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 |
Accuray Inc | NOTE 3.7500% 15-Jul-2022 | 004397AH8 | 9,143 | 8,605,000 | PRN | SOLE | 8,605,000 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 7,432 | 8,067,000 | PRN | SOLE | 8,067,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 10,575 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 9,910 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 11,050 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 6,944 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 20,742 | 18,175,000 | PRN | SOLE | 18,175,000 | 0 | 0 | ||
Avadel Fin Cay Ltd/Avadel Pharma Plc | NOTE 4.5000% 01-Feb-2023 | 05337YAA6 | 14,618 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
Bandwidth Inc | NOTE 0.2500% 01-Mar-2026 | 05988JAA1 | 28,252 | 15,750,000 | PRN | SOLE | 15,750,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 18,819 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
Bloom Energy Corp | NOTE 2.5000% 15-Aug-2025 | 093712AG2 | 17,876 | 9,250,000 | PRN | SOLE | 9,250,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 24,206 | 13,300,000 | PRN | SOLE | 13,300,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 19,513 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 8,730 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
Dicks Sporting Goods | NOTE 3.2500% 15-Apr-2025 | 253393AC6 | 19,066 | 10,700,000 | PRN | SOLE | 10,700,000 | 0 | 0 | ||
EAGLE BULK SHIPPING INC | NOTE 5.000% 8/0 | 269442AB5 | 12,190 | 14,900,000 | PRN | SOLE | 14,900,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 12,337 | 11,450,000 | PRN | SOLE | 11,450,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 10,314 | 8,750,000 | PRN | SOLE | 8,750,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 9,150 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 21,935 | 24,577,000 | PRN | SOLE | 24,577,000 | 0 | 0 | ||
FLUIDIGM CORP DEL | NOTE 5.250%12/0 | 34385PAF5 | 11,150 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
GOGO INC | NOTE 6.000% 5/1 | 38046CAD1 | 8,541 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 16,220 | 17,775,000 | PRN | SOLE | 17,775,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 16,943 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 22,569 | 18,073,000 | PRN | SOLE | 18,073,000 | 0 | 0 | ||
Infinera Corp | NOTE 2.5000% 01-Mar-2027 | 45667GAD5 | 19,421 | 12,550,000 | PRN | SOLE | 12,550,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 11,112 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
K12 Inc | NOTE 1.1250% 01-Sep-2027 | 48273UAA0 | 14,386 | 17,625,000 | PRN | SOLE | 17,625,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 6,627 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR SA | NOTE 5.000% 3/0 | 55932XAB0 | 17,980 | 10,905,000 | PRN | SOLE | 10,905,000 | 0 | 0 | ||
Model N Inc (Pending) | NOTE 2.6250% 01-Jun-2025 | 607525AA0 | 9,087 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 10,201 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 16,548 | 11,705,000 | PRN | SOLE | 11,705,000 | 0 | 0 | ||
Par Technology Corp | NOTE 2.8750% 15-Apr-2026 | 698884AB9 | 12,950 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 13,707 | 12,916,000 | PRN | SOLE | 12,916,000 | 0 | 0 | ||
PetIQ Inc | NOTE 4.0000% 01-Jun-2026 | 71639TAA4 | 15,213 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
Plug Power Inc | NOTE 3.7500% 01-Jun-2025 | 72919PAC7 | 114,580 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 9,038 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 26,250 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 14,039 | 13,900,000 | PRN | SOLE | 13,900,000 | 0 | 0 | ||
SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 13,624 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 762 | 790,000 | PRN | SOLE | 790,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 9,095 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 15,554 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 9,651 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 12,552 | 14,025,000 | PRN | SOLE | 14,025,000 | 0 | 0 | ||
UNITED STATES STL CORP NEW | NOTE 5.000%11/0 | 912909AT5 | 14,938 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
Workiva Inc | NOTE 1.1250% 15-Aug-2026 | 98139AAA3 | 19,466 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
CLF01/15/21C10 | OPTION | 189899AA9 | 299 | 65,000 | SH | Call | SOLE | 65,000 | 0 | 0 | |
CLF01/15/21C11 | OPTION | 189899AA9 | 86 | 23,900 | SH | Call | SOLE | 23,900 | 0 | 0 | |
CLF01/15/21C12 | OPTION | 189899AA9 | 524 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
CLF01/15/21C13 | OPTION | 189899AA9 | 539 | 311,600 | SH | Call | SOLE | 311,600 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 749 | 80,000 | SH | Put | SOLE | 80,000 | 0 | 0 | |
KINDRED BIOSCIENCES INC | COM | 494577109 | 2,635 | 611,364 | SH | SOLE | 611,364 | 0 | 0 | ||
RUMBLEON INC | COM CL B | 781386305 | 4,454 | 147,473 | SH | SOLE | 147,473 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 417 | 36,708 | SH | SOLE | 36,708 | 0 | 0 | ||
GORES HOLDINGS VI INC | UNIT 08/24/2027 | 38286R204 | 265 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SERVICESOURCE INTL INC | COM | 81763U100 | 2,426 | 1,378,382 | SH | SOLE | 1,378,382 | 0 | 0 | ||
TELIGENT INC NEW | COM NEW | 87960W203 | 27 | 35,998 | SH | SOLE | 35,998 | 0 | 0 |