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 |
| AG MTG INVT TR INC | COM | 001228105 | 6,912 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 6,095 | 87,300 | SH | SOLE | 87,300 | 0 | 0 | ||
| ALCOA INC | COM | 013817101 | 11,490 | 1,030,500 | SH | SOLE | 1,030,500 | 0 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 32,760 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 61,071 | 2,722,740 | SH | SOLE | 2,722,740 | 0 | 0 | ||
| ALTERA CORP | COM | 021441100 | 40,960 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 5,884 | 368,000 | SH | SOLE | 368,000 | 0 | 0 | ||
| ANADARKO PETE CORP | UNIT 99/99/9999 | 032511404 | 17,277 | 343,000 | SH | SOLE | 343,000 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 2,436 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| BAKER HUGHES INC | COM | 057224107 | 43,190 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 2,676 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 6,370 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| BROADCOM CORP | CL A | 111320107 | 46,341 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| CALLAWAY GOLF CO | NOTE 3.750% 8/1 | 131193AC8 | 5,208 | 4,243,000 | PRN | SOLE | 4,243,000 | 0 | 0 | ||
| CATAMARAN CORP | COM | 148887102 | 42,756 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 11,269 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| CINEDIGM CORP | COM | 172406100 | 971 | 1,377,613 | SH | SOLE | 1,377,613 | 0 | 0 | ||
| CITRIX SYS INC | COM | 177376100 | 5,802 | 82,700 | SH | SOLE | 82,700 | 0 | 0 | ||
| DIRECTV | COM | 25490A309 | 64,953 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 93,438 | 5,128,325 | SH | SOLE | 5,128,325 | 0 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 10,721 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP | UNIT 99/99/9999 | 31809H209 | 7,635 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 17,402 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 6,018 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 12/31/201 | 37045V134 | 19,998 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 805 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 9,560 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| HERBALIFE LTD | COM USD SHS | G4412G101 | 21,070 | 382,470 | SH | SOLE | 382,470 | 0 | 0 | ||
| HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 7,532 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| HOSPIRA INC | COM | 441060100 | 17,511 | 197,400 | SH | Call | SOLE | 197,400 | 0 | 0 | |
| HUMANA INC | COM | 444859102 | 20,501 | 107,178 | SH | SOLE | 107,178 | 0 | 0 | ||
| HUMANA INC | COM | 444859102 | 10,520 | 55,000 | SH | Call | SOLE | 55,000 | 0 | 0 | |
| ILLUMINA INC | COM | 452327109 | 13,145 | 60,200 | SH | SOLE | 60,200 | 0 | 0 | ||
| INCYTE CORP | NOTE 1.250%11/1 | 45337CAN2 | 5,155 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,289 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 2,074 | 179,100 | SH | SOLE | 179,100 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 332 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| MACQUARIE INFRASTR CO LLC | MEMBERSHIP INT | 55608B105 | 2,685 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | COM | 58471A105 | 2,852 | 52,500 | SH | SOLE | 52,500 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 13,525 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 13,261 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| OFFICE DEPOT INC | COM | 676220106 | 3,031 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| OMNICARE INC | COM | 681904108 | 9,425 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 28,463 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 2,807 | 240,100 | SH | SOLE | 240,100 | 0 | 0 | ||
| ORBITZ WORLDWIDE INC | COM | 68557K109 | 169 | 14,824 | SH | SOLE | 14,824 | 0 | 0 | ||
| PERRIGO CO PLC | SHS | G97822103 | 40,260 | 217,822 | SH | SOLE | 217,822 | 0 | 0 | ||
| PROTALIX BIOTHERAPEUTICS INC | NOTE 4.500% 9/1 | 74365AAB7 | 1,888 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 36,375 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 5,240 | 5,538,000 | PRN | SOLE | 5,538,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AB6 | 7,448 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 1,501 | 20,106 | SH | SOLE | 20,106 | 0 | 0 | ||
| RPM INTL INC | COM | 749685103 | 6,209 | 126,800 | SH | SOLE | 126,800 | 0 | 0 | ||
| SIRIUS XM HLDGS INC | COM | 82968B103 | 22,349 | 5,991,600 | SH | SOLE | 5,991,600 | 0 | 0 | ||
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 871 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 1,836 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 37,289 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 4,713 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,666 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 24,668 | 24,500,000 | PRN | SOLE | 24,500,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 13,219 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| SUNEDISON INC | NOTE 2.000%10/0 | 86732YAC3 | 20,900 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 33,860 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 36,808 | 535,000 | SH | SOLE | 535,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 16,349 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 42,761 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| TOWERS WATSON & CO | CL A | 891894107 | 3,120 | 24,800 | SH | Call | SOLE | 24,800 | 0 | 0 | |
| TRIBUNE MEDIA CO | CL A | 896047503 | 355,993 | 6,667,790 | SH | SOLE | 6,667,790 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 12,898 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 56,263 | 23,237,000 | PRN | SOLE | 23,237,000 | 0 | 0 | ||