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 |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 15,423 | 12,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 3,186 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 5,307 | 2,825,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 7,957 | 4,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 26,353 | 16,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 47,314 | 26,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 22,590 | 14,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 30,769 | 21,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SANDISK | NOTE 0.500%10/1 | 80004CAF8 | 8,234 | 7,911,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SPIRIT REALTY | NOTE 3.750% 5/1 | 84860WAB8 | 5,051 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 19,347 | 10,836,000 | PRN | SOLE | 0 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 14,931 | 10,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 43,452 | 16,800,000 | PRN | SOLE | 0 | 0 | 0 | ||