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 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 1,128 | 1,310,000 | PRN | SOLE | 1,310,000 | 0 | 0 | ||
ACT II GLOBAL ACQUISITION CO | CL A SHS | G0080J104 | 985 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AKAZOO SA | *W EXP 09/11/202 | L0164E116 | 53 | 171,462 | SH | SOLE | 171,462 | 0 | 0 | ||
ALTA EQUIPMENT GROUP INC | COMMON STOCK | 02128L106 | 275 | 64,300 | SH | SOLE | 64,300 | 0 | 0 | ||
ALTA EQUIPMENT GROUP INC | *W EXP 02/14/202 | 02128L114 | 258 | 317,000 | SH | SOLE | 317,000 | 0 | 0 | ||
ALUSSA ENERGY ACQUISITION CO | UNIT 10/31/2026 | G0232J127 | 4,455 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 1,236 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
AMCI ACQUISITION CORP | *W EXP 05/20/202 | 00165R119 | 3 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
ARYA SCIENCES ACQUISITION CO | UNIT 10/04/2023 | G3165V117 | 550 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ATLAS TECHNICAL CONSULTANTS | *W EXP 11/26/202 | 049430119 | 207 | 290,700 | SH | SOLE | 290,700 | 0 | 0 | ||
AVANTOR INC | 6.25 PFD CNV SR | 05352A209 | 18 | 40,000 | PRN | SOLE | 40,000 | 0 | 0 | ||
BROADMARK RLTY CAP INC | *W EXP 11/15/202 | 11135B118 | 20 | 91,312 | SH | SOLE | 91,312 | 0 | 0 | ||
BROOGE HLDGS LTD | *W EXP 12/20/202 | G1611B115 | 113 | 151,750 | SH | SOLE | 151,750 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,144 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CF FIN ACQUISITION CORP | UNIT 04/30/2025 | 12528N206 | 2,033 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 786 | 20,000 | SH | Put | SOLE | 0 | 0 | 0 | |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 1,771 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
COLLIER CREEK HOLDINGS | UNIT 99/99/9999 | G22707122 | 1,225 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 12,268 | 11,486,000 | PRN | SOLE | 11,486,000 | 0 | 0 | ||
CRESCENT ACQUISITION CORP | UNIT 99/99/9999 | 22564L204 | 1,404 | 137,009 | SH | SOLE | 137,009 | 0 | 0 | ||
CRESCENT ACQUISITION CORP | COM CL A | 22564L105 | 3,940 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
CTRIP COM INTL LTD | DBCV 1.990% 7/0 | 22943FAH3 | 2,443 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 44,916 | 26,029,000 | PRN | SOLE | 26,029,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 6,795 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
DIAMONDPEAK HLDGS COR | COM CL A | 25280H100 | 5,385 | 530,000 | SH | SOLE | 530,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 4,030 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
DMY TECHNOLOGY GROUP INC | UNIT 99/99/9999 | 233253202 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
FALCON MINERALS CORP | *W EXP 07/21/202 | 30607B208 | 12 | 91,380 | SH | SOLE | 91,380 | 0 | 0 | ||
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 8,693 | 859,000 | SH | SOLE | 859,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 1,228 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP III | COM CL A | 31811A101 | 612 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 3,591 | 4,254,000 | PRN | SOLE | 4,254,000 | 0 | 0 | ||
FORUM MERGER II CORP | CL A | 34986F103 | 3,643 | 354,000 | SH | SOLE | 354,000 | 0 | 0 | ||
FORUM MERGER II CORP | *W EXP 09/30/202 | 34986F111 | 30 | 161,500 | SH | SOLE | 161,500 | 0 | 0 | ||
GALILEO ACQUISITION CORP | UNIT 99/99/9999 | G3770A128 | 3,840 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
GALILEO ACQUISITION CORP | SHS | G3770A102 | 726 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
GIGCAPITAL2 INC | UNIT 02/28/2026 | 375036209 | 3,030 | 296,500 | SH | SOLE | 296,500 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 7,476 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
GLRY STR NW MDIA GRUP HLDG L | *W EXP 02/13/202 | G39973113 | 28 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 56 | 358,250 | SH | SOLE | 358,250 | 0 | 0 | ||
GORES HLDGS IV INC | UNIT 02/01/2023 | 382865202 | 4,403 | 440,775 | SH | SOLE | 440,775 | 0 | 0 | ||
GORES METROPOULOS INC | UNIT 99/99/9999 | 382872208 | 242 | 23,417 | SH | SOLE | 23,417 | 0 | 0 | ||
