The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
Aegean Marine Petroleum Network | Note 4.2500% 15-Dec-2021 | 00773VAA4 | 10,395 | 14,850,000 | PRN | SOLE | 14,850,000 | 0 | 0 | ||
Alliance One International | Note 8.5000% 15-Apr-2021 | 018772AT0 | 9,080 | 8,648,000 | PRN | SOLE | 8,648,000 | 0 | 0 | ||
AVID TECHNOLOGY INC | NOTE 2.000% 6/1 | 05367PAB6 | 15,979 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 7,472 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
Calpine Corp. | Note 5.2500% 01-Jun-2026 | 131347CK0 | 12,226 | 12,475,000 | PRN | SOLE | 12,475,000 | 0 | 0 | ||
CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 15,184 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 12,950 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 5,589 | 6,074,578 | PRN | SOLE | 6,074,578 | 0 | 0 | ||
Comstock Res Inc | Note 10.0000% 15-Mar-2020 | 205768AP9 | 5,188 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 5,970 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 18,245 | 16,700,000 | PRN | SOLE | 16,700,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 15,127 | 15,396,000 | PRN | SOLE | 15,396,000 | 0 | 0 | ||
Encore Cap Group Inc | Note 3.2500% 15-Mar-2022 | 292554AJ1 | 5,619 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 16,897 | 16,730,000 | PRN | SOLE | 16,730,000 | 0 | 0 | ||
Flexion Therapeutics | Note 3.3750% 01-May-2024 | 33938JAA4 | 10,962 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 5,005 | 5,994,000 | PRN | SOLE | 5,994,000 | 0 | 0 | ||
Golar LNG Limited | Note 2.7500% 15-Feb-2022 | 38046YAA9 | 26,911 | 25,245,000 | PRN | SOLE | 25,245,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 16,266 | 16,125,000 | PRN | SOLE | 16,125,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 6,975 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
INFINERA CORPORATION | DBCV 1.750% 6/0 | 45667GAB9 | 17,743 | 17,699,000 | PRN | SOLE | 17,699,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 17,343 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
Jazz Pharmaceuticals Inc | Note 1.5000% 15-Aug-2024 | 472145AC5 | 10,699 | 11,300,000 | PRN | SOLE | 11,300,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 12,888 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 15,733 | 17,090,000 | PRN | SOLE | 17,090,000 | 0 | 0 | ||
Magnachip Semiconductor | Note 6.6250% 15-Jul-2021 | 55933JAB0 | 8,055 | 8,283,000 | PRN | SOLE | 8,283,000 | 0 | 0 | ||
OREXIGEN THERAPEUTICS INC | NOTE 2.750%12/0 | 686164AC8 | 1,008 | 2,800,000 | PRN | SOLE | 2,800,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 21,909 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 11,362 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 35,235 | 22,947,000 | PRN | SOLE | 22,947,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 26,555 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
SUCAMPO PHARMACEUTICALS INC | NOTE 3.250%12/1 | 864909AB2 | 6,710 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
Team Inc | Note 5.0000% 01-Aug-2023 | 878155AD2 | 12,113 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
Teladoc Inc | Note 3.0000% 15-Dec-2022 | 87918AAA3 | 4,514 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 6,638 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 18,257 | 17,250,000 | PRN | SOLE | 17,250,000 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 15,072 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 17,649 | 14,100,000 | PRN | SOLE | 14,100,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 9,232 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
AMYRIS INC | COM NEW | 03236M200 | 3,020 | 805,257 | SH | SOLE | 805,257 | 0 | 0 | ||
BBX CAP CORP NEW | CL A | 05491N104 | 398 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CSW INDUSTRIALS INC | COM | 126402106 | 1,302 | 28,332 | SH | SOLE | 28,332 | 0 | 0 | ||
FLUIDIGM CORP DEL | COM | 34385P108 | 972 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
JONES ENERGY INC | COM CL A | 48019R108 | 224 | 203,300 | SH | SOLE | 203,300 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 4,574 | 459,713 | SH | SOLE | 459,713 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 171 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
SERVICESOURCE INTL INC | COM | 81763U100 | 3,244 | 1,049,768 | SH | SOLE | 1,049,768 | 0 | 0 | ||
NCR Corp | CONV PREF STK | 62886E207 | 16,106 | 11,956 | SH | SOLE | 11,956 | 0 | 0 | ||
Sandridge Energy Inc $41.34 | WARRANTS | 80007P117 | 4,214 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
Sandridge Energy Inc $42.03 | WARRANTS | 80007P125 | 2,107 | 100,000 | SH | SOLE | 100,000 | 0 | 0 |