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 |
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AF2 | 2,352 | 2,296,000 | PRN | SOLE | 2,296,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 45,440 | 45,040,000 | PRN | SOLE | 45,040,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 5,203 | 5,100,000 | PRN | SOLE | 5,100,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 15,120 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| AMICUS THERAPEUTICS INC NOTE 3000 120 | Convertible Bond | 03152WAA7 | 52,240 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC NOTE 5500 31 DELETED | Convertible Bond | 03762UAA3 | 3,872 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 2.625%12/0 | 04269XAB1 | 15,994 | 14,100,000 | PRN | SOLE | 14,100,000 | 0 | 0 | ||
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 8,122 | 7,571,000 | PRN | SOLE | 7,571,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 4,961 | 2,541,000 | PRN | SOLE | 2,541,000 | 0 | 0 | ||
| CEL SCI CORP | *W EXP 10/11/201 | 150837177 | 19 | 628,350 | SH | SOLE | 628,350 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 2,747 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 58,232 | 58,000,000 | PRN | SOLE | 58,000,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 9,476 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 13,563 | 10,109,000 | PRN | SOLE | 10,109,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 10,563 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| DEXCOM INC | DBCV 0.750% 5/1 | 252131AF4 | 4,727 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 5,931 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 8,973 | 9,234,000 | PRN | SOLE | 9,234,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 1,237 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,759 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| GOPRO INC | NOTE 3.500% 4/1 | 38268IAA5 | 5,950 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 50,749 | 33,569,000 | PRN | SOLE | 33,569,000 | 0 | 0 | ||
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 14,039 | 15,845,000 | PRN | SOLE | 15,845,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 3,909 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 33,345 | 33,193,000 | PRN | SOLE | 33,193,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 24,914 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 4,918 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 7,014 | 5,575,000 | PRN | SOLE | 5,575,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 8,590 | 7,364,000 | PRN | SOLE | 7,364,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 26,583 | 25,097,000 | PRN | SOLE | 25,097,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,045 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 27,858 | 24,955,000 | PRN | SOLE | 24,955,000 | 0 | 0 | ||
| LEGACY ACQUISITION CORP | UNIT 05/31/2024 | 524643202 | 2,983 | 300,100 | SH | SOLE | 300,100 | 0 | 0 | ||
| LEISURE ACQUISITION CORP | UNIT 99/99/9999 | 52539T206 | 1,982 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 13,771 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 2,912 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 75,336 | 29,905,000 | PRN | SOLE | 29,905,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 138,993 | 32,476,000 | PRN | SOLE | 32,476,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 127,419 | 30,596,000 | PRN | SOLE | 30,596,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 24,395 | 17,654,000 | PRN | SOLE | 17,654,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 27,247 | 14,200,000 | PRN | SOLE | 14,200,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.500%10/1 | 63934EAQ1 | 23,320 | 22,284,000 | PRN | SOLE | 22,284,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,429 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 26,742 | 30,130,000 | PRN | SOLE | 30,130,000 | 0 | 0 | ||
| PERNIX THERAPEUTICS HLDGS IN | DBCV 4.250% 4/0 | 71426VAK4 | 921 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| PRETIUM RES INC | DEBT 2.250% 3/1 | 74139CAB8 | 7,915 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| PRICELINE GRP INC | COM NEW | 741503403 | 295 | 170 | SH | SOLE | 170 | 0 | 0 | ||
| PROS HOLDINGS INC | NOTE 2.000%12/0 | 74346YAB9 | 4,737 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| PROS HOLDINGS INC NOTE 2000 60 | Convertible Bond | 74346YAC7 | 5,415 | 5,950,000 | PRN | SOLE | 5,950,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 17,075 | 11,264,000 | PRN | SOLE | 11,264,000 | 0 | 0 | ||
| RAMBUS INC DEL | NOTE 1.125% 8/1 | 750917AE6 | 6,095 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| REGALWOOD GLOBAL ENERGY LTD | UNIT 99/99/9999 | G74760110 | 4,975 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 18,225 | 11,840,000 | PRN | SOLE | 11,840,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 2,138 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| SENTINEL ENERGY SVCS INC | UNIT 11/02/2022 | G8062D128 | 997 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
| SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763UAB6 | 2,466 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 37,362 | 37,547,000 | PRN | SOLE | 37,547,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 139 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 18,558 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,718 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 30,184 | 31,500,000 | PRN | SOLE | 31,500,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 6,626 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 162,151 | 48,273,000 | PRN | SOLE | 48,273,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 3,110 | 1,650,000 | PRN | SOLE | 1,650,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 3,155 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 28,019 | 28,106,000 | PRN | SOLE | 28,106,000 | 0 | 0 | ||