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 MANAGERS SOLE SHARED NONE
-------------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---------
ACCURAY INC DEL NOTE 3.750% 004397AB1 3,023 3,021,000 PRN DEFINED 2 0 0 3,021,000
8/0
Air Lease Corporation (AL) CL A 00912X902 104 5,005 SH DEFINED 3 5,005 0 0
BROOKDALE SR LIVING INC COM 112463104 995 39,300 SH DEFINED 2 39,300 0 0
CADENCE DESIGN SYS INC NOTE 2.625% 127387AJ7 1,836 1,000,000 PRN DEFINED 2 0 0 1,000,000
6/0
Capital Bank Financial Corp COM CL A COM 139794101 4,439 248,529 SH DEFINED 3 248,529 0 0
CHEMED CORP NEW NOTE 1.875% 16359RAC7 333 320,000 PRN DEFINED 2 0 0 320,000
5/1
CIENA CORPORATION COM NEW 171779309 545 34,700 SH DEFINED 2 34,700 0 0
COVENTRY HEALTH CARE INC COM 222862104 1,569 35,000 SH DEFINED 2 35,000 0 0
CUBIST PHARMACEUTICALS INC NOTE 229678AD9 2,353 1,500,000 PRN DEFINED 2 0 0 1,500,000
2.500%11/0
EXTERRAN HLDGS INC NOTE 4.250% 30225XAA1 1,011 883,000 PRN DEFINED 2 0 0 883,000
6/1
HUDSON CITY BANCORP INC COM 443683107 407 50,000 SH DEFINED 2 50,000 0 0
Institutional Financial COM 45779L107 35 32,000 SH DEFINED 3 32,000 0 0
Markets, Inc. (IFMI)
JAKKS PAC INC NOTE 47012EAD8 266 250,000 PRN DEFINED 2 0 0 250,000
4.500%11/0
KKR FINL HLDGS LLC NOTE 7.500% 48248AAD0 2,154 1,407,000 PRN DEFINED 2 0 0 1,407,000
1/1
MASTEC INC NOTE 4.000% 576323AL3 2,258 1,375,000 PRN DEFINED 2 0 0 1,375,000
6/1
MEDIVATION INC COM 58501N101 701 13,700 SH DEFINED 2 13,700 0 0
MEDTRONIC INC COM 585055106 205 5,000 SH DEFINED 2 5,000 0 0
NBH HOLDINGS CORP CL A 633707104 8 400 SH DEFINED 2 400 0 0
NBH HOLDINGS CORP CL A 633707104 19,864 1,049,900 SH DEFINED 3 1,049,900 0 0
NBH HOLDINGS CORP CL A 633707104 1,178 62,022 SH DEFINED 2 62,022 0 0
NBH HOLDINGS CORP CL A 633707104 654 34,416 SH DEFINED 2 34,416 0 0
PHH CORP NOTE 4.000% 693320AN3 1,677 1,500,000 PRN DEFINED 2 0 0 1,500,000
9/0
PHH CORPORATION NOTE 6.000% 693320AQ6 3,963 2,000,000 PRN DEFINED 2 0 0 2,000,000
6/1
PIKE ELEC CORP COM 721283109 9 916 SH DEFINED 2 916 0 0
PUT MDT 01/19/13 40 PUT 585055956 2 50 PUT DEFINED 2 0 0 50
PUT SBUX 01/19/13 50 PUT 855244959 2 76 PUT DEFINED 2 0 0 76
PUT SPX 03/16/13 900 PUT 78462F953 3 102 PUT DEFINED 2 0 0 102
PUT SYY 02/16/13 30 PUT 871829957 9 300 PUT DEFINED 2 0 0 300
PUT WDC 01/19/13 36 PUT 958102955 4 300 PUT DEFINED 2 0 0 300
RTI INTERNATIONAL METALS INC COM 74973W107 135 4,900 SH DEFINED 2 4,900 0 0
STARBUCKS CORP COM 855244109 408 7,600 SH DEFINED 2 7,600 0 0
STEWART INFORMATION SVCS CORP NOTE 860372AB7 4,218 2,033,000 PRN DEFINED 2 0 0 2,033,000
6.000%10/1
SYSCO CORP COM 871829107 950 30,000 SH DEFINED 2 30,000 0 0
THERAVANCE INC COM 88338T104 10 450 SH DEFINED 2 450 0 0
WALTER INVESTMENT MANAGEMENT NOTE 4.50% 93317WAA0 4,223 4,000,000 PRN DEFINED 2 0 0 4,000,000
11/0
WESCO INTL INC DBCV 6.000% 95082PAH8 13,160 5,312,000 PRN DEFINED 2 0 0 5,312,000
9/1
WESTERN DIGITAL CORP COM 958102105 1,275 30,000 SH DEFINED 2 30,000 0 0
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