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 |
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 1,960 | 2,000,000 | PRN | SOLE | NONE | 0 | 0 | 2,000,000 | |
| APOLLO GLOBAL MGMT LLC | CL A SHS | 037612306 | 2,470 | 87,418 | SH | SOLE | NONE | 87,418 | 0 | 0 | |
| ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 3,392 | 3,400,000 | PRN | SOLE | NONE | 0 | 0 | 3,400,000 | |
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 4,207 | 4,250,000 | PRN | SOLE | NONE | 0 | 0 | 4,250,000 | |
| BARRICK GOLD CORPORATION | COM | 067901108 | 2,687 | 196,000 | SH | SOLE | NONE | 196,000 | 0 | 0 | |
| BIOCRYST PHARMACEUTICALS | COM | 09058V103 | 407 | 50,000 | SH | SOLE | NONE | 50,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 2,626 | 2,550,000 | PRN | SOLE | NONE | 0 | 0 | 2,550,000 | |
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 7,204 | 6,500,000 | PRN | SOLE | NONE | 0 | 0 | 6,500,000 | |
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 2,678 | 2,700,000 | PRN | SOLE | NONE | 0 | 0 | 2,700,000 | |
| CARVANA CO | CARVANA CO | 146869102 | 9,173 | 158,000 | SH | SOLE | NONE | 158,000 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 2,244 | 2,200,000 | PRN | SOLE | NONE | 0 | 0 | 2,200,000 | |
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,106 | 2,000 | PRN | SOLE | NONE | 0 | 0 | 2,000 | |
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 1,941 | 2,100,000 | PRN | SOLE | NONE | 0 | 0 | 2,100,000 | |
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 4,433 | 4,500,000 | PRN | SOLE | NONE | 0 | 0 | 4,500,000 | |
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 621 | 48,200 | SH | SOLE | NONE | 48,200 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 5,014 | 4,450,000 | PRN | SOLE | NONE | 0 | 0 | 4,450,000 | |
| GRUPO FINANCIERO GALICIA S A | SPONSORED ADR | 399909100 | 638 | 25,000 | SH | SOLE | NONE | 25,000 | 0 | 0 | |
| GTT COMMUNICATIONS INC | COM | 362393100 | 2,763 | 79,620 | SH | SOLE | NONE | 79,620 | 0 | 0 | |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 3,271 | 3,000,000 | PRN | SOLE | NONE | 0 | 0 | 3,000,000 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,006 | 1,000,000 | PRN | SOLE | NONE | 0 | 0 | 1,000,000 | |
| IOVANCE BIOTHERAPEUTICS INC | COM | 462260100 | 1,774 | 186,500 | SH | SOLE | NONE | 186,500 | 0 | 0 | |
| ISHARES TR | PUT | 464287955 | 350 | 447 | SH | Put | SOLE | NONE | 0 | 0 | 447 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 5,534 | 4,800,000 | PRN | SOLE | NONE | 0 | 0 | 5,534,098 | |
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 2,422 | 2,550,000 | PRN | SOLE | NONE | 0 | 0 | 2,421,873 | |
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 2,383 | 2,550,000 | PRN | SOLE | NONE | 0 | 0 | 2,383,409 | |
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 5,807 | 5,450,000 | PRN | SOLE | NONE | 0 | 0 | 5,806,975 | |
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 6 | 4,000,000 | PRN | SOLE | NONE | 0 | 0 | 5,940 | |
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 8,397 | 8,150,000 | PRN | SOLE | NONE | 0 | 0 | 8,397,353 | |
| ORGENESIS INC | COM | 68619K204 | 208 | 39,000 | SH | SOLE | NONE | 207,870 | 0 | 0 | |
| POLARITYTE INC | COM | 731094108 | 1,056 | 98,698 | SH | SOLE | NONE | 1,056,069 | 0 | 0 | |
| PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 2,527 | 2,550,000 | PRN | SOLE | NONE | 0 | 0 | 2,526,798 | |
| RADNET INC | COM | 750491102 | 4,620 | 372,896 | SH | SOLE | NONE | 4,620,181 | 0 | 0 | |
| SCHLUMBERGER LTD | COM | 806857108 | 597 | 13,700 | SH | SOLE | NONE | 596,909 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,352 | 4,350,000 | PRN | SOLE | NONE | 4,350,000 | 0 | 0 | |
| VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 6,106 | 6,000,000 | PRN | SOLE | NONE | 6,000,000 | 0 | 0 | |