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 | 37,035 | 18,750,000 | PRN | SOLE | 18,750,000 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 5,712 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 8,782 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 15,214 | 11,658,000 | PRN | SOLE | 11,658,000 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 3,403 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 20,891 | 11,948,000 | PRN | SOLE | 11,948,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 14,917 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 16,504 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 25,562 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 23,834 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 25,666 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 41,294 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 17,430 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 135,528 | 53,067,000 | PRN | SOLE | 53,067,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 25,710 | 24,800,000 | PRN | SOLE | 24,800,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 5,588 | 51,300 | SH | SOLE | 51,300 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 5,775 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| GOLAR LNG PARTNERS LP | COM UNIT LPI | Y2745C102 | 456 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |
| GOLAR LNG PARTNERS LP | COM UNIT LPI | Y2745C102 | 456 | 20,000 | SH | Call | SOLE | 20,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 881 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 881 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
| WESTERN DIGITAL CORP | COM | 958102105 | 7,731 | 86,800 | SH | Put | SOLE | 86,800 | 0 | 0 | |
| AMAZON COM INC | COM | 023135106 | 463 | 500 | SH | Put | SOLE | 500 | 0 | 0 | |
| AMAZON COM INC | COM | 023135106 | 463 | 500 | SH | Call | SOLE | 500 | 0 | 0 | |