The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| AFFILIATED MANAGERS GROUP | NOTE 3.950% 8/1 | 008252AL2 | 12,086 | 9,230,000 | PRN | SOLE | 9,230,000 | 0 | 0 | ||
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 13,215 | 13,340,000 | PRN | SOLE | 13,340,000 | 0 | 0 | ||
| ALLIANT TECHSYSTEMS INC | NOTE 3.000% 8/1 | 018804AK0 | 21,863 | 18,980,000 | PRN | SOLE | 18,980,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | NOTE 5.000% 5/1 | 03938LAK0 | 17,488 | 17,105,000 | PRN | SOLE | 17,105,000 | 0 | 0 | ||
| ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 11,162 | 11,060,000 | PRN | SOLE | 11,060,000 | 0 | 0 | ||
| ARRIS GROUP INC | NOTE 2.000%11/1 | 04269QAC4 | 6,174 | 5,980,000 | PRN | SOLE | 5,980,000 | 0 | 0 | ||
| AVIS BUDGET GROUP | NOTE 3.500%10/0 | 053774AB1 | 275 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 12,802 | 10,990,000 | PRN | SOLE | 10,990,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 27,203 | 28,710,000 | PRN | SOLE | 28,710,000 | 0 | 0 | ||
| COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 5,171 | 3,995,000 | PRN | SOLE | 3,995,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 4,615 | 3,985,000 | PRN | SOLE | 3,985,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 26,162 | 25,095,000 | PRN | SOLE | 25,095,000 | 0 | 0 | ||
| ENDO HEALTH SOLUTIONS INC | NOTE 1.750% 4/1 | 29264FAB2 | 344 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| EXTERRAN HLDGS INC | NOTE 4.250% 6/1 | 30225XAA1 | 15,533 | 12,035,000 | PRN | SOLE | 12,035,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | NOTE 0.875%11/1 | 369300AD0 | 21,418 | 21,445,000 | PRN | SOLE | 21,445,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AC2 | 17,002 | 17,085,000 | PRN | SOLE | 17,085,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 9,922 | 9,575,000 | PRN | SOLE | 9,575,000 | 0 | 0 | ||
| GROUP 1 AUTOMOTIVE INC | FRNT 2.250% 6/1 | 398905AE9 | 21,655 | 18,040,000 | PRN | SOLE | 18,040,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 11,692 | 8,835,000 | PRN | SOLE | 8,835,000 | 0 | 0 | ||
| HERTZ GLOBAL HOLDINGS INC | NOTE 5.250% 6/0 | 42805TAA3 | 1,052 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 21,714 | 21,775,000 | PRN | SOLE | 21,775,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AG6 | 6,273 | 6,105,000 | PRN | SOLE | 6,105,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | FRNT 1.625%11/1 | 440543AE6 | 9,382 | 8,110,000 | PRN | SOLE | 8,110,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 27,308 | 23,850,000 | PRN | SOLE | 23,850,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 21,462 | 21,970,000 | PRN | SOLE | 21,970,000 | 0 | 0 | ||
| INTERNATIONAL GAME TECHNOLOG | NOTE 3.250% 5/0 | 459902AQ5 | 21,640 | 20,295,000 | PRN | SOLE | 20,295,000 | 0 | 0 | ||
| L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 18,346 | 17,975,000 | PRN | SOLE | 17,975,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 20,056 | 18,810,000 | PRN | SOLE | 18,810,000 | 0 | 0 | ||
| LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 18,748 | 18,607,000 | PRN | SOLE | 18,607,000 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | NOTE 6.500%10/0 | 52729NBR0 | 474 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 26,198 | 24,075,000 | PRN | SOLE | 24,075,000 | 0 | 0 | ||
| LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 11,752 | 11,205,000 | PRN | SOLE | 11,205,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 7/1 | 538034AB5 | 20,880 | 20,660,000 | PRN | SOLE | 20,660,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 25,479 | 22,800,000 | PRN | SOLE | 22,800,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.875% 6/0 | 595112AH6 | 8,410 | 7,385,000 | PRN | SOLE | 7,385,000 | 0 | 0 | ||
| MOLSON COORS BREWING CO | NOTE 2.500% 7/3 | 60871RAA8 | 1,002 | 995,000 | PRN | SOLE | 995,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 830 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 18,103 | 18,615,000 | PRN | SOLE | 18,615,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 293 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 19,746 | 19,145,000 | PRN | SOLE | 19,145,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 26,485 | 26,850,000 | PRN | SOLE | 26,850,000 | 0 | 0 | ||
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 27,038 | 26,250,000 | PRN | SOLE | 26,250,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 464 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 21,505 | 18,655,000 | PRN | SOLE | 18,655,000 | 0 | 0 | ||
| REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 293 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 16,850 | 16,425,000 | PRN | SOLE | 16,425,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 3.000% 12/0 | 74973WAA5 | 6,435 | 5,890,000 | PRN | SOLE | 5,890,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 5,886 | 6,480,000 | PRN | SOLE | 6,480,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 7,197 | 6,010,000 | PRN | SOLE | 6,010,000 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 861 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 17,053 | 15,790,000 | PRN | SOLE | 15,790,000 | 0 | 0 | ||
| STEWART ENTERPRISES INC | NOTE 3.125% 7/1 | 860370AH8 | 2,836 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 4.375% 6/0 | 874054AA7 | 355 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| TEREX CORP NEW | NOTE 4.000% 6/0 | 880779AV5 | 435 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 15,279 | 14,630,000 | PRN | SOLE | 14,630,000 | 0 | 0 | ||
| TIBCO SOFTWARE INC | NOTE 2.250% 5/0 | 88632QAB9 | 23,497 | 23,975,000 | PRN | SOLE | 23,975,000 | 0 | 0 | ||
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 13,959 | 14,870,000 | PRN | SOLE | 14,870,000 | 0 | 0 | ||
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 27,079 | 23,095,000 | PRN | SOLE | 23,095,000 | 0 | 0 | ||
| TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 572 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 3.250% 5/1 | 87305RAC3 | 17,441 | 17,365,000 | PRN | SOLE | 17,365,000 | 0 | 0 | ||
| UNITED THERAPEUTICS CORP DEL | NOTE 1.000% 9/1 | 91307CAF9 | 366 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500% 11/0 | 93317WAA0 | 12,221 | 12,085,000 | PRN | SOLE | 12,085,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 20,655 | 22,210,000 | PRN | SOLE | 22,210,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 615 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||