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 |
AAR CORP | NOTE 2.250% 3/0 | 000361AM7 | 2,147 | 2,036,000 | SH | SOLE | 2,036,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 8,308 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 4,435 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 4,607 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
ALASKA COMMUNICATIONS SYS GR | NOTE 6.250% 5/0 | 01167PAE1 | 3,415 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 7,002 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 6,325 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 4,395 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 2,456 | 3,250,000 | SH | SOLE | 3,250,000 | 0 | 0 | ||
BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 318 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 2,917 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 3,141 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 5,338 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 6,609 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 5,220 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 7,618 | 7,070,000 | SH | SOLE | 7,070,000 | 0 | 0 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 6,435 | 6,443,000 | SH | SOLE | 6,443,000 | 0 | 0 | ||
ENERGY XXI BERMUDA LTD | NOTE 3.000%12/1 | 29274UAB7 | 755 | 2,625,000 | SH | SOLE | 2,625,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 2,773 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
FXCM INC | NOTE 2.250% 6/1 | 302693AB2 | 2,708 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 7,530 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 7,577 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 3,983 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 7,172 | 6,750,000 | SH | SOLE | 6,750,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 8,269 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 2,016 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 3,773 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 2,303 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 3,551 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 5,614 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 4,754 | 4,593,000 | SH | SOLE | 4,593,000 | 0 | 0 | ||
PROTALIX BIOTHERAPEUTICS INC | NOTE 4.500% 9/1 | 74365AAB7 | 1,940 | 2,600,000 | SH | SOLE | 2,600,000 | 0 | 0 | ||
QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 8,280 | 7,100,000 | SH | SOLE | 7,100,000 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 4,882 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 6,933 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 117 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 2,589 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 7,661 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 4,215 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 2,674 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 6,146 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 4,317 | 3,201,000 | SH | SOLE | 3,201,000 | 0 | 0 | ||
WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 6,909 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 2,004 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 |