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 |
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 6,535 | 6,250,000 | PRN | SOLE | 6,250,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 1,458 | 14,699,000 | PRN | SOLE | 14,699,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 561 | 390,000 | PRN | SOLE | 390,000 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 5.125% 6/0 | 04010LAD5 | 22,424 | 21,726,000 | PRN | SOLE | 21,726,000 | 0 | 0 | ||
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 14,093 | 13,134,000 | PRN | SOLE | 13,134,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 23,724 | 20,148,000 | PRN | SOLE | 20,148,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 18,814 | 19,896,000 | PRN | SOLE | 19,896,000 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 9,269 | 8,880,000 | PRN | SOLE | 8,880,000 | 0 | 0 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 14,357 | 14,538,000 | PRN | SOLE | 14,538,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 23,455 | 24,117,000 | PRN | SOLE | 24,117,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 10,188 | 10,218,000 | PRN | SOLE | 10,218,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 24,673 | 25,324,000 | PRN | SOLE | 25,324,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 1,148 | 882,000 | PRN | SOLE | 882,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 21,978 | 14,611,000 | PRN | SOLE | 14,611,000 | 0 | 0 | ||
| ENERGY XXI BERMUDA LTD | NOTE 3.000%12/1 | 29274UAB7 | 2,376 | 8,070,000 | PRN | SOLE | 8,070,000 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 26,595 | 25,031,000 | PRN | SOLE | 25,031,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AG3 | 6,474 | 12,215,000 | PRN | SOLE | 12,215,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 9,901 | 6,554,000 | PRN | SOLE | 6,554,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AG6 | 1,301 | 1,179,000 | PRN | SOLE | 1,179,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 28,255 | 25,512,000 | PRN | SOLE | 25,512,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 10,862 | 13,008,000 | PRN | SOLE | 13,008,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 20,263 | 19,050,000 | PRN | SOLE | 19,050,000 | 0 | 0 | ||
| INTEL CORP | SDCV 2.950%12/1 | 458140AD2 | 772 | 585,000 | PRN | SOLE | 585,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 2,982 | 2,700,000 | PRN | SOLE | 2,700,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 14,694 | 9,366,000 | PRN | SOLE | 9,366,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 891 | 844,000 | PRN | SOLE | 844,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 18,076 | 13,733,000 | PRN | SOLE | 13,733,000 | 0 | 0 | ||
| MACQUARIE INFRASTR CO LLC | NOTE 2.875% 7/1 | 55608BAA3 | 23,306 | 20,682,000 | PRN | SOLE | 20,682,000 | 0 | 0 | ||
| MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 15,618 | 9,499,000 | PRN | SOLE | 9,499,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | NOTE 4.250% 4/1 | 55303QAE0 | 18,248 | 15,481,000 | PRN | SOLE | 15,481,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 8,119 | 7,286,000 | PRN | SOLE | 7,286,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 12,198 | 11,687,000 | PRN | SOLE | 11,687,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 22,250 | 19,733,000 | PRN | SOLE | 19,733,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 21,120 | 20,795,000 | PRN | SOLE | 20,795,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 20,482 | 20,515,000 | PRN | SOLE | 20,515,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 28,167 | 22,048,000 | PRN | SOLE | 22,048,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 28,950 | 25,163,000 | PRN | SOLE | 25,163,000 | 0 | 0 | ||
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 12,056 | 11,274,000 | PRN | SOLE | 11,274,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 2,372 | 2,109,000 | PRN | SOLE | 2,109,000 | 0 | 0 | ||
| PROLOGIS | NOTE 3.250% 3/1 | 74340XAT8 | 24,933 | 22,349,000 | PRN | SOLE | 22,349,000 | 0 | 0 | ||
| ROVI CORP | NOTE 2.625% 2/1 | 779376AB8 | 2,730 | 2,725,000 | PRN | SOLE | 2,725,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 23,839 | 23,103,000 | PRN | SOLE | 23,103,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 297 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 23,483 | 24,065,000 | PRN | SOLE | 24,065,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 23,050 | 24,750,000 | PRN | SOLE | 24,750,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 25,612 | 22,442,000 | PRN | SOLE | 22,442,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 8,162 | 4,471,000 | PRN | SOLE | 4,471,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500% 12/1 | 811904AM3 | 18,999 | 18,041,000 | PRN | SOLE | 18,041,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 20,184 | 21,246,000 | PRN | SOLE | 21,246,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 26,569 | 25,095,000 | PRN | SOLE | 25,095,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 219 | 215,000 | PRN | SOLE | 215,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 20,969 | 22,637,000 | PRN | SOLE | 22,637,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 10,206 | 7,453,000 | PRN | SOLE | 7,453,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 27,105 | 26,396,000 | PRN | SOLE | 26,396,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750% 12/0 | 928645AB6 | 7,751 | 7,825,000 | PRN | SOLE | 7,825,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500% 11/0 | 93317WAA0 | 22,032 | 29,205,000 | PRN | SOLE | 29,205,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 10,521 | 11,490,000 | PRN | SOLE | 11,490,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 8,188 | 8,178,000 | PRN | SOLE | 8,178,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 18,735 | 18,758,000 | PRN | SOLE | 18,758,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 29,047 | 25,620,000 | PRN | SOLE | 25,620,000 | 0 | 0 | ||