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 | NOTE 1.250% 7/0 | 01988PAD0 | 13,829 | 14,100,000 | PRN | SOLE | 0 | 0 | 14,100,000 | ||
| AT&T INC | COM | 00206R102 | 108 | 400,000 | SH | Put | SOLE | 0 | 0 | 400,000 | |
| AT&T INC | COM | 00206R102 | 118 | 400,000 | SH | Call | SOLE | 0 | 0 | 400,000 | |
| AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 14,951 | 15,700,000 | PRN | SOLE | 0 | 0 | 15,700,000 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 15,801 | 16,216,000 | PRN | SOLE | 0 | 0 | 16,216,000 | ||
| CARDTRONICS PLC | NOTE 1.000% 12/0 | 14161HAG3 | 9,039 | 9,104,000 | PRN | SOLE | 0 | 0 | 9,104,000 | ||
| DIPOLOMAT PHARMACY INC | COM | 25456K101 | 15 | 300,000 | SH | Call | SOLE | 0 | 0 | 300,000 | |
| EAGLE PT CR CO LLC | COM | 269808101 | 113 | 6,788 | SH | SOLE | 6,788 | 0 | 0 | ||
| EVERI HLDGS INC | COM | 30034T103 | 5,134 | 488,007 | SH | SOLE | 488,007 | 0 | 0 | ||
| EVERI HLDGS INC | COM | 30034T103 | 1,120 | 350,000 | SH | Call | SOLE | 0 | 0 | 350,000 | |
| EVOLENT HEALTH INC | NOTE 2.000% 12/0 | 30050BAB7 | 15,260 | 15,725,000 | PRN | SOLE | 0 | 0 | 15,725,000 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 124 | 25,000 | SH | Put | SOLE | 0 | 0 | 25,000 | |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 21 | 25,000 | SH | Call | SOLE | 0 | 0 | 25,000 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 11,715 | 12,244,000 | PRN | SOLE | 0 | 0 | 12,244,000 | ||
| GOODRICH PETE CORP | COM PAR | 382410843 | 16 | 1,210 | SH | SOLE | 1,210 | 0 | 0 | ||
| INDEPENDENCE CONTRACT DRILLING | COM | 453415309 | 11,780 | 4,252,659 | SH | SOLE | 4,252,659 | 0 | 0 | ||
| J ALEXANDERS HLDGS INC | COM | 46609J106 | 2,019 | 205,650 | SH | SOLE | 205,650 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 19,427 | 19,100,000 | PRN | SOLE | 0 | 0 | 19,100,000 | ||
| KNOWLES CORP | NOTE 3.250% 11/0 | 49926DAB5 | 7,006 | 5,963,000 | PRN | SOLE | 0 | 0 | 5,963,000 | ||
| NOBLE ENERGY INC | COM | 655044105 | 31 | 1,000,000 | SH | Put | SOLE | 0 | 0 | 1,000,000 | |
| NUANCE COMMUNICATIONS INC | DEBT 1.500% 11/0 | 67020YAG5 | 27,480 | 27,527,000 | PRN | SOLE | 0 | 0 | 27,527,000 | ||
| RTI INTL METALS INC | NOTE 1.625% 10/1 | 74973WAB3 | 10,890 | 11,000,000 | PRN | SOLE | 0 | 0 | 11,000,000 | ||
| UNITI GROUP INC | COM | 91325V108 | 22 | 685,600 | SH | Call | SOLE | 0 | 0 | 685,600 | |