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 |
|
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 |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 4,452 | 2,240,000 | PRN | SOLE | 2,240,000 | 0 | 0 | ||
AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 2,714 | 1,878,000 | PRN | SOLE | 1,878,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 12,083 | 12,036,000 | PRN | SOLE | 12,036,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 19,173 | 18,885,000 | PRN | SOLE | 18,885,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,933 | 1,735,000 | PRN | SOLE | 1,735,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 2,886 | 882,000 | PRN | SOLE | 882,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 20,055 | 19,931,000 | PRN | SOLE | 19,931,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 12,667 | 10,648,000 | PRN | SOLE | 10,648,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 16,578 | 16,370,000 | PRN | SOLE | 16,370,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 19,994 | 20,524,000 | PRN | SOLE | 20,524,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,439 | 1,424,000 | PRN | SOLE | 1,424,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 8,139 | 7,989,000 | PRN | SOLE | 7,989,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 12,123 | 8,335,000 | PRN | SOLE | 8,335,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 8,130 | 8,798,000 | PRN | SOLE | 8,798,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 18,917 | 16,911,000 | PRN | SOLE | 16,911,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 10,167 | 8,873,000 | PRN | SOLE | 8,873,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 11,787 | 11,457,000 | PRN | SOLE | 11,457,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 25,404 | 26,160,000 | PRN | SOLE | 26,160,000 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 12,037 | 10,350,000 | PRN | SOLE | 10,350,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 1,330 | 1,343,000 | PRN | SOLE | 1,343,000 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 5,972 | 6,414,000 | PRN | SOLE | 6,414,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 1,062 | 1,006,000 | PRN | SOLE | 1,006,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 6,898 | 5,617,000 | PRN | SOLE | 5,617,000 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 17,678 | 16,769,000 | PRN | SOLE | 16,769,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 8,977 | 9,863,000 | PRN | SOLE | 9,863,000 | 0 | 0 | ||
GOODRICH PETE CORP | COM PAR | 382410843 | 6,506 | 525,921 | PRN | SOLE | 525,921 | 0 | 0 | ||
GOODRICH PETE CORP | DEBT 13.500% 8/3 | 382410AR9 | 12,788 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 12,452 | 10,774,000 | PRN | SOLE | 10,774,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 4,064 | 2,840,000 | PRN | SOLE | 2,840,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,031 | 9,860,000 | PRN | SOLE | 9,860,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 10,048 | 8,798,000 | PRN | SOLE | 8,798,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 15,765 | 6,578,000 | PRN | SOLE | 6,578,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 4,663 | 3,870,000 | PRN | SOLE | 3,870,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 9,066 | 9,204,000 | PRN | SOLE | 9,204,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 19,804 | 18,155,000 | PRN | SOLE | 18,155,000 | 0 | 0 | ||
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 2,889 | 2,388,000 | PRN | SOLE | 2,388,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,461 | 3,579,000 | PRN | SOLE | 3,579,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 7,909 | 6,748,000 | PRN | SOLE | 6,748,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 4,604 | 8,724,141 | PRN | SOLE | 8,724,141 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 8,314 | 6,996,000 | PRN | SOLE | 6,996,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 2,585 | 2,907,000 | PRN | SOLE | 2,907,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 6,403 | 6,435,000 | PRN | SOLE | 6,435,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 236 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 25,605 | 21,938,000 | PRN | SOLE | 21,938,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 4,948 | 2,744,000 | PRN | SOLE | 2,744,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 8,078 | 3,329,000 | PRN | SOLE | 3,329,000 | 0 | 0 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 5,245 | 6,646,000 | PRN | SOLE | 6,646,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 6,933 | 6,195,000 | PRN | SOLE | 6,195,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 12,296 | 11,902,000 | PRN | SOLE | 11,902,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,397 | 4,425,000 | PRN | SOLE | 4,425,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 10,233 | 7,694,000 | PRN | SOLE | 7,694,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 4,170 | 803,000 | PRN | SOLE | 803,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 9,034 | 10,038,000 | PRN | SOLE | 10,038,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 11,167 | 11,816,000 | PRN | SOLE | 11,816,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 20,420 | 18,801,000 | PRN | SOLE | 18,801,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 7,328 | 5,637,000 | PRN | SOLE | 5,637,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 22,567 | 17,121,000 | PRN | SOLE | 17,121,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 12,063 | 12,403,000 | PRN | SOLE | 12,403,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 5,487 | 5,228,000 | PRN | SOLE | 5,228,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 17,471 | 11,267,000 | PRN | SOLE | 11,267,000 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 9,285 | 6,309,000 | PRN | SOLE | 6,309,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 5,033 | 2,755,000 | PRN | SOLE | 2,755,000 | 0 | 0 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 4,822 | 5,065,000 | PRN | SOLE | 5,065,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 32,038 | 30,159,000 | PRN | SOLE | 30,159,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 3,760 | 3,084,000 | PRN | SOLE | 3,084,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,219 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 8,584 | 7,011,000 | PRN | SOLE | 7,011,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 3,914 | 3,781,000 | PRN | SOLE | 3,781,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 9,332 | 10,002,000 | PRN | SOLE | 10,002,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 9,819 | 9,854,000 | PRN | SOLE | 9,854,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 554 | 205,000 | PRN | SOLE | 205,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 18,674 | 18,564,000 | PRN | SOLE | 18,564,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 8,015 | 6,010,000 | PRN | SOLE | 6,010,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 7,492 | 6,162,000 | PRN | SOLE | 6,162,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 19,792 | 17,525,000 | PRN | SOLE | 17,525,000 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 6,915 | 4,847,000 | PRN | SOLE | 4,847,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 14,863 | 14,804,000 | PRN | SOLE | 14,804,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 21,563 | 21,859,000 | PRN | SOLE | 21,859,000 | 0 | 0 | ||
VERSO CORP | CL A | 92531L207 | 2,206 | 101,385 | PRN | SOLE | 101,385 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,722 | 5,794,000 | PRN | SOLE | 5,794,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 7,754 | 6,007,000 | PRN | SOLE | 6,007,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 6,591 | 6,680,000 | PRN | SOLE | 6,680,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 3,350 | 3,350,000 | PRN | SOLE | 3,350,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 1,815 | 1,674,000 | PRN | SOLE | 1,674,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 7,947 | 5,816,000 | PRN | SOLE | 5,816,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 7,407 | 5,824,000 | PRN | SOLE | 5,824,000 | 0 | 0 |