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 | 17,506 | 9,800,000 | PRN | SOLE | 0 | 9,800,000 | 0 | 0 | |
| ALLY FINL INC | COM | 02005N100 | 18,779 | 895,082 | SH | SOLE | 0 | 895,082 | 0 | 0 | |
| AMARIN CORP PLC | SPONS ADR NEW | 023111206 | 1,053 | 450,000 | SH | SOLE | 0 | 450,000 | 0 | 0 | |
| ATLANTICUS HLDGS CORP | COM | 04914Y102 | 1,083 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
| AVID TECHNOLOGY INC | COM | 05367P100 | 8,698 | 583,772 | SH | SOLE | 0 | 583,772 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 17,098 | 1,560,000 | SH | SOLE | 0 | 1,560,000 | 0 | 0 | |
| CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 15,522 | 16,360,000 | PRN | SOLE | 0 | 16,360,000 | 0 | 0 | |
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 23,216 | 28,000,000 | PRN | SOLE | 0 | 28,000,000 | 0 | 0 | |
| CITRIX SYS INC | COM | 177376100 | 3,213 | 50,300 | SH | SOLE | 0 | 50,300 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 44,543 | 61,084,000 | PRN | SOLE | 0 | 61,084,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 52,283 | 71,302,000 | PRN | SOLE | 0 | 71,302,000 | 0 | 0 | |
| COMCAST CORP NEW | CL A | 20030N101 | 106,989 | 1,894,622 | SH | SOLE | 0 | 1,894,622 | 0 | 0 | |
| CORSICANTO LTD | NOTE 3.500% 1/1 | 220480AB3 | 21,967 | 20,878,000 | PRN | SOLE | 0 | 20,878,000 | 0 | 0 | |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 6,604 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 15,692 | 14,000,000 | PRN | SOLE | 0 | 14,000,000 | 0 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 15,937 | 2,283,231 | SH | SOLE | 0 | 2,283,231 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 12,694 | 9,080,000 | PRN | SOLE | 0 | 9,080,000 | 0 | 0 | |
| ENERGY XXI LTD | USD UNRS SHS | G10082140 | 705 | 193,815 | SH | SOLE | 0 | 193,815 | 0 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 34,290 | 45,418,000 | PRN | SOLE | 0 | 45,418,000 | 0 | 0 | |
| FIAT CHRYSLER AUTOMOBILE | S N MAN COV SEC 16 | N31738110 | 33,268 | 24,000,000 | PRN | SOLE | 0 | 24,000,000 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 10,288 | 240,587 | SH | SOLE | 0 | 240,587 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 30,393 | 36,500,000 | PRN | SOLE | 0 | 36,500,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 345,885 | 2,781,100 | SH | Put | SOLE | 0 | 2,781,100 | 0 | 0 |
| KEY ENERGY SVCS INC | COM | 492914106 | 386 | 212,234 | SH | SOLE | 0 | 212,234 | 0 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 20,254 | 4,939,915 | SH | SOLE | 0 | 4,939,915 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 21,669 | 18,100,000 | PRN | SOLE | 0 | 18,100,000 | 0 | 0 | |
| LIBERTY BROADBAND CORP | COM SER A | 530307107 | 33,918 | 600,533 | SH | SOLE | 0 | 600,533 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 1,928 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 17,640 | 27,917,000 | PRN | SOLE | 0 | 27,917,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 20,562 | 31,634,000 | PRN | SOLE | 0 | 31,634,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAW | ARE CL A | 531229102 | 52,484 | 1,361,462 | SH | SOLE | 0 | 1,361,462 | 0 | 0 | |
| MAGNUM HUNTER RES CORP D | EL COM | 55973B102 | 7,075 | 2,649,940 | SH | SOLE | 0 | 2,649,940 | 0 | 0 | |
| MANNKIND CORP | COM | 56400P201 | 6,240 | 1,200,000 | SH | SOLE | 0 | 1,200,000 | 0 | 0 | |
| MERRIMACK PHARMACEUTICAL | S IN NOTE 4.500% 7/1 | 590328AA8 | 21,880 | 10,932,000 | PRN | SOLE | 0 | 10,932,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | COM | 595112103 | 4,174 | 153,862 | SH | SOLE | 0 | 153,862 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 57,022 | 20,096,000 | PRN | SOLE | 0 | 20,096,000 | 0 | 0 | |
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 12,191 | 4,359,000 | PRN | SOLE | 0 | 4,359,000 | 0 | 0 | |
| MIDSTATES PETE CO INC | COM | 59804T100 | 112 | 132,239 | SH | SOLE | 0 | 132,239 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 25,322 | 15,000,000 | PRN | SOLE | 0 | 15,000,000 | 0 | 0 | |
| MOLYCORP INC DEL | COM | 608753109 | 274 | 710,559 | SH | SOLE | 0 | 710,559 | 0 | 0 | |
| MOLYCORP INC DEL | NOTE 5.500% 2/0 | 608753AH2 | 1,101 | 12,560,000 | PRN | SOLE | 0 | 12,560,000 | 0 | 0 | |
| MOLYCORP INC DEL | NOTE 6.000% 9/0 | 608753AF6 | 3,146 | 37,562,000 | PRN | SOLE | 0 | 37,562,000 | 0 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 175,400 | 4,000,000 | SH | SOLE | 0 | 4,000,000 | 0 | 0 | |
| PRETIUM RES INC | COM | 74139C102 | 27,813 | 5,518,497 | SH | SOLE | 0 | 5,518,497 | 0 | 0 | |
| PRICELINE GRP INC | COM NEW | 741503403 | 3,597 | 3,090 | SH | SOLE | 0 | 3,090 | 0 | 0 | |
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 6,462 | 5,500,000 | PRN | SOLE | 0 | 5,500,000 | 0 | 0 | |
| RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 3,959 | 4,625,000 | PRN | SOLE | 0 | 4,625,000 | 0 | 0 | |
| ROVI CORP | COM | 779376102 | 4,178 | 229,432 | SH | SOLE | 0 | 229,432 | 0 | 0 | |
| SANDISK CORP | NOTE 0.500%10/1 | 80004CAF8 | 5,717 | 5,700,000 | PRN | SOLE | 0 | 5,700,000 | 0 | 0 | |
| SCORPIO BULKERS INC | SHS | Y7546A106 | 19,811 | 8,358,978 | SH | SOLE | 0 | 8,358,978 | 0 | 0 | |
| SHIP FINANCE INTERNATION | AL L NOTE 3.250% 2/0 | G81075AE6 | 20,929 | 20,900,000 | PRN | SOLE | 0 | 20,900,000 | 0 | 0 | |
| SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 15,036 | 16,500,000 | PRN | SOLE | 0 | 16,500,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 26,191 | 814,400 | SH | Put | SOLE | 0 | 814,400 | 0 | 0 |
| SOLAZYME INC | NOTE 6.000% 2/0 | 83415TAB7 | 1,826 | 3,034,000 | PRN | SOLE | 0 | 3,034,000 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 32,393 | 285,000 | SH | Put | SOLE | 0 | 285,000 | 0 | 0 |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 26,305 | 26,220,000 | PRN | SOLE | 0 | 26,220,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 6,764 | 6,766,000 | PRN | SOLE | 0 | 6,766,000 | 0 | 0 | |
| STANDARD CHARTERED PLC | DEBT 6.500%12/2 | G84228CE6 | 4,034 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 6,793 | 6,500,000 | PRN | SOLE | 0 | 6,500,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 9,537 | 8,250,000 | PRN | SOLE | 0 | 8,250,000 | 0 | 0 | |
| SUNEDISON INC | NOTE 2.000%10/0 | 86732YAC3 | 34,858 | 20,250,000 | PRN | SOLE | 0 | 20,250,000 | 0 | 0 | |
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 19,258 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 55,260 | 31,000,000 | PRN | SOLE | 0 | 31,000,000 | 0 | 0 | |
| UNITED ONLINE INC | COM NEW | 911268209 | 3,540 | 222,207 | SH | SOLE | 0 | 222,207 | 0 | 0 | |
| UNITED STATES OIL FUND L | P UNITS | 91232N108 | 172,228 | 10,227,300 | SH | Put | SOLE | 0 | 10,227,300 | 0 | 0 |
| VERSO CORP | COM | 92531L108 | 3,488 | 1,937,663 | SH | SOLE | 0 | 1,937,663 | 0 | 0 | |
| YAHOO INC | COM | 984332106 | 5,430 | 122,200 | SH | SOLE | 0 | 122,200 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 8,104 | 2,111,926 | SH | SOLE | 0 | 2,111,926 | 0 | 0 | |