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 | 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 | |