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 |
| ACTAVIS PLC | PFD CONV SER A | G0177J116 | 1,415 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
| ACORDA THERAP | NOTE 1.75% 6/15 | 00484MAA4 | 911 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ALTRA HOLDINGS | NOTE 2.75% 3/0 | 02208RAE6 | 1,555 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ANADARKO PETE CORP | UNIT | 032511107 | 744 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| ANTHEM INC | UNIT 5/1/2018 | 036752202 | 967 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 254 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS | NOTE 2.25% 6/0 | 049164BH8 | 1,094 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.25% 3/1 | 16411RAG4 | 938 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 184 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| GENERAL MTRS CO | COM | 37045V100 | 141 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
| INTEL CORP | SDCV 3.25% 8/0 | 458140AF7 | 3,018 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.0% 12/0 | 67066GAC8 | 1,318 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| POWERSHARES QQ | UNIT SER 1 | 73935A104 | 763 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 1.25% 12/1 | 743424AB9 | 1,628 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.25% 12/1 | 74838JAA9 | 1,162 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.5% 8/1 | 80004CAD3 | 1,241 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.5% 12/1 | 811904AM3 | 1,675 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| SUNEDISON INC | COM | 86732YAC3 | 72 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| TESARO INC | NOTE 3.0% 10/0 | 881569AA5 | 1,390 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TRINITY INDS INC | NOTE 3.875% 6/1 | 896522AF6 | 1,474 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| VIPSHOP HLDGS LT | NOTE 1.5% 3/1 | 92763WAA1 | 1,754 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
| WPX ENERGY INC | PFD | 98212B202 | 715 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||