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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 12,913 10,000,000 PRN   SOLE   0 0 0
INTEL CORP SDCV 12/1 458140AD2 3,455 2,500,000 PRN   SOLE   0 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 6,587 4,500,000 PRN   SOLE   0 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3,881 1,500,000 PRN   SOLE   0 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 24,310 16,000,000 PRN   SOLE   0 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5,855 4,000,000 PRN   SOLE   0 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 34,087 10,000,000 PRN   SOLE   0 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 35,813 23,500,000 PRN   SOLE   0 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 33,279 21,000,000 PRN   SOLE   0 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 6,757 3,500,000 PRN   SOLE   0 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 5,677 5,000,000 PRN   SOLE   0 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 31,502 15,000,000 PRN   SOLE   0 0 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 6,785 2,500,000 PRN   SOLE   0 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 14,852 10,000,000 PRN   SOLE   0 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 79,527 34,720,000 PRN   SOLE   0 0 0
YAHOO INC NOTE 12/0 984332AF3 17,760 17,300,000 PRN   SOLE   0 0 0