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 |
| AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 833 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 702 | 7,554 | SH | SOLE | 7,554 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 34 | 1,525 | SH | SOLE | 1,525 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 2,255 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | NOTE 1.500% 7/1 | 05334DAA5 | 970 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 3,496 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 671 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 767 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| GOOGLE INC | CL A | 38259P508 | 206 | 353 | SH | SOLE | 353 | 0 | 0 | ||
| ISHARES | 20+ YR TR BD ETF | 464287432 | 182,009 | 1,600,000 | SH | SOLE | 1,600,000 | 0 | 0 | ||
| KANDI TECHNOLOGIES GROUP INC | COM | 483709101 | 1,115 | 78,800 | SH | SOLE | 78,800 | 0 | 0 | ||
| LEAP WIRELESS INTL INC | NOTE 4.500% 7/1 | 521863AL4 | 3,926 | 3,930,000 | SH | SOLE | 3,930,000 | 0 | 0 | ||
| LULULEMON ATHLETICA INC | COM | 550021109 | 1,672 | 41,300 | SH | SOLE | 41,300 | 0 | 0 | ||
| MANNKIND CORP | COM | 56400P201 | 275 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 33 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 432 | 10,349 | SH | SOLE | 10,349 | 0 | 0 | ||
| MOLYCORP INC DEL | COM | 608753109 | 206 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 835 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 3,450 | 3,433,000 | SH | SOLE | 3,433,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 12,148 | 12,160,000 | SH | SOLE | 12,160,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,830 | 4,816,000 | SH | SOLE | 4,816,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.500% 2/1 | 681904AQ1 | 394 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| OPKO HEALTH INC | COM | 68375N103 | 221 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 231 | 2,463 | SH | SOLE | 2,463 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | NOTE 5.500% 8/1 | 74348TAD4 | 521 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| ROCKET FUEL INC | COM | 773111109 | 777 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 2,371 | 1,205,000 | SH | SOLE | 1,205,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 5,634 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 446 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 430 | 2,197 | SH | SOLE | 2,197 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 596 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| YINGLI GREEN ENERGY HLDG CO | ADR | 98584B103 | 374 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||