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 LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 776 | 580,000 | PRN | SOLE | 580,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 29,145 | 29,797,000 | PRN | SOLE | 29,797,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 20,258 | 19,812,000 | PRN | SOLE | 19,812,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,788 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 28,773 | 28,383,000 | PRN | SOLE | 28,383,000 | 0 | 0 | ||
BARCLAYS BK PLC | NOTE 0.125% 3/1 | 06739FJF9 | 1,073 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 28,030 | 24,099,000 | PRN | SOLE | 24,099,000 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 14,909 | 14,975,000 | PRN | SOLE | 14,975,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 20,491 | 21,401,000 | PRN | SOLE | 21,401,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 20,278 | 20,892,000 | PRN | SOLE | 20,892,000 | 0 | 0 | ||
CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 20,215 | 22,571,000 | PRN | SOLE | 22,571,000 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 17,524 | 19,621,000 | PRN | SOLE | 19,621,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 25,553 | 22,777,000 | PRN | SOLE | 22,777,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 8,059 | 7,964,000 | PRN | SOLE | 7,964,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 26,585 | 25,501,000 | PRN | SOLE | 25,501,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 10,220 | 11,790,000 | PRN | SOLE | 11,790,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 13,545 | 11,323,000 | PRN | SOLE | 11,323,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 7,103 | 5,705,000 | PRN | SOLE | 5,705,000 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 20,882 | 16,125,000 | PRN | SOLE | 16,125,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 18,191 | 18,622,000 | PRN | SOLE | 18,622,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 20,460 | 19,614,000 | PRN | SOLE | 19,614,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 16,821 | 12,952,000 | PRN | SOLE | 12,952,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 7,402 | 5,814,000 | PRN | SOLE | 5,814,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 19,790 | 19,225,000 | PRN | SOLE | 19,225,000 | 0 | 0 | ||
JARDEN CORP | NOTE 1.500% 6/1 | 471109AL2 | 8,121 | 5,284,000 | PRN | SOLE | 5,284,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 19,349 | 18,740,000 | PRN | SOLE | 18,740,000 | 0 | 0 | ||
LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 14,627 | 16,063,000 | PRN | SOLE | 16,063,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 17,270 | 17,401,000 | PRN | SOLE | 17,401,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 24,653 | 22,222,000 | PRN | SOLE | 22,222,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 20,342 | 19,955,000 | PRN | SOLE | 19,955,000 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 10,923 | 9,381,000 | PRN | SOLE | 9,381,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 19,769 | 19,328,000 | PRN | SOLE | 19,328,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 19,186 | 15,227,000 | PRN | SOLE | 15,227,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 24,681 | 23,933,000 | PRN | SOLE | 23,933,000 | 0 | 0 | ||
NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 1,053 | 1,098,000 | PRN | SOLE | 1,098,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 21,194 | 20,379,000 | PRN | SOLE | 20,379,000 | 0 | 0 | ||
NOMURA AMER FIN LLC | MTNF 0.125% 1/2 | 65539ACG3 | 1,174 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 1,138 | 899,000 | PRN | SOLE | 899,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 15,353 | 8,580,000 | PRN | SOLE | 8,580,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 18,297 | 16,465,000 | PRN | SOLE | 16,465,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 7,431 | 4,758,000 | PRN | SOLE | 4,758,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 7,415 | 7,351,000 | PRN | SOLE | 7,351,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 25,888 | 21,484,000 | PRN | SOLE | 21,484,000 | 0 | 0 | ||
PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 7,547 | 5,154,000 | PRN | SOLE | 5,154,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 11,792 | 9,467,000 | PRN | SOLE | 9,467,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 18,120 | 18,850,000 | PRN | SOLE | 18,850,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,272 | 1,110,000 | PRN | SOLE | 1,110,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 22,382 | 21,291,000 | PRN | SOLE | 21,291,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 6,436 | 5,259,000 | PRN | SOLE | 5,259,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 12,216 | 13,726,000 | PRN | SOLE | 13,726,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 11,666 | 9,408,000 | PRN | SOLE | 9,408,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 10,310 | 9,475,000 | PRN | SOLE | 9,475,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 16,317 | 16,297,000 | PRN | SOLE | 16,297,000 | 0 | 0 | ||
STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 4,718 | 4,459,000 | PRN | SOLE | 4,459,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 30,107 | 29,883,000 | PRN | SOLE | 29,883,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 7,804 | 7,838,000 | PRN | SOLE | 7,838,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 10,033 | 10,357,000 | PRN | SOLE | 10,357,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,144 | 2,488,000 | PRN | SOLE | 2,488,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 25,605 | 28,022,000 | PRN | SOLE | 28,022,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 9,218 | 7,057,000 | PRN | SOLE | 7,057,000 | 0 | 0 | ||
TIVO INC | NOTE 2.000%10/0 | 888706AF5 | 26,019 | 27,809,000 | PRN | SOLE | 27,809,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 20,161 | 20,678,000 | PRN | SOLE | 20,678,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 10,523 | 12,490,000 | PRN | SOLE | 12,490,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 14,180 | 16,102,000 | PRN | SOLE | 16,102,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 22,323 | 25,206,000 | PRN | SOLE | 25,206,000 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 13,301 | 13,194,000 | PRN | SOLE | 13,194,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 17,183 | 18,016,000 | PRN | SOLE | 18,016,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 7,421 | 5,546,000 | PRN | SOLE | 5,546,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 10,669 | 9,298,000 | PRN | SOLE | 9,298,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,420 | 740,000 | PRN | SOLE | 740,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 6.250% 4/0 | 966387AT9 | 166 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 18,817 | 16,606,000 | PRN | SOLE | 16,606,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 20,109 | 22,390,000 | PRN | SOLE | 22,390,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 13,429 | 13,522,000 | PRN | SOLE | 13,522,000 | 0 | 0 |