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 INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 12,797 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| AAR CORP | NOTE 2.250% 3/0 | 000361AM7 | 4,288 | 4,183,000 | SH | SOLE | 4,183,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 6,056 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AA7 | 8,160 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 7,174 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 5,662 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 2,743 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 2,476 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 3,054 | 1,475,000 | SH | SOLE | 1,475,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 5,634 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 5,425 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 4,747 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 4,116 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 8,020 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| GAIN CAP HLDGS INC | NOTE 4.125%12/0 | 36268WAA8 | 6,805 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| GENCO SHIPPING & TRADING LTD | NOTE 5.000% 8/1 | 36869MAA3 | 768 | 960,000 | SH | SOLE | 960,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%12/1 | 36191UAB2 | 5,821 | 3,600,000 | SH | SOLE | 3,600,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 11,505 | 5,005,000 | SH | SOLE | 5,005,000 | 0 | 0 | ||
| HOME INNS & HOTELS MGMT INC | NOTE 2.000%12/1 | 43713WAB3 | 6,267 | 6,482,000 | SH | SOLE | 6,482,000 | 0 | 0 | ||
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 9,669 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 4,539 | 4,378,000 | SH | SOLE | 4,378,000 | 0 | 0 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 11,273 | 5,807,000 | SH | SOLE | 5,807,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 9,328 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 6,416 | 5,300,000 | SH | SOLE | 5,300,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 6,181 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 10,701 | 9,750,000 | SH | SOLE | 9,750,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 6,046 | 3,450,000 | SH | SOLE | 3,450,000 | 0 | 0 | ||
| PROSHARES TR | PSHS ULSHT 7-10Y | 74347R313 | 285 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 3,067 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 3,933 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 2,541 | 2,350,000 | SH | SOLE | 2,350,000 | 0 | 0 | ||
| PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 338 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,609 | 2,800,000 | SH | SOLE | 2,800,000 | 0 | 0 | ||
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 3,778 | 4,454,000 | SH | SOLE | 4,454,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 12,059 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 3,322 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 8,575 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 4,027 | 4,050,000 | SH | SOLE | 4,050,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 2.875% 9/0 | 928645AA8 | 3,305 | 3,272,000 | SH | SOLE | 3,272,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 353 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 6,299 | 6,175,000 | SH | SOLE | 6,175,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 8,055 | 5,800,000 | SH | SOLE | 5,800,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 9,886 | 8,400,000 | SH | SOLE | 8,400,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 10,070 | 7,750,000 | SH | SOLE | 7,750,000 | 0 | 0 | ||