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 |
| AKORN INC | NOTE 3.500% 6/0 | 009728AB2 | 14,199 | 4,991,000 | PRN | SOLE | 4,991,000 | 0 | 0 | ||
| ALLIANCE DATA SYSTEMS CORP | NOTE 4.750% 5/1 | 018581AC2 | 22,073 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| BEAZER HOMES USA INC | UNIT 99/99/9999 | 07556Q709 | 2,234 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 188,556 | 100,176,000 | PRN | SOLE | 100,176,000 | 0 | 0 | ||
| CMS ENERGY CORP | NOTE 5.500% 6/1 | 125896BD1 | 197,097 | 99,701,000 | PRN | SOLE | 99,701,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,427 | 1,605,000 | PRN | SOLE | 1,605,000 | 0 | 0 | ||
| D R HORTON INC | NOTE 2.000% 5/1 | 23331ABB4 | 64,636 | 37,597,000 | PRN | SOLE | 37,597,000 | 0 | 0 | ||
| DIGITAL RLTY TR INC | COM | 253868103 | 33,255 | 676,800 | SH | Put | SOLE | 676,800 | 0 | 0 | |
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 312,710 | 196,481,000 | PRN | SOLE | 196,481,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 4.750% 6/1 | 29444UAH9 | 77,512 | 35,435,000 | PRN | SOLE | 35,435,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 1,843 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 5,796 | 249,900 | SH | SOLE | 249,900 | 0 | 0 | ||
| GILEAD SCIENCES INC | NOTE 1.000% 5/0 | 375558AN3 | 8,125 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 9,705 | 6,614,000 | PRN | SOLE | 6,614,000 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 463 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
| M & T BK CORP | *W EXP 12/23/201 | 55261F112 | 376 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 37,044 | 11,291,000 | PRN | SOLE | 11,291,000 | 0 | 0 | ||
| OPKO HEALTH INC | COM | 68375N103 | 844 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| OPKO HEALTH INC | COM | 68375N103 | 39,868 | 4,723,900 | SH | Put | SOLE | 4,723,900 | 0 | 0 | |
| RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 2,001 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 740,415 | 250,161,000 | PRN | SOLE | 250,161,000 | 0 | 0 | ||
| SEQUENOM INC | NOTE 5.000%10/0 | 817337AB4 | 434 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 2,829 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 10,807 | 1,433,317 | SH | SOLE | 1,433,317 | 0 | 0 | ||
| TERADYNE INC | NOTE 4.500% 3/1 | 880770AE2 | 82,510 | 25,614,000 | PRN | SOLE | 25,614,000 | 0 | 0 | ||
| WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 14,586 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| WESTERN REFNG INC | NOTE 5.750% 6/1 | 959319AC8 | 75,691 | 17,057,000 | PRN | SOLE | 17,057,000 | 0 | 0 | ||