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 |
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 1,492 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 894 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 3,357 | 1,900,000 | SH | SOLE | 1,900,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 1,548 | 2,050,000 | SH | SOLE | 2,050,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 3,141 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 2,056 | 2,138,000 | SH | SOLE | 2,138,000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 1,460 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,468 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 3,046 | 2,900,000 | SH | SOLE | 2,900,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 1,531 | 2,079,000 | SH | SOLE | 2,079,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,053 | 1,600,000 | SH | SOLE | 1,600,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 1,792 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 490 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052WAA2 | 2,040 | 1,962,000 | SH | SOLE | 1,962,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,431 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WRLDWDE C | NOTE 1.500% 9/1 | 57164YAA5 | 1,052 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 235 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 1,401 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 3,781 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 1,064 | 983,000 | SH | SOLE | 983,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 2,659 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 2,668 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 2,200 | 2,200,000 | SH | SOLE | 2,200,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 2,342 | 2,250,000 | SH | SOLE | 2,250,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 1,691 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,250 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,718 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 194 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||