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 | 7,426 | 7,010 | PRN | SOLE | 1,027 | 0 | 5,983 | ||
AKAM | 0% 2/15/19 | 00971TAG6 | 12,375 | 11,465 | PRN | SOLE | 10,000 | 0 | 1,465 | ||
AMRI | 2.25% 11/15/18 | 012423AB5 | 10,049 | 7,850 | PRN | SOLE | 6,000 | 0 | 1,850 | ||
ANIP | 3% 12/01/19 | 00182CAA1 | 13,579 | 11,750 | PRN | SOLE | 11,750 | 0 | 0 | ||
ARI | 5.5% 03/15/19 | 03762UAA3 | 72,384 | 71,398 | PRN | SOLE | 17,487 | 0 | 53,911 | ||
AAPL/GS | 0% 01/24/20 | 38141GMG6 | 39,184 | 28,906 | PRN | SOLE | 0 | 0 | 28,906 | ||
AAPL/WF | 0% 01/24/20 | 94986RPJ4 | 14,460 | 10,841 | PRN | SOLE | 8,828 | 0 | 2,013 | ||
AAPL/WF | 0% 1/24/2020 | 94986RQJ3 | 7,052 | 5,287 | PRN | SOLE | 2,800 | 0 | 2,487 | ||
ARCC | 4.375% 1/15/19 | 04010LAM5 | 5,904 | 5,647 | PRN | SOLE | 3,000 | 0 | 2,647 | ||
ARCC | 4.75% 01/15/18 | 04010LAJ2 | 20,699 | 19,643 | PRN | SOLE | 2,002 | 0 | 17,641 | ||
ARCC | 4.875% 03/15/17 | 04010LAG8 | 9,261 | 8,870 | PRN | SOLE | 0 | 0 | 8,870 | ||
ARCC | 5.125% 06/1/16 | 04010LAD5 | 9,182 | 8,733 | PRN | SOLE | 0 | 0 | 8,733 | ||
ACRE | 7% 12/15/15 | 04013VAB4 | 8,168 | 7,821 | PRN | SOLE | 1,500 | 0 | 6,321 | ||
BGCP | 4.5% 07/15/16 | 05541TAD3 | 30,394 | 27,678 | PRN | SOLE | 6,103 | 0 | 21,575 | ||
BXMT | 5.25% 12/01/18 | 09257WAA8 | 62,106 | 58,754 | PRN | SOLE | 14,326 | 0 | 44,428 | ||
BSFT | 1.5% 07/1/18 | 11133BAB8 | 27,173 | 25,530 | PRN | SOLE | 1,494 | 0 | 24,036 | ||
GTLS | 2% 08/01/18 | 16115QAC4 | 14,809 | 15,267 | PRN | SOLE | 3,250 | 0 | 12,017 | ||
CLNY | 3.875% 01/15/21 | 19624RAB2 | 79,426 | 73,026 | PRN | SOLE | 18,528 | 0 | 54,498 | ||
EBS | 2.875% 01/15/21 | 29089QAB1 | 29,775 | 25,674 | PRN | SOLE | 19,000 | 0 | 6,674 | ||
ECPG | 2.875% 03/15/21 | 292554AH5 | 15,667 | 16,483 | PRN | SOLE | 12,400 | 0 | 4,083 | ||
ECPG | 3% 07/01/20 | 292554AF9 | 5,255 | 4,821 | PRN | SOLE | 0 | 0 | 4,821 | ||
ENS | 3.375% 06/01/38 | 29275YAA0 | 4,466 | 2,763 | PRN | SOLE | 0 | 0 | 2,763 | ||
ENV | 1.75% 12/15/19 | 29404KAA4 | 5,784 | 5,182 | PRN | SOLE | 3,000 | 0 | 2,182 | ||
FNSR | 0.5% 12/15/33 | 31787AAM3 | 25,779 | 25,075 | PRN | SOLE | 17,000 | 0 | 8,075 | ||
FOR | 3.75% 03/01/20 | 346232AB7 | 46,262 | 48,900 | PRN | SOLE | 15,405 | 0 | 33,495 | ||
