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 |
ACCEL ENTERTAINMENT INC | *W EXP 11/20/202 | 00436Q114 | 1,103 | 471,204 | SH | SOLE | 471,204 | 0 | 0 | ||
AKERNA CORP | *W EXP 06/17/202 | 00973W110 | 112 | 112,469 | SH | SOLE | 112,469 | 0 | 0 | ||
AMCI ACQUISITION CORP | *W EXP 05/20/202 | 00165R119 | 55 | 100,267 | SH | SOLE | 100,267 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 1,327 | 101,500 | SH | SOLE | 101,500 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 5,465 | 5,813,000 | PRN | SOLE | 5,813,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 3,269 | 250,100 | SH | Put | SOLE | 0 | 0 | 0 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 2,476 | 79,400 | SH | Call | SOLE | 0 | 0 | 0 | |
AMERICAN INTL GROUP INC | *W EXP 01/19/202 | 026874156 | 1,972 | 1,408,275 | SH | SOLE | 1,408,275 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 30,248 | 970,100 | SH | Put | SOLE | 0 | 0 | 0 | |
ANDINA ACQUISITION CORP III | *W EXP 07/31/202 | G04415124 | 22 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 1,610 | 150,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ASSURANT INC | COM | 04621X108 | 10 | 100 | SH | Call | SOLE | 0 | 0 | 0 | |
ASSURANT INC | COM | 04621X108 | 1,250 | 12,100 | SH | Put | SOLE | 0 | 0 | 0 | |
ASSURANT INC | 6.50% CONV PFD D | 04621X207 | 1,441 | 13,852 | SH | SOLE | 13,852 | 0 | 0 | ||
AVANTOR INC | COM | 05352A100 | 377 | 22,200 | SH | Call | SOLE | 0 | 0 | 0 | |
AVANTOR INC | COM | 05352A100 | 1,231 | 72,400 | SH | Put | SOLE | 0 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 1 | 100 | SH | Put | SOLE | 0 | 0 | 0 | |
B. RILEY FINANCIAL INC | COM | 05580M108 | 128 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 301 | 1,258 | SH | SOLE | 1,258 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 1,971 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BLINK CHARGING CO | COM | 09354A100 | 55 | 9,600 | SH | Put | SOLE | 0 | 0 | 0 | |
BLINK CHARGING CO | *W EXP 01/31/202 | 09354A118 | 1,444 | 538,668 | SH | SOLE | 538,668 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 593 | 5,666 | SH | SOLE | 5,666 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 1,297 | 4,109 | SH | SOLE | 4,109 | 0 | 0 | ||
CARDTRONICS PLC | SHS CL A | G1991C105 | 31 | 1,300 | SH | Call | SOLE | 0 | 0 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 406 | 24,700 | SH | Call | SOLE | 0 | 0 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 20,257 | 1,233,700 | SH | Put | SOLE | 0 | 0 | 0 | |
CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 2,592 | 72,888 | SH | SOLE | 72,888 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 756 | 40,500 | SH | Put | SOLE | 0 | 0 | 0 | |
CENTERPOINT ENERGY INC | COM | 15189T107 | 243 | 13,000 | SH | Call | SOLE | 0 | 0 | 0 | |
CHANGE HEALTHCARE INC | COM | 15912K100 | 284 | 25,400 | SH | Put | SOLE | 0 | 0 | 0 | |
CHANGE HEALTHCARE INC | COM | 15912K100 | 30 | 2,700 | SH | Call | SOLE | 0 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 8,428 | 191,841 | SH | SOLE | 191,841 | 0 | 0 | ||
CLARIVATE PLC | ORD SHS | G21810109 | 826 | 36,994 | SH | SOLE | 36,994 | 0 | 0 | ||
CLARIVATE PLC | ORD SHS | G21810109 | 866 | 38,800 | SH | Call | SOLE | 0 | 0 | 0 | |
CLARIVATE PLC | ORD SHS | G21810109 | 1,197 | 53,600 | SH | Put | SOLE | 0 | 0 | 0 | |
