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 |
| ACCURAY INC | DEBT 3.500% 2/0 | 004397AF2 | 5,193 | 4,800,000 | PRN | SOLE | 0 | 4,800,000 | 0 | 0 | |
| ALTABA INC | COM | 021346101 | 687,599 | 12,621,128 | SH | SOLE | 0 | 12,621,128 | 0 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 8,750 | 8,000,000 | PRN | SOLE | 0 | 8,000,000 | 0 | 0 | |
| BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 1,611 | 133,811 | SH | SOLE | 0 | 133,811 | 0 | 0 | |
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 16,936 | 310,000 | SH | SOLE | 0 | 310,000 | 0 | 0 | |
| BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 11,237 | 354,364 | SH | SOLE | 0 | 354,364 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 650 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 113,184 | 80,000,000 | PRN | SOLE | 0 | 80,000,000 | 0 | 0 | |
| DYNEGY INC NEW DEL | COM | 26817R108 | 5,485 | 663,256 | SH | SOLE | 0 | 663,256 | 0 | 0 | |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 12,938 | 1,250,000 | SH | SOLE | 0 | 1,250,000 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 3,731 | 52,306 | SH | SOLE | 0 | 52,306 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 60,415 | 58,023,000 | PRN | SOLE | 0 | 58,023,000 | 0 | 0 | |
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 42,614 | 2,568,632 | SH | SOLE | 0 | 2,568,632 | 0 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 15,781 | 5,423,061 | SH | SOLE | 0 | 5,423,061 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 66,533 | 644,450 | SH | SOLE | 0 | 644,450 | 0 | 0 | |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 15,356 | 14,500,000 | PRN | SOLE | 0 | 14,500,000 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 46,488 | 34,000,000 | PRN | SOLE | 0 | 34,000,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 9,270 | 13,992,000 | PRN | SOLE | 0 | 13,992,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 11,052 | 16,434,000 | PRN | SOLE | 0 | 16,434,000 | 0 | 0 | |
| MATCH GROUP INC | COM | 57665R106 | 4,079 | 234,692 | SH | SOLE | 0 | 234,692 | 0 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 6,513 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 3,618 | 3,450,000 | PRN | SOLE | 0 | 3,450,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 108,032 | 53,316,000 | PRN | SOLE | 0 | 53,316,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 137,148 | 91,426,000 | PRN | SOLE | 0 | 91,426,000 | 0 | 0 | |
| MIDSTATES PETE CO INC | COM PAR | 59804T407 | 15,829 | 1,249,329 | SH | SOLE | 0 | 1,249,329 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 6,999 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 4,063 | 499,099 | SH | SOLE | 0 | 499,099 | 0 | 0 | |
| NEXEO SOLUTIONS INC | *W EXP 06/09/202 | 65342H110 | 76 | 142,574 | SH | SOLE | 0 | 142,574 | 0 | 0 | |
| PACIRA PHARMACEUTICALS INC | COM | 695127100 | 6,802 | 142,600 | SH | SOLE | 0 | 142,600 | 0 | 0 | |
| REALPAGE INC | COM | 75606N109 | 2,556 | 71,106 | SH | SOLE | 0 | 71,106 | 0 | 0 | |
| RED HAT INC | COM | 756577102 | 7,133 | 74,500 | SH | SOLE | 0 | 74,500 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 17,891 | 13,500,000 | PRN | SOLE | 0 | 13,500,000 | 0 | 0 | |
| SEADRILL LIMITED | SHS | G7945E105 | 199 | 551,514 | SH | SOLE | 0 | 551,514 | 0 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 63,239 | 43,155,000 | PRN | SOLE | 0 | 43,155,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 3,367 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 7,022 | 7,202,000 | PRN | SOLE | 0 | 7,202,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 193,288 | 2,274,781 | SH | SOLE | 0 | 2,274,781 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 9,442 | 80,000 | SH | Call | SOLE | 0 | 80,000 | 0 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 9,442 | 80,000 | SH | Put | SOLE | 0 | 80,000 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 35,685 | 31,314,000 | PRN | SOLE | 0 | 31,314,000 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 77,296 | 67,507,000 | PRN | SOLE | 0 | 67,507,000 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 10,714 | 9,256,000 | PRN | SOLE | 0 | 9,256,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 95,508 | 75,875,000 | PRN | SOLE | 0 | 75,875,000 | 0 | 0 | |
| TRONOX LTD | SHS CL A | Q9235V101 | 4,183 | 276,674 | SH | SOLE | 0 | 276,674 | 0 | 0 | |
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 31,317 | 2,886,398 | SH | SOLE | 0 | 2,886,398 | 0 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 11,480 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 28,444 | 2,210,106 | SH | SOLE | 0 | 2,210,106 | 0 | 0 | |