The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| 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 | 13,325 | 9,800,000 | PRN | SOLE | 0 | 9,800,000 | 0 | 0 | |
| ALERE INC | NOTE 3.000% 5/1 | 01449JAA3 | 9,374 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 15,881 | 1,489,800 | SH | SOLE | 0 | 1,489,800 | 0 | 0 | |
| CENVEO CORP | NOTE 7.000% 5/1 | 15671BAJ0 | 15,460 | 16,360,000 | PRN | SOLE | 0 | 16,360,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 55,472 | 74,334,000 | PRN | SOLE | 0 | 74,334,000 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 24,998 | 34,302,000 | PRN | SOLE | 0 | 34,302,000 | 0 | 0 | |
| COMCAST CORP NEW | CL A | 20030N101 | 173,471 | 2,884,454 | SH | SOLE | 0 | 2,884,454 | 0 | 0 | |
| CORSICANTO LTD | NOTE 3.500% 1/1 | 220480AB3 | 23,424 | 21,378,000 | PRN | SOLE | 0 | 21,378,000 | 0 | 0 | |
| CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 3,747 | 51,600 | SH | SOLE | 0 | 51,600 | 0 | 0 | |
| CUMULUS MEDIA INC | CL A | 231082108 | 670 | 330,000 | SH | SOLE | 0 | 330,000 | 0 | 0 | |
| DANAHER CORP DEL | COM | 235851102 | 199,583 | 2,331,853 | SH | SOLE | 0 | 2,331,853 | 0 | 0 | |
| DANAHER CORP DEL | COM | 235851102 | 192,578 | 2,250,000 | SH | Put | SOLE | 0 | 2,250,000 | 0 | 0 |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 29,610 | 23,000,000 | PRN | SOLE | 0 | 23,000,000 | 0 | 0 | |
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 17,038 | 14,000,000 | PRN | SOLE | 0 | 14,000,000 | 0 | 0 | |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 18,014 | 2,318,362 | SH | SOLE | 0 | 2,318,362 | 0 | 0 | |
| ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 7,014 | 700,000 | SH | SOLE | 0 | 700,000 | 0 | 0 | |
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 17,833 | 12,580,000 | PRN | SOLE | 0 | 12,580,000 | 0 | 0 | |
| ENERGY XXI BERMUDA LTD | NOTE 3.000%12/1 | 29274UAB7 | 8,057 | 32,069,000 | PRN | SOLE | 0 | 32,069,000 | 0 | 0 | |
| ENERGY XXI LTD | USD UNRS SHS | G10082140 | 1,446 | 549,625 | SH | SOLE | 0 | 549,625 | 0 | 0 | |
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 42,334 | 47,392,000 | PRN | SOLE | 0 | 47,392,000 | 0 | 0 | |
| FIREEYE INC | COM | 31816Q101 | 7,759 | 158,630 | SH | SOLE | 0 | 158,630 | 0 | 0 | |
| GOLDEN OCEAN GROUP LTD | SHS | G39637106 | 938 | 243,703 | SH | SOLE | 0 | 243,703 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 13,254 | 240,587 | SH | SOLE | 0 | 240,587 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 59,317 | 66,659,000 | PRN | SOLE | 0 | 66,659,000 | 0 | 0 | |
| ING GROEP N V | DBCV 6.500%12/2 | 456837AF0 | 484 | 500,000 | PRN | SOLE | 0 | 500,000 | 0 | 0 | |
| INTERACTIVE INTELLIGENCE GRO | COM | 45841V109 | 1,402 | 31,538 | SH | SOLE | 0 | 31,538 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 156,075 | 1,250,000 | SH | Put | SOLE | 0 | 1,250,000 | 0 | 0 |
| KEY ENERGY SVCS INC | COM | 492914106 | 1,708 | 948,970 | SH | SOLE | 0 | 948,970 | 0 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 31,177 | 11,547,029 | SH | SOLE | 0 | 11,547,029 | 0 | 0 | |
| LAM RESEARCH CORP | NOTE 0.500% 5/1 | 512807AJ7 | 28,083 | 21,100,000 | PRN | SOLE | 0 | 21,100,000 | 0 | 0 | |
| LIBERTY BROADBAND CORP | COM SER A | 530307107 | 52,010 | 1,020,412 | SH | SOLE | 0 | 1,020,412 | 0 | 0 | |
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 78,266 | 1,545,834 | SH | SOLE | 0 | 1,545,834 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 1,830 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 18,315 | 29,917,000 | PRN | SOLE | 0 | 29,917,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 21,819 | 34,634,000 | PRN | SOLE | 0 | 34,634,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | CL A | 531229102 | 28,620 | 794,129 | SH | SOLE | 0 | 794,129 | 0 | 0 | |
