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 |
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AA7 | 455 | 490,000 | PRN | SOLE | 490,000 | 0 | 0 | ||
| ACCURAY INC NOTE 3.500% 2/0 | NOTE 3.500% 2/0 | 004397AC9 | 3,207 | 1,850,000 | PRN | SOLE | 1,850,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 2,132 | 1,975,000 | PRN | SOLE | 1,975,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 5.000%11/1 | 369300AL2 | 2,321 | 2,160,000 | PRN | SOLE | 2,160,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 3,034 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 2,111 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,941 | 2,190,000 | PRN | SOLE | 2,190,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 5,134 | 4,170,000 | PRN | SOLE | 4,170,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 1,313 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 3,688 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 1,874 | 1,210,000 | PRN | SOLE | 1,210,000 | 0 | 0 | ||
| GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 3,039 | 23,620 | PRN | SOLE | 23,620 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 1,356 | 960,000 | PRN | SOLE | 960,000 | 0 | 0 | ||
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 3,680 | 2,451,000 | PRN | SOLE | 2,451,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 2,727 | 2,088,000 | PRN | SOLE | 2,088,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 7,850 | 3,380,000 | PRN | SOLE | 3,380,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 3,825 | 2,837,000 | PRN | SOLE | 2,837,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 2,347 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,734 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 8,094 | 6,820,000 | PRN | SOLE | 6,820,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,468 | 2,370,000 | PRN | SOLE | 2,370,000 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 2,187 | 1,840,000 | PRN | SOLE | 1,840,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 8/1 | 98235TAC1 | 3,109 | 2,320,000 | PRN | SOLE | 2,320,000 | 0 | 0 | ||