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 |
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 12,949 | 16,500,000 | PRN | SOLE | 0 | 0 | 16,500,000 | ||
| CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 1,034 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| CHURCHILL CAP CORP II | CL A | 17143G106 | 1,276 | 128,220 | SH | SOLE | 128,220 | 0 | 0 | ||
| CHURCHILL CAP CORP III | UNIT 03/01/2027 | 17144C203 | 3,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| EAGLE BULK SHIPPING INC | SHS | Y2187A143 | 44 | 350,000 | SH | Call | SOLE | 350,000 | 0 | 0 | |
| EAGLE PT CR CO LLC | COM | 269808101 | 173 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 2.000% 12/0 | 30050BAB7 | 15,415 | 17,225,000 | PRN | SOLE | 0 | 0 | 17,225,000 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 20 | 700,000 | SH | Call | SOLE | 700,000 | 0 | 0 | |
| GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 7,301 | 11,244,000 | PRN | SOLE | 0 | 0 | 11,244,000 | ||
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 8,326 | 9,000,000 | PRN | SOLE | 0 | 0 | 9,000,000 | ||
| INDEPENDENCE CONTRACT DRILLING | COM | 453415606 | 297 | 212,101 | SH | SOLE | 212,101 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 12,970 | 13,400,000 | PRN | SOLE | 0 | 0 | 13,400,000 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 7,086 | 7,188,000 | PRN | SOLE | 0 | 0 | 7,188,000 | ||