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 |
| ALBANY MOLECULAR RESH INC | OTE 2.250%11/1 | 012423AA7 | 4,876 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| ALPHA NATURAL RESOURCES INC | OTE 4.875%12/1 | 02076XAF9 | 2,671 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ANNALY CAP MGMT INC | COM | 035710409 | 499 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
| ANNALY CAP MGMT INC | NOTE 5.000% 5/1 | 035710AB8 | 5,464 | 5,400,000 | PRN | SOLE | 5,400,000 | 0 | 0 | ||
| APOLLO INVT CORP | COM | 03761U106 | 511 | 60,300 | SH | SOLE | 60,300 | 0 | 0 | ||
| AQUASITION CORP | W EXP 99/99/999 | Y0192H111 | 51 | 209,500 | SH | SOLE | 209,500 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 5,899 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| BANK OF AMERICA CORPORATION | W EXP 10/28/201 | 060505153 | 71 | 92,300 | SH | SOLE | 92,300 | 0 | 0 | ||
| BEAZER HOMES USA INC | UNIT 99/99/9999 | 07556Q709 | 4,931 | 133,264 | SH | SOLE | 133,264 | 0 | 0 | ||
| BPZ RESOURCES INC | OTE 8.500%10/0 | 055639AC2 | 4,339 | 4,900,000 | PRN | SOLE | 4,900,000 | 0 | 0 | ||
| CALLAWAY GOLF CO | COM | 131193104 | 843 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| CALLAWAY GOLF CO | OTE 3.750% 8/1 | 131193AC8 | 4,909 | 3,975,000 | PRN | SOLE | 3,975,000 | 0 | 0 | ||
| CALLIDUS SOFTWARE INC | NOTE 4.750% 6/0 | 13123EAB0 | 4,151 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP II | COM | 14056V105 | 2,405 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| CAPITOL ACQUISITION CORP II | W EXP 05/15/201 | 14056V113 | 75 | 124,700 | SH | SOLE | 124,700 | 0 | 0 | ||
| CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 2,730 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CHART ACQUISITION CORP | COM | 161151105 | 2,438 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| CHART ACQUISITION CORP | W EXP 12/19/201 | 161151113 | 186 | 238,200 | SH | SOLE | 238,200 | 0 | 0 | ||
| CITIGROUP INC | W EXP 01/04/201 | 172967226 | 108 | 166,500 | SH | SOLE | 166,500 | 0 | 0 | ||
| CITIGROUP INC | W EXP 10/28/201 | 172967234 | 7 | 115,500 | SH | SOLE | 115,500 | 0 | 0 | ||
| COLLABRIUM JAPAN ACQUISITN C | W EXP 99/99/999 | G2266G110 | 7 | 62,611 | SH | SOLE | 62,611 | 0 | 0 | ||
| COLLABRIUM JAPAN ACQUISITN C | COM | G2266G102 | 644 | 62,611 | SH | SOLE | 62,611 | 0 | 0 | ||
| DDR CORP | COM | 23317H102 | 1,230 | 80,000 | SH | Call | SOLE | 80,000 | 0 | 0 | |
| DEVELOPERS DIVERSIFIED RLTY | NOTE 1.750%11/1 | 251591AX1 | 6,885 | 6,175,000 | PRN | SOLE | 6,175,000 | 0 | 0 | ||
| DOLLAR FINL CORP | NOTE 3.000% 4/0 | 256664AC7 | 1,929 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ENDO HEALTH SOLUTIONS INC | NOTE 1.750% 4/1 | 29264FAB2 | 6,886 | 2,970,000 | PRN | SOLE | 2,970,000 | 0 | 0 | ||
| ENPRO INDS INC | DBCV 3.938%10/1 | 29355XAB3 | 5,295 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 4,028 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 11,443 | 5,234,000 | PRN | SOLE | 5,234,000 | 0 | 0 | ||
| GAIN CAP HLDGS INC | OTE 4.125%12/0 | 36268WAA8 | 4,185 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| GEVO INC | COM | 374396109 | 100 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| GLOBAL DEFENSE & NATL SEC SY | COM | 37953N108 | 1,508 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| HAWAIIAN HOLDINGS INC | NOTE 5.000% 3/1 | 419879AD3 | 7,613 | 5,640,000 | PRN | SOLE | 5,640,000 | 0 | 0 | ||
| HEALTH CARE REIT INC | COM | 42217K106 | 320 | 5,971 | SH | SOLE | 5,971 | 0 | 0 | ||
| HEALTH CARE REIT INC | PFD PER CON I | 42217K601 | 360 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| HERCULES TECH GROWTH CAP INC | NOTE 6.000% 4/1 | 427096AB8 | 11,149 | 7,992,000 | PRN | SOLE | 7,992,000 | 0 | 0 | ||
| HF2 FINL MGMT INC | CL A | 40421A104 | 3,054 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| HOME INNS & HOTELS MGMT INC | NOTE 2.000%12/1 | 43713WAB3 | 5,213 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 5,026 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| HYDE PK ACQUISITION CORP II | COM | 448640102 | 2,649 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | DBCV 5.500%10/1 | 477143AE1 | 4,454 | 2,240,000 | PRN | SOLE | 2,240,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | DBCV 6.750%10/1 | 477143AF8 | 5,355 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | DBCV 6.750%10/1 | 477143AG6 | 15,040 | 7,895,000 | PRN | SOLE | 7,895,000 | 0 | 0 | ||
