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 |
| Aegean Marine Petroleum Network | Note 4.2500% 15-Dec-2021 | 00773VAA4 | 8,165 | 10,850,000 | PRN | SOLE | 10,850,000 | 0 | 0 | ||
| Alliance One International | Note 8.5000% 15-Apr-2021 | 018772AT0 | 9,124 | 8,648,000 | PRN | SOLE | 8,648,000 | 0 | 0 | ||
| AMYRIS INC | COM NEW | 03236M200 | 514 | 159,513 | SH | SOLE | 159,513 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 791 | 32,478 | SH | SOLE | 32,478 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 15,683 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 36,583 | 36,000,000 | PRN | SOLE | 36,000,000 | 0 | 0 | ||
| Calpine Corp. | Note 5.2500% 01-Jun-2026 | 131347CK0 | 12,491 | 12,475,000 | PRN | SOLE | 12,475,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 17,453 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 3,100 | 3,827,578 | PRN | SOLE | 3,827,578 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 6,060 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| CSW INDUSTRIALS INC | COM | 126402106 | 1,810 | 40,806 | SH | SOLE | 40,806 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 18,480 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
| Element Financial Corp | Note 5.1250% 30-Jun-2019 | 286181AA0 | 3,266 | 3,205,770 | PRN | SOLE | 3,205,770 | 0 | 0 | ||
| Element Financial Corp | Note 4.2500% 30-Jun-2020 | 286181AB8 | 7,937 | 8,047,285 | PRN | SOLE | 8,047,285 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,501 | 3,040,000 | PRN | SOLE | 3,040,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 15,377 | 15,396,000 | PRN | SOLE | 15,396,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | COM | 101388106 | 1,689 | 53,076 | SH | SOLE | 53,076 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 13,063 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | COM | 34385P108 | 680 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 7,400 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 7,999 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| Golar LNG Limited | Note 2.7500% 15-Feb-2022 | 38046YAA9 | 17,761 | 18,745,000 | PRN | SOLE | 18,745,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 13,930 | 15,625,000 | PRN | SOLE | 15,625,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 4,525 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| II-VI Inc | Note 0.2500% 01-Sep-2022 | 902104AA6 | 11,163 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 13,146 | 12,857,000 | PRN | SOLE | 12,857,000 | 0 | 0 | ||
| Invacare Corp | Note 5.0000% 15-Feb-2021 | 461203AE1 | 15,633 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| Invacare Corp | Note 4.5000% 01-Jun-2022 | 461203AG6 | 4,221 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| Jazz Pharmaceuticals Inc | Note 1.5000% 15-Aug-2024 | 472145AC5 | 19,650 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 8,924 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 15,830 | 16,840,000 | PRN | SOLE | 16,840,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 6,379 | 562,000 | SH | SOLE | 562,000 | 0 | 0 | ||
| Magnachip Semiconductor | Note 6.6250% 15-Jul-2021 | 55933JAB0 | 10,985 | 11,383,000 | PRN | SOLE | 11,383,000 | 0 | 0 | ||
| Microchip Technology Inc Tranche B | Note 2.2500% 15-Feb-2037 | 595017AG9 | 40,178 | 33,000,000 | PRN | SOLE | 33,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 28,285 | 6,913,000 | PRN | SOLE | 6,913,000 | 0 | 0 | ||
| NCR Corp | CONV PREF STK | 62886E207 | 24,461 | 16,728 | SH | SOLE | 16,728 | 0 | 0 | ||
| OREXIGEN THERAPEUTICS INC | NOTE 2.750%12/0 | 686164AC8 | 2,160 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 25,426 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 9,079 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| Resolute Energy Corp | CONV PREF STK | 76116A405 | 2,648 | 2,150 | SH | SOLE | 2,150 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 39,263 | 27,923,000 | PRN | SOLE | 27,923,000 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 162 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 28,895 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
| SERVICESOURCE INTL INC | COM | 81763U100 | 3,600 | 1,040,598 | SH | SOLE | 1,040,598 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 14,013 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| Team Inc | Note 5.0000% 01-Aug-2023 | 878155AD2 | 11,490 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 14,549 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 17,142 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| Workday Inc | Note 0.2500% 01-Oct-2022 | 98138HAE1 | 11,948 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 18,348 | 14,100,000 | PRN | SOLE | 14,100,000 | 0 | 0 | ||