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 | 5,240 | 5,455 | PRN | SOLE | 0 | 0 | 5,455 | ||
ANIP | 3% 12/01/19 | 00182CAA1 | 43,298 | 46,542 | PRN | SOLE | 23,900 | 0 | 22,642 | ||
ACOR | 1.75% 06/15/21 | 00484MAA4 | 11,806 | 12,991 | PRN | SOLE | 11,500 | 0 | 1,491 | ||
AKAM | 0% 02/15/19 | 00971TAG6 | 4,003 | 3,815 | PRN | SOLE | 2,400 | 0 | 1,415 | ||
AMRI | 2.25% 11/15/18 | 012423AB5 | 1,240 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||
ARI | 5.5% 03/15/19 | 03762UAA3 | 65,765 | 66,803 | PRN | SOLE | 15,487 | 0 | 51,316 | ||
ARCC | 5.125% 06/01/16 | 04010LAD5 | 8,132 | 7,922 | PRN | SOLE | 0 | 0 | 7,922 | ||
ARCC | 4.875% 03/15/17 | 04010LAG8 | 8,125 | 7,905 | PRN | SOLE | 0 | 0 | 7,905 | ||
ARCC | 4.75% 01/15/18 | 04010LAJ2 | 16,285 | 15,772 | PRN | SOLE | 0 | 0 | 15,772 | ||
ARCC | 4.375% 01/15/19 | 04010LAM5 | 3,649 | 3,520 | PRN | SOLE | 1,000 | 0 | 2,520 | ||
AAWW | 2.25% 06/01/22 | 049164BH8 | 55,931 | 69,032 | PRN | SOLE | 37,300 | 0 | 31,732 | ||
BGCP | 4.5% 07/15/16 | 05541TAD3 | 26,848 | 25,710 | PRN | SOLE | 5,903 | 0 | 19,807 | ||
BXMT | 5.25% 12/01/18 | 09257WAA8 | 65,648 | 61,692 | PRN | SOLE | 15,865 | 0 | 45,827 | ||
BSFT | 1.5% 07/01/18 | 11133BAB8 | 22,197 | 21,603 | PRN | SOLE | 0 | 0 | 21,603 | ||
CSV | 2.75% 03/15/21 | 143905AM9 | 3,668 | 3,290 | PRN | SOLE | 2,000 | 0 | 1,290 | ||
GTLS | 2% 08/01/18 | 16115QAC4 | 13,349 | 15,137 | PRN | SOLE | 1,620 | 0 | 13,517 | ||
CLNY | 3.875% 01/15/21 | 19624RAB2 | 72,295 | 74,791 | PRN | SOLE | 21,928 | 0 | 52,863 | ||
ECHO | 2.5% 05/01/20 | 27875TAA9 | 63,334 | 70,024 | PRN | SOLE | 32,174 | 0 | 37,850 | ||
EFII | 0.75% 09/01/19 | 286082AC6 | 24,900 | 24,290 | PRN | SOLE | 21,000 | 0 | 3,290 | ||
EBS | 2.875% 01/15/21 | 29089QAB1 | 26,600 | 23,336 | PRN | SOLE | 16,600 | 0 | 6,736 | ||
ECPG | 3% 07/01/20 | 292554AF9 | 4,388 | 4,391 | PRN | SOLE | 0 | 0 | 4,391 | ||
ECPG | 2.875% 03/15/21 | 292554AH5 | 9,692 | 11,460 | PRN | SOLE | 4,700 | 0 | 6,760 | ||
ENV | 1.75% 12/15/19 | 29404KAA4 | 2,446 | 2,738 | PRN | SOLE | 0 | 0 | 2,738 | ||
FNSR | 0.5% 12/15/33 | 31787AAM3 | 27,343 | 30,680 | PRN | SOLE | 19,700 | 0 | 10,980 | ||
FOR | 3.75% 03/01/20 | 346232AB7 | 38,117 | 44,426 | PRN | SOLE | 12,605 | 0 | 31,821 | ||
GS/AAPL | 0% 01/24/20 | 38141GMG6 | 32,357 | 26,064 | PRN | SOLE | 0 | 0 | 26,064 | ||
