 | 74348TAR3 | 3,365 | 3,415,000 | PRN | SOLE | 3,415,000 | 0 | 0 | ||
| Red Hat Inc | NOTE 0.250%10/0 | 756577AD4 | 1,380 | 556,000 | PRN | SOLE | 556,000 | 0 | 0 | ||
| RingCentral Inc | CL A | 76680R206 | 127 | 1,180 | SH | SOLE | 1,180 | 0 | 0 | ||
| RingCentral Inc | NOTE 3/1 | 76680RAD9 | 586 | 410,000 | PRN | SOLE | 410,000 | 0 | 0 | ||
| Roku Inc | COM CL A | 77543R102 | 843 | 13,070 | SH | SOLE | 13,070 | 0 | 0 | ||
| Royal Gold Inc | NOTE 2.875% 6/1 | 780287AA6 | 75 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| SAGE Therapeutics Inc | COM | 78667J108 | 653 | 4,105 | SH | SOLE | 4,105 | 0 | 0 | ||
| Shutterfly Inc | COM | 82568P304 | 973 | 23,953 | SH | SOLE | 23,953 | 0 | 0 | ||
| Silicon Laboratories Inc | COM | 826919102 | 146 | 1,811 | SH | SOLE | 1,811 | 0 | 0 | ||
| Silicon Laboratories Inc | NOTE 1.375% 3/0 | 826919AB8 | 1,797 | 1,650,000 | PRN | SOLE | 1,650,000 | 0 | 0 | ||
| Spirit Realty Capital Inc | NOTE 3.750% 5/1 | 84860WAB8 | 4,634 | 4,640,000 | PRN | SOLE | 4,640,000 | 0 | 0 | ||
| Splunk Inc | COM | 848637104 | 926 | 7,430 | SH | SOLE | 7,430 | 0 | 0 | ||
| Stanley Black & Decker Inc | UNIT 05/15/2020 | 854502887 | 9,945 | 101,995 | SH | SOLE | 101,995 | 0 | 0 | ||
| Stitch Fix Inc | COM CL A | 860897107 | 665 | 23,560 | SH | SOLE | 23,560 | 0 | 0 | ||
| Synaptics Inc | NOTE 0.500% 6/1 | 87157DAD1 | 918 | 995,000 | PRN | SOLE | 995,000 | 0 | 0 | ||
| Tabula Rasa HealthCare Inc | COM | 873379101 | 190 | 3,360 | SH | SOLE | 3,360 | 0 | 0 | ||
| Talend SA | ADS | 874224207 | 944 | 18,670 | SH | SOLE | 18,670 | 0 | 0 | ||
| Teladoc Health Inc | COM | 87918A105 | 294 | 5,290 | SH | SOLE | 5,290 | 0 | 0 | ||
| TPG Specialty Lending Inc | NOTE 4.500%12/1 | 87265KAB8 | 2,535 | 2,531,000 | PRN | SOLE | 2,531,000 | 0 | 0 | ||
| TPG Specialty Lending Inc | NOTE 4.500% 8/0 | 87265KAD4 | 1,732 | 1,700,000 | PRN | SOLE | 1,700,000 | 0 | 0 | ||
| TriNet Group Inc | COM | 896288107 | 764 | 12,785 | SH | SOLE | 12,785 | 0 | 0 | ||
| Ultragenyx Pharmaceutical Inc | COM | 90400D108 | 719 | 10,365 | SH | SOLE | 10,365 | 0 | 0 | ||
| VEREIT Inc | NOTE 3.750%12/1 | 02917TAB0 | 7,921 | 7,940,000 | PRN | SOLE | 7,940,000 | 0 | 0 | ||
| Verint Systems Inc | NOTE 1.500% 6/0 | 92343XAA8 | 266 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| Wayfair Inc | CL A | 94419L101 | 144 | 971 | SH | SOLE | 971 | 0 | 0 | ||
| Webster Financial Corp | COM | 947890109 | 613 | 12,095 | SH | SOLE | 12,095 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 12,019 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
| Wix.com Ltd | SHS | M98068105 | 130 | 1,075 | SH | SOLE | 1,075 | 0 | 0 | ||
| Wright Medical Group Inc | NOTE 2.000% 2/1 | 98235TAE7 | 1,352 | 1,195,000 | PRN | SOLE | 1,195,000 | 0 | 0 | ||
| Wright Medical Group NV | ORD SHS | N96617118 | 608 | 19,340 | SH | SOLE | 19,340 | 0 | 0 | ||
| Zendesk Inc | COM | 98936J101 | 224 | 2,632 | SH | SOLE | 2,632 | 0 | 0 | ||
| Zendesk Inc | NOTE 0.250% 3/1 | 98936JAB7 | 643 | 440,000 | PRN | SOLE | 440,000 | 0 | 0 | ||