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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 6,254 4,800,000 PRN   SOLE 0 4,800,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,404 637,359 SH   SOLE 0 637,359 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 20,818 17,243,000 PRN   SOLE 0 17,243,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 73,588 695,600 SH   SOLE 0 695,600 0 0
ALLERGAN SHS G0177J108 7,497 32,552 SH   SOLE 0 32,552 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 1,578 52,300 SH   SOLE 0 52,300 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 67,925 132,537,000 PRN   SOLE 0 132,537,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 31,399 82,089,000 PRN   SOLE 0 82,089,000 0 0
CONSTELLIUM NV CL A N22035104 4,858 674,722 SH   SOLE 0 674,722 0 0
GNC HLDGS INC COM CL A 36191G107 8,374 410,100 SH Call SOLE 0 410,100 0 0
HERBALIFE LTD COM USD SHS G4412G101 15,755 254,155 SH   SOLE 0 254,155 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 13,636 13,756,000 PRN   SOLE 0 13,756,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 1,151 2,000,000 PRN   SOLE 0 2,000,000 0 0
IAC INTERACTIVECORP COM 44919P508 27,175 435,004 SH   SOLE 0 435,004 0 0
INPHI CORP COM 45772F107 2,576 59,199 SH   SOLE 0 59,199 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,998 7,500,000 PRN   SOLE 0 7,500,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9,392 15,492,000 PRN   SOLE 0 15,492,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 12,049 19,434,000 PRN   SOLE 0 19,434,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 50,903 32,571,000 PRN   SOLE 0 32,571,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 325,920 95,626,000 PRN   SOLE 0 95,626,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,805 27,500 SH   SOLE 0 27,500 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 28,350 18,575,000 PRN   SOLE 0 18,575,000 0 0
PROCTER AND GAMBLE CO COM 742718109 284,191 3,166,476 SH   SOLE 0 3,166,476 0 0
PROCTER AND GAMBLE CO COM 742718109 134,625 1,500,000 SH Put SOLE 0 1,500,000 0 0
RED HAT INC COM 756577102 12,771 158,000 SH   SOLE 0 158,000 0 0
SEADRILL LIMITED SHS G7945E105 7,033 2,967,628 SH   SOLE 0 2,967,628 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 49,702 49,500,000 PRN   SOLE 0 49,500,000 0 0
SINA CORP ORD G81477104 76,015 1,029,590 SH   SOLE 0 1,029,590 0 0
SINA CORP ORD G81477104 53,246 721,200 SH Put SOLE 0 721,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 20,102 160,000 SH Put SOLE 0 160,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 22,659 20,000,000 PRN   SOLE 0 20,000,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 51,087 59,500,000 PRN   SOLE 0 59,500,000 0 0
TRONOX LTD SHS CL A Q9235V101 10,729 1,145,042 SH   SOLE 0 1,145,042 0 0
UNISYS CORP COM NEW 909214306 2,289 235,000 SH   SOLE 0 235,000 0 0
VERSO CORP CL A 92531L207 6,027 934,447 SH   SOLE 0 934,447 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 12,674 11,000,000 PRN   SOLE 0 11,000,000 0 0
WEIBO CORP SPONSORED ADR 948596101 18,098 360,946 SH   SOLE 0 360,946 0 0
YAHOO INC COM 984332106 336,613 7,810,053 SH   SOLE 0 7,810,053 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 6,465 1,596,361 SH   SOLE 0 1,596,361 0 0