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 |
AEGERION PHARMACEUTICALS INC | NOTE 5.000% 4/0 | 00767EAC6 | 5,853 | 4,898,060 | PRN | SOLE | 4,898,060 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 11,239 | 12,518,000 | PRN | SOLE | 12,518,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 40,563 | 44,000,000 | PRN | SOLE | 44,000,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | PUT | 02376R952 | 12,290 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 7,735 | 1,340,528 | SH | SOLE | 1,340,528 | 0 | 0 | ||
AMRYT PHARMA PLC | SPONSORED ADS | 03217L106 | 3,341 | 271,624 | SH | SOLE | 271,624 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 2,488 | 262,773 | SH | SOLE | 262,773 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 7,235 | 7,756,000 | PRN | SOLE | 7,756,000 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 427 | 16,207 | SH | SOLE | 16,207 | 0 | 0 | ||
BAUSCH HEALTH COS INC | COM | 071734107 | 471 | 30,315 | SH | SOLE | 30,315 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 2,856 | 216,356 | SH | SOLE | 216,356 | 0 | 0 | ||
BHP GROUP PLC | SPONSORED ADR | 05545E209 | 23,403 | 548,592 | SH | SOLE | 548,592 | 0 | 0 | ||
BILIBILI INC | DEBT 1.250% 6/1 | G10970AA2 | 19,243 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 7,058 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 7,912 | 5,200,000 | PRN | SOLE | 5,200,000 | 0 | 0 | ||
CHIMERA INVT CORP | COM NEW | 16934Q208 | 1,476 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 4,313 | 4,312,514 | SH | SOLE | 4,312,514 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 1,033 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 4.500% 8/0 | 189464AE0 | 8,861 | 9,300,000 | PRN | SOLE | 9,300,000 | 0 | 0 | ||
COLONNADE ACQUISITION CORP | UNIT 99/99/9999 | G2283K128 | 679 | 68,200 | SH | SOLE | 68,200 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 2,205 | 245,021 | SH | SOLE | 245,021 | 0 | 0 | ||
CONSTELLIUM SE | CL A SHS | F21107101 | 2,379 | 303,019 | SH | SOLE | 303,019 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 6,095 | 832,650 | SH | SOLE | 832,650 | 0 | 0 | ||
CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 1,951 | 244,481 | SH | SOLE | 244,481 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 33,705 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 1,045 | 110,500 | SH | SOLE | 110,500 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 68,959 | 27,297,000 | PRN | SOLE | 27,297,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 34,241 | 37,300,000 | PRN | SOLE | 37,300,000 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 3,545 | 2,428,035 | SH | SOLE | 2,428,035 | 0 | 0 | ||
DXC TECHNOLOGY CO | COM | 23355L106 | 1,176 | 65,861 | SH | SOLE | 65,861 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 28,171 | 25,850,000 | PRN | SOLE | 25,850,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 17,538 | 16,250,000 | PRN | SOLE | 16,250,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250%10/0 | 292554AM4 | 24,523 | 21,550,000 | PRN | SOLE | 21,550,000 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 468 | 290,474 | SH | SOLE | 290,474 | 0 | 0 | ||
FORUM MERGER II CORP | *W EXP 09/30/202 | 34986F111 | 2,253 | 254,000 | SH | Call | SOLE | 254,000 | 0 | 0 | |
GOGO INC | NOTE 6.000% 5/1 | 38046CAD1 | 28,660 | 17,725,000 | PRN | SOLE | 17,725,000 | 0 | 0 | ||
GOL EQUITY FIN | DEBT 3.750% 7/1 | L4441GAA8 | 2,497 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 1,054 | 137,356 | SH | SOLE | 137,356 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 54,243 | 3,126,410 | SH | SOLE | 3,126,410 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 894 | 74,182 | SH | SOLE | 74,182 | 0 | 0 | ||
HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 4,078 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
HYCROFT MINING HOLDING CORP | *W EXP 02/12/202 | 44862P117 | 1,433 | 913,017 | SH | Call | SOLE | 913,017 | 0 | 0 | |
HYCROFT MINING HOLDING CORP | COM CL A | 44862P109 | 101,636 | 12,099,499 | SH | SOLE | 12,099,499 | 0 | 0 | ||
IAC INTERACTIVECORP NEW | COM | 44891N109 | 14,160 | 118,215 | SH | SOLE | 118,215 | 0 | 0 | ||
IHEARTMEDIA INC | COM CL A | 45174J509 | 142 | 17,458 | SH | SOLE | 17,458 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 9,228 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
