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 | 7,572 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 9,912 | 4,681,000 | PRN | SOLE | 4,681,000 | 0 | 0 | ||
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 19,028 | 11,450,000 | PRN | SOLE | 11,450,000 | 0 | 0 | ||
| ALLERGAN INC | COM | 018490102 | 50,766 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 65,101 | 2,722,740 | SH | SOLE | 2,722,740 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | NOTE 3.750%12/1 | 02076XAE2 | 2,591 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 3,964 | 198,000 | SH | SOLE | 198,000 | 0 | 0 | ||
| ARCELORMITTAL SA LUXEMBOURG | MAND CV NT 16 | L0302D178 | 17,574 | 780,000 | PRN | SOLE | 780,000 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 14,582 | 412,400 | SH | Put | SOLE | 412,400 | 0 | 0 | |
| AUXILIUM PHARMACEUTICALS INC | NOTE 1.500% 7/1 | 05334DAA5 | 8,108 | 7,490,000 | PRN | SOLE | 7,490,000 | 0 | 0 | ||
| BARNES & NOBLE INC | COM | 067774109 | 9,116 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| CALLAWAY GOLF CO | NOTE 3.750% 8/1 | 131193AC8 | 6,141 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 4.875% 3/1 | 151290AV5 | 2,504 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 25,635 | 16,900,000 | PRN | SOLE | 16,900,000 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 20,326 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| CINEDIGM CORP | COM | 172406100 | 3,430 | 1,377,613 | SH | SOLE | 1,377,613 | 0 | 0 | ||
| CONSUMER PORTFOLIO SVCS INC | COM | 210502100 | 1,367 | 179,389 | SH | Call | SOLE | 179,389 | 0 | 0 | |
| CONTINENTAL AIRLS INC | NOTE 4.500% 1/1 | 210795PU8 | 23,686 | 10,800,000 | PRN | SOLE | 10,800,000 | 0 | 0 | ||
| CUBIST PHARMACEUTICALS INC | COM | 229678107 | 14,173 | 203,000 | SH | SOLE | 203,000 | 0 | 0 | ||
| DIRECTV | COM | 25490A309 | 51,006 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 04/01/2013 | 25746U703 | 1,445 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 07/01/2016 | 25746U885 | 13,050 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 25,675 | 14,900,000 | PRN | SOLE | 14,900,000 | 0 | 0 | ||
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 71,643 | 5,128,325 | SH | SOLE | 5,128,325 | 0 | 0 | ||
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 16,499 | 957,000 | SH | SOLE | 957,000 | 0 | 0 | ||
| FOREST LABS INC | COM | 345838106 | 53,143 | 536,800 | SH | SOLE | 536,800 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,950 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 12/31/201 | 37045V134 | 21,780 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| GRAMERCY PPTY TR INC | COM | 38489R100 | 760 | 125,700 | SH | SOLE | 125,700 | 0 | 0 | ||
| GULF COAST ULTRA DEEP RTY TR | ROYALTY TR UNT | 40222T104 | 3,370 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| HERBALIFE LTD | COM USD SHS | G4412G101 | 1,936 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| HILLSHIRE BRANDS CO | COM | 432589109 | 29,593 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC N | COM | 440543106 | 1,150 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
| HUDSON CITY BANCORP | COM | 443683107 | 9,830 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| IDENIX PHARMACEUTICALS INC | COM | 45166R204 | 24,100 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | COM PAR $0.001 | 46612J507 | 2,046 | 164,100 | SH | SOLE | 164,100 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 560 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 8,001 | 118,400 | SH | SOLE | 118,400 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | NOTE 7.000% 3/1 | 52729NBP4 | 14,940 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 29,615 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 10,909 | 3,625,000 | PRN | SOLE | 3,625,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 40,707 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| NEWMONT MINING CORP | COM | 651639106 | 5,719 | 224,800 | SH | SOLE | 224,800 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 263 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 4,055 | 443,600 | SH | SOLE | 443,600 | 0 | 0 | ||
| PHH CORP | NOTE 4.000% 9/0 | 693320AN3 | 22,613 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| PRICELINE GRP INC | DEBT 1.000% 3/1 | 741503AQ9 | 3,542 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| PROLOGIS INC | COM | 74340W103 | 4,397 | 107,000 | SH | SOLE | 107,000 | 0 | 0 | ||
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 47,033 | 2,102,522 | SH | SOLE | 2,102,522 | 0 | 0 | ||
| QUESTCOR PHARMACEUTICALS INC | COM | 74835Y101 | 27,747 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| RIVERBED TECHNOLOGY INC | COM | 768573107 | 11,186 | 542,200 | SH | SOLE | 542,200 | 0 | 0 | ||
| RLJ ENTMT INC | COM | 74965F104 | 306 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| RPM INTL INC | COM | 749685103 | 5,874 | 127,200 | SH | SOLE | 127,200 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 10,172 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SIRIUS XM HLDGS INC | COM | 82968B103 | 57,557 | 16,635,000 | SH | SOLE | 16,635,000 | 0 | 0 | ||
| SOLARFUN POWER HOLDINGS CO L | NOTE 3.500% 1/1 | 83415UAB4 | 4,788 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 1,688 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 4,693 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 68,502 | 350,000 | SH | Put | SOLE | 350,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 29,182 | 25,500,000 | PRN | SOLE | 25,500,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 2,814 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 4,540 | 86,600 | SH | SOLE | 86,600 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 21,628 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| THOMPSON CREEK METALS CO INC | UNIT 99/99/9999 | 884768300 | 3,435 | 1,160,610 | SH | SOLE | 1,160,610 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 42,805 | 290,600 | SH | Call | SOLE | 290,600 | 0 | 0 | |
| TRW AUTOMOTIVE INC | NOTE 3.500%12/0 | 87264MAH2 | 34,931 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 4,618 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| VANTAGE DRILLING COMPANY | NOTE 7.875% 9/0 | G93205AA3 | 4,072 | 3,495,000 | PRN | SOLE | 3,495,000 | 0 | 0 | ||
| WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 36,765 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 71,250 | 23,237,000 | PRN | SOLE | 23,237,000 | 0 | 0 | ||