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 | 862 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,352 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 422 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 276 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 855 | 819,000 | SH | SOLE | 819,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 1,277 | 1,023,000 | SH | SOLE | 1,023,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 605 | 588,000 | SH | SOLE | 588,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 335 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 616 | 628,000 | SH | SOLE | 628,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 1,560 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 272 | 329,000 | SH | SOLE | 329,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 624 | 1,100,000 | SH | SOLE | 1,100,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 1,510 | 1,500,000 | SH | SOLE | 1,500,000 | 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 | 946 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 871 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WRLDWDE C | NOTE 1.500% 9/1 | 57164YAA5 | 279 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 480 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 1,104 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 1,512 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 1,230 | 1,183,000 | SH | SOLE | 1,183,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 1,306 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 489 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | NOTE 3.250%12/1 | 864909AB2 | 1,217 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 856 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 546 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 1,481 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,128 | 1,300,000 | SH | SOLE | 1,300,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 785 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||