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 |
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 2,720 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 1,536 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 3,029 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 61 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,503 | 1,526,000 | SH | SOLE | 1,526,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 3,000 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 688 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,259 | 1,565,000 | SH | SOLE | 1,565,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 1,879 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 966 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,256 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.125% 5/0 | 338307AB7 | 3,372 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 1,671 | 1,600,000 | SH | SOLE | 1,600,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 200 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,178 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,939 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 2,110 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 2,881 | 1,514,000 | SH | SOLE | 1,514,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,226 | 1,859,000 | SH | SOLE | 1,859,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,310 | 1,005,000 | SH | SOLE | 1,005,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 1,832 | 1,498,000 | SH | SOLE | 1,498,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 2,988 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 2,397 | 2,200,000 | SH | SOLE | 2,200,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 1,544 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 1,042 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 2,720 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 3,019 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 778 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,330 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 646 | 639,000 | SH | SOLE | 639,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 453 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 2,371 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 487 | 467,000 | SH | SOLE | 467,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 517 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 435 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,120 | 1,151,000 | SH | SOLE | 1,151,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 966 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 650 | 691,000 | SH | SOLE | 691,000 | 0 | 0 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,575 | 1,570,000 | SH | SOLE | 1,570,000 | 0 | 0 | ||
| VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 1,478 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||