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 |
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 11,843 | 15,950,000 | PRN | SOLE | 15,950,000 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 2,986 | 3,827,578 | PRN | SOLE | 3,827,578 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 15,616 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,490 | 6,040,000 | PRN | SOLE | 6,040,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 11,776 | 12,396,000 | PRN | SOLE | 12,396,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 4,470 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 7,403 | 11,940,000 | PRN | SOLE | 11,940,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 14,703 | 19,300,000 | PRN | SOLE | 19,300,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 17,910 | 15,625,000 | PRN | SOLE | 15,625,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 7,349 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 9,890 | 9,157,000 | PRN | SOLE | 9,157,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 9,393 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| JAZZ US HLDGS INC | NOTE 8.000%12/3 | 47216EAA8 | 16,733 | 6,908,000 | PRN | SOLE | 6,908,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 21,569 | 6,913,000 | PRN | SOLE | 6,913,000 | 0 | 0 | ||
| OREXIGEN THERAPEUTICS INC | NOTE 2.750%12/0 | 686164AC8 | 2,280 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 9,854 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 4,275 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 14,845 | 11,193,000 | PRN | SOLE | 11,193,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 9,528 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 21,116 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 17,280 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 6,180 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 12,301 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| CSW INDUSTRIALS INC | COM | 126402106 | 1,577 | 40,806 | SH | SOLE | 40,806 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 3,072 | 313,461 | SH | SOLE | 313,461 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 171 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| SERVICESOURCE INTL INC | COM | 81763U100 | 3,805 | 980,598 | SH | SOLE | 980,598 | 0 | 0 | ||