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 |
|
||||||||||||||||
| 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 |
| BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 23,184 | 2,330,000 | SH | SOLE | 2,330,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 2,295 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 11,368 | 327,500 | SH | Put | SOLE | 327,500 | 0 | 0 | |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 3 | 481,600 | SH | SOLE | 481,600 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 3,699 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| MONSANTO CO NEW | COM | 61166W101 | 23,672 | 225,000 | SH | Call | SOLE | 225,000 | 0 | 0 | |
| NETFLIX INC | COM | 64110L106 | 13,742 | 111,000 | SH | Put | SOLE | 111,000 | 0 | 0 | |
| NETFLIX INC | COM | 64110L106 | 9,904 | 80,000 | SH | Call | SOLE | 80,000 | 0 | 0 | |
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 5,148 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| PROSHARES TR II | ULTRA VIX SHORT | 74347W254 | 1,528 | 174,600 | SH | Put | SOLE | 174,600 | 0 | 0 | |
| TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,607 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 944 | 65,000 | SH | Call | SOLE | 65,000 | 0 | 0 | |
| VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 1,496 | 103,000 | SH | SOLE | 103,000 | 0 | 0 | ||
| ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 253 | 29,245 | SH | SOLE | 29,245 | 0 | 0 | ||