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 | 8,388 | 7,915,000 | PRN | SOLE | 7,915,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 5,816 | 5,835,000 | PRN | SOLE | 5,835,000 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750% 12/1 | 02917TAB0 | 24,091 | 24,060,000 | PRN | SOLE | 24,060,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 5.125% 6/0 | 04010LAD5 | 22,845 | 21,835,000 | PRN | SOLE | 21,835,000 | 0 | 0 | ||
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 9,992 | 9,665,000 | PRN | SOLE | 9,665,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 16,929 | 15,970,000 | PRN | SOLE | 15,970,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 9,224 | 8,580,000 | PRN | SOLE | 8,580,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 28,957 | 28,670,000 | PRN | SOLE | 28,670,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 21,965 | 22,355,000 | PRN | SOLE | 22,355,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 3,325 | 2,560,000 | PRN | SOLE | 2,560,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 29,205 | 23,720,000 | PRN | SOLE | 23,720,000 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 27,038 | 26,155,000 | PRN | SOLE | 26,155,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AG3 | 17,356 | 16,335,000 | PRN | SOLE | 16,335,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 13,156 | 6,495,000 | PRN | SOLE | 6,495,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 3,779 | 3,085,000 | PRN | SOLE | 3,085,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AG6 | 6,209 | 5,722,000 | PRN | SOLE | 5,722,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 21,901 | 20,710,000 | PRN | SOLE | 20,710,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 4,116 | 4,189,000 | PRN | SOLE | 4,189,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 13,612 | 10,765,000 | PRN | SOLE | 10,765,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 21,738 | 20,325,000 | PRN | SOLE | 20,325,000 | 0 | 0 | ||
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 608 | 475,000 | PRN | SOLE | 475,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 12,636 | 9,210,000 | PRN | SOLE | 9,210,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 5,034 | 4,990,000 | PRN | SOLE | 4,990,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 27,012 | 21,290,000 | PRN | SOLE | 21,290,000 | 0 | 0 | ||
| MACQUARIE INFRASTR CO LLC | NOTE 2.875% 7/1 | 55608BAA3 | 18,310 | 16,495,000 | PRN | SOLE | 16,495,000 | 0 | 0 | ||
| MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 17,634 | 12,235,000 | PRN | SOLE | 12,235,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 12,802 | 10,110,000 | PRN | SOLE | 10,110,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 10,553 | 10,810,000 | PRN | SOLE | 10,810,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 21,782 | 20,990,000 | PRN | SOLE | 20,990,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 19,727 | 19,258,000 | PRN | SOLE | 19,258,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 26,774 | 27,085,000 | PRN | SOLE | 27,085,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 28,425 | 25,465,000 | PRN | SOLE | 25,465,000 | 0 | 0 | ||
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 23,105 | 22,163,000 | PRN | SOLE | 22,163,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 2,389 | 2,140,000 | PRN | SOLE | 2,140,000 | 0 | 0 | ||
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 23,587 | 22,408,000 | PRN | SOLE | 22,408,000 | 0 | 0 | ||
| ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 4,654 | 4,645,000 | PRN | SOLE | 4,645,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 26,189 | 25,197,000 | PRN | SOLE | 25,197,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 288 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 21,569 | 22,438,000 | PRN | SOLE | 22,438,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 22,872 | 25,030,000 | PRN | SOLE | 25,030,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 26,401 | 23,795,000 | PRN | SOLE | 23,795,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 1,044 | 432,000 | PRN | SOLE | 432,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500% 12/1 | 811904AM3 | 20,203 | 18,815,000 | PRN | SOLE | 18,815,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 23,071 | 22,290,000 | PRN | SOLE | 22,290,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 28,570 | 26,670,000 | PRN | SOLE | 26,670,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 19,634 | 20,650,000 | PRN | SOLE | 20,650,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 10,952 | 8,515,000 | PRN | SOLE | 8,515,000 | 0 | 0 | ||
| TIBCO SOFTWARE INC | NOTE 2.250% 5/0 | 88632QAB9 | 19,474 | 19,445,000 | PRN | SOLE | 19,445,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 27,978 | 27,750,000 | PRN | SOLE | 27,750,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750% 12/0 | 928645AB6 | 15,769 | 18,213,000 | PRN | SOLE | 18,213,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500% 11/0 | 93317WAA0 | 25,938 | 31,015,000 | PRN | SOLE | 31,015,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 26,171 | 25,975,000 | PRN | SOLE | 25,975,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 481 | 290,000 | PRN | SOLE | 290,000 | 0 | 0 | ||