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 | 5,200 | 4,800,000 | PRN | SOLE | 0 | 4,800,000 | 0 | 0 | |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 11,096 | 102,900 | SH | SOLE | 0 | 102,900 | 0 | 0 | |
| ALLERGAN PLC | SHS | G0177J108 | 11,887 | 49,752 | SH | SOLE | 0 | 49,752 | 0 | 0 | |
| BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 1,512 | 133,811 | SH | SOLE | 0 | 133,811 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 10,791 | 1,816,700 | SH | SOLE | 0 | 1,816,700 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 4,389 | 13,400,000 | PRN | SOLE | 0 | 13,400,000 | 0 | 0 | |
| COMPUTER SCIENCES CORP | COM | 205363104 | 1,380 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 10,725 | 750,000 | SH | SOLE | 0 | 750,000 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 11,852 | 203,855 | SH | SOLE | 0 | 203,855 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 28,951 | 30,256,000 | PRN | SOLE | 0 | 30,256,000 | 0 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 107,474 | 4,534,771 | SH | SOLE | 0 | 4,534,771 | 0 | 0 | |
| HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 5,303 | 8,000,000 | PRN | SOLE | 0 | 8,000,000 | 0 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 13,067 | 4,633,844 | SH | SOLE | 0 | 4,633,844 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 29,656 | 402,275 | SH | SOLE | 0 | 402,275 | 0 | 0 | |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 7,236 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 20,987 | 15,500,000 | PRN | SOLE | 0 | 15,500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 9,450 | 15,492,000 | PRN | SOLE | 0 | 15,492,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 12,013 | 19,434,000 | PRN | SOLE | 0 | 19,434,000 | 0 | 0 | |
| MATCH GROUP INC | COM | 57665R106 | 3,833 | 234,692 | SH | SOLE | 0 | 234,692 | 0 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 7,909 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 99,837 | 57,316,000 | PRN | SOLE | 0 | 57,316,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 71,841 | 50,000,000 | PRN | SOLE | 0 | 50,000,000 | 0 | 0 | |
| MIDSTATES PETE CO INC | COM PAR | 59804T407 | 18,635 | 1,010,000 | SH | SOLE | 0 | 1,010,000 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 13,434 | 10,500,000 | PRN | SOLE | 0 | 10,500,000 | 0 | 0 | |
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 5,887 | 450,400 | SH | SOLE | 0 | 450,400 | 0 | 0 | |
| NEXEO SOLUTIONS INC | *W EXP 06/09/202 | 65342H110 | 64 | 89,517 | SH | SOLE | 0 | 89,517 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 5,665 | 365,700 | SH | SOLE | 0 | 365,700 | 0 | 0 | |
| PACIRA PHARMACEUTICALS INC | COM | 695127100 | 5,244 | 115,000 | SH | SOLE | 0 | 115,000 | 0 | 0 | |
| RED HAT INC | COM | 756577102 | 14,212 | 164,300 | SH | SOLE | 0 | 164,300 | 0 | 0 | |
| SEADRILL LIMITED | SHS | G7945E105 | 2,365 | 1,433,261 | SH | SOLE | 0 | 1,433,261 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 6,470 | 6,500,000 | PRN | SOLE | 0 | 6,500,000 | 0 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 18,351 | 18,702,000 | PRN | SOLE | 0 | 18,702,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 142,265 | 1,972,622 | SH | SOLE | 0 | 1,972,622 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 9,498 | 80,000 | SH | Call | SOLE | 0 | 80,000 | 0 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 9,498 | 80,000 | SH | Put | SOLE | 0 | 80,000 | 0 | 0 |
| SQUARE INC | CL A | 852234103 | 6,307 | 365,000 | SH | SOLE | 0 | 365,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 29,584 | 25,775,000 | PRN | SOLE | 0 | 25,775,000 | 0 | 0 | |
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 4,832 | 6,150,000 | PRN | SOLE | 0 | 6,150,000 | 0 | 0 | |
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 1,011 | 57,083 | SH | SOLE | 0 | 57,083 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 12,035 | 12,256,000 | PRN | SOLE | 0 | 12,256,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 70,717 | 67,875,000 | PRN | SOLE | 0 | 67,875,000 | 0 | 0 | |
| TRONOX LTD | SHS CL A | Q9235V101 | 13,141 | 712,274 | SH | SOLE | 0 | 712,274 | 0 | 0 | |
| YAHOO INC | COM | 984332106 | 368,275 | 7,935,253 | SH | SOLE | 0 | 7,935,253 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 24,380 | 2,118,156 | SH | SOLE | 0 | 2,118,156 | 0 | 0 | |