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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,478 | 1,048,000 | SH | SOLE | 1,048,000 | 0 | 0 | ||
| ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 1,189 | 1,300,000 | SH | SOLE | 1,300,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 419 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 269 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 600 | 569,000 | SH | SOLE | 569,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 778 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 341 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 627 | 628,000 | SH | SOLE | 628,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 874 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 394 | 461,000 | SH | SOLE | 461,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAD0 | 691 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 314 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 981 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 143 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 494 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052WAA2 | 414 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,206 | 1,400,000 | SH | SOLE | 1,400,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 552 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 448 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 459 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 448 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 1,287 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 1,965 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 2.750% 6/1 | 75972AAA1 | 831 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 953 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 110 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,133 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 494 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 813 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 736 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 500 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 501 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,131 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 231 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||