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 | 1,040 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| AEGEAN MARINE | NOTE 4.0% 11/0 | Y0020QAA9 | 1,588 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| AK STL CORP | NOTE 5.0% 11/1 | 001546AP5 | 1,635 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ALPHA NATURAL RE | NOTE 4.875% 12/1 | 02076XAF9 | 1,078 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ALTRA INDL MOTIO | NOTE 2.75% 3/0 | 02208RAE6 | 2,073 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| AMERICAN RLTY | NOTE 3.0% 8/0 | 02917TAA2 | 2,006 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ASCENT CAP GR | NOTE 4.0% 7/1 | 043632AA6 | 1,345 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| BLACKSTONE MTG TR | NOTE 5.25% 12/0 | 09257WAA8 | 1,053 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BOTTOMLINE TEC | NOTE 1.5% 12/0 | 101388AA4 | 1,937 | 1,430,000 | PRN | SOLE | 1,430,000 | 0 | 0 | ||
| CADENCE DESIGN | NOTE 2.625% 6/1 | 127387AJ7 | 3,764 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CEMEX SAB DE C | NOTE 3.25% 3/16 | 151290BB8 | 1,979 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| CEMEX SAB DE C | NOTE 3.75% 3/18 | 151290BC6 | 1,363 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.0% 8/0 | 16115QAC4 | 5,025 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY | PFD CONV | 165167784 | 1,508 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 157 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| CROWN CASTLE INTL | CNV PFD STK SR A | 228227500 | 2,560 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
| DEALERTRACK TECH | NOTE 1.5% 3/1 | 242309AB8 | 2,089 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ENDO PHARMACEU | NOTE 1.75% 4/1 | 29264FAB2 | 4,633 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ENERGY XXI BER | CONV PRF | 29274U309 | 1,030 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 3,094 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| ENPRO INDS INC | DBCV 3.938% 10/ | 29355XAB3 | 3,601 | 2,040,000 | PRN | SOLE | 2,040,000 | 0 | 0 | ||
| GT ADVANCED TE | NOTE 3.0% 12/15 | 36191UAB2 | 1,121 | 1,100,000 | PRN | SOLE | 1,100,000 | 0 | 0 | ||
| GILEAD SCIENCE | NOTE 1.625% 5/1 | 375558AP8 | 12,540 | 3,800,000 | PRN | SOLE | 3,800,000 | 0 | 0 | ||
| GREEN PLAINS REN | NOTE 5.75% 11/0 | 393222AB0 | 2,181 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| GROUP 1 AUTOMO | NOTE 3.0% 3/15/ | 398905AG4 | 2,003 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| GROUP 1 AUTOMO | NOTE 2.25% 6/15 | 398905AE9 | 1,265 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| HEALTHCARE REI | CONV PRF | 42217K601 | 2,179 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 2,129 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.25% 9/1 | 55292PAA3 | 1,528 | 1,175,000 | PRN | SOLE | 1,175,000 | 0 | 0 | ||
| MICRON TECHNOL | NOTE 3.0% 11/15 | 595112AY9 | 1,139 | 1,150,000 | PRN | SOLE | 1,150,000 | 0 | 0 | ||
| MICRON TECHNOL | NOTE 2.375% 5/1 | 595112AW3 | 6,392 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.75% 9/1 | 628530AJ6 | 3,280 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.5% 2/1 | 681904AQ1 | 1,015 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| PPL CORP | UNIT | 69351T114 | 1,613 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
| POWERSHARES QQ | UNIT SER 1 | 73935A104 | 1,231 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| RAIT FINANCIAL TR | NOTE 4.0% 10/0 | 749227AB0 | 996 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| RTI INTL METAL | NOTE 3.0% 12/0 | 74973WAB3 | 3,435 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| RADIAN GROUP I | NOTE 3.0% 11/1 | 750236AN1 | 4,109 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
| RESOURCE CAP CORP | NOTE 6.0% 12/0 | 76120WAA2 | 1,008 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| RYLAND GROUP I | NOTE 1.625% 5/1 | 783764AQ6 | 4,583 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SALIX PHARMACEU | NOTE 1.5% 3/1 | 795435AE6 | 2,993 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.5% 8/1 | 80004CAD3 | 3,692 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.75% 11/0 | 83416TAA8 | 1,783 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| STANLEY BLACK & DEC | UNIT | 854502804 | 1,544 | 15,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| STARWOOD PPTY | NOTE 4.0% 1/15/ | 85571BAB1 | 1,111 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES | NOTE 1.75% 12/15 | 87305RAD1 | 2,168 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.5% 6/0 | 88160RAA9 | 3,120 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| UNITED THERAPE | NOTE 1.0% 9/15/ | 91307CAF9 | 3,562 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| WEB COM INC | NOTE 1.0% 8/15 | 94733AAA2 | 1,401 | 1,240,000 | PRN | SOLE | 1,240,000 | 0 | 0 | ||