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 |
| ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 381 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 1,075 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 445 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 1,383 | 1,319,000 | SH | SOLE | 1,319,000 | 0 | 0 | ||
| CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 1,497 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 766 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 300 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 839 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 516 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 617 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 457 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 126 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 406 | 461,000 | SH | SOLE | 461,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAD0 | 318 | 305,000 | SH | SOLE | 305,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 376 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 1,450 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,935 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 1,521 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 422 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,086 | 924,000 | SH | SOLE | 924,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 501 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 615 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 794 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 2.750% 6/1 | 75972AAA1 | 1,077 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 1,774 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 615 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 2,235 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,144 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 492 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 1,218 | 967,000 | SH | SOLE | 967,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 589 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 499 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,271 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||