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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
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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 004397AD7 1,098 1,000,000 PRN   SOLE NONE 1,000,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2,029 2,230,000 PRN   SOLE NONE 2,230,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,134 1,730,000 PRN   SOLE NONE 1,730,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 2,361 2,500 SH   SOLE NONE 2,500 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 2,918 2,150,000 PRN   SOLE NONE 2,150,000 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 943 1,300,000 PRN   SOLE NONE 1,300,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 1,676 2,070,000 PRN   SOLE NONE 2,070,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2,349 1,800,000 PRN   SOLE NONE 1,800,000 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 1,794 1,620,000 PRN   SOLE NONE 1,620,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 859 1,210,000 PRN   SOLE NONE 1,210,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 1,666 1,000,000 PRN   SOLE NONE 1,000,000 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 1,877 1,775,000 PRN   SOLE NONE 1,775,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 3,384 2,840,000 PRN   SOLE NONE 2,840,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 854 1,000,000 PRN   SOLE NONE 1,000,000 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 1,167 925,000 PRN   SOLE NONE 925,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 805 1,400,000 PRN   SOLE NONE 1,400,000 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 1,956 1,195,000 PRN   SOLE NONE 1,195,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 1,781 1,500,000 PRN   SOLE NONE 1,500,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2,739 2,300,000 PRN   SOLE NONE 2,300,000 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 2,697 2,000,000 PRN   SOLE NONE 2,000,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,378 1,480,000 PRN   SOLE NONE 1,480,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 2,588 2,000,000 PRN   SOLE NONE 2,000,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 2,029 1,560,000 PRN   SOLE NONE 1,560,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 1,746 1,000,000 PRN   SOLE NONE 1,000,000 0 0
NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 1,283 1,300,000 PRN   SOLE NONE 1,300,000 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 1,029 20,000 SH   SOLE NONE 20,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 1,801 2,044,000 PRN   SOLE NONE 2,044,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 973 1,080,000 PRN   SOLE NONE 1,080,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 961 1,000,000 PRN   SOLE NONE 1,000,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 1,533 1,015,000 PRN   SOLE NONE 1,015,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2,258 2,350,000 PRN   SOLE NONE 2,350,000 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 3,946 88,250 SH   SOLE NONE 88,250 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 1,513 2,000,000 PRN   SOLE NONE 2,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 932 1,000,000 PRN   SOLE NONE 1,000,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2,707 1,900,000 PRN   SOLE NONE 1,900,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 1,980 2,250,000 PRN   SOLE NONE 2,250,000 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 1,983 2,000,000 PRN   SOLE NONE 2,000,000 0 0