The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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 |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 37,286 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 2,272 | 108,100 | SH | SOLE | 108,100 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 2,685 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 728 | 33,300 | SH | SOLE | 33,300 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,483 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 12,542 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
CHEGG INC | COM | 163092109 | 1,384 | 46,200 | SH | SOLE | 46,200 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 788 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
CLEVELAND CLIFFS INC | COM | 185899101 | 2,816 | 390,000 | SH | SOLE | 390,000 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 21,539 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 421 | 88,500 | SH | SOLE | 88,500 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 17,461 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 5,288 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 386 | 102,500 | SH | SOLE | 102,500 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 3,708 | 93,600 | SH | SOLE | 93,600 | 0 | 0 | ||
ENCORE CAP GROUP INC | COM | 292554102 | 2,523 | 75,700 | SH | SOLE | 75,700 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 4,734 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ETSY INC | COM | 29786A106 | 706 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 1,317 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
FIREEYE INC | COM | 31816Q101 | 994 | 74,500 | SH | SOLE | 74,500 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 9,211 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 22,725 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 1,608 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
L BRANDS INC | COM | 501797104 | 196 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 32,077 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,986 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 1,685 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
MEDICINES CO | COM | 584688105 | 8,830 | 176,600 | SH | SOLE | 176,600 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 11,784 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 1,077 | 58,200 | SH | SOLE | 58,200 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 37,934 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 37,387 | 29,000,000 | PRN | SOLE | 29,000,000 | 0 | 0 | ||
MONGODB INC | CL A | 60937P106 | 7,952 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
NIO INC | SPON ADS | 62914V106 | 47 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 25,935 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 4,678 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 2,340 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 5,090 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
PENNEY J C CORP INC | COM | 708160106 | 356 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 3,673 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PYXUS INTL INC | COM | 74737V106 | 196 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
RH | COM | 74967X103 | 4,886 | 28,600 | SH | SOLE | 28,600 | 0 | 0 | ||
RAPID7 INC | COM | 753422104 | 4,607 | 101,500 | SH | SOLE | 101,500 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 35,606 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 28,747 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 6,598 | 106,500 | SH | SOLE | 106,500 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 3,193 | 116,200 | SH | SOLE | 116,200 | 0 | 0 | ||
TELADOC HEALTH INC | COM | 87918A105 | 13,050 | 192,700 | SH | SOLE | 192,700 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 4,432 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
TILRAY INC | COM CL 2 | 88688T100 | 235 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 23,970 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
ATLASSIAN CORP PLC | CL A | G06242104 | 6,535 | 52,100 | SH | SOLE | 52,100 | 0 | 0 | ||
CARDTRONICS PLC | SHS CL A | G1991C105 | 1,040 | 34,392 | SH | SOLE | 34,392 | 0 | 0 | ||
CLARIVATE ANALYTICS PLC | *W EXP 11/09/201 | G21810117 | 5,890 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
INTELSAT S A | COM | L5140P101 | 18,815 | 825,200 | SH | SOLE | 825,200 | 0 | 0 |