GOOG/GS | 0% 02/19/21 | 38147QLX2 | 14,346 | 15,360 | PRN | SOLE | 2,375 | 0 | 12,985 | ||
GOOG/UBS | 0% 02/15/21 | 90270KAW9 | 36,447 | 38,495 | PRN | SOLE | 13,680 | 0 | 24,815 | ||
GPRE | 3.25% 10/01/18 | 393222AD6 | 1,351 | 896 | PRN | SOLE | 0 | 0 | 896 | ||
GBX | 3.5% 04/01/18 | 393657AH4 | 16,705 | 10,885 | PRN | SOLE | 1,000 | 0 | 9,885 | ||
HLX | 3.25% 03/15/32 | 42330PAG2 | 23,932 | 23,920 | PRN | SOLE | 7,200 | 0 | 16,720 | ||
HOS | 1.5% 09/01/19 | 440543AN6 | 50,770 | 62,902 | PRN | SOLE | 21,570 | 0 | 41,332 | ||
IART | 1.625% 12/15/16 | 457985AK5 | 50,358 | 43,275 | PRN | SOLE | 11,721 | 0 | 31,554 | ||
INTC/WF | 0% 06/05/20 | 94986RQF1 | 43,972 | 38,862 | PRN | SOLE | 9,830 | 0 | 29,032 | ||
IP/WF | 0% 06/10/20 | 94986RQH7 | 40,445 | 39,378 | PRN | SOLE | 11,292 | 0 | 28,086 | ||
JCOM | 3.25% 06/15/29 | 48123VAC6 | 48,808 | 41,948 | PRN | SOLE | 12,381 | 0 | 29,567 | ||
JAH | 1.5% 06/15/19 | 471109AL2 | 2,946 | 2,059 | PRN | SOLE | 1,000 | 0 | 1,059 | ||
JDSU | 0.625% 08/15/33 | 46612JAF8 | 4,367 | 4,199 | PRN | SOLE | 1,000 | 0 | 3,199 | ||
KSU/GS | 0% 02/16/21 | 38147QMF0 | 22,367 | 23,631 | PRN | SOLE | 11,303 | 0 | 12,328 | ||
KCAP | 8.75% 03/15/16 | 500233AB7 | 5,389 | 4,850 | PRN | SOLE | 2,669 | 0 | 2,181 | ||
LRCX | 1.25% 05/15/18 | 512807AL2 | 2,418 | 1,833 | PRN | SOLE | 0 | 0 | 1,833 | ||
MHO | 3% 03/01/18 | 55292PAB1 | 38,899 | 37,635 | PRN | SOLE | 14,235 | 0 | 23,400 | ||
MIC | 2.875% 07/15/19 | 55608BAA3 | 12,896 | 10,813 | PRN | SOLE | 6,951 | 0 | 3,862 | ||
MENT | 4% 04/01/31 | 587200AK2 | 4,531 | 3,575 | PRN | SOLE | 0 | 0 | 3,575 | ||
MTH | 1.875% 09/15/32 | 59001AAR3 | 45,190 | 42,061 | PRN | SOLE | 12,396 | 0 | 29,665 | ||
MOH | 1.125% 01/15/20 | 60855RAC4 | 3,200 | 1,895 | PRN | SOLE | 1,000 | 0 | 895 | ||
NHI | 3.25% 04/01/21 | 63633DAE4 | 41,166 | 38,287 | PRN | SOLE | 3,155 | 0 | 35,132 | ||
NR | 4% 10/01/17 | 651718AC2 | 7,603 | 6,629 | PRN | SOLE | 0 | 0 | 6,629 | ||
NVDA | 1% 12/01/18 | 67066GAC8 | 8,934 | 7,540 | PRN | SOLE | 5,000 | 0 | 2,540 | ||
ON | 2.625% 12/15/26 | 682189AH8 | 4,915 | 3,817 | PRN | SOLE | 0 | 0 | 3,817 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 46,936 | 47,574 | PRN | SOLE | 9,492 | 0 | 38,082 | ||
