The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 1,036 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AC9 | 1,691 | 1,340,000 | PRN | SOLE | 1,340,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 2,390 | 2,160,000 | PRN | SOLE | 2,160,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 2,193 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,796 | 1,690,000 | PRN | SOLE | 1,690,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AC6 | 2,989 | 2,470,000 | PRN | SOLE | 2,470,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 1,361 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 2,869 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 1,310 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 2,830 | 23,620 | PRN | SOLE | 23,620 | 0 | 0 | ||
| GENCORP INC | SDCV 4.062%12/3 | 368682AN0 | 4,560 | 2,465,000 | PRN | SOLE | 2,465,000 | 0 | 0 | ||
| L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 509 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 2,170 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 2,540 | 2,088,000 | PRN | SOLE | 2,088,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 1,612 | 1,257,000 | PRN | SOLE | 1,257,000 | 0 | 0 | ||
| ONYX PHARMACEUTICALS INC | NOTE 4.000% 8/1 | 683399AB5 | 2,277 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 3,662 | 2,790,000 | PRN | SOLE | 2,790,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 1,558 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | ||
| STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 2,008 | 2,175,000 | PRN | SOLE | 2,175,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 1,258 | 1,050,000 | PRN | SOLE | 1,050,000 | 0 | 0 | ||
| THOMPSON CREEK METALS CO INC | UNIT 99/99/9999 | 884768300 | 228 | 14,000 | PRN | SOLE | 14,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,079 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 5,620 | 4,990,000 | PRN | SOLE | 4,990,000 | 0 | 0 | ||
| TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 2,865 | 1,875,000 | PRN | SOLE | 1,875,000 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 2,177 | 1,840,000 | PRN | SOLE | 1,840,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 2,286 | 1,625,000 | PRN | SOLE | 1,625,000 | 0 | 0 | ||