The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
ABBVIE INC COM 00287Y109 473 5,000 SH   SOLE   5,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 484 20,000 SH   SOLE   20,000 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 308 8,000 SH   SOLE   8,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 1,377 1,500,000 PRN   SOLE   1,500,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 317 4,700 SH   SOLE   4,700 0 0
ADVANCED MICRO DEVICES INC COM 007903107 9,950 990,000 SH   SOLE   990,000 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,186 14,500 SH   SOLE   14,500 0 0
ALCOA CORP COM 013872106 2,698 60,000 SH   SOLE   60,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 2,666 2,900,000 PRN   SOLE   2,900,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,344 30,000 SH   SOLE   30,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 17,436 95,000 SH   SOLE   95,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,078 130,000 SH   SOLE   130,000 0 0
ALPHABET INC CAP STK CL C 02079K107 310 300 SH   SOLE   300 0 0
ALPHABET INC CAP STK CL A 02079K305 6,223 6,000 SH   SOLE   6,000 0 0
ALTA MESA RES INC CL A 02133L109 839 104,900 SH   SOLE   104,900 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 516 500,000 PRN   SOLE   500,000 0 0
AMAZON COM INC COM 023135106 6,151 4,250 SH   SOLE   4,250 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 41,903 770,000 SH   SOLE   770,000 0 0
AMPHENOL CORP NEW CL A 032095101 345 4,000 SH   SOLE   4,000 0 0
APPLIED MATLS INC COM 038222105 1,724 31,000 SH   SOLE   31,000 0 0
ARCH COAL INC CL A 039380407 322 3,500 SH   SOLE   3,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 21,685 500,000 SH Call SOLE   500,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 5,163 5,000,000 PRN   SOLE   5,000,000 0 0
AUTODESK INC COM 052769106 1,469 11,700 SH   SOLE   11,700 0 0
BAIDU INC SPON ADR REP A 056752108 2,678 12,000 SH   SOLE   12,000 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 1,592 800,000 SH   SOLE   800,000 0 0
BILIBILI INC ADS REP SHS Z 090040106 1,375 125,000 SH   SOLE   125,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 5,184 5,500,000 PRN   SOLE   5,500,000 0 0
CAESARS ENTMT CORP COM 127686103 10,463 930,000 SH   SOLE   930,000 0 0
CARRIZO OIL & GAS INC COM 144577103 224 14,000 SH   SOLE   14,000 0 0
CATERPILLAR INC DEL COM 149123101 354 2,400 SH   SOLE   2,400 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 1,377 1,600,000 PRN   SOLE   1,600,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 2,790 60,650,000 SH   SOLE   60,650,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 2,639 2,000,000 PRN   SOLE   2,000,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 298 3,700 SH   SOLE   3,700 0 0
COHERENT INC COM 192479103 300 1,600 SH   SOLE   1,600 0 0
COMERICA INC COM 200340107 480 5,000 SH   SOLE   5,000 0 0
COMMVAULT SYSTEMS INC COM 204166102 1,201 21,000 SH   SOLE   21,000 0 0
CONTINENTAL RESOURCES INC COM 212015101 236 4,000 SH   SOLE   4,000 0 0
COUPA SOFTWARE INC COM 22266L106 821 18,000 SH   SOLE   18,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 3,131 3,000,000 PRN   SOLE   3,000,000 0 0
CUMMINS INC COM 231021106 243 1,500 SH   SOLE   1,500 0 0
D R HORTON INC COM 23331A109 329 7,500 SH   SOLE   7,500 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 439 6,000 SH   SOLE   6,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 223 7,000 SH   SOLE   7,000 0 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 3,515 4,000,000 PRN   SOLE   4,000,000 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 474 17,465 SH   SOLE   17,465 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 942 17,000 SH   SOLE   17,000 0 0
EBAY INC COM 278642103 1,034 25,700 SH   SOLE   25,700 0 0
EXACT SCIENCES CORP COM 30063P105 504 12,500 SH   SOLE   12,500 0 0
EXPEDIA GROUP INC COM NEW 30212P303 331 3,000 SH   SOLE   3,000 0 0
