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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 12,626 | 8,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/ | 94973VBG1 | 4,981 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 5,790 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 3,381 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 13,242 | 7,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 6,507 | 4,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 28,750 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 25,413 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 22,038 | 14,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 34,321 | 15,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 18,727 | 12,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 77,318 | 34,720,000 | PRN | SOLE | 0 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 24,540 | 24,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 22,018 | 206,279 | SH | SOLE | 0 | 0 | 206,279 | ||