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 | 27,376 | 28,351,000 | PRN | SOLE | 28,351,000 | 0 | 0 | ||
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 12,947 | 12,585,000 | PRN | SOLE | 12,585,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 10,635 | 9,836,000 | PRN | SOLE | 9,836,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,683 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 25,327 | 25,453,000 | PRN | SOLE | 25,453,000 | 0 | 0 | ||
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 11,560 | 12,341,000 | PRN | SOLE | 12,341,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 18,959 | 14,717,000 | PRN | SOLE | 14,717,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 15,629 | 18,496,000 | PRN | SOLE | 18,496,000 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 14,111 | 14,182,000 | PRN | SOLE | 14,182,000 | 0 | 0 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 13,430 | 14,402,000 | PRN | SOLE | 14,402,000 | 0 | 0 | ||
| CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 24,109 | 26,824,000 | PRN | SOLE | 26,824,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 23,569 | 27,365,000 | PRN | SOLE | 27,365,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 20,336 | 18,613,000 | PRN | SOLE | 18,613,000 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 7,196 | 8,177,000 | PRN | SOLE | 8,177,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 13,361 | 12,531,000 | PRN | SOLE | 12,531,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 6,711 | 7,581,000 | PRN | SOLE | 7,581,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 9,283 | 7,813,000 | PRN | SOLE | 7,813,000 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 11,593 | 10,854,000 | PRN | SOLE | 10,854,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AG3 | 756 | 6,050,000 | PRN | SOLE | 6,050,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 19,698 | 14,725,000 | PRN | SOLE | 14,725,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 6,995 | 5,485,000 | PRN | SOLE | 5,485,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 6,605 | 12,511,000 | PRN | SOLE | 12,511,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 16,567 | 16,714,000 | PRN | SOLE | 16,714,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.250% 3/1 | 452327AD1 | 848 | 369,000 | PRN | SOLE | 369,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 19,447 | 17,739,000 | PRN | SOLE | 17,739,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 21,605 | 16,557,000 | PRN | SOLE | 16,557,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 1,485 | 1,154,000 | PRN | SOLE | 1,154,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.500% 6/1 | 471109AL2 | 7,323 | 4,917,000 | PRN | SOLE | 4,917,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 9,570 | 9,135,000 | PRN | SOLE | 9,135,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 17,828 | 12,423,000 | PRN | SOLE | 12,423,000 | 0 | 0 | ||
| LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 20,192 | 19,219,000 | PRN | SOLE | 19,219,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 16,362 | 16,049,000 | PRN | SOLE | 16,049,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 30,311 | 26,943,000 | PRN | SOLE | 26,943,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 17,539 | 16,017,000 | PRN | SOLE | 16,017,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 16,181 | 13,462,000 | PRN | SOLE | 13,462,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 22,466 | 22,803,000 | PRN | SOLE | 22,803,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 2,170 | 4,219,000 | PRN | SOLE | 4,219,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 10,814 | 10,881,000 | PRN | SOLE | 10,881,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 27,859 | 28,212,000 | PRN | SOLE | 28,212,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 14,969 | 14,777,000 | PRN | SOLE | 14,777,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 15,136 | 9,117,000 | PRN | SOLE | 9,117,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 17,519 | 12,827,000 | PRN | SOLE | 12,827,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 6,243 | 5,257,000 | PRN | SOLE | 5,257,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 23,376 | 23,131,000 | PRN | SOLE | 23,131,000 | 0 | 0 | ||
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 0.500% 8/1 | 74734MAE9 | 339 | 350,000 | PRN | SOLE | 350,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,409 | 1,234,000 | PRN | SOLE | 1,234,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 20,452 | 19,917,000 | PRN | SOLE | 19,917,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 1,422 | 1,091,000 | PRN | SOLE | 1,091,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 30,285 | 33,189,000 | PRN | SOLE | 33,189,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 21,909 | 24,353,000 | PRN | SOLE | 24,353,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 17,645 | 13,678,000 | PRN | SOLE | 13,678,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 3,446 | 2,195,000 | PRN | SOLE | 2,195,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 17,372 | 16,694,000 | PRN | SOLE | 16,694,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 18,438 | 19,679,000 | PRN | SOLE | 19,679,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 26,877 | 26,382,000 | PRN | SOLE | 26,382,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 6,708 | 6,658,000 | PRN | SOLE | 6,658,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 25,723 | 27,383,000 | PRN | SOLE | 27,383,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 8,264 | 5,269,000 | PRN | SOLE | 5,269,000 | 0 | 0 | ||
| TIVO INC | NOTE 2.000%10/0 | 888706AF5 | 20,800 | 23,975,000 | PRN | SOLE | 23,975,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 19,592 | 19,376,000 | PRN | SOLE | 19,376,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 16,669 | 19,638,000 | PRN | SOLE | 19,638,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 5,869 | 7,065,000 | PRN | SOLE | 7,065,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 10,549 | 9,993,000 | PRN | SOLE | 9,993,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 8,375 | 12,382,000 | PRN | SOLE | 12,382,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 15,678 | 16,745,000 | PRN | SOLE | 16,745,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 11,588 | 11,156,000 | PRN | SOLE | 11,156,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 13,893 | 12,418,000 | PRN | SOLE | 12,418,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,390 | 730,000 | PRN | SOLE | 730,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 20,461 | 17,860,000 | PRN | SOLE | 17,860,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 20,023 | 20,461,000 | PRN | SOLE | 20,461,000 | 0 | 0 | ||