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 |
| AAR CORP | NOTE 2.250% 3/0 | 000361AM7 | 3,581 | 3,615,000 | SH | SOLE | 3,615,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 8,480 | 8,800,000 | SH | SOLE | 8,800,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AC9 | 2,513 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 11,794 | 8,255,000 | SH | SOLE | 8,255,000 | 0 | 0 | ||
| ALTRA HOLDINGS INC | NOTE 2.750% 3/0 | 02208RAE6 | 10,806 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 3,684 | 3,850,000 | SH | SOLE | 3,850,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 568 | 24,600 | SH | SOLE | 24,600 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 3,552 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 7,948 | 6,623,000 | SH | SOLE | 6,623,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 8,704 | 4,475,000 | SH | SOLE | 4,475,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 15,526 | 8,850,000 | SH | SOLE | 8,850,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 4,640 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AC6 | 6,662 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 13,131 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 15,176 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| EXIDE TECHNOLOGIES | FRNT 9/1 | 302051AL1 | 150 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 8,465 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 7,105 | 8,323,000 | SH | SOLE | 8,323,000 | 0 | 0 | ||
| GENCO SHIPPING & TRADING LTD | NOTE 5.000% 8/1 | 36869MAA3 | 557 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| GREEN PLAINS RENEWABLE ENERG | NOTE 5.750%11/0 | 393222AB0 | 9,786 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| CHEMED CORP NEW | NOTE 1.875% 5/1 | 16359RAC7 | 6,338 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 4,247 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 9,820 | 9,581,000 | SH | SOLE | 9,581,000 | 0 | 0 | ||
| COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 10,457 | 8,090,000 | SH | SOLE | 8,090,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 4,068 | 3,778,000 | SH | SOLE | 3,778,000 | 0 | 0 | ||
| IXIA | NOTE 3.000%12/1 | 45071RAB5 | 1,502 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| JAKKS PAC INC | NOTE 4.500%11/0 | 47012EAD8 | 8,782 | 8,696,000 | SH | SOLE | 8,696,000 | 0 | 0 | ||
| JINKOSOLAR HLDG CO LTD | NOTE 4.000% 5/1 | 47759TAA8 | 624 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 7,979 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 10,991 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| HERTZ GLOBAL HOLDINGS INC | NOTE 5.250% 6/0 | 42805TAA3 | 21,056 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| HOME INNS & HOTELS MGMT INC | NOTE 2.000%12/1 | 43713WAB3 | 3,277 | 3,737,000 | SH | SOLE | 3,737,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 8,575 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 6,086 | 4,650,000 | SH | SOLE | 4,650,000 | 0 | 0 | ||
| UNITED RENTALS INC | NOTE 4.000%11/1 | 911363AL3 | 26,446 | 5,900,000 | SH | SOLE | 5,900,000 | 0 | 0 | ||
| VIROPHARMA INC | NOTE 2.000% 3/1 | 928241AH1 | 13,601 | 8,259,000 | SH | SOLE | 8,259,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 2.875% 9/0 | 928645AA8 | 3,362 | 3,372,000 | SH | SOLE | 3,372,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 7,372 | 8,035,000 | SH | SOLE | 8,035,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 2,448 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 6,082 | 6,175,000 | SH | SOLE | 6,175,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 14,331 | 11,115,000 | SH | SOLE | 11,115,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 25,471 | 10,725,000 | SH | SOLE | 10,725,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 2,309 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 4,164 | 2,450,000 | SH | SOLE | 2,450,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 10,673 | 9,708,000 | SH | SOLE | 9,708,000 | 0 | 0 | ||
| PROSHARES TR | PSHS ULSHT 7-10Y | 74347R313 | 590 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 9,945 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 3.000%12/0 | 74973WAA5 | 8,517 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| XPO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 1,618 | 1,300,000 | SH | SOLE | 1,300,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 3,752 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 7,684 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 4.375% 6/0 | 874054AA7 | 6,387 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 4,888 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 7,456 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 9,278 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 6,581 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 10,688 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||