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 |
| Acorda Therapeutics Inc | NOTE 1.750% 6/1 | 00484MAA4 | 5,127 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| Akamai Technologies Inc | DBCV 2/1 | 00971TAG6 | 11,093 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
| Associated Banc-Corp | *W EXP 11/21/201 | 045487113 | 2,338 | 380,181 | SH | SOLE | 0 | 380,181 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | RIGHT 02/13/2017 | 06759V119 | 20 | 121,896 | SH | SOLE | 0 | 121,896 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | *W EXP 02/11/201 | 06759V127 | 12 | 168,689 | SH | SOLE | 0 | 168,689 | 0 | 0 | |
| Black Ridge Acquisition Corp | COM | 09216T107 | 6,755 | 700,000 | SH | SOLE | 0 | 700,000 | 0 | 0 | |
| Black Ridge Acquisition Corp | RIGHT 07/10/2019 | 09216T123 | 194 | 700,000 | SH | SOLE | 0 | 700,000 | 0 | 0 | |
| Black Ridge Acquisition Corp | *W EXP 07/10/202 | 09216T115 | 214 | 700,000 | SH | SOLE | 0 | 700,000 | 0 | 0 | |
| Ciena Corp | NOTE 3.750%10/1 | 171779AJ0 | 10,513 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | 20,541 | 15,714,000 | PRN | SOLE | 0 | 15,714,000 | 0 | 0 | |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | 12,986 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
| Daseke Inc | *W EXP 02/27/202 | 23753F115 | 1,060 | 525,981 | SH | SOLE | 0 | 525,981 | 0 | 0 | |
| Discovery Communications Inc | COM SER A | 25470F104 | 560 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
| Easterly Acquisition Corp | *W EXP 07/29/202 | 27616L110 | 123 | 207,501 | SH | SOLE | 0 | 207,501 | 0 | 0 | |
| Electronics For Imaging Inc | NOTE 0.750% 9/0 | 286082AC6 | 8,241 | 8,500,000 | PRN | SOLE | 0 | 8,500,000 | 0 | 0 | |
| Estre Ambiental Inc | *W EXP 12/21/202 | G3206V118 | 206 | 300,000 | SH | SOLE | 0 | 300,000 | 0 | 0 | |
| FinTech Acquisition Corp II | COM | 31810G109 | 1,984 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
| Fluidigm Corp | NOTE 2.750% 2/0 | 34385PAA6 | 1,659 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| Forum Merger Corp | COM CL A | 34985B103 | 709 | 71,000 | SH | SOLE | 0 | 71,000 | 0 | 0 | |
| Forum Merger Corp | RIGHT 06/01/2019 | 34985B129 | 132 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
| Forum Merger Corp | UNIT 06/01/2024 | 34985B202 | 951 | 87,290 | SH | SOLE | 0 | 87,290 | 0 | 0 | |
| Forum Merger Corp | *W EXP 06/01/202 | 34985B111 | 54 | 81,700 | SH | SOLE | 0 | 81,700 | 0 | 0 | |
| General Cable Corp | FRNT 4.500%11/1 | 369300AL2 | 15,861 | 15,000,000 | PRN | SOLE | 0 | 15,000,000 | 0 | 0 | |
| Global Partner Acquisition Corp | *W EXP 07/01/202 | 37954X113 | 407 | 391,000 | SH | SOLE | 0 | 391,000 | 0 | 0 | |
| Gores Holdings II Inc | *W EXP 03/06/202 | 382867117 | 48 | 33,332 | SH | SOLE | 0 | 33,332 | 0 | 0 | |
| Hostess Brands Inc | *W EXP 11/04/202 | 44109J114 | 5,070 | 2,228,655 | SH | SOLE | 0 | 2,228,655 | 0 | 0 | |
| IH Merger Sub LLC | NOTE 3.000% 7/0 | 85571WAB5 | 23,427 | 18,194,000 | PRN | SOLE | 0 | 18,194,000 | 0 | 0 | |
| Industrea Acquisition Corp | UNIT 07/21/2024 | 45579J203 | 5,025 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | 7,482 | 7,570,000 | PRN | SOLE | 0 | 7,570,000 | 0 | 0 | |
| Intercept Pharmaceuticals Inc | NOTE 3.250% 7/0 | 45845PAA6 | 3,202 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| Ironwood Pharmaceuticals Inc | DBCV 2.250% 6/1 | 46333XAD0 | 4,654 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| Landcadia Holdings Inc | UNIT 12/31/2021T | 51476W206 | 4,208 | 400,000 | SH | SOLE | 0 | 400,000 | 0 | 0 | |
| Leisure Acquisition Corp | UNIT 99/99/9999 | 52539T206 | 2,973 | 300,000 | SH | SOLE | 0 | 300,000 | 0 | 0 | |
| Matlin and Partners Acquisition Corp | UNIT 05/28/2021A | 57682V205 | 3,528 | 350,000 | SH | SOLE | 0 | 350,000 | 0 | 0 | |
| Medicines Co/The | NOTE 2.500% 1/1 | 584688AE5 | 6,357 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | 42,609 | 25,000,000 | PRN | SOLE | 0 | 25,000,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | 248,127 | 58,077,000 | PRN | SOLE | 0 | 58,077,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | 201,641 | 48,912,000 | PRN | SOLE | 0 | 48,912,000 | 0 | 0 | |
| Modern Media Acquisition Corp | COM | 60765P103 | 5,355 | 546,420 | SH | SOLE | 0 | 546,420 | 0 | 0 | |
| Modern Media Acquisition Corp | RIGHT 99/99/9999 | 60765P129 | 174 | 447,200 | SH | SOLE | 0 | 447,200 | 0 | 0 | |
| Modern Media Acquisition Corp | *W EXP 05/17/202 | 60765P111 | 133 | 274,999 | SH | SOLE | 0 | 274,999 | 0 | 0 | |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | 20,041 | 10,483,000 | PRN | SOLE | 0 | 10,483,000 | 0 | 0 | |
| Nabors Industries Ltd | SHS | G6359F103 | 339 | 49,700 | SH | SOLE | 0 | 49,700 | 0 | 0 | |
| Novavax Inc | NOTE 3.750% 2/0 | 670002AB0 | 1,940 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| Osprey Energy Acquisition Corp | UNIT 07/21/2022 | 688397207 | 3,721 | 374,000 | SH | SOLE | 0 | 374,000 | 0 | 0 | |
| Pensare Acquisition Corp | UNIT 07/27/2022 | 70957E204 | 4,101 | 397,769 | SH | SOLE | 0 | 397,769 | 0 | 0 | |
| Radius Health Inc | NOTE 3.000% 9/0 | 750469AA6 | 11,832 | 12,500,000 | PRN | SOLE | 0 | 12,500,000 | 0 | 0 | |
| Renewable Energy Group Inc | MTNF 2.750% 6/1 | 75972AAA1 | 612 | 585,000 | PRN | SOLE | 0 | 585,000 | 0 | 0 | |
| Renewable Energy Group Inc | NOTE 4.000% 6/1 | 75972AAC7 | 2,558 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| Rosehill Resources Inc | *W EXP 09/16/202 | 777385113 | 280 | 299,900 | SH | SOLE | 0 | 299,900 | 0 | 0 | |
| Saban Capital Acquisition Corp | UNIT 99/99/9999 | 78516C205 | 1,052 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
| Safeguard Scientifics Inc | DBCV 5.250% 5/1 | 786449AK4 | 2,053 | 2,021,000 | PRN | SOLE | 0 | 2,021,000 | 0 | 0 | |
| salesforce.com Inc | NOTE 0.250% 4/0 | 79466LAD6 | 15,460 | 10,074,000 | PRN | SOLE | 0 | 10,074,000 | 0 | 0 | |
| ServiceNow Inc | NOTE 11/0 | 81762PAB8 | 4,414 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| Simply Good Foods Co/The | *W EXP 07/07/202 | 82900L110 | 474 | 122,910 | SH | SOLE | 0 | 122,910 | 0 | 0 | |
| Sucampo Pharmaceuticals Inc | NOTE 3.250%12/1 | 864909AB2 | 7,912 | 6,500,000 | PRN | SOLE | 0 | 6,500,000 | 0 | 0 | |
| SunTrust Banks Inc | *W EXP 11/14/201 | 867914111 | 1,165 | 56,038 | SH | SOLE | 0 | 56,038 | 0 | 0 | |
| TESARO Inc | NOTE 3.000%10/0 | 881569AA5 | 44,576 | 18,027,000 | PRN | SOLE | 0 | 18,027,000 | 0 | 0 | |
| Tesla Inc | NOTE 2.375% 3/1 | 88160RAD3 | 11,649 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | 10,278 | 9,500,000 | PRN | SOLE | 0 | 9,500,000 | 0 | 0 | |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | 11,362 | 10,743,000 | PRN | SOLE | 0 | 10,743,000 | 0 | 0 | |
| Theravance Biopharma Inc | NOTE 3.250%11/0 | 88339KAA0 | 12,243 | 11,166,000 | PRN | SOLE | 0 | 11,166,000 | 0 | 0 | |
| TPG Pace Energy Holdings Corp | UNIT 99/99/9999 | 872656202 | 1,529 | 150,000 | SH | SOLE | 0 | 150,000 | 0 | 0 | |
| Twitter Inc | NOTE 0.250% 9/1 | 90184LAB8 | 1,435 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| Vantage Energy Acquisition Corp | UNIT 04/12/2024 | 92211L204 | 4,784 | 472,738 | SH | SOLE | 0 | 472,738 | 0 | 0 | |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | 383,193 | 114,695,000 | PRN | SOLE | 0 | 114,695,000 | 0 | 0 | |
| VivoPower International PLC | SHS | G9376R100 | 35 | 12,146 | SH | SOLE | 0 | 12,146 | 0 | 0 | |
| Williams Scotsman Corp | *W EXP 09/10/202 | 971375118 | 362 | 252,240 | SH | SOLE | 0 | 252,240 | 0 | 0 | |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | 2,901 | 156,299 | SH | SOLE | 0 | 156,299 | 0 | 0 | |