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 |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 37,600 | 37,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 7/1 | 538034AB5 | 4,546 | 4,440,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MASSEY ENERGY CO | NOTE 3.250% 8/0 | 576203AJ2 | 17,969 | 19,562,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.750% 4/1 | 867652AC3 | 4,270 | 4,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 4,721 | 4,000,000 | PRN | SOLE | 0 | 0 | 0 | ||