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 |
| APPLE INC | COM | 037833100 | 1,621 | 700 | SH | Call | SOLE | 0 | 700 | 0 | 0 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 1,035 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 997 | 11,244 | PRN | SOLE | 0 | 11,244 | 0 | 0 | |
| ALLY FINANCIAL INC | COM | 02005N100 | 9,321 | 403,171 | SH | SOLE | 0 | 403,171 | 0 | 0 | |
| ALTISOURCE ASSET MANAGEMENT | COM | 02153X108 | 480 | 700 | SH | SOLE | 0 | 700 | 0 | 0 | |
| AURINIA PHARMACEUTICALS INC | COM | 05156V102 | 347 | 106,805 | SH | SOLE | 0 | 106,805 | 0 | 0 | |
| AUTOLIV INC | COM | 052800109 | 394 | 4,236 | SH | SOLE | 0 | 4,236 | 0 | 0 | |
| BANCO SANTANDER BRASIL S A | ADS REP 1 UNIT | 05967A107 | 23,523 | 3,593,977 | SH | SOLE | 0 | 3,593,977 | 0 | 0 | |
| BANK AMER CORP | COM | 060505104 | 171 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 587 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
| BROOKDALE SR LIVING INC | COM | 112463104 | 483 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 1,389 | 26,800 | SH | SOLE | 0 | 26,800 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,659 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| CRITEO S A | SPONS ADS | 226718104 | 1,243 | 37,000 | PRN | SOLE | 0 | 37,000 | 0 | 0 | |
| CUBIST PHARMACEUTICALS INC | NOTE 1.875% 9/0 | 229678AH0 | 3,349 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 361 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| DIRECTV | COM | 25490A309 | 27,930 | 322,777 | SH | SOLE | 0 | 322,777 | 0 | 0 | |
| DRESSER-RAND GROUP INC | COM | 261608103 | 31,244 | 380,000 | SH | SOLE | 0 | 380,000 | 0 | 0 | |
| EAGLE MATERIALS INC | COM | 26969P108 | 204 | 2,000 | SH | SOLE | 0 | 2,000 | 0 | 0 | |
| FOSTER WHEELER AG | COM | H27178104 | 29,684 | 938,478 | SH | SOLE | 0 | 938,478 | 0 | 0 | |
| FXCM INC | NOTE 2.250% 6/1 | 302693AB2 | 1,047 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 2,707 | 139,231 | SH | SOLE | 0 | 139,231 | 0 | 0 | |
| HYPERION THERAPEUTICS INC | COM | 44915N101 | 1,308 | 51,892 | SH | SOLE | 0 | 51,892 | 0 | 0 | |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 4,388 | 326,821 | SH | SOLE | 0 | 326,821 | 0 | 0 | |
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 1,068 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 2,337 | 9,876 | SH | SOLE | 0 | 9,876 | 0 | 0 | |
| JETBLUE AIRWAYS CORP | COM | 477143101 | 159 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,145 | 19,000 | SH | SOLE | 0 | 19,000 | 0 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 674 | 185,000 | PRN | SOLE | 0 | 185,000 | 0 | 0 | |
| MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 1,955 | 172,353 | SH | SOLE | 0 | 172,353 | 0 | 0 | |
| MORGAN STANLEY | COM NEW | 617446448 | 539 | 15,600 | SH | SOLE | 0 | 15,600 | 0 | 0 | |
| NEKTAR THERAPEUTICS | COM | 640268108 | 2,772 | 229,577 | SH | SOLE | 0 | 229,577 | 0 | 0 | |
| NORTHSTAR RLTY FIN CORP | COM NEW | 66704R704 | 619 | 35,000 | SH | SOLE | 0 | 35,000 | 0 | 0 | |
| OPHTHOTECH CORP | COM | 683745103 | 1,949 | 50,044 | SH | SOLE | 0 | 50,044 | 0 | 0 | |
| OREXIGEN THERAPEUTICS INC | COM | 686164104 | 2,958 | 693,642 | SH | SOLE | 0 | 693,642 | 0 | 0 | |
| PAIN THERAPEUTICS INC | COM | 69562K100 | 245 | 62,500 | SH | SOLE | 0 | 62,500 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 4,487 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| SCHLUMBERGER LTD | COM | 806857108 | 509 | 5,000 | SH | SOLE | 0 | 5,000 | 0 | 0 | |
| SHIRE PLC | SPONSORED ADR | 82481R106 | 31,543 | 121,748 | PRN | SOLE | 0 | 121,748 | 0 | 0 | |
| SIGMA ALDRICH CORP | COM | 826552101 | 31,014 | 228,000 | SH | SOLE | 0 | 228,000 | 0 | 0 | |
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 1,372 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 1,938 | 1,750,000 | PRN | SOLE | 0 | 1,750,000 | 0 | 0 | |
| T-MOBILE US INC | COM | 872590104 | 8,923 | 309,030 | SH | SOLE | 0 | 309,030 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 1,856 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 3,810 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| TIM HORTONS INC | COM | 88706M103 | 1,307 | 16,603 | SH | SOLE | 0 | 16,603 | 0 | 0 | |
| TIME WARNER CABLE INC | COM | 88732J207 | 27,440 | 191,234 | SH | SOLE | 0 | 191,234 | 0 | 0 | |
| T-MOBILE US INC | COM | 872590104 | 400 | 3,316 | SH | Put | SOLE | 0 | 3,316 | 0 | 0 |
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 4,026 | 80,000 | PRN | SOLE | 0 | 80,000 | 0 | 0 | |