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 | 5,786 | 4,800,000 | PRN | SOLE | 0 | 4,800,000 | 0 | 0 | |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 1,817 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 2,895 | 702,640 | SH | SOLE | 0 | 702,640 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167CB1 | 1,862 | 4,500,000 | PRN | SOLE | 0 | 4,500,000 | 0 | 0 | |
| CLIFFS NAT RES INC | COM | 18683K101 | 14,085 | 4,695,000 | SH | SOLE | 0 | 4,695,000 | 0 | 0 | |
| CLIFFS NAT RES INC | COM | 18683K101 | 3,600 | 1,200,000 | SH | Call | SOLE | 0 | 1,200,000 | 0 | 0 |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 43,672 | 86,037,000 | PRN | SOLE | 0 | 86,037,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 23,535 | 57,350,000 | PRN | SOLE | 0 | 57,350,000 | 0 | 0 | |
| CORSICANTO LTD | NOTE 3.500% 1/1 | 220480AB3 | 8,945 | 10,878,000 | PRN | SOLE | 0 | 10,878,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 5,084 | 5,080,000 | PRN | SOLE | 0 | 5,080,000 | 0 | 0 | |
| ENERGY XXI BERMUDA LTD | NOTE 3.000%12/1 | 29274UAB7 | 329 | 43,928,000 | PRN | SOLE | 0 | 43,928,000 | 0 | 0 | |
| ENERGY XXI LTD | USD UNRS SHS | G10082140 | 78 | 125,000 | SH | SOLE | 0 | 125,000 | 0 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 10,434 | 10,500,000 | PRN | SOLE | 0 | 10,500,000 | 0 | 0 | |
| GENER8 MARITIME INC | COM | Y26889108 | 3,419 | 484,280 | SH | SOLE | 0 | 484,280 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 21,675 | 352,090 | SH | SOLE | 0 | 352,090 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 11,714 | 12,155,000 | PRN | SOLE | 0 | 12,155,000 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 5,109 | 108,508 | SH | SOLE | 0 | 108,508 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 12,199 | 21,567,000 | PRN | SOLE | 0 | 21,567,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 14,766 | 25,934,000 | PRN | SOLE | 0 | 25,934,000 | 0 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 23,708 | 20,865,000 | PRN | SOLE | 0 | 20,865,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 19,882 | 17,571,000 | PRN | SOLE | 0 | 17,571,000 | 0 | 0 | |
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 18,856 | 12,522,000 | PRN | SOLE | 0 | 12,522,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 3,575 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 16,494 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
| NRG YIELD INC | CL A NEW | 62942X306 | 6,364 | 468,939 | SH | SOLE | 0 | 468,939 | 0 | 0 | |
| NUVASIVE INC | COM | 670704105 | 4,797 | 98,600 | SH | SOLE | 0 | 98,600 | 0 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 80,761 | 45,250,000 | PRN | SOLE | 0 | 45,250,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 992 | 103,426 | SH | SOLE | 0 | 103,426 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 64,206 | 41,200,000 | PRN | SOLE | 0 | 41,200,000 | 0 | 0 | |
| PRICELINE GRP INC | COM NEW | 741503403 | 15,712 | 12,190 | SH | SOLE | 0 | 12,190 | 0 | 0 | |
| SEADRILL LIMITED | SHS | G7945E105 | 12,863 | 3,898,000 | SH | SOLE | 0 | 3,898,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 9,524 | 9,751,000 | PRN | SOLE | 0 | 9,751,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 801 | 57,686 | SH | SOLE | 0 | 57,686 | 0 | 0 | |
| SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 8,362 | 8,500,000 | PRN | SOLE | 0 | 8,500,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 34,168 | 721,300 | SH | Put | SOLE | 0 | 721,300 | 0 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 27,057 | 230,000 | SH | Put | SOLE | 0 | 230,000 | 0 | 0 |
| SUNEDISON INC | COM | 86732Y109 | 1,142 | 2,114,556 | SH | SOLE | 0 | 2,114,556 | 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 | 26,769 | 18,200,000 | PRN | SOLE | 0 | 18,200,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 16,740 | 19,500,000 | PRN | SOLE | 0 | 19,500,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 4,606 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| ULTRA PETROLEUM CORP | COM | 903914109 | 199 | 400,000 | SH | SOLE | 0 | 400,000 | 0 | 0 | |
| UNITED STATES STL CORP NEW | COM | 912909108 | 13,941 | 868,600 | SH | Put | SOLE | 0 | 868,600 | 0 | 0 |
| WESTERN DIGITAL CORP | COM | 958102105 | 5,905 | 125,000 | SH | Put | SOLE | 0 | 125,000 | 0 | 0 |
| WL ROSS HLDG CORP | COM SHS | 92939D104 | 2,106 | 210,000 | SH | SOLE | 0 | 210,000 | 0 | 0 | |
| YAHOO INC | COM | 984332106 | 246,879 | 6,706,853 | SH | SOLE | 0 | 6,706,853 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 3,783 | 1,596,361 | SH | SOLE | 0 | 1,596,361 | 0 | 0 | |