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 |
| ALLIANT TECHSYSTEMS INC NOTE | NOTE 3.000% 8/1 | 018804AK0 | 16 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 253 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| AMERICAN REALTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 2,999 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | |
| AUTOLIV INC | COM | 052800109 | 932 | 10,115 | SH | SOLE | 0 | 10,115 | 0 | 0 | |
| BANK OF AMERICA CORPORATION | COM | 060505104 | 156 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 705 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.875% 4/2 | 09061GAD3 | 37 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,040 | 29,000 | SH | SOLE | 0 | 29,000 | 0 | 0 | |
| BLACKROCK MUN TARGET TERM TR | COM | 09257P105 | 1,712 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
| BROOKFIELD OFFICE PPTYS INC | COM | 112900105 | 7,891 | 409,900 | SH | SOLE | 0 | 409,900 | 0 | 0 | |
| CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 6 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 744 | 12,500 | SH | SOLE | 0 | 12,500 | 0 | 0 | |
| CF INDS HLDGS INC | COM | 125269100 | 233 | 1,000 | SH | SOLE | 0 | 1,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 1,397 | 26,800 | SH | SOLE | 0 | 26,800 | 0 | 0 | |
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 2,095 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| CORNERSTONE THERAPEUTICS INC | COM | 21924P103 | 2,894 | 305,000 | SH | SOLE | 0 | 305,000 | 0 | 0 | |
| COSTA INC | CL A | 22149T102 | 4,574 | 210,497 | SH | SOLE | 0 | 210,497 | 0 | 0 | |
| CUMMINS INC | COM | 231021106 | 564 | 4,000 | SH | SOLE | 0 | 4,000 | 0 | 0 | |
| DARLING INTL INC | COM | 237266101 | 731 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 3,142 | 114,376 | SH | SOLE | 0 | 114,376 | 0 | 0 | |
| DRESSER-RAND GROUP INC | COM | 261608103 | 984 | 16,500 | SH | SOLE | 0 | 16,500 | 0 | 0 | |
| ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 1,065 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| FLOWSERVE CORP | COM | 34354P105 | 394 | 5,000 | SH | SOLE | 0 | 5,000 | 0 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 409 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| GOOGLE INC | CL A | 38259P508 | 3,009 | 2,685 | SH | SOLE | 0 | 2,685 | 0 | 0 | |
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%12/1 | 36191UAB2 | 2,015 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| HALLIBURTON CO | COM | 406216101 | 634 | 12,500 | SH | SOLE | 0 | 12,500 | 0 | 0 | |
| HONEYWELL INTL INC | COM | 438516106 | 685 | 7,500 | SH | SOLE | 0 | 7,500 | 0 | 0 | |
| PENNEY J C INC | COM | 708160106 | 3,294 | 360,000 | SH | SOLE | 0 | 360,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,111 | 19,000 | SH | SOLE | 0 | 19,000 | 0 | 0 | |
| KBR INC | COM | 48242W106 | 392 | 12,300 | SH | SOLE | 0 | 12,300 | 0 | 0 | |
| MANITOWOC INC | COM | 563571108 | 408 | 17,500 | SH | SOLE | 0 | 17,500 | 0 | 0 | |
| MCGRAW HILL FINL INC | COM | 580645109 | 5,005 | 64,000 | SH | SOLE | 0 | 64,000 | 0 | 0 | |
| MORGAN STANLEY | COM NEW | 617446448 | 1,587 | 50,600 | SH | SOLE | 0 | 50,600 | 0 | 0 | |
| NATIONAL OILWELL VARCO INC | COM | 637071101 | 477 | 6,000 | SH | SOLE | 0 | 6,000 | 0 | 0 | |
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 2,056 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| NEWS CORP NEW | CL A | 65249B109 | 1,802 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
| OCWEN FINL CORP | COM NEW | 675746309 | 1,664 | 30,000 | SH | SOLE | 0 | 30,000 | 0 | 0 | |
| OSHKOSH CORP | COM | 688239201 | 861 | 17,091 | SH | SOLE | 0 | 17,091 | 0 | 0 | |
| OSI SYSTEMS INC | COM | 671044105 | 319 | 6,000 | SH | SOLE | 0 | 6,000 | 0 | 0 | |
| PAIN THERAPEUTICS INC | COM | 69562K100 | 451 | 92,700 | SH | SOLE | 0 | 92,700 | 0 | 0 | |
| PRECISION CASTPARTS CORP | COM | 740189105 | 539 | 2,000 | SH | SOLE | 0 | 2,000 | 0 | 0 | |
| RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 1,391 | 1,250,000 | PRN | SOLE | 0 | 1,250,000 | 0 | 0 | |
| SANTARUS INC | COM | 802817304 | 3,196 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
| SEQUENOM INC | NOTE 5.000%10/0 | 817337AB4 | 567 | 650,000 | PRN | SOLE | 0 | 650,000 | 0 | 0 | |
| SOLTA MED INC | COM | 83438K103 | 9,002 | 3,051,604 | SH | SOLE | 0 | 3,051,604 | 0 | 0 | |
| STEEL DYNAMICS INC | COM | 858119100 | 342 | 17,500 | SH | SOLE | 0 | 17,500 | 0 | 0 | |
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 2,355 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWARE | NOTE 1.750% 12/0 | 874054AC3 | 1,160 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| TOWERS WATSON & CO | CL A | 891894107 | 4,211 | 33,000 | SH | SOLE | 0 | 33,000 | 0 | 0 | |
| TRANSDIGM GROUP INC | COM | 893641100 | 687 | 4,265 | SH | SOLE | 0 | 4,265 | 0 | 0 | |
| TURQUOISE HILL RES LTD RIGHT | 1/7/2014 | 900435116 | 250 | 260,196 | SH | SOLE | 0 | 260,196 | 0 | 0 | |
| TURQUOISE HILL RES LTD | COM | 900435108 | 928 | 927,800 | SH | SOLE | 0 | 927,800 | 0 | 0 | |
| ULTA SALON COSMETCS & FRAG I | COM | 90384S303 | 3,185 | 33,000 | SH | SOLE | 0 | 33,000 | 0 | 0 | |
| UNION PAC CORP | COM | 907818108 | 672 | 4,000 | SH | SOLE | 0 | 4,000 | 0 | 0 | |
| VECTOR GROUP LTD FRNT | 1-Jan | 92240MAY4 | 2,370 | 2,000,000 | SH | SOLE | 0 | 2,000,000 | 0 | 0 | |