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 |
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 261,697 | 1,445,600 | SH | Put | SOLE | 1,445,600 | 0 | 0 | |
| ALLIANCE DATA SYSTEMS CORP | NOTE 1.750% 8/0 | 018581AD0 | 489,985 | 215,423,000 | PRN | SOLE | 21,542,300 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 15,235 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| BEAZER HOMES USA INC | UNIT 99/99/9999 | 07556Q709 | 1,735 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 5.500% 6/1 | 125896BD1 | 179,990 | 90,409,000 | PRN | SOLE | 90,409,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 7,960 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 15,379 | 9,236,000 | PRN | SOLE | 9,236,000 | 0 | 0 | ||
| E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 54,037 | 36,580,000 | PRN | SOLE | 36,580,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 137,740 | 81,656,000 | PRN | SOLE | 81,656,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 13,100 | 5,773,000 | PRN | SOLE | 5,773,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 1,457 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 109,956 | 48,427,000 | PRN | SOLE | 48,427,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 1,285 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| M & T BK CORP | *W EXP 12/23/201 | 55261F112 | 330 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 3,829 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 1,139 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 26,763 | 11,291,000 | PRN | SOLE | 11,291,000 | 0 | 0 | ||
| NATIONAL RETAIL PPTYS INC | NOTE 5.125% 6/1 | 637417AC0 | 6,750 | 4,987,000 | PRN | SOLE | 4,987,000 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 426,937 | 173,654,000 | PRN | SOLE | 17,365,400 | 0 | 0 | ||
| STANDARD PAC CORP NEW | NOTE 1.250% 8/0 | 85375CBC4 | 1,899 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 2,607 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 4.500% 3/1 | 880770AE2 | 73,082 | 22,705,000 | PRN | SOLE | 22,705,000 | 0 | 0 | ||
| TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 30,592 | 19,966,000 | PRN | SOLE | 19,966,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 11,064 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 28,127 | 9,657,000 | PRN | SOLE | 9,657,000 | 0 | 0 | ||