PRAA | 3% 08/01/20 | 73640QAB1 | 25,619 | 23,585 | PRN | SOLE | 8,100 | 0 | 15,485 | ||
PCLN | 0.35% 6/15/20 | 741503AS5 | 1,146 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||
PSEC | 5.375% 10/15/17 | 74348TAK8 | 7,317 | 7,037 | PRN | SOLE | 0 | 0 | 7,037 | ||
PSEC | 5.5% 08/15/16 | 74348TAD4 | 19,394 | 18,796 | PRN | SOLE | 0 | 0 | 18,796 | ||
PSEC | 5.875% 01/15/19 | 74348TAM4 | 4,841 | 4,712 | PRN | SOLE | 0 | 0 | 4,712 | ||
RWT | 4.625% 04/15/18 | 758075AB1 | 67,910 | 67,175 | PRN | SOLE | 17,409 | 0 | 49,766 | ||
REGI | 2.75% 06/15/19 | 75972AAA1 | 47,198 | 50,501 | PRN | SOLE | 20,540 | 0 | 29,961 | ||
RSO | 6% 12/01/18 | 76120WAA2 | 28,302 | 30,223 | PRN | SOLE | 3,500 | 0 | 26,723 | ||
RSO | 8% 01/15/20 | 76120WAB0 | 15,421 | 15,832 | PRN | SOLE | 9,250 | 0 | 6,582 | ||
RGLD | 2.875% 6/15/19 | 780287AA6 | 103 | 99 | PRN | SOLE | 0 | 0 | 99 | ||
RTI | 1.625% 10/15/19 | 74973WAB3 | 95 | 82 | PRN | SOLE | 0 | 0 | 82 | ||
RYL | 0.25% 06/01/19 | 783764AS2 | 24,419 | 25,056 | PRN | SOLE | 2,400 | 0 | 22,656 | ||
SNDK | 0.5% 10/15/20 | 80004CAF8 | 33,391 | 33,035 | PRN | SOLE | 4,000 | 0 | 29,035 | ||
CKH | 3% 11/15/28 | 81170YAB5 | 18,297 | 20,777 | PRN | SOLE | 9,534 | 0 | 11,243 | ||
SRC | 2.875% 05/15/19 | 84860WAA0 | 28,060 | 27,810 | PRN | SOLE | 2,000 | 0 | 25,810 | ||
SNCR | 0.75% 08/15/19 | 87157BAA1 | 8,888 | 7,663 | PRN | SOLE | 6,000 | 0 | 1,663 | ||
TFX | 3.875% 08/01/17 | 879369AA4 | 5,102 | 2,588 | PRN | SOLE | 0 | 0 | 2,588 | ||
TICC | 7.5% 11/01/17 | 87244TAB5 | 36,482 | 34,494 | PRN | SOLE | 6,218 | 0 | 28,276 | ||
TOL | 0.5% 09/15/32 | 88947EAM2 | 12,837 | 12,081 | PRN | SOLE | 9,000 | 0 | 3,081 | ||
TTMI | 1.75% 12/15/20 | 87305RAD1 | 81,964 | 74,300 | PRN | SOLE | 22,547 | 0 | 51,753 | ||
UTHR | 1% 09/15/16 | 91307CAF9 | 14,430 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
VRNT | 1.5% 06/01/21 | 92343XAA8 | 44,666 | 38,071 | PRN | SOLE | 6,094 | 0 | 31,977 | ||
WNC | 3.375% 05/01/18 | 929566AH0 | 17,291 | 12,571 | PRN | SOLE | 1,100 | 0 | 11,471 | ||
YHOO | 0% 12/01/18 | 984332AF3 | 5,386 | 4,970 | PRN | SOLE | 4,000 | 0 | 970 |