| MANNKIND CORP | COM | 56400P201 | 6,828 | 1,200,000 | SH | SOLE | 0 | 1,200,000 | 0 | 0 | |
| MCCLATCHY CO | CL A | 579489105 | 625 | 578,850 | SH | SOLE | 0 | 578,850 | 0 | 0 | |
| MERRIMACK PHARMACEUTICALS IN | NOTE 4.500% 7/1 | 590328AA8 | 22,968 | 10,932,000 | PRN | SOLE | 0 | 10,932,000 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 4,423 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 80,852 | 2,204,859 | SH | SOLE | 0 | 2,204,859 | 0 | 0 | |
| NETSCOUT SYS INC | COM | 64115T104 | 29,886 | 815,000 | SH | Call | SOLE | 0 | 815,000 | 0 | 0 |
| NRG YIELD INC | CL A NEW | 62942X306 | 27,451 | 1,248,347 | SH | SOLE | 0 | 1,248,347 | 0 | 0 | |
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 42,561 | 37,000,000 | PRN | SOLE | 0 | 37,000,000 | 0 | 0 | |
| OLIN CORP | COM PAR $1 | 680665205 | 40,425 | 1,500,000 | SH | SOLE | 0 | 1,500,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 7,034 | 601,726 | SH | SOLE | 0 | 601,726 | 0 | 0 | |
| PRETIUM RES INC | COM | 74139C102 | 30,040 | 5,542,484 | SH | SOLE | 0 | 5,542,484 | 0 | 0 | |
| PRICELINE GRP INC | COM NEW | 741503403 | 3,558 | 3,090 | SH | SOLE | 0 | 3,090 | 0 | 0 | |
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 6,590 | 5,500,000 | PRN | SOLE | 0 | 5,500,000 | 0 | 0 | |
| RADIAN GROUP INC | NOTE 2.250% 3/0 | 750236AN1 | 53,348 | 30,030,000 | PRN | SOLE | 0 | 30,030,000 | 0 | 0 | |
| SANDRIDGE ENERGY INC | COM | 80007P307 | 8,327 | 9,494,606 | SH | SOLE | 0 | 9,494,606 | 0 | 0 | |
| SCORPIO BULKERS INC | SHS | Y7546A106 | 8,962 | 5,497,945 | SH | SOLE | 0 | 5,497,945 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 19,927 | 18,647,000 | PRN | SOLE | 0 | 18,647,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 1,579 | 96,782 | SH | SOLE | 0 | 96,782 | 0 | 0 | |
| SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 14,269 | 15,000,000 | PRN | SOLE | 0 | 15,000,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 81,146 | 1,514,900 | SH | SOLE | 0 | 1,514,900 | 0 | 0 | |
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 7,467 | 150,000 | SH | SOLE | 0 | 150,000 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 32,025 | 285,000 | SH | Put | SOLE | 0 | 285,000 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 308,775 | 1,500,000 | SH | Put | SOLE | 0 | 1,500,000 | 0 | 0 |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 31,784 | 33,720,000 | PRN | SOLE | 0 | 33,720,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 17,035 | 18,366,000 | PRN | SOLE | 0 | 18,366,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 16,136 | 16,000,000 | PRN | SOLE | 0 | 16,000,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 22,929 | 21,625,000 | PRN | SOLE | 0 | 21,625,000 | 0 | 0 | |
| SUNEDISON INC | NOTE 2.750% 1/0 | 86732YAD1 | 94,285 | 44,500,000 | PRN | SOLE | 0 | 44,500,000 | 0 | 0 | |
| SUNEDISON SEMICONDUCTOR LTD | SHS | Y8213L102 | 1,361 | 78,834 | SH | SOLE | 0 | 78,834 | 0 | 0 | |
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 60,922 | 33,200,000 | PRN | SOLE | 0 | 33,200,000 | 0 | 0 | |
| UNITED STATES OIL FUND LP | UNITS | 91232N108 | 39,760 | 2,000,000 | SH | Put | SOLE | 0 | 2,000,000 | 0 | 0 |
| VERSO CORP | COM | 92531L108 | 1,524 | 2,309,054 | SH | SOLE | 0 | 2,309,054 | 0 | 0 | |
| WENDYS CO | COM | 95058W100 | 19,740 | 1,750,000 | SH | Put | SOLE | 0 | 1,750,000 | 0 | 0 |
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 10,550 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
| YAHOO INC | COM | 984332106 | 202,752 | 5,160,400 | SH | SOLE | 0 | 5,160,400 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 11,782 | 2,181,926 | SH | SOLE | 0 | 2,181,926 | 0 | 0 | |