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 | 1,750 | 719,000 | PRN | SOLE | 719,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 19,326 | 19,998,000 | PRN | SOLE | 19,998,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,575 | 1,455,000 | PRN | SOLE | 1,455,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 21,189 | 21,151,000 | PRN | SOLE | 21,151,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 2,301 | 158,056 | SH | SOLE | 158,056 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 26,819 | 26,902,000 | PRN | SOLE | 26,902,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 21,937 | 22,457,000 | PRN | SOLE | 22,457,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,618 | 1,301,000 | PRN | SOLE | 1,301,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 6,587 | 8,159,000 | PRN | SOLE | 8,159,000 | 0 | 0 | ||
| CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 5,810 | 5,925,000 | PRN | SOLE | 5,925,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 7,709 | 5,420,000 | PRN | SOLE | 5,420,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 12,274 | 11,921,000 | PRN | SOLE | 11,921,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 16,191 | 16,713,000 | PRN | SOLE | 16,713,000 | 0 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 8,254 | 8,609,000 | PRN | SOLE | 8,609,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 3,677 | 2,721,000 | PRN | SOLE | 2,721,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 20,058 | 24,763,000 | PRN | SOLE | 24,763,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 10,823 | 11,594,000 | PRN | SOLE | 11,594,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 2,498 | 3,764,000 | PRN | SOLE | 3,764,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 1,413 | 993,000 | PRN | SOLE | 993,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 13,510 | 12,275,000 | PRN | SOLE | 12,275,000 | 0 | 0 | ||
| GOODRICH PETE CORP | COM PAR | 382410843 | 4,174 | 309,178 | SH | SOLE | 309,178 | 0 | 0 | ||
| GOODRICH PETE CORP | DEBT 13.500% 8/3 | 382410AR9 | 12,367 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 10,777 | 10,912,000 | PRN | SOLE | 10,912,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 2,734 | 1,909,000 | PRN | SOLE | 1,909,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 7,154 | 5,429,000 | PRN | SOLE | 5,429,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 2,732 | 2,594,000 | PRN | SOLE | 2,594,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 8,411 | 7,823,000 | PRN | SOLE | 7,823,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 12,220 | 12,568,000 | PRN | SOLE | 12,568,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 5,995 | 6,603,000 | PRN | SOLE | 6,603,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,277 | 3,985,000 | PRN | SOLE | 3,985,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 3,248 | 6,829,000 | PRN | SOLE | 6,829,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 7,427 | 7,194,000 | PRN | SOLE | 7,194,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 6,858 | 6,802,000 | PRN | SOLE | 6,802,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 3,467 | 3,480,000 | PRN | SOLE | 3,480,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,969 | 2,269,000 | PRN | SOLE | 2,269,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WRLDWDE C | NOTE 1.500% 9/1 | 57164YAB3 | 20,641 | 23,920,000 | PRN | SOLE | 23,920,000 | 0 | 0 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 22,386 | 25,566,000 | PRN | SOLE | 25,566,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 20,088 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 2,872 | 2,585,000 | PRN | SOLE | 2,585,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 4,347 | 1,527,000 | PRN | SOLE | 1,527,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 4,748 | 4,734,000 | PRN | SOLE | 4,734,000 | 0 | 0 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 4,786 | 7,730,000 | PRN | SOLE | 7,730,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 5,998 | 5,454,000 | PRN | SOLE | 5,454,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 3,334 | 3,334,000 | PRN | SOLE | 3,334,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 4,686 | 3,917,000 | PRN | SOLE | 3,917,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 5,574 | 4,065,000 | PRN | SOLE | 4,065,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 5,184 | 5,951,000 | PRN | SOLE | 5,951,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 10,006 | 11,296,000 | PRN | SOLE | 11,296,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 11,036 | 10,461,000 | PRN | SOLE | 10,461,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 6,463 | 6,935,000 | PRN | SOLE | 6,935,000 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 4,957 | 5,623,000 | PRN | SOLE | 5,623,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 17,490 | 15,828,000 | PRN | SOLE | 15,828,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 4,471 | 5,017,000 | PRN | SOLE | 5,017,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 13,859 | 10,271,000 | PRN | SOLE | 10,271,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 7,529 | 7,548,000 | PRN | SOLE | 7,548,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 2,325 | 977,000 | PRN | SOLE | 977,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 21,352 | 21,192,000 | PRN | SOLE | 21,192,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 3,825 | 4,093,000 | PRN | SOLE | 4,093,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 8,798 | 6,292,000 | PRN | SOLE | 6,292,000 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 13,491 | 12,741,000 | PRN | SOLE | 12,741,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 4,322 | 4,323,000 | PRN | SOLE | 4,323,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 14,586 | 14,873,000 | PRN | SOLE | 14,873,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 10,752 | 10,834,000 | PRN | SOLE | 10,834,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 6,606 | 5,560,000 | PRN | SOLE | 5,560,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 19,985 | 17,752,000 | PRN | SOLE | 17,752,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 3,423 | 2,815,000 | PRN | SOLE | 2,815,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 4,585 | 4,827,000 | PRN | SOLE | 4,827,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 14,216 | 15,403,000 | PRN | SOLE | 15,403,000 | 0 | 0 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 20,778 | 21,368,000 | PRN | SOLE | 21,368,000 | 0 | 0 | ||
| VERSO CORP | CL A | 92531L207 | 5,565 | 248,420 | SH | SOLE | 248,420 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,204 | 5,270,000 | PRN | SOLE | 5,270,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 2,271 | 2,105,000 | PRN | SOLE | 2,105,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 2,050 | 3,219,000 | PRN | SOLE | 3,219,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 3,501 | 967,000 | PRN | SOLE | 967,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 20,003 | 16,306,000 | PRN | SOLE | 16,306,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 1,407 | 1,329,000 | PRN | SOLE | 1,329,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 4,836 | 4,951,000 | PRN | SOLE | 4,951,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 9,388 | 10,865,000 | PRN | SOLE | 10,865,000 | 0 | 0 | ||