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 |
AIR | 2.25% 03/01/16 | 000361AM7 | 7,796 | 7,487 | PRN | SOLE | 1,027 | 0 | 6,460 | ||
ACOR | 1.75% 06/15/21 | 00484MAA4 | 18,690 | 16,163 | PRN | SOLE | 2,035 | 0 | 14,128 | ||
AMRI | 2.25% 11/15/18 | 012423AB5 | 9,499 | 7,850 | PRN | SOLE | 6,000 | 0 | 1,850 | ||
ARI | 5.5% 03/15/19 | 03762UAA3 | 67,323 | 66,848 | PRN | SOLE | 19,487 | 0 | 47,361 | ||
AAPL | 0% 01/24/20 | 38141GMG6 | 37,047 | 29,864 | PRN | SOLE | 0 | 0 | 29,864 | ||
AAPL/WF | 0% 01/24/20 | 94986RPJ4 | 13,214 | 10,841 | PRN | SOLE | 8,828 | 0 | 2,013 | ||
AAPL/WF | 0% 01/24/20 | 94986RQJ3 | 6,605 | 5,419 | PRN | SOLE | 2,800 | 0 | 2,619 | ||
ARCC | 4.375% 01/15/19 | 04010LAM5 | 7,126 | 7,032 | PRN | SOLE | 5,000 | 0 | 2,032 | ||
ARCC | 4.75% 01/15/18 | 04010LAJ2 | 21,714 | 20,741 | PRN | SOLE | 2,002 | 0 | 18,739 | ||
ARCC | 4.875% 03/15/17 | 04010LAG8 | 9,873 | 9,465 | PRN | SOLE | 0 | 0 | 9,465 | ||
ARCC | 5.125% 06/01/16 | 04010LAD5 | 8,950 | 8,705 | PRN | SOLE | 0 | 0 | 8,705 | ||
ACRE | 7% 12/15/15 | 04013VAB4 | 8,042 | 7,832 | PRN | SOLE | 1,500 | 0 | 6,332 | ||
BGCP | 4.5% 07/15/16 | 05541TAD3 | 31,743 | 29,264 | PRN | SOLE | 7,103 | 0 | 22,161 | ||
BXMT | 5.25% 12/01/18 | 09257WAA8 | 49,743 | 47,012 | PRN | SOLE | 15,347 | 0 | 31,665 | ||
BXMT | COM CL A | 09257W100 | 609 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
BCOR | 4.25% 04/01/19 | 095229AB6 | 5,596 | 5,900 | PRN | SOLE | 5,000 | 0 | 900 | ||
BRS | 3% 06/15/38 | 110394AC7 | 4,929 | 4,733 | PRN | SOLE | 0 | 0 | 4,733 | ||
BSFT | 1.5% 07/01/18 | 11133BAB8 | 27,419 | 25,990 | PRN | SOLE | 1,494 | 0 | 24,496 | ||
GTLS | COM PAR $0.01 | 16115Q308 | 428 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
GTLS | 2% 08/01/18 | 16115QAC4 | 14,859 | 15,341 | PRN | SOLE | 3,100 | 0 | 12,241 | ||
CLNY | 3.875% 01/15/21 | 19624RAB2 | 76,531 | 73,880 | PRN | SOLE | 18,528 | 0 | 55,352 | ||
CBST | 1.875% 09/01/20 | 229678AH0 | 15,066 | 11,053 | PRN | SOLE | 10,000 | 0 | 1,053 | ||
ECPG | 3% 07/01/20 | 292554AF9 | 3,354 | 2,926 | PRN | SOLE | 0 | 0 | 2,926 | ||
ENS | 3.375% 06/01/38 | 29275YAA0 | 4,390 | 2,835 | PRN | SOLE | 0 | 0 | 2,835 | ||
ENV | 1.75% 12/15/19 | 29404KAA4 | 15,432 | 14,897 | PRN | SOLE | 12,000 | 0 | 2,897 | ||
FNSR | 0.5% 12/15/33 | 31787AAM3 | 21,857 | 23,006 | PRN | SOLE | 17,000 | 0 | 6,006 | ||
FOR | 3.75% 03/01/20 | 346232AB7 | 48,621 | 50,389 | PRN | SOLE | 15,405 | 0 | 34,984 | ||
FCX | CL B | 35671D857 | 934 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
GILD | 1.625% 05/01/16 | 375558AP8 | 820 | 198 | PRN | SOLE | 100 | 0 | 98 | ||
