The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 11,252 | 10,185,000 | SH | SOLE | 182,000 | 0 | 10,003,000 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 7,748 | 3,864,000 | SH | SOLE | 67,000 | 0 | 3,797,000 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 10,936 | 2,604,000 | SH | SOLE | 57,000 | 0 | 2,547,000 | ||
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 22,011 | 21,235,000 | SH | SOLE | 240,000 | 0 | 20,995,000 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 3,560 | 2,457 | SH | SOLE | 302 | 0 | 2,155 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 22,112 | 19,188,000 | SH | SOLE | 343,000 | 0 | 18,845,000 | ||
| DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 667 | 114,000 | SH | SOLE | 15,000 | 0 | 99,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,680 | 12,415,000 | SH | SOLE | 158,000 | 0 | 12,257,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 13,924 | 10,015,000 | SH | SOLE | 181,000 | 0 | 9,834,000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 8,871 | 8,050,000 | SH | SOLE | 143,000 | 0 | 7,907,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 7,997 | 8,362,000 | SH | SOLE | 80,000 | 0 | 8,282,000 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 943 | 1,265,000 | SH | SOLE | 151,000 | 0 | 1,114,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,025 | 754,000 | SH | SOLE | 66,000 | 0 | 688,000 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 22,321 | 21,775,000 | SH | SOLE | 391,000 | 0 | 21,384,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 20,456 | 19,688,000 | SH | SOLE | 315,000 | 0 | 19,373,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,732 | 15,541,000 | SH | SOLE | 2,085,000 | 0 | 13,456,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 20,182 | 19,055,000 | SH | SOLE | 235,000 | 0 | 18,820,000 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 2,154 | 2,215,000 | SH | SOLE | 1,086,000 | 0 | 1,129,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 17,377 | 17,164,000 | SH | SOLE | 241,000 | 0 | 16,923,000 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,006 | 2,765 | SH | SOLE | 381 | 0 | 2,384 | ||
| WESTERN DIGITAL CORP | NOTE 1.500% 2/0 | 958102AP0 | 24,249 | 24,760,000 | SH | SOLE | 428,000 | 0 | 24,332,000 | ||