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 |
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 2,060 | 48,824 | SH | SOLE | 48,824 | 0 | 0 | ||
| AMARIN CORP PLC | SPONS ADR NEW | 023111206 | 225 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 2.625%12/0 | 04269XAB1 | 7,838 | 6,475,000 | PRN | SOLE | 6,475,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 6,041 | 70,944 | SH | SOLE | 70,944 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,933 | 22,700 | SH | Call | SOLE | 22,700 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,669 | 19,600 | SH | Put | SOLE | 19,600 | 0 | 0 | |
| BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 3,961 | 9,869,000 | PRN | SOLE | 9,869,000 | 0 | 0 | ||
| CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 10,808 | 9,087,000 | PRN | SOLE | 9,087,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,351 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 406 | 15,003 | SH | SOLE | 15,003 | 0 | 0 | ||
| DERMIRA INC | NOTE 3.000% 5/1 | 24983LAB0 | 5,832 | 7,651,000 | PRN | SOLE | 7,651,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 460 | 570,000 | PRN | SOLE | 570,000 | 0 | 0 | ||
| DISH NETWORK CORP | CL A | 25470M109 | 807 | 32,316 | SH | SOLE | 32,316 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 9,127 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
| DYCOM INDS INC | COM | 267475101 | 1,590 | 29,417 | SH | SOLE | 29,417 | 0 | 0 | ||
| DYCOM INDS INC | COM | 267475101 | 1,535 | 28,400 | SH | Call | SOLE | 28,400 | 0 | 0 | |
| DYCOM INDS INC | COM | 267475101 | 600 | 11,100 | SH | Put | SOLE | 11,100 | 0 | 0 | |
| ECHO GLOBAL LOGISTICS INC | COM | 27875T101 | 447 | 22,000 | SH | Call | SOLE | 22,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 3,092 | 3,056,000 | PRN | SOLE | 3,056,000 | 0 | 0 | ||
| EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 7,813 | 4,465,000 | PRN | SOLE | 4,465,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050BAB7 | 2,059 | 1,855,000 | PRN | SOLE | 1,855,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,328 | 11,793 | SH | SOLE | 11,793 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAD0 | 598 | 522,000 | PRN | SOLE | 522,000 | 0 | 0 | ||
| GREENBRIER COS INC | COM | 393657101 | 784 | 19,819 | SH | SOLE | 19,819 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 16,987 | 11,801,000 | PRN | SOLE | 11,801,000 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 8,265 | 8,463,000 | PRN | SOLE | 8,463,000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 2,435 | 8,117 | SH | SOLE | 8,117 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 13,867 | 14,734,000 | PRN | SOLE | 14,734,000 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 10,425 | 9,748,000 | PRN | SOLE | 9,748,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 886 | 977,000 | PRN | SOLE | 977,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 5,206 | 5,357,000 | PRN | SOLE | 5,357,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 202 | 1,626 | SH | SOLE | 1,626 | 0 | 0 | ||
| LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 337 | 291,000 | PRN | SOLE | 291,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 1,183 | 24,011 | SH | SOLE | 24,011 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 12,013 | 13,903,000 | PRN | SOLE | 13,903,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,517 | 5,459,000 | PRN | SOLE | 5,459,000 | 0 | 0 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 5,704 | 4,066,000 | PRN | SOLE | 4,066,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 1,307 | 98,801 | SH | SOLE | 98,801 | 0 | 0 | ||
| OASIS PETE INC NEW | COM | 674215108 | 1,164 | 210,477 | SH | SOLE | 210,477 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 1,111 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | COM | 697435105 | 1,082 | 5,745 | SH | SOLE | 5,745 | 0 | 0 | ||
| BOOKING HLDGS INC | COM | 09857L108 | 4,435 | 2,575 | SH | SOLE | 2,575 | 0 | 0 | ||
| BOOKING HLDGS INC | COM | 09857L108 | 1,550 | 900 | SH | Call | SOLE | 900 | 0 | 0 | |
