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 |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AF2 | 4,863 | 4,800,000 | PRN | SOLE | 0 | 4,800,000 | 0 | 0 | |
| ALPHABET INC | CAP STK CL A | 02079K305 | 16,160 | 16,596 | SH | SOLE | 0 | 16,596 | 0 | 0 | |
| ALTABA INC | COM | 021346101 | 805,971 | 12,167,430 | SH | SOLE | 0 | 12,167,430 | 0 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 8,598 | 6,750,000 | PRN | SOLE | 0 | 6,750,000 | 0 | 0 | |
| BANK AMER CORP | *W EXP 01/16/201 | 060505146 | 1,772 | 133,811 | SH | SOLE | 0 | 133,811 | 0 | 0 | |
| BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 11,684 | 354,169 | SH | SOLE | 0 | 354,169 | 0 | 0 | |
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 1,042 | 4,500,000 | PRN | SOLE | 0 | 4,500,000 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 123,799 | 89,500,000 | PRN | SOLE | 0 | 89,500,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 89,470 | 79,842,000 | PRN | SOLE | 0 | 79,842,000 | 0 | 0 | |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 2,846 | 248,546 | SH | SOLE | 0 | 248,546 | 0 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 52,721 | 2,352,546 | SH | SOLE | 0 | 2,352,546 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 17,730 | 261,388 | SH | SOLE | 0 | 261,388 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 46,635 | 46,523,000 | PRN | SOLE | 0 | 46,523,000 | 0 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 12,857 | 6,302,363 | SH | SOLE | 0 | 6,302,363 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 111,932 | 951,968 | SH | SOLE | 0 | 951,968 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 22,278 | 18,000,000 | PRN | SOLE | 0 | 18,000,000 | 0 | 0 | |
| JONES ENERGY INC | COM CL A | 48019R108 | 151 | 78,476 | SH | SOLE | 0 | 78,476 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 7,309 | 10,368,000 | PRN | SOLE | 0 | 10,368,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 11,709 | 16,434,000 | PRN | SOLE | 0 | 16,434,000 | 0 | 0 | |
| MATCH GROUP INC | COM | 57665R106 | 5,443 | 234,692 | SH | SOLE | 0 | 234,692 | 0 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 3,160 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 12,599 | 12,000,000 | PRN | SOLE | 0 | 12,000,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 127,076 | 60,816,000 | PRN | SOLE | 0 | 60,816,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 129,236 | 73,926,000 | PRN | SOLE | 0 | 73,926,000 | 0 | 0 | |
| MIDSTATES PETE CO INC | COM PAR | 59804T407 | 20,630 | 1,327,565 | SH | SOLE | 0 | 1,327,565 | 0 | 0 | |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 12,143 | 7,000,000 | PRN | SOLE | 0 | 7,000,000 | 0 | 0 | |
| PACIRA PHARMACEUTICALS INC | COM | 695127100 | 3,560 | 94,800 | SH | SOLE | 0 | 94,800 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 15,834 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 76,427 | 54,360,000 | PRN | SOLE | 0 | 54,360,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 89,319 | 55,527,000 | PRN | SOLE | 0 | 55,527,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 3,670 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
| SILVER RUN ACQUISITION | COM CL A | 82812A103 | 6,320 | 620,832 | SH | SOLE | 0 | 620,832 | 0 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 1,857 | 1,852,000 | PRN | SOLE | 0 | 1,852,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 338,718 | 2,954,366 | SH | SOLE | 0 | 2,954,366 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 68,875 | 566,500 | SH | Put | SOLE | 0 | 566,500 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 35,008 | 31,314,000 | PRN | SOLE | 0 | 31,314,000 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 97,295 | 88,527,000 | PRN | SOLE | 0 | 88,527,000 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 13,276 | 11,756,000 | PRN | SOLE | 0 | 11,756,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 60,077 | 48,875,000 | PRN | SOLE | 0 | 48,875,000 | 0 | 0 | |
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 25,133 | 2,898,798 | SH | SOLE | 0 | 2,898,798 | 0 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 5,809 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 19,516 | 850,000 | SH | Put | SOLE | 0 | 850,000 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 | 3,565 | 52,900 | SH | SOLE | 0 | 52,900 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 33,961 | 2,237,206 | SH | SOLE | 0 | 2,237,206 | 0 | 0 | |