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 |
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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 | 5,647 | 3,754,000 | PRN | SOLE | 3,754,000 | 0 | 0 | ||
AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 2,553 | 1,525,000 | PRN | SOLE | 1,525,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 9,714 | 9,636,000 | PRN | SOLE | 9,636,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 20,916 | 19,491,000 | PRN | SOLE | 19,491,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 3,337 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 2,572 | 2,569,000 | PRN | SOLE | 2,569,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 2,280 | 740,000 | PRN | SOLE | 740,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 13,303 | 11,185,000 | PRN | SOLE | 11,185,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 16,139 | 16,159,000 | PRN | SOLE | 16,159,000 | 0 | 0 | ||
BLACKHAWK NETWORK HLDGS INC | NOTE 1.500% 1/1 | 09238EAB0 | 22,705 | 22,246,000 | PRN | SOLE | 22,246,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 3,014 | 1,554,000 | PRN | SOLE | 1,554,000 | 0 | 0 | ||
CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 3,353 | 2,878,000 | PRN | SOLE | 2,878,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 26,274 | 20,279,000 | PRN | SOLE | 20,279,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 11,163 | 9,956,000 | PRN | SOLE | 9,956,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 11,597 | 11,328,000 | PRN | SOLE | 11,328,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 21,074 | 19,323,000 | PRN | SOLE | 19,323,000 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 8,783 | 6,711,000 | PRN | SOLE | 6,711,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 6,548 | 6,772,000 | PRN | SOLE | 6,772,000 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 7,824 | 8,766,000 | PRN | SOLE | 8,766,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 6,372 | 6,127,000 | PRN | SOLE | 6,127,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,660 | 5,393,000 | PRN | SOLE | 5,393,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 11,165 | 11,973,000 | PRN | SOLE | 11,973,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 9,457 | 10,293,000 | PRN | SOLE | 10,293,000 | 0 | 0 | ||
GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 9,904 | 10,936,000 | PRN | SOLE | 10,936,000 | 0 | 0 | ||
GOODRICH PETE CORP | COM PAR | 382410843 | 5,738 | 525,921 | PRN | SOLE | 525,921 | 0 | 0 | ||
GOODRICH PETE CORP | DEBT 13.500% 8/3 | 382410AR9 | 13,080 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 690 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 3,775 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 9,753 | 8,217,000 | PRN | SOLE | 8,217,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 6,316 | 6,344,000 | PRN | SOLE | 6,344,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 17,487 | 15,640,000 | PRN | SOLE | 15,640,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 8,597 | 3,867,000 | PRN | SOLE | 3,867,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 6,289 | 5,263,000 | PRN | SOLE | 5,263,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 18,061 | 17,960,000 | PRN | SOLE | 17,960,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 9,958 | 3,251,000 | PRN | SOLE | 3,251,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 7,877 | 6,816,000 | PRN | SOLE | 6,816,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 13,170 | 12,588,000 | PRN | SOLE | 12,588,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 4,269 | 2,337,000 | PRN | SOLE | 2,337,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 12,424 | 9,589,000 | PRN | SOLE | 9,589,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 9,479 | 9,153,000 | PRN | SOLE | 9,153,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 9,311 | 9,699,000 | PRN | SOLE | 9,699,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 15,885 | 13,694,000 | PRN | SOLE | 13,694,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 6,247 | 3,664,000 | PRN | SOLE | 3,664,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 8,188 | 5,659,000 | PRN | SOLE | 5,659,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 15,036 | 10,930,000 | PRN | SOLE | 10,930,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 6,998 | 6,203,000 | PRN | SOLE | 6,203,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 13,312 | 12,255,000 | PRN | SOLE | 12,255,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 8,595 | 8,959,000 | PRN | SOLE | 8,959,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 14,482 | 12,299,000 | PRN | SOLE | 12,299,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 3,801 | 3,528,000 | PRN | SOLE | 3,528,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 26,032 | 20,318,000 | PRN | SOLE | 20,318,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 3,848 | 3,934,000 | PRN | SOLE | 3,934,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 12,147 | 8,794,000 | PRN | SOLE | 8,794,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 12,661 | 10,804,000 | PRN | SOLE | 10,804,000 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 20,015 | 15,932,000 | PRN | SOLE | 15,932,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 12,825 | 7,773,000 | PRN | SOLE | 7,773,000 | 0 | 0 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 6,921 | 7,314,000 | PRN | SOLE | 7,314,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 28,098 | 26,077,000 | PRN | SOLE | 26,077,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 2,174 | 1,875,000 | PRN | SOLE | 1,875,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 888 | 775,000 | PRN | SOLE | 775,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 7,319 | 4,062,000 | PRN | SOLE | 4,062,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 9,702 | 9,615,000 | PRN | SOLE | 9,615,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 15,696 | 10,234,000 | PRN | SOLE | 10,234,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,454 | 2,519,000 | PRN | SOLE | 2,519,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 3,644 | 3,707,000 | PRN | SOLE | 3,707,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 476 | 512,000 | PRN | SOLE | 512,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 8,301 | 8,270,000 | PRN | SOLE | 8,270,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 20,893 | 20,458,000 | PRN | SOLE | 20,458,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 7,673 | 5,368,000 | PRN | SOLE | 5,368,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 6,222 | 5,338,000 | PRN | SOLE | 5,338,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 14,337 | 13,229,000 | PRN | SOLE | 13,229,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 10,263 | 9,267,000 | PRN | SOLE | 9,267,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 19,646 | 21,026,000 | PRN | SOLE | 21,026,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 26,387 | 24,849,000 | PRN | SOLE | 24,849,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 22,886 | 23,443,000 | PRN | SOLE | 23,443,000 | 0 | 0 | ||
VERSO CORP | CL A | 92531L207 | 1,793 | 102,068 | PRN | SOLE | 102,068 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 4,989 | 4,989,000 | PRN | SOLE | 4,989,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 10,827 | 10,348,000 | PRN | SOLE | 10,348,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 11,437 | 10,529,000 | PRN | SOLE | 10,529,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 10,222 | 10,299,000 | PRN | SOLE | 10,299,000 | 0 | 0 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 6,366 | 4,651,000 | PRN | SOLE | 4,651,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 16,175 | 15,694,000 | PRN | SOLE | 15,694,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 7,125 | 5,275,000 | PRN | SOLE | 5,275,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 13,903 | 12,697,000 | PRN | SOLE | 12,697,000 | 0 | 0 |