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 | 1,049 | 845,000 | PRN | SOLE | 845,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 31,496 | 32,180,000 | PRN | SOLE | 32,180,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 25,860 | 25,137,000 | PRN | SOLE | 25,137,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,676 | 1,030,000 | PRN | SOLE | 1,030,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 7,282 | 7,291,000 | PRN | SOLE | 7,291,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 34,211 | 32,738,000 | PRN | SOLE | 32,738,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 17,768 | 14,193,000 | PRN | SOLE | 14,193,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 14,321 | 11,891,000 | PRN | SOLE | 11,891,000 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 11,565 | 11,660,000 | PRN | SOLE | 11,660,000 | 0 | 0 | ||
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 23,467 | 23,541,000 | PRN | SOLE | 23,541,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 11,197 | 10,588,000 | PRN | SOLE | 10,588,000 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 15,302 | 15,496,000 | PRN | SOLE | 15,496,000 | 0 | 0 | ||
CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 2,494 | 2,496,000 | PRN | SOLE | 2,496,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 26,399 | 23,246,000 | PRN | SOLE | 23,246,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 20,769 | 18,400,000 | PRN | SOLE | 18,400,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 393 | 361,000 | PRN | SOLE | 361,000 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 13,880 | 12,676,000 | PRN | SOLE | 12,676,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 8,363 | 8,838,000 | PRN | SOLE | 8,838,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 27,027 | 24,376,000 | PRN | SOLE | 24,376,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 8,075 | 8,433,000 | PRN | SOLE | 8,433,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 7,363 | 5,826,000 | PRN | SOLE | 5,826,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 12,710 | 13,872,000 | PRN | SOLE | 13,872,000 | 0 | 0 | ||
HALCON RES CORP | COM PAR NEW | 40537Q605 | 6,458 | 688,903 | PRN | SOLE | 688,903 | 0 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 11,178 | 9,097,000 | PRN | SOLE | 9,097,000 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 8,225 | 6,026,000 | PRN | SOLE | 6,026,000 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 20,536 | 20,282,000 | PRN | SOLE | 20,282,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 14,795 | 14,226,000 | PRN | SOLE | 14,226,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 11,879 | 10,836,000 | PRN | SOLE | 10,836,000 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 26,569 | 30,107,000 | PRN | SOLE | 30,107,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 20,437 | 13,038,000 | PRN | SOLE | 13,038,000 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 25,799 | 18,653,000 | PRN | SOLE | 18,653,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 30,363 | 24,837,000 | PRN | SOLE | 24,837,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 21,623 | 21,225,000 | PRN | SOLE | 21,225,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 20,379 | 12,762,000 | PRN | SOLE | 12,762,000 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 3,741 | 3,525,000 | PRN | SOLE | 3,525,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 8,944 | 8,538,000 | PRN | SOLE | 8,538,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 24,161 | 22,204,000 | PRN | SOLE | 22,204,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 32,102 | 27,277,000 | PRN | SOLE | 27,277,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 32,294 | 27,528,000 | PRN | SOLE | 27,528,000 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 7,568 | 5,509,000 | PRN | SOLE | 5,509,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 19,438 | 15,186,000 | PRN | SOLE | 15,186,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 20,205 | 16,997,000 | PRN | SOLE | 16,997,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 20,100 | 17,516,000 | PRN | SOLE | 17,516,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 13,756 | 14,663,000 | PRN | SOLE | 14,663,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 1,913 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 26,523 | 22,430,000 | PRN | SOLE | 22,430,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 8,477 | 7,481,000 | PRN | SOLE | 7,481,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 25,290 | 24,825,000 | PRN | SOLE | 24,825,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 7,879 | 5,152,000 | PRN | SOLE | 5,152,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 4,270 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 37,861 | 35,179,000 | PRN | SOLE | 35,179,000 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 32,318 | 27,830,000 | PRN | SOLE | 27,830,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 15,903 | 12,516,000 | PRN | SOLE | 12,516,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 11,347 | 10,114,000 | PRN | SOLE | 10,114,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 896 | 745,000 | PRN | SOLE | 745,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 19,307 | 18,023,000 | PRN | SOLE | 18,023,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 15,024 | 16,133,000 | PRN | SOLE | 16,133,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 12,548 | 10,440,000 | PRN | SOLE | 10,440,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 14,925 | 12,457,000 | PRN | SOLE | 12,457,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 15,747 | 12,881,000 | PRN | SOLE | 12,881,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 16,875 | 17,143,000 | PRN | SOLE | 17,143,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 4,762 | 3,952,000 | PRN | SOLE | 3,952,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 15,933 | 14,403,000 | PRN | SOLE | 14,403,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 37,341 | 33,908,000 | PRN | SOLE | 33,908,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 11,721 | 10,766,000 | PRN | SOLE | 10,766,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 7,796 | 7,350,000 | PRN | SOLE | 7,350,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 16,040 | 18,651,000 | PRN | SOLE | 18,651,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 10,174 | 8,492,000 | PRN | SOLE | 8,492,000 | 0 | 0 | ||
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 30,150 | 30,590,000 | PRN | SOLE | 30,590,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 32,503 | 34,146,000 | PRN | SOLE | 34,146,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 28,890 | 30,331,000 | PRN | SOLE | 30,331,000 | 0 | 0 | ||
VERSO CORP | CL A | 92531L207 | 3,458 | 536,978 | PRN | SOLE | 536,978 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 22,357 | 20,677,000 | PRN | SOLE | 20,677,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 8,115 | 7,217,000 | PRN | SOLE | 7,217,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 22,335 | 23,403,000 | PRN | SOLE | 23,403,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 489 | 422,000 | PRN | SOLE | 422,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,010 | 575,000 | PRN | SOLE | 575,000 | 0 | 0 | ||
WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 8,175 | 9,834,000 | PRN | SOLE | 9,834,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 21,232 | 17,183,000 | PRN | SOLE | 17,183,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 23,637 | 22,026,000 | PRN | SOLE | 22,026,000 | 0 | 0 |