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 |
|
||||||||||||||||
| 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 |
| AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 2,119 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | NOTE 1.500% 7/1 | 05334DAA5 | 1,318 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 362 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 3,113 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 14 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| ISHARES | 20+ YR TR BD ETF | 464287432 | 338,218 | 3,100,000 | SH | SOLE | 3,100,000 | 0 | 0 | ||
| LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 2,021 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 24 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 3,441 | 3,433,000 | SH | SOLE | 3,433,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 11,802 | 11,810,000 | SH | SOLE | 11,810,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,544 | 4,550,000 | SH | SOLE | 4,550,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.500% 2/1 | 681904AQ1 | 857 | 850,000 | SH | SOLE | 850,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.500% 8/1 | 74348TAD4 | 521 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 1,590 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||