GORES METROPOULOS INC | COM CL A | 382872109 | 1,705 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
GRAF INDL CORP | *W EXP 12/31/202 | 384278115 | 57 | 573,000 | SH | SOLE | 573,000 | 0 | 0 | ||
GRAF INDL CORP | COM | 384278107 | 5,827 | 573,000 | SH | SOLE | 573,000 | 0 | 0 | ||
GREENROSE ACQUISITION CORP | UNIT 02/28/2024 | 395392202 | 4,850 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
GX ACQUISITION CORP | COM CL A | 36251A107 | 3,920 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP II | COM CL A | 42087L101 | 1,366 | 139,562 | SH | SOLE | 139,562 | 0 | 0 | ||
HEALTHCARE MERGER CORP | UNIT 12/17/2021 | 42227L201 | 504 | 49,400 | SH | SOLE | 49,400 | 0 | 0 | ||
HENNESSY CAP ACQUSTION CORP | UNIT 99/99/9999 | 42589C203 | 2,802 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 249 | 437,089 | SH | SOLE | 437,089 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 2,912 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 22,894 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
INSURANCE ACQUISITION CORP | CL A | 457867109 | 1,003 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 6,884 | 8,504,000 | PRN | SOLE | 8,504,000 | 0 | 0 | ||
INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 193 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
INTERPRIVATE ACQUISITION COR | UNIT 10/29/2024 | 46064A202 | 4,854 | 490,800 | SH | SOLE | 490,800 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 1,953 | 4,035,000 | PRN | SOLE | 4,035,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 1,425 | 18,486 | SH | SOLE | 18,486 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 153 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
KAIXIN AUTO HLDGS | SHS | G5223X100 | 18 | 20,476 | SH | SOLE | 20,476 | 0 | 0 | ||
KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 7,258 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 1,286 | 52,000 | SH | Call | SOLE | 0 | 0 | 0 | |
LEISURE ACQUISITION CORP | *W EXP 12/05/201 | 52539T115 | 14 | 89,881 | SH | SOLE | 89,881 | 0 | 0 | ||
LF CAP ACQUISITION CORP | CL A | 50200K108 | 5,148 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 2,345 | 228,346 | SH | SOLE | 228,346 | 0 | 0 | ||
LGL SYS ACQUISITION CORP | UNIT 10/24/2024 | 50201G205 | 3,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
LIV CAP ACQUISITION CORP | UNIT 99/99/9999 | G5510C124 | 3,920 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
MERIDA MERGER CORP I | *W EXP 11/07/202 | 58953M114 | 122 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
MERIDA MERGER CORP I | COM | 58953M106 | 6,668 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 4,906 | 5,201,000 | PRN | SOLE | 5,201,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 16,872 | 11,778,000 | PRN | SOLE | 11,778,000 | 0 | 0 | ||
MONOCLE ACQUISITION CORP | *W EXP 12/06/202 | 609754114 | 60 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
MONOCLE ACQUISITION CORP | COM | 609754106 | 2,510 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | *W EXP 02/12/202 | 624745113 | 51 | 156,815 | SH | SOLE | 156,815 | 0 | 0 | ||
NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 13 | 47,519 | SH | SOLE | 47,519 | 0 | 0 | ||
NETFIN ACQUISITION CORP | UNIT 08/01/2024 | G6455A123 | 10,221 | 1,015,000 | SH | SOLE | 1,015,000 | 0 | 0 | ||
NETFIN ACQUISITION CORP | SHS CL A | G6455A107 | 7,016 | 713,039 | SH | SOLE | 713,039 | 0 | 0 | ||
NEW PROVIDENCE ACQUISITION | UNIT 09/01/2024 | 64822P205 | 1,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 19,214 | 18,368,000 | PRN | SOLE | 18,368,000 | 0 | 0 | ||
OAKTREE ACQUISITION CORP | UNIT 99/99/9999 | G67145121 | 1,998 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 7,983 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
OSPREY TECHNLGY AQUISTION CO | UNIT 10/30/2024 | 68839R401 | 3,879 | 397,400 | SH | SOLE | 397,400 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 4,420 | 6,208,000 | PRN | SOLE | 6,208,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 4,832 | 3,537,000 | PRN | SOLE | 3,537,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 2,331 | 1,175,000 | PRN | SOLE | 1,175,000 | 0 | 0 | ||
