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 | 11,521 | 8,960,000 | SH | SOLE | 0 | 0 | 8,960,000 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 9,542 | 2,547,000 | SH | SOLE | 0 | 0 | 2,547,000 | ||
| ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 21,216 | 20,995,000 | SH | SOLE | 0 | 0 | 20,995,000 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 2,495 | 1,677 | SH | SOLE | 0 | 0 | 1,677 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 20,053 | 18,845,000 | SH | SOLE | 0 | 0 | 18,845,000 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 17,452 | 18,239,000 | SH | SOLE | 0 | 0 | 18,239,000 | ||
| FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 23,564 | 23,519,000 | SH | SOLE | 12,692,000 | 0 | 10,827,000 | ||
| HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 12,304 | 12,257,000 | SH | SOLE | 0 | 0 | 12,257,000 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 10,629 | 8,284,000 | SH | SOLE | 0 | 0 | 8,284,000 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 8,364 | 7,907,000 | SH | SOLE | 0 | 0 | 7,907,000 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 7,506 | 8,282,000 | SH | SOLE | 0 | 0 | 8,282,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 822 | 688,000 | SH | SOLE | 0 | 0 | 688,000 | ||
| PROSPECT CAP CORP | NOTE 4.950% 7/1 | 74348TAR3 | 24,904 | 24,714,000 | SH | SOLE | 2,409,000 | 0 | 22,305,000 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 23,258 | 17,822,000 | SH | SOLE | 0 | 0 | 17,822,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 3,526 | 3,473,000 | SH | SOLE | 0 | 0 | 3,473,000 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,536 | 14,978,000 | SH | SOLE | 12,692,000 | 0 | 2,286,000 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 19,384 | 18,820,000 | SH | SOLE | 0 | 0 | 18,820,000 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 2,683 | 2,700,000 | SH | SOLE | 1,571,000 | 0 | 1,129,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 16,922 | 16,923,000 | SH | SOLE | 0 | 0 | 16,923,000 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,744 | 2,045 | SH | SOLE | 0 | 0 | 2,045 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 27,658 | 29,132,000 | SH | SOLE | 3,013,000 | 0 | 26,119,000 | ||