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 |
| ACAMAR PARTNERS ACQSITION CO | UNIT 12/30/2025 | 004285201 | 1,998 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 2,132 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
| ACT II GLOBAL ACQUISITION | UNIT 04/30/2026 | G0080J112 | 4,048 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 2,535 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 16,415 | 8,750,000 | PRN | SOLE | 0 | 0 | 8,750,000 | ||
| ALLEGRO MERGER CORP | COM | 01749N103 | 2,505 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| ALLEGRO MERGER CORP | UNIT 12/31/2023 | 01749N301 | 3,389 | 322,500 | SH | SOLE | 322,500 | 0 | 0 | ||
| AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 10,780 | 1,060,000 | SH | SOLE | 1,060,000 | 0 | 0 | ||
| ANDINA ACQUISITION CORP III | UNIT 09/24/2020 | G04415116 | 2,570 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 7,495 | 7,500,000 | PRN | SOLE | 0 | 0 | 7,500,000 | ||
| AQUA AMERICA INC | UNIT 04/30/2022 | 03836W202 | 28,649 | 500,500 | SH | SOLE | 500,500 | 0 | 0 | ||
| ASSERTIO THERAPEUTICS INC | NOTE 2.500% 9/0 | 249908AA2 | 6,313 | 8,750,000 | PRN | SOLE | 0 | 0 | 8,750,000 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 9,121 | 8,750,000 | PRN | SOLE | 0 | 0 | 8,750,000 | ||
| BOXWOOD MERGER CORP | UNIT 11/26/2025 | 10319T200 | 9,270 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| CAPITOL INVT CORP IV | CL A ORD | G18920101 | 2,557 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| CF FIN ACQUISITION CORP | UNIT 04/30/2025 | 12528N206 | 7,245 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 2,811 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| CHASERG TECHNLGY ACQUISITN C | UNIT 09/30/2023 | 16166A202 | 4,044 | 390,000 | SH | SOLE | 390,000 | 0 | 0 | ||
| CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 5,075 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 28,814 | 20,000,000 | PRN | SOLE | 0 | 0 | 20,000,000 | ||
| COLLIER CREEK HOLDINGS | UNIT 99/99/9999 | G22707122 | 6,890 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| CONCRETE PUMPING HLDGS INC | COM | 206704108 | 832 | 162,500 | SH | SOLE | 162,500 | 0 | 0 | ||
| CRESCENT ACQUISITION CORP | UNIT 99/99/9999 | 22564L204 | 1,005 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 11,371 | 11,500,000 | PRN | SOLE | 0 | 0 | 11,500,000 | ||
| DFB HEALTHCARE ACQUISTION | COM | 23291E109 | 1,013 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| DFB HEALTHCARE ACQUISTION | UNIT 01/30/2023 | 23291E208 | 2,342 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| DIAMOND EAGLE ACQUISITION CO | UNIT 06/30/2026 | 25258L208 | 5,533 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| DOMINION | INC | 25746U836 | 28,285 | 565,500 | SH | SOLE | 565,500 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 29,568 | 29,000,000 | PRN | SOLE | 0 | 0 | 29,000,000 | ||
| FAR PT ACQUISITION | COM CL A | 30734W109 | 2,802 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| FAR PT ACQUISITION | UNIT 06/01/2025 | 30734W208 | 2,668 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP | UNIT 12/01/2023 | 31811A309 | 4,819 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| FORUM MERGER II CORP | CL A | 34986F103 | 4,024 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| GIGCAPITAL INC | COM | 37518N106 | 2,065 | 200,500 | SH | SOLE | 200,500 | 0 | 0 | ||
| GIGCAPITAL2 INC | UNIT 02/28/2026 | 375036209 | 3,009 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GOL EQUITY FIN | DEBT 3.750% 7/1 | L4441GAA8 | 2,669 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
| GORES HOLDINGS III INC | UNIT 09/07/2024 | 38286G208 | 3,141 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GORES METROPOULOS | UNIT 99/99/9999 | 382872208 | 1,047 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| GRAF INDL CORP | COM | 384278107 | 1,990 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| GRAF INDL CORP | UNIT 12/31/2025 | 384278206 | 7,892 | 766,959 | SH | SOLE | 766,959 | 0 | 0 | ||
