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 |
| ACCURAY INC NOTE 3.500% 2/0 | NOTE 3.500% 2/0 | 004397AD7 | 3,865 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC NOTE 4.000% 7/1 | NOTE 4.000% 7/1 | 043632AA6 | 5,359 | 6,486,000 | PRN | SOLE | 6,486,000 | 0 | 0 | ||
| BLUCORA INC NOTE 4.250% 4/0 | NOTE 4.250% 4/0 | 095229AB6 | 2,483 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CARRIAGE SVCS INC NOTE 2.750% 3/1 | NOTE 2.750% 3/1 | 143905AM9 | 2,393 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC NOTE 2.625%12/0 | NOTE 2.625%12/0 | 19075FAA4 | 3,472 | 4,700,000 | PRN | SOLE | 4,700,000 | 0 | 0 | ||
| DEPOMED INC NOTE 2.500% 9/0 | NOTE 2.500% 9/0 | 249908AA2 | 5,148 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC NOTE 3.000%11/2 | NOTE 3.000%11/2 | 292554AD4 | 5,318 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 | NOTE 3.000%12/1 | 29274UAB7 | 609 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| EXELIXIS INC NOTE 4.250% 8/1 | NOTE 4.250% 8/1 | 30161QAC8 | 4,425 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 | FRNT 4.500%11/1 | 369300AL2 | 2,518 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| ICONIX BRAND GROUP INC NOTE 1.500% 3/1 | NOTE 1.500% 3/1 | 451055AF4 | 3,045 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| M/I HOMES INC NOTE 3.250% 9/1 | NOTE 3.250% 9/1 | 55292PAA3 | 5,108 | 4,343,000 | PRN | SOLE | 4,343,000 | 0 | 0 | ||