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 1.625% 3/0 | 000361AK1 | 15,103 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 12,100 | 11,440,000 | PRN | SOLE | 11,440,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.250% 6/0 | 01741RAD4 | 12,638 | 12,240,000 | PRN | SOLE | 12,240,000 | 0 | 0 | ||
| CALLIDUS SOFTWARE INC | COM | 13123E500 | 12,520 | 911,908 | SH | SOLE | 911,908 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167CB1 | 15,369 | 16,445,000 | PRN | SOLE | 16,445,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 39,686 | 37,932,000 | PRN | SOLE | 37,932,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 22,340 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 11,275 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 2.750% 8/1 | 67020YAB6 | 47,306 | 45,000,000 | PRN | SOLE | 45,000,000 | 0 | 0 | ||
| RF MICRODEVICES INC | NOTE 1.000% 4/1 | 749941AJ9 | 34,066 | 33,981,000 | PRN | SOLE | 33,981,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 31,143 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| VITESSE SEMICONDUCTOR CORP | DBCV 8.000% 6/1 | 928497AE6 | 13,948 | 13,150,000 | PRN | SOLE | 13,150,000 | 0 | 0 | ||