| BOOKING HLDGS INC | COM | 09857L108 | 1,722 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
| PDC ENERGY INC | COM | 69327R101 | 460 | 15,454 | SH | SOLE | 15,454 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 4,290 | 4,081,000 | PRN | SOLE | 4,081,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 9,603 | 6,749,000 | PRN | SOLE | 6,749,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,537 | 2,550,000 | PRN | SOLE | 2,550,000 | 0 | 0 | ||
| INOTEK PHARMACEUTICALS CORP | NOTE 5.750% 8/0 | 45780VAB8 | 3,394 | 3,597,000 | PRN | SOLE | 3,597,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 8,874 | 5,172,000 | PRN | SOLE | 5,172,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 14,686 | 13,075,000 | PRN | SOLE | 13,075,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 20,823 | 17,844,000 | PRN | SOLE | 17,844,000 | 0 | 0 | ||
| RH | COM | 74967X103 | 1,133 | 9,460 | SH | SOLE | 9,460 | 0 | 0 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 4,101 | 590,860 | SH | SOLE | 590,860 | 0 | 0 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 708 | 102,000 | SH | Put | SOLE | 102,000 | 0 | 0 | |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,119 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 5,726 | 5,926,000 | PRN | SOLE | 5,926,000 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 989 | 9,429 | SH | SOLE | 9,429 | 0 | 0 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 1,029 | 1,175,000 | PRN | SOLE | 1,175,000 | 0 | 0 | ||
| SYNAPTICS INC | COM | 87157D109 | 945 | 25,387 | SH | SOLE | 25,387 | 0 | 0 | ||
| SYNAPTICS INC | COM | 87157D109 | 569 | 15,300 | SH | Call | SOLE | 15,300 | 0 | 0 | |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 10,727 | 10,406,000 | PRN | SOLE | 10,406,000 | 0 | 0 | ||
| TILRAY INC | COM CL 2 | 88688T100 | 1,615 | 22,900 | SH | Put | SOLE | 22,900 | 0 | 0 | |
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 29,566 | 23,868,000 | PRN | SOLE | 23,868,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 12,660 | 13,488,000 | PRN | SOLE | 13,488,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 19,148 | 16,998,000 | PRN | SOLE | 16,998,000 | 0 | 0 | ||
| TESARO INC | COM | 881569107 | 3,252 | 43,800 | SH | Call | SOLE | 43,800 | 0 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 1,782 | 1,796,000 | PRN | SOLE | 1,796,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 4,929 | 490,495 | SH | SOLE | 490,495 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | COM | 925550105 | 1,355 | 134,800 | SH | Call | SOLE | 134,800 | 0 | 0 | |
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 1,734 | 96,269 | SH | SOLE | 96,269 | 0 | 0 | ||
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 25,772 | 23,847,000 | PRN | SOLE | 23,847,000 | 0 | 0 | ||
| WORKDAY INC | CL A | 98138H101 | 2,502 | 15,666 | SH | SOLE | 15,666 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 808 | 21,868 | SH | SOLE | 21,868 | 0 | 0 | ||
| WRIGHT MED GROUP N V | ORD SHS 0.03 PAR | N96617118 | 3,357 | 123,334 | SH | SOLE | 123,334 | 0 | 0 | ||
| WRIGHT MED GROUP N V | ORD SHS 0.03 PAR | N96617118 | 1,609 | 59,100 | SH | Call | SOLE | 59,100 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 19,608 | 20,050,000 | PRN | SOLE | 20,050,000 | 0 | 0 | ||
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 310 | 9,828 | SH | SOLE | 9,828 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 2,077 | 49,218 | SH | OTR | 1 | 0 | 0 | 49,218 | |
| AMARIN CORP PLC | SPONS ADR NEW | 023111206 | 225 | 16,500 | SH | OTR | 1 | 0 | 0 | 16,500 | |
| ARRAY BIOPHARMA INC | NOTE 2.625%12/0 | 04269XAB1 | 7,118 | 5,880,000 | PRN | OTR | 1 | 0 | 0 | 5,880,000 | |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 2,631 | 2,750,000 | PRN | OTR | 1 | 0 | 0 | 2,750,000 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 6,290 | 73,865 | SH | OTR | 1 | 0 | 0 | 73,865 | |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,129 | 25,000 | SH | Call | OTR | 1 | 0 | 0 | 25,000 |
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,737 | 20,400 | SH | Put | OTR | 1 | 0 | 0 | 20,400 |
| BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 4,977 | 12,398,000 | PRN | OTR | 1 | 0 | 0 | 12,398,000 | |
| CARBONITE INC | NOTE 2.500% 4/0 | 141337AB1 | 10,375 | 8,723,000 | PRN | OTR | 1 | 0 | 0 | 8,723,000 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,351 | 5,750,000 | PRN | OTR | 1 | 0 | 0 | 5,750,000 | |
| CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 429 | 15,872 | SH | OTR | 1 | 0 | 0 | 15,872 | |
| CITRIX SYS INC | COM | 177376100 | 108 | 1,056 | SH | OTR | 1 | 0 | 0 | 1,056 | |
| CITRIX SYS INC | COM | 177376100 | 799 | 7,800 | SH | Call | OTR | 1 | 0 | 0 | 7,800 |
| CITRIX SYS INC | COM | 177376100 | 1,537 | 15,000 | SH | Put | OTR | 1 | 0 | 0 | 15,000 |
| DERMIRA INC | NOTE 3.000% 5/1 | 24983LAB0 | 6,428 | 8,432,000 | PRN | OTR | 1 | 0 | 0 | 8,432,000 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 460 | 570,000 | PRN | OTR | 1 | 0 | 0 | 570,000 | |
| DISH NETWORK CORP | CL A | 25470M109 | 572 | 22,921 | SH | OTR | 1 | 0 | 0 | 22,921 | |
| DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 9,127 | 6,750,000 | PRN | OTR | 1 | 0 | 0 | 6,750,000 | |
| DYCOM INDS INC | COM | 267475101 | 1,567 | 29,004 | SH | OTR | 1 | 0 | 0 | 29,004 | |
| DYCOM INDS INC | COM | 267475101 | 1,313 | 24,300 | SH | Call | OTR | 1 | 0 | 0 | 24,300 |
| DYCOM INDS INC | COM | 267475101 | 481 | 8,900 | SH | Put | OTR | 1 | 0 | 0 | 8,900 |
| ECHO GLOBAL LOGISTICS INC | CALL | 27875T901 | 417 | 20,500 | SH | Call | OTR | 1 | 0 | 0 | 20,500 |
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,491 | 2,000,000 | PRN | OTR | 1 | 0 | 0 | 2,000,000 | |
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 2,916 | 2,882,000 | PRN | OTR | 1 | 0 | 0 | 2,882,000 | |
| EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 6,716 | 3,838,000 | PRN | OTR | 1 | 0 | 0 | 3,838,000 | |
| EVOLENT HEALTH INC | NOTE 2.000%12/0 | 30050BAB7 | 2,075 | 1,870,000 | PRN | OTR | 1 | 0 | 0 | 1,870,000 | |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,328 | 11,790 | SH | OTR | 1 | 0 | 0 | 11,790 | |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAD0 | 576 | 503,000 | PRN | OTR | 1 | 0 | 0 | 503,000 | |
| GREENBRIER COS INC | COM | 393657101 | 721 | 18,243 | SH | OTR | 1 | 0 | 0 | 18,243 | |
| HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 6,637 | 112,593 | SH | OTR | 1 | 0 | 0 | 112,593 | |
| HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 1,916 | 32,500 | SH | Put | OTR | 1 | 0 | 0 | 32,500 |
| HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 14,520 | 10,087,000 | PRN | OTR | 1 | 0 | 0 | 10,087,000 | |
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 7,934 | 8,124,000 | PRN | OTR | 1 | 0 | 0 | 8,124,000 | |
| ILLUMINA INC | COM | 452327109 | 2,337 | 7,793 | SH | OTR | 1 | 0 | 0 | 7,793 | |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 13,313 | 14,145,000 | PRN | OTR | 1 | 0 | 0 | 14,145,000 | |
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 10,425 | 9,748,000 | PRN | OTR | 1 | 0 | 0 | 9,748,000 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,998 | 5,143,000 | PRN | OTR | 1 | 0 | 0 | 5,143,000 | |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 441 | 3,555 | SH | OTR | 1 | 0 | 0 | 3,555 | |
| LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 822 | 709,000 | PRN | OTR | 1 | 0 | 0 | 709,000 | |
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 1,064 | 21,603 | SH | OTR | 1 | 0 | 0 | 21,603 | |
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 7,866 | 8,000,000 | PRN | OTR | 1 | 0 | 0 | 8,000,000 | |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 11,533 | 13,347,000 | PRN | OTR | 1 | 0 | 0 | 13,347,000 | |
| MEDICINES CO | COM | 584688105 | 522 | 27,291 | SH | OTR | 1 | 0 | 0 | 27,291 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 6,257 | 5,241,000 | PRN | OTR | 1 | 0 | 0 | 5,241,000 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 5,704 | 4,066,000 | PRN | OTR | 1 | 0 | 0 | 4,066,000 | |
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 1,307 | 98,802 | SH | OTR | 1 | 0 | 0 | 98,802 | |
