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 | 5,195 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
ACCELERATE DIAGNOSTICS INC | NOTE 2.500% 3/1 | 00430HAB8 | 2,836 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
AG MTG INVT TR INC | COM | 001228105 | 1,276 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 30,539 | 39,070,000 | PRN | SOLE | 39,070,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 4,701 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 42,341 | 1,211,118 | SH | SOLE | 1,211,118 | 0 | 0 | ||
ARYA SCIENCES ACQUISITION CO | *W EXP 10/10/202 | G3165V125 | 787 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ATLAS TECHNICAL CONSULTANTS | *W EXP 11/26/202 | 049430119 | 1,957 | 299,006 | SH | SOLE | 299,006 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 1,283 | 8,296 | SH | SOLE | 8,296 | 0 | 0 | ||
BBX CAP CORP NEW | CL A | 05491N104 | 4,142 | 1,630,578 | SH | SOLE | 1,630,578 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 11,668 | 1,158,684 | SH | SOLE | 1,158,684 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 3,480 | 33,200 | SH | SOLE | 33,200 | 0 | 0 | ||
CAESARS ENTMT CORP | COM | 127686103 | 14,530 | 1,197,870 | SH | SOLE | 1,197,870 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HLDNG | UNIT 99/99/9999 | G1992Y106 | 1,060 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CF FIN ACQUISITION CORP | *W EXP 04/30/202 | 12528N115 | 5,696 | 525,000 | SH | SOLE | 525,000 | 0 | 0 | ||
CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 1,218 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHURCHILL CAP CORP III | UNIT 03/01/2027 | 17144C203 | 1,131 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
COLLIER CREEK HOLDINGS | *W EXP 99/99/999 | G22707114 | 1,370 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CONYERS PK II ACQUISITION CO | UNIT 99/99/9999 | 212896203 | 3,600 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 13,182 | 14,350,000 | PRN | SOLE | 14,350,000 | 0 | 0 | ||
ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 6,146 | 863,200 | SH | SOLE | 863,200 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 8,453 | 5,911,493 | SH | SOLE | 5,911,493 | 0 | 0 | ||
FALCON MINERALS CORP | *W EXP 07/21/202 | 30607B208 | 4,480 | 1,400,000 | SH | SOLE | 1,400,000 | 0 | 0 | ||
FAR PT ACQUISITION CORP | *W EXP 06/01/202 | 30734W117 | 4,096 | 399,999 | SH | SOLE | 399,999 | 0 | 0 | ||
FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 25,134 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
FLYING EAGLE ACQUISITION COR | UNIT 99/99/9999 | 34407Y202 | 1,165 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GORES HLDGS IV INC | UNIT 02/01/2023 | 382865202 | 1,040 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GORES METROPOULOS INC | UNIT 99/99/9999 | 382872208 | 2,252 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 1,502 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
GRAF INDL CORP | *W EXP 12/31/202 | 384278115 | 2,780 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
GRID DYNAMICS HLDGS INC | *W EXP 03/05/202 | 39813G117 | 690 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GS ACQUISITION HLDGS CORP II | UNIT 99/99/9999 | 36258Q204 | 526 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GX ACQUISITION CORP | UNIT 05/24/2026 | 36251A206 | 2,078 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP II | UNIT 10/31/2026 | 42087L200 | 2,190 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTION CORP | UNIT 99/99/9999 | 42589C203 | 1,150 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A NEW | 442487401 | 3,083 | 131,803 | SH | SOLE | 131,803 | 0 | 0 | ||
HUDSON PAC PPTYS INC | COM | 444097109 | 17,398 | 691,506 | SH | SOLE | 691,506 | 0 | 0 | ||
INSULET CORP | NOTE 1.375%11/1 | 45784PAH4 | 6,350 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 1,654 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 107,385 | 750,000 | SH | Put | SOLE | 750,000 | 0 | 0 | |
LEO HOLDINGS CORP | *W EXP 07/31/202 | G5463L113 | 4,160 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
NESCO HLDGS INC | *W EXP 01/01/202 | 64083J112 | 2,298 | 571,666 | SH | SOLE | 571,666 | 0 | 0 | ||
NEW FRONTIER HEALTH CORP | *W EXP 11/30/202 | G6461G114 | 1,656 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 4,870 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NORTHERN OIL & GAS INC NEV | COM | 665531109 | 25,734 | 30,675,937 | SH | SOLE | 30,675,937 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 18,707 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 18,782 | 20,505,000 | PRN | SOLE | 20,505,000 | 0 | 0 | ||
PROTALIX BIOTHERAPEUTICS INC | NOTE 7.500%11/1 | 74365AAD3 | 2,610 | 2,879,000 | PRN | SOLE | 2,879,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 30,573 | 41,790,000 | PRN | SOLE | 41,790,000 | 0 | 0 | ||
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 16,099 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 4,197 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RMG ACQUISITION CORP | UNIT 99/99/9999 | 749641205 | 3,144 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
SILVER SPIKE ACQUISITION COR | UNIT 99/99/9999 | G8136L122 | 2,056 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 10,204 | 531,207 | SH | SOLE | 531,207 | 0 | 0 | ||
SL GREEN RLTY CORP | COM | 78440X101 | 16,878 | 342,428 | SH | SOLE | 342,428 | 0 | 0 | ||
SPARTAN ENERGY ACQUISITION C | UNIT 99/99/9999 | 846784114 | 7,735 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 2,253 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 7,346 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
SWITCHBACK ENERGY ACQUISTN C | UNIT 99/99/9999 | 87105M201 | 1,028 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
TARGET HOSPITALITY CORP | *W EXP 03/15/202 | 87615L115 | 253 | 149,999 | SH | SOLE | 149,999 | 0 | 0 | ||
TAUBMAN CTRS INC | COM | 876664103 | 5,664 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 2,460 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 15,243 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
TIFFANY & CO NEW | COM | 886547108 | 24,388 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
US ECOLOGY INC | *W EXP 10/17/202 | 91734M111 | 4,180 | 123,381 | SH | SOLE | 123,381 | 0 | 0 | ||
U S WELL SVCS INC | *W EXP 03/15/202 | 91274U119 | 390 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
VISTRA ENERGY CORP | COM | 92840M102 | 91,585 | 4,918,615 | SH | SOLE | 4,918,615 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 8,015 | 209,767 | SH | SOLE | 209,767 | 0 | 0 | ||
WHOLE EARTH BRANDS INC | *W EXP 06/25/202 | 96684W126 | 1,211 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC LTD | SHS | G96629103 | 9,848 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 36,355 | 19,500,000 | PRN | SOLE | 19,500,000 | 0 | 0 |