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 |
| AKORN INC | NOTE 3.500% 6/0 | 009728AB2 | 4,599 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 211,470 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
| ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 17,775 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| BEAZER HOMES USA INC | UNIT 99/99/9999 | 07556Q709 | 1,756 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 182,457 | 100,176,000 | PRN | SOLE | 10,017,600 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 5.500% 6/1 | 125896BD1 | 176,571 | 91,094,000 | PRN | SOLE | 91,094,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,697 | 1,605,000 | PRN | SOLE | 1,605,000 | 0 | 0 | ||
| D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 39,201 | 25,736,000 | PRN | SOLE | 25,736,000 | 0 | 0 | ||
| E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 58,487 | 36,580,000 | PRN | SOLE | 36,580,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 199,150 | 118,916,000 | PRN | SOLE | 11,891,600 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 13,023 | 5,773,000 | PRN | SOLE | 5,773,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 1,771 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 1,860 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 141,896 | 50,977,000 | PRN | SOLE | 50,977,000 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 374 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
| M & T BK CORP | *W EXP 12/23/201 | 55261F112 | 333 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 32,749 | 11,291,000 | PRN | SOLE | 11,291,000 | 0 | 0 | ||
| OPKO HEALTH INC | COM | 68375N103 | 66 | 7,500 | SH | Call | SOLE | 7,500 | 0 | 0 | |
| OPKO HEALTH INC | COM | 68375N103 | 46,240 | 5,248,700 | SH | Put | SOLE | 5,248,700 | 0 | 0 | |
| SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 597,484 | 224,343,000 | PRN | SOLE | 22,434,300 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 2,623 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 359 | 48,977 | SH | SOLE | 48,977 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 851 | 116,100 | SH | Put | SOLE | 116,100 | 0 | 0 | |
| TERADYNE INC | NOTE 4.500% 3/1 | 880770AE2 | 77,414 | 25,614,000 | PRN | SOLE | 25,614,000 | 0 | 0 | ||
| TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 118,262 | 68,886,000 | PRN | SOLE | 68,886,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 12,358 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 53,423 | 17,057,000 | PRN | SOLE | 17,057,000 | 0 | 0 | ||