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 | NOTE 3.500% 2/0 | 004397AF2 | 2,795 | 2,800,000 | PRN | SOLE | 0 | 2,800,000 | 0 | 0 | |
| ALPHABET INC | CAP STK CL A | 02079K305 | 9,720 | 9,227 | SH | SOLE | 0 | 9,227 | 0 | 0 | |
| ALTABA INC | COM | 021346101 | 918,408 | 13,148,290 | SH | SOLE | 0 | 13,148,290 | 0 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 5,018 | 4,250,000 | PRN | SOLE | 0 | 4,250,000 | 0 | 0 | |
| BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 10,516 | 9,500,000 | PRN | SOLE | 0 | 9,500,000 | 0 | 0 | |
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 11,506 | 10,500,000 | PRN | SOLE | 0 | 10,500,000 | 0 | 0 | |
| CORPORATE CAP TR INC | COM | 219880101 | 15,148 | 947,964 | SH | SOLE | 0 | 947,964 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 64,900 | 55,000,000 | PRN | SOLE | 0 | 55,000,000 | 0 | 0 | |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 42,217 | 3,909,026 | SH | SOLE | 0 | 3,909,026 | 0 | 0 | |
| GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 73,731 | 3,150,889 | SH | SOLE | 0 | 3,150,889 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 858 | 12,674 | SH | SOLE | 0 | 12,674 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 82,474 | 81,923,000 | PRN | SOLE | 0 | 81,923,000 | 0 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 16,275 | 6,984,808 | SH | SOLE | 0 | 6,984,808 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 146,161 | 1,195,295 | SH | SOLE | 0 | 1,195,295 | 0 | 0 | |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 16,178 | 13,000,000 | PRN | SOLE | 0 | 13,000,000 | 0 | 0 | |
| LENNAR CORP | CL B | 526057302 | 5,146 | 99,568 | SH | SOLE | 0 | 99,568 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 9,950 | 14,368,000 | PRN | SOLE | 0 | 14,368,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 11,693 | 16,734,000 | PRN | SOLE | 0 | 16,734,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 28,726 | 25,000,000 | PRN | SOLE | 0 | 25,000,000 | 0 | 0 | |
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 564 | 25,000 | SH | Put | SOLE | 0 | 25,000 | 0 | 0 |
| MATCH GROUP INC | COM | 57665R106 | 3,288 | 105,000 | SH | SOLE | 0 | 105,000 | 0 | 0 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 7,955 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 29,921 | 32,500,000 | PRN | SOLE | 0 | 32,500,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 139,587 | 55,662,000 | PRN | SOLE | 0 | 55,662,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 93,665 | 54,926,000 | PRN | SOLE | 0 | 54,926,000 | 0 | 0 | |
| MIDSTATES PETE CO INC | COM PAR | 59804T407 | 21,300 | 1,284,674 | SH | SOLE | 0 | 1,284,674 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 16,011 | 12,500,000 | PRN | SOLE | 0 | 12,500,000 | 0 | 0 | |
| PACIRA PHARMACEUTICALS INC | COM | 695127100 | 2,958 | 64,800 | SH | SOLE | 0 | 64,800 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 8,282 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 66,839 | 43,360,000 | PRN | SOLE | 0 | 43,360,000 | 0 | 0 | |
| SEADRILL LIMITED | SHS | G7945E105 | 231 | 1,000,000 | SH | SOLE | 0 | 1,000,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 71,607 | 40,527,000 | PRN | SOLE | 0 | 40,527,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 2,669 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| SINA CORP | ORD | G81477104 | 61,419 | 612,291 | SH | SOLE | 0 | 612,291 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 70,048 | 566,500 | SH | Put | SOLE | 0 | 566,500 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 28,873 | 26,172,000 | PRN | SOLE | 0 | 26,172,000 | 0 | 0 | |
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 12,889 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 81,211 | 76,665,000 | PRN | SOLE | 0 | 76,665,000 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 7,091 | 6,556,000 | PRN | SOLE | 0 | 6,556,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 48,763 | 41,875,000 | PRN | SOLE | 0 | 41,875,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 16,361 | 18,500,000 | PRN | SOLE | 0 | 18,500,000 | 0 | 0 | |
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 28,643 | 3,161,493 | SH | SOLE | 0 | 3,161,493 | 0 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 4,505 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 19,754 | 850,000 | SH | Put | SOLE | 0 | 850,000 | 0 | 0 |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 39,117 | 2,080,679 | SH | SOLE | 0 | 2,080,679 | 0 | 0 | |