The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 2.250% 3/0 | 000361AM7 | 8,861 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 41,583 | 34,715,000 | PRN | SOLE | 34,715,000 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 12,889 | 34,600,000 | PRN | SOLE | 34,600,000 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 3,722 | 3,708,000 | PRN | SOLE | 3,708,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 9,120 | 7,845,000 | PRN | SOLE | 7,845,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 3,079 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 14,203 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 37,148 | 35,935,000 | PRN | SOLE | 35,935,000 | 0 | 0 | ||
SERVICESOURCE INTL LLC | NOTE 1.500% 8/0 | 81763UAB6 | 34,443 | 46,623,000 | PRN | SOLE | 46,623,000 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 41,253 | 41,300,000 | PRN | SOLE | 41,300,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 38,335 | 38,722,000 | PRN | SOLE | 38,722,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 338,545 | 1,640,000 | SH | Put | SOLE | 1,640,000 | 0 | 0 | |
UNITED STATES OIL FUND LP | UNITS | 91232N108 | 11,451 | 680,000 | SH | Put | SOLE | 680,000 | 0 | 0 | |
YAHOO INC | NOTE 12/0 | 984332AF3 | 15,124 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 |