ACCURAY INC NOTE 3.500% 2/0 004397AF2 2795 2800000 PRN SOLE 0 2800000 0 0 ALPHABET INC CAP STK CL A 02079K305 9720 9227 SH SOLE 0 9227 0 0 ALTABA INC COM 021346101 918408 13148290 SH SOLE 0 13148290 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5018 4250000 PRN SOLE 0 4250000 0 0 BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 10516 9500000 PRN SOLE 0 9500000 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 11506 10500000 PRN SOLE 0 10500000 0 0 CORPORATE CAP TR INC COM 219880101 15148 947964 SH SOLE 0 947964 0 0 CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 64900 55000000 PRN SOLE 0 55000000 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 42217 3909026 SH SOLE 0 3909026 0 0 GENERAL MTRS CO *W EXP 07/10/201 37045V126 73731 3150889 SH SOLE 0 3150889 0 0 HERBALIFE LTD COM USD SHS G4412G101 858 12674 SH SOLE 0 12674 0 0 HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 82474 81923000 PRN SOLE 0 81923000 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 16275 6984808 SH SOLE 0 6984808 0 0 IAC INTERACTIVECORP COM 44919P508 146161 1195295 SH SOLE 0 1195295 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 16178 13000000 PRN SOLE 0 13000000 0 0 LENNAR CORP CL B 526057302 5146 99568 SH SOLE 0 99568 0 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9950 14368000 PRN SOLE 0 14368000 0 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 11693 16734000 PRN SOLE 0 16734000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 28726 25000000 PRN SOLE 0 25000000 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 564 25000 SH Put SOLE 0 25000 0 0 MATCH GROUP INC COM 57665R106 3288 105000 SH SOLE 0 105000 0 0 MEDICINES CO NOTE 2.500% 1/1 584688AE5 7955 7500000 PRN SOLE 0 7500000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 29921 32500000 PRN SOLE 0 32500000 0 0 MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 139587 55662000 PRN SOLE 0 55662000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 93665 54926000 PRN SOLE 0 54926000 0 0 MIDSTATES PETE CO INC COM PAR 59804T407 21300 1284674 SH SOLE 0 1284674 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 16011 12500000 PRN SOLE 0 12500000 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 2958 64800 SH SOLE 0 64800 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8282 6000000 PRN SOLE 0 6000000 0 0 SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 66839 43360000 PRN SOLE 0 43360000 0 0 SEADRILL LIMITED SHS G7945E105 231 1000000 SH SOLE 0 1000000 0 0 SERVICENOW INC NOTE 11/0 81762PAB8 71607 40527000 PRN SOLE 0 40527000 0 0 SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 2669 2500000 PRN SOLE 0 2500000 0 0 SINA CORP ORD G81477104 61419 612291 SH SOLE 0 612291 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 70048 566500 SH Put SOLE 0 566500 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 28873 26172000 PRN SOLE 0 26172000 0 0 STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 12889 10000000 PRN SOLE 0 10000000 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 81211 76665000 PRN SOLE 0 76665000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 7091 6556000 PRN SOLE 0 6556000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 48763 41875000 PRN SOLE 0 41875000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 16361 18500000 PRN SOLE 0 18500000 0 0 ULTRA PETROLEUM CORP COM NEW 903914208 28643 3161493 SH SOLE 0 3161493 0 0 UNISYS CORP NOTE 5.500% 3/0 909214BS6 4505 4000000 PRN SOLE 0 4000000 0 0 VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 19754 850000 SH Put SOLE 0 850000 0 0 ZIONS BANCORPORATION *W EXP 05/22/202 989701115 39117 2080679 SH SOLE 0 2080679 0 0