| JINKOSOLAR HLDG CO LTD | NOTE 4.000% 5/1 | 47759TAA8 | 5,368 | 5,100,000 | PRN | SOLE | 5,100,000 | 0 | 0 | ||
| LEVY ACQUISITION CORP | UNIT 99/99/9999 | 52748T203 | 2,002 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| LIONS GATE ENTMT INC | NOTE 3.625% 3/1 | 53626YAA6 | 49,175 | 12,831,000 | PRN | SOLE | 12,831,000 | 0 | 0 | ||
| MERGEWORTHRX CORP | COM | 58952R106 | 1,635 | 201,107 | SH | SOLE | 201,107 | 0 | 0 | ||
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 5,210 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 34,240 | 19,710,000 | PRN | SOLE | 19,710,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.875% 8/0 | 595112AR4 | 12,658 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 9,838 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2015 | 65339F887 | 452 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 12,534 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| OMNICARE CAP TR II | PFD B TR 4.00% | 68214Q200 | 9,804 | 132,710 | SH | SOLE | 132,710 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.750% 4/0 | 681904AP3 | 21,210 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| OMNICARE INC | NOTE 3.750%12/1 | 681904AN8 | 7,084 | 3,085,000 | PRN | SOLE | 3,085,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.875% 2/1 | 69329YAE4 | 31,175 | 20,221,000 | PRN | SOLE | 20,221,000 | 0 | 0 | ||
| PRICELINE COM INC | NOTE 1.250% 3/1 | 741503AN6 | 12,602 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORPORATION | MTNF 5.375%10/1 | 74348TAK8 | 4,526 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
| QUARTET MERGER CORP | COM | 747717106 | 1,680 | 174,600 | SH | SOLE | 174,600 | 0 | 0 | ||
| QUARTET MERGER CORP | RIGHT 99/99/9999 | 747717205 | 91 | 174,600 | SH | SOLE | 174,600 | 0 | 0 | ||
| QUARTET MERGER CORP | UNIT 99/99/9999T | 747717304 | 50 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP | COM | 74874R108 | 1,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| QUINPARIO ACQUISITION CORP | W EXP 09/27/201 | 74874R116 | 36 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | NOTE 7.000% 4/0 | 749227AA2 | 1,415 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| RAMCO-GERSHENSON PPTYS TR PERP | PFD-D CV | 751452608 | 3,477 | 59,568 | SH | SOLE | 59,568 | 0 | 0 | ||
| RESOURCE CAP CORP | OTE 6.000%12/0 | 76120WAA2 | 2,495 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ROI ACQUISITION CORP II | COM | 74966G101 | 2,762 | 290,168 | SH | SOLE | 290,168 | 0 | 0 | ||
| ROI ACQUISITION CORP II | W EXP 99/99/999 | 74966G119 | 145 | 290,168 | SH | SOLE | 290,168 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.750% 1/1 | 79466LAB0 | 5,161 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 1,474 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 75 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
| SILVER EAGLE ACQUISITION COR | COM | 827694100 | 2,420 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| SILVER EAGLE ACQUISITION COR | W EXP 07/26/202 | 827694118 | 141 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
| SILVER STD RES INC | COM | 82823L106 | 696 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| SOUFUN HLDGS LTD | ADR | 836034108 | 824 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,847 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 18,469 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 4,435 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| TELEFLEX INC | NOTE 3.875% 8/0 | 879369AA4 | 19,292 | 12,221,000 | PRN | SOLE | 12,221,000 | 0 | 0 | ||
| UNITED MICROELECTRONICS CORP SPON | ADR NEW | 910873405 | 350 | 171,600 | SH | SOLE | 171,600 | 0 | 0 | ||
| UNITED THERAPEUTICS CORP DEL | NOTE 1.000% 9/1 | 91307CAF9 | 30,810 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 28,400 | 6,401,000 | PRN | SOLE | 6,401,000 | 0 | 0 | ||
| XILINX INC | SDCV 3.125% 3/1 | 983919AD3 | 4,748 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| ZIONS BANCORPORATION | W EXP 11/14/201 | 989701131 | 207 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||