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 | 19,643 | 22,715,000 | PRN | SOLE | 22,715,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 33,824 | 35,935,000 | PRN | SOLE | 35,935,000 | 0 | 0 | ||
| RUDOLPH TECHNOLOGIES INC | NOTE 3.750% 7/1 | 781268AB3 | 23,163 | 20,230,000 | PRN | SOLE | 20,230,000 | 0 | 0 | ||
| SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763UAB6 | 39,863 | 46,623,000 | PRN | SOLE | 46,623,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 1,922 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 37,367 | 38,722,000 | PRN | SOLE | 38,722,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 137,612 | 675,000 | SH | Put | SOLE | 675,000 | 0 | 0 | |
| SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 27,487 | 810,600 | SH | Put | SOLE | 810,600 | 0 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 13,641 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||