GOOG | 0% 02/19/21 | 38147QLX2 | 14,400 | 15,691 | PRN | SOLE | 2,375 | 0 | 13,316 | ||
GOOG | 0% 02/15/21 | 90270KAW9 | 34,872 | 36,890 | PRN | SOLE | 11,100 | 0 | 25,790 | ||
GOOG | CL C | 38259P706 | 368 | 700 | SH | SOLE | 700 | 0 | 0 | ||
GOOGL | CL A | 38259P508 | 371 | 700 | SH | SOLE | 700 | 0 | 0 | ||
GPRE | 3.25% 10/01/18 | 393222AD6 | 1,217 | 896 | PRN | SOLE | 0 | 0 | 896 | ||
GBX | 3.5% 04/01/18 | 393657AH4 | 16,926 | 11,159 | PRN | SOLE | 1,000 | 0 | 10,159 | ||
HLX | 3.25% 03/15/32 | 42330PAG2 | 4,010 | 3,580 | PRN | SOLE | 0 | 0 | 3,580 | ||
HOS | COM | 440543106 | 624 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
HOS | 1.5% 09/01/19 | 440543AN6 | 53,808 | 64,281 | PRN | SOLE | 21,600 | 0 | 42,681 | ||
IART | 1.625% 12/15/16 | 457985AK5 | 47,805 | 44,731 | PRN | SOLE | 11,721 | 0 | 33,010 | ||
INTC | 0% 06/05/20 | 94986RQF1 | 52,649 | 40,864 | PRN | SOLE | 10,830 | 0 | 30,034 | ||
IP | 0% 06/10/20 | 94986RQH7 | 40,674 | 39,967 | PRN | SOLE | 11,292 | 0 | 28,675 | ||
JCOM | 3.25% 06/15/29 | 48123VAC6 | 48,337 | 43,654 | PRN | SOLE | 15,381 | 0 | 28,273 | ||
JAH | 1.5% 06/15/19 | 471109AL2 | 2,724 | 2,059 | PRN | SOLE | 1,000 | 0 | 1,059 | ||
JDSU | 0.625% 08/15/33 | 46612JAF8 | 9,869 | 9,288 | PRN | SOLE | 4,000 | 0 | 5,288 | ||
KSU | 0% 02/16/21 | 38147QMF0 | 26,137 | 24,849 | PRN | SOLE | 12,003 | 0 | 12,846 | ||
KCAP | 8.75% 03/15/16 | 500233AB7 | 5,480 | 4,850 | PRN | SOLE | 2,600 | 0 | 2,250 | ||
LRCX | 1.25% 05/15/18 | 512807AL2 | 2,637 | 1,863 | PRN | SOLE | 0 | 0 | 1,863 | ||
MHO | 3% 03/01/18 | 55292PAB1 | 36,262 | 35,123 | PRN | SOLE | 11,035 | 0 | 24,088 | ||
MIC | 2.875% 07/15/19 | 55608BAA3 | 15,255 | 13,280 | PRN | SOLE | 7,951 | 0 | 5,329 | ||
MENT | 4% 04/01/31 | 587200AK2 | 4,415 | 3,656 | PRN | SOLE | 0 | 0 | 3,656 | ||
MTH | 1.875% 09/15/32 | 59001AAR3 | 43,767 | 44,025 | PRN | SOLE | 13,396 | 0 | 30,629 | ||
MOH | 1.125% 01/15/20 | 60855RAC4 | 2,651 | 1,897 | PRN | SOLE | 1,000 | 0 | 897 | ||
NHI | 3.25% 04/01/21 | 63633DAE4 | 57,320 | 54,683 | PRN | SOLE | 14,455 | 0 | 40,228 | ||
NR | 4% 10/01/17 | 651718AC2 | 7,297 | 6,432 | PRN | SOLE | 0 | 0 | 6,432 | ||
NVDA | 1% 12/01/18 | 67066GAC8 | 14,478 | 12,540 | PRN | SOLE | 10,000 | 0 | 2,540 | ||
ONNN | 2.625% 12/15/26 | 682189AH8 | 4,865 | 4,088 | PRN | SOLE | 0 | 0 | 4,088 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 46,575 | 48,206 | PRN | SOLE | 17,469 | 0 | 30,737 | ||
PLAB | 3.25% 04/01/16 | 719405AH5 | 10,409 | 9,984 | PRN | SOLE | 0 | 0 | 9,984 | ||
PCLN | 0.35% 06/15/20 | 741503AS5 | 1,120 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||
