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 |
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 3,264 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 760 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 1,927 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 3,896 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 1,868 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 1,775 | 1,884,000 | SH | SOLE | 1,884,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 2,829 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 3,514 | 4,250,000 | SH | SOLE | 4,250,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 2,974 | 3,200,000 | SH | SOLE | 3,200,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,025 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,511 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 3,735 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 3,458 | 2,250,000 | SH | SOLE | 2,250,000 | 0 | 0 | ||
| HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052WAA2 | 1,360 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 3,107 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 1,105 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 980 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 2,757 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 2,469 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 2,868 | 2,800,000 | SH | SOLE | 2,800,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 790 | 793,000 | SH | SOLE | 793,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 3,899 | 3,055,000 | SH | SOLE | 3,055,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,431 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 1,141 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 1,981 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 3,519 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,261 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 513 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 835 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||