The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
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 |
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 7,615 | 7,100,000 | PRN | SOLE | None | 0 | 0 | 7,100,000 | |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 3,389 | 20,000 | SH | SOLE | None | 20,000 | 0 | 0 | |
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 2,718 | 2,500,000 | PRN | SOLE | None | 0 | 0 | 2,500,000 | |
APOLLO GLOBAL MGMT LLC | CL A SHS | 037612306 | 2,998 | 87,418 | SH | SOLE | None | 87,418 | 0 | 0 | |
ARES CAP CORP | NOTE 3.750% 2/0 | 04010LAT0 | 3,457 | 3,400,000 | PRN | SOLE | None | 0 | 0 | 3,400,000 | |
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 4,315 | 4,250,000 | PRN | SOLE | None | 0 | 0 | 4,250,000 | |
BARRICK GOLD CORPORATION | COM | 067901108 | 3,091 | 196,000 | SH | SOLE | None | 196,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 2,656 | 2,550,000 | PRN | SOLE | None | 0 | 0 | 2,550,000 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 7,434 | 6,500,000 | PRN | SOLE | None | 0 | 0 | 6,500,000 | |
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 2,608 | 2,700,000 | PRN | SOLE | None | 0 | 0 | 2,700,000 | |
CARVANA CO | CL A | 146869102 | 1,900 | 30,350 | SH | SOLE | None | 30,350 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 4,149 | 4,200,000 | PRN | SOLE | None | 0 | 0 | 4,200,000 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,209 | 2,000 | PRN | SOLE | None | 0 | 0 | 2,000 | |
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 2,991 | 3,000,000 | PRN | SOLE | None | 0 | 0 | 3,000,000 | |
EPAM SYSTEMS INC | COM | 29414B104 | 909 | 5,254 | SH | SOLE | None | 5,254 | 0 | 0 | |
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 5,333 | 5,450,000 | PRN | SOLE | None | 0 | 0 | 5,450,000 | |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 560 | 48,200 | SH | SOLE | None | 48,200 | 0 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 5,238 | 4,450,000 | PRN | SOLE | None | 0 | 0 | 4,450,000 | |
GDS HLDGS LTD | NOTE 2.000% 6/0 | 36165LAB4 | 494 | 500,000 | PRN | SOLE | None | 0 | 0 | 500,000 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 5,414 | 5,000 | SH | SOLE | None | 5,000 | 0 | 0 | |
GRUPO FINANCIERO GALICIA S A | SPONSORED ADR | 399909100 | 355 | 10,000 | SH | SOLE | None | 10,000 | 0 | 0 | |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 3,365 | 3,000,000 | PRN | SOLE | None | 0 | 0 | 3,000,000 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 973 | 1,000,000 | PRN | SOLE | None | 0 | 0 | 1,000,000 | |
IOVANCE BIOTHERAPEUTICS INC | COM | 462260100 | 4,573 | 186,500 | SH | SOLE | None | 186,500 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 384 | 712 | PRN | Put | SOLE | None | 0 | 0 | 712 |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 1,976 | 2,000,000 | PRN | SOLE | None | 0 | 0 | 2,000,000 | |
JD COM INC | SPON ADR CL A | 47215P106 | 3,514 | 116,000 | SH | SOLE | None | 116,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 5,691 | 4,800,000 | PRN | SOLE | None | 0 | 0 | 4,800,000 | |
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 2,465 | 2,550,000 | PRN | SOLE | None | 0 | 0 | 2,550,000 | |
MERCADOLIBRE INC | COM | 58733R102 | 1,224 | 2,000 | SH | SOLE | None | 2,000 | 0 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,816 | 4,500,000 | PRN | SOLE | None | 0 | 0 | 4,500,000 | |
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 2,402 | 2,550,000 | PRN | SOLE | None | 0 | 0 | 2,550,000 | |
POLARITYTE INC | COM | 731094108 | 622 | 109,098 | SH | SOLE | None | 109,098 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 4.950% 7/1 | 74348TAR3 | 2,569 | 2,550,000 | PRN | SOLE | None | 0 | 0 | 2,550,000 | |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 1,915 | 2,000,000 | PRN | SOLE | None | 0 | 0 | 2,000,000 | |
RADNET INC | COM | 750491102 | 6,240 | 452,500 | SH | SOLE | None | 452,500 | 0 | 0 | |
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 4,443 | 4,350,000 | PRN | SOLE | None | 0 | 0 | 4,350,000 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 2,394 | 2,000,000 | PRN | SOLE | None | 0 | 0 | 2,000,000 | |
TAL EDUCATION GROUP | SPONSORED ADS | 874080104 | 1,715 | 45,000 | PRN | SOLE | None | 0 | 0 | 45,000 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 8,322 | 8,500,000 | PRN | SOLE | None | 0 | 0 | 8,500,000 | |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 2,173 | 85,000 | SH | SOLE | None | 85,000 | 0 | 0 | |
VECTOR GROUP LTD | FRNT | 92240MBC1 | 6,195 | 6,000,000 | PRN | SOLE | None | 0 | 0 | 6,000,000 |