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 |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 2,808 | 4,700,000 | PRN | SOLE | 4,700,000 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 4,706 | 4,317,000 | PRN | SOLE | 4,317,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 5,520 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 11,880 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 18,144 | 18,999,000 | PRN | SOLE | 18,999,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 6,344 | 6,250,000 | PRN | SOLE | 6,250,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 3,835 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 9,825 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 21,238 | 23,500,000 | PRN | SOLE | 23,500,000 | 0 | 0 | ||
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 25,594 | 29,250,000 | PRN | SOLE | 29,250,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 15,275 | 11,750,000 | PRN | SOLE | 11,750,000 | 0 | 0 | ||
| ISTAR INC | NOTE 3.125% 9/1 | 45031UCB5 | 14,858 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 32,047 | 36,573,000 | PRN | SOLE | 36,573,000 | 0 | 0 | ||
| INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 9,536 | 7,675,000 | PRN | SOLE | 7,675,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 10,230 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 26,278 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 11,309 | 8,225,000 | PRN | SOLE | 8,225,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 22,511 | 20,010,000 | PRN | SOLE | 20,010,000 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 30,570 | 27,325,000 | PRN | SOLE | 27,325,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 9,811 | 8,341,000 | PRN | SOLE | 8,341,000 | 0 | 0 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 15,392 | 16,914,000 | PRN | SOLE | 16,914,000 | 0 | 0 | ||
| PLUG POWER INC | NOTE 5.500% 3/1 | 72919PAB9 | 20,868 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 30,701 | 28,760,000 | PRN | SOLE | 28,760,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 22,610 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 21,613 | 19,559,000 | PRN | SOLE | 19,559,000 | 0 | 0 | ||
| TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 7,833 | 9,611,000 | PRN | SOLE | 9,611,000 | 0 | 0 | ||
| TELIGENT INC NEW | NOTE 4.750% 5/0 | 87960WAA2 | 7,135 | 13,590,000 | PRN | SOLE | 13,590,000 | 0 | 0 | ||
| VERASTEM INC | NOTE 5.000%11/0 | 92337CAA2 | 4,493 | 9,768,000 | PRN | SOLE | 9,768,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 20,889 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 18,977 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
| PACCAR INC | COM | 693718108 | 4,564 | 60,000 | SH | Put | SOLE | 60,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 60,666 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| INVACARE CORP | COM | 461203101 | 1,223 | 163,100 | SH | SOLE | 163,100 | 0 | 0 | ||
| KINDRED BIOSCIENCES INC | COM | 494577109 | 3,704 | 540,678 | SH | SOLE | 540,678 | 0 | 0 | ||
| MEDICINES CO | COM | 584688105 | 9,125 | 182,500 | SH | SOLE | 182,500 | 0 | 0 | ||
| RUMBLEON INC | CL B | 781386206 | 804 | 278,210 | SH | SOLE | 278,210 | 0 | 0 | ||
| AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 | 3,572 | 460,862 | SH | SOLE | 460,862 | 0 | 0 | ||
| ALTA MESA RES INC | CL A | 02133L109 | 84 | 1,400,000 | SH | SOLE | 1,400,000 | 0 | 0 | ||
| AMYRIS INC | COM NEW | 03236M200 | 10,997 | 2,310,258 | SH | SOLE | 2,310,258 | 0 | 0 | ||
| B RILEY PRINCIPAL MERGER COR | UNIT 99/99/9999 | 05586Y205 | 2,778 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| CELSIUS HOLDINGS INC | COM NEW | 15118V207 | 261 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| CONTURA ENERGY INC | COM | 21241B100 | 8,452 | 302,289 | SH | SOLE | 302,289 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 4,435 | 437,347 | SH | SOLE | 437,347 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 1,743 | 889,369 | SH | SOLE | 889,369 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 442 | 788,011 | SH | SOLE | 788,011 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 2,663 | 2,692,286 | SH | SOLE | 2,692,286 | 0 | 0 | ||
| SERVICESOURCE INTL INC | COM | 81763U100 | 1,492 | 1,695,708 | SH | SOLE | 1,695,708 | 0 | 0 | ||
| TELIGENT INC NEW | COM | 87960W104 | 478 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TRINITY MERGER CORP | COM CL A | 89653L106 | 3,132 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 70,000 | 175,000 | SH | SOLE | 70,000 | 0 | 0 | ||