COLFAX CORP | UNIT 01/15/2022T | 194014205 | 6,046 | 49,557 | SH | SOLE | 49,557 | 0 | 0 | ||
COLFAX CORP | COM | 194014106 | 1,256 | 45,000 | SH | Put | SOLE | 0 | 0 | 0 | |
COLFAX CORP | COM | 194014106 | 114 | 4,100 | SH | Call | SOLE | 0 | 0 | 0 | |
COLLIER CREEK HOLDINGS | *W EXP 99/99/999 | G22707114 | 406 | 125,063 | SH | SOLE | 125,063 | 0 | 0 | ||
COUPA SOFTWARE INC | COM | 22266L106 | 2,909 | 10,500 | SH | Put | SOLE | 0 | 0 | 0 | |
COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 1,199 | 193,000 | PRN | SOLE | 193,000 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 59,349 | 39,958 | SH | SOLE | 39,958 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 2,494 | 14,900 | SH | Put | SOLE | 0 | 0 | 0 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 18,825 | 15,098 | SH | SOLE | 15,098 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 13,358 | 131,813 | SH | SOLE | 131,813 | 0 | 0 | ||
DRAFTKINGS INC | COM CL A | 26142R104 | 3,315 | 99,662 | SH | SOLE | 99,662 | 0 | 0 | ||
DRAFTKINGS INC | COM CL A | 26142R104 | 516 | 15,500 | SH | Call | SOLE | 0 | 0 | 0 | |
DRAFTKINGS INC | COM CL A | 26142R104 | 1,873 | 56,300 | SH | Put | SOLE | 0 | 0 | 0 | |
ENCORE CAP GROUP INC | COM | 292554102 | 27 | 798 | SH | SOLE | 798 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 1,239 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 961 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 95 | 2,000 | SH | Call | SOLE | 0 | 0 | 0 | |
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 47 | 1,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 8,772 | 91,235 | SH | SOLE | 91,235 | 0 | 0 | ||
EPR PPTYS | COM SH BEN INT | 26884U109 | 311 | 9,400 | SH | Call | SOLE | 0 | 0 | 0 | |
EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 10,611 | 582,718 | SH | SOLE | 582,718 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 513 | 125,000 | PRN | SOLE | 125,000 | 0 | 0 | ||
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 190 | 19,101 | SH | SOLE | 19,101 | 0 | 0 | ||
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 167 | 16,800 | SH | Put | SOLE | 0 | 0 | 0 | |
FORTIVE CORP | COM | 34959J108 | 345 | 5,100 | SH | Call | SOLE | 0 | 0 | 0 | |
FORTIVE CORP | COM | 34959J108 | 3,024 | 44,700 | SH | Put | SOLE | 0 | 0 | 0 | |
FORUM MERGER II CORP | *W EXP 09/30/202 | 34986F111 | 179 | 38,059 | SH | SOLE | 38,059 | 0 | 0 | ||
GALILEO ACQUISITION CORP | *W EXP 10/31/202 | G3770A110 | 19 | 33,190 | SH | SOLE | 33,190 | 0 | 0 | ||
GIGCAPITAL2 INC | *W EXP 02/28/202 | 375036118 | 25 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GLRY STR NW MDIA GRUP HLDG L | *W EXP 02/13/202 | G39973113 | 4 | 87,578 | SH | SOLE | 87,578 | 0 | 0 | ||
GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 55 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 4,577 | 4,572,000 | PRN | SOLE | 4,572,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 4,046 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
HENNESSY CAP ACQUSTION CORP | *W EXP 09/05/202 | 42589C112 | 41 | 36,924 | SH | SOLE | 36,924 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 2,731 | 3,175,153 | SH | SOLE | 3,175,153 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 2,975 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
