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 |
| ADIENT PLC | ORD SHS | G0084W101 | 286 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 2,709 | 108,100 | SH | SOLE | 108,100 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 25,817 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 1,154 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 1,611 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 948 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 2,301 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| BAUSCH HEALTH COS INC | COM | 071734107 | 202 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| BERRY GLOBAL GROUP INC | COM | 08579W103 | 725 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 852 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 1,739 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | COM | 09857L108 | 1,565 | 915 | SH | SOLE | 915 | 0 | 0 | ||
| BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 5,594 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 113 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| CARDTRONICS PLC | SHS CL A | G1991C105 | 1,493 | 75,400 | SH | SOLE | 75,400 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 1,152 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
| CINEMARK HLDGS INC | COM | 17243V102 | 4,634 | 463,400 | SH | SOLE | 463,400 | 0 | 0 | ||
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 9,191 | 1,431,600 | SH | SOLE | 1,431,600 | 0 | 0 | ||
| CNX RES CORP | COM | 12653C108 | 3,970 | 420,500 | SH | SOLE | 420,500 | 0 | 0 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 23,487 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 27,403 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 13,283 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 2,979 | 3,297,000 | PRN | SOLE | 3,297,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 4,142 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 5,088 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ECHOSTAR CORP | CL A | 278768106 | 747 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | COM | 292554102 | 2,643 | 68,500 | SH | SOLE | 68,500 | 0 | 0 | ||
| ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 4,162 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 7,219 | 558,300 | SH | SOLE | 558,300 | 0 | 0 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 665 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
| FIVE POINT HOLDINGS LLC | COM CL A | 33833Q106 | 125 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 3,018 | 3,680,000 | SH | SOLE | 3,680,000 | 0 | 0 | ||
| GSX TECHEDU INC | PUT | 36257Y959 | 24,075 | 450 | SH | Put | SOLE | 450 | 0 | 0 | |
| IMMATICS N.V | *W EXP 07/01/202 | N44445117 | 337 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 61,538 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
| INVITAE CORP | COM | 46185L103 | 5,029 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 941 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| YY INC | NOTE 1.375% 6/1 | 98426TAF3 | 2,698 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 10,717 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.500% 1/1 | 530715AN1 | 35,484 | 42,500,000 | PRN | SOLE | 42,500,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 35,531 | 32,500,000 | PRN | SOLE | 32,500,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 60,486 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
| MERITOR INC | COM | 59001K100 | 1,629 | 77,800 | SH | SOLE | 77,800 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 56,817 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
| MONGODB INC | CL A | 60937P106 | 16,484 | 71,200 | SH | SOLE | 71,200 | 0 | 0 | ||
| NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 1,804 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 4,155 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 5,416 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 47,616 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| NIO INC | SPON ADS | 62914V106 | 7,849 | 369,900 | SH | SOLE | 369,900 | 0 | 0 | ||
| NORTONLIFELOCK INC | COM | 668771108 | 1,582 | 75,900 | SH | SOLE | 75,900 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 12,378 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 4,700 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| O-I GLASS INC | COM | 67098H104 | 1,403 | 132,500 | SH | SOLE | 132,500 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 1,002 | 46,200 | SH | SOLE | 46,200 | 0 | 0 | ||
| PG&E CORP | UNIT 99/99/9999 | 69331C140 | 29,427 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| POST HLDGS INC | COM | 737446104 | 2,365 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 6,606 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,266 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 19,192 | 135,688 | SH | SOLE | 135,688 | 0 | 0 | ||
| RAPID7 INC | COM | 753422104 | 5,891 | 96,200 | SH | SOLE | 96,200 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 33,075 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| DONNELLEY R R & SONS CO | COM | 257867200 | 150 | 102,500 | SH | SOLE | 102,500 | 0 | 0 | ||
| TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 2,171 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
| SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 6,981 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 26,200 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 4,185 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 967 | 46,400 | SH | SOLE | 46,400 | 0 | 0 | ||
| TELADOC HEALTH INC | COM | 87918A105 | 2,280 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 4,997 | 5,015,000 | PRN | SOLE | 5,015,000 | 0 | 0 | ||
| UTZ BRANDS INC | *W EXP 08/28/202 | 918090119 | 3,312 | 506,403 | SH | SOLE | 506,403 | 0 | 0 | ||
| WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 40,277 | 28,000,000 | PRN | SOLE | 28,000,000 | 0 | 0 | ||