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 |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AC9 | 1,340 | 1,340,000 | PRN | SOLE | 1,340,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 1,615 | 1,615,000 | PRN | SOLE | 1,615,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 2,160 | 2,160,000 | PRN | SOLE | 2,160,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 1,250 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 470 | 470,000 | PRN | SOLE | 470,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AC6 | 2,470 | 2,470,000 | PRN | SOLE | 2,470,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 600 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 3,000 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 24 | 23,620 | PRN | SOLE | 23,620 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 2,088 | 2,088,000 | PRN | SOLE | 2,088,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 1,847 | 1,847,000 | PRN | SOLE | 1,847,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.500% 2/1 | 681904AQ1 | 980 | 980,000 | PRN | SOLE | 980,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 1,600 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,640 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | ||
| THOMPSON CREEK METALS CO INC | UNIT 99/99/9999 | 884768300 | 14 | 14,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,370 | 2,370,000 | PRN | SOLE | 2,370,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 950 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 1,840 | 1,840,000 | PRN | SOLE | 1,840,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 8/1 | 98235TAC1 | 2,320 | 2,320,000 | PRN | SOLE | 2,320,000 | 0 | 0 | ||