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 | 1,139 | 700 | SH | Call | SOLE | 0 | 700 | 0 | 0 |
| ALLY FINANCIAL INC | COM | 02005N100 | 9,636 | 403,171 | SH | SOLE | 0 | 403,171 | 0 | 0 | |
| ALTISOURCE ASSET MGMT CORP | COM | 02153X108 | 690 | 950 | SH | SOLE | 0 | 950 | 0 | 0 | |
| AMERICAN AIRLINES GROUP INC | COM | 02376R102 | 537 | 12,500 | SH | SOLE | 0 | 12,500 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 4,169 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 1,669 | 17,955 | SH | SOLE | 0 | 17,955 | 0 | 0 | |
| AUTOLIV INC | COM | 052800109 | 392 | 3,653 | SH | SOLE | 0 | 3,653 | 0 | 0 | |
| BAKER HUGHES INC. | COM | 057224107 | 745 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| BANCO SANTANDER BRASIL S A | ADS REP 1 UNIT | 05967A107 | 13,840 | 2,000,000 | SH | SOLE | 0 | 2,000,000 | 0 | 0 | |
| BANK OF AMERICA CORPORATION | COM | 060505104 | 154 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| BARRICK GOLD CORP | COM | 067901108 | 732 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
| BROOKDALE SENIOR LIVING INC | COM | 112463104 | 423 | 12,700 | SH | SOLE | 0 | 12,700 | 0 | 0 | |
| CAL DIVE INTL INC DEL | NOTE 5.000% 7/1 | 12802TAB7 | 845 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| CAMERON INTERNATIONAL CORP | COM | 13342B105 | 677 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.750%11/1 | 165167BW6 | 3,697 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 1,262 | 26,800 | SH | SOLE | 0 | 26,800 | 0 | 0 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,542 | 65,650 | SH | SOLE | 0 | 65,650 | 0 | 0 | |
| DOLLAR GENERAL CORP NEW | COM | 256677105 | 574 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| EAGLE MATERIALS INC | COM | 26969P108 | 943 | 10,000 | SH | SOLE | 0 | 10,000 | 0 | 0 | |
| FLOWSERVE CORP | COM | 34354P105 | 558 | 7,500 | SH | SOLE | 0 | 7,500 | 0 | 0 | |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 952 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| FLUOR CORP NEW | COM | 343412102 | 861 | 11,200 | SH | SOLE | 0 | 11,200 | 0 | 0 | |
| GOOGLE INC NEW | CL A | 38259P508 | 655 | 1,120 | SH | SOLE | 0 | 1,120 | 0 | 0 | |
| HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 421 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 2,667 | 139,231 | SH | SOLE | 0 | 139,231 | 0 | 0 | |
| INFINITY PHARMACEUTICALS INC | COM | 45665G303 | 1,528 | 120,000 | SH | SOLE | 0 | 120,000 | 0 | 0 | |
| INSULET CORPORATION | NOTE 2.000% 6/1 | 45784PAD3 | 1,108 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
| ISHARES | US HOME CONS ETF | 464288752 | 993 | 40,000 | SH | SOLE | 0 | 40,000 | 0 | 0 | |
| JPMorgan Chase & Co. | COM | 46625H100 | 1,094 | 19,000 | SH | SOLE | 0 | 19,000 | 0 | 0 | |
| KBR INC | COM | 48242W106 | 596 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 514 | 185,000 | SH | SOLE | 0 | 185,000 | 0 | 0 | |
| MACY'S INC. | COM | 55616P104 | 1,583 | 27,290 | SH | SOLE | 0 | 27,290 | 0 | 0 | |
| MASCO CORP | COM | 574599106 | 333 | 15,000 | SH | SOLE | 0 | 15,000 | 0 | 0 | |
| MEDICINES | DBCV 1.375% 6/0 | 584688AC9 | 59 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| MORGAN STANLEY | COM NEW | 617446448 | 504 | 15,600 | SH | SOLE | 0 | 15,600 | 0 | 0 | |
| OI SA | SPONSORED ADR | 670851104 | 3,046 | 3,149,584 | SH | SOLE | 0 | 3,149,584 | 0 | 0 | |
| OI SA | SPN ADR REP PFD | 670851203 | 7,107 | 8,282,701 | SH | SOLE | 0 | 8,282,701 | 0 | 0 | |
| OSHKOSH TRUCK | COM | 688239201 | 839 | 15,100 | SH | SOLE | 0 | 15,100 | 0 | 0 | |
| PAIN THERAPEUTICS INC | COM | 69562K100 | 144 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
| PRECISION CASTPARTS CORP | COM | 740189105 | 478 | 1,892 | SH | SOLE | 0 | 1,892 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 2,129 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| ROCKWELL AUTOMATION INC | COM | 773903109 | 438 | 3,500 | SH | SOLE | 0 | 3,500 | 0 | 0 | |
| ROPER INDS INC NEW | COM | 776696106 | 511 | 3,500 | SH | SOLE | 0 | 3,500 | 0 | 0 | |
| SOLAZYME INC | NOTE 5.000%10/0 | 83415TAC5 | 1,695 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| SOUFUN HLDGS | ADR | 836034108 | 196 | 20,000 | SH | SOLE | 0 | 20,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 2,004 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| SUNEDISON INC | COM | 86732Y109 | 233 | 10,300 | SH | SOLE | 0 | 10,300 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 1,961 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| TEREX CORP NEW | COM | 880779103 | 1,028 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
| TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 2,439 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| TOWERS WATSON & CO | CL A | 891894107 | 1,877 | 18,000 | SH | SOLE | 0 | 18,000 | 0 | 0 | |
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 10 | 3,000,000 | SH | SOLE | 0 | 3,000,000 | 0 | 0 | |
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 1,177 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |