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 | 4,544 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.250%12/1 | 00773VAB2 | 5,537 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| AETNA INC NEW | COM | 00817Y108 | 25,768 | 152,473 | SH | SOLE | 152,473 | 0 | 0 | ||
| AETNA INC NEW | COM | 00817Y108 | 33,800 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| AG MTG INVT TR INC | COM | 001228105 | 6,948 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| ALEXANDRIA REAL ESTATE EQ IN | PFD CONV SER D | 015271505 | 1,796 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ALTA MESA RES INC | CL A | 02133L109 | 3,589 | 448,575 | SH | SOLE | 448,575 | 0 | 0 | ||
| ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 13,045 | 1,630,633 | SH | SOLE | 1,630,633 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 7,130 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 18,711 | 1,871,123 | SH | SOLE | 1,871,123 | 0 | 0 | ||
| AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 24,741 | 2,474,077 | SH | SOLE | 2,474,077 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 30,744 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
| BBX CAP CORP NEW | CL A | 05491N104 | 39,349 | 4,272,458 | SH | SOLE | 4,272,458 | 0 | 0 | ||
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 31,101 | 520,000 | SH | SOLE | 520,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 6,808 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 9,821 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| BOOKING HLDGS INC | COM | 09857L108 | 23,716 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
| CAPITOL INVT CORP IV | CL A ORD | G18920101 | 16,584 | 1,715,000 | SH | SOLE | 1,715,000 | 0 | 0 | ||
| CAPITOL INVT CORP IV | *W EXP 01/01/202 | G18920127 | 5,528 | 571,666 | SH | SOLE | ` | 571,666 | 0 | 0 | |
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 4,214 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| CINEDIGM CORP | COM NEW | 172406209 | 189 | 137,757 | SH | SOLE | 137,757 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 12,428 | 2,536,316 | SH | SOLE | 2,536,316 | 0 | 0 | ||
| CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 11,657 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| DFB HEALTHCARE ACQUISTION CO | UNIT 01/30/2023 | 23291E208 | 6,030 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 8,368 | 8,632,000 | PRN | SOLE | 8,632,000 | 0 | 0 | ||
| FEDERAL STR ACQUISITION CORP | CL A | 31421V107 | 19,540 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| FEDERAL STR ACQUISITION CORP | *W EXP 07/24/202 | 31421V115 | 9,770 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FGL HLDGS | *W EXP 11/30/202 | G3402M110 | 31,741 | 3,127,212 | SH | SOLE | 3,127,212 | 0 | 0 | ||
| FINISAR CORP | COM NEW | 31787A507 | 895 | 56,600 | SH | SOLE | 56,600 | 0 | 0 | ||
| FINTECH ACQUISITION CORP II | COM | 31810G109 | 9,940 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP II | *W EXP 01/19/202 | 31810G117 | 4,970 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| GORES HLDGS II INC | COM CL A | 382867109 | 19,500 | 1,950,000 | SH | SOLE | 1,950,000 | 0 | 0 | ||
| GORES HLDGS II INC | *W EXP 03/06/202 | 382867117 | 7,333 | 733,332 | SH | SOLE | 733,332 | 0 | 0 | ||
| GREENBRIER COS INC | COM | 393657101 | 2,588 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
| GTY TECHNOLOGY HOLDINGS INC | CL A | G4182A102 | 30,348 | 3,050,000 | SH | SOLE | 3,050,000 | 0 | 0 | ||
| GTY TECHNOLOGY HOLDINGS INC | C *W EXP 10/25/202 | G4182A128 | 11,277 | 1,133,332 | SH | SOLE | 1,133,332 | 0 | 0 | ||
| HALCON RES CORP | COM PAR NEW | 40537Q605 | 1,705 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| HAYMAKER ACQUISITION CORP | COM CLASS A | 420870107 | 11,508 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
| HAYMAKER ACQUISITION CORP | *W EXP 10/27/202 | 420870115 | 5,754 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| HENNESSY CAP ACQUSTON CORP I | COM | 42588L105 | 11,385 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
| HENNESSY CAP ACQUSTON CORP I | *W EXP 06/15/202 | 42588L113 | 6,232 | 629,500 | SH | SOLE | 629,500 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 11,317 | 765,181 | SH | SOLE | 765,181 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 16,408 | 69,400 | SH | SOLE | 69,400 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 159,921 | 64,291,000 | PRN | SOLE | 64,291,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 5,722 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| KAYNE ANDERSON ACQUISITION | COM CL A | 48661U102 | 15,664 | 1,600,000 | SH | SOLE | 1,600,000 | 0 | 0 | ||
| KAYNE ANDERSON ACQUISITION | *W EXP 06/30/202 | 48661U110 | 4,895 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| KINDER MORGAN INC DEL | COM | 49456B101 | 5,116 | 339,700 | SH | SOLE | 339,700 | 0 | 0 | ||
| LEO HOLDINGS CORP | UNIT 99/99/9999 | G5463L121 | 8,000 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 29,542 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
| MATLIN & PARTNERS ACQUISITIO | *W EXP 05/28/202 | 57682V114 | 7,840 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| MATLIN & PARTNERS ACQUISITIO | CL A | 57682V106 | 7,840 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 2,876 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 58,044 | 20,532,000 | PRN | SOLE | 20,532,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 27,481 | 15,500,000 | PRN | SOLE | 15,500,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.250% 2/1 | 595017AH7 | 11,913 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 68,176 | 38,100,000 | PRN | SOLE | 38,100,000 | 0 | 0 | ||
| MONSANTO CO NEW | COM | 61166W101 | 78,766 | 675,000 | SH | SOLE | 675,000 | 0 | 0 | ||
| MOSAIC ACQUISITION CORP | UNIT 99/99/9999 | G62848117 | 4,024 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 8,096 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 7,020 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 87,750 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 58,500 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| OSPREY ENERGY ACQUISITION CO | CL A COM | 688397108 | 19,240 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| OSPREY ENERGY ACQUISITION CO | *W EXP 07/21/202 | 688397116 | 9,620 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| PLATINUM EAGLE ACQUISITIN CO | UNIT 01/09/2023 | G7126L126 | 4,568 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| PROOFPOINT INC | COM | 743424103 | 5,853 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
| PROTALIX BIOTHERAPEUTICS INC | NOTE 7.500%11/1 | 74365AAD3 | 2,756 | 2,879,000 | PRN | SOLE | 2,879,000 | 0 | 0 | ||
| RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 16,509 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 15,772 | 7,800,000 | PRN | SOLE | 7,800,000 | 0 | 0 | ||
| REGALWOOD GLOBAL ENERGY LTD | UNIT 99/99/9999 | G74760110 | 20,160 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| REX ENERGY CORPORATION | COM NEW | 761565506 | 30 | 33,358 | SH | SOLE | 33,358 | 0 | 0 | ||
| ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 3,874 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| RPM INTL INC | COM | 749685103 | 2,908 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
| SABAN CAP ACQUISITION CORP | COM CL A | 78516C106 | 11,928 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
| SABAN CAP ACQUISITION CORP | *W EXP 09/21/202 | 78516C114 | 5,964 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| SENTINEL ENERGY SVCS INC | UNIT 11/02/2022 | G8062D128 | 15,862 | 1,599,000 | SH | SOLE | 1,599,000 | 0 | 0 | ||
| SIMPLY GOOD FOODS CO | *W EXP 07/07/202 | 82900L110 | 9,953 | 724,900 | SH | SOLE | 724,900 | 0 | 0 | ||
| SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 30,090 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| SOCIAL CAP HEDOSOPHIA HLDGS | *W EXP 09/14/202 | G8250R129 | 10,030 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| TERRAFORM PWR INC | COM CL A | 88104R209 | 36,852 | 3,434,464 | SH | SOLE | 3,434,464 | 0 | 0 | ||
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 43,140 | 24,000,000 | PRN | SOLE | 24,000,000 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 94,580 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 16,123 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| TPG PACE ENERGY HLDGS CORP | CL A | 872656103 | 22,748 | 2,250,000 | SH | SOLE | 2,250,000 | 0 | 0 | ||
| TPG PACE ENERGY HLDGS CORP | *W EXP 99/99/999 | 872656111 | 7,583 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| TPG PACE HLDGS CORP | UNIT 99/99/9999 | G89827102 | 9,918 | 950,000 | SH | SOLE | 950,000 | 0 | 0 | ||
| VANTAGE ENERGY ACQUISITION | COM CL A | 92211L105 | 14,670 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| VANTAGE ENERGY ACQUISITION | *W EXP 04/12/202 | 92211L113 | 4,890 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 14,270 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 196,215 | 9,419,815 | SH | SOLE | 9,419,815 | 0 | 0 | ||
| DISNEY WALT CO | COM DISNEY | 254687106 | 4,118 | 40,999 | SH | SOLE | 40,999 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 4,482 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| XL GROUP LTD | COM | G98294104 | 19,341 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||