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 |
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 31,317 | 31,474 | PRN | SOLE | 0 | 0 | 31,474 | ||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 3,230 | 3,795 | PRN | SOLE | 0 | 0 | 3,795 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 41,969 | 24,656 | PRN | SOLE | 0 | 0 | 24,656 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 53,999 | 18,530 | PRN | SOLE | 0 | 0 | 18,530 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 33,683 | 19,320 | PRN | SOLE | 0 | 0 | 19,320 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 1,517 | 1,500 | PRN | SOLE | 0 | 0 | 1,500 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 44,902 | 44,902 | PRN | SOLE | 0 | 0 | 44,902 | ||
| FIREEYE INC | NOTE 1.000% 6/0 | 31816QAB7 | 21,833 | 22,222 | PRN | SOLE | 0 | 0 | 22,222 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 29,535 | 31,172 | PRN | SOLE | 0 | 0 | 31,172 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 7,172 | 5,759 | PRN | SOLE | 0 | 0 | 5,759 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 2,595 | 3,000 | PRN | SOLE | 0 | 0 | 3,000 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 6,845 | 6,845 | PRN | SOLE | 0 | 0 | 6,845 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 11,946 | 11,901 | PRN | SOLE | 0 | 0 | 11,901 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 35,932 | 25,271 | PRN | SOLE | 0 | 0 | 25,271 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 10,131 | 10,100 | PRN | SOLE | 0 | 0 | 10,100 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 8,351 | 5,500 | PRN | SOLE | 0 | 0 | 5,500 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 9,294 | 4,884 | PRN | SOLE | 0 | 0 | 4,884 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 4,880 | 4,000 | PRN | SOLE | 0 | 0 | 4,000 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 7,545 | 5,500 | PRN | SOLE | 0 | 0 | 5,500 | ||
| NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 4,829 | 5,090 | PRN | SOLE | 0 | 0 | 5,090 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 38,298 | 40,925 | PRN | SOLE | 0 | 0 | 40,925 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 9,653 | 9,653 | PRN | SOLE | 0 | 0 | 9,653 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 4,208 | 4,500 | PRN | SOLE | 0 | 0 | 4,500 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 37,116 | 19,500 | PRN | SOLE | 0 | 0 | 19,500 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 18,418 | 18,675 | PRN | SOLE | 0 | 0 | 18,675 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 40,697 | 40,193 | PRN | SOLE | 0 | 0 | 40,193 | ||
| VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 12,683 | 12,091 | PRN | SOLE | 0 | 0 | 12,091 | ||
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 39,644 | 19,000 | PRN | SOLE | 0 | 0 | 19,000 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 5,621 | 5,621 | PRN | SOLE | 0 | 0 | 5,621 | ||