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 | 10,769 | 8,701,000 | SH | SOLE | 0 | 0 | 8,701,000 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 11,191 | 2,498,000 | SH | SOLE | 0 | 0 | 2,498,000 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 23,306 | 22,738,000 | SH | SOLE | 0 | 0 | 22,738,000 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 21,250 | 18,334,000 | SH | SOLE | 0 | 0 | 18,334,000 | ||
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 20,087 | 17,770,000 | SH | SOLE | 0 | 0 | 17,770,000 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 23,589 | 22,931,000 | SH | SOLE | 0 | 0 | 22,931,000 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,251 | 11,932,000 | SH | SOLE | 0 | 0 | 11,932,000 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 11,862 | 8,117,000 | SH | SOLE | 0 | 0 | 8,117,000 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 8,554 | 7,589,000 | SH | SOLE | 0 | 0 | 7,589,000 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 8,087 | 8,128,000 | SH | SOLE | 0 | 0 | 8,128,000 | ||
PROSPECT CAP CORP | NOTE 4.950% 7/1 | 74348TAR3 | 24,785 | 24,212,000 | SH | SOLE | 2,395,000 | 0 | 21,817,000 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 25,197 | 17,347,000 | SH | SOLE | 0 | 0 | 17,347,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 3,411 | 3,365,000 | SH | SOLE | 0 | 0 | 3,365,000 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,701 | 14,775,000 | SH | SOLE | 2,056,000 | 0 | 12,719,000 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 22,199 | 20,583,000 | SH | SOLE | 0 | 0 | 20,583,000 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 2,732 | 2,684,000 | SH | SOLE | 1,555,000 | 0 | 1,129,000 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 28,647 | 28,821,000 | SH | SOLE | 3,309,000 | 0 | 25,512,000 |