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 |
| ABBVIE INC | COM | 00287Y109 | 55,613 | 950,000 | SH | SOLE | 950,000 | 0 | 0 | ||
| ACTAVIS PLC | SHS | G0083B108 | 102,903 | 345,753 | SH | SOLE | 345,753 | 0 | 0 | ||
| AECOM TECHNOLOGY CORP DELAWA | COM | 00766T100 | 20,033 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 14,425 | 12,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520AB8 | 49,657 | 39,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALTERA CORP | COM | 021441100 | 17,164 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 25,223 | 21,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 5,044 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 169,200 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| ARAMARK | COM | 03852U106 | 57,665 | 1,823,100 | SH | SOLE | 1,823,100 | 0 | 0 | ||
| ARUBA NETWORKS INC | COM | 043176106 | 13,002 | 530,906 | SH | SOLE | 530,906 | 0 | 0 | ||
| BALL CORP | COM | 058498106 | 29,316 | 415,000 | SH | SOLE | 415,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 16,227 | 17,310,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 1,326 | 240,214 | SH | SOLE | 240,214 | 0 | 0 | ||
| BROADCOM CORP | CL A | 111320107 | 95,492 | 2,205,605 | SH | SOLE | 2,205,605 | 0 | 0 | ||
| CF INDS HLDGS INC | COM | 125269100 | 51,062 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| COMPUTER SCIENCES CORP | COM | 205363104 | 26,112 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| DIRECTV | COM | 25490A309 | 136,724 | 1,606,622 | SH | SOLE | 1,606,622 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 16,397 | 14,672,000 | PRN | SOLE | 0 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 3.625% 8/1 | 345550AR8 | 2,914 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 5,658 | 802,592 | SH | SOLE | 802,592 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 2,898 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | UNIT 06/25/2016 | G5866L124 | 3,052 | 308,250 | SH | SOLE | 308,250 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 8,615 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| GLOBALSTAR INC | COM | 378973408 | 3,330 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| INTEROIL CORP | NOTE 2.750%11/1 | 460951AC0 | 4,260 | 4,257,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INVESTORS BANCORP INC NEW | COM | 46146L101 | 105,480 | 9,000,000 | SH | SOLE | 9,000,000 | 0 | 0 | ||
| ISHARES | JP MOR EM MK ETF | 464288281 | 69,514 | 620,000 | SH | Put | SOLE | 620,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 18,812 | 488,000 | SH | SOLE | 488,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | COM SER C | 531229300 | 36,933 | 966,831 | SH | SOLE | 966,831 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 44,004 | 1,384,204 | SH | SOLE | 1,384,204 | 0 | 0 | ||
| LORILLARD INC | COM | 544147101 | 32,675 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 3,542 | 367,800 | SH | SOLE | 367,800 | 0 | 0 | ||
| MOLSON COORS BREWING CO | CL B | 60871R209 | 40,948 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| NEUSTAR INC | CL A | 64126X201 | 9,109 | 370,000 | SH | SOLE | 370,000 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 27,030 | 24,189,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NORTHSTAR ASSET MGMT GROUP I | COM | 66705Y104 | 60,100 | 2,574,999 | SH | SOLE | 2,574,999 | 0 | 0 | ||
| PANDORA MEDIA INC | COM | 698354107 | 12,642 | 779,872 | SH | SOLE | 779,872 | 0 | 0 | ||
| RCS CAP CORP | COM CL A | 74937W102 | 2,926 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 3,265 | 3,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 34,455 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| SMART & FINAL STORES INC | COM | 83190B101 | 33,708 | 1,915,229 | SH | SOLE | 1,915,229 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 98,591 | 477,600 | SH | Put | SOLE | 477,600 | 0 | 0 | |
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 66,548 | 58,445,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 48,053 | 27,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNEDISON SEMICONDUCTOR LTD | SHS | Y8213L102 | 14,560 | 563,906 | SH | SOLE | 563,906 | 0 | 0 | ||
| TALLGRASS ENERGY PARTNERS LP | COM UNIT | 874697105 | 15,171 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 6,334 | 7,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TFS FINL CORP | COM | 87240R107 | 73,400 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| THERAVANCE INC | COM | 88338T104 | 28,296 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
| UNITED CONTL HLDGS INC | COM | 910047109 | 11,815 | 175,683 | SH | SOLE | 175,683 | 0 | 0 | ||
| VIVUS INC | COM | 928551100 | 4,920 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 15,853 | 17,200,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 21,223 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| YAHOO INC | COM | 984332106 | 137,749 | 3,100,000 | SH | SOLE | 3,100,000 | 0 | 0 | ||