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 |
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 9,187 | 8,800,000 | PRN | SOLE | 8,800,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.75% 6/1 | 00484MAA4 | 1,302 | 1,528,000 | PRN | SOLE | 1,528,000 | 0 | 0 | ||
NOVELION THERAPEUTICS INC | COM NEW | 67001K202 | 189 | 63,734 | SH | SOLE | 63,734 | 0 | 0 | ||
AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 1,140 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ALLEGRO MERGER CORP | UNIT 12/31/2023 | 01749N301 | 1,294 | 126,000 | SH | SOLE | 126,000 | 0 | 0 | ||
BLACK RIDGE ACQUISITION CORP | UNIT 10/05/2022 | 09216T206 | 1,126 | 100,900 | SH | SOLE | 100,900 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 299 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 1,015 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,398 | 1,469,000 | PRN | SOLE | 1,469,000 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,632 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 939 | 893,000 | PRN | SOLE | 893,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 4,877 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
DERMIRA INC | NOTE 3.000% 5/1 | 24983LAB0 | 4,288 | 5,140,000 | PRN | SOLE | 5,140,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,134 | 3,119,000 | PRN | SOLE | 3,119,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 3,007 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 1,028 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 2,866 | 4,150,000 | PRN | SOLE | 4,150,000 | 0 | 0 | ||
FORUM MERGER II CORP | CL A | 34986F103 | 663 | 69,385 | SH | SOLE | 69,385 | 0 | 0 | ||
FORUM MERGER II CORP | UNIT 09/30/2025 | 34986F202 | 4,101 | 405,615 | SH | SOLE | 405,615 | 0 | 0 | ||
GDS HLDGS LTD | DEBT 2.000% 6/0 | G3902LAA7 | 3,231 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
GSV CAP CORP | NOTE 4.750% 3/2 | 36191JAC5 | 1,346 | 1,392,000 | PRN | SOLE | 1,392,000 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 1,313 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 317 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 890 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 2,031 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 4,843 | 4,800,000 | PRN | SOLE | 4,800,000 | 0 | 0 | ||
ISHARES TR | IBOXX INV CP ETF | 464287242 | 3,149 | 27,400 | SH | SOLE | 27,400 | 0 | 0 | ||
LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 1,408 | 139,090 | SH | SOLE | 139,090 | 0 | 0 | ||
MTECH ACQUISITION CORP | *W EXP 08/01/202 | 55378W115 | 7 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
MTECH ACQUISITION CORP | UNIT 01/19/2023 | 55378W206 | 2,555 | 214,745 | SH | SOLE | 214,745 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 3,666 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 2,273 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 4,648 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
MODERN MEDIA ACQUISITION | UNIT 99/99/9999 | 60765P202 | 434 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
MOMO INC | DEBT 1.250% 7/0 | G6200PAA0 | 2,915 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 515 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 2,965 | 2,850,000 | PRN | SOLE | 2,850,000 | 0 | 0 | ||
NANTHEALTH INC | NOTE 5.500%12/1 | 630104AB3 | 1,314 | 2,100,000 | PRN | SOLE | 2,100,000 | 0 | 0 | ||
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 2,020 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 2,516 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 819 | 827,000 | PRN | SOLE | 827,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 1,234 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 7,034 | 7,175,000 | PRN | SOLE | 7,175,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | UNIT 07/27/2022 | 70957E204 | 553 | 51,700 | SH | SOLE | 51,700 | 0 | 0 | ||
PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 3,328 | 3,767,000 | PRN | SOLE | 3,767,000 | 0 | 0 | ||
PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 3,102 | 299,000 | SH | SOLE | 299,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 769 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 6,816 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 8,442 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 955 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 945 | 3,250 | SH | SOLE | 3,250 | 0 | 0 | ||
SEA LTD | DEBT 2.250% 7/0 | G7948TAA7 | 3,456 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
SIMPLY GOOD FOODS CO | COM | 82900L102 | 198 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 4,769 | 5,479,000 | PRN | SOLE | 5,479,000 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 3,796 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 4,888 | 5,100,000 | PRN | SOLE | 5,100,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 2,052 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 7,702 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 1,538 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TRINITY MERGER CORP | UNIT 05/11/2025 | 89653L205 | 1,253 | 121,868 | SH | SOLE | 121,868 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 7,461 | 7,250,000 | PRN | SOLE | 7,250,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 515 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
VECTOR GROUP LTD | FRNT | 92240MBC1 | 313 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
CM SEVEN STAR ACQUISITION CO | UNIT 08/21/2022 | G2345N128 | 3,162 | 287,500 | SH | SOLE | 287,500 | 0 | 0 | ||
THUNDER BRIDGE ACQUISITION L | UNIT 01/01/2025 | G8857R118 | 1,524 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TKK SYMPHONY ACQUISITION COR | UNIT 08/15/2023 | G88950111 | 1,818 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
TWELVE SEAS INVESTMENT COMPA | UNIT 06/21/2023 | G9145A123 | 2,163 | 209,000 | SH | SOLE | 209,000 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | *W EXP 06/20/202 | G1142P112 | 52 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HL ACQUISITIONS CORP | UNIT 06/21/2023 | G4603R114 | 770 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
LONGEVITY ACQUISITION CORP | UNIT 08/29/2024 | G56372108 | 666 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
TENZING ACQUISITION CORP | UNIT 08/24/2024 | G8708A124 | 1,006 | 100,000 | SH | SOLE | 100,000 | 0 | 0 |