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 | 33,692 | 32,278,000 | PRN | SOLE | 32,278,000 | 0 | 0 | ||
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 14,476 | 11,581,000 | PRN | SOLE | 11,581,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 20,784 | 20,177,000 | PRN | SOLE | 20,177,000 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 1,296 | 970,000 | PRN | SOLE | 970,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 20,090 | 19,528,000 | PRN | SOLE | 19,528,000 | 0 | 0 | ||
| ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 9,684 | 9,459,000 | PRN | SOLE | 9,459,000 | 0 | 0 | ||
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 18,114 | 17,496,000 | PRN | SOLE | 17,496,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 24,224 | 15,597,000 | PRN | SOLE | 15,597,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 23,122 | 23,209,000 | PRN | SOLE | 23,209,000 | 0 | 0 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 16,964 | 17,222,000 | PRN | SOLE | 17,222,000 | 0 | 0 | ||
| CEPHEID | DBCV 1.250% 2/0 | 15670RAC1 | 29,616 | 25,697,000 | PRN | SOLE | 25,697,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 27,425 | 28,237,000 | PRN | SOLE | 28,237,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 25,142 | 26,500,000 | PRN | SOLE | 26,500,000 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 7,876 | 7,827,000 | PRN | SOLE | 7,827,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 15,205 | 14,352,000 | PRN | SOLE | 14,352,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 6,439 | 5,611,000 | PRN | SOLE | 5,611,000 | 0 | 0 | ||
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 4,796 | 2,293,000 | PRN | SOLE | 2,293,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 7,406 | 7,558,000 | PRN | SOLE | 7,558,000 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 14,675 | 13,325,000 | PRN | SOLE | 13,325,000 | 0 | 0 | ||
| GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AG3 | 8,085 | 15,699,000 | PRN | SOLE | 15,699,000 | 0 | 0 | ||
| HOLOGIC INC | DEBT 2.000% 3/0 | 436440AC5 | 9,953 | 7,508,000 | PRN | SOLE | 7,508,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 16,029 | 13,199,000 | PRN | SOLE | 13,199,000 | 0 | 0 | ||
| HOMEAWAY INC | NOTE 0.125% 4/0 | 43739QAB6 | 32,196 | 33,579,000 | PRN | SOLE | 33,579,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 14,993 | 18,311,000 | PRN | SOLE | 18,311,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 32,964 | 28,069,000 | PRN | SOLE | 28,069,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 1.625%12/1 | 457985AK5 | 23,842 | 19,543,000 | PRN | SOLE | 19,543,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 1,369 | 1,140,000 | PRN | SOLE | 1,140,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 4,166 | 3,574,000 | PRN | SOLE | 3,574,000 | 0 | 0 | ||
| JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 7,394 | 4,401,000 | PRN | SOLE | 4,401,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 9,067 | 6,820,000 | PRN | SOLE | 6,820,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 16,860 | 15,602,000 | PRN | SOLE | 15,602,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 27,590 | 23,357,000 | PRN | SOLE | 23,357,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 14,747 | 12,458,000 | PRN | SOLE | 12,458,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 14,632 | 11,106,000 | PRN | SOLE | 11,106,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 23,327 | 23,649,000 | PRN | SOLE | 23,649,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 8,028 | 9,376,000 | PRN | SOLE | 9,376,000 | 0 | 0 | ||
| NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 29,375 | 28,110,000 | PRN | SOLE | 28,110,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 25,284 | 24,886,000 | PRN | SOLE | 24,886,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 7,080 | 6,960,000 | PRN | SOLE | 6,960,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 20,871 | 16,426,000 | PRN | SOLE | 16,426,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 20,894 | 18,134,000 | PRN | SOLE | 18,134,000 | 0 | 0 | ||
| OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 7,548 | 6,118,000 | PRN | SOLE | 6,118,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,528 | 6,714,000 | PRN | SOLE | 6,714,000 | 0 | 0 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 28,859 | 28,185,000 | PRN | SOLE | 28,185,000 | 0 | 0 | ||
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,420 | 1,215,000 | PRN | SOLE | 1,215,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 20,336 | 18,646,000 | PRN | SOLE | 18,646,000 | 0 | 0 | ||
| RYLAND GROUP INC | NOTE 0.250% 6/0 | 783764AS2 | 28,786 | 29,759,000 | PRN | SOLE | 29,759,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 20,930 | 17,270,000 | PRN | SOLE | 17,270,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 20,015 | 20,621,000 | PRN | SOLE | 20,621,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 1,382 | 1,549,000 | PRN | SOLE | 1,549,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 19,437 | 18,951,000 | PRN | SOLE | 18,951,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 11,613 | 11,463,000 | PRN | SOLE | 11,463,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 27,648 | 26,505,000 | PRN | SOLE | 26,505,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 7,114 | 6,323,000 | PRN | SOLE | 6,323,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 26,879 | 27,271,000 | PRN | SOLE | 27,271,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 4,188 | 2,994,000 | PRN | SOLE | 2,994,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 31,395 | 30,121,000 | PRN | SOLE | 30,121,000 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 14,740 | 17,801,000 | PRN | SOLE | 17,801,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 18,384 | 18,663,000 | PRN | SOLE | 18,663,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 10,815 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 14,155 | 13,152,000 | PRN | SOLE | 13,152,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 1,452 | 660,000 | PRN | SOLE | 660,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 7,251 | 6,420,000 | PRN | SOLE | 6,420,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 17,157 | 16,686,000 | PRN | SOLE | 16,686,000 | 0 | 0 | ||