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 |
| 1347 Cap Corp | UNIT 07/18/2016 | 68245V202 | 3,605 | 350,000 | SH | SOLE | N/A | 350,000 | 0 | 0 | |
| Alere Inc | PERP PFD CONV SE | 01449J204 | 53 | 15,000 | PRN | SOLE | N/A | 15,000 | 0 | 0 | |
| AMAG Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | 53,587 | 20,721,000 | PRN | SOLE | N/A | 20,721,000 | 0 | 0 | |
| Arowana Inc | UNIT 99/99/9999 | G05011138 | 7,091 | 700,000 | SH | SOLE | N/A | 700,000 | 0 | 0 | |
| Associated Banc Corp | *W EXP 11/21/201 | 045487113 | 6,884 | 339,600 | SH | SOLE | N/A | 339,600 | 0 | 0 | |
| Atlantic Alliance Partner Co | SHS | G04897107 | 5,090 | 500,000 | SH | SOLE | N/A | 500,000 | 0 | 0 | |
| Barington Hilco Acquisition | COM | 06759V101 | 241 | 24,740 | SH | SOLE | N/A | 24,740 | 0 | 0 | |
| Barington Hilco Acquisition | UNIT 99/99/9999T | 06759V200 | 2,012 | 200,000 | SH | SOLE | N/A | 200,000 | 0 | 0 | |
| BlackBerry Ltd | COM | 09228F103 | 654 | 80,000 | SH | Call | SOLE | N/A | 80,000 | 0 | 0 |
| Blucora Inc | NOTE 4.250% 4/0 | 095229AB6 | 6,162 | 6,200,000 | PRN | SOLE | N/A | 6,200,000 | 0 | 0 | |
| Boulevard Acquisition Corp | COM | 10157P104 | 4,539 | 363,100 | SH | SOLE | N/A | 363,100 | 0 | 0 | |
| Boulevard Acquisition Corp | *W EXP 02/19/201 | 10157P112 | 1,980 | 158,428 | SH | SOLE | N/A | 158,428 | 0 | 0 | |
| Cambridge Cap Acquisition Corp | *W EXP 12/17/201 | 13215Q114 | 1,104 | 110,950 | SH | SOLE | N/A | 110,950 | 0 | 0 | |
| Cambridge CapAcquisition Corp | COM | 13215Q106 | 4,726 | 475,000 | SH | SOLE | N/A | 475,000 | 0 | 0 | |
| Cathay Gen Bancorp | *W EXP 12/05/201 | 149150112 | 9,054 | 279,000 | SH | SOLE | N/A | 279,000 | 0 | 0 | |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | 78,374 | 66,350,000 | PRN | SOLE | N/A | 66,350,000 | 0 | 0 | |
| Centrus Energy Corp | CL A | 15643U104 | 61 | 14,745 | SH | SOLE | N/A | 14,745 | 0 | 0 | |
| Cheniere Energy Inc | NOTE 4.250% 3/1 | 16411RAG4 | 20,720 | 27,500,000 | PRN | SOLE | N/A | 27,500,000 | 0 | 0 | |
| Chesapeake Energy Corp | NOTE 2.750%11/1 | 165167BW6 | 5,196 | 5,219,000 | PRN | SOLE | N/A | 5,219,000 | 0 | 0 | |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | 6,207 | 4,418,000 | PRN | SOLE | N/A | 4,418,000 | 0 | 0 | |
| Cobalt Intl Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | 15,711 | 21,144,000 | PRN | SOLE | N/A | 21,144,000 | 0 | 0 | |
| Comerica Inc | COM | 200340107 | 826 | 16,099 | SH | SOLE | N/A | 16,099 | 0 | 0 | |
| Comerica Inc | *W EXP 11/14/201 | 200340115 | 4,219 | 82,200 | SH | SOLE | N/A | 82,200 | 0 | 0 | |
| Electronic Arts Inc | NOTE 0.750% 7/1 | 285512AA7 | 97,004 | 46,363,000 | PRN | SOLE | N/A | 46,363,000 | 0 | 0 | |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | 3,274 | 3,670,000 | PRN | SOLE | N/A | 3,670,000 | 0 | 0 | |
| F5 Networks Inc | COM | 315616102 | 4,814 | 40,000 | SH | Put | SOLE | N/A | 40,000 | 0 | 0 |
| Frontier Communications Corp | PFD CONV SER-A | 35906A207 | 124 | 125,000 | PRN | SOLE | N/A | 125,000 | 0 | 0 | |
| Galena Biopharma Inc | COM | 363256108 | 43 | 25,045 | SH | SOLE | N/A | 25,045 | 0 | 0 | |
| Gol Linhas Aereas Intlg SA | SP ADR REP PFD | 38045R107 | 2,704 | 1,141,000 | SH | SOLE | N/A | 1,141,000 | 0 | 0 | |
