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 | 2.25% 03/01/16 | 000361AM7 | 5,230 | 5,240 | PRN | SOLE | 0 | 0 | 5,240 | ||
ANIP | 3% 12/01/19 | 00182CAA1 | 57,825 | 59,118 | PRN | SOLE | 26,500 | 0 | 32,618 | ||
AKAM | 0% 02/15/19 | 00971TAG6 | 3,762 | 3,916 | PRN | SOLE | 2,000 | 0 | 1,916 | ||
ARI | 5.5% 03/15/19 | 03762UAA3 | 65,696 | 65,369 | PRN | SOLE | 15,587 | 0 | 49,782 | ||
ARCC | 5.125% 06/01/16 | 04010LAD5 | 7,310 | 7,319 | PRN | SOLE | 0 | 0 | 7,319 | ||
ARCC | 4.875% 03/15/17 | 04010LAG8 | 7,152 | 7,103 | PRN | SOLE | 0 | 0 | 7,103 | ||
ARCC | 4.75% 01/15/18 | 04010LAJ2 | 14,588 | 14,698 | PRN | SOLE | 0 | 0 | 14,698 | ||
ARCC | 4.375% 01/15/19 | 04010LAM5 | 3,400 | 3,424 | PRN | SOLE | 1,000 | 0 | 2,424 | ||
AAWW | 2.25% 06/01/22 | 049164BH8 | 53,460 | 64,216 | PRN | SOLE | 30,000 | 0 | 34,216 | ||
BGCP | 4.5% 07/15/16 | 05541TAD3 | 26,807 | 24,664 | PRN | SOLE | 5,903 | 0 | 18,761 | ||
BKCC | 5.5% 02/15/18 | 092533AB4 | 27,358 | 26,513 | PRN | SOLE | 1,000 | 0 | 25,513 | ||
BXMT | 5.25% 12/01/18 | 09257WAA8 | 60,908 | 59,714 | PRN | SOLE | 15,226 | 0 | 44,488 | ||
BSFT | 1.5% 07/01/18 | 11133BAB8 | 22,611 | 20,720 | PRN | SOLE | 0 | 0 | 20,720 | ||
CSV | 2.75% 03/15/21 | 143905AM9 | 2,248 | 1,900 | PRN | SOLE | 1,000 | 0 | 900 | ||
GTLS | 2% 08/01/18 | 16115QAC4 | 12,042 | 13,841 | PRN | SOLE | 1,000 | 0 | 12,841 | ||
CLNY | 3.875% 01/15/21 | 19624RAB2 | 65,965 | 70,503 | PRN | SOLE | 19,128 | 0 | 51,375 | ||
ECHO | 2.5% 05/01/20 | 27875TAA9 | 64,711 | 73,535 | PRN | SOLE | 27,600 | 0 | 45,935 | ||
EFII | 0.75% 09/01/19 | 286082AC6 | 24,435 | 22,890 | PRN | SOLE | 20,000 | 0 | 2,890 | ||
EBS | 2.875% 01/15/21 | 29089QAB1 | 30,069 | 21,779 | PRN | SOLE | 15,600 | 0 | 6,179 | ||
ECPG | 3% 07/01/20 | 292554AF9 | 3,551 | 4,165 | PRN | SOLE | 0 | 0 | 4,165 | ||
ECPG | 2.875% 03/15/21 | 292554AH5 | 10,325 | 13,664 | PRN | SOLE | 7,000 | 0 | 6,664 | ||
FNSR | 0.5% 12/15/33 | 31787AAM3 | 24,191 | 25,977 | PRN | SOLE | 15,500 | 0 | 10,477 | ||
FOR | 3.75% 03/01/20 | 346232AB7 | 30,464 | 37,843 | PRN | SOLE | 12,052 | 0 | 25,791 | ||
GS/AAPL | 0% 01/24/20 | 38141GMG6 | 29,584 | 24,905 | PRN | SOLE | 0 | 0 | 24,905 | ||
