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 |
| ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 2,882 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 2,280 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 3,154 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| ALASKA COMMUNICATIONS SYS GR | NOTE 6.250% 5/0 | 01167PAE1 | 988 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 4,541 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 750 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 1,830 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 995 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 4,705 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 2,278 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 2,450 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 2,801 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 4,345 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 3,048 | 3,200,000 | SH | SOLE | 3,200,000 | 0 | 0 | ||
| FXCM INC | NOTE 2.250% 6/1 | 302693AB2 | 535 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,693 | 3,900,000 | SH | SOLE | 3,900,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 3,205 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,815 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 4,154 | 3,250,000 | SH | SOLE | 3,250,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,297 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 1,138 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,007 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 3,844 | 3,750,000 | SH | SOLE | 3,750,000 | 0 | 0 | ||
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 3,406 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 3,448 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 811 | 843,000 | SH | SOLE | 843,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 3,611 | 3,055,000 | SH | SOLE | 3,055,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,220 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 2,120 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 3,046 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,137 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PROTALIX BIOTHERAPEUTICS INC | NOTE 7.500%11/1 | 74365AAD3 | 683 | 788,000 | SH | SOLE | 788,000 | 0 | 0 | ||