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 |
|
||||||||||||||||
| 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 | 8,744 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 40,419 | 34,715,000 | PRN | SOLE | 34,715,000 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 6,992 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 12,765 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 28,315 | 26,935,000 | PRN | SOLE | 26,935,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 3.000%12/0 | 74973WAA5 | 28,030 | 27,525,000 | PRN | SOLE | 27,525,000 | 0 | 0 | ||
| SERVICESOURCE INTL LLC | NOTE 1.500% 8/0 | 81763UAB6 | 35,317 | 46,623,000 | PRN | SOLE | 46,623,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 39,528 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 29,003 | 30,472,000 | PRN | SOLE | 30,472,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 380,175 | 1,850,000 | SH | Put | SOLE | 1,850,000 | 0 | 0 | |
| UNITED STATES OIL FUND LP | UNITS | 91232N108 | 67,048 | 3,293,100 | SH | Put | SOLE | 3,293,100 | 0 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 7,362 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||