GS/GOOG | 0% 02/19/21 | 38147QLX2 | 15,761 | 15,768 | PRN | SOLE | 2,917 | 0 | 12,851 | ||
GS/KSU | 0% 02/16/21 | 38147QMF0 | 13,536 | 14,828 | PRN | SOLE | 2,403 | 0 | 12,425 | ||
GPRE | 3.25% 10/01/18 | 393222AD6 | 953 | 836 | PRN | SOLE | 0 | 0 | 836 | ||
GBX | 3.5% 04/01/18 | 393657AH4 | 8,941 | 8,147 | PRN | SOLE | 0 | 0 | 8,147 | ||
HCI | 3.875% 03/15/19 | 40416EAB9 | 1,761 | 1,925 | PRN | SOLE | 1,000 | 0 | 925 | ||
HLX | 3.25% 03/15/32 | 42330PAG2 | 24,622 | 29,943 | PRN | SOLE | 10,515 | 0 | 19,428 | ||
HOS | 1.5% 09/01/19 | 440543AN6 | 44,162 | 59,257 | PRN | SOLE | 19,370 | 0 | 39,887 | ||
IART | 1.625% 12/15/16 | 457985AK5 | 41,409 | 34,660 | PRN | SOLE | 6,421 | 0 | 28,239 | ||
JAZZ | 1.875% 08/15/21 | 472145AB7 | 24,852 | 24,775 | PRN | SOLE | 21,800 | 0 | 2,975 | ||
JCOM | 3.25% 06/15/29 | 48123VAC6 | 46,396 | 38,710 | PRN | SOLE | 10,531 | 0 | 28,179 | ||
KBH | 1.375% 02/01/19 | 48666KAS8 | 13,287 | 14,219 | PRN | SOLE | 11,400 | 0 | 2,819 | ||
KCAP | 8.75% 03/15/16 | 500233AB7 | 4,647 | 4,679 | PRN | SOLE | 2,669 | 0 | 2,010 | ||
LRCX | 1.25% 05/15/18 | 512807AL2 | 1,941 | 1,542 | PRN | SOLE | 0 | 0 | 1,542 | ||
LGND | 0.75% 08/15/19 | 53220KAD0 | 4,141 | 3,170 | PRN | SOLE | 1,000 | 0 | 2,170 | ||
MHO | 3% 03/01/18 | 55292PAB1 | 38,565 | 39,337 | PRN | SOLE | 15,635 | 0 | 23,702 | ||
MTH | 1.875% 09/15/32 | 59001AAR3 | 40,662 | 40,510 | PRN | SOLE | 11,996 | 0 | 28,514 | ||
MOH | 1.125% 01/15/20 | 60855RAC4 | 1,519 | 872 | PRN | SOLE | 0 | 0 | 872 | ||
NHI | 3.25% 04/01/21 | 63633DAE4 | 29,252 | 29,678 | PRN | SOLE | 1,655 | 0 | 28,023 | ||
NMFC | 5% 06/15/19 | 647551AB6 | 16,992 | 16,800 | PRN | SOLE | 6,300 | 0 | 10,500 | ||
NR | 4% 10/01/17 | 651718AC2 | 15,915 | 16,724 | PRN | SOLE | 8,250 | 0 | 8,474 | ||
NVDA | 1% 12/01/18 | 67066GAC8 | 1,797 | 1,360 | PRN | SOLE | 1,000 | 0 | 360 | ||
ON | 2.625% 12/15/26 | 682189AH8 | 3,978 | 3,533 | PRN | SOLE | 0 | 0 | 3,533 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 52,686 | 56,889 | PRN | SOLE | 13,527 | 0 | 43,362 | ||
PLAB | 3.25% 04/01/19 | 719405AK8 | 10,973 | 9,886 | PRN | SOLE | 0 | 0 | 9,886 | ||
PRAA | 3% 08/01/20 | 73640QAB1 | 18,758 | 17,886 | PRN | SOLE | 0 | 0 | 17,886 | ||
PSEC | 5.5% 08/15/16 | 74348TAD4 | 16,873 | 16,509 | PRN | SOLE | 0 | 0 | 16,509 | ||
