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 |
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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 |
ACORDA THERAPEUTICS INC | COM | 00484M106 | 3,421 | 219,700 | SH | Put | SOLE | 219,700 | 0 | 0 | |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 10,028 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
ACTINIUM PHARMACEUTICALS INC | COM | 00507W107 | 508 | 1,312,366 | SH | SOLE | 1,312,366 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 1,845 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 110,557 | 45,450,000 | PRN | SOLE | 45,450,000 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 10,509 | 181,382 | SH | SOLE | 181,382 | 0 | 0 | ||
ARRIS INTL INC | SHS | G0551A103 | 8,281 | 270,900 | SH | SOLE | 270,900 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 19,382 | 461,586 | SH | SOLE | 461,586 | 0 | 0 | ||
ATHENAHEALTH INC | COM | 04685W103 | 7,256 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
BENEFICIAL BANCORP INC | COM | 08171T102 | 143 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 886 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 8,078 | 1,189,700 | SH | Put | SOLE | 1,189,700 | 0 | 0 | |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 95,510 | 76,753,000 | PRN | SOLE | 76,753,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | COM | 185899101 | 707 | 91,800 | SH | Put | SOLE | 91,800 | 0 | 0 | |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 5,029 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
CONATUS PHARMACEUTICALS INC | COM | 20600T108 | 1,522 | 879,900 | SH | Call | SOLE | 879,900 | 0 | 0 | |
DISCOVERY INC | COM SER C | 25470F302 | 28,011 | 1,475,700 | SH | SOLE | 1,475,700 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 19,300 | 176,000 | SH | Put | SOLE | 176,000 | 0 | 0 | |
ENTERA BIO LTD | SHS | M40527109 | 931 | 305,126 | SH | SOLE | 305,126 | 0 | 0 | ||
EQGP HOLDINGS LP | COM UNIT REP | 26885J103 | 200 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FOAMIX PHARMACEUTICALS LTD | SHS | M46135105 | 1,077 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 3,755 | 805,894 | SH | SOLE | 805,894 | 0 | 0 | ||
GUARANTY BANCORP DEL | COM NEW | 40075T607 | 208 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 4,490 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
HORTONWORKS INC | COM | 440894103 | 2,020 | 140,090 | SH | SOLE | 140,090 | 0 | 0 | ||
IMMUNOMEDICS INC | COM | 452907108 | 40,561 | 2,842,400 | SH | Call | SOLE | 2,842,400 | 0 | 0 | |
IMMUNOMEDICS INC | COM | 452907108 | 49,284 | 3,453,700 | SH | Put | SOLE | 3,453,700 | 0 | 0 | |
IMPERVA INC | COM | 45321L100 | 278 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
INSMED INC | COM PAR $.01 | 457669307 | 8,672 | 661,500 | SH | Put | SOLE | 661,500 | 0 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 16,502 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 17,435 | 360,000 | SH | SOLE | 360,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 84,136 | 834,600 | SH | Put | SOLE | 834,600 | 0 | 0 | |
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 30,048 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
INTRA CELLULAR THERAPIES INC | COM | 46116X101 | 25,383 | 2,228,500 | SH | Call | SOLE | 2,228,500 | 0 | 0 | |
KBR INC | COM | 48242W106 | 669 | 44,100 | SH | Put | SOLE | 44,100 | 0 | 0 | |
L3 TECHNOLOGIES INC | COM | 502413107 | 30,574 | 176,058 | SH | SOLE | 176,058 | 0 | 0 | ||
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 5,757 | 269,783 | SH | SOLE | 269,783 | 0 | 0 | ||
MB FINANCIAL INC NEW | COM | 55264U108 | 3,963 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
MEDICINES CO | COM | 584688105 | 27,681 | 1,447,000 | SH | Put | SOLE | 1,447,000 | 0 | 0 | |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 23,994 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
