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 |
| AAL 3 3/4 10/15/25 | Convertible Bond | 023771S41 | 2,168 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| AAL 4.4 09/22/23 | Convertible Bond | 02377BAC0 | 2,082 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| AEROJET ROCKETDYNE HLDGS INC | Convertible Bond | 007800AB1 | 23,906 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | COM | 01609W102 | 2,586 | 445 | SH | Call | SOLE | 445 | 0 | 0 | |
| ALPHABET INC | COM | 02079K107 | 1,322 | 900 | SH | SOLE | 900 | 0 | 0 | ||
| ALTAIR ENGR INC | Convertible Bond | 021369AA1 | 6,107 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| AMPLIFY ENERGY CORP | COM | 03212B103 | 0 | 211 | SH | SOLE | 211 | 0 | 0 | ||
| ANTERO RES CORP | Convertible Bond | 03674XAL0 | 4,058 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ASPIRATIONAL CONSUMER LIFEST | COM | G05436129 | 500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 3,536 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
| BOOKING HLDGS INC | COM | 09857L108 | 350 | 40 | SH | Call | SOLE | 40 | 0 | 0 | |
| BOOKING HLDGS INC | COM | 09857L108 | 2,309 | 1,350 | SH | SOLE | 1,350 | 0 | 0 | ||
| CHEGG INC | Convertible Bond | 163092AD1 | 25,656 | 16,900,000 | PRN | SOLE | 16,900,000 | 0 | 0 | ||
| CINEMARK HOLDINGS INC | COM | 17243V102 | 218 | 21,891 | SH | SOLE | 21,891 | 0 | 0 | ||
| COHN ROBBINS HOLDINGS CORP | COM | G23726121 | 335 | 33,261 | SH | SOLE | 33,261 | 0 | 0 | ||
| COLONY STARWOOD HOMES | Convertible Bond | 19625XAB8 | 18,549 | 14,349,000 | PRN | SOLE | 14,349,000 | 0 | 0 | ||
| COMM 5 1/2 03/01/24 | Convertible Bond | 20338QAB9 | 6,167 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 1,939 | 243,015 | SH | SOLE | 243,015 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851300 | 16,247 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM | 24703L202 | 1,353 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| DISH NETWORK CORP | COM | 25470M109 | 580 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| DOCUSIGN INC | Convertible Bond | 256163AB2 | 49,938 | 16,500,000 | PRN | SOLE | 16,500,000 | 0 | 0 | ||
| ETSY INC | COM | 29786A106 | 1 | 500 | SH | Put | SOLE | 500 | 0 | 0 | |
| ETSY INC | Convertible Bond | 29786AAJ5 | 2,983 | 1,893,000 | PRN | SOLE | 1,893,000 | 0 | 0 | ||
| EXTRA SPACE STORAGE INC | COM | 30225T102 | 27 | 200 | SH | Call | SOLE | 200 | 0 | 0 | |
| FACEBOOK INC | COM | 30303M102 | 1,309 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| FTI CONSULTING INC | Convertible Bond | 302941AP4 | 10,493 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| GAMING & LEISURE PPTYS INC | COM | 36467J108 | 1,987 | 53,806 | SH | SOLE | 53,806 | 0 | 0 | ||
| GFL ENVIRONMENTAL INC UNIT | COM | 36168Q120 | 5,334 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| GO ACQUISITION CORP | COM | 362019200 | 756 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| GUIDEWIRE SOFTWARE INC | Convertible Bond | 40171VAA8 | 9,218 | 8,070,000 | PRN | SOLE | 8,070,000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 56 | 115 | SH | Call | SOLE | 115 | 0 | 0 | |
| IONIS PHARMACEUTICALS INC | COM | 462222100 | 195 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
| IQIYI INC | COM | 46267X108 | 570 | 9,500 | SH | Put | SOLE | 9,500 | 0 | 0 | |
| IQIYI INC | Convertible Bond | 46267XAD0 | 5,074 | 5,325,000 | PRN | SOLE | 5,325,000 | 0 | 0 | ||
| J2 GLOBAL INC | COM | 48123V102 | 90 | 1,250 | SH | Put | SOLE | 1,250 | 0 | 0 | |
| J2 GLOBAL INC | Convertible Bond | 48123VAC6 | 11,413 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| KISMET ACQUISITION ONE CORP | COM | G52753129 | 319 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| LIBERTY BROADBAND CORP | COM | 530307305 | 3,390 | 23,730 | SH | SOLE | 23,730 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | COM | 531229409 | 1,641 | 49,500 | SH | SOLE | 49,500 | 0 | 0 | ||
| LIONHEART ACQUISITION CORP | COM | 53625R203 | 747 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | Convertible Bond | 538034AQ2 | 3,326 | 3,010,000 | PRN | SOLE | 3,010,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | Convertible Bond | 55024UAB5 | 18,089 | 12,932,000 | PRN | SOLE | 12,932,000 | 0 | 0 | ||
