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 |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 3,638 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| CALLIDUS SOFTWARE INC | NOTE 4.750% 6/0 | 13123EAB0 | 39,798 | 31,368,000 | PRN | SOLE | 31,368,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167CB1 | 15,047 | 16,445,000 | PRN | SOLE | 16,445,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 21,134 | 20,732,000 | PRN | SOLE | 20,732,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 15,260 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| RF MICRODEVICES INC | NOTE 1.000% 4/1 | 749941AJ9 | 24,525 | 24,163,000 | PRN | SOLE | 24,163,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 30,150 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| VITESSE SEMICONDUCTOR CORP | DBCV 8.000% 6/1 | 928497AE6 | 11,875 | 11,150,000 | PRN | SOLE | 11,150,000 | 0 | 0 | ||