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 |
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 15,923 | 14,385,000 | PRN | SOLE | 14,385,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 11,628 | 11,385,000 | PRN | SOLE | 11,385,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | NOTE 5.000% 5/1 | 03938LAK0 | 17,096 | 17,035,000 | PRN | SOLE | 17,035,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 9,965 | 9,390,000 | PRN | SOLE | 9,390,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750% 12/1 | 02917TAB0 | 20,305 | 18,695,000 | PRN | SOLE | 18,695,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 14,189 | 11,480,000 | PRN | SOLE | 11,480,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 30,483 | 29,885,000 | PRN | SOLE | 29,885,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 23,382 | 22,895,000 | PRN | SOLE | 22,895,000 | 0 | 0 | ||
| COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 5,726 | 4,915,000 | PRN | SOLE | 4,915,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 4,371 | 3,070,000 | PRN | SOLE | 3,070,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 31,743 | 27,305,000 | PRN | SOLE | 27,305,000 | 0 | 0 | ||
| EXTERRAN HLDGS INC | NOTE 4.250% 6/1 | 30225XAA1 | 7,788 | 4,095,000 | PRN | SOLE | 4,095,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AG3 | 15,102 | 14,607,000 | PRN | SOLE | 14,607,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 22,774 | 16,031,000 | PRN | SOLE | 16,031,000 | 0 | 0 | ||
| GROUP 1 AUTOMOTIVE INC | FRNT 2.250% 6/1 | 398905AE9 | 22,066 | 18,240,000 | PRN | SOLE | 18,240,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 12,134 | 10,235,000 | PRN | SOLE | 10,235,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 28,583 | 27,920,000 | PRN | SOLE | 27,920,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AG6 | 2,455 | 2,315,000 | PRN | SOLE | 2,315,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 30,899 | 22,730,000 | PRN | SOLE | 22,730,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 23,934 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| INTERNATIONAL GAME TECHNOLOG | NOTE 3.250% 5/0 | 459902AQ5 | 18,117 | 18,080,000 | PRN | SOLE | 18,080,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 16,237 | 11,660,000 | PRN | SOLE | 11,660,000 | 0 | 0 | ||
| L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 9,616 | 7,230,000 | PRN | SOLE | 7,230,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 31,089 | 26,830,000 | PRN | SOLE | 26,830,000 | 0 | 0 | ||
| LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 25,112 | 24,787,000 | PRN | SOLE | 24,787,000 | 0 | 0 | ||
| LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 3,420 | 3,230,000 | PRN | SOLE | 3,230,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 7/1 | 538034AB5 | 22,385 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
| MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 18,336 | 12,135,000 | PRN | SOLE | 12,135,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 34,353 | 23,560,000 | PRN | SOLE | 23,560,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 13,732 | 13,695,000 | PRN | SOLE | 13,695,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 26,867 | 26,720,000 | PRN | SOLE | 26,720,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 33,754 | 28,335,000 | PRN | SOLE | 28,335,000 | 0 | 0 | ||
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 31,517 | 29,510,000 | PRN | SOLE | 29,510,000 | 0 | 0 | ||
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 25,240 | 21,550,000 | PRN | SOLE | 21,550,000 | 0 | 0 | ||
| REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 4,989 | 4,870,000 | PRN | SOLE | 4,870,000 | 0 | 0 | ||
| ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 9,375 | 9,265,000 | PRN | SOLE | 9,265,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 23,535 | 23,017,000 | PRN | SOLE | 23,017,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 13,038 | 13,270,000 | PRN | SOLE | 13,270,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 25,175 | 26,500,000 | PRN | SOLE | 26,500,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 7,777 | 4,605,000 | PRN | SOLE | 4,605,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500% 12/1 | 811904AM3 | 21,629 | 18,100,000 | PRN | SOLE | 18,100,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 21,464 | 18,775,000 | PRN | SOLE | 18,775,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 10,211 | 9,460,000 | PRN | SOLE | 9,460,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 12,929 | 10,105,000 | PRN | SOLE | 10,105,000 | 0 | 0 | ||
| TIBCO SOFTWARE INC | NOTE 2.250% 5/0 | 88632QAB9 | 26,962 | 26,745,000 | PRN | SOLE | 26,745,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750% 12/0 | 928645AB6 | 29,889 | 30,130,000 | PRN | SOLE | 30,130,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500% 11/0 | 93317WAA0 | 25,045 | 26,485,000 | PRN | SOLE | 26,485,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 27,982 | 27,635,000 | PRN | SOLE | 27,635,000 | 0 | 0 | ||