GS/GOOG | 0% 02/19/21 | 38147QLX2 | 17,066 | 15,232 | PRN | SOLE | 2,850 | 0 | 12,382 | ||
GS/KSU | 0% 02/16/21 | 38147QMF0 | 10,952 | 12,392 | PRN | SOLE | 603 | 0 | 11,789 | ||
GBX | 3.5% 04/01/18 | 393657AH4 | 8,514 | 7,692 | PRN | SOLE | 0 | 0 | 7,692 | ||
HCI | 3.875% 03/15/19 | 40416EAB9 | 1,639 | 1,867 | PRN | SOLE | 1,000 | 0 | 867 | ||
HLX | 3.25% 03/15/32 | 42330PAG2 | 22,727 | 28,655 | PRN | SOLE | 10,515 | 0 | 18,140 | ||
HOS | 1.5% 09/01/19 | 440543AN6 | 30,627 | 53,849 | PRN | SOLE | 15,570 | 0 | 38,279 | ||
HURN | 1.25% 10/01/19 | 447462AB8 | 13,590 | 13,667 | PRN | SOLE | 7,000 | 0 | 6,667 | ||
ICON | 1.5% 03/15/18 | 451055AF4 | 6,768 | 13,673 | PRN | SOLE | 10,800 | 0 | 2,873 | ||
IART | 1.625% 12/15/16 | 457985AK5 | 41,573 | 31,826 | PRN | SOLE | 5,421 | 0 | 26,405 | ||
IDTI | 0.875% 11/15/22 | 458118AB2 | 4,138 | 4,000 | PRN | SOLE | 4,000 | 0 | 0 | ||
JAZZ | 1.875% 08/15/21 | 472145AB7 | 28,753 | 27,395 | PRN | SOLE | 23,800 | 0 | 3,595 | ||
JCOM | 3.25% 06/15/29 | 48123VAC6 | 45,348 | 34,469 | PRN | SOLE | 8,431 | 0 | 26,038 | ||
KBH | 1.375% 02/01/19 | 48666KAS8 | 13,348 | 14,841 | PRN | SOLE | 11,400 | 0 | 3,441 | ||
KCAP | 8.75% 03/15/16 | 500233AB7 | 3,553 | 3,496 | PRN | SOLE | 1,683 | 0 | 1,813 | ||
LNKD | 0.5% 11/01/19 | 53578AAB4 | 25,148 | 23,865 | PRN | SOLE | 18,500 | 0 | 5,365 | ||
MHO | 3% 03/01/18 | 55292PAB1 | 42,229 | 42,981 | PRN | SOLE | 18,535 | 0 | 24,446 | ||
MTH | 1.875% 09/15/32 | 59001AAR3 | 41,188 | 41,815 | PRN | SOLE | 13,396 | 0 | 28,419 | ||
NHI | 3.25% 04/01/21 | 63633DAE4 | 28,672 | 29,201 | PRN | SOLE | 1,655 | 0 | 27,546 | ||
NMFC | 5% 06/15/19 | 647551AB6 | 17,072 | 17,376 | PRN | SOLE | 6,300 | 0 | 11,076 | ||
NR | 4% 10/01/17 | 651718AC2 | 11,052 | 12,349 | PRN | SOLE | 5,300 | 0 | 7,049 | ||
ON | 2.625% 12/15/26 | 682189AH8 | 3,838 | 3,442 | PRN | SOLE | 0 | 0 | 3,442 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 55,372 | 59,540 | PRN | SOLE | 16,238 | 0 | 43,302 | ||
PLAB | 3.25% 04/01/19 | 719405AK8 | 12,495 | 9,408 | PRN | SOLE | 0 | 0 | 9,408 | ||
PRAA | 3% 08/01/20 | 73640QAB1 | 17,112 | 20,132 | PRN | SOLE | 1,500 | 0 | 18,632 | ||
