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 |
| ACCURAY INC | DEBT 3.500% 2/0 | 004397AF2 | 5,430 | 4,800,000 | PRN | SOLE | 0 | 4,800,000 | 0 | 0 | |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 20,910 | 18,183,000 | PRN | SOLE | 0 | 18,183,000 | 0 | 0 | |
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 27,094 | 25,500,000 | PRN | SOLE | 0 | 25,500,000 | 0 | 0 | |
| ALLERGAN | SHS | G0177J108 | 1,502 | 6,500 | SH | SOLE | 0 | 6,500 | 0 | 0 | |
| CENVEO INC | COM | 15670S105 | 221 | 271,075 | SH | SOLE | 0 | 271,075 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 4,417 | 1,031,914 | SH | SOLE | 0 | 1,031,914 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167CB1 | 8,000 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 12,781 | 13,725,000 | PRN | SOLE | 0 | 13,725,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167CA3 | 3,911 | 4,200,000 | PRN | SOLE | 0 | 4,200,000 | 0 | 0 | |
| CLIFFS NAT RES INC | COM | 18683K101 | 27,278 | 4,810,878 | SH | SOLE | 0 | 4,810,878 | 0 | 0 | |
| CLIFFS NAT RES INC | COM | 18683K101 | 9,639 | 1,700,000 | SH | Call | SOLE | 0 | 1,700,000 | 0 | 0 |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 30,148 | 80,037,000 | PRN | SOLE | 0 | 80,037,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 19,643 | 58,613,000 | PRN | SOLE | 0 | 58,613,000 | 0 | 0 | |
| CORSICANTO LTD | NOTE 3.500% 1/1 | 220480AB3 | 6,003 | 5,878,000 | PRN | SOLE | 0 | 5,878,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 3,038 | 3,080,000 | PRN | SOLE | 0 | 3,080,000 | 0 | 0 | |
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 1,770 | 158,904 | SH | SOLE | 0 | 158,904 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 16,733 | 285,890 | SH | SOLE | 0 | 285,890 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 8,104 | 8,155,000 | PRN | SOLE | 0 | 8,155,000 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 19,795 | 351,604 | SH | SOLE | 0 | 351,604 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 68,988 | 600,000 | SH | Put | SOLE | 0 | 600,000 | 0 | 0 |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 5,339 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 11,147 | 19,492,000 | PRN | SOLE | 0 | 19,492,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 13,942 | 23,934,000 | PRN | SOLE | 0 | 23,934,000 | 0 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 7,532 | 6,365,000 | PRN | SOLE | 0 | 6,365,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 29,877 | 23,571,000 | PRN | SOLE | 0 | 23,571,000 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 6,089 | 4,500,000 | PRN | SOLE | 0 | 4,500,000 | 0 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 146,515 | 62,750,000 | PRN | SOLE | 0 | 62,750,000 | 0 | 0 | |
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 2,961 | 37,800 | SH | SOLE | 0 | 37,800 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 49,256 | 38,575,000 | PRN | SOLE | 0 | 38,575,000 | 0 | 0 | |
| PRICELINE GRP INC | COM NEW | 741503403 | 8,302 | 6,650 | SH | SOLE | 0 | 6,650 | 0 | 0 | |
| RED HAT INC | COM | 756577102 | 8,734 | 120,300 | SH | SOLE | 0 | 120,300 | 0 | 0 | |
| SEADRILL LIMITED | SHS | G7945E105 | 17,088 | 5,274,156 | SH | SOLE | 0 | 5,274,156 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 14,101 | 13,321,000 | PRN | SOLE | 0 | 13,321,000 | 0 | 0 | |
| SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 8,391 | 8,500,000 | PRN | SOLE | 0 | 8,500,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 32,180 | 620,388 | SH | SOLE | 0 | 620,388 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 37,414 | 721,300 | SH | Put | SOLE | 0 | 721,300 | 0 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 20,235 | 160,000 | SH | Put | SOLE | 0 | 160,000 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 7,931 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| SUNTECH PWR HLDGS CO LTD | NOTE 3.000% 8/3 | 86800CAE4 | 0 | 15,170,000 | PRN | SOLE | 0 | 15,170,000 | 0 | 0 | |
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 16,827 | 6,700,000 | PRN | SOLE | 0 | 6,700,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 37,702 | 45,500,000 | PRN | SOLE | 0 | 45,500,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 183,419 | 107,774,000 | PRN | SOLE | 0 | 107,774,000 | 0 | 0 | |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 1,225 | 103,000 | SH | SOLE | 0 | 103,000 | 0 | 0 | |
| TRONOX LTD | SHS CL A | Q9235V101 | 3,576 | 810,929 | SH | SOLE | 0 | 810,929 | 0 | 0 | |
| UNISYS CORP | COM NEW | 909214306 | 1,711 | 235,000 | SH | SOLE | 0 | 235,000 | 0 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 11,484 | 10,500,000 | PRN | SOLE | 0 | 10,500,000 | 0 | 0 | |
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 13,977 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
| WEIBO CORP | SPONSORED ADR | 948596101 | 16,088 | 566,289 | SH | SOLE | 0 | 566,289 | 0 | 0 | |
| YAHOO INC | COM | 984332106 | 240,630 | 6,406,553 | SH | SOLE | 0 | 6,406,553 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 3,448 | 1,596,361 | SH | SOLE | 0 | 1,596,361 | 0 | 0 | |