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 |
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 18,512 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 17,542 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 5,910 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 141 | 504,710 | SH | SOLE | 504,710 | 0 | 0 | ||
AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 5,007 | 504,710 | SH | SOLE | 504,710 | 0 | 0 | ||
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 280 | 130,838 | SH | SOLE | 130,838 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 17,495 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
BISON CAP ACQUISITION CORP | UNIT 99/99/9999T | G1142P120 | 201 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
BRISTOW GROUP INC | COM | 110394103 | 773 | 57,400 | SH | SOLE | 57,400 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 1,108 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
CAPITOL INVT CORP IV | UNIT 99/99/9999 | G18920119 | 4,010 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
CHANGYOU COM LTD | ADS REP CL A | 15911M107 | 1,457 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CHINA AUTOMOTIVE SYS INC | COM | 16936R105 | 97 | 20,204 | SH | SOLE | 20,204 | 0 | 0 | ||
CHINA LODGING GROUP LTD | SPONSORED ADR | 16949N109 | 4,968 | 34,400 | SH | SOLE | 34,400 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 26,810 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
CISION LTD | *W EXP 06/22/202 | G1992S117 | 902 | 331,550 | SH | SOLE | 331,550 | 0 | 0 | ||
CM SEVEN STAR ACQUISITION CO | UNIT 08/21/2022 | G2345N128 | 1,871 | 187,500 | SH | SOLE | 187,500 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 45,396 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 1,668 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
FEDERAL STR ACQUISITION CORP | UNIT 99/99/9999 | 31421V206 | 1,538 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
FGL HLDGS | *W EXP 11/30/202 | G3402M110 | 78 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FGL HLDGS | ORD SHS | G3402M102 | 1,007 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP II | UNIT 99/99/9999 | 31810G208 | 1,367 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
GLOBAL PARTNER ACQUISITION C | *W EXP 07/01/202 | 37954X113 | 432 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
GORES HLDGS II INC | *W EXP 03/06/202 | 382867117 | 167 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
GORES HLDGS II INC | COM CL A | 382867109 | 1,491 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
GTY TECHNOLOGY HOLDINGS INC | UNIT 99/99/9999 | G4182A110 | 2,060 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HAYMAKER ACQUISITION | UNIT 10/19/2022 | 420870206 | 3,960 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTON CORP I | UNIT 06/15/2024 | 42588L204 | 1,557 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 2,520 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 32,653 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 23,080 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 64,566 | 52,000,000 | PRN | SOLE | 52,000,000 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | *W EXP 06/30/202 | 48661U110 | 140 | 166,666 | SH | SOLE | 166,666 | 0 | 0 | ||
KAYNE ANDERSON ACQUISITION | COM CL A | 48661U102 | 4,855 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
LANDCADIA HLDGS INC | *W EXP 06/01/202 | 51476W115 | 175 | 249,600 | SH | SOLE | 249,600 | 0 | 0 | ||
LANDCADIA HLDGS INC | CL A | 51476W107 | 2,484 | 249,600 | SH | SOLE | 249,600 | 0 | 0 | ||
LEISURE ACQUISITION CORP | UNIT 99/99/9999 | 52539T206 | 5,450 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | *W EXP 05/28/202 | 57682V114 | 126 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
MATLIN & PARTNERS ACQUISITIO | CL A | 57682V106 | 2,932 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 31,721 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
MELCO RESORT ENTERTAINMENT L | ADR | 585464100 | 4,551 | 156,700 | SH | SOLE | 156,700 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 144,058 | 84,500,000 | PRN | SOLE | 84,500,000 | 0 | 0 | ||
MOSAIC ACQUISITION CORP | UNIT 99/99/9999 | G62848117 | 5,028 | 496,600 | SH | SOLE | 496,600 | 0 | 0 | ||
NEVRO CORP | COM | 64157F103 | 18,813 | 272,500 | SH | SOLE | 272,500 | 0 | 0 | ||
NEW ORIENTAL ED & TECH GRP I | SPON ADR | 647581107 | 7,497 | 79,752 | SH | SOLE | 79,752 | 0 | 0 | ||
NOAH HLDGS LTD | SPON ADS CL A | 65487X102 | 3,147 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 6,210 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
OSPREY ENERGY ACQUISITION CO | UNIT 07/21/2022 | 688397207 | 2,900 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 1,940 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | *W EXP 07/27/202 | 70957E113 | 28 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 44 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 10,436 | 1,014,200 | SH | SOLE | 1,014,200 | 0 | 0 | ||
PLAYA HOTELS & RESORTS NV | SHS | N70544106 | 1,079 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
REGALWOOD GLOBAL ENERGY LTD | UNIT 99/99/9999 | G74760110 | 9,950 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
SABAN CAP ACQUISITION CORP | UNIT 99/99/9999 | 78516C205 | 1,052 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SENTINEL ENERGY SVCS INC | UNIT 11/02/2022 | G8062D128 | 1,745 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
SILVER RUN ACQUISITION | *W EXP 03/28/202 | 82812A111 | 570 | 385,252 | SH | SOLE | 385,252 | 0 | 0 | ||
SILVER RUN ACQUISITION | COM CL A | 82812A103 | 5,125 | 517,200 | SH | SOLE | 517,200 | 0 | 0 | ||
SOHU COM INC | COM | 83408W103 | 412 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 12,627 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 31,720 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
TAL ED GROUP | SPONSORED ADS | 874080104 | 42,268 | 1,422,700 | SH | SOLE | 1,422,700 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 14,552 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
TPG PACE ENERGY HLDGS CORP | UNIT 99/99/9999 | 872656202 | 9,103 | 893,300 | SH | SOLE | 893,300 | 0 | 0 | ||
TPG PACE HLDGS CORP | UNIT 99/99/9999 | G89827102 | 7,192 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 29,144 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 7,012 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
VANTAGE ENERGY ACQUISITION | *W EXP 04/12/202 | 92211L113 | 128 | 111,667 | SH | SOLE | 111,667 | 0 | 0 | ||
VANTAGE ENERGY ACQUISITION | COM CL A | 92211L105 | 3,256 | 335,000 | SH | SOLE | 335,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 3,144 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 2,266 | 1,573,433 | SH | SOLE | 1,573,433 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 4,278 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 2,485 | 30,450 | SH | SOLE | 30,450 | 0 | 0 | ||
YUM CHINA HLDGS INC | COM | 98850P109 | 6,131 | 153,200 | SH | SOLE | 153,200 | 0 | 0 | ||
ZAI LAB LTD | ADR | 98887Q104 | 18,914 | 890,900 | SH | SOLE | 890,900 | 0 | 0 | ||
CANADIAN SOLAR INC | NOTE 4.250% 2/0 | 136635AE9 | 12,312 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
MANDATORY EXCHANGEABLE TRUST CONV PFD | NOTE 5.750% 6/1 | 56262P109 | 243,548 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 |