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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 1,421,056 | 23,296 | SH | SOLE | 23,296 | 0 | 0 | |||
| AMERICAN NATL BANKSHARES INC | COM | 027745108 | 611,934 | 14,327 | SH | OTR | 1 | 11,912 | 2,415 | 0 | ||
| BLUE APRON HLDGS INC | COM | 09523Q309 | 401,043 | 28,884 | SH | OTR | 1 | 22,991 | 5,893 | 0 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 5,090,850 | 86,334 | SH | OTR | 1 | 40,233 | 46,101 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 2,170,205 | 2,623,000 | PRN | SOLE | 2,623,000 | 0 | 0 | |||
| CLARIVATE PLC | 5.25% PFD CONV A | G21810208 | 1,794,284 | 61,385 | SH | SOLE | 61,385 | 0 | 0 | |||
| GREENHILL & CO INC | COM | 395259104 | 1,521,810 | 103,674 | SH | OTR | 1 | 75,991 | 27,683 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,013,121 | 1,033,000 | PRN | OTR | 1 | 799,000 | 234,000 | 0 | ||
| HERSHA HOSPITALITY TR | PR SHS BEN INT | 427825500 | 877,520 | 91,755 | SH | OTR | 1 | 65,621 | 26,134 | 0 | ||
| HORIZON THERAPEUTICS PUB L | SHS | G46188101 | 11,492,645 | 81,114 | SH | OTR | 1 | 73,502 | 7,612 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 4,611,565 | 185,781 | SH | OTR | 1 | 183,589 | 2,192 | 0 | ||
| IROBOT CORP | COM | 462726100 | 2,039,172 | 78,185 | SH | OTR | 1 | 50,000 | 28,185 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 2,606,164 | 2,643,000 | PRN | OTR | 1 | 1,956,000 | 687,000 | 0 | ||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 768,296 | 7,884 | SH | SOLE | 7,884 | 0 | 0 | |||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 457,177 | 4,152 | SH | SOLE | 4,152 | 0 | 0 | |||
| SABRE CORP | COM | 78573M104 | 598,108 | 133,209 | SH | SOLE | 133,209 | 0 | 0 | |||
| SPLUNK INC | COM | 848637104 | 390,341 | 12,898 | SH | OTR | 1 | 1,968 | 10,930 | 0 | ||
| UGI CORP NEW | UNIT 06/01/2024 | 902681113 | 57,826 | 18,690 | SH | OTR | 1 | 749 | 17,941 | 0 | ||