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 |
| AAR CORP | NOTE 2.250% 3/0 | 000361AM7 | 3,350 | 3,183,000 | SH | SOLE | 3,183,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 6,349 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 8,047 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 10,211 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 4,535 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 2,582 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 320 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 2,540 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 10,083 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 6,183 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 5,009 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 8,793 | 8,053,000 | SH | SOLE | 8,053,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%12/1 | 36191UAB2 | 7,196 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 8,227 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| HOME INNS & HOTELS MGMT INC | NOTE 2.000%12/1 | 43713WAB3 | 6,421 | 6,482,000 | SH | SOLE | 6,482,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 8,028 | 5,750,000 | SH | SOLE | 5,750,000 | 0 | 0 | ||
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 3,957 | 3,750,000 | SH | SOLE | 3,750,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 4,838 | 4,378,000 | SH | SOLE | 4,378,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 2,547 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 5,439 | 4,300,000 | SH | SOLE | 4,300,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 7,411 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 6,068 | 3,450,000 | SH | SOLE | 3,450,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 7,586 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 6,558 | 6,600,000 | SH | SOLE | 6,600,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 9,380 | 8,500,000 | SH | SOLE | 8,500,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 563 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 3,311 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 2,615 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 5,490 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 4,076 | 2,800,000 | SH | SOLE | 2,800,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 2,985 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 2.875% 9/0 | 928645AA8 | 3,298 | 3,272,000 | SH | SOLE | 3,272,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 5,371 | 5,550,000 | SH | SOLE | 5,550,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 7,781 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 8,089 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 5,138 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||