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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 27,110 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | Put | 01609W952 | 4,000 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 12,020 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| GOLAR LNG PARTNERS LP | COM UNIT LPI | Y2745C102 | 401 | 20,000 | PRN | SOLE | 20,000 | 0 | 0 | ||
| GOLAR LNG PARTNERS LP | Call | Y2745C902 | 500 | 20,000 | SH | Call | SOLE | 20,000 | 0 | 0 | |
| GOLAR LNG PARTNERS LP | Put | Y2745C952 | 500 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |
| INTEL CORP | SDCV 12/1 | 458140AD2 | 3,269 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 19,753 | 11,948,000 | PRN | SOLE | 11,948,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 18,370 | 15,158,000 | PRN | SOLE | 15,158,000 | 0 | 0 | ||
| ISHARES INC | MSCI JPN ETF NEW | 46434G822 | 1,652 | 30,786 | SH | SOLE | 30,786 | 0 | 0 | ||
| ISHARES INC | Call | 46434G902 | 22,800 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
| ISHARES INC | Put | 46434G952 | 20,800 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| ISHARES TR | Call | 464288903 | 870 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
| ISHARES TR | Put | 464288953 | 870 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| KBL MERGER CORP IV | UNIT 01/15/2024 | 48242A203 | 356 | 34,860 | SH | SOLE | 34,860 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 19,882 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 17,237 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 26,265 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 145 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,121 | 10,238 | SH | SOLE | 10,238 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 22,978 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 7,350 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 144,634 | 53,067,000 | PRN | SOLE | 53,067,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP | Put | 958102955 | 1,736 | 86,800 | SH | Put | SOLE | 86,800 | 0 | 0 | |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 28,166 | 24,800,000 | PRN | SOLE | 24,800,000 | 0 | 0 | ||