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 |
ADAMAS PHARMACEUTICALS INC | COM | 00548A106 | 1,902 | 108,837 | SH | SOLE | 108,837 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 2,451 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
ALERE INC | COM | 01449J105 | 47,313 | 943,250 | SH | SOLE | 943,250 | 0 | 0 | ||
ALERE INC | CALL | 01449J905 | 9,450 | 9,000 | SH | Call | SOLE | 0 | 0 | 9,000 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 5,225 | 2,025,000 | PRN | SOLE | 0 | 0 | 2,025,000 | ||
APOLLO GLOBAL MANAGEMENT | CL A SHS | 037612306 | 3,042 | 114,800 | SH | SOLE | 114,800 | 0 | 0 | ||
Barrick Gold Corp | COM | 067901108 | 398 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BHP BILLITON PLC-ADR | ADR | 088606108 | 12,505 | 406,614 | SH | SOLE | 0 | 0 | 406,614 | ||
BROCADE COMMUNICATIONS SYS | COM NEW | 111621306 | 25,936 | 2,054,367 | SH | SOLE | 2,054,367 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 2,107 | 2,200,000 | PRN | SOLE | 0 | 0 | 2,200,000 | ||
CELGENE CORP | COM | 151020104 | 284 | 2,188 | SH | SOLE | 2,188 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 1,563 | 1,300,000 | PRN | SOLE | 0 | 0 | 1,300,000 | ||
CRITEO SA | SPON ADR | 226718104 | 1,310 | 26,700 | SH | SOLE | 26,700 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 1,163 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 2,800 | 1,100,000 | PRN | SOLE | 0 | 0 | 1,100,000 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 2,526 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 4,013 | 3,945,000 | PRN | SOLE | 0 | 0 | 3,945,000 | ||
INCYTE CORP | COM | 45337C102 | 288 | 2,287 | SH | SOLE | 2,287 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 5,174 | 3,125,000 | PRN | SOLE | 0 | 0 | 3,125,000 | ||
IONIS PHARMACEUTICALS INC | COM | 462222100 | 249 | 4,891 | SH | SOLE | 4,891 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | NOTE 0.750% 7/1 | 47102XAH8 | 1,468 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 2,752 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
CARMAX INC | PUT | 143130952 | 224 | 225 | SH | Put | SOLE | 0 | 0 | 225 | |
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 4,272 | 1,825,000 | PRN | SOLE | 0 | 0 | 1,825,000 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 26,853 | 452,787 | SH | SOLE | 452,787 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 2,484 | 2,200,000 | PRN | SOLE | 0 | 0 | 2,200,000 | ||
MOLINA HEALTHCARE INC | 1.625% 8/1 | 60855RAD2 | 1,281 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
MONSANTO CO NEW | COM | 61166W101 | 28,346 | 239,417 | SH | SOLE | 239,417 | 0 | 0 | ||
NASDAQ INC | COM | 631103108 | 415 | 5,810 | SH | SOLE | 5,810 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 3,767 | 2,960,000 | PRN | SOLE | 0 | 0 | 2,960,000 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 5,166 | 4,500,000 | PRN | SOLE | 0 | 0 | 4,500,000 | ||
RADNET INC | COM | 750491102 | 2,704 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 2,945 | 2,120,000 | PRN | SOLE | 0 | 0 | 2,120,000 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 28,822 | 443,178 | SH | SOLE | 443,178 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,177 | 990,000 | PRN | SOLE | 0 | 0 | 990,000 | ||
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 2,504 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 1,000 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 3,582 | 3,600,000 | PRN | SOLE | 0 | 0 | 3,600,000 | ||
SYNERGY PHARMACEUTICALS INC | COM NEW | 871639308 | 622 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 211 | 2,104 | SH | SOLE | 2,104 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 2,590 | 2,050,000 | PRN | SOLE | 0 | 0 | 2,050,000 | ||
VANDA PHARMACEUTICALS INC | COM | 921659108 | 1,204 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
VIPSHOP HLDGS LTD | 1.500% 3/1 | 92763WAA1 | 1,486 | 1,500,000 | PRN | SOLE | 0 | 0 | 1,500,000 | ||
WELLS FARGO CO NEW | PFD CNV A | 949746804 | 4,326 | 3,300 | PRN | SOLE | 0 | 0 | 3,300 | ||
WMIH CORP | COM | 92936P100 | 270 | 220,000 | SH | SOLE | 220,000 | 0 | 0 |