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 |
ACAMAR PARTNERS ACQUISITION | COM | 004285201 | 12,507 | 1,250,000 | SH | SOLE | 1,171,786 | 0 | 78,214 | ||
ALTABA INC | COM | 021346101 | 278,691 | 3,760,000 | SH | SOLE | 3,635,456 | 0 | 124,544 | ||
APOLLO CMMRL R E 5.375 15OCT23 | SDBCV | 03762UAC9 | 73,757 | 75,135,000 | PRN | SOLE | 70,520,000 | 0 | 4,615,000 | ||
APOLLO CRLREALEST 4.75 23AUG22 | SDBCV | 03762UAB1 | 151,672 | 155,411,000 | PRN | SOLE | 144,855,000 | 0 | 10,556,000 | ||
ARES CAPITAL CORP4.625 01MAR24 | SDBCV | 04010LAW3 | 18,574 | 18,700,000 | PRN | SOLE | 17,496,000 | 0 | 1,204,000 | ||
ARRAY BIO 2.625 1DEC24 144A | SDBCV | 04269XAB1 | 64,249 | 36,545,000 | PRN | SOLE | 33,372,000 | 0 | 3,173,000 | ||
BLACKSTONE 4.375 05MAY22 | SDBCV | 09257WAB6 | 19,396 | 19,209,000 | PRN | SOLE | 17,970,000 | 0 | 1,239,000 | ||
BLACKSTONE MORT 4.75 15MAR23 | SDBCV | 09257WAC4 | 14,704 | 14,600,000 | PRN | SOLE | 13,721,000 | 0 | 879,000 | ||
BRAEMAR HOTELS 5.5 31DEC49 | CVPFD | 10482B200 | 5,405 | 276,663 | SH | SOLE | 255,846 | 0 | 20,817 | ||
CANOPY GROWTH CORP | COM | 138035100 | 4,575 | 105,500 | SH | Put | SOLE | 0 | 0 | 0 | |
CARBONITE INC | SDBCV | 141337AB1 | 26,379 | 22,637,000 | PRN | SOLE | 21,355,000 | 0 | 1,282,000 | ||
CHESAPEAKE ENERGY 5.5 15SEP26 | SDBCV | 165167CY1 | 4,640 | 5,000,000 | PRN | SOLE | 4,714,000 | 0 | 286,000 | ||
CHURCHILL CAPITAL COR CW23 | RT | 17142R111 | 836 | 250,000 | SH | SOLE | 236,495 | 0 | 13,505 | ||
CHURCHILL CAPITAL CORP A | COM | 17142R103 | 2,339 | 174,000 | SH | SOLE | 162,736 | 0 | 11,264 | ||
COLONY FINANCIA 3.875 15JAN21 | SDBCV | 19624RAB2 | 78,439 | 81,370,000 | PRN | SOLE | 76,466,000 | 0 | 4,904,000 | ||
COLONY FINANCIAL 5 15APR23 | SDBCV | 19624RAA4 | 22,469 | 23,813,000 | PRN | SOLE | 22,490,000 | 0 | 1,323,000 | ||
CRESCENT ACQUISITION CORP | COM | 22564L204 | 5,001 | 500,000 | SH | SOLE | 463,760 | 0 | 36,240 | ||
CTRIP.COM INT LTD 1.25 15SEP22 | SDBCV | 22943FAM2 | 82,013 | 80,847,000 | PRN | SOLE | 75,387,000 | 0 | 5,460,000 | ||
CTRIP.COM INTL LT 1.99 01JUL25 | SDBCV | 22943FAH3 | 8,702 | 7,681,000 | PRN | SOLE | 5,298,000 | 0 | 2,383,000 | ||
CTRIP.COM INTL LTD 1 01JUL20 | SDBCV | 22943FAF7 | 32,892 | 32,237,000 | PRN | SOLE | 30,176,000 | 0 | 2,061,000 | ||
DEUTSCHE BANK AG REG | COM | D18190898 | 2,436 | 300,000 | SH | SOLE | 287,761 | 0 | 12,239 | ||
DEUTSCHE BANK AG - REG | COM | D18190898 | 6,515 | 800,000 | SH | SOLE | 748,382 | 0 | 51,618 | ||
DEXCOM INC 0.75 15MAY22 | SDBCV | 252131AF4 | 24,613 | 18,300,000 | PRN | SOLE | 17,117,000 | 0 | 1,183,000 | ||
DFB HEALTHCARE ACQUISIT WA | RT | 23291E117 | 418 | 409,999 | SH | SOLE | 384,120 | 0 | 25,879 | ||
DFB HEALTHCARE ACQUISITIONS | COM | 23291E109 | 12,288 | 1,230,000 | SH | SOLE | 1,152,362 | 0 | 77,638 | ||
DIAMONDPEAK HOLDINGS CORP | COM | 25280H209 | 16,032 | 1,600,000 | SH | SOLE | 1,499,886 | 0 | 100,114 | ||
ENCORE CAP EUR 4.5 1SEP23 | SDBCV | 29260UAA5 | 31,454 | 35,356,000 | PRN | SOLE | 32,984,000 | 0 | 2,372,000 | ||
ETSY INC 01MAR23 | SDBCV | 29786AAC0 | 10,458 | 5,402,000 | PRN | SOLE | 3,207,000 | 0 | 2,195,000 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 7,470 | 52,386 | SH | SOLE | 52,386 | 0 | 0 | ||
EVERBRIDGE INC 1.5 1NOV22 | SDBCV | 29978AAA2 | 130,876 | 57,828,000 | PRN | SOLE | 54,707,000 | 0 | 3,121,000 | ||
EVOLENT HEAL 2 01DEC21 | SDBCV | 30050BAB7 | 481 | 500,000 | PRN | SOLE | 472,000 | 0 | 28,000 | ||
EXACT SCIENCES 0.375 15MAR27 | SDBCV | 30063PAB1 | 39,414 | 38,500,000 | PRN | SOLE | 36,025,000 | 0 | 2,475,000 | ||
EXACT SCIENCES CORP 1 15JAN25 | SDBCV | 30063PAA3 | 83,323 | 60,942,000 | PRN | SOLE | 55,940,000 | 0 | 5,002,000 | ||
EZCORP 2.875 1JUL24 OTC | SDBCV | 302301AF3 | 19,440 | 17,255,000 | PRN | SOLE | 15,484,000 | 0 | 1,771,000 | ||
FLEXION THER INC 3.375 01MAY24 | SDBCV | 33938JAB2 | 18,475 | 21,112,000 | PRN | SOLE | 19,685,000 | 0 | 1,427,000 | ||
GAIN CAPITAL HLDGS 5 15AUG22 | SDBCV | 36268WAF7 | 22,289 | 22,333,000 | PRN | SOLE | 20,642,000 | 0 | 1,691,000 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 3,010 | 301,395 | SH | SOLE | 280,117 | 0 | 21,278 | ||
GOL LINHAS AEREAS INTEL ADR | COM | 38045R206 | 1,045 | 80,100 | SH | SOLE | 76,888 | 0 | 3,212 | ||
GOLAR LNG LTD | SDBCV | 38046YAB7 | 54,638 | 57,122,000 | PRN | SOLE | 53,447,000 | 0 | 3,675,000 | ||
GORDON POINTE ACQUISI WAR | RT | 382788115 | 308 | 1,045,796 | SH | SOLE | 985,543 | 0 | 60,253 | ||
GORES HOLDINGS III INC A | COM | 38286G109 | 13,338 | 1,350,000 | SH | SOLE | 1,264,563 | 0 | 85,437 | ||
GORES HOLDINGS III INC CW23 | RT | 38286G117 | 594 | 416,666 | SH | SOLE | 390,297 | 0 | 26,369 | ||
GORES METROPOULOS INC C CW24 | RT | 382872117 | 337 | 249,999 | SH | SOLE | 234,357 | 0 | 15,642 | ||
GORES METROPOULOS INC CL A | COM | 382872109 | 7,358 | 750,000 | SH | SOLE | 703,071 | 0 | 46,929 | ||
GRANITE POINT 6.375 1OCT23 | SDBCV | 38741LAC1 | 20,694 | 20,500,000 | PRN | SOLE | 19,338,000 | 0 | 1,162,000 | ||
