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 |
| ARCELORMITTAL | MAND CV NT 16 | L0302D178 | 751 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| AGCO CORP | NOTE 1.25% 12/1 | 001084AM4 | 1,868 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| AK STL CORP | NOTE 5.0% 11/1 | 001546AP5 | 858 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AKORN INC | NOTE 3.5% 6/0 | 009728AB2 | 2,520 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALCOA INC | NOTE 5.5% 3/1 | 013817AT8 | 1,586 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| ALTRA HOLDINGS | NOTE 2.75% 3/0 | 02208RAE6 | 1,795 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| BARNES GROUP I | NOTE 3.375% 3/1 | 067806AD1 | 1,701 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| BOTTOMLINE TEC | NOTE 1.5% 12/0 | 101388AA4 | 2,348 | 2,180,000 | PRN | SOLE | 2,180,000 | 0 | 0 | ||
| CADENCE DESIGN | NOTE 2.625% 6/1 | 127387AJ7 | 6,805 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| CEMEX SAB DE C | NOTE 3.25% 3/16 | 151290BB8 | 1,826 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| CEMEX SAB DE C | NOTE 3.75% 3/18 | 151290BC6 | 1,236 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.0% 8/0 | 16115QAC4 | 4,899 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 170 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| CONTINENTAL AI | NOTE 4.5% 1/1 | 210795PU8 | 3,675 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| CUBIST PHARMAC | NOTE 2.5% 11/0 | 229678AD9 | 4,392 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ENDO PHARMACEU | NOTE 1.75% 4/1 | 29264FAB2 | 2,007 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ENERGY XXI BER | CONV PRF | 29274U309 | 1,537 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 2,293 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| ENPRO INDS INC | DBCV 3.938% 10/ | 29355XAB3 | 2,005 | 1,265,000 | PRN | SOLE | 1,265,000 | 0 | 0 | ||
| EXTERRAN HLDGS | NOTE 4.25% 6/1 | 30225XAA1 | 2,260 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| FORESTAR GROUP | NOTE 3.75% 3/0 | 346232AB7 | 1,462 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
| GENERAL MTRS C | W EXP 07/10/201 | 37045V126 | 696 | 42,212 | SH | SOLE | 42,212 | 0 | 0 | ||
| GILEAD SCIENCE | NOTE 1.625% 5/1 | 375558AP8 | 11,903 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| GROUP 1 AUTOMO | FRNT 2.25% 6/1 | 398905AE9 | 2,780 | 2,325,000 | PRN | SOLE | 2,325,000 | 0 | 0 | ||
| GROUP 1 AUTOMO | NOTE 3.0% 3/15/ | 398905AG4 | 1,820 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| GENCORP INC | SDCV 4.062% 12/ | 368682AN0 | 1,854 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| HEALTHCARE REI | CONV PRF | 42217K601 | 2,639 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.25% 9/1 | 55292PAA3 | 2,734 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| MICRON TECHNOL | NOTE 1.875% 8/1 | 595112AR4 | 3,894 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| MICRON TECHNOL | NOTE 1.875% 6/1 | 595112AK9 | 805 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| NEXTERA ENERGY | UNIT 9/1/15 | 65339F887 | 1,676 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| PPL CORP | UNIT | 69351T114 | 1,650 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
| POWERSHARES QQ | UNIT SER 1 | 73935A104 | 1,176 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| RTI INTL METAL | NOTE 3.0% 12/0 | 74973WAB3 | 3,078 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| RADIAN GROUP I | NOTE 3.0% 11/1 | 750236AN1 | 3,778 | 2,950,000 | PRN | SOLE | 2,950,000 | 0 | 0 | ||
| RYLAND GROUP I | NOTE 1.625% 5/1 | 783764AQ6 | 4,343 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| STARWOOD PPTY | NOTE 4.0% 1/15/ | 85571BAB1 | 2,559 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| STILLWATER MNG | NOTE 1.75% 10/1 | 86074QAL6 | 1,824 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| TEREX CORP NEW | NOTE 4.0% 6/0 | 880779AV5 | 2,164 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| UNITED RENTALS | NOTE 4.0% 11/1 | 911363AL3 | 4,479 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| UNITED THERAPE | NOTE 1.0% 9/15/ | 91307CAF9 | 2,183 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| VIROPHARMA INC | NOTE 2.0% 3/1 | 928241AH1 | 4,103 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| WESTERN REFNG | NOTE 5.75% 6/1 | 959319AC8 | 4,357 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| WEYERHAEUSER C | CONV PRF | 962166872 | 1,632 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||