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 |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 1,782 | 545,000 | PRN | SOLE | 545,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 18,094 | 18,405,000 | PRN | SOLE | 18,405,000 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 2,801 | 1,455,000 | PRN | SOLE | 1,455,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 17,816 | 17,825,000 | PRN | SOLE | 17,825,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.625% 3/0 | 04010LAW3 | 10,535 | 10,561,000 | PRN | SOLE | 10,561,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 2,660 | 158,056 | SH | SOLE | 158,056 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 26,548 | 25,885,000 | PRN | SOLE | 25,885,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 23,712 | 23,415,000 | PRN | SOLE | 23,415,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,891 | 1,328,000 | PRN | SOLE | 1,328,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 8,377 | 9,016,000 | PRN | SOLE | 9,016,000 | 0 | 0 | ||
CHINA LODGING GROUP LTD | NOTE 0.375%11/0 | 16949NAC3 | 6,146 | 5,336,000 | PRN | SOLE | 5,336,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 14,407 | 12,576,000 | PRN | SOLE | 12,576,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 21,248 | 18,741,000 | PRN | SOLE | 18,741,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 2.000% 2/0 | 232806AP4 | 6,670 | 6,490,000 | PRN | SOLE | 6,490,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 1,247 | 927,000 | PRN | SOLE | 927,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 21,591 | 25,342,000 | PRN | SOLE | 25,342,000 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 11,326 | 12,243,000 | PRN | SOLE | 12,243,000 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 2,444 | 3,159,000 | PRN | SOLE | 3,159,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 3,324 | 2,431,000 | PRN | SOLE | 2,431,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 15,907 | 15,553,000 | PRN | SOLE | 15,553,000 | 0 | 0 | ||
GOODRICH PETE CORP | COM PAR | 382410843 | 2,115 | 155,539 | SH | SOLE | 155,539 | 0 | 0 | ||
GOODRICH PETE CORP | DEBT 13.500% 8/3 | 382410AR9 | 12,255 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 11,095 | 11,529,000 | PRN | SOLE | 11,529,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 6,634 | 6,264,000 | PRN | SOLE | 6,264,000 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 2,091 | 1,157,000 | PRN | SOLE | 1,157,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 7,036 | 5,185,000 | PRN | SOLE | 5,185,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 2,722 | 2,597,000 | PRN | SOLE | 2,597,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 9,994 | 7,379,000 | PRN | SOLE | 7,379,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 6,452 | 6,350,000 | PRN | SOLE | 6,350,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 12,737 | 12,967,000 | PRN | SOLE | 12,967,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 4,069 | 3,622,000 | PRN | SOLE | 3,622,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 3,685 | 7,147,000 | PRN | SOLE | 7,147,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 8,135 | 7,247,000 | PRN | SOLE | 7,247,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 28,911 | 25,018,000 | PRN | SOLE | 25,018,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 8,462 | 7,158,000 | PRN | SOLE | 7,158,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 4,681 | 5,297,000 | PRN | SOLE | 5,297,000 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 23,569 | 24,694,000 | PRN | SOLE | 24,694,000 | 0 | 0 | ||
MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 25,147 | 26,064,000 | PRN | SOLE | 26,064,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 19,550 | 17,768,000 | PRN | SOLE | 17,768,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 5,040 | 1,449,000 | PRN | SOLE | 1,449,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 9,955 | 9,698,000 | PRN | SOLE | 9,698,000 | 0 | 0 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 5,714 | 7,984,000 | PRN | SOLE | 7,984,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 6,674 | 5,810,000 | PRN | SOLE | 5,810,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,579 | 4,121,000 | PRN | SOLE | 4,121,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 6,636 | 4,336,000 | PRN | SOLE | 4,336,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,395 | 3,620,000 | PRN | SOLE | 3,620,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 11,868 | 11,934,000 | PRN | SOLE | 11,934,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 4,413 | 4,139,000 | PRN | SOLE | 4,139,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 12,296 | 11,019,000 | PRN | SOLE | 11,019,000 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 7,397 | 7,279,000 | PRN | SOLE | 7,279,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 5,550 | 5,929,000 | PRN | SOLE | 5,929,000 | 0 | 0 | ||
OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 3,291 | 1,818,000 | PRN | SOLE | 1,818,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 15,060 | 12,161,000 | PRN | SOLE | 12,161,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 4,896 | 5,230,000 | PRN | SOLE | 5,230,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 14,367 | 10,604,000 | PRN | SOLE | 10,604,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 3,117 | 2,375,000 | PRN | SOLE | 2,375,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 7,823 | 7,904,000 | PRN | SOLE | 7,904,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 2,429 | 977,000 | PRN | SOLE | 977,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 13 | 12,000 | PRN | SOLE | 12,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 3,025 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 7,808 | 5,459,000 | PRN | SOLE | 5,459,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 15,328 | 15,279,000 | PRN | SOLE | 15,279,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 4,075 | 4,341,000 | PRN | SOLE | 4,341,000 | 0 | 0 | ||
SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 26 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 7,609 | 4,102,000 | PRN | SOLE | 4,102,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 16,651 | 15,289,000 | PRN | SOLE | 15,289,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 19,814 | 19,801,000 | PRN | SOLE | 19,801,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 11,552 | 11,611,000 | PRN | SOLE | 11,611,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 8,015 | 8,234,000 | PRN | SOLE | 8,234,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 5,949 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 14,613 | 14,196,000 | PRN | SOLE | 14,196,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 7,582 | 6,932,000 | PRN | SOLE | 6,932,000 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 5,260 | 4,696,000 | PRN | SOLE | 4,696,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 15,585 | 16,262,000 | PRN | SOLE | 16,262,000 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 23,289 | 21,043,000 | PRN | SOLE | 21,043,000 | 0 | 0 | ||
VERSO CORP | CL A | 92531L207 | 5,321 | 248,420 | SH | SOLE | 248,420 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 348 | 227,000 | PRN | SOLE | 227,000 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 3,842 | 967,000 | PRN | SOLE | 967,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 18,428 | 13,006,000 | PRN | SOLE | 13,006,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 13,632 | 9,329,000 | PRN | SOLE | 9,329,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 5,441 | 5,307,000 | PRN | SOLE | 5,307,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 11,472 | 12,527,000 | PRN | SOLE | 12,527,000 | 0 | 0 |