PSEC | 5.375% 10/15/17 | 74348TAK8 | 6,327 | 6,182 | PRN | SOLE | 0 | 0 | 6,182 | ||
PSEC | 5.875% 01/15/19 | 74348TAM4 | 4,024 | 4,138 | PRN | SOLE | 0 | 0 | 4,138 | ||
PSEC | 4.75% 04/15/20 | 74348TAQ5 | 4,545 | 4,974 | PRN | SOLE | 3,000 | 0 | 1,974 | ||
AA | 1.625% 10/15/19 | 74973WAB3 | 113 | 107 | PRN | SOLE | 0 | 0 | 107 | ||
RWT | 4.625% 04/15/18 | 758075AB1 | 47,552 | 48,487 | PRN | SOLE | 1,709 | 0 | 46,778 | ||
REGI | 2.75% 06/15/19 | 75972AAA1 | 39,951 | 45,860 | PRN | SOLE | 15,840 | 0 | 30,020 | ||
RSO | 6% 12/01/18 | 76120WAA2 | 26,751 | 28,522 | PRN | SOLE | 3,000 | 0 | 25,522 | ||
RSO | 8% 01/15/20 | 76120WAB0 | 29,673 | 31,245 | PRN | SOLE | 21,164 | 0 | 10,081 | ||
RGLD | 2.875% 06/15/19 | 780287AA6 | 576 | 592 | PRN | SOLE | 0 | 0 | 592 | ||
CAA | 0.25% 06/01/19 | 783764AS2 | 24,648 | 26,677 | PRN | SOLE | 2,300 | 0 | 24,377 | ||
SNDK | 0.5% 10/15/20 | 80004CAF8 | 53,331 | 54,719 | PRN | SOLE | 20,800 | 0 | 33,919 | ||
CKH | 3% 11/15/28 | 81170YAB5 | 20,916 | 25,896 | PRN | SOLE | 11,808 | 0 | 14,088 | ||
SPWR | 0.875% 06/01/21 | 867652AJ8 | 10,651 | 12,616 | PRN | SOLE | 6,500 | 0 | 6,116 | ||
SNCR | 0.75% 08/15/19 | 87157BAA1 | 13,837 | 13,646 | PRN | SOLE | 12,100 | 0 | 1,546 | ||
TCPC | 5.25% 12/15/19 | 87238QAB9 | 6,606 | 6,489 | PRN | SOLE | 2,500 | 0 | 3,989 | ||
TSLX | 4.5% 12/15/19 | 87265KAB8 | 2,959 | 2,987 | PRN | SOLE | 0 | 0 | 2,987 | ||
TTMI | 1.75% 12/15/20 | 87305RAD1 | 72,954 | 82,541 | PRN | SOLE | 33,145 | 0 | 49,396 | ||
TFX | 3.875% 08/01/17 | 879369AA4 | 4,222 | 2,081 | PRN | SOLE | 0 | 0 | 2,081 | ||
TOL | 0.5% 09/15/32 | 88947EAM2 | 12,365 | 11,975 | PRN | SOLE | 9,000 | 0 | 2,975 | ||
UBS | 0% 02/15/21 | 90270KAW9 | 38,113 | 38,486 | PRN | SOLE | 14,220 | 0 | 24,266 | ||
UTHR | 1% 09/15/16 | 91307CAF9 | 8,231 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
VRNT | 1.5% 06/01/21 | 92343XAA8 | 32,284 | 33,535 | PRN | SOLE | 4,594 | 0 | 28,941 | ||
WNC | 3.375% 05/01/18 | 929566AH0 | 10,961 | 9,534 | PRN | SOLE | 0 | 0 | 9,534 | ||
WFC/AAPL | 0% 01/24/20 | 94986RPJ4 | 11,947 | 9,855 | PRN | SOLE | 8,028 | 0 | 1,827 | ||
WFC/INTC | 0% 06/05/20 | 94986RQF1 | 41,732 | 38,052 | PRN | SOLE | 11,553 | 0 | 26,499 | ||
WFC/IP | 0% 06/10/20 | 94986RQH7 | 35,497 | 38,995 | PRN | SOLE | 12,792 | 0 | 26,203 | ||
WFC/AAPL | 0% 01/24/20 | 94986RQJ3 | 2,534 | 2,090 | PRN | SOLE | 0 | 0 | 2,090 |