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 | 8,893 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 3,579 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 32,556 | 29,715,000 | PRN | SOLE | 29,715,000 | 0 | 0 | ||
| ALPHA NAT RES INC | NOTE 3.750%12/1 | 02076XAE2 | 2,848 | 35,600,000 | PRN | SOLE | 35,600,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 10,694 | 8,949,000 | PRN | SOLE | 8,949,000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 9,767 | 7,845,000 | PRN | SOLE | 7,845,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 2,889 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 11,908 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| HOMEAWAY INC | NOTE 0.125% 4/0 | 43739QAB6 | 44,946 | 47,000,000 | PRN | SOLE | 47,000,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 34,992 | 35,935,000 | PRN | SOLE | 35,935,000 | 0 | 0 | ||
| SERVICESOURCE INTL LLC | NOTE 1.500% 8/0 | 81763UAB6 | 39,338 | 46,623,000 | PRN | SOLE | 46,623,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 43,830 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 39,115 | 38,722,000 | PRN | SOLE | 38,722,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 14,394 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||