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 |
| AEGEAN MARINE PETE NETWORK I | NOTE 4.250%12/1 | 00773VAB2 | 15,932 | 26,554,000 | PRN | SOLE | 26,554,000 | 0 | 0 | ||
| AMYRIS INC | NOTE 6.500% 5/1 | 03236MAC5 | 12,478 | 12,478,000 | PRN | SOLE | 12,478,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 22,618 | 32,780,000 | PRN | SOLE | 32,780,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 21,115 | 23,592,000 | PRN | SOLE | 23,592,000 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 24,456 | 14,867,000 | PRN | SOLE | 14,867,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 8,246 | 8,635,000 | PRN | SOLE | 8,635,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 14,266 | 14,230,000 | PRN | SOLE | 14,230,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 11,955 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 17,612 | 17,700,000 | PRN | SOLE | 17,700,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 11,841 | 12,923,000 | PRN | SOLE | 12,923,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 21,277 | 21,066,000 | PRN | SOLE | 21,066,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 27,203 | 26,000,000 | PRN | SOLE | 26,000,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 19,166 | 16,294,000 | PRN | SOLE | 16,294,000 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 22,358 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 23,884 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 18,396 | 16,800,000 | PRN | SOLE | 16,800,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 12,539 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 5,725 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Magnachip Semiconductor | Note 6.6250% 15-Jul-2021 | 55933JAB0 | 8,179 | 8,283,000 | PRN | SOLE | 8,283,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 10,741 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 15,638 | 14,805,000 | PRN | SOLE | 14,805,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 11,550 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 9,925 | 8,212,000 | PRN | SOLE | 8,212,000 | 0 | 0 | ||
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 15,916 | 18,800,000 | PRN | SOLE | 18,800,000 | 0 | 0 | ||
| SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 9,660 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 16,174 | 12,802,000 | PRN | SOLE | 12,802,000 | 0 | 0 | ||
| TELIGENT INC NEW | NOTE 4.750% 5/0 | 87960WAA2 | 12,989 | 12,090,000 | PRN | SOLE | 12,090,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 6,047 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 13,022 | 12,013,000 | PRN | SOLE | 12,013,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAD0 | 14,300 | 13,725,000 | PRN | SOLE | 13,725,000 | 0 | 0 | ||
| INFINERA CORPORATION | COM | 45667G103 | 730 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 16,855 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| MATTEL INC | COM | 577081102 | 2,355 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 734 | 74,100 | SH | Call | SOLE | 74,100 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 418 | 42,200 | SH | Call | SOLE | 42,200 | 0 | 0 | |
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 505 | 51,000 | SH | Call | SOLE | 51,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 58,144 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 72,680 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 1,134 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 1,838 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| KINDRED BIOSCIENCES INC | COM | 494577109 | 2,070 | 148,400 | SH | SOLE | 148,400 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 1,882 | 165,918 | SH | SOLE | 165,918 | 0 | 0 | ||
| ALTA MESA RES INC | CL A | 02133L109 | 4,180 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| AMYRIS INC | COM NEW | 03236M200 | 4,542 | 572,000 | SH | SOLE | 572,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 7,721 | 779,927 | SH | SOLE | 779,927 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 2,813 | 479,976 | SH | SOLE | 479,976 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 815 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 418 | 788,011 | SH | SOLE | 788,011 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 2,955 | 619,558 | SH | SOLE | 619,558 | 0 | 0 | ||
| SERVICESOURCE INTL INC | COM | 81763U100 | 3,255 | 1,141,982 | SH | SOLE | 1,141,982 | 0 | 0 | ||
| TRINITY MERGER CORP | UNIT 05/11/2025 | 89653L205 | 2,056 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||