INPHI CORP | NOTE 0.750% 9/0 | 45772FAC1 | 16,578 | 8,250,000 | PRN | SOLE | 8,250,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 11,175 | 13,900,000 | PRN | SOLE | 13,900,000 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 6,528 | 13,600,000 | PRN | SOLE | 13,600,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 2,849 | 3,325,000 | PRN | SOLE | 3,325,000 | 0 | 0 | ||
IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 26,091 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
LANDCADIA HLDGS II INC | *W EXP 05/09/202 | 51476X113 | 351 | 80,000 | SH | Call | SOLE | 80,000 | 0 | 0 | |
MACYS INC | PUT | 55616P954 | 1,425 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
MARATHON PETE CORP | CALL | 56585A902 | 14,670 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
MARATHON PETE CORP | COM | 56585A102 | 70,178 | 2,391,876 | SH | SOLE | 2,391,876 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 707 | 32,514 | SH | SOLE | 32,514 | 0 | 0 | ||
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 9,055 | 33,849,000 | PRN | SOLE | 33,849,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F739 | 38,200 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 1,541 | 108,700 | SH | SOLE | 108,700 | 0 | 0 | ||
NIO INC | DEBT 4.500% 2/0 | G6525FAA0 | 73,800 | 31,000,000 | PRN | SOLE | 31,000,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 76,615 | 64,034,000 | PRN | SOLE | 64,034,000 | 0 | 0 | ||
O-I GLASS INC | COM | 67098H104 | 3,040 | 287,018 | SH | SOLE | 287,018 | 0 | 0 | ||
OMEROS CORP | NOTE 5.250% 2/1 | 682143AG7 | 8,897 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
OVINTIV INC | COM | 69047Q102 | 3,127 | 383,255 | SH | SOLE | 383,255 | 0 | 0 | ||
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 8,828 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
PROTALIX BIOTHERAPEUTICS INC | NOTE 7.500%11/1 | 74365AAD3 | 4,566 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 2,933 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 813 | 19,258 | SH | SOLE | 19,258 | 0 | 0 | ||
SEA LTD | DEBT 1.000%12/0 | G7948TAC3 | 52,402 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
SEA LTD | DEBT 2.375%12/0 | G7948TAE9 | 77,769 | 41,600,000 | PRN | SOLE | 41,600,000 | 0 | 0 | ||
SPARTAN ENERGY ACQUISITION C | *W EXP 08/27/202 | 846784122 | 241 | 55,000 | SH | Call | SOLE | 55,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | PUT | 78462F953 | 133,956 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 37,409 | 25,746,000 | PRN | SOLE | 25,746,000 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 19,324 | 13,903,000 | PRN | SOLE | 13,903,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 13,711 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 98,472 | 45,684,000 | PRN | SOLE | 45,684,000 | 0 | 0 | ||
TECK RESOURCES LTD | CL B | 878742204 | 533 | 38,267 | SH | SOLE | 38,267 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 5,624 | 229,463 | SH | SOLE | 229,463 | 0 | 0 | ||
TENNECO INC | CL A VTG COM STK | 880349105 | 486 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
TENZING ACQUISITION CORP | *W EXP 02/23/202 | G8708A108 | 31 | 60,000 | SH | Call | SOLE | 60,000 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 597,619 | 86,455,000 | PRN | SOLE | 86,455,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 20,766 | 3,490,000 | PRN | SOLE | 3,490,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 13,079 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TESLA INC | PUT | 88160R951 | 107,253 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 3,760 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
UNITED STATES STL CORP NEW | PUT | 912909958 | 14,680 | 2,000,000 | SH | Put | SOLE | 2,000,000 | 0 | 0 | |
UTZ BRANDS INC | *W EXP 08/28/202 | 918090119 | 196 | 30,000 | SH | Call | SOLE | 30,000 | 0 | 0 | |
VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 13,058 | 13,350,000 | PRN | SOLE | 13,350,000 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 478 | 17,070 | SH | SOLE | 17,070 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 98,548 | 47,549,000 | PRN | SOLE | 47,549,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 20,556 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
WHITING PETE CORP NEW | COM NEW | 966387508 | 5,407 | 312,738 | SH | SOLE | 312,738 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 16,831 | 8,978,000 | PRN | SOLE | 8,978,000 | 0 | 0 | ||
ZENDESK INC | NOTE 0.250% 3/1 | 98936JAB7 | 5,660 | 3,304,000 | PRN | SOLE | 3,304,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 57,940 | 24,250,000 | PRN | SOLE | 24,250,000 | 0 | 0 |