The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| 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 |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 12,070 | 10,950,000 | PRN | SOLE | 10,950,000 | 0 | 0 | ||
| ACCURAY INC | DEBT 3.500% 2/0 | 004397AF2 | 15,156 | 13,750,000 | PRN | SOLE | 13,750,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 25,397 | 23,035,000 | PRN | SOLE | 23,035,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 12,059 | 11,003,000 | PRN | SOLE | 11,003,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 15,012 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 731 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 15,329 | 15,105,000 | PRN | SOLE | 15,105,000 | 0 | 0 | ||
| BROCADE COMMUNICATIONS SYS I | NOTE 1.375% 1/0 | 111621AQ1 | 9,993 | 9,842,000 | PRN | SOLE | 9,842,000 | 0 | 0 | ||
| CEL SCI CORP | *W EXP 10/11/201 | 150837177 | 31 | 628,350 | SH | SOLE | 628,350 | 0 | 0 | ||
| CIENA CORP | NOTE 0.875% 6/1 | 171779AE1 | 1,000 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 415 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 15,377 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 6,592 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 23,559 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 5,853 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| ENERNOC INC | COM | 292764107 | 450 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 3,462 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 1,275 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 5,636 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 1,724 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 5,566 | 7,002,000 | PRN | SOLE | 7,002,000 | 0 | 0 | ||
| GOGO INC | COM | 38046C109 | 2,034 | 184,900 | SH | SOLE | 184,900 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 17,824 | 13,596,000 | PRN | SOLE | 13,596,000 | 0 | 0 | ||
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 5,080 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 29,743 | 29,400,000 | PRN | SOLE | 29,400,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 622 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 5,708 | 5,298,000 | PRN | SOLE | 5,298,000 | 0 | 0 | ||
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 18,823 | 16,653,000 | PRN | SOLE | 16,653,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 23,002 | 18,300,000 | PRN | SOLE | 18,300,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 6,636 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 15,867 | 9,027,000 | PRN | SOLE | 9,027,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 7,530 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 39,121 | 22,405,000 | PRN | SOLE | 22,405,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 2,045 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 20,577 | 14,030,000 | PRN | SOLE | 14,030,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 114,479 | 36,755,000 | PRN | SOLE | 36,755,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 70,666 | 23,326,000 | PRN | SOLE | 23,326,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 62,621 | 21,046,000 | PRN | SOLE | 21,046,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 20,789 | 20,414,000 | PRN | SOLE | 20,414,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 12,067 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| PERNIX THERAPEUTICS HLDGS IN | DBCV 4.250% 4/0 | 71426VAK4 | 582 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763UAB6 | 2,438 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 18,906 | 18,852,000 | PRN | SOLE | 18,852,000 | 0 | 0 | ||
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 16,044 | 5,975,000 | PRN | SOLE | 5,975,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 21,449 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 10,824 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 58,919 | 14,499,000 | PRN | SOLE | 14,499,000 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 1,497 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 15,639 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 6,412 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 5,228 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 117,325 | 45,837,000 | PRN | SOLE | 45,837,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 7,323 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 7,892 | 8,097,000 | PRN | SOLE | 8,097,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 38,634 | 37,711,000 | PRN | SOLE | 37,711,000 | 0 | 0 | ||