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 |
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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 | NOTE 3.500% 2/0 | 004397AD7 | 2,850 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
AFFYMETRIX INC NOTE 4.000% 7/0 | NOTE 4.000% 7/0 | 00826TAH1 | 1,000 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 | NOTE 2.500% 2/1 | 00163UAA4 | 1,000 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ASCENT CAP GROUP INC NOTE 4.000% 7/1 | NOTE 4.000% 7/1 | 043632AA6 | 3,486 | 3,486,000 | PRN | SOLE | 3,486,000 | 0 | 0 | ||
BLUCORA INC NOTE 4.250% 4/0 | NOTE 4.250% 4/0 | 095229AB6 | 2,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
CARRIAGE SVCS INC NOTE 2.750% 3/1 | NOTE 2.750% 3/1 | 143905AM9 | 2,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
DEPOMED INC NOTE 2.500% 9/0 | NOTE 2.500% 9/0 | 249908AA2 | 4,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ENCORE CAP GROUP INC NOTE 3.000%11/2 | NOTE 3.000%11/2 | 292554AD4 | 3,750 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
ENERNOC INC DBCV 2.250% 8/1 ADDED | DBCV 2.250% 8/1 ADDED | 292764AB3 | 2,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
EXELIXIS INC NOTE 4.250% 8/1 | NOTE 4.250% 8/1 | 30161QAC8 | 2,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 | FRNT 4.500%11/1 | 369300AL2 | 3,000 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 | NOTE 1.500% 3/1 | 451055AF4 | 3,000 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 ADDED | NOTE 0.750% 8/1 ADDED | 53220KAD0 | 2,500 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
M/I HOMES INC NOTE 3.250% 9/1 | NOTE 3.250% 9/1 | 55292PAA3 | 4,343 | 4,343,000 | PRN | SOLE | 4,343,000 | 0 | 0 |