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 | 4,727 | 2,665,000 | PRN | SOLE | 2,665,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 2,327 | 1,525,000 | PRN | SOLE | 1,525,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 11,050 | 11,348,000 | PRN | SOLE | 11,348,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 23,838 | 22,436,000 | PRN | SOLE | 22,436,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 3,105 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 9,900 | 9,826,000 | PRN | SOLE | 9,826,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 1,924 | 740,000 | PRN | SOLE | 740,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 17,861 | 17,383,000 | PRN | SOLE | 17,383,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 8,057 | 6,704,000 | PRN | SOLE | 6,704,000 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 5,573 | 5,580,000 | PRN | SOLE | 5,580,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 11,104 | 11,090,000 | PRN | SOLE | 11,090,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 25,694 | 22,102,000 | PRN | SOLE | 22,102,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 7,587 | 7,029,000 | PRN | SOLE | 7,029,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 14,351 | 11,799,000 | PRN | SOLE | 11,799,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 9,947 | 8,716,000 | PRN | SOLE | 8,716,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 12,569 | 12,064,000 | PRN | SOLE | 12,064,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 9,886 | 9,376,000 | PRN | SOLE | 9,376,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 8,061 | 5,938,000 | PRN | SOLE | 5,938,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 20,983 | 22,502,000 | PRN | SOLE | 22,502,000 | 0 | 0 | ||
| GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 11,290 | 12,214,000 | PRN | SOLE | 12,214,000 | 0 | 0 | ||
| GOODRICH PETE CORP | COM PAR | 382410843 | 7,194 | 740,910 | PRN | SOLE | 740,910 | 0 | 0 | ||
| GOODRICH PETE CORP | DEBT 13.500% 8/3 | 382410AR9 | 13,170 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 610 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 3,950 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 3,677 | 3,220,000 | PRN | SOLE | 3,220,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 19,301 | 18,017,000 | PRN | SOLE | 18,017,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 27,256 | 19,127,000 | PRN | SOLE | 19,127,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 1,204 | 1,025,000 | PRN | SOLE | 1,025,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 25,650 | 24,270,000 | PRN | SOLE | 24,270,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 11,477 | 3,749,000 | PRN | SOLE | 3,749,000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 8,841 | 7,429,000 | PRN | SOLE | 7,429,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 11,299 | 9,301,000 | PRN | SOLE | 9,301,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 5,331 | 2,914,000 | PRN | SOLE | 2,914,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 24,960 | 18,847,000 | PRN | SOLE | 18,847,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 17,420 | 16,328,000 | PRN | SOLE | 16,328,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 16,716 | 17,167,000 | PRN | SOLE | 17,167,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 25,154 | 18,211,000 | PRN | SOLE | 18,211,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 8,228 | 4,702,000 | PRN | SOLE | 4,702,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 11,252 | 8,113,000 | PRN | SOLE | 8,113,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 21,999 | 17,494,000 | PRN | SOLE | 17,494,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 8,658 | 7,504,000 | PRN | SOLE | 7,504,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 2,090 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 11,690 | 10,627,000 | PRN | SOLE | 10,627,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 16,583 | 17,618,000 | PRN | SOLE | 17,618,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 19,221 | 16,833,000 | PRN | SOLE | 16,833,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 3,503 | 3,263,000 | PRN | SOLE | 3,263,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 28,910 | 24,129,000 | PRN | SOLE | 24,129,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 5,182 | 5,295,000 | PRN | SOLE | 5,295,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 11,308 | 7,809,000 | PRN | SOLE | 7,809,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 19,803 | 17,220,000 | PRN | SOLE | 17,220,000 | 0 | 0 | ||
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 22,655 | 18,061,000 | PRN | SOLE | 18,061,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 16,503 | 10,690,000 | PRN | SOLE | 10,690,000 | 0 | 0 | ||
| ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 11,395 | 11,289,000 | PRN | SOLE | 11,289,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 24,950 | 22,503,000 | PRN | SOLE | 22,503,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,170 | 1,875,000 | PRN | SOLE | 1,875,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 867 | 775,000 | PRN | SOLE | 775,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 6,281 | 6,526,000 | PRN | SOLE | 6,526,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 9,589 | 7,933,000 | PRN | SOLE | 7,933,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 17,047 | 12,117,000 | PRN | SOLE | 12,117,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,814 | 2,989,000 | PRN | SOLE | 2,989,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 4,682 | 4,961,000 | PRN | SOLE | 4,961,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 6,038 | 6,356,000 | PRN | SOLE | 6,356,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 8,567 | 8,530,000 | PRN | SOLE | 8,530,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 24,164 | 23,778,000 | PRN | SOLE | 23,778,000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 876 | 710,000 | PRN | SOLE | 710,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 8,067 | 6,555,000 | PRN | SOLE | 6,555,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 14,212 | 12,591,000 | PRN | SOLE | 12,591,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,057 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 23,897 | 25,887,000 | PRN | SOLE | 25,887,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 30,603 | 28,468,000 | PRN | SOLE | 28,468,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 23,743 | 24,166,000 | PRN | SOLE | 24,166,000 | 0 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 943 | 185,314 | PRN | SOLE | 185,314 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 15,210 | 15,412,000 | PRN | SOLE | 15,412,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 13,245 | 12,103,000 | PRN | SOLE | 12,103,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 18,060 | 18,083,000 | PRN | SOLE | 18,083,000 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 6,557 | 7,316,000 | PRN | SOLE | 7,316,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 8,333 | 5,915,000 | PRN | SOLE | 5,915,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 19,794 | 18,233,000 | PRN | SOLE | 18,233,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 5,083 | 3,910,000 | PRN | SOLE | 3,910,000 | 0 | 0 | ||