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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,921 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | |||
| AMAG PHARMACEUTICALS INC | COM | 00163U106 | 227 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | |||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 2,431 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | |||
| AMAZON COM INC | COM | 023135106 | 22,111 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | |||
| AMYRIS INC | NOTE 9.500% 4/1 | 03236MAF8 | 351 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | |||
| APPLE INC | COM | 037833100 | 4,624 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | |||
| CENTRAL EUROPEAN MEDIA ENTRP | CL A NEW | G20045202 | 573 | 141,387 | SH | SOLE | 141,387 | 0 | 0 | |||
| COHEN & STEERS LTD DUR PFD I | COM | 19248C105 | 214 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | |||
| COMCAST HOLDINGS CORP | ZONES CV2% PCS | 200300507 | 47,074 | 855,884 | PRN | SOLE | 855,884 | 0 | 0 | |||
| ENDO INTL PLC | SHS | G30401106 | 2,242 | 261,740 | SH | SOLE | 261,740 | 0 | 0 | |||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,186 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | |||
| HI-CRUSH PARTNERS LP | COM UNIT LTD | 428337109 | 789 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | |||
| IMMUNOGEN INC | NOTE 4.500% 7/0 | 45253HAB7 | 1,974 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | |||
| INTELSAT S A | COM | L5140P101 | 668 | 142,028 | SH | SOLE | 142,028 | 0 | 0 | |||
| ISHARES TR | S&P US PFD STK | 464288687 | 1,645 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | |||
| MACERICH CO | COM | 554382101 | 2,199 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | |||
| MACYS INC | COM | 55616P104 | 1,091 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | |||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 10,441 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| MERCK & CO INC | COM | 58933Y105 | 2,241 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 21,813 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | |||
| OCH ZIFF CAP MGMT GROUP | CL A | 67551U105 | 3,037 | 943,307 | SH | SOLE | 943,307 | 0 | 0 | |||
| PEABODY ENERGY CORP NEW | COM | 704551100 | 580 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| PFIZER INC | COM | 717081103 | 1,428 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | |||
| PLATFORM SPECIALTY PRODS COR | COM | 72766Q105 | 1,598 | 143,291 | SH | SOLE | 143,291 | 0 | 0 | |||
| QUOTIENT LTD | SHS | G73268107 | 123 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | |||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,001 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | |||
| SPIRIT AIRLS INC | COM | 848577102 | 668 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 1,228 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | |||
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 1,056 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | |||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 4,647 | 4,763,000 | PRN | SOLE | 4,763,000 | 0 | 0 | |||
| TIVO CORP | COM | 88870P106 | 397 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | |||
| UNITED CONTL HLDGS INC | COM | 910047109 | 6,088 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| VBI VACCINES INC | COM | 91822J103 | 116 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | |||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,128 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | |||
| VISTRA ENERGY CORP | COM | 92840M102 | 5,986 | 320,281 | SH | SOLE | 320,281 | 0 | 0 | |||
| WELLS FARGO CO NEW | COM | 949746101 | 1,379 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | |||