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 |
|
||||||||||||||||
| 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 |
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 2,138 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 7,341 | 3,850,000 | PRN | SOLE | 3,850,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC1 | NOTE 4.000% 7/1 | 043632AA6 | 7,304 | 7,236,000 | PRN | SOLE | 7,236,000 | 0 | 0 | ||
| BARRETT BILL CORP | NOTE 5.000% 3/1 | 06846NAA2 | 5,030 | 5,030,000 | PRN | SOLE | 5,030,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 5.000%11/1 | 369300AL2 | 6,026 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 10,100 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 5,847 | 6,200,000 | PRN | SOLE | 6,200,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 11,931 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| CTRIP COM INTERNATIONAL LTD | DEBT 1.250%10/1 | 22943FAC4 | 9,476 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 8,938 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 4,525 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| EXELIXIS INC | OPTION | 30161Q954 | 498 | 199,100 | PRN | Put | SOLE | 199,100 | 0 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 7,581 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.375% 5/1 | 393657AD3 | 465 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 6,061 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 6,556 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 4,302 | 3,521,000 | PRN | SOLE | 3,521,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 5,244 | 4,343,000 | PRN | SOLE | 4,343,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 7,567 | 5,857,000 | PRN | SOLE | 5,857,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 4,433 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 10,970 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 3,290 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| THOMPSON CREEK METALS CO INC | UNIT 99/99/9999 | 884768300 | 316 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 6,456 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 10,905 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 3,341 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 8/1 | 98235TAC1 | 7,784 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||