GREEN PLAINS INC 4.125 01SEP22 | SDBCV | 393222AF1 | 43,457 | 45,302,000 | PRN | SOLE | 42,457,000 | 0 | 2,845,000 | ||
GS ACQUISITION HOLDINGS A | COM | 36255F102 | 14,028 | 1,399,998 | SH | SOLE | 1,306,306 | 0 | 93,692 | ||
GS ACQUISITION HOLDINGS CW23 | RT | 36255F110 | 657 | 399,999 | SH | SOLE | 375,364 | 0 | 24,635 | ||
HANNON ARMSTRONG 4.125 01SEP22 | SDBCV | 41068XAB6 | 25,384 | 25,042,000 | PRN | SOLE | 23,420,000 | 0 | 1,622,000 | ||
HELIX ENER SOLUT 4.125 15SEP23 | SDBCV | 42330PAJ6 | 43,564 | 38,970,000 | PRN | SOLE | 36,185,000 | 0 | 2,785,000 | ||
HELIX ENERGY SOL 4 0.25 01MAY22 | SDBCV | 42330PAH0 | 4,547 | 4,600,000 | PRN | SOLE | 4,321,000 | 0 | 279,000 | ||
HENNESSY CAPITAL ACQUIS CW24 | RT | 629375114 | 1,067 | 1,251,830 | SH | SOLE | 1,180,614 | 0 | 71,216 | ||
HERBALIFE LTD 2.625 15MAR24 | SDBCV | 42703MAD5 | 7,052 | 6,665,000 | PRN | SOLE | 6,239,000 | 0 | 426,000 | ||
HERCULES CAPITAL 4.375 1FEB17 | SDBCV | 427096AF9 | 10,599 | 10,805,000 | PRN | SOLE | 10,095,000 | 0 | 710,000 | ||
HUAZHU GROUP LTD 0.375 01NOV22 | SDBCV | 16949NAC3 | 181,988 | 158,250,000 | PRN | SOLE | 145,898,000 | 0 | 12,352,000 | ||
II VI INC .25 1SEP22 | SDBCV | 902104AB4 | 21,128 | 20,135,000 | PRN | SOLE | 18,877,000 | 0 | 1,258,000 | ||
INFINERA CORP 2.125 1SEP24 | SDBCV | 45667GAC7 | 22,304 | 28,050,000 | PRN | SOLE | 26,460,000 | 0 | 1,590,000 | ||
INNOVIVA INC 2.50 15AUG25 | SDBCV | 45781MAB7 | 80,304 | 74,862,000 | PRN | SOLE | 70,577,000 | 0 | 4,285,000 | ||
INPHI CORP 0.75 01SEP21 | SDBCV | 45772FAC1 | 27,353 | 26,135,000 | PRN | SOLE | 24,434,000 | 0 | 1,701,000 | ||
INPHI CORP 1.125 1DEC20 | SDBCV | 45772FAB3 | 35,592 | 29,034,000 | PRN | SOLE | 27,185,000 | 0 | 1,849,000 | ||
INSMED INC 1.75 15JAN25 | SDBCV | 457669AA7 | 40,121 | 39,726,000 | PRN | SOLE | 37,172,000 | 0 | 2,554,000 | ||
INSURANCE ACQUISITION CORP | COM | 457867307 | 10,100 | 1,000,000 | SH | SOLE | 927,520 | 0 | 72,480 | ||
INTREXON CORP 3.5 1JUL23 | SDBCV | 46122TAA0 | 7,658 | 13,000,000 | PRN | SOLE | 12,299,000 | 0 | 701,000 | ||
IONIS PHARMACEUTIC 1 15NOV21 | SDBCV | 464337AJ3 | 15,557 | 11,508,000 | PRN | SOLE | 10,774,000 | 0 | 734,000 | ||
IRONWOOD PHARMAC 2.25 15JUN22 | SDBCV | 46333XAD0 | 6,016 | 5,456,000 | PRN | SOLE | 3,358,000 | 0 | 2,098,000 | ||
IRONWOOD PHARMACEUTICALS INC | COM | 46333X108 | 970 | 71,674 | SH | SOLE | 71,674 | 0 | 0 | ||
ISHARES TR RUSSELL 2000 IDX | COM | 464287655 | 22,963 | 150,000 | SH | Call | SOLE | 0 | 0 | 0 | |
KADMON HOLDINGS INC | COM | 48283N106 | 438 | 165,870 | SH | SOLE | 158,886 | 0 | 6,984 | ||
LENDINGTREE INC .625 1JUN22 | SDBCV | 52603BAA5 | 55,155 | 31,362,000 | PRN | SOLE | 29,566,000 | 0 | 1,796,000 | ||
LUMENTUM HOLDINGS .25 15MAR24 | SDBCV | 55024UAB5 | 4,734 | 4,000,000 | PRN | SOLE | 3,741,000 | 0 | 259,000 | ||
MAGNACHIP SEMI 5 1MAR21 | CVPFD | 55932XAB0 | 51 | 45,000 | PRN | SOLE | 42,000 | 0 | 3,000 | ||
MAGNOLIA OIL and GAS CORP WTS | RT | 559663117 | 2,099 | 622,714 | SH | SOLE | 574,141 | 0 | 48,573 | ||
MARRIOTT VACATION 1.5 15SEP22 | SDBCV | 57164YAB3 | 17,226 | 18,110,000 | PRN | SOLE | 17,031,000 | 0 | 1,079,000 | ||
MICROCHIP TECH 1.625 15FEB25 | SDBCV | 595017AD6 | 337,129 | 205,751,000 | PRN | SOLE | 194,678,000 | 0 | 11,073,000 | ||
MICROCHIP TECH 1.625 15FEB27 | SDBCV | 595017AF1 | 321,260 | 291,409,000 | PRN | SOLE | 278,349,000 | 0 | 13,060,000 | ||
MICROCHIP TECH 2.250 15FEB37 | SDBCV | 595017AH7 | 869 | 785,000 | PRN | SOLE | 0 | 0 | 785,000 | ||
MOSAIC ACQUISITION CORP CL A | COM | 61946M100 | 2,015 | 199,998 | SH | SOLE | 187,017 | 0 | 12,981 | ||
MOSAIC ACQUISITION CORP CW22 | RT | 61946M118 | 55 | 66,666 | SH | SOLE | 62,339 | 0 | 4,327 | ||
NEBULA ACQUISITION CORP CL A | COM | 629076100 | 7,819 | 783,000 | SH | SOLE | 733,653 | 0 | 49,347 | ||
NEBULA ACQUISITION CORP CW23 | RT | 629076118 | 240 | 261,000 | SH | SOLE | 244,551 | 0 | 16,449 | ||
NEUROCRINE 2.25 15MAY24 | SDBCV | 64125CAD1 | 15,814 | 11,675,000 | PRN | SOLE | 10,927,000 | 0 | 748,000 | ||
NEW MOUNTAIN FIN 5.75 15AUG23 | SDBCV | 647551AC4 | 12,235 | 12,200,000 | PRN | SOLE | 11,467,000 | 0 | 733,000 | ||
NIO INC ADR | ADR | 62914V106 | 10,822 | 2,121,999 | SH | SOLE | 1,997,740 | 0 | 124,259 | ||
NIO INC 4.5 01FEB24 S | SDBCV | G6525FAA0 | 9 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
NUTANIX INC 15JAN23 | SDBCV | 67059NAB4 | 43,497 | 40,800,000 | PRN | SOLE | 35,698,000 | 0 | 5,102,000 | ||
OKTA INC 0.25 15FEB23 | SDBCV | 679295AB1 | 116,958 | 64,476,000 | PRN | SOLE | 60,127,000 | 0 | 4,349,000 | ||
ONE MADISON CORP CLASS A | COM | G6772P100 | 9,010 | 879,000 | SH | SOLE | 825,751 | 0 | 53,249 | ||
ONE MADISON CORP CW | RT | G6772P126 | 583 | 489,500 | SH | SOLE | 458,533 | 0 | 30,967 | ||
OPKO HEALTH INC 4.5 15FEB25 | SDB | 68375NAD5 | 32,152 | 34,150,000 | PRN | SOLE | 32,204,000 | 0 | 1,946,000 | ||
PDC ENERGY INC 1.125 15SEP21 | SDBCV | 69327RAD3 | 1,408 | 1,500,000 | PRN | SOLE | 1,404,000 | 0 | 96,000 | ||
