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 |
AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 1,976 | 108,100 | SH | SOLE | 108,100 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 1,083 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 2,168 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 202 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 14,377 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 548 | 16,250 | SH | SOLE | 16,250 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,718 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 14,400 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
CHEGG INC | COM | 163092109 | 2,819 | 78,800 | SH | SOLE | 78,800 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 834 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 121 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | COM | 185899101 | 5,341 | 1,352,100 | SH | SOLE | 1,352,100 | 0 | 0 | ||
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 16,072 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 219 | 48,102 | SH | SOLE | 48,102 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 15,550 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 27,227 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 4,601 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 98 | 102,500 | SH | SOLE | 102,500 | 0 | 0 | ||
ENCORE CAP GROUP INC | COM | 292554102 | 1,602 | 68,500 | SH | SOLE | 68,500 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 3,395 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 626 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 1,196 | 2,097,875 | SH | SOLE | 2,097,875 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 23,024 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
INVITAE CORP | COM | 46185L103 | 1,586 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 26,935 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 8,255 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 30,027 | 42,500,000 | PRN | SOLE | 42,500,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 28,425 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 1,175 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 18,288 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 1,031 | 77,800 | SH | SOLE | 77,800 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 32,667 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 35,577 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
MONGODB INC | CL A | 60937P106 | 9,012 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
NIO INC | SPON ADS | 62914V106 | 1,028 | 369,900 | SH | SOLE | 369,900 | 0 | 0 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 1,268 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 30,877 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 17,636 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 25,620 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 8,144 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
NUTANIX INC | NOTE 1/1 | 67059NAB4 | 4,084 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 3,415 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 853 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 124 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 1,992 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 5,220 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 10,062 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
PYXUS INTL INC | COM | 74737V106 | 47 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
RH | COM | 74967X103 | 3,516 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
RAPID7 INC | COM | 753422104 | 4,168 | 96,200 | SH | SOLE | 96,200 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 30,825 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 31,967 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,440 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 2,449 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 835 | 46,400 | SH | SOLE | 46,400 | 0 | 0 | ||
TPG SPECIALTY LENDING INC | NOTE 4.500% 8/0 | 87265KAD4 | 1,953 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 17,752 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
TENNECO INC | CL A VTG COM STK | 880349105 | 372 | 103,200 | SH | SOLE | 103,200 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 4,752 | 5,015,000 | PRN | SOLE | 5,015,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 38,553 | 28,000,000 | PRN | SOLE | 28,000,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 2,522 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
ATLASSIAN CORP PLC | CL A | G06242104 | 14,810 | 107,900 | SH | SOLE | 107,900 | 0 | 0 | ||
CARDTRONICS PLC | SHS CL A | G1991C105 | 372 | 17,800 | SH | SOLE | 17,800 | 0 | 0 |