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 |
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000% 11/0 | Y0020QAA9 | 2,645 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AERCAP HOLDINGS NV | SHS | N00985106 | 57,529 | 1,500,100 | SH | SOLE | 1,500,100 | 0 | 0 | ||
| AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 3,254 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AIR PRODS & CHEMS INC | COM | 009158106 | 39,123 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 11,673 | 462,293 | SH | SOLE | 462,293 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 63,125 | 2,500,000 | SH | Put | SOLE | 2,500,000 | 0 | 0 | |
| BARNES GROUP INC | NOTE 3.375% 3/1 | 067806AD1 | 18,284 | 13,494,000 | PRN | SOLE | 0 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | 48,483 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | 198,338 | 11,250,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 39,668 | 2,250,000 | SH | Put | SOLE | 2,250,000 | 0 | 0 | |
| BOSTON PRIVATE FINL HLDGS IN | *W EXP 11/21/201 | 101119113 | 1,411 | 245,400 | SH | SOLE | 245,400 | 0 | 0 | ||
| BROOKFIELD OFFICE PPTYS INC | COM | 112900105 | 32,725 | 1,700,000 | SH | SOLE | 1,700,000 | 0 | 0 | ||
| COMMONWEALTH REIT | COM SH BEN INT | 203233101 | 27,972 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
| DENDREON CORP | NOTE 2.875% 1/1 | 24823QAC1 | 38,903 | 60,691,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 30,575 | 364,598 | SH | SOLE | 364,598 | 0 | 0 | ||
| FOREST CITY ENTERPRISES INC | NOTE 4.250% 8/1 | 345550AP2 | 21,542 | 19,283,000 | PRN | SOLE | 0 | 0 | 0 | ||
| GENERAL ELECTRIC CO | COM | 369604103 | 7,008 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 1,697 | 73,407 | SH | SOLE | 73,407 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 73,968 | 4,000,000 | SH | Put | SOLE | 4,000,000 | 0 | 0 | |
| ISHARES | RUSSELL 2000 ETF | 464287655 | 13,837 | 120,000 | SH | Put | SOLE | 120,000 | 0 | 0 | |
| LAMAR ADVERTISING CO | CL A | 512815101 | 91,438 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
| LEVY ACQUISITION CORP | UNIT 99/99/9999 | 52748T203 | 2,462 | 245,950 | SH | SOLE | 245,950 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 73,146 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 1,112 | 131,800 | SH | SOLE | 131,800 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 5.000% 5/0 | 552848AD5 | 2,830 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| MIDSTATES PETE CO INC | COM | 59804T100 | 3,412 | 515,400 | SH | SOLE | 515,400 | 0 | 0 | ||
| NEWPARK RES INC | NOTE 4.000%10/0 | 651718AC2 | 20,100 | 14,832,000 | PRN | SOLE | 0 | 0 | 0 | ||
| OCCIDENTAL PETE CORP DEL | COM | 674599105 | 175,935 | 1,850,000 | SH | SOLE | 1,850,000 | 0 | 0 | ||
| OCCIDENTAL PETE CORP DEL | COM | 674599105 | 175,935 | 1,850,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| OCCIDENTAL PETE CORP DEL | COM | 674599105 | 23,775 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
| OREXIGEN THERAPEUTICS INC | COM | 686164104 | 282 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| OREXIGEN THERAPEUTICS INC | NOTE 2.750%12/0 | 686164AA2 | 488 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
| QUICKSILVER RESOURCES INC | COM | 74837R104 | 12,040 | 3,921,981 | SH | SOLE | 3,921,981 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 72,578 | 820,000 | SH | Put | SOLE | 820,000 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 17,488 | 800,000 | SH | Put | SOLE | 800,000 | 0 | 0 | |
| SILVER EAGLE ACQUISITION COR | COM | 827694100 | 4,816 | 497,500 | SH | SOLE | 497,500 | 0 | 0 | ||
| SILVER EAGLE ACQUISITION COR | UNIT 99/99/9999 | 827694209 | 2,648 | 264,809 | SH | SOLE | 264,809 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 775,698 | 4,200,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 55,407 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
| STILLWATER MNG CO | NOTE 1.750%10/1 | 86074QAL6 | 36,187 | 32,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.500% 3/1 | 867652AE9 | 30,693 | 21,989,000 | PRN | SOLE | 0 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.750% 4/1 | 867652AC3 | 6,362 | 5,325,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 20,800 | 15,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| TFS FINL CORP | COM | 87240R107 | 60,575 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 86,296 | 775,000 | SH | SOLE | 775,000 | 0 | 0 | ||
| TIME WARNER CABLE INC | COM | 88732J207 | 47,425 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| T-MOBILE US INC | COM | 872590104 | 42,050 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
| TOWER GROUP INTL LTD | COM | G8988C105 | 7,422 | 2,195,900 | SH | SOLE | 2,195,900 | 0 | 0 | ||
| TYCO INTERNATIONAL LTD | SHS | H89128104 | 123,120 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 26,355 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| YAHOO INC | COM | 984332106 | 110,053 | 2,721,400 | SH | SOLE | 2,721,400 | 0 | 0 | ||