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 |
| ACTAVIS PLC | PFD CONV SER A | G0083B116 | 64,827 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
| AG MTG INVT TR INC | COM | 001228105 | 7,536 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 4,916 | 69,200 | SH | SOLE | 69,200 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 57,123 | 2,722,740 | SH | SOLE | 2,722,740 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 1,112 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 6,609 | 368,000 | SH | SOLE | 368,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 1,544 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
| BAKER HUGHES INC | COM | 057224107 | 17,485 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 2,601 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 3,786 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CALLAWAY GOLF CO | NOTE 3.750% 8/1 | 131193AC8 | 5,434 | 4,243,000 | PRN | SOLE | 4,243,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 20,734 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| CINEDIGM CORP | COM | 172406100 | 2,232 | 1,377,613 | SH | SOLE | 1,377,613 | 0 | 0 | ||
| CITRIX SYS INC | COM | 177376100 | 4,643 | 72,700 | SH | SOLE | 72,700 | 0 | 0 | ||
| CONSUMER PORTFOLIO SVCS INC | COM | 210502100 | 484 | 69,240 | SH | SOLE | 69,240 | 0 | 0 | ||
| DIRECTV | COM | 25490A309 | 59,570 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| DRESSER-RAND GROUP INC | COM | 261608103 | 8,549 | 106,400 | SH | Call | SOLE | 106,400 | 0 | 0 | |
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 90,259 | 5,128,325 | SH | SOLE | 5,128,325 | 0 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 114,197 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP | UNIT 99/99/9999 | 31809H209 | 7,763 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 5,750 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 12/31/201 | 37045V134 | 22,500 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| GENESEE & WYO INC | UNIT 10/01/2015 | 371559204 | 2,427 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 819 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 10,835 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| HERBALIFE LTD | COM USD SHS | G4412G101 | 16,354 | 382,470 | SH | SOLE | 382,470 | 0 | 0 | ||
| HOSPIRA INC | COM | 441060100 | 15,144 | 172,400 | SH | Call | SOLE | 172,400 | 0 | 0 | |
| ILLUMINA INC | COM | 452327109 | 10,229 | 55,100 | SH | SOLE | 55,100 | 0 | 0 | ||
| INCYTE CORP | NOTE 1.250%11/1 | 45337CAN2 | 4,639 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| INTERNATIONAL GAME TECHNOLOG | COM | 459902102 | 3,656 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,398 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 2,350 | 179,100 | SH | SOLE | 179,100 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 42,181 | 2,191,233 | SH | SOLE | 2,191,233 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 312 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 3,005 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| LORILLARD INC | COM | 544147101 | 19,455 | 297,706 | SH | SOLE | 297,706 | 0 | 0 | ||
| MACQUARIE INFRASTR CO LLC | MEMBERSHIP INT | 55608B105 | 2,674 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | COM | 58471A105 | 2,575 | 52,500 | SH | SOLE | 52,500 | 0 | 0 | ||
| MEDIVATION INC | NOTE 2.625% 4/0 | 58501NAA9 | 25,106 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 13,820 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 8,413 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 187 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 2,552 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| PHARMACYCLICS INC | COM | 716933106 | 34,804 | 135,979 | SH | SOLE | 135,979 | 0 | 0 | ||
| PROTALIX BIOTHERAPEUTICS INC | NOTE 4.500% 9/1 | 74365AAB7 | 1,866 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 5,310 | 5,538,000 | PRN | SOLE | 5,538,000 | 0 | 0 | ||
| RPM INTL INC | COM | 749685103 | 6,085 | 126,800 | SH | SOLE | 126,800 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 8,050 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| RYLAND GROUP INC | COM | 783764103 | 1,643 | 33,700 | SH | SOLE | 33,700 | 0 | 0 | ||
| SALIX PHARMACEUTICALS INC | COM | 795435106 | 26,509 | 153,400 | SH | SOLE | 153,400 | 0 | 0 | ||
| SIRIUS XM HLDGS INC | COM | 82968B103 | 30,442 | 7,969,211 | SH | SOLE | 7,969,211 | 0 | 0 | ||
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 699 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 1,776 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 37,781 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 42,628 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 20,329 | 19,500,000 | PRN | SOLE | 19,500,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 14,391 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 33,179 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 22,584 | 385,000 | SH | SOLE | 385,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,375 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 60,701 | 405,000 | SH | SOLE | 405,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 7,494 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
| TRIBUNE MEDIA CO | CL A | 896047503 | 545,941 | 8,977,808 | SH | SOLE | 8,977,808 | 0 | 0 | ||
| TRIBUNE PUBG CO | COM | 896082104 | 38,996 | 2,010,110 | SH | SOLE | 2,010,110 | 0 | 0 | ||
| TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 21,452 | 204,597 | SH | SOLE | 204,597 | 0 | 0 | ||
| TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 3,932 | 37,500 | SH | Call | SOLE | 37,500 | 0 | 0 | |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 5,323 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| VANTAGE DRILLING COMPANY | NOTE 7.875% 9/0 | G93205AA3 | 3,152 | 3,495,000 | PRN | SOLE | 3,495,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 18,384 | 8,900,000 | PRN | SOLE | 8,900,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 57,410 | 23,237,000 | PRN | SOLE | 23,237,000 | 0 | 0 | ||