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 |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 4,640 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 1,746 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| AMSURG CORP | PFD CNV SR A-1 % | 03232P504 | 1,238 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 7,467 | 8,486,000 | PRN | SOLE | 8,486,000 | 0 | 0 | ||
| BARRETT BILL CORP | NOTE 5.000% 3/1 | 06846NAA2 | 5,763 | 5,030,000 | PRN | SOLE | 5,030,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 2,520 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 3,208 | 4,700,000 | PRN | SOLE | 4,700,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 3,618 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 9,121 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
| ENERGY XXI BERMUDA LTD | NOTE 3.000%12/1 | 29274UAB7 | 2,990 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 4,472 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 2,271 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.375% 5/1 | 393657AD3 | 603 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC | NOTE 1.500% 3/1 | 451055AF4 | 4,970 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 5,547 | 4,343,000 | PRN | SOLE | 4,343,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 3,026 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 1,990 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 3,383 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,103 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CHART INDS INC | COM PAR $0.01 | 16115Q308 | 533 | 14,300 | PRN | SOLE | 14,300 | 0 | 0 | ||