The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 7,120 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 11,615 | 4,681,000 | PRN | SOLE | 4,681,000 | 0 | 0 | ||
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 4,995 | 2,950,000 | PRN | SOLE | 2,950,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,555 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
| ALCOA INC | DEP SHS 1/10TH | 013817309 | 14,462 | 290,000 | SH | SOLE | 290,000 | 0 | 0 | ||
| ALLERGAN INC | COM | 018490102 | 34,938 | 196,071 | SH | SOLE | 196,071 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 63,004 | 2,722,740 | SH | SOLE | 2,722,740 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 2,132 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 4,103 | 218,000 | SH | SOLE | 218,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 7,022 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 8,057 | 380,000 | PRN | SOLE | 380,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | NOTE 1.500% 7/1 | 05334DAA5 | 12,779 | 9,690,000 | PRN | SOLE | 9,690,000 | 0 | 0 | ||
| AUXILIUM PHARMACEUTICALS INC | COM | 05334D107 | 13,433 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 2,807 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| BALLY TECHNOLOGIES INC | COM | 05874B107 | 25,582 | 317,000 | SH | Call | SOLE | 317,000 | 0 | 0 | |
| BARNES & NOBLE INC | COM | 067774109 | 7,896 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,566 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| CALLAWAY GOLF CO | NOTE 3.750% 8/1 | 131193AC8 | 5,600 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 2,395 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 24,875 | 16,900,000 | PRN | SOLE | 16,900,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 19,731 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| CINEDIGM CORP | COM | 172406100 | 2,135 | 1,377,613 | SH | SOLE | 1,377,613 | 0 | 0 | ||
| CITRIX SYS INC | COM | 177376100 | 7,056 | 98,900 | SH | SOLE | 98,900 | 0 | 0 | ||
| CONSUMER PORTFOLIO SVCS INC | COM | 210502100 | 1,150 | 179,389 | SH | Call | SOLE | 179,389 | 0 | 0 | |
| CONTINENTAL AIRLS INC | NOTE 4.500% 1/1 | 210795PU8 | 26,737 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | COM | 229678107 | 14,130 | 213,000 | SH | SOLE | 213,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 1,583 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| DIRECTV | COM | 25490A309 | 60,564 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | COM | 286082102 | 4,523 | 102,400 | SH | SOLE | 102,400 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 6,501 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 77,797 | 5,128,325 | SH | SOLE | 5,128,325 | 0 | 0 | ||
| FAMILY DLR STORES INC | COM | 307000109 | 18,499 | 239,500 | SH | SOLE | 239,500 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 4,118 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 1,738 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 12/31/201 | 37045V134 | 19,164 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 2,300 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| HERBALIFE LTD | COM USD SHS | G4412G101 | 875 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | COM | 440543106 | 802 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
| HUDSON CITY BANCORP | COM | 443683107 | 14,580 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 7,737 | 47,200 | SH | SOLE | 47,200 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 3,354 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| INTERNATIONAL GAME TECHNOLOG | COM | 459902102 | 28,679 | 1,700,000 | SH | SOLE | 1,700,000 | 0 | 0 | ||
| IXIA | NOTE 3.000%12/1 | 45071RAB5 | 4,875 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 2,100 | 164,100 | SH | SOLE | 164,100 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 299 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 12,206 | 163,400 | SH | SOLE | 163,400 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | NOTE 7.000% 3/1 | 52729NBP4 | 10,234 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| LORILLARD INC | COM | 544147101 | 28,457 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 20,383 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| NEWMONT MINING CORP | COM | 651639106 | 5,182 | 224,800 | SH | SOLE | 224,800 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 216 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 4,817 | 538,800 | SH | SOLE | 538,800 | 0 | 0 | ||
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 3,364 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 41,178 | 2,139,131 | SH | SOLE | 2,139,131 | 0 | 0 | ||
| RIVERBED TECHNOLOGY INC | COM | 768573107 | 10,055 | 542,200 | SH | SOLE | 542,200 | 0 | 0 | ||
| RPM INTL INC | COM | 749685103 | 7,426 | 162,200 | SH | SOLE | 162,200 | 0 | 0 | ||
| RYLAND GROUP INC | COM | 783764103 | 1,330 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 8,462 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
| SHIRE PLC | SPONSORED ADR | 82481R106 | 77,715 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| SIRIUS XM HLDGS INC | COM | 82968B103 | 58,056 | 16,635,000 | SH | SOLE | 16,635,000 | 0 | 0 | ||
| SOLARFUN POWER HOLDINGS CO L | NOTE 3.500% 1/1 | 83415UAB4 | 4,747 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 1,349 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 3,330 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 19,702 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 7,569 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 4,655 | 86,600 | SH | SOLE | 86,600 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 14,325 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 64,571 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 46,893 | 326,800 | SH | Call | SOLE | 326,800 | 0 | 0 | |
| TRIBUNE PUBG CO | COM | 896082104 | 45,293 | 2,244,448 | SH | SOLE | 2,244,448 | 0 | 0 | ||
| TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 23,381 | 230,927 | SH | SOLE | 230,927 | 0 | 0 | ||
| TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 39,344 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 2,112 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| VANTAGE DRILLING COMPANY | NOTE 7.875% 9/0 | G93205AA3 | 3,390 | 3,495,000 | PRN | SOLE | 3,495,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 8,007 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 39,525 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 64,657 | 23,237,000 | PRN | SOLE | 23,237,000 | 0 | 0 | ||