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 |
| ALTRA HOLDINGS INC | NOTE 2.750% 3/0 | 02208RAE6 | 10,699 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| AAR CORP | NOTE 2.250% 3/0 | 000361AM7 | 4,737 | 4,615,000 | SH | SOLE | 4,615,000 | 0 | 0 | ||
| AKORN INC | NOTE 3.500% 6/0 | 009728AB2 | 13,269 | 5,780,000 | SH | SOLE | 5,780,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 9,218 | 8,800,000 | SH | SOLE | 8,800,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 6,889 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 2,102 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 2,277 | 1,859,000 | SH | SOLE | 1,859,000 | 0 | 0 | ||
| CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 9,241 | 7,248,000 | SH | SOLE | 7,248,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 11,247 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 8,144 | 4,475,000 | SH | SOLE | 4,475,000 | 0 | 0 | ||
| CHEMED CORP NEW | NOTE 1.875% 5/1 | 16359RAC7 | 6,274 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 4,230 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 9,158 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 8,266 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AC6 | 6,975 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| ENDO HEALTH SOLUTIONS INC | NOTE 1.750% 4/1 | 29264FAB2 | 7,925 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 15,469 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 15,024 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 8,107 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| GENCO SHIPPING & TRADING LTD | NOTE 5.000% 8/1 | 36869MAA3 | 924 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| GREEN PLAINS RENEWABLE ENERG | NOTE 5.750%11/0 | 393222AB0 | 5,808 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 11,237 | 8,623,000 | SH | SOLE | 8,623,000 | 0 | 0 | ||
| HOME INNS & HOTELS MGMT INC | NOTE 2.000%12/1 | 43713WAB3 | 4,946 | 5,237,000 | SH | SOLE | 5,237,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 4,688 | 4,478,000 | SH | SOLE | 4,478,000 | 0 | 0 | ||
| JAKKS PAC INC | NOTE 4.500%11/0 | 47012EAD8 | 2,070 | 2,244,000 | SH | SOLE | 2,244,000 | 0 | 0 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 13,233 | 8,907,000 | SH | SOLE | 8,907,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 11,790 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 6,311 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 12,250 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 8,105 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 2,161 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| PRICELINE COM INC | NOTE 1.250% 3/1 | 741503AN6 | 17,286 | 5,200,000 | SH | SOLE | 5,200,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 10,703 | 9,708,000 | SH | SOLE | 9,708,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 5,621 | 3,450,000 | SH | SOLE | 3,450,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 4,339 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| PROSHARES TR | PSHS ULSHT 7-10Y | 74347R313 | 5,844 | 20,000,000 | SH | SOLE | 20,000,000 | 0 | 0 | ||
| REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 8,805 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 8,280 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 7,402 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 4,911 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 8,449 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 4,716 | 2,900,000 | SH | SOLE | 2,900,000 | 0 | 0 | ||
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 5,976 | 6,724,000 | SH | SOLE | 6,724,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 5,170 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 3,370 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 6,615 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| UNITED RENTALS INC | NOTE 4.000%11/1 | 911363AL3 | 30,864 | 5,900,000 | SH | SOLE | 5,900,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 5,205 | 5,035,000 | SH | SOLE | 5,035,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 2.875% 9/0 | 928645AA8 | 3,644 | 3,372,000 | SH | SOLE | 3,372,000 | 0 | 0 | ||
| VIROPHARMA INC | NOTE 2.000% 3/1 | 928241AH1 | 21,986 | 10,259,000 | SH | SOLE | 10,259,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 4,612 | 24,600,000 | SH | SOLE | 24,600,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 6,052 | 6,175,000 | SH | SOLE | 6,175,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 2,611 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 4,543 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 9,071 | 8,394,000 | SH | SOLE | 8,394,000 | 0 | 0 | ||