PSEC | 5.375% 10/15/17 | 74348TAK8 | 5,831 | 5,912 | PRN | SOLE | 0 | 0 | 5,912 | ||
PSEC | 5.875% 01/15/19 | 74348TAM4 | 5,590 | 5,877 | PRN | SOLE | 2,000 | 0 | 3,877 | ||
PSEC | 4.75% 04/15/20 | 74348TAQ5 | 9,831 | 11,284 | PRN | SOLE | 4,000 | 0 | 7,284 | ||
RWT | 5.625% 11/15/19 | 749772AB5 | 25,798 | 27,777 | PRN | SOLE | 23,100 | 0 | 4,677 | ||
RWT | 4.625% 04/15/18 | 758075AB1 | 44,413 | 47,692 | PRN | SOLE | 2,309 | 0 | 45,383 | ||
REGI | 2.75% 06/15/19 | 75972AAA1 | 36,384 | 42,836 | PRN | SOLE | 14,965 | 0 | 27,871 | ||
RSO | 6% 12/01/18 | 76120WAA2 | 28,065 | 30,036 | PRN | SOLE | 4,000 | 0 | 26,036 | ||
RSO | 8% 01/15/20 | 76120WAB0 | 32,456 | 33,721 | PRN | SOLE | 22,564 | 0 | 11,157 | ||
CAA | 0.25% 06/01/19 | 783764AS2 | 22,069 | 24,538 | PRN | SOLE | 500 | 0 | 24,038 | ||
SNDK | 0.5% 10/15/20 | 80004CAF8 | 52,642 | 50,617 | PRN | SOLE | 18,500 | 0 | 32,117 | ||
CKH | 3% 11/15/28 | 81170YAB5 | 30,146 | 37,800 | PRN | SOLE | 13,168 | 0 | 24,632 | ||
SPWR | 0.875% 06/01/21 | 867652AJ8 | 8,103 | 9,274 | PRN | SOLE | 3,000 | 0 | 6,274 | ||
SNCR | 0.75% 08/15/19 | 87157BAA1 | 17,514 | 17,341 | PRN | SOLE | 14,500 | 0 | 2,841 | ||
TCPC | 5.25% 12/15/19 | 87238QAB9 | 6,613 | 6,692 | PRN | SOLE | 2,500 | 0 | 4,192 | ||
TTMI | 1.75% 12/15/20 | 87305RAD1 | 69,213 | 76,373 | PRN | SOLE | 27,630 | 0 | 48,743 | ||
TOL | 0.5% 09/15/32 | 88947EAM2 | 11,439 | 11,403 | PRN | SOLE | 9,000 | 0 | 2,403 | ||
UBS/GOOG | 0% 02/15/21 | 90270KAW9 | 40,352 | 37,847 | PRN | SOLE | 14,730 | 0 | 23,117 | ||
UTHR | 1% 09/15/16 | 91307CAF9 | 9,821 | 3,000 | PRN | SOLE | 3,000 | 0 | 0 | ||
VRNT | 1.5% 06/01/21 | 92343XAA8 | 48,281 | 51,227 | PRN | SOLE | 19,454 | 0 | 31,773 | ||
VSI | 2.25% 12/01/20 | 92849EAA9 | 9,743 | 9,500 | PRN | SOLE | 9,500 | 0 | 0 | ||
WFC/AAPL | 0% 01/24/20 | 94986RPJ4 | 11,177 | 9,822 | PRN | SOLE | 8,028 | 0 | 1,794 | ||
WFC/INTC | 0% 06/05/20 | 94986RQF1 | 44,651 | 37,138 | PRN | SOLE | 11,830 | 0 | 25,308 | ||
WFC/IP | 0% 06/10/20 | 94986RQH7 | 32,505 | 36,298 | PRN | SOLE | 10,892 | 0 | 25,406 | ||
YHOO | 0% 12/01/18 | 984332AF3 | 1,354 | 1,385 | PRN | SOLE | 1,000 | 0 | 385 |