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 |
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 4,998 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 30,005 | 31,838,000 | PRN | SOLE | 31,838,000 | 0 | 0 | ||
| BERRY CORP | COM | 08579X101 | 6,895 | 2,175,036 | SH | SOLE | 2,175,036 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 3,304 | 3,389,000 | PRN | SOLE | 3,389,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 73,623 | 76,738,000 | PRN | SOLE | 76,738,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 14,909 | 20,599,000 | PRN | SOLE | 20,599,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 5,716 | 6,280,000 | PRN | SOLE | 6,280,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 44,778 | 48,600,000 | PRN | SOLE | 48,600,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 4,901 | 5,002,000 | PRN | SOLE | 5,002,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 4,793 | 220,437 | SH | SOLE | 0 | 0 | 220,437 | ||
| ISHARES GOLD TRUST | ISHARES | 464285105 | 430 | 23,850 | SH | SOLE | 0 | 0 | 23,850 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 854,389 | 6,342,429 | SH | SOLE | 0 | 0 | 6,342,429 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 28 | 37,607 | PRN | SOLE | 37,607 | 0 | 0 | ||
| MONTAGE RES CORP | COM | 61179L100 | 3,698 | 842,346 | SH | SOLE | 842,346 | 0 | 0 | ||
| OPTION CARE HEALTH INC | COM NEW | 68404L201 | 282 | 21,088 | SH | SOLE | 21,088 | 0 | 0 | ||
| PARTY CITY HOLDCO INC | COM | 702149105 | 1,683 | 647,131 | SH | SOLE | 647,131 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 26,507 | 27,719,000 | PRN | SOLE | 27,719,000 | 0 | 0 | ||
| SPDR SER TR | BLOOMBERG BRCLYS | 78468R622 | 25,261 | 242,256 | SH | SOLE | 1 | 0 | 242,255 | ||
| SPDR SER TR | BLOOMBERG SRT TR | 78468R408 | 11,854 | 458,200 | SH | SOLE | 0 | 0 | 458,200 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 42,102 | 42,946,000 | PRN | SOLE | 42,946,000 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 38,640 | 403,338 | SH | SOLE | 0 | 0 | 403,338 | ||
| VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 15,583 | 16,070,000 | PRN | SOLE | 16,070,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 758 | 32,209 | SH | SOLE | 32,209 | 0 | 0 | ||