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 | 22,711 | 22,836,000 | PRN | SOLE | 0 | 0 | 22,836,000 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 21,242 | 22,000,000 | PRN | SOLE | 0 | 0 | 22,000,000 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 7,206 | 7,424,000 | PRN | SOLE | 0 | 0 | 7,424,000 | ||
| ANI PHARMACEUTICALS INC | NOTE 3.000% 12/0 | 00182CAA1 | 5,101 | 5,107,000 | PRN | SOLE | 0 | 0 | 5,107,000 | ||
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 14,209 | 15,700,000 | PRN | SOLE | 0 | 0 | 15,700,000 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 42 | 1,333,300 | SH | Call | SOLE | 0 | 0 | 1,333,300 | |
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 15,402 | 16,216,000 | PRN | SOLE | 0 | 0 | 16,216,000 | ||
| CARDTRONICS PLC | NOTE 1.000% 12/0 | 14161HAG3 | 9,388 | 10,104,000 | PRN | SOLE | 0 | 0 | 10,104,000 | ||
| CHURCHILL CAPITAL CORP | UNIT 99/99/9999 | 17142R202 | 3,036 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 8,403 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||
| EVERI HLDGS INC | COM | 30034T103 | 154 | 29,900 | SH | SOLE | 29,900 | 0 | 0 | ||
| EVERI HLDGS INC | COM | 30034T103 | 180 | 1,201,700 | SH | Call | SOLE | 0 | 0 | 1,201,700 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 11,379 | 12,244,000 | PRN | SOLE | 0 | 0 | 12,244,000 | ||
| GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 138 | 40,000 | SH | Put | SOLE | 0 | 0 | 40,000 | |
| INDEPENDENCE CONTRACT DRILLING | COM | 453415309 | 13,507 | 4,252,659 | SH | SOLE | 4,252,659 | 0 | 0 | ||
| J ALEXANDERS HLDGS INC | COM | 46609J106 | 1,693 | 205,650 | SH | SOLE | 205,650 | 0 | 0 | ||
| JACK IN THE BOX INC | COM | 466367109 | 116 | 150,000 | SH | Call | SOLE | 0 | 0 | 150,000 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 12,238 | 12,600,000 | PRN | SOLE | 0 | 0 | 12,600,000 | ||
| KNOWLES CORP | NOTE 3.250% 11/0 | 49926DAB5 | 11,173 | 10,786,000 | PRN | SOLE | 0 | 0 | 10,786,000 | ||
| NN INC | COM | 629337106 | 10 | 80,000 | SH | Call | SOLE | 0 | 0 | 80,000 | |
| NOBLE ENERGY INC | COM | 655044105 | 288 | 1,000,000 | SH | Put | SOLE | 0 | 0 | 1,000,000 | |
| NUANCE COMMUNICATIONS INC | DEBT 1.500% 11/0 | 67020YAG5 | 26,698 | 28,527,000 | PRN | SOLE | 0 | 0 | 28,527,000 | ||
| PARSLEY ENERGY INC | COM | 701877102 | 70 | 800,000 | SH | Put | SOLE | 0 | 0 | 800,000 | |
| RTI INTL METALS INC | NOTE 1.625% 10/1 | 74973WAB3 | 30,868 | 31,000,000 | PRN | SOLE | 0 | 0 | 31,000,000 | ||
| SPDR S&P 500 ETF TRUST | TR UNIT | 78462F103 | 1,290 | 225,000 | SH | Put | SOLE | 0 | 0 | 225,000 | |
| SPDR S&P 500 ETF TRUST | TR UNIT | 78462F103 | 18 | 100,000 | SH | Call | SOLE | 0 | 0 | 100,000 | |
| UNITI GROUP INC | COM | 91325V108 | 12 | 240,400 | SH | Call | SOLE | 0 | 0 | 240,400 | |
| ZILLOW GROUP INC | NOTE 2.000% 12/0 | 98954MAB7 | 5,876 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||