MINDBODY INC | COM CL A | 60255W105 | 9,100 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 186,351 | 65,050,000 | PRN | SOLE | 65,050,000 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 571 | 288,500 | SH | Call | SOLE | 288,500 | 0 | 0 | |
NAVIGATORS GROUP INC | COM | 638904102 | 7,988 | 114,945 | SH | SOLE | 114,945 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 35,914 | 30,025,000 | PRN | SOLE | 30,025,000 | 0 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 3,691 | 251,791 | SH | SOLE | 251,791 | 0 | 0 | ||
NOVAVAX INC | COM | 670002104 | 433 | 236,300 | SH | Call | SOLE | 236,300 | 0 | 0 | |
NXSTAGE MEDICAL INC | COM | 67072V103 | 277 | 9,672 | SH | SOLE | 9,672 | 0 | 0 | ||
ORBOTECH LTD | ORD | M75253100 | 2,827 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
OWENS RLTY MTG INC | COM | 690828108 | 189 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 12,827 | 1,733,340 | SH | SOLE | 1,733,340 | 0 | 0 | ||
PDVWIRELESS INC | COM | 69290R104 | 935 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PROSHARES TR | SHRT RUSSELL2000 | 74348A210 | 210 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 116,501 | 2,047,100 | SH | Put | SOLE | 2,047,100 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 85,290 | 1,498,682 | SH | SOLE | 1,498,682 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 9,730 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
RED HAT INC | COM | 756577102 | 27,224 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
RESOLUTE ENERGY CORP | COM NEW | 76116A306 | 3,515 | 121,289 | SH | SOLE | 121,289 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 496 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 1,199 | 14,000 | SH | Call | SOLE | 14,000 | 0 | 0 | |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 282 | 600,793 | SH | SOLE | 600,793 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | COM | 803607100 | 4,238 | 38,800 | SH | Put | SOLE | 38,800 | 0 | 0 | |
SCANA CORP NEW | COM | 80589M102 | 11,359 | 237,742 | SH | SOLE | 237,742 | 0 | 0 | ||
SENDGRID INC | COM | 816883102 | 28,864 | 668,601 | SH | SOLE | 668,601 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 38,037 | 218,554 | SH | SOLE | 218,554 | 0 | 0 | ||
SI FINL GROUP INC MD | COM | 78425V104 | 3,643 | 286,200 | SH | SOLE | 286,200 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 30,902 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | COM | 860372101 | 4,291 | 103,638 | SH | SOLE | 103,638 | 0 | 0 | ||
TAHOE RES INC | COM | 873868103 | 3,671 | 1,005,800 | SH | SOLE | 1,005,800 | 0 | 0 | ||
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 4,881 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TESARO INC | COM | 881569107 | 9,281 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
TESARO INC | COM | 881569107 | 9,600 | 129,300 | SH | Put | SOLE | 129,300 | 0 | 0 | |
TRIBUNE MEDIA CO | CL A | 896047503 | 11,215 | 247,129 | SH | SOLE | 247,129 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 33,684 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
U S G CORP | COM NEW | 903293405 | 16,953 | 397,402 | SH | SOLE | 397,402 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 2,650 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
VECTREN CORP | COM | 92240G101 | 15,992 | 222,173 | SH | SOLE | 222,173 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 5,440 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 35 | 62,500 | SH | Call | SOLE | 62,500 | 0 | 0 | |
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 76 | 136,000 | SH | Put | SOLE | 136,000 | 0 | 0 | |
WEIBO CORP | SPONSORED ADR | 948596101 | 3,348 | 57,300 | SH | SOLE | 57,300 | 0 | 0 | ||
WEIBO CORP | SPONSORED ADR | 948596101 | 1,841 | 31,500 | SH | Call | SOLE | 31,500 | 0 | 0 | |
WILDHORSE RESOURCE DEV CORP | COM | 96812T102 | 1,411 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 3,445 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 |