F5 NETWORKS INC COM 315616102 651 4,500 SH   SOLE   4,500 0 0
FACEBOOK INC CL A 30303M102 639 4,000 SH   SOLE   4,000 0 0
FIREEYE INC COM 31816Q101 3,488 206,000 SH   SOLE   206,000 0 0
FIRST DATA CORP NEW COM CL A 32008D106 400 25,000 SH   SOLE   25,000 0 0
FLUOR CORP NEW COM 343412102 1,085 18,962 SH   SOLE   18,962 0 0
FORMFACTOR INC COM 346375108 437 32,000 SH   SOLE   32,000 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 287 18,000 SH   SOLE   18,000 0 0
GENERAL ELECTRIC CO COM 369604103 337 25,000 SH   SOLE   25,000 0 0
GENERAL MTRS CO COM 37045V100 16,353 450,000 SH   SOLE   450,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,960 2,000,000 PRN   SOLE   2,000,000 0 0
HANESBRANDS INC COM 410345102 184 10,000 SH   SOLE   10,000 0 0
HESS CORP COM 42809H107 202 4,000 SH   SOLE   4,000 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 212 20,000 SH   SOLE   20,000 0 0
HOLOGIC INC COM 436440101 224 6,000 SH   SOLE   6,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 1,843 2,000,000 PRN   SOLE   2,000,000 0 0
HUBSPOT INC COM 443573100 5,285 48,800 SH   SOLE   48,800 0 0
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 1,155 39,087 SH   SOLE   39,087 0 0
IAC INTERACTIVECORP COM 44919P508 313 2,000 SH   SOLE   2,000 0 0
INPHI CORP COM 45772F107 2,077 69,000 SH   SOLE   69,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 4,888 5,500,000 PRN   SOLE   5,500,000 0 0
INSTRUCTURE INC COM 45781U103 569 13,500 SH   SOLE   13,500 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 214 7,000 SH   SOLE   7,000 0 0
INTEL CORP COM 458140100 208 4,000 SH   SOLE   4,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 3,493 3,000,000 PRN   SOLE   3,000,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 813 5,300 SH   SOLE   5,300 0 0
IPG PHOTONICS CORP COM 44980X109 467 2,000 SH   SOLE   2,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 4,458 4,500,000 PRN   SOLE   4,500,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 3,823 3,000,000 PRN   SOLE   3,000,000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 592 10,000 SH   SOLE   10,000 0 0
JPMORGAN CHASE & CO COM 46625H100 1,650 15,000 SH   SOLE   15,000 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,029 100,000 SH   SOLE   100,000 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 5,723 5,500,000 PRN   SOLE   5,500,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 2,103 2,000,000 PRN   SOLE   2,000,000 0 0
LIFEPOINT HEALTH INC COM 53219L109 470 10,000 SH   SOLE   10,000 0 0
LITTELFUSE INC COM 537008104 396 1,900 SH   SOLE   1,900 0 0
MACYS INC COM 55616P104 446 15,000 SH   SOLE   15,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 768 80,000 SH   SOLE   80,000 0 0
MANITOWOC CO INC COM NEW 563571405 313 11,000 SH   SOLE   11,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,975 24,000 SH   SOLE   24,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 2,373 2,000,000 PRN   SOLE   2,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 469 9,000 SH   SOLE   9,000 0 0
MICROSOFT CORP COM 594918104 5,796 63,500 SH   SOLE   63,500 0 0
MKS INSTRUMENT INC COM 55306N104 278 2,400 SH   SOLE   2,400 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 2,241 260,000 SH   SOLE   260,000 0 0
MULESOFT INC CL A 625207105 1,759 40,000 SH   SOLE   40,000 0 0
NETAPP INC COM 64110D104 1,265 20,500 SH   SOLE   20,500 0 0
NETFLIX INC COM 64110L106 6,202 21,000 SH   SOLE   21,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,068 35,000 SH   SOLE   35,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2,239 1,800,000 PRN   SOLE   1,800,000 0 0
NOVANTA INC COM 67000B104 334 6,400 SH   SOLE   6,400 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 347 22,000 SH   SOLE   22,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3,304 3,000,000 PRN   SOLE   3,000,000 0 0
NVIDIA CORP COM 67066G104 695 3,000 SH   SOLE   3,000 0 0
OKTA INC CL A 679295105 2,092 52,500 SH   SOLE   52,500 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 2,734 3,000,000 PRN   SOLE   3,000,000 0 0