| M D C HLDGS INC | COM | 552676108 | 353 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| MDLA 0 1/8 09/15/25 | Convertible Bond | 584021AA7 | 11,087 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| NAVSIGHT HOLDINGS INC | COM | 639358209 | 251 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | Convertible Bond | 64125CAD1 | 17,262 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F739 | 7,136 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | COM | 65339F770 | 8,883 | 189,755 | SH | SOLE | 189,755 | 0 | 0 | ||
| NEXTERA ENERGY PARTNERS LP | COM | 65341B106 | 5 | 31 | SH | Put | SOLE | 31 | 0 | 0 | |
| NICE LTD | Convertible Bond | 653656AA6 | 13,215 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| NIO INC | COM | 62914V106 | 294 | 12,406 | SH | Put | SOLE | 12,406 | 0 | 0 | |
| NIO INC | COM | 62914V106 | 2,202 | 103,800 | SH | SOLE | 103,800 | 0 | 0 | ||
| NIO INC | Convertible Bond | 62914VAB2 | 6,495 | 2,730,000 | PRN | SOLE | 2,730,000 | 0 | 0 | ||
| NUVASIVE INC | Convertible Bond | 670704AG0 | 5,794 | 5,620,000 | PRN | SOLE | 5,620,000 | 0 | 0 | ||
| OMNICELL INC | Convertible Bond | 68213NAC3 | 23,172 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 36 | 1,607 | SH | Put | SOLE | 1,607 | 0 | 0 | |
| OUTFRONT MEDIA INC | COM | 69007J106 | 367 | 25,278 | SH | SOLE | 25,278 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | Convertible Bond | 697435AD7 | 3,390 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| PAN AMERICAN SILVER CORP | COM | 697900108 | 2,138 | 66,506 | SH | SOLE | 66,506 | 0 | 0 | ||
| PARSONS CORPORATION | Convertible Bond | 70202LAA0 | 14,596 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
| PG&E CORP | COM | 69331C140 | 12,267 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| PINDUODUO INC | COM | 722304102 | 10 | 250 | SH | Put | SOLE | 250 | 0 | 0 | |
| PINDUODUO INC | Convertible Bond | 722304AB8 | 5,428 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| PROOFPOINT INC | Convertible Bond | 743424AF0 | 7,567 | 7,568,000 | PRN | SOLE | 7,568,000 | 0 | 0 | ||
| PULTE GROUP INC | COM | 745867101 | 740 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| PURE STORAGE INC | Convertible Bond | 74624MAB8 | 966 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| QURATE RETAIL INC | COM | 74915M100 | 1,220 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
| QURATE RETAIL INC | COM | 74915M308 | 502 | 5,098 | SH | SOLE | 5,098 | 0 | 0 | ||
| RINGCENTRAL INC | Convertible Bond | 76680RAG2 | 2,971 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 1 | 10 | SH | Put | SOLE | 10 | 0 | 0 | |
| ROYAL CARIBBEAN CRUISES LTD COM | COM | V7780T103 | 1 | 10 | SH | Put | SOLE | 10 | 0 | 0 | |
| SENSEONICS HLDGS INC | Convertible Bond | 81727UAA3 | 1,153 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| SERVICENOW INC | Convertible Bond | 81762PAC6 | 17,353 | 4,835,000 | PRN | SOLE | 4,835,000 | 0 | 0 | ||
| SOUTHERN CO | COM | 842587602 | 2,329 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| SPLUNK INC | Convertible Bond | 848637AC8 | 6,964 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SQUARE INC | Convertible Bond | 852234AD5 | 32,386 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| SYNAPTICS INC | COM | 87157D109 | 130 | 1,000 | SH | Put | SOLE | 1,000 | 0 | 0 | |
| SYNAPTICS INC | Convertible Bond | 87157DAD1 | 18,416 | 14,829,000 | PRN | SOLE | 14,829,000 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 62 | 2,920 | SH | Put | SOLE | 2,920 | 0 | 0 | |
| TESLA INC | Convertible Bond | 88160RAC5 | 104,084 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| VIAVI SOLUTIONS INC | Convertible Bond | 925550AE5 | 5,852 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 3,004 | 128,562 | SH | SOLE | 128,562 | 0 | 0 | ||
| WILLSCOT CORP | COM | 971378104 | 2,260 | 135,500 | SH | SOLE | 135,500 | 0 | 0 | ||
| WIX COM LTD | Convertible Bond | 92940WAB5 | 15,984 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | COM | 98156Q108 | 40 | 1,010 | SH | SOLE | 1,010 | 0 | 0 | ||
| ZYNGA INC | Convertible Bond | 98986TAB4 | 28,511 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | ||