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 |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 2,473 | 1,000,000 | PRN | SOLE | None | 0 | 0 | 1,000,000 | |
| AARON'S INC | COM PAR $0.50 | 002535300 | 545 | 1,000,000 | SH | SOLE | None | 1,000,000 | 0 | 0 | |
| ADAMAS PHARMACEUTICALS INC | COM | 00548A106 | 4,843 | 100,000 | SH | SOLE | None | 100,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 2,434 | 70,000 | PRN | SOLE | None | 0 | 0 | 70,000 | |
| AKORN INC | COM | 009728106 | 16,858 | 1,000,000 | SH | SOLE | None | 1,000,000 | 0 | 0 | |
| APOLLO GLOBAL MGMT LLC | CL A SHS | 037612306 | 3,456 | 35,542 | SH | SOLE | None | 35,542 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 402 | 5,500,000 | SH | SOLE | None | 5,500,000 | 0 | 0 | |
| BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 10,680 | 1,625,000 | SH | SOLE | None | 0 | 0 | 1,625,000 | |
| CALPINE CORP | COM NEW | 131347304 | 5,470 | 1,700 | SH | SOLE | None | 1,700 | 0 | 0 | |
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 2,033 | 92,785 | PRN | SOLE | None | 0 | 0 | 92,785 | |
| CELGENE CORP | COM | 151020104 | 236 | 335,429 | SH | SOLE | None | 335,429 | 0 | 0 | |
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 1,511 | 24,000 | PRN | SOLE | None | 0 | 0 | 24,000 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 21,864 | 2,200,000 | SH | SOLE | None | 2,200,000 | 0 | 0 | |
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 1,142 | 1,000,000 | PRN | SOLE | None | 0 | 0 | 1,000,000 | |
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 1,042 | 270,217 | PRN | SOLE | None | 0 | 0 | 270,217 | |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 1,148 | 4,305 | SH | SOLE | None | 4,305 | 0 | 0 | |
| FINISAR CORP | COM NEW | 31787A507 | 1,552 | 190,000 | SH | SOLE | None | 190,000 | 0 | 0 | |
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 1,210 | 2,960,000 | PRN | SOLE | None | 0 | 0 | 2,960,000 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 4,180 | 4,500,000 | SH | SOLE | None | 4,500,000 | 0 | 0 | |
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 5,810 | 333,000 | PRN | SOLE | None | 0 | 0 | 333,000 | |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 2,988 | 1,120,000 | PRN | SOLE | None | 0 | 0 | 1,120,000 | |
| ISHARES TR | NASDAQ BIOTECH | 464287556 | 567 | 727,153 | SH | SOLE | None | 727,153 | 0 | 0 | |
| KITE PHARMA INC | COM | 49803L109 | 16,682 | 990,000 | SH | SOLE | None | 990,000 | 0 | 0 | |
| LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 17,870 | 32,000 | SH | SOLE | None | 32,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | COM | 595112103 | 944 | 209,100 | SH | SOLE | None | 209,100 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 3,047 | 53,008 | PRN | SOLE | None | 0 | 0 | 53,008 | |
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 1,250 | 3,600,000 | PRN | SOLE | None | 0 | 0 | 3,600,000 | |
| MONSANTO CO NEW | COM | 61166W101 | 32,364 | 651,500 | SH | SOLE | None | 651,500 | 0 | 0 | |
| NASDAQ INC | COM | 631103108 | 334 | 202,913 | SH | SOLE | None | 202,913 | 0 | 0 | |
| NXSTAGE MEDICAL INC | COM | 67072V103 | 5,243 | 413,412 | SH | SOLE | None | 413,412 | 0 | 0 | |
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 3,799 | 2,050,000 | PRN | SOLE | None | 0 | 0 | 2,050,000 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 5,184 | 74,000 | PRN | SOLE | None | 0 | 0 | 74,000 | |
| RADNET INC | COM | 750491102 | 3,838 | 110,000 | SH | SOLE | None | 110,000 | 0 | 0 | |
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 1,726 | 1,000,000 | PRN | SOLE | None | 0 | 0 | 1,000,000 | |
| RICE ENERGY INC | COM | 762760106 | 21,033 | 1,000,000 | SH | SOLE | None | 1,000,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,142 | 100,000 | PRN | SOLE | None | 0 | 0 | 100,000 | |
| SCOTTS MIRACLE GRO CO | CL A | 810186106 | 3,116 | 70,000 | SH | SOLE | None | 70,000 | 0 | 0 | |
| SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 17,956 | 1,000,000 | SH | SOLE | None | 1,000,000 | 0 | 0 | |
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 1,698 | 35,542 | SH | SOLE | None | 35,542 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 3,686 | 5,500,000 | PRN | SOLE | None | 0 | 0 | 5,500,000 | |
| SYNERGY PHARMACEUTICALS DEL | COM NEW | 871639308 | 1,880 | 1,625,000 | SH | SOLE | None | 1,625,000 | 0 | 0 | |
| TIME WARNER INC | COM NEW | 887317303 | 20,783 | 1,700 | SH | SOLE | None | 1,700 | 0 | 0 | |
| TRIBUNE MEDIA CO | CL A | 896047503 | 16,898 | 92,785 | SH | SOLE | None | 92,785 | 0 | 0 | |
| TRINITY INDS INC | COM | 896522AF6 | 2,758 | 335,429 | SH | SOLE | None | 335,429 | 0 | 0 | |
| VANDA PHARMACEUTICALS INC | COM | 921659108 | 1,323 | 24,000 | SH | SOLE | None | 24,000 | 0 | 0 | |
| WMIH CORP | COM | 92936P100 | 102 | 2,200,000 | SH | SOLE | None | 2,200,000 | 0 | 0 | |