PDL BIOPHARMA 2.75 01DEC21 | SDBCV | 69329YAG9 | 17,351 | 15,117,000 | PRN | SOLE | 13,142,000 | 0 | 1,975,000 | ||
PRETIUM RESOURCES 2.25 15MAR22 | SDBCV | 74139CAB8 | 2,732 | 2,905,000 | PRN | SOLE | 2,740,000 | 0 | 165,000 | ||
PROSPECT CAP CO 6.375 01MAR25 | SDBCV | 74348TAT9 | 33,496 | 34,000,000 | PRN | SOLE | 31,695,000 | 0 | 2,305,000 | ||
PROSPECT CAPITAL 4.95 15JUL22 | SDBCV | 74348TAR3 | 10,216 | 10,359,000 | PRN | SOLE | 9,795,000 | 0 | 564,000 | ||
Q2 HOLDINGS INC 0.75 15FEB23 | SDBCV | 74736LAB5 | 18,757 | 14,304,000 | PRN | SOLE | 13,504,000 | 0 | 800,000 | ||
QUOTIENT TEC INC 1.75 01DEC22 | SDBCV | 749119AB9 | 13,513 | 14,352,000 | PRN | SOLE | 13,542,000 | 0 | 810,000 | ||
RADIUS HEALTH INC 3 1SEP24 | SDBCV | 750469AA6 | 12,760 | 15,250,000 | PRN | SOLE | 14,404,000 | 0 | 846,000 | ||
REDFIN CORP 1.75 15JUL23 | SDBCV | 75737FAA6 | 17,828 | 18,505,000 | PRN | SOLE | 17,441,000 | 0 | 1,064,000 | ||
REDWOOD TRUST 5.625 15JUL25 | SDBCV | 758075AD7 | 27,080 | 27,605,000 | PRN | SOLE | 25,867,000 | 0 | 1,738,000 | ||
REDWOOD TRUST INC 4.75 15AUG23 | SDBCV | 758075AC9 | 44,672 | 46,574,000 | PRN | SOLE | 43,998,000 | 0 | 2,576,000 | ||
RETROPHIN INC 2.5 15SEP25 | SDBCV | 761299AB2 | 24,698 | 26,250,000 | PRN | SOLE | 24,748,000 | 0 | 1,502,000 | ||
RINGCENTRAL INC 0 15MAR23 | SDBCV | 76680RAD9 | 120,797 | 84,750,000 | PRN | SOLE | 79,363,000 | 0 | 5,387,000 | ||
RMG ACQUISITION CORP | COM | 749641205 | 15,045 | 1,500,000 | SH | SOLE | 1,414,800 | 0 | 85,200 | ||
SABAN CAPITAL ACQ CW21 | RT | 78516C114 | 0 | 71,795 | SH | SOLE | 62,981 | 0 | 8,814 | ||
SABAN CAPITAL ACQUISITION A | COM | 78516C106 | 1,295 | 125,962 | SH | SOLE | 125,962 | 0 | 0 | ||
SAREPTA THERAPEU 1.5 15NOV24 | SDBCV | 803607AB6 | 132,955 | 73,615,000 | PRN | SOLE | 68,863,000 | 0 | 4,752,000 | ||
SEACOR HOLDINGS 3 15NOV28 | SDBCV | 81170YAB5 | 10,766 | 11,067,000 | PRN | SOLE | 10,432,000 | 0 | 635,000 | ||
SEACOR HOLDS INC 3.25 15MAY25 | SDBCV | 811904AN1 | 21,723 | 23,913,000 | PRN | SOLE | 22,404,000 | 0 | 1,509,000 | ||
SENTINEL ENERGY SERVICE CL A | COM | 81728P105 | 7,968 | 790,400 | SH | SOLE | 661,775 | 0 | 128,625 | ||
SENTINEL ENERGY SERVICE CW22 | RT | 81728P113 | 169 | 227,500 | SH | SOLE | 213,139 | 0 | 14,361 | ||
SHIP FIN INT LTD 4.875 01MAY23 | SDBCV | 824689AG8 | 39,154 | 39,540,000 | PRN | SOLE | 36,992,000 | 0 | 2,548,000 | ||
SPARTAN ENERGY ACQUISIT CW23 | RT | 846784122 | 1,116 | 991,876 | SH | SOLE | 917,975 | 0 | 73,901 | ||
