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 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 1,474 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 958 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CENTURY ALUM CO | COM | 156431108 | 429 | 58,742 | SH | SOLE | 58,742 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 798 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 8,064 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 1,248 | 36,000 | SH | Call | SOLE | 36,000 | 0 | 0 | |
| GENERAL ELECTRIC CO | COM | 369604103 | 7,570 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 3,056 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
| INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 3,065 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 6,942 | 45,000 | SH | Call | SOLE | 45,000 | 0 | 0 | |
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 5,545 | 145,166 | SH | SOLE | 145,166 | 0 | 0 | ||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 7,400 | 189,460 | SH | SOLE | 189,460 | 0 | 0 | ||
| MARRIOTT VACATIONS WRLDWDE C | NOTE 1.500% 9/1 | 57164YAB3 | 1,296 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | COM | 595112103 | 349 | 11,000 | SH | Call | SOLE | 11,000 | 0 | 0 | |
| MKS INSTRUMENT INC | COM | 55306N104 | 1,034 | 16,000 | SH | Call | SOLE | 16,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 1,610 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| OVERSTOCK COM INC DEL | COM | 690370101 | 1,833 | 135,000 | SH | Call | SOLE | 135,000 | 0 | 0 | |
| PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 201 | 200,000 | PRN | SOLE | 200,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 11,195 | 470,000 | SH | Call | SOLE | 470,000 | 0 | 0 | |
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 5,565 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,307 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 922042858 | 16,881 | 443,082 | SH | SOLE | 443,082 | 0 | 0 | ||