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 |
| ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 18 | 35,000 | SH | Put | SOLE | 0 | 0 | 35,000 | |
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 10,175 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 7,748 | 7,424,000 | PRN | SOLE | 0 | 0 | 7,424,000 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 8,897 | 12,000,000 | PRN | SOLE | 0 | 0 | 12,000,000 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500% 12/0 | 101388AA4 | 5,057 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| DHT HOLDINGS INC | DEBT 4.500% 10/0 | 23335SAB2 | 997 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
| EASTERY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 315 | 370,000 | SH | SOLE | 0 | 0 | 370,000 | ||
| ELECTRUM SPL ACQUISITION CORP | *W EXP 99/99/999 | G3105C112 | 324 | 450,608 | SH | SOLE | 0 | 0 | 450,608 | ||
| GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 1,340 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
| GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 79 | 51,000 | SH | Put | SOLE | 0 | 0 | 51,000 | |
| GP INVTS ACQUISITION COR | SHS | G40357124 | 5,978 | 544,480 | SH | SOLE | 544,480 | 0 | 0 | ||
| GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 146 | 206,110 | SH | SOLE | 0 | 0 | 206,110 | ||
| HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 883 | 315,200 | SH | SOLE | 315,200 | 0 | 0 | ||
| J ALEXANDERS HLDGS INC | COM | 46609J106 | 1,169 | 95,421 | SH | SOLE | 95,421 | 0 | 0 | ||
| LULULEMON ATHLETICA INC | COM | 550021109 | 816 | 273,400 | SH | Call | SOLE | 0 | 0 | 273,400 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 6,578 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 6 | 40,000 | SH | Put | SOLE | 0 | 0 | 40,000 | |
| SCORPIO TANKERS INC | SHS | Y7542C106 | 237 | 1,600,000 | SH | Call | SOLE | 0 | 0 | 1,600,000 | |
| SCORPIO TANKERS INC | COM | Y7542C106 | 715 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 7,325 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 25,047 | 25,000,000 | PRN | SOLE | 0 | 0 | 25,000,000 | ||
| STAPLES INC | COM | 855030102 | 313 | 500,000 | SH | Call | SOLE | 0 | 0 | 500,000 | |
| VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 17 | 20,000 | SH | Call | SOLE | 0 | 0 | 20,000 | |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 43,406 | 37,500,000 | PRN | SOLE | 0 | 0 | 37,500,000 | ||
| WEBMD HEALTH CORP | NOTE 1.500% 12/0 | 94770VAK8 | 15,293 | 12,000,000 | PRN | SOLE | 0 | 0 | 12,000,000 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 17,606 | 17,000,000 | PRN | SOLE | 0 | 0 | 17,000,000 | ||
| WHOLE FOODS MKT INC | COM | 966837106 | 11 | 72,500 | SH | Put | SOLE | 0 | 0 | 72,500 | |
| WRIGHT MED GROUP NV | ORD SHS 0.03 PAR | N96617118 | 34 | 80,000 | SH | Put | SOLE | 0 | 0 | 80,000 | |
| WRIGHT MED GROUP INC | NOTE 2.00% 2/1 | 98235TAE7 | 5,566 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||