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 |
| ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 6,184 | 8,031,000 | PRN | SOLE | 8,031,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 4,155 | 4,283,000 | PRN | SOLE | 4,283,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.250%12/1 | 00773VAB2 | 7,894 | 22,554,000 | PRN | SOLE | 22,554,000 | 0 | 0 | ||
| AMYRIS INC | NOTE 6.500% 5/1 | 03236MAC5 | 14,333 | 14,478,000 | PRN | SOLE | 14,478,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 18,013 | 30,530,000 | PRN | SOLE | 30,530,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 21,637 | 23,842,000 | PRN | SOLE | 23,842,000 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 11,367 | 11,424,578 | PRN | SOLE | 11,424,578 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 12,240 | 12,700,000 | PRN | SOLE | 12,700,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 2,516 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 11,701 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 9,348 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 17,986 | 18,200,000 | PRN | SOLE | 18,200,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 11,728 | 12,923,000 | PRN | SOLE | 12,923,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 12,250 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 21,775 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 17,124 | 16,625,000 | PRN | SOLE | 16,625,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 19,793 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 18,447 | 14,300,000 | PRN | SOLE | 14,300,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 12,600 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | NOTE 8.000% 5/0 | 521050AD6 | 5,096 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 13,379 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 19,080 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 2,350 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 1,864 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 18,847 | 18,800,000 | PRN | SOLE | 18,800,000 | 0 | 0 | ||
| SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 10,650 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| TELIGENT INC NEW | NOTE 4.750% 5/0 | 87960WAA2 | 12,090 | 12,090,000 | PRN | SOLE | 12,090,000 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 10,610 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 7,727 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 6,322 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAD0 | 7,410 | 7,925,000 | PRN | SOLE | 7,925,000 | 0 | 0 | ||
| CIENA CORP | COM NEW | 171779309 | 2,651 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 27 | |
| INFINERA CORPORATION | COM | 45667G103 | 993 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 10 | |
| INFINERA CORPORATION | COM | 45667G103 | 993 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 10 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 8,189 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 164 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 271,280 | 1,000,000 | SH | Call | SOLE | 1,000,000 | 0 | 271 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 27,128 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 271 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 40,692 | 150,000 | SH | Call | SOLE | 150,000 | 0 | 271 | |
| GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 1,796 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| ALTA MESA RES INC | CL A | 02133L109 | 4,703 | 690,668 | SH | SOLE | 690,668 | 0 | 0 | ||
| AMYRIS INC | COM NEW | 03236M200 | 3,071 | 480,548 | SH | SOLE | 480,548 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 5,893 | 574,921 | SH | SOLE | 574,921 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 3,608 | 925,000 | SH | SOLE | 925,000 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 1,331 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 394 | 788,011 | SH | SOLE | 788,011 | 0 | 0 | ||
| SERVICESOURCE INTL INC | COM | 81763U100 | 3,918 | 994,430 | SH | SOLE | 994,430 | 0 | 0 | ||
| TRINITY MERGER CORP | UNIT 05/11/2025 | 89653L205 | 2,012 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| Magnachip Semiconductor | Note 6.6250% 15-Jul-2021 | 55933JAB0 | 8,035 | 8,283,000 | PRN | SOLE | 8,283,000 | 0 | 0 | ||
| Team Inc | Note 5.0000% 01-Aug-2023 | 878155AD2 | 17,380 | 13,552,000 | PRN | SOLE | 13,552,000 | 0 | 0 | ||
| Teladoc Inc | Note 3.0000% 15-Dec-2022 | 87918AAA3 | 18,032 | 12,130,000 | PRN | SOLE | 12,130,000 | 0 | 0 | ||