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 |
| ARES CAP CORP | COM | 04010L103 | 324 | 20,817 | SH | SOLE | 20,817 | 0 | 0 | ||
| BLACKROCK CAPITAL INVESTMENT | COM | 092533108 | 1,396 | 263,894 | SH | SOLE | 263,894 | 0 | 0 | ||
| BLACKROCK TCP CAP CORP | COM | 09259E108 | 334 | 25,612 | SH | SOLE | 25,612 | 0 | 0 | ||
| GLOBALSTAR INC | COM | 378973408 | 20,482 | 32,018,227 | SH | SOLE | 32,018,227 | 0 | 0 | ||
| OAKTREE STRATEGIC INCOME COR | COM | 67402D104 | 1,617 | 208,701 | SH | SOLE | 208,701 | 0 | 0 | ||
| RESOLUTE FST PRODS INC | COM | 76117W109 | 28 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 37,437 | 41,000,000 | PRN | SOLE | 41,000,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 28,546 | 28,942,000 | PRN | SOLE | 28,942,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 7,461 | 7,454,000 | PRN | SOLE | 7,454,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 22,501 | 23,500,000 | PRN | SOLE | 23,500,000 | 0 | 0 | ||
| CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 20,559 | 17,195,000 | PRN | SOLE | 17,195,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 5,136 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 12,065 | 12,476,000 | PRN | SOLE | 12,476,000 | 0 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 22,035 | 18,685,000 | PRN | SOLE | 18,685,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 19,688 | 14,557,000 | PRN | SOLE | 14,557,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050BAB7 | 6,541 | 5,900,000 | PRN | SOLE | 5,900,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 20,529 | 18,739,000 | PRN | SOLE | 18,739,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 16,807 | 17,638,000 | PRN | SOLE | 17,638,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 38,441 | 39,225,000 | PRN | SOLE | 39,225,000 | 0 | 0 | ||
| GOLDMAN SACHS BDC INC | NOTE 4.500% 4/0 | 38147UAB3 | 28,113 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 2,910 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 32,859 | 31,193,000 | PRN | SOLE | 31,193,000 | 0 | 0 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 34,551 | 37,070,000 | PRN | SOLE | 37,070,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 44,169 | 41,894,000 | PRN | SOLE | 41,894,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 51,107 | 47,496,000 | PRN | SOLE | 47,496,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WRLDWDE C | NOTE 1.500% 9/1 | 57164YAB3 | 11,110 | 12,859,000 | PRN | SOLE | 12,859,000 | 0 | 0 | ||
| NEVRO CORP | NOTE 1.750% 6/0 | 64157FAA1 | 15,298 | 16,470,000 | PRN | SOLE | 16,470,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 33,827 | 33,827,000 | PRN | SOLE | 33,827,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 26,024 | 26,900,000 | PRN | SOLE | 26,900,000 | 0 | 0 | ||
| PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 24,947 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346YAB9 | 9,118 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.000% 6/0 | 74346YAD5 | 2,185 | 2,355,000 | PRN | SOLE | 2,355,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 38,094 | 23,790,000 | PRN | SOLE | 23,790,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 17,637 | 20,312,000 | PRN | SOLE | 20,312,000 | 0 | 0 | ||
| REDFIN CORP | NOTE 1.750% 7/1 | 75737FAA6 | 7,316 | 9,095,000 | PRN | SOLE | 9,095,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 22,287 | 22,367,000 | PRN | SOLE | 22,367,000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 27,923 | 24,973,000 | PRN | SOLE | 24,973,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 19,589 | 20,420,000 | PRN | SOLE | 20,420,000 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 4,761 | 5,417,000 | PRN | SOLE | 5,417,000 | 0 | 0 | ||
| BLACKROCK TCP CAPITAL CORP | NOTE 5.250%12/1 | 87238QAB9 | 29,700 | 29,529,000 | PRN | SOLE | 29,529,000 | 0 | 0 | ||
| BLACKROCK TCP CAPITAL CORP | NOTE 4.625% 3/0 | 87238QAD5 | 27,713 | 28,400,000 | PRN | SOLE | 28,400,000 | 0 | 0 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500%12/1 | 87265KAB8 | 45,002 | 44,890,000 | PRN | SOLE | 44,890,000 | 0 | 0 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 17,121 | 17,382,000 | PRN | SOLE | 17,382,000 | 0 | 0 | ||
| TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 12,380 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 73,361 | 75,505,000 | PRN | SOLE | 75,505,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 10,764 | 11,777,000 | PRN | SOLE | 11,777,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 4,518 | 6,026,000 | PRN | SOLE | 6,026,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 27,096 | 27,523,000 | PRN | SOLE | 27,523,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 42,267 | 48,872,000 | PRN | SOLE | 48,872,000 | 0 | 0 | ||