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 | 4,944 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 2,523 | 1,692,000 | PRN | SOLE | 1,692,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 24,932 | 24,265,000 | PRN | SOLE | 24,265,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 19,834 | 19,699,000 | PRN | SOLE | 19,699,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 3,072 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 2,519 | 835,000 | PRN | SOLE | 835,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 19,975 | 19,499,000 | PRN | SOLE | 19,499,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 12,642 | 11,428,000 | PRN | SOLE | 11,428,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 15,340 | 16,298,000 | PRN | SOLE | 16,298,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 16,743 | 16,962,000 | PRN | SOLE | 16,962,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,482 | 1,420,000 | PRN | SOLE | 1,420,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 8,211 | 9,481,000 | PRN | SOLE | 9,481,000 | 0 | 0 | ||
| CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 3,112 | 2,356,000 | PRN | SOLE | 2,356,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 24,851 | 18,842,000 | PRN | SOLE | 18,842,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 21,252 | 18,980,000 | PRN | SOLE | 18,980,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 10,322 | 8,896,000 | PRN | SOLE | 8,896,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 11,970 | 11,495,000 | PRN | SOLE | 11,495,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 1,152 | 1,295,000 | PRN | SOLE | 1,295,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 23,618 | 24,457,000 | PRN | SOLE | 24,457,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 8,482 | 6,675,000 | PRN | SOLE | 6,675,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 1,330 | 1,368,000 | PRN | SOLE | 1,368,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 5,826 | 7,248,000 | PRN | SOLE | 7,248,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 9,470 | 8,603,000 | PRN | SOLE | 8,603,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,278 | 5,302,000 | PRN | SOLE | 5,302,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 14,401 | 16,119,000 | PRN | SOLE | 16,119,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 11,296 | 12,538,000 | PRN | SOLE | 12,538,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 2,457 | 2,620,000 | PRN | SOLE | 2,620,000 | 0 | 0 | ||
| GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 6,216 | 6,984,000 | PRN | SOLE | 6,984,000 | 0 | 0 | ||
| GOODRICH PETE CORP | COM PAR | 382410843 | 5,769 | 525,921 | PRN | SOLE | 525,921 | 0 | 0 | ||
| GOODRICH PETE CORP | DEBT 13.500% 8/3 | 382410AR9 | 12,854 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 11,305 | 9,852,000 | PRN | SOLE | 9,852,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 3,919 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 12,948 | 10,576,000 | PRN | SOLE | 10,576,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 15,649 | 13,861,000 | PRN | SOLE | 13,861,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 9,217 | 3,677,000 | PRN | SOLE | 3,677,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 5,882 | 5,062,000 | PRN | SOLE | 5,062,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 2,971 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 18,621 | 17,755,000 | PRN | SOLE | 17,755,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 3,711 | 3,222,000 | PRN | SOLE | 3,222,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 6,625 | 6,336,000 | PRN | SOLE | 6,336,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 7,040 | 6,682,000 | PRN | SOLE | 6,682,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 7,024 | 5,532,000 | PRN | SOLE | 5,532,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 6,860 | 7,686,000 | PRN | SOLE | 7,686,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 7,878 | 7,928,000 | PRN | SOLE | 7,928,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 13,810 | 12,248,000 | PRN | SOLE | 12,248,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 660 | 372,000 | PRN | SOLE | 372,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 29,251 | 24,638,000 | PRN | SOLE | 24,638,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 5,148 | 2,869,000 | PRN | SOLE | 2,869,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 11,864 | 8,310,000 | PRN | SOLE | 8,310,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 6,852 | 6,237,000 | PRN | SOLE | 6,237,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 12,340 | 11,966,000 | PRN | SOLE | 11,966,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 11,082 | 8,917,000 | PRN | SOLE | 8,917,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 4,483 | 740,000 | PRN | SOLE | 740,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 6,415 | 6,728,000 | PRN | SOLE | 6,728,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 21,645 | 19,616,000 | PRN | SOLE | 19,616,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 9,423 | 9,102,000 | PRN | SOLE | 9,102,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 24,065 | 16,803,000 | PRN | SOLE | 16,803,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 11,442 | 12,539,000 | PRN | SOLE | 12,539,000 | 0 | 0 | ||
| PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 7,093 | 7,741,000 | PRN | SOLE | 7,741,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 5,065 | 5,190,000 | PRN | SOLE | 5,190,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 24,644 | 15,326,000 | PRN | SOLE | 15,326,000 | 0 | 0 | ||
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 20,314 | 13,870,000 | PRN | SOLE | 13,870,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 8,832 | 4,357,000 | PRN | SOLE | 4,357,000 | 0 | 0 | ||
| ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 6,888 | 7,075,000 | PRN | SOLE | 7,075,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 31,570 | 29,889,000 | PRN | SOLE | 29,889,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,792 | 2,475,000 | PRN | SOLE | 2,475,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,140 | 1,080,000 | PRN | SOLE | 1,080,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 13,993 | 12,063,000 | PRN | SOLE | 12,063,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 4,091 | 4,311,000 | PRN | SOLE | 4,311,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 8,733 | 8,761,000 | PRN | SOLE | 8,761,000 | 0 | 0 | ||
| SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 6,735 | 3,072,000 | PRN | SOLE | 3,072,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 17,647 | 17,472,000 | PRN | SOLE | 17,472,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 7,633 | 4,998,000 | PRN | SOLE | 4,998,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 5,700 | 5,459,000 | PRN | SOLE | 5,459,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 16,972 | 17,048,000 | PRN | SOLE | 17,048,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 9,455 | 8,932,000 | PRN | SOLE | 8,932,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 21,922 | 20,938,000 | PRN | SOLE | 20,938,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 20,760 | 21,216,000 | PRN | SOLE | 21,216,000 | 0 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 2,452 | 145,585 | PRN | SOLE | 145,585 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 4,970 | 4,609,000 | PRN | SOLE | 4,609,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 12,511 | 13,142,000 | PRN | SOLE | 13,142,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 24,107 | 26,817,000 | PRN | SOLE | 26,817,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 3,440 | 3,457,000 | PRN | SOLE | 3,457,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 2,987 | 1,843,000 | PRN | SOLE | 1,843,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 15,174 | 15,231,000 | PRN | SOLE | 15,231,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 7,514 | 5,367,000 | PRN | SOLE | 5,367,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 17,785 | 14,654,000 | PRN | SOLE | 14,654,000 | 0 | 0 | ||