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 |
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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 |
ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 16,325 | 14,495,000 | PRN | SOLE | 14,495,000 | 0 | 0 | ||
ALLIANT TECHSYSTEMS INC | NOTE 3.000% 8/1 | 018804AK0 | 5,753 | 3,590,000 | PRN | SOLE | 3,590,000 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NOTE 5.000% 5/1 | 03938LAK0 | 20,335 | 20,090,000 | PRN | SOLE | 20,090,000 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | NOTE 0.875% 2/1 | 039483AW2 | 8,473 | 8,065,000 | PRN | SOLE | 8,065,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 11,609 | 11,595,000 | PRN | SOLE | 11,595,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750% 12/1 | 02917TAB0 | 15,564 | 15,325,000 | PRN | SOLE | 15,325,000 | 0 | 0 | ||
AVIS BUDGET GROUP | NOTE 3.500%10/0 | 053774AB1 | 373 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 13,674 | 11,140,000 | PRN | SOLE | 11,140,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 30,578 | 29,960,000 | PRN | SOLE | 29,960,000 | 0 | 0 | ||
CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 23,072 | 22,400,000 | PRN | SOLE | 22,400,000 | 0 | 0 | ||
COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 7,586 | 6,470,000 | PRN | SOLE | 6,470,000 | 0 | 0 | ||
DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 5,277 | 3,805,000 | PRN | SOLE | 3,805,000 | 0 | 0 | ||
ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 27,952 | 26,245,000 | PRN | SOLE | 26,245,000 | 0 | 0 | ||
ENDO HEALTH SOLUTIONS INC | NOTE 1.750% 4/1 | 29264FAB2 | 580 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
EXTERRAN HLDGS INC | NOTE 4.250% 6/1 | 30225XAA1 | 8,858 | 5,935,000 | PRN | SOLE | 5,935,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 19,256 | 16,336,000 | PRN | SOLE | 16,336,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | FRNT 2.250% 6/1 | 398905AE9 | 22,638 | 17,860,000 | PRN | SOLE | 17,860,000 | 0 | 0 | ||
HEALTH CARE REIT INC | NOTE 3.000%12/0 | 42217KAR7 | 13,094 | 11,750,000 | PRN | SOLE | 11,750,000 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 28,177 | 27,490,000 | PRN | SOLE | 27,490,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440AG6 | 2,397 | 2,275,000 | PRN | SOLE | 2,275,000 | 0 | 0 | ||
ICONIX BRAND GROUP INC | NOTE 2.500% 6/0 | 451055AE7 | 31,361 | 22,735,000 | PRN | SOLE | 22,735,000 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 24,283 | 22,615,000 | PRN | SOLE | 22,615,000 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | NOTE 3.250% 5/0 | 459902AQ5 | 24,926 | 23,460,000 | PRN | SOLE | 23,460,000 | 0 | 0 | ||
JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 15,774 | 11,100,000 | PRN | SOLE | 11,100,000 | 0 | 0 | ||
L-3 COMMUNICATIONS CORP | DEBT 3.000% 8/0 | 502413AW7 | 18,781 | 15,570,000 | PRN | SOLE | 15,570,000 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 29,053 | 25,485,000 | PRN | SOLE | 25,485,000 | 0 | 0 | ||
LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 25,125 | 24,677,000 | PRN | SOLE | 24,677,000 | 0 | 0 | ||
LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 16,168 | 14,815,000 | PRN | SOLE | 14,815,000 | 0 | 0 | ||
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 14,236 | 12,460,000 | PRN | SOLE | 12,460,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 7/1 | 538034AB5 | 21,298 | 20,945,000 | PRN | SOLE | 20,945,000 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 31,931 | 23,280,000 | PRN | SOLE | 23,280,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 26,640 | 25,990,000 | PRN | SOLE | 25,990,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 263 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 24,404 | 24,950,000 | PRN | SOLE | 24,950,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 29,872 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 30,496 | 28,400,000 | PRN | SOLE | 28,400,000 | 0 | 0 | ||
OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 576 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 23,118 | 20,575,000 | PRN | SOLE | 20,575,000 | 0 | 0 | ||
REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 266 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 14,724 | 14,550,000 | PRN | SOLE | 14,550,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 20,445 | 21,297,000 | PRN | SOLE | 21,297,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 3.000% 12/0 | 74973WAA5 | 9,363 | 8,240,000 | PRN | SOLE | 8,240,000 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 24,507 | 26,405,000 | PRN | SOLE | 26,405,000 | 0 | 0 | ||
SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 9,814 | 6,595,000 | PRN | SOLE | 6,595,000 | 0 | 0 | ||
SALIX PHARMACEUTICALS INC | NOTE 2.750% 5/1 | 795435AC0 | 395 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 1,035 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 2.500% 12/1 | 811904AM3 | 15,160 | 12,325,000 | PRN | SOLE | 12,325,000 | 0 | 0 | ||
STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 11,281 | 9,565,000 | PRN | SOLE | 9,565,000 | 0 | 0 | ||
TEREX CORP NEW | NOTE 4.000% 6/0 | 880779AV5 | 262 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 12,873 | 12,045,000 | PRN | SOLE | 12,045,000 | 0 | 0 | ||
TIBCO SOFTWARE INC | NOTE 2.250% 5/0 | 88632QAB9 | 25,783 | 25,750,000 | PRN | SOLE | 25,750,000 | 0 | 0 | ||
TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 11,681 | 13,610,000 | PRN | SOLE | 13,610,000 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 26,162 | 19,760,000 | PRN | SOLE | 19,760,000 | 0 | 0 | ||
VOLCANO CORPORATION | NOTE 1.750% 12/0 | 928645AB6 | 19,974 | 20,135,000 | PRN | SOLE | 20,135,000 | 0 | 0 | ||
WALTER INVT MGMT CORP | NOTE 4.500% 11/0 | 93317WAA0 | 24,794 | 24,700,000 | PRN | SOLE | 24,700,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 25,925 | 26,320,000 | PRN | SOLE | 26,320,000 | 0 | 0 | ||
WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 810 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 |