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 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 12,752 | 10,240,000 | SH | SOLE | 237,000 | 0 | 10,003,000 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 9,525 | 2,604,000 | SH | SOLE | 57,000 | 0 | 2,547,000 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 20,894 | 21,235,000 | SH | SOLE | 241,000 | 0 | 20,994,000 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,613 | 1,947 | SH | SOLE | 270 | 0 | 1,677 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 20,387 | 19,188,000 | SH | SOLE | 343,000 | 0 | 18,845,000 | ||
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 567 | 84,000 | SH | SOLE | 15,000 | 0 | 69,000 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 17,984 | 18,600,000 | SH | SOLE | 361,000 | 0 | 18,239,000 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 23,553 | 23,980,000 | SH | SOLE | 461,000 | 0 | 23,519,000 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,095 | 12,415,000 | SH | SOLE | 158,000 | 0 | 12,257,000 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 12,592 | 8,465,000 | SH | SOLE | 181,000 | 0 | 8,284,000 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 8,785 | 8,090,000 | SH | SOLE | 183,000 | 0 | 7,907,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 7,233 | 8,362,000 | SH | SOLE | 80,000 | 0 | 8,282,000 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 876 | 754,000 | SH | SOLE | 66,000 | 0 | 688,000 | ||
PROSPECT CAP CORP | NOTE 4.950% 7/1 | 74348TAR3 | 19,807 | 21,775,000 | SH | SOLE | 391,000 | 0 | 21,384,000 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 11,650 | 9,700,000 | SH | SOLE | 178,000 | 0 | 9,522,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 19,503 | 19,688,000 | SH | SOLE | 315,000 | 0 | 19,373,000 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,710 | 15,190,000 | SH | SOLE | 2,104,000 | 0 | 13,086,000 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 19,158 | 19,055,000 | SH | SOLE | 235,000 | 0 | 18,820,000 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 2,642 | 2,700,000 | SH | SOLE | 1,571,000 | 0 | 1,129,000 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 17,122 | 17,164,000 | SH | SOLE | 241,000 | 0 | 16,923,000 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 3,145 | 2,426 | SH | SOLE | 381 | 0 | 2,045 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 23,275 | 24,760,000 | SH | SOLE | 428,000 | 0 | 24,332,000 |