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 |
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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 | 5,136 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
AIRGAS INC | COM | 009363102 | 15,907 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQ IN | PFD CONV SER D | 015271505 | 5,843 | 212,600 | SH | SOLE | 212,600 | 0 | 0 | ||
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 47,808 | 46,500 | SH | SOLE | 46,500 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 7,778 | 417,260 | SH | SOLE | 417,260 | 0 | 0 | ||
ANADARKO PETE CORP | UNIT 99/99/9999 | 032511404 | 8,250 | 243,000 | SH | SOLE | 243,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 2,069 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 19,327 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 2,486 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
BROADCOM CORP | CL A | 111320107 | 52,327 | 905,003 | SH | SOLE | 905,003 | 0 | 0 | ||
CAMERON INTERNATIONAL CORP | COM | 13342B105 | 25,280 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
CAMERON INTERNATIONAL CORP | COM | 13342B105 | 6,320 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 6,240 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 470 | 104,500 | SH | SOLE | 104,500 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 1,125 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
CINEDIGM CORP | COM | 172406100 | 360 | 1,377,613 | SH | SOLE | 1,377,613 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 7,164 | 94,700 | SH | SOLE | 94,700 | 0 | 0 | ||
E M C CORP MASS | COM | 268648102 | 35,798 | 1,394,000 | SH | SOLE | 1,394,000 | 0 | 0 | ||
FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 82,412 | 5,128,325 | SH | SOLE | 5,128,325 | 0 | 0 | ||
FINTECH ACQUISITION CORP | UNIT 99/99/9999 | 31809H209 | 7,650 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,445 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 2.000%12/1 | 436440AB7 | 7,616 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 17,851 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 12,131 | 63,200 | SH | SOLE | 63,200 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 10,661 | 6,410,000 | PRN | SOLE | 6,410,000 | 0 | 0 | ||
INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,115 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 9,091 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
KEURIG GREEN MTN INC | COM | 49271M100 | 18,354 | 203,976 | SH | SOLE | 203,976 | 0 | 0 | ||
KLA-TENCOR CORP | COM | 482480100 | 41,610 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 13,990 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
MACQUARIE INFRASTR CO LLC | MEMBERSHIP INT | 55608B105 | 2,360 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 2,588 | 52,500 | SH | SOLE | 52,500 | 0 | 0 | ||
MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 2,608 | 2,497,000 | PRN | SOLE | 2,497,000 | 0 | 0 | ||
MODUSLINK GLOBAL SOLUTIONS I | NOTE 5.250% 3/0 | 60786LAB3 | 3,856 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 11,663 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 19,988 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 22,565 | 20,238,000 | PRN | SOLE | 20,238,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 1,362 | 139,000 | SH | SOLE | 139,000 | 0 | 0 | ||
PRECISION CASTPARTS CORP | COM | 740189105 | 34,802 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
PROTALIX BIOTHERAPEUTICS INC | NOTE 4.500% 9/1 | 74365AAB7 | 1,720 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 30,271 | 23,500,000 | PRN | SOLE | 23,500,000 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 17,219 | 2,196,300 | SH | SOLE | 2,196,300 | 0 | 0 | ||
RPM INTL INC | COM | 749685103 | 5,587 | 126,800 | SH | SOLE | 126,800 | 0 | 0 | ||
SANDISK CORP | COM | 80004C101 | 12,022 | 158,200 | SH | SOLE | 158,200 | 0 | 0 | ||
SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 1,506 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SOLERA HOLDINGS INC | COM | 83421A104 | 34,269 | 625,000 | SH | SOLE | 625,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 11,119 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 4,778 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 2,839 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
STAR BULK CARRIERS CORP | SHS NEW | Y8162K121 | 5,239 | 8,657,771 | SH | SOLE | 8,657,771 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 29,021 | 29,500,000 | PRN | SOLE | 29,500,000 | 0 | 0 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 11,383 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 10,013 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 41,193 | 610,000 | SH | SOLE | 610,000 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 29,220 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
TIME WARNER CABLE INC | COM | 88732J207 | 51,037 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 141,732 | 10,986,979 | SH | SOLE | 10,986,979 | 0 | 0 | ||
TRIBUNE MEDIA CO | CL A | 896047503 | 225,438 | 6,667,790 | SH | SOLE | 6,667,790 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 30,728 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | COM | 925550105 | 337 | 55,384 | SH | SOLE | 55,384 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 2,942 | 52,000 | SH | Put | SOLE | 52,000 | 0 | 0 | |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 12,771 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
WESCO INTL INC | DBCV 6.000% 9/1 | 95082PAH8 | 35,959 | 23,237,000 | PRN | SOLE | 23,237,000 | 0 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 574 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
WPX ENERGY INC | PFD SER A CV | 98212B202 | 7,414 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 4,863 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 |