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 |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 13,065 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| AMYRIS INC | NOTE 6.500% 5/1 | 03236MAC5 | 13,478 | 13,478,000 | PRN | SOLE | 13,478,000 | 0 | 0 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 19,100 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 38,263 | 28,057,000 | PRN | SOLE | 28,057,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 13,162 | 14,229,000 | PRN | SOLE | 14,229,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 11,570 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 20,907 | 26,900,000 | PRN | SOLE | 26,900,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 18,441 | 21,066,000 | PRN | SOLE | 21,066,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 27,263 | 28,500,000 | PRN | SOLE | 28,500,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 19,648 | 17,211,000 | PRN | SOLE | 17,211,000 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 21,569 | 27,110,000 | PRN | SOLE | 27,110,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 19,500 | 21,300,000 | PRN | SOLE | 21,300,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 5,843 | 5,137,000 | PRN | SOLE | 5,137,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 7,010 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 8,009 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 16,923 | 16,462,000 | PRN | SOLE | 16,462,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 15,495 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 13,040 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 8,325 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 22,827 | 25,700,000 | PRN | SOLE | 25,700,000 | 0 | 0 | ||
| SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 6,420 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 16,750 | 12,810,000 | PRN | SOLE | 12,810,000 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 23,677 | 21,802,000 | PRN | SOLE | 21,802,000 | 0 | 0 | ||
| TELIGENT INC NEW | NOTE 4.750% 5/0 | 87960WAA2 | 8,089 | 12,090,000 | PRN | SOLE | 12,090,000 | 0 | 0 | ||
| VERASTEM INC | NOTE 5.000%11/0 | 92337CAA2 | 7,664 | 9,718,000 | PRN | SOLE | 9,718,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 19,145 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 30,618 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
| MATTEL INC | COM | 577081102 | 6,500 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 28,248 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 11,299 | 40,000 | SH | Put | SOLE | 40,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 28,248 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| UNION PACIFIC CORP | COM | 907818108 | 23,408 | 140,000 | SH | Put | SOLE | 140,000 | 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 | 4,585 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 | 4,701 | 809,056 | SH | SOLE | 809,056 | 0 | 0 | ||
| ALTA MESA RES INC | CL A | 02133L109 | 372 | 1,400,000 | SH | SOLE | 1,400,000 | 0 | 0 | ||
| AMYRIS INC | COM NEW | 03236M200 | 3,752 | 1,795,451 | SH | SOLE | 1,795,451 | 0 | 0 | ||
| CONTURA ENERGY INC | COM | 21241B100 | 12,969 | 223,905 | SH | SOLE | 223,905 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 3,700 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 2,156 | 1,100,000 | SH | SOLE | 1,100,000 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 355 | 788,011 | SH | SOLE | 788,011 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 2,757 | 1,125,291 | SH | SOLE | 1,125,291 | 0 | 0 | ||
| SERVICESOURCE INTL INC | COM | 81763U100 | 1,562 | 1,695,708 | SH | SOLE | 1,695,708 | 0 | 0 | ||
| TRINITY MERGER CORP | UNIT 05/11/2025 | 89653L205 | 2,100 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||