| GREENLAND ACQUISITIN CORPORA | SHS | G40981139 | 254 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 2,100 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| GX ACQUISITION CORP | UNIT 05/24/2026 | 36251A206 | 5,025 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| HAYMAKER ACQUISITION CORP II | UNIT 10/31/2026 | 42087L200 | 7,147 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| HEALTH SCIENCES ACQUSTN CORP | UNIT 04/01/2024 | 42227C201 | 530 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| HENNESSY CAP ACQUSTION CORP | W EXP 09/05/202 | 42589C112 | 225 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
| HENNESSY CAP ACQUSTION CORP | UNIT 99/99/9999 | 42589C203 | 10,868 | 1,050,000 | SH | SOLE | 1,050,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 39,962 | 38,862,000 | PRN | SOLE | 0 | 0 | 38,862,000 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 3,401 | 3,500,000 | PRN | SOLE | 0 | 0 | 3,500,000 | ||
| HL ACQUISITIONS CORP | SHS | G4603R106 | 1,011 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HL ACQUISITIONS CORP | UNIT 06/21/2023 | G4603R114 | 790 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | W EXP 11/04/202 | 44109J114 | 3,135 | 1,650,000 | SH | SOLE | 1,650,000 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 5,817 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 12,820 | 18,750,000 | PRN | SOLE | 0 | 0 | 18,750,000 | ||
| INSURANCE ACQUISITION CORP | UNIT 03/31/2024 | 457867307 | 5,155 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| ISHARES | MSCI CDA ETF | 464286509 | 358 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| LANDCADIA HLDGS II INC | UNIT 05/09/2026 | 51476X204 | 10,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| LEGACY ACQUISITION CORP | COM CL A | 524643103 | 2,058 | 203,750 | SH | SOLE | 203,750 | 0 | 0 | ||
| LEGACY ACQUISITION CORP | W EXP 11/30/202 | 524643111 | 64 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| LEO HOLDINGS CORP | COM CL A | G5463L105 | 3,313 | 322,604 | SH | SOLE | 322,604 | 0 | 0 | ||
| LEO HOLDINGS CORP | UNIT 99/99/9999 | G5463L121 | 540 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | CL A | 50200K108 | 2,036 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 2,812 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 15,109 | 12,500,000 | PRN | SOLE | 0 | 0 | 12,500,000 | ||
| MEGALITH FINL ACQUISITION CO | UNIT 09/30/2025 | 58518F208 | 2,134 | 206,000 | SH | SOLE | 206,000 | 0 | 0 | ||
| MONOCLE ACQUISITION CORP | COM | 609754106 | 2,475 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| MONOCLE ACQUISITION CORP | UNIT 99/99/9999 | 609754205 | 5,155 | 500,500 | SH | SOLE | 500,500 | 0 | 0 | ||
| MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 6,120 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| MOSAIC ACQUISITION CORP | UNIT 99/99/9999 | 61946M209 | 925 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | COM CLASS A | 624745105 | 7,381 | 725,000 | SH | SOLE | 725,000 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 1,027 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NEW FRONTIER CORP | UNIT 99/99/9999 | G6485P116 | 2,142 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| NRC GROUP HLDGS CORP | W EXP 10/17/202 | 629375114 | 206 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 18,485 | 17,500,000 | PRN | SOLE | 0 | 0 | 17,500,000 | ||
| OPES ACQUISITION | UNIT 03/07/2023 | 68373P209 | 3,904 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | COM | 70957E105 | 5,190 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | W EXP 07/27/202 | 70957E113 | 11 | 62,499 | SH | SOLE | 62,499 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 19 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 15,231 | 16,250,000 | PRN | SOLE | 0 | 0 | 16,250,000 | ||
| PROFICIENT ALPHA ACQUSTN | UNIT 04/30/2026 | 74317H204 | 1,508 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | CL A | 74621Q106 | 6,591 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,470 | 231,100 | SH | SOLE | 231,100 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 2,785 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| RANPAK HLDGS CORP | W EXP 06/03/202 | 75321W111 | 61 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 17,414 | 17,500,000 | PRN | SOLE | 0 | 0 | 17,500,000 | ||
| REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 2,497 | 244,758 | SH | SOLE | 244,758 | 0 | 0 | ||
| REPLAY ACQUISITION CORP | UNIT 03/01/2024 | G75130123 | 5,010 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| ROSEHILL RES INC | W EXP 04/27/202 | 777385113 | 176 | 339,500 | SH | SOLE | 339,500 | 0 | 0 | ||
| SCHULTZE SPL PURP ACQUSTN CO | UNIT 12/31/2023 | 80821R208 | 2,537 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 3,468 | 1,700,000 | SH | SOLE | 1,700,000 | 0 | 0 | ||
| SENTINEL ENERGY SVCS INC | CL A | 81728P105 | 7,612 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| SENTINEL ENERGY SVCS INC | W EXP 11/02/202 | 81728P113 | 70 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 2,609 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 4,825 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| SOUTH MTN MERGER CORP | UNIT 99/99/9999 | 838884203 | 4,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| SPARTAN ENERGY ACQUISITON CO | UNIT 99/99/9999 | 846784114 | 5,555 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| SPARTAN ENERGY ACQUISITON CO | W EXP 08/27/202 | 846784122 | 89 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 0.875% 6/0 | 867652AJ8 | 2,734 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 25,983 | 25,340,000 | PRN | SOLE | 0 | 0 | 25,340,000 | ||
| TENZING ACQUISITION CORP | ORD SHS | G8708A116 | 2,479 | 241,500 | SH | SOLE | 241,500 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 7,399 | 7,500,000 | PRN | SOLE | 0 | 0 | 7,500,000 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 19,650 | 20,000,000 | PRN | SOLE | 0 | 0 | 20,000,000 | ||
| THUNDER BRIDGE ACQUISITION L | SHS CLASS A | G8857R100 | 8,344 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
| THUNDER BRIDGE ACQUISITION L | W EXP 01/01/202 | G8857R126 | 404 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| TIBERIUS ACQUISITION | CORP | 88633A107 | 1,938 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
| TIBERIUS ACQUISITION | CORP | 88633A206 | 2,528 | 240,500 | SH | SOLE | 240,500 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | ORD SHS | G88950103 | 6,934 | 692,710 | SH | SOLE | 692,710 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | UNIT 08/15/2023 | G88950111 | 4,108 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| TORTOISE ACQUISITION CORP | UNIT 03/04/2024 | 89154L209 | 2,756 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| TRIDENT ACQUISITIONS CORP | UNIT 05/09/2023 | 89615T205 | 3,777 | 359,700 | SH | SOLE | 359,700 | 0 | 0 | ||
| TRINE ACQUISITION CORP | UNIT 03/31/2021 | 89628U207 | 5,555 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| TRINITY MERGER CORP | COM CL A | 89653L106 | 6,695 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| TRINITY MERGER CORP | W EXP 05/11/202 | 89653L114 | 123 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
| TUSCAN HOLDINGS CORP | COM | 90069K104 | 2,470 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| TUSCAN HOLDINGS CORP | UNIT 99/99/9999 | 90069K203 | 5,300 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TWELVE SEAS INVESTMENT | COMPA | G9145A107 | 9,135 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
| TWELVE SEAS INVESTMENT | COMPA | G9145A123 | 5,320 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 13,888 | 13,750,000 | PRN | SOLE | 0 | 0 | 13,750,000 | ||
| U S WELL SVCS INC | CL A | 91274U101 | 121 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP | COM | 92243N103 | 4,052 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP | W EXP 05/11/202 | 92243N111 | 94 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP | UNIT 05/11/2023 | 92243N202 | 7,406 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
| ZYNGA INC | CL A | 98986T108 | 3,422 | 558,200 | SH | SOLE | 558,200 | 0 | 0 | ||