PSEC | 5.375% 10/15/17 | 74348TAK8 | 7,968 | 7,918 | PRN | SOLE | 0 | 0 | 7,918 | ||
PSEC | 5.5% 08/15/16 | 74348TAD4 | 21,494 | 20,967 | PRN | SOLE | 0 | 0 | 20,967 | ||
PSEC | 5.75% 03/15/18 | 74348TAL6 | 2,242 | 2,235 | PRN | SOLE | 0 | 0 | 2,235 | ||
PSEC | 5.875% 01/15/19 | 74348TAM4 | 5,204 | 5,123 | PRN | SOLE | 0 | 0 | 5,123 | ||
RWT | 4.625% 04/15/18 | 758075AB1 | 48,026 | 48,156 | PRN | SOLE | 8,409 | 0 | 39,747 | ||
REGI | 2.75% 06/15/19 | 75972AAA1 | 43,660 | 45,980 | PRN | SOLE | 16,000 | 0 | 29,980 | ||
REGI | COM NEW | 75972A301 | 1,199 | 123,500 | SH | SOLE | 123,500 | 0 | 0 | ||
RSO | 6% 12/01/18 | 76120WAA2 | 35,827 | 36,496 | PRN | SOLE | 8,340 | 0 | 28,156 | ||
RTI | COM | 74973W107 | 775 | 30,700 | SH | SOLE | 30,700 | 0 | 0 | ||
RTI | 1.625% 10/15/19 | 74973WAB3 | 37,129 | 37,878 | PRN | SOLE | 1,008 | 0 | 36,870 | ||
RYL | COM | 783764103 | 312 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
RYL | 0.25% 06/01/19 | 783764AS2 | 27,836 | 30,066 | PRN | SOLE | 0 | 0 | 30,066 | ||
SLXP | 1.5% 03/15/19 | 795435AE6 | 23,006 | 12,564 | PRN | SOLE | 4,000 | 0 | 8,564 | ||
SNDK | 0.5% 10/15/20 | 80004CAF8 | 8,193 | 6,790 | PRN | SOLE | 4,000 | 0 | 2,790 | ||
SNDK | 1.5% 08/15/17 | 80004CAD3 | 6,153 | 3,195 | PRN | SOLE | 0 | 0 | 3,195 | ||
CKH | 3% 11/15/28 | 81170YAB5 | 18,979 | 20,669 | PRN | SOLE | 12,534 | 0 | 8,135 | ||
SRC | 2.875% 05/15/19 | 84860WAA0 | 30,091 | 30,746 | PRN | SOLE | 5,000 | 0 | 25,746 | ||
SRC | COM | 84860W102 | 881 | 74,100 | SH | SOLE | 74,100 | 0 | 0 | ||
SWC | 1.75% 10/15/32 | 86074QAL6 | 4,300 | 3,471 | PRN | SOLE | 0 | 0 | 3,471 | ||
SNCR | 0.75% 08/15/19 | 87157BAA1 | 7,952 | 7,506 | PRN | SOLE | 6,000 | 0 | 1,506 | ||
TFX | 3.875% 08/01/17 | 879369AA4 | 5,009 | 2,647 | PRN | SOLE | 0 | 0 | 2,647 | ||
TSLA | 0.25% 03/01/19 | 88160RAB7 | 26,935 | 28,962 | PRN | SOLE | 8,612 | 0 | 20,350 | ||
TITN | 3.75% 05/01/19 | 88830RAB7 | 35,588 | 49,130 | PRN | SOLE | 12,600 | 0 | 36,530 | ||
TOL | 0.5% 09/15/32 | 88947EAM2 | 12,442 | 12,133 | PRN | SOLE | 9,000 | 0 | 3,133 | ||
TTMI | COM | 87305R109 | 1,388 | 184,300 | SH | SOLE | 184,300 | 0 | 0 | ||
TTMI | 1.75% 12/15/20 | 87305RAD1 | 63,028 | 65,233 | PRN | SOLE | 18,117 | 0 | 47,116 | ||
UTHR | 1% 09/15/16 | 91307CAF9 | 10,845 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
VRNT | 1.5% 06/01/21 | 92343XAA8 | 47,904 | 43,165 | PRN | SOLE | 9,394 | 0 | 33,771 | ||
WNC | 3.375% 05/01/18 | 929566AH0 | 16,550 | 12,946 | PRN | SOLE | 1,100 | 0 | 11,846 | ||
YHOO | 0% 12/01/18 | 984332AF3 | 9,056 | 7,970 | PRN | SOLE | 7,000 | 0 | 970 |