OVERSTOCK COM INC DEL COM 690370101 3,643 100,500 SH   SOLE   100,500 0 0
OVERSTOCK COM INC DEL COM 690370101 3,081 85,000 SH Call SOLE   85,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 2,677 2,900,000 PRN   SOLE   2,900,000 0 0
PALO ALTO NETWORKS INC COM 697435105 568 3,129 SH   SOLE   3,129 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 3,308 2,000,000 PRN   SOLE   2,000,000 0 0
PROOFPOINT INC COM 743424103 1,102 9,700 SH   SOLE   9,700 0 0
PTC INC COM 69370C100 624 8,000 SH   SOLE   8,000 0 0
QEP RES INC COM 74733V100 235 24,000 SH   SOLE   24,000 0 0
QUALCOMM INC COM 747525103 4,987 90,000 SH   SOLE   90,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,720 1,700,000 PRN   SOLE   1,700,000 0 0
SAGE THERAPEUTICS INC COM 78667J108 387 2,400 SH   SOLE   2,400 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 776 37,500 SH   SOLE   37,500 0 0
SALESFORCE COM INC COM 79466L302 7,362 63,300 SH   SOLE   63,300 0 0
SAREPTA THERAPEUTICS INC COM 803607100 437 5,900 SH   SOLE   5,900 0 0
SHOPIFY INC CL A 82509L107 5,756 46,200 SH   SOLE   46,200 0 0
SPLUNK INC COM 848637104 640 6,500 SH   SOLE   6,500 0 0
SQUARE INC CL A 852234103 492 10,000 SH   SOLE   10,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 3,896 4,900,000 PRN   SOLE   4,900,000 0 0
SUNTRUST BKS INC *W EXP 11/14/201 867914111 2,298 100,000 SH   SOLE   100,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,126 140,000 SH   SOLE   140,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 978 10,000 SH   SOLE   10,000 0 0
TCF FINL CORP *W EXP 11/14/201 872275128 8,757 1,471,502 SH   SOLE   1,471,502 0 0
TECK RESOURCES LTD CL B 878742204 4,379 170,000 SH   SOLE   170,000 0 0
THOR INDS INC COM 885160101 461 4,000 SH   SOLE   4,000 0 0
THOR INDS INC COM 885160101 5,759 50,000 SH Call SOLE   50,000 0 0
TIMKEN CO COM 887389104 3,420 75,000 SH   SOLE   75,000 0 0
TWILIO INC CL A 90138F102 382 10,000 SH   SOLE   10,000 0 0
TWITTER INC COM 90184L102 464 16,000 SH   SOLE   16,000 0 0
ULTA BEAUTY INC COM 90384S303 204 1,000 SH   SOLE   1,000 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,831 35,900 SH   SOLE   35,900 0 0
UNION PAC CORP COM 907818108 8,604 64,000 SH   SOLE   64,000 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 758 7,500 SH Call SOLE   7,500 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 3,788 37,500 SH   SOLE   37,500 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 15,350 675,000 SH   SOLE   675,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 1,457 1,600,000 PRN   SOLE   1,600,000 0 0
VEEVA SYS INC CL A COM 922475108 621 8,500 SH   SOLE   8,500 0 0
VERISIGN INC COM 92343E102 510 4,300 SH   SOLE   4,300 0 0
VERISIGN INC COM 92343E102 11,856 100,000 SH Call SOLE   100,000 0 0
VIAVI SOLUTIONS INC COM 925550105 3,159 325,000 SH   SOLE   325,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5,393 5,300,000 PRN   SOLE   5,300,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,742 165,000 SH   SOLE   165,000 0 0
VISA INC COM CL A 92826C839 598 5,000 SH   SOLE   5,000 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 4,298 4,500,000 PRN   SOLE   4,500,000 0 0
WELLS FARGO CO NEW COM 949746101 12,840 245,000 SH   SOLE   245,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 216 6,000 SH   SOLE   6,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 6,588 6,600,000 PRN   SOLE   6,600,000 0 0
WYNN RESORTS LTD COM 983134107 7,294 40,000 SH   SOLE   40,000 0 0
XILINX INC COM 983919101 5,237 72,500 SH   SOLE   72,500 0 0
YUM CHINA HLDGS INC COM 98850P109 4,980 120,000 SH   SOLE   120,000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 348 2,500 SH   SOLE   2,500 0 0
ZENDESK INC COM 98936J101 1,340 28,000 SH   SOLE   28,000 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 6,090 300,000 SH   SOLE   300,000 0 0
ZSCALER INC COM 98980G102 702 25,000 SH   SOLE   25,000 0 0