SPARTAN ENERGY ACQUISITION A | COM | 846784106 | 29,247 | 2,975,599 | SH | SOLE | 2,753,895 | 0 | 221,704 | ||
SPDR S&P OUL and GAS EXPLORATION | COM | 78464A730 | 3,074 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SUNPOWER CORP 4 15JAN23 | SDBCV | 867652AL3 | 16,895 | 20,482,000 | PRN | SOLE | 19,175,000 | 0 | 1,307,000 | ||
TARGET HOSPITALITY CORP | COM | 87615L107 | 3,998 | 420,900 | SH | SOLE | 405,307 | 0 | 15,593 | ||
TEAM INC 5 01AUG23 | SDBCV | 878155AE0 | 16,751 | 15,435,000 | PRN | SOLE | 14,506,000 | 0 | 929,000 | ||
TECHNOLOGY SELECT SECT SPDR | COM | 81369Y803 | 7,400 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
TELADOC INC 3 15DEC22 | SDBCV | 87918AAB1 | 206,017 | 138,410,000 | PRN | SOLE | 129,391,000 | 0 | 9,019,000 | ||
THERAVANCE 2.125 15JAN23 | SDBCV | 88338TAB0 | 64,862 | 63,872,000 | PRN | SOLE | 59,718,000 | 0 | 4,154,000 | ||
THERAVANCE BIOPHA 3.25 01NOV23 | SDBCV | 88339KAA0 | 61,071 | 62,688,000 | PRN | SOLE | 59,118,000 | 0 | 3,570,000 | ||
TIMKENSTEEL 6 1JUN21 | SDBCV | 887399AA1 | 37,578 | 32,090,000 | PRN | SOLE | 29,720,000 | 0 | 2,370,000 | ||
TORTOISE ACQUISITION CORP | COM | 89154L209 | 9,990 | 1,000,000 | SH | SOLE | 937,428 | 0 | 62,572 | ||
TPG PACE HOLDINGS CORP CL A | COM | G89827128 | 6,478 | 632,581 | SH | SOLE | 584,453 | 0 | 48,128 | ||
TPG PACE HOLDINGS CORP CW | RT | G89827110 | 309 | 210,860 | SH | SOLE | 194,817 | 0 | 16,043 | ||
TRACON PHARMACEUTICALS INC | COM | 89237H100 | 3,894 | 2,842,477 | SH | SOLE | 2,842,477 | 0 | 0 | ||
TRINE ACQUISITION CORP | COM | 89628U207 | 12,024 | 1,200,000 | SH | SOLE | 1,113,024 | 0 | 86,976 | ||
TRINITY BIOTECH LP 4.00 1APR45 | SDBCV | 89643QAB4 | 9,272 | 12,015,000 | PRN | SOLE | 11,112,000 | 0 | 903,000 | ||
TRULIA LLC 2.75 15 DEC 20 | SDBCV | 897888AB9 | 3,116 | 2,053,000 | PRN | SOLE | 1,859,000 | 0 | 194,000 | ||
UTILITIES SELECT SECTOR INDX | COM | 81369Y886 | 5,817 | 100,000 | SH | Put | SOLE | 0 | 0 | 0 | |
VECTOR GROUP LTD 1.75 15APR20 | SDBCV | 92240MBC1 | 65,491 | 64,273,000 | PRN | SOLE | 61,738,000 | 0 | 2,535,000 | ||
WAYFAIR INC .375 1SEP22 | SDBCV | 94419LAB7 | 86,806 | 56,607,000 | PRN | SOLE | 50,954,000 | 0 | 5,653,000 | ||
WHITING PETROLEUM 1.25 1APR20 | SDBCV | 966387AL6 | 36,566 | 37,741,000 | PRN | SOLE | 35,656,000 | 0 | 2,085,000 | ||
WHITING PETROLEUM CORP | COM | 966387409 | 2,615 | 100,000 | SH | SOLE | 94,595 | 0 | 5,405 | ||
ZENDESK INC 0.25 15MAR23 | SDBCV | 98936JAB7 | 58,462 | 40,056,000 | PRN | SOLE | 37,813,000 | 0 | 2,243,000 |