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 |
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 12,762 | 12,836,000 | PRN | SOLE | 0 | 0 | 12,836,000 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 21,128 | 20,000,000 | PRN | SOLE | 0 | 0 | 20,000,000 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 7,467 | 7,424,000 | PRN | SOLE | 0 | 0 | 7,424,000 | ||
| ANI PHARMACEUTICALS INC | NOTE 3.000% 12/0 | 00182CAA1 | 5,308 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 14,045 | 15,700,000 | PRN | SOLE | 0 | 0 | 15,700,000 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750% 10/1 | 09061GAE1 | 4,802 | 4,643,000 | PRN | SOLE | 0 | 0 | 4,643,000 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 10,661 | 10,123,000 | PRN | SOLE | 0 | 0 | 10,123,000 | ||
| CALAMP CORP | COM | 128126109 | 2 | 75,000 | SH | Put | SOLE | 0 | 0 | 75,000 | |
| CARDTRONICS PLC | NOTE 1.000% 12/0 | 14161HAG3 | 11,775 | 12,104,000 | PRN | SOLE | 0 | 0 | 12,104,000 | ||
| CHURCHILL CAPITAL CORP | UNIT 99/99/9999 | 17142R202 | 3,045 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 4,675 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| CLOVIS ONCOLOGY INC | COM | 189464100 | 113 | 28,000 | SH | Put | SOLE | 0 | 0 | 28,000 | |
| DHT HOLDINGS INC | DEBT 4.500% 10/0 | 23335SAB2 | 19,460 | 20,017,000 | PRN | SOLE | 0 | 0 | 20,017,000 | ||
| DOLLAR TREE INC | COM | 256746108 | 95 | 200,000 | SH | Call | SOLE | 0 | 0 | 200,000 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 12,811 | 12,244,000 | PRN | SOLE | 0 | 0 | 12,244,000 | ||
| GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 58 | 50,000 | SH | Put | SOLE | 0 | 0 | 50,000 | |
| INDEPENDENCE CONTRACT DRILLING | COM | 453415309 | 21,008 | 4,252,659 | SH | SOLE | 4,252,659 | 0 | 0 | ||
| J ALEXANDERS HLDGS INC | COM | 46609J106 | 2,447 | 205,650 | SH | SOLE | 205,650 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 13,556 | 12,600,000 | PRN | SOLE | 0 | 0 | 12,600,000 | ||
| KNOWLES CORP | NOTE 3.250% 11/0 | 49926DAB5 | 12,372 | 10,786,000 | PRN | SOLE | 0 | 0 | 10,786,000 | ||
| KNOWLES CORP | COM | 49926D109 | 32 | 80,000 | SH | Put | SOLE | 0 | 0 | 80,000 | |
| NN INC | COM | 629337106 | 43 | 275,000 | SH | Call | SOLE | 0 | 0 | 275,000 | |
| NUANCE COMMUNICATIONS INC | DEBT 1.500% 11/0 | 67020YAG5 | 29,018 | 28,527,000 | PRN | SOLE | 0 | 0 | 28,527,000 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 2 | 35,000 | SH | Put | SOLE | 0 | 0 | 35,000 | |
| RTI INTL METALS INC | NOTE 1.625% 10/1 | 74973WAB3 | 31,760 | 31,000,000 | PRN | SOLE | 0 | 0 | 31,000,000 | ||
| SPDR S&P 500 ETF TRUST | PUT | 78462F953 | 554 | 450,000 | SH | Put | SOLE | 0 | 0 | 450,000 | |
| UNITI GROUP INC | COM | 91325V108 | 41 | 181,800 | SH | Call | SOLE | 0 | 0 | 181,800 | |
| WRIGHT MED GROUP INC | NOTE 2.00% 2/1 | 98235TAE7 | 12,622 | 11,500,000 | PRN | SOLE | 0 | 0 | 11,500,000 | ||