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 | 860 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| AK STL CORP | NOTE 5.0% 11/1 | 001546AP5 | 942 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AKORN INC | NOTE 3.5% 6/0 | 009728AB2 | 3,443 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALTRA HOLDINGS | NOTE 2.75% 3/0 | 02208RAE6 | 1,191 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AMERICAN RLTY | NOTE 3.0% 8/0 | 02917TAA2 | 1,422 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ASCENT CAP GR | NOTE 4.0% 7/1 | 043632AA6 | 1,308 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| BOTTOMLINE TEC | NOTE 1.5% 12/0 | 101388AA4 | 1,350 | 1,180,000 | PRN | SOLE | 1,180,000 | 0 | 0 | ||
| CADENCE DESIGN | NOTE 2.625% 6/1 | 127387AJ7 | 3,644 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CEMEX SAB DE C | NOTE 3.25% 3/16 | 151290BB8 | 1,913 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| CEMEX SAB DE C | NOTE 3.75% 3/18 | 151290BC6 | 1,302 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.0% 8/0 | 16115QAC4 | 6,075 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 164 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| CONTINENTAL AI | NOTE 4.5% 1/1 | 210795PU8 | 3,590 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| CUBIST PHARMAC | NOTE 2.5% 11/0 | 229678AD9 | 3,383 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ENDO PHARMACEU | NOTE 1.75% 4/1 | 29264FAB2 | 3,180 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ENERGY XXI BER | CONV PRF | 29274U309 | 1,898 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 2,709 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| ENPRO INDS INC | DBCV 3.938% 10/ | 29355XAB3 | 3,759 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
| EXTERRAN HLDGS | NOTE 4.25% 6/1 | 30225XAA1 | 2,183 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| FORESTAR GROUP | NOTE 3.75% 3/0 | 346232AB7 | 1,510 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
| GT ADVANCED TE | NOTE 3.0% 10/0 | 36191UAA4 | 1,303 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| GENERAL MTRS C | W EXP 07/10/201 | 37045V126 | 791 | 42,212 | SH | SOLE | 42,212 | 0 | 0 | ||
| GILEAD SCIENCE | NOTE 1.625% 5/1 | 375558AP8 | 13,162 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
| GREEN PLAINS REN | NOTE 5.75% 11/0 | 393222AB0 | 1,953 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| GROUP 1 AUTOMO | NOTE 3.0% 3/15/ | 398905AG4 | 2,155 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| HEALTHCARE REI | CONV PRF | 42217K601 | 2,446 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.25% 9/1 | 55292PAA3 | 2,592 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| MERRIMACK PHAR | NOTE 4.5% 7/1 | 590328AA8 | 499 | 550,000 | PRN | SOLE | 550,000 | 0 | 0 | ||
| MICRON TECHNOL | NOTE 1.875% 8/1 | 595112AR4 | 4,691 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| MICRON TECHNOL | NOTE 2.375% 5/1 | 595112AW3 | 2,868 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| NEXTERA ENERGY | UNIT 9/1/16 | 65339F861 | 1,452 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| NEXTERA ENERGY | UNIT 9/1/15 | 65339F887 | 1,639 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.5% 2/1 | 681904AQ1 | 955 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| PPL CORP | UNIT | 69351T114 | 1,639 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
| POWERSHARES QQ | UNIT SER 1 | 73935A104 | 1,373 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
| RTI INTL METAL | NOTE 3.0% 12/0 | 74973WAB3 | 3,372 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| RADIAN GROUP I | NOTE 3.0% 11/1 | 750236AN1 | 4,316 | 2,950,000 | PRN | SOLE | 2,950,000 | 0 | 0 | ||
| RYLAND GROUP I | NOTE 1.625% 5/1 | 783764AQ6 | 4,378 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.5% 8/1 | 80004CAD3 | 1,994 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| STARWOOD PPTY | NOTE 4.0% 1/15/ | 85571BAB1 | 1,558 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| STILLWATER MNG | NOTE 1.75% 10/1 | 86074QAL6 | 1,839 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| TEREX CORP NEW | NOTE 4.0% 6/0 | 880779AV5 | 2,655 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.5% 6/0 | 88160RAA9 | 1,694 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| UNITED THERAPE | NOTE 1.0% 9/15/ | 91307CAF9 | 2,549 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| VIROPHARMA INC | NOTE 2.0% 3/1 | 928241AH1 | 5,361 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| WEB COM INC | NOTE 1.0% 8/15 | 94733AAA2 | 2,552 | 2,240,000 | PRN | SOLE | 2,240,000 | 0 | 0 | ||