| GP Invts Acquisition Corp | UNIT 99/99/9999 | G40357116 | 5,001 | 498,606 | SH | SOLE | N/A | 498,606 | 0 | 0 | |
| Herbalife Ltd | NOTE 2.000% 8/1 | 42703MAB9 | 3,203 | 3,600,000 | PRN | SOLE | N/A | 3,600,000 | 0 | 0 | |
| Hologic Inc | FRNT 2.000%12/1 | 436440AB7 | 12,854 | 7,670,000 | PRN | SOLE | N/A | 7,670,000 | 0 | 0 | |
| Humana Inc | COM | 444859102 | 3,826 | 20,000 | SH | Call | SOLE | N/A | 20,000 | 0 | 0 |
| Iconix Brand Group Inc | NOTE 2.500% 6/0 | 451055AE7 | 16,418 | 16,000,000 | PRN | SOLE | N/A | 16,000,000 | 0 | 0 | |
| Iconix Brand Group Inc | NOTE 1.500% 3/1 | 451055AF4 | 13,818 | 13,500,000 | PRN | SOLE | N/A | 13,500,000 | 0 | 0 | |
| InterDigital Inc | NOTE 2.500% 3/1 | 458660AB3 | 13,832 | 12,500,000 | PRN | SOLE | N/A | 12,500,000 | 0 | 0 | |
| JetBlue Airways Corp | DBCV 5.500%10/1 | 477143AE1 | 72,197 | 15,426,000 | PRN | SOLE | N/A | 15,426,000 | 0 | 0 | |
| Juniper Networks Inc | COM | 48203R104 | 7,791 | 300,000 | SH | Put | SOLE | N/A | 300,000 | 0 | 0 |
| Kansas City Southern | COM NEW | 485170302 | 1,140 | 12,500 | SH | Call | SOLE | N/A | 12,500 | 0 | 0 |
| Kinder Morgan Inc/DE | *W EXP 05/25/201 | 49456B119 | 17,888 | 465,948 | SH | SOLE | N/A | 465,948 | 0 | 0 | |
| Lincoln National Corp | *W EXP 07/10/201 | 534187117 | 408 | 6,886 | SH | SOLE | N/A | 6,886 | 0 | 0 | |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | 6,801 | 5,025,000 | PRN | SOLE | N/A | 5,025,000 | 0 | 0 | |
| MGIC Invt Corp | NOTE 2.000% 4/0 | 552848AE3 | 4,218 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | 8,568 | 4,488,000 | PRN | SOLE | N/A | 4,488,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 1.625% 2/1 | 595112AU7 | 55,140 | 31,042,000 | PRN | SOLE | N/A | 31,042,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | 141,752 | 70,151,000 | PRN | SOLE | N/A | 70,151,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | 67,401 | 33,615,000 | PRN | SOLE | N/A | 33,615,000 | 0 | 0 | |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | 20,360 | 11,500,000 | PRN | SOLE | N/A | 11,500,000 | 0 | 0 | |
| Mylan Inc/PA | NOTE 3.750% 9/1 | 628530AJ6 | 123,054 | 24,202,000 | PRN | SOLE | N/A | 24,202,000 | 0 | 0 | |
| Nokia OYJ | SPONSORED ADR | 654902204 | 200 | 29,130 | SH | SOLE | N/A | 29,130 | 0 | 0 | |
| Omnicare Cap Tr II | PFD B TR 4.00% | 68214Q200 | 221 | 191,800 | PRN | SOLE | N/A | 191,800 | 0 | 0 | |
| PNC Finl Svcs Group Inc | *W EXP 12/31/201 | 693475121 | 47,768 | 499,400 | SH | SOLE | N/A | 499,400 | 0 | 0 | |
| Qihoo 360 Technology Co Ltd | NOTE 2.500% 9/1 | 74734MAB5 | 15,688 | 16,000,000 | PRN | SOLE | N/A | 16,000,000 | 0 | 0 | |
| Quinpario Acquisition Corp 2 | COM | 74874U101 | 2,976 | 300,600 | SH | SOLE | N/A | 300,600 | 0 | 0 | |
| Rayonier Inc | COM | 754907103 | 2,249 | 88,000 | SH | Call | SOLE | N/A | 88,000 | 0 | 0 |
| ROI Acquisition Corp II | *W EXP 09/17/201 | 74966G119 | 4,100 | 400,000 | SH | SOLE | N/A | 400,000 | 0 | 0 | |
| Ryland Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | 6,072 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | |
| SanDisk Corp | NOTE 1.500% 8/1 | 80004CAD3 | 62,106 | 47,994,000 | PRN | SOLE | N/A | 47,994,000 | 0 | 0 | |
| Ship Finance International Ltd | NOTE 3.250% 2/0 | G81075AE6 | 15,635 | 14,652,000 | PRN | SOLE | N/A | 14,652,000 | 0 | 0 | |
