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 |
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 29,853 | 28,396,000 | PRN | SOLE | 28,396,000 | 0 | 0 | ||
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 13,212 | 11,445,000 | PRN | SOLE | 11,445,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 9,710 | 9,771,000 | PRN | SOLE | 9,771,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,541 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 29,763 | 28,966,000 | PRN | SOLE | 28,966,000 | 0 | 0 | ||
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 17,893 | 17,976,000 | PRN | SOLE | 17,976,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 19,122 | 14,632,000 | PRN | SOLE | 14,632,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 22,674 | 23,711,000 | PRN | SOLE | 23,711,000 | 0 | 0 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 14,336 | 15,199,000 | PRN | SOLE | 15,199,000 | 0 | 0 | ||
| CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 27,669 | 27,260,000 | PRN | SOLE | 27,260,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 25,824 | 29,429,000 | PRN | SOLE | 29,429,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 19,358 | 22,459,000 | PRN | SOLE | 22,459,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 3,067 | 3,090,000 | PRN | SOLE | 3,090,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 19,550 | 18,495,000 | PRN | SOLE | 18,495,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 10,397 | 9,605,000 | PRN | SOLE | 9,605,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 7,174 | 7,993,000 | PRN | SOLE | 7,993,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 138 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 11,763 | 11,490,000 | PRN | SOLE | 11,490,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 6,793 | 7,657,000 | PRN | SOLE | 7,657,000 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 12,418 | 11,883,000 | PRN | SOLE | 11,883,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AG3 | 1,271 | 6,050,000 | PRN | SOLE | 6,050,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 17,007 | 12,552,000 | PRN | SOLE | 12,552,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 10,550 | 8,299,000 | PRN | SOLE | 8,299,000 | 0 | 0 | ||
| HOMEAWAY INC | NOTE 0.125% 4/0 | 43739QAB6 | 30,080 | 32,430,000 | PRN | SOLE | 32,430,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 13,092 | 17,275,000 | PRN | SOLE | 17,275,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 17,522 | 16,868,000 | PRN | SOLE | 16,868,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 25,551 | 23,278,000 | PRN | SOLE | 23,278,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 23,201 | 19,549,000 | PRN | SOLE | 19,549,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 1,386 | 1,140,000 | PRN | SOLE | 1,140,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,428 | 1,199,000 | PRN | SOLE | 1,199,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.500% 6/1 | 471109AL2 | 5,664 | 4,215,000 | PRN | SOLE | 4,215,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 7,131 | 6,286,000 | PRN | SOLE | 6,286,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 1,096 | 871,000 | PRN | SOLE | 871,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 24,145 | 23,152,000 | PRN | SOLE | 23,152,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 31,534 | 27,630,000 | PRN | SOLE | 27,630,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 13,566 | 12,905,000 | PRN | SOLE | 12,905,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 14,011 | 10,757,000 | PRN | SOLE | 10,757,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 23,250 | 23,873,000 | PRN | SOLE | 23,873,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 3,923 | 5,515,000 | PRN | SOLE | 5,515,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 15,474 | 15,377,000 | PRN | SOLE | 15,377,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 24,004 | 24,156,000 | PRN | SOLE | 24,156,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 6,403 | 6,364,000 | PRN | SOLE | 6,364,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 16,548 | 13,063,000 | PRN | SOLE | 13,063,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 19,500 | 14,791,000 | PRN | SOLE | 14,791,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,856 | 6,675,000 | PRN | SOLE | 6,675,000 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 0.500% 8/1 | 74734MAE9 | 241 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 25,738 | 26,706,000 | PRN | SOLE | 26,706,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,355 | 1,215,000 | PRN | SOLE | 1,215,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 21,613 | 20,588,000 | PRN | SOLE | 20,588,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 26,615 | 28,933,000 | PRN | SOLE | 28,933,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 21,529 | 17,610,000 | PRN | SOLE | 17,610,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 23,998 | 24,837,000 | PRN | SOLE | 24,837,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 19,758 | 20,488,000 | PRN | SOLE | 20,488,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 6,466 | 6,986,000 | PRN | SOLE | 6,986,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 28,575 | 27,980,000 | PRN | SOLE | 27,980,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 9,151 | 9,083,000 | PRN | SOLE | 9,083,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 27,443 | 28,438,000 | PRN | SOLE | 28,438,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 5,835 | 4,289,000 | PRN | SOLE | 4,289,000 | 0 | 0 | ||
| TIVO INC | NOTE 2.000%10/0 | 888706AF5 | 21,317 | 24,537,000 | PRN | SOLE | 24,537,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 27,831 | 27,086,000 | PRN | SOLE | 27,086,000 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | NOTE 2.750% 4/0 | 912909AH1 | 6,955 | 7,005,000 | PRN | SOLE | 7,005,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 7,021 | 6,412,000 | PRN | SOLE | 6,412,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 13,900 | 19,115,000 | PRN | SOLE | 19,115,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 16,953 | 17,963,000 | PRN | SOLE | 17,963,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 5,000 | 4,975,000 | PRN | SOLE | 4,975,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 20,017 | 19,541,000 | PRN | SOLE | 19,541,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,244 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 18,389 | 17,017,000 | PRN | SOLE | 17,017,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 1,104 | 995,000 | PRN | SOLE | 995,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 20,944 | 21,557,000 | PRN | SOLE | 21,557,000 | 0 | 0 | ||