REPLAY ACQUISITION CORP | COM | G75130107 | 3,046 | 308,096 | SH | SOLE | 308,096 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 16,662 | 15,992,000 | PRN | SOLE | 15,992,000 | 0 | 0 | ||
RMG ACQUISITION CORP | CL A | 749641106 | 4,358 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
RMG ACQUISITION CORP | UNIT 99/99/9999 | 749641205 | 506 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ROSEHILL RES INC | *W EXP 04/27/202 | 777385113 | 4 | 150,271 | SH | SOLE | 150,271 | 0 | 0 | ||
SC HEALTH CORP | COM CL A | G78516203 | 1,370 | 138,000 | SH | SOLE | 138,000 | 0 | 0 | ||
SC HEALTH CORP | UNIT 99/99/9999 | G78516302 | 969 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
SCHULTZE SPL PURP ACQUSTN CO | COM | 80821R109 | 506 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SCHULTZE SPL PURP ACQUSTN CO | UNIT 12/31/2023 | 80821R208 | 6,031 | 585,000 | SH | SOLE | 585,000 | 0 | 0 | ||
SCVX CORP | UNIT 99/99/9999 | G79448109 | 299 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 47 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 57,869 | 27,045,000 | PRN | SOLE | 27,045,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 2,774 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
SILVER SPIKE ACQUISITION COR | UNIT 99/99/9999 | G8136L122 | 4,950 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
SOFTWARE ACQUISITION GROUP I | UNIT 10/01/2026 | 83406B200 | 5,664 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
SOFTWARE ACQUISITION GROUP I | COM CL A | 83406B101 | 2,407 | 247,583 | SH | SOLE | 247,583 | 0 | 0 | ||
SONY CORP | SPONSORED ADR | 835699307 | 7,102 | 120,008 | SH | SOLE | 120,008 | 0 | 0 | ||
SPARTAN ENERGY ACQUISITION C | CL A COM STK | 846784106 | 4,024 | 398,000 | SH | SOLE | 398,000 | 0 | 0 | ||
SPDR SER TR | S&P METALS MNG | 78464A755 | 807 | 50,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SPDR SER TR | S&P HOMEBUILD | 78464A888 | 745 | 25,000 | SH | Call | SOLE | 0 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 6,460 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 551 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 36,727 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 10,341 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
SWITCHBACK ENERGY ACQUISTN C | UNIT 99/99/9999 | 87105M201 | 2,272 | 233,000 | SH | SOLE | 233,000 | 0 | 0 | ||
SWITCHBACK ENERGY ACQUISTN C | COM CL A | 87105M102 | 965 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 42,107 | 23,500,000 | PRN | SOLE | 23,500,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 2,743 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 2,460 | 1,432,000 | PRN | SOLE | 1,432,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,014 | 1,039,000 | PRN | SOLE | 1,039,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,338 | 3,583,000 | PRN | SOLE | 3,583,000 | 0 | 0 | ||
TORTOISE ACQUISITION CORP | UNIT 03/04/2024 | 89154L209 | 493 | 50,800 | SH | SOLE | 50,800 | 0 | 0 | ||
TRINE ACQUISITION CORP | UNIT 03/31/2021 | 89628U207 | 597 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
TRINE ACQUISITION CORP | COM CL A | 89628U108 | 4,537 | 458,055 | SH | SOLE | 458,055 | 0 | 0 | ||
TUSCAN HLDGS CORP II | COM | 90070A103 | 3,812 | 390,963 | SH | SOLE | 390,963 | 0 | 0 | ||
TUSCAN HLDGS CORP II | UNIT 04/01/2026 | 90070A202 | 6,883 | 697,000 | SH | SOLE | 697,000 | 0 | 0 | ||
TUSCAN HOLDINGS CORP | UNIT 99/99/9999 | 90069K203 | 8,876 | 877,904 | SH | SOLE | 877,904 | 0 | 0 | ||
TUSCAN HOLDINGS CORP | COM | 90069K104 | 4,677 | 470,000 | SH | SOLE | 470,000 | 0 | 0 | ||
VECTOIQ ACQUISITION CORP | *W EXP 05/11/202 | 92243N111 | 123 | 66,082 | SH | SOLE | 66,082 | 0 | 0 | ||
VEONEER INCORPORATED | NOTE 4.000% 6/0 | 92336XAA7 | 6,955 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 1,790 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 31,566 | 19,800,000 | PRN | SOLE | 19,800,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 7,585 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 |