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 |
| ABBVIE INC | COM | 00287Y109 | 48,969 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 9,437 | 11,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AERCAP HOLDINGS NV | SHS | N00985106 | 44,664 | 1,168,000 | SH | SOLE | 1,168,000 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 29,627 | 109,000 | SH | SOLE | 109,000 | 0 | 0 | ||
| ALON USA ENERGY INC | NOTE 3.000% 9/1 | 020520AB8 | 49,521 | 36,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 22,668 | 21,700,000 | PRN | SOLE | 0 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 4,959 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 59,495 | 4,050,000 | SH | SOLE | 4,050,000 | 0 | 0 | ||
| ARAMARK | COM | 03852U106 | 64,387 | 2,172,303 | SH | SOLE | 2,172,303 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 20,231 | 25,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 16,494 | 17,310,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 1,249 | 223,853 | SH | SOLE | 223,853 | 0 | 0 | ||
| BOULDER BRANDS INC | COM | 101405108 | 2,170 | 265,000 | SH | SOLE | 265,000 | 0 | 0 | ||
| CATERPILLAR INC DEL | COM | 149123101 | 47,713 | 730,000 | SH | Put | SOLE | 730,000 | 0 | 0 | |
| COMCAST CORP NEW | CL A | 20030N101 | 98,118 | 1,725,000 | SH | SOLE | 1,725,000 | 0 | 0 | ||
| CURRENCYSHARES EURO TR | EURO SHS | 23130C108 | 141,227 | 1,288,800 | SH | Put | SOLE | 1,288,800 | 0 | 0 | |
| ENOVA INTL INC | COM | 29357K103 | 4,294 | 420,123 | SH | SOLE | 420,123 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 4,023 | 4,553,000 | PRN | SOLE | 0 | 0 | 0 | ||
| EZCORP INC | NOTE 2.125% 6/1 | 302301AB2 | 1,444 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 3,743 | 377,675 | SH | SOLE | 377,675 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | RIGHT 06/25/2016 | G5866L132 | 108 | 490,200 | SH | SOLE | 490,200 | 0 | 0 | ||
| GARNERO GROUP ACQUISITION CO | *W EXP 06/24/201 | G5866L116 | 39 | 302,320 | SH | SOLE | 302,320 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 908 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| INVESTORS BANCORP INC NEW | COM | 46146L101 | 110,932 | 8,989,604 | SH | SOLE | 8,989,604 | 0 | 0 | ||
| ISHARES TR | JP MOR EM MK ETF | 464288281 | 1,309 | 12,300 | SH | Put | SOLE | 12,300 | 0 | 0 | |
| ISHARES TR | 20+ YR TR BD ETF | 464287432 | 117,029 | 947,300 | SH | Call | SOLE | 947,300 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 54,600 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 18,860 | 528,000 | SH | SOLE | 528,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | COM SER C | 531229300 | 34,695 | 1,006,831 | SH | SOLE | 1,006,831 | 0 | 0 | ||
| LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 63,074 | 2,845,032 | SH | SOLE | 2,845,032 | 0 | 0 | ||
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 9,050 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 4,597 | 496,400 | SH | SOLE | 496,400 | 0 | 0 | ||
| MOLSON COORS BREWING CO | CL B | 60871R209 | 32,132 | 387,038 | SH | SOLE | 387,038 | 0 | 0 | ||
| MSG NETWORK INC | CL A | 553573106 | 28,494 | 394,982 | SH | SOLE | 394,982 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 18,594 | 19,676,000 | PRN | SOLE | 0 | 0 | 0 | ||
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 26,092 | 4,007,912 | SH | SOLE | 4,007,912 | 0 | 0 | ||
| NOBLE ENERGY INC | COM | 655044105 | 12,211 | 404,600 | SH | Put | SOLE | 404,600 | 0 | 0 | |
| PERNIX THERAPEUTICS HLDGS IN | COM | 71426V108 | 47 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 69,856 | 2,224,000 | SH | SOLE | 2,224,000 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 62,820 | 2,000,000 | SH | Call | SOLE | 2,000,000 | 0 | 0 | |
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 13,902 | 12,655,000 | PRN | SOLE | 0 | 0 | 0 | ||
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 5,233 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 3,098 | 3,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SERITAGE GROWTH PPTYS | CL A | 81752R100 | 18,625 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SMART & FINAL STORES INC | COM | 83190B101 | 31,257 | 1,989,649 | SH | SOLE | 1,989,649 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 325,771 | 1,700,000 | SH | Call | SOLE | 1,700,000 | 0 | 0 | |
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 49,227 | 48,145,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNEDISON SEMICONDUCTOR LTD | SHS | Y8213L102 | 10,117 | 959,880 | SH | SOLE | 959,880 | 0 | 0 | ||
| T MOBILE US INC | COM | 872590104 | 30,295 | 761,000 | SH | SOLE | 761,000 | 0 | 0 | ||
| TFS FINL CORP | COM | 87240R107 | 64,601 | 3,745,000 | SH | SOLE | 3,745,000 | 0 | 0 | ||
| THERAVANCE INC | COM | 88338T104 | 19,690 | 2,742,302 | SH | SOLE | 2,742,302 | 0 | 0 | ||
| TREEHOUSE FOODS INC | COM | 89469A104 | 66,122 | 850,000 | SH | Call | SOLE | 850,000 | 0 | 0 | |
| WILLIAMS COS INC DEL | COM | 969457100 | 55,275 | 1,500,000 | SH | Call | SOLE | 1,500,000 | 0 | 0 | |