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 |
AGNC INVT CORP | COM | 00123Q104 | 23,290 | 1,805,445 | SH | SOLE | 0 | 1,805,445 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 35,443 | 37,500,000 | PRN | SOLE | 0 | 37,500,000 | 0 | 0 | |
ANTERO MIDSTREAM CORP | COM | 03676B102 | 28,221 | 5,533,532 | SH | SOLE | 0 | 5,533,532 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 2,196 | 2,330,000 | PRN | SOLE | 0 | 2,330,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 19,171 | 20,739,000 | PRN | SOLE | 0 | 20,739,000 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 13,447 | 3,756,272 | SH | SOLE | 0 | 3,756,272 | 0 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 25,537 | 1,555,260 | SH | SOLE | 0 | 1,555,260 | 0 | 0 | |
CARNIVAL PLC | ADR | 14365C103 | 8,044 | 639,421 | SH | SOLE | 0 | 639,421 | 0 | 0 | |
CC NEUBERGER PRINCIPAL HLDNG | UNIT 99/99/9999 | G1992Y106 | 2,120 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
CHURCHILL CAP CORP III | UNIT 03/01/2027 | 17144C203 | 3,110 | 275,000 | SH | SOLE | 0 | 275,000 | 0 | 0 | |
CITIC CAPITAL ACQUISITION CO | UNIT 99/99/9999 | G21513125 | 693 | 69,000 | SH | SOLE | 0 | 69,000 | 0 | 0 | |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 3,079 | 4,963,000 | PRN | SOLE | 0 | 4,963,000 | 0 | 0 | |
CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 3,719 | 613,640 | SH | SOLE | 0 | 613,640 | 0 | 0 | |
DFP HEALTHCARE ACQUISITNS CO | UNIT 03/31/2025 | 23343Q209 | 2,130 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 176,827 | 191,971,000 | PRN | SOLE | 0 | 191,971,000 | 0 | 0 | |
DMY TECHNOLOGY GROUP INC | UNIT 99/99/9999 | 233253202 | 1,059 | 100,100 | SH | SOLE | 0 | 100,100 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 123,537 | 128,584,000 | PRN | SOLE | 0 | 128,584,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 53,809 | 51,692,000 | PRN | SOLE | 0 | 51,692,000 | 0 | 0 | |
FLYING EAGLE ACQUISITION COR | UNIT 99/99/9999 | 34407Y202 | 2,039 | 175,000 | SH | SOLE | 0 | 175,000 | 0 | 0 | |
FOLEY TRASIMENE ACQUISTN COR | UNIT 99/99/9999 | 34431F203 | 5,602 | 525,000 | SH | SOLE | 0 | 525,000 | 0 | 0 | |
FORTRESS VALUE ACQUISITION C | UNIT 99/99/9999 | 34962V205 | 4,534 | 440,150 | SH | SOLE | 0 | 440,150 | 0 | 0 | |
FUSION ACQUISITION CORP | UNIT 99/99/9999 | 36118H204 | 508 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
GIGCAPITAL3 INC | UNIT 99/99/9999 | 37519D206 | 2,510 | 250,000 | SH | SOLE | 0 | 250,000 | 0 | 0 | |
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 4,077 | 5,500,000 | PRN | SOLE | 0 | 5,500,000 | 0 | 0 | |
GOLAR LNG LTD | SHS | G9456A100 | 7,207 | 995,400 | SH | Put | SOLE | 0 | 995,400 | 0 | 0 |
GORES HLDGS IV INC | UNIT 02/01/2023 | 382865202 | 1,300 | 125,000 | SH | SOLE | 0 | 125,000 | 0 | 0 | |
GREENROSE ACQUISITION CORP | UNIT 02/28/2024 | 395392202 | 5,005 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
GS ACQUISITION HLDGS CORP II | UNIT 99/99/9999 | 36258Q204 | 2,102 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 1,128 | 800,000 | SH | SOLE | 0 | 800,000 | 0 | 0 | |
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 8,646 | 10,054,001 | SH | SOLE | 0 | 10,054,001 | 0 | 0 | |
HUBSPOT INC | COM | 443573100 | 2,154 | 9,600 | SH | SOLE | 0 | 9,600 | 0 | 0 | |
HUDSON EXECUTIVE INVT CORP | UNIT 06/21/2025 | 443761200 | 4,796 | 467,900 | SH | SOLE | 0 | 467,900 | 0 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 705,445 | 2,181,338 | SH | SOLE | 0 | 2,181,338 | 0 | 0 | |
INTERPRIVATE ACQUISITION COR | UNIT 10/29/2024 | 46064A202 | 5,080 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
JAWS ACQUISITION CORP | UNIT 99/99/9999 | G50744120 | 4,088 | 391,900 | SH | SOLE | 0 | 391,900 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 25,155 | 27,400,000 | PRN | SOLE | 0 | 27,400,000 | 0 | 0 | |
KALEYRA INC | *W EXP 12/12/202 | 483379111 | 33 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
KENSINGTON CAP ACQUISITION C | UNIT 07/01/2027 | 490073202 | 5,010 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 17,925 | 17,000,000 | PRN | SOLE | 0 | 17,000,000 | 0 | 0 | |
LONGVIEW ACQUISITION CORP | UNIT 99/99/9999 | 543195200 | 4,545 | 450,000 | SH | SOLE | 0 | 450,000 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 9,632 | 1,400,000 | SH | Put | SOLE | 0 | 1,400,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 30,898 | 20,912,000 | PRN | SOLE | 0 | 20,912,000 | 0 | 0 | |
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 7,525 | 7,000,000 | PRN | SOLE | 0 | 7,000,000 | 0 | 0 | |
NIO INC | NOTE 4.500% 2/0 | 62914VAB2 | 10,808 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
O-I GLASS INC | COM | 67098H104 | 780 | 86,892 | SH | SOLE | 0 | 86,892 | 0 | 0 | |
OASIS PETROLEUM INC | NOTE 2.625% 9/1 | 674215AJ7 | 785 | 4,825,000 | PRN | SOLE | 0 | 4,825,000 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 27,607 | 23,648,000 | PRN | SOLE | 0 | 23,648,000 | 0 | 0 | |
OPEN LENDING CORP | COM CL A | 68373J104 | 956 | 63,300 | SH | SOLE | 0 | 63,300 | 0 | 0 | |
OPKO HEALTH INC | COM | 68375N103 | 660 | 193,409 | SH | SOLE | 0 | 193,409 | 0 | 0 | |
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 45,700 | 43,635,000 | PRN | SOLE | 0 | 43,635,000 | 0 | 0 | |
PAE INC | *W EXP 09/11/202 | 69290Y117 | 1,567 | 650,000 | SH | SOLE | 0 | 650,000 | 0 | 0 | |
PAGERDUTY INC | COM | 69553P100 | 1,623 | 56,700 | SH | SOLE | 0 | 56,700 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 51,779 | 48,325,000 | PRN | SOLE | 0 | 48,325,000 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 19,537 | 13,000,000 | PRN | SOLE | 0 | 13,000,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 22,871 | 31,050,000 | PRN | SOLE | 0 | 31,050,000 | 0 | 0 | |
RANPAK HLDGS CORP | *W EXP 06/03/202 | 75321W111 | 581 | 375,000 | SH | SOLE | 0 | 375,000 | 0 | 0 | |
SCVX CORP | UNIT 99/99/9999 | G79448109 | 777 | 75,000 | SH | SOLE | 0 | 75,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 | 4,150 | 76,800 | SH | Call | SOLE | 0 | 76,800 | 0 | 0 |
SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 | 4,150 | 76,800 | SH | Put | SOLE | 0 | 76,800 | 0 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,086 | 28,700 | SH | Call | SOLE | 0 | 28,700 | 0 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,086 | 28,700 | SH | Put | SOLE | 0 | 28,700 | 0 | 0 |
SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 | 1,044 | 30,000 | SH | Call | SOLE | 0 | 30,000 | 0 | 0 |
SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 | 1,044 | 30,000 | SH | Put | SOLE | 0 | 30,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 575 | 4,500 | SH | Call | SOLE | 0 | 4,500 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 575 | 4,500 | SH | Put | SOLE | 0 | 4,500 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 2,627 | 44,800 | SH | Call | SOLE | 0 | 44,800 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 2,627 | 44,800 | SH | Put | SOLE | 0 | 44,800 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 5,404 | 54,000 | SH | Call | SOLE | 0 | 54,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 5,404 | 54,000 | SH | Put | SOLE | 0 | 54,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 3,744 | 161,800 | SH | Call | SOLE | 0 | 161,800 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 3,744 | 161,800 | SH | Put | SOLE | 0 | 161,800 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 2,961 | 43,100 | SH | Call | SOLE | 0 | 43,100 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 2,961 | 43,100 | SH | Put | SOLE | 0 | 43,100 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,140 | 20,200 | SH | Call | SOLE | 0 | 20,200 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,140 | 20,200 | SH | Put | SOLE | 0 | 20,200 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 935 | 16,600 | SH | Call | SOLE | 0 | 16,600 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 935 | 16,600 | SH | Put | SOLE | 0 | 16,600 | 0 | 0 |
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 6,259 | 59,900 | SH | Call | SOLE | 0 | 59,900 | 0 | 0 |
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 6,259 | 59,900 | SH | Put | SOLE | 0 | 59,900 | 0 | 0 |
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 3,200 | 3,430,000 | PRN | SOLE | 0 | 3,430,000 | 0 | 0 | |
SOCIAL CAP HDOSPHIA HLDG CO | UNIT 99/99/9999 | G8250T117 | 1,256 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
SOCIAL CAP HEDSPIA HLDG CO I | UNIT 99/99/9999 | G8251K123 | 5,935 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 73,646 | 61,500,000 | PRN | SOLE | 0 | 61,500,000 | 0 | 0 | |
SPDR GOLD TR | GOLD SHS | 78463V107 | 57,575 | 344,000 | SH | Put | SOLE | 0 | 344,000 | 0 | 0 |
SUSTAINABLE OPPORTNTS ACQ CO | UNIT 99/99/9999 | G8598Y125 | 9,848 | 975,000 | SH | SOLE | 0 | 975,000 | 0 | 0 | |
TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 12,488 | 27,000,000 | PRN | SOLE | 0 | 27,000,000 | 0 | 0 | |
TREBIA ACQUISITION CORP | UNIT 99/99/9999 | G9027T125 | 3,135 | 300,000 | SH | SOLE | 0 | 300,000 | 0 | 0 | |
TRONOX HOLDINGS PLC | SHS | G9087Q102 | 1,588 | 220,000 | SH | SOLE | 0 | 220,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 57,675 | 61,061,000 | PRN | SOLE | 0 | 61,061,000 | 0 | 0 | |
US ECOLOGY INC | *W EXP 10/17/202 | 91734M111 | 55 | 11,524 | SH | SOLE | 0 | 11,524 | 0 | 0 | |
VALARIS PLC | SHS CLASS A | G9402V109 | 130 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
VALARIS PLC | SHS CLASS A | G9402V109 | 326 | 500,000 | SH | Put | SOLE | 0 | 500,000 | 0 | 0 |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 3,888 | 106,000 | SH | Put | SOLE | 0 | 106,000 | 0 | 0 |
VERTIV HOLDINGS CO | *W EXP 06/12/202 | 92537N116 | 4,262 | 1,068,148 | SH | SOLE | 0 | 1,068,148 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 2,421 | 2,325,000 | PRN | SOLE | 0 | 2,325,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 81,023 | 69,386,000 | PRN | SOLE | 0 | 69,386,000 | 0 | 0 |