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 |
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 27,404 | 28,215,000 | PRN | SOLE | 28,215,000 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 10,019 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 12,182 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 27,070 | 26,935,000 | PRN | SOLE | 26,935,000 | 0 | 0 | ||
| MOVE INC | NOTE 2.750% 9/0 | 62458MAB4 | 38,616 | 30,198,000 | PRN | SOLE | 30,198,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 18,477 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 3.000%12/0 | 74973WAA5 | 14,325 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| SERVICESOURCE INTL LLC | NOTE 1.500% 8/0 | 81763UAB6 | 35,667 | 46,623,000 | PRN | SOLE | 46,623,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 44,246 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 7,214 | 6,972,000 | PRN | SOLE | 6,972,000 | 0 | 0 | ||
| VITESSE SEMICONDUCTOR CORP | DBCV 8.000%10/3 | 928497AE6 | 13,318 | 13,150,000 | PRN | SOLE | 13,150,000 | 0 | 0 | ||