| OASIS PETE INC NEW | COM | 674215108 | 1,232 | 222,746 | SH | OTR | 1 | 0 | 0 | 222,746 | |
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 1,111 | 650,000 | PRN | OTR | 1 | 0 | 0 | 650,000 | |
| BOOKING HLDGS INC | COM | 09857L108 | 4,113 | 2,388 | SH | OTR | 1 | 0 | 0 | 2,388 | |
| BOOKING HLDGS INC | COM | 09857L108 | 1,378 | 800 | SH | Call | OTR | 1 | 0 | 0 | 800 |
| BOOKING HLDGS INC | COM | 09857L108 | 1,722 | 1,000 | SH | Put | OTR | 1 | 0 | 0 | 1,000 |
| PDC ENERGY INC | COM | 69327R101 | 393 | 13,212 | SH | OTR | 1 | 0 | 0 | 13,212 | |
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 4,120 | 3,919,000 | PRN | OTR | 1 | 0 | 0 | 3,919,000 | |
| INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 9,040 | 6,354,000 | PRN | OTR | 1 | 0 | 0 | 6,354,000 | |
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,438 | 2,450,000 | PRN | OTR | 1 | 0 | 0 | 2,450,000 | |
| INOTEK PHARMACEUTICALS CORP | NOTE 5.750% 8/0 | 45780VAB8 | 3,259 | 3,453,000 | PRN | OTR | 1 | 0 | 0 | 3,453,000 | |
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 8,872 | 5,171,000 | PRN | OTR | 1 | 0 | 0 | 5,171,000 | |
| RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 14,098 | 12,552,000 | PRN | OTR | 1 | 0 | 0 | 12,552,000 | |
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 19,990 | 17,131,000 | PRN | OTR | 1 | 0 | 0 | 17,131,000 | |
| RH | COM | 74967X103 | 1,500 | 12,517 | SH | OTR | 1 | 0 | 0 | 12,517 | |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 3,940 | 567,690 | SH | OTR | 1 | 0 | 0 | 567,690 | |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 680 | 98,000 | SH | Put | OTR | 1 | 0 | 0 | 98,000 |
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 1,074 | 1,200,000 | PRN | OTR | 1 | 0 | 0 | 1,200,000 | |
| SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 6,000 | 6,209,000 | PRN | OTR | 1 | 0 | 0 | 6,209,000 | |
| LEGACY ACQUISITION CORP | COM CL A | 524643103 | 1,178 | 119,954 | SH | OTR | 1 | 0 | 0 | 119,954 | |
| LEGACY ACQUISITION CORP | *W EXP 11/30/202 | 524643111 | 41 | 125,354 | SH | OTR | 1 | 0 | 0 | 125,354 | |
| SPLUNK INC | COM | 848637104 | 851 | 8,121 | SH | OTR | 1 | 0 | 0 | 8,121 | |
| SYNAPTICS INC | COM | 87157D109 | 907 | 24,375 | SH | OTR | 1 | 0 | 0 | 24,375 | |
| SYNAPTICS INC | COM | 87157D109 | 547 | 14,700 | SH | Call | OTR | 1 | 0 | 0 | 14,700 |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 11,202 | 10,867,000 | PRN | OTR | 1 | 0 | 0 | 10,867,000 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 1,804 | 2,000,000 | PRN | OTR | 1 | 0 | 0 | 2,000,000 | |
| TILRAY INC | COM CL 2 | 88688T100 | 1,735 | 24,600 | SH | Put | OTR | 1 | 0 | 0 | 24,600 |
| LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 29,564 | 23,867,000 | PRN | OTR | 1 | 0 | 0 | 23,867,000 | |
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 12,153 | 12,948,000 | PRN | OTR | 1 | 0 | 0 | 12,948,000 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 20,279 | 18,002,000 | PRN | OTR | 1 | 0 | 0 | 18,002,000 | |
| TESARO INC | COM | 881569107 | 3,987 | 53,700 | SH | Call | OTR | 1 | 0 | 0 | 53,700 |
| VIAVI SOLUTIONS INC | COM | 925550105 | 4,396 | 437,407 | SH | OTR | 1 | 0 | 0 | 437,407 | |
| VIAVI SOLUTIONS INC | COM | 925550105 | 1,309 | 130,200 | SH | Call | OTR | 1 | 0 | 0 | 130,200 |
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 1,664 | 92,411 | SH | OTR | 1 | 0 | 0 | 92,411 | |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 25,679 | 23,761,000 | PRN | OTR | 1 | 0 | 0 | 23,761,000 | |
| WORKDAY INC | CL A | 98138H101 | 2,364 | 14,807 | SH | OTR | 1 | 0 | 0 | 14,807 | |
| WESTERN DIGITAL CORP | COM | 958102105 | 758 | 20,514 | SH | OTR | 1 | 0 | 0 | 20,514 | |
| WRIGHT MED GROUP N V | ORD SHS 0.03 PAR | N96617118 | 3,431 | 126,052 | SH | OTR | 1 | 0 | 0 | 126,052 | |
| WRIGHT MED GROUP N V | ORD SHS 0.03 PAR | N96617118 | 1,522 | 55,900 | SH | Call | OTR | 1 | 0 | 0 | 55,900 |
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 19,609 | 20,050,000 | PRN | OTR | 1 | 0 | 0 | 20,050,000 | |