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 | 7,428 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,448 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
| ALLERGAN INC | COM | 018490102 | 52,085 | 245,000 | SH | SOLE | 245,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 64,311 | 2,722,740 | SH | SOLE | 2,722,740 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 1,498 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 6,933 | 368,000 | SH | SOLE | 368,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 13,345 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 992 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | NOTE 1.500% 7/1 | 05334DAA5 | 14,378 | 9,690,000 | PRN | SOLE | 9,690,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | COM | 05334D107 | 11,175 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
| BAKER HUGHES INC | COM | 057224107 | 8,977 | 160,100 | SH | SOLE | 160,100 | 0 | 0 | ||
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 2,627 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 660 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
| CALLAWAY GOLF CO | NOTE 3.750% 8/1 | 131193AC8 | 4,779 | 4,243,000 | PRN | SOLE | 4,243,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 10,446 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| CINEDIGM CORP | COM | 172406100 | 2,232 | 1,377,613 | SH | SOLE | 1,377,613 | 0 | 0 | ||
| CITRIX SYS INC | COM | 177376100 | 6,227 | 97,600 | SH | SOLE | 97,600 | 0 | 0 | ||
| CONSUMER PORTFOLIO SVCS INC | COM | 210502100 | 510 | 69,240 | SH | Call | SOLE | 69,240 | 0 | 0 | |
| CONTINENTAL AIRLS INC | NOTE 4.500% 1/1 | 210795PU8 | 38,156 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
| COVIDIEN PLC | SHS | G2554F113 | 48,583 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | COM | 229678107 | 5,033 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | COM | 229678107 | 18,862 | 187,400 | SH | Call | SOLE | 187,400 | 0 | 0 | |
| DIRECTV | COM | 25490A309 | 60,690 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 72,873 | 5,128,325 | SH | SOLE | 5,128,325 | 0 | 0 | ||
| FAMILY DLR STORES INC | COM | 307000109 | 12,674 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 8,510 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,692 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 12/31/201 | 37045V134 | 20,946 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 1,461 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 10,565 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| HERBALIFE LTD | COM USD SHS | G4412G101 | 14,419 | 382,470 | SH | SOLE | 382,470 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 8,712 | 47,200 | SH | SOLE | 47,200 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 3,478 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| INTERNATIONAL GAME TECHNOLOG | COM | 459902102 | 31,050 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,391 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 2,457 | 179,100 | SH | SOLE | 179,100 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 331 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | NOTE 7.000% 3/1 | 52729NBP4 | 10,890 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| LORILLARD INC | COM | 544147101 | 31,470 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| MACQUARIE INFRASTR CO LLC | MEMBERSHIP INT | 55608B105 | 1,045 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
| MEDIVATION INC | NOTE 2.625% 4/0 | 58501NAA9 | 19,394 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 20,392 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| NEWMONT MINING CORP | COM | 651639106 | 4,075 | 215,600 | SH | SOLE | 215,600 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 228 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 5,731 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 4,735 | 467,400 | SH | SOLE | 467,400 | 0 | 0 | ||
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 3,322 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| PROTALIX BIOTHERAPEUTICS INC | NOTE 4.500% 9/1 | 74365AAB7 | 1,889 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 49,114 | 2,139,131 | SH | SOLE | 2,139,131 | 0 | 0 | ||
| RPM INTL INC | COM | 749685103 | 7,743 | 152,700 | SH | SOLE | 152,700 | 0 | 0 | ||
| RYLAND GROUP INC | COM | 783764103 | 2,263 | 58,700 | SH | SOLE | 58,700 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 8,448 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
| SIRIUS XM HLDGS INC | COM | 82968B103 | 58,223 | 16,635,000 | SH | SOLE | 16,635,000 | 0 | 0 | ||
| SOLARFUN POWER HOLDINGS CO L | NOTE 3.500% 1/1 | 83415UAB4 | 4,750 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 685 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 1,671 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 20,554 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| SPANSION LLC | NOTE 2.000% 9/0 | 84649PAL9 | 42,075 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 5,075 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 40,272 | 760,000 | SH | SOLE | 760,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 11,606 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 68,427 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 35,248 | 231,800 | SH | Call | SOLE | 231,800 | 0 | 0 | |
| TRIBUNE MEDIA CO | CL A | 896047503 | 536,604 | 8,977,808 | SH | SOLE | 8,977,808 | 0 | 0 | ||
| TRIBUNE PUBG CO | COM | 896082104 | 51,398 | 2,244,448 | SH | SOLE | 2,244,448 | 0 | 0 | ||
| TRULIA INC | COM | 897888103 | 22,693 | 492,999 | SH | SOLE | 492,999 | 0 | 0 | ||
| TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 28,284 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 7,827 | 76,100 | SH | Call | SOLE | 76,100 | 0 | 0 | |
| TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 39,905 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| VANTAGE DRILLING COMPANY | NOTE 7.875% 9/0 | G93205AA3 | 3,176 | 3,495,000 | PRN | SOLE | 3,495,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 62,508 | 23,237,000 | PRN | SOLE | 23,237,000 | 0 | 0 | ||