| Signature Bk New York NY | *W EXP 12/12/201 | 82669G112 | 827 | 5,649 | SH | SOLE | N/A | 5,649 | 0 | 0 | |
| Solazyme Inc | NOTE 6.000% 2/0 | 83415TAB7 | 6,008 | 9,455,000 | PRN | SOLE | N/A | 9,455,000 | 0 | 0 | |
| Solazyme Inc | NOTE 5.000%10/0 | 83415TAC5 | 2,147 | 3,685,000 | PRN | SOLE | N/A | 3,685,000 | 0 | 0 | |
| SPDR Gold Tr | GOLD SHS | 78463V107 | 5,057 | 45,000 | SH | Call | SOLE | N/A | 45,000 | 0 | 0 |
| Starwood Ppty Tr Inc | NOTE 3.750%10/1 | 85571BAC9 | 8,574 | 8,500,000 | PRN | SOLE | N/A | 8,500,000 | 0 | 0 | |
| SunEdison Inc | NOTE 2.000%10/0 | 86732YAC3 | 9,423 | 4,500,000 | PRN | SOLE | N/A | 4,500,000 | 0 | 0 | |
| SunEdison Inc | NOTE 2.750% 1/0 | 86732YAD1 | 28,365 | 13,381,000 | PRN | SOLE | N/A | 13,381,000 | 0 | 0 | |
| SunTrust Bks Inc | COM | 867914103 | 472 | 10,968 | SH | SOLE | N/A | 10,968 | 0 | 0 | |
| SunTrust Bks Inc | *W EXP 11/14/201 | 867914111 | 2,542 | 59,100 | SH | SOLE | N/A | 59,100 | 0 | 0 | |
| SunTrust Bks Inc | *W EXP 12/31/201 | 867914129 | 1,970 | 45,800 | SH | SOLE | N/A | 45,800 | 0 | 0 | |
| Terrapin 3 Acquisition Corp | *W EXP 06/27/201 | 88104P112 | 2,538 | 250,000 | SH | SOLE | N/A | 250,000 | 0 | 0 | |
| Terrapin 3 Acquisition Corp | UNIT 06/27/2019 | 88104P203 | 6,105 | 595,000 | SH | SOLE | N/A | 595,000 | 0 | 0 | |
| TESARO Inc | NOTE 3.000%10/0 | 881569AA5 | 31,209 | 17,027,000 | PRN | SOLE | N/A | 17,027,000 | 0 | 0 | |
| Tesla Motors Inc | NOTE 1.500% 6/0 | 88160RAA9 | 129,945 | 59,577,000 | PRN | SOLE | N/A | 59,577,000 | 0 | 0 | |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | 26,165 | 26,500,000 | PRN | SOLE | N/A | 26,500,000 | 0 | 0 | |
| Texas Capital Bancshares Inc | *W EXP 01/16/201 | 88224Q115 | 2,533 | 40,700 | SH | SOLE | N/A | 40,700 | 0 | 0 | |
| Theravance Inc | NOTE 2.125% 1/1 | 88338TAB0 | 18,046 | 19,110,000 | PRN | SOLE | N/A | 19,110,000 | 0 | 0 | |
| Titan International Inc | COM | 88830M102 | 188 | 17,500 | SH | SOLE | N/A | 17,500 | 0 | 0 | |
| Titan International Inc | COM | 88830M102 | 2,685 | 250,000 | SH | Put | SOLE | N/A | 250,000 | 0 | 0 |
| Trina Solar Ltd | DBCV 3.500% 6/1 | 89628EAC8 | 2,549 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| Trulia Inc | NOTE 2.750%12/1 | 897888AB9 | 31,392 | 24,500,000 | PRN | SOLE | N/A | 24,500,000 | 0 | 0 | |
| TTM Technologies Inc | COM | 87305R109 | 1,489 | 149,000 | SH | SOLE | N/A | 149,000 | 0 | 0 | |
| United States Stl Corp | NOTE 2.750% 4/0 | 912909AH1 | 7,195 | 6,500,000 | PRN | SOLE | N/A | 6,500,000 | 0 | 0 | |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | 119,136 | 64,595,000 | PRN | SOLE | N/A | 64,595,000 | 0 | 0 | |
| Walter Invt Mgmt Corp | NOTE 4.500%11/0 | 93317WAA0 | 6,131 | 7,431,000 | PRN | SOLE | N/A | 7,431,000 | 0 | 0 | |
| Washington Fed Inc | *W EXP 11/14/201 | 938824117 | 2,087 | 89,382 | SH | SOLE | N/A | 89,382 | 0 | 0 | |
| Wells Fargo & Co | *W EXP 10/28/201 | 949746119 | 26,056 | 463,300 | SH | SOLE | N/A | 463,300 | 0 | 0 | |
| WESCO Intl Inc | DBCV 6.000% 9/1 | 95082PAH8 | 83,810 | 34,614,000 | PRN | SOLE | N/A | 34,614,000 | 0 | 0 | |
| WL Ross Holding Corp | *W EXP 06/11/201 | 92939D112 | 4,164 | 400,000 | SH | SOLE | N/A | 400,000 | 0 | 0 | |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | 24,856 | 783,250 | SH | SOLE | N/A | 783,250 | 0 | 0 | |