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 |
| AGCO CORP | NOTE 1.25%12/1 | 001084AM4 | 10 | 2,000,000 | PRN | SOLE | NONE | 2,000,000 | 0 | 0 | |
| ALLIANT TECHSYSTEMS INC | NOTE 3.000% 8/1 | 018804AK0 | 1,152 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| AMERICAN GREETINGS CORP | CL A | 26375105 | 8,668 | 475,727 | SH | SOLE | NONE | 475,727 | 0 | 0 | |
| ANAREN INC | COM | 32744104 | 5,682 | 247,676 | SH | SOLE | NONE | 247,676 | 0 | 0 | |
| APPLE INC | COM | 37833100 | 1,983 | 5,000 | SH | SOLE | NONE | 5,000 | 0 | 0 | |
| AUTOLIV INC | COM | 52800109 | 883 | 12,275 | SH | SOLE | NONE | 12,275 | 0 | 0 | |
| BANK OF AMERICA CORPORATION | COM | 60505104 | 250 | 20,000 | SH | SOLE | NONE | 20,000 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 67901108 | 1,218 | 60,000 | SH | SOLE | NONE | 60,000 | 0 | 0 | |
| BELO CORP | COM SER A | 80555105 | 5,974 | 428,218 | SH | SOLE | NONE | 428,218 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.875% 4/2 | 09061GAD3 | 74 | 2,000,000 | PRN | SOLE | NONE | 2,000,000 | 0 | 0 | |
| CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 51 | 3,000,000 | PRN | SOLE | NONE | 3,000,000 | 0 | 0 | |
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 4,209 | 2,900,000 | PRN | SOLE | NONE | 2,900,000 | 0 | 0 | |
| CHARTER COMMUNICATIONS INC D | CL A NEW | 16117M305 | 4,775 | 43,000 | SH | SOLE | NONE | 43,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 2,471 | 53,600 | SH | SOLE | NONE | 53,600 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,665 | 1,500,000 | PRN | SOLE | NONE | 1,500,000 | 0 | 0 | |
| CVR ENERGY INC | COM | 12662P108 | 285 | 1,460,338 | SH | SOLE | NONE | 1,460,338 | 0 | 0 | |
| DELL INC | COM | 24702R101 | 1,333 | 100,000 | SH | SOLE | NONE | 100,000 | 0 | 0 | |
| DELL INC | COM | 24702R101 | 20,454 | 1,535,000 | SH | Call | SOLE | NONE | 1,535,000 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,536 | 87,352 | SH | SOLE | NONE | 87,352 | 0 | 0 | |
| ELAN PLC | ADR | 284131208 | 7,483 | 581,772 | SH | SOLE | NONE | 581,772 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 2,085 | 2,000,000 | PRN | SOLE | NONE | 2,000,000 | 0 | 0 | |
| EXACTTARGET INC | COM | 30064K105 | 5,901 | 175,000 | SH | SOLE | NONE | 175,000 | 0 | 0 | |
| FAMILY DLR STORES INC | COM | 307000109 | 591 | 10,000 | SH | SOLE | NONE | 10,000 | 0 | 0 | |
| FISHER COMMUNICATIONS INC | COM | 337756209 | 3,631 | 88,389 | SH | SOLE | NONE | 88,389 | 0 | 0 | |
| GOOGLE INC | CL A | 38259P508 | 1,523 | 1,730 | SH | SOLE | NONE | 1,730 | 0 | 0 | |
| HARRIS TEETER SUPERMARKETS I | COM | 414585109 | 2,054 | 48,089 | SH | SOLE | NONE | 48,089 | 0 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | FRNT 1.625%11/1 | 440543AE6 | 37 | 3,000,000 | PRN | SOLE | NONE | 3,000,000 | 0 | 0 | |
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 1,253 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,905 | 38,000 | SH | SOLE | NONE | 38,000 | 0 | 0 | |
| LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 1,086 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| LOUISIANA PAC CORP | COM | 546347105 | 1,155 | 59,700 | SH | SOLE | NONE | 59,700 | 0 | 0 | |
| LULULEMON ATHLETICA INC | COM | 550021109 | 2,555 | 39,000 | SH | SOLE | NONE | 39,000 | 0 | 0 | |
| MCGRAW HILL FINL INC | COM | 580645109 | 5,798 | 109,000 | SH | SOLE | NONE | 109,000 | 0 | 0 | |
| MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 2,780 | 2,500,000 | PRN | SOLE | NONE | 2,500,000 | 0 | 0 | |
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 2,240 | 2,000,000 | PRN | SOLE | NONE | 2,000,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 1.875% 6/0 | 595112AH6 | 68 | 3,000,000 | PRN | SOLE | NONE | 3,000,000 | 0 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 1,158 | 11,340 | SH | SOLE | NONE | 11,340 | 0 | 0 | |
| MORGAN STANLEY | COM NEW | 617446448 | 2,348 | 101,200 | SH | SOLE | NONE | 101,200 | 0 | 0 | |
| NETSPEND HLDGS INC | COM | 64118V106 | 6,508 | 407,289 | SH | SOLE | NONE | 407,289 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 1,815 | 1,500,000 | PRN | SOLE | NONE | 1,500,000 | 0 | 0 | |
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 4,250 | 231,000 | SH | SOLE | NONE | 231,000 | 0 | 0 | |
| NVR INC | COM | 62944T105 | 2,718 | 2,661 | SH | SOLE | NONE | 2,661 | 0 | 0 | |
| POWER ONE INC NEW | COM | 73930R102 | 9,640 | 1,525,265 | SH | SOLE | NONE | 1,525,265 | 0 | 0 | |
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 1,161 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| RUE21 INC | COM | 781295100 | 5,929 | 142,500 | SH | SOLE | NONE | 142,500 | 0 | 0 | |
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 1,287 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL LTD | NOTE 3.250% 2/0 | G81075AE6 | 1,027 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| ESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 1,123 | 1,000,000 | PRN | SOLE | NONE | 1,000,000 | 0 | 0 | |
| NITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 511 | 500,000 | PRN | SOLE | NONE | 500,000 | 0 | 0 | |
| VARIAN MED SYS INC | COM | 92220P105 | 3,172 | 45,000 | SH | SOLE | NONE | 45,000 | 0 | 0 | |
| WELLS FARGO & CO NEW | COM | 949746101 | 1,589 | 40,840 | SH | SOLE | NONE | 40,840 | 0 | 0 | |
| PO LOGISTICS INC | NOTE 4.500%10/0 | 983793AA8 | 2,422 | 2,000,000 | PRN | SOLE | NONE | 2,000,000 | 0 | 0 | |