The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
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 |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 939 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 2,096 | 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 | 977 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 1,861 | 1,522,000 | SH | SOLE | 1,522,000 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 598 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 2,816 | 2,065,000 | SH | SOLE | 2,065,000 | 0 | 0 | ||
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 3,243 | 2,550,000 | SH | SOLE | 2,550,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 945 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,131 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 633 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 15 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 1,743 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 420 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 408 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 1,708 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 2,809 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,845 | 1,939,000 | SH | SOLE | 1,939,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,075 | 1,005,000 | SH | SOLE | 1,005,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 0.750% 3/0 | 538146AB7 | 1,239 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 2,681 | 2,700,000 | SH | SOLE | 2,700,000 | 0 | 0 | ||
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 438 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 751 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
PERFICIENT INC | NOTE 2.375% 9/1 | 71375UAB7 | 2,880 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 1,573 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500% 5/1 | 75606NAC3 | 433 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 0.375% 7/1 | 759916AB5 | 1,902 | 1,515,000 | SH | SOLE | 1,515,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 819 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 2,619 | 1,910,000 | SH | SOLE | 1,910,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 1,497 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 2,932 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 1,872 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 482 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 345 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 1,666 | 1,702,000 | SH | SOLE | 1,702,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 624 | 661,000 | SH | SOLE | 661,000 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,188 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 2,434 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
XERIS PHARMACEUTICALS INC | NOTE 5.000% 7/1 | 98422LAA5 | 494 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,168 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 |