INTL GNRL INSURANCE HLDNGS L | *W EXP 03/17/202 | G4809J114 | 13 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
KALEYRA INC | COM | 483379103 | 39 | 9,604 | SH | SOLE | 9,604 | 0 | 0 | ||
LEGACY ACQUISITION CORP | *W EXP 11/30/202 | 524643111 | 21 | 43,100 | SH | SOLE | 43,100 | 0 | 0 | ||
LF CAP ACQUISITION CORP | *W EXP 06/22/202 | 50200K116 | 85 | 94,500 | SH | SOLE | 94,500 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 28,130 | 38,173,000 | PRN | SOLE | 38,173,000 | 0 | 0 | ||
MEDIGUS LTD | *W EXP 07/23/202 | 58471G128 | 6 | 30,040 | SH | SOLE | 30,040 | 0 | 0 | ||
MEGALITH FINL ACQUISITION CO | *W EXP 08/26/202 | 58518F117 | 49 | 58,500 | SH | SOLE | 58,500 | 0 | 0 | ||
MERIDA MERGER CORP I | *W EXP 11/07/202 | 58953M114 | 3 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
METEN EDTECHX ED GROUP LTD | *W EXP 03/31/202 | G6055H106 | 6 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MONOCLE ACQUISITION CORP | *W EXP 12/06/202 | 609754114 | 30 | 46,332 | SH | SOLE | 46,332 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F137 | 3,957 | 106,900 | SH | Call | SOLE | 0 | 0 | 0 | |
NABORS INDUSTRIES LTD | SHS | G6359F137 | 52 | 1,400 | SH | Put | SOLE | 0 | 0 | 0 | |
NETFIN ACQUISITION CORP | *W EXP 08/01/202 | G6455A115 | 240 | 145,135 | SH | SOLE | 145,135 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 1,061 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 3,338 | 13,900 | SH | Put | SOLE | 0 | 0 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 22,260 | 458,589 | SH | SOLE | 458,589 | 0 | 0 | ||
NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 65341B106 | 1,995 | 38,900 | SH | Call | SOLE | 0 | 0 | 0 | |
NIKOLA CORP | COM | 654110105 | 1,756 | 26,000 | SH | Call | SOLE | 0 | 0 | 0 | |
NIKOLA CORP | COM | 654110105 | 3,768 | 55,800 | SH | Put | SOLE | 0 | 0 | 0 | |
NIKOLA CORP | *W EXP 06/03/202 | 654110113 | 4,547 | 136,954 | SH | SOLE | 136,954 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 3,667 | 223,200 | SH | Put | SOLE | 0 | 0 | 0 | |
NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | 291 | 17,700 | SH | Call | SOLE | 0 | 0 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 6,159 | 606,000 | PRN | SOLE | 606,000 | 0 | 0 | ||
ONESPAWORLD HOLDINGS LIMITED | COM | P73684113 | 2 | 500 | SH | SOLE | 500 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 14 | 1,600 | SH | Put | SOLE | 0 | 0 | 0 | |
PENN NATL GAMING INC | NOTE 2.750% 5/1 | 707569AU3 | 2,247 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 355 | 40,000 | SH | Put | SOLE | 0 | 0 | 0 | |
PURPLE INNOVATION INC | COM | 74640Y106 | 2 | 100 | SH | Put | SOLE | 0 | 0 | 0 | |
QTS RLTY TR INC | COM CL A | 74736A103 | 34 | 533 | SH | SOLE | 533 | 0 | 0 | ||
QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 6,825 | 48,030 | SH | SOLE | 48,030 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 9,807 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
REPAY HLDGS CORP | COM CL A | 76029L100 | 286 | 11,600 | SH | Call | SOLE | 0 | 0 | 0 | |
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 25,484 | 13,191,000 | PRN | SOLE | 13,191,000 | 0 | 0 | ||
RMG ACQUISITION CORP | *W EXP 02/21/202 | 749641114 | 101 | 103,000 | SH | SOLE | 103,000 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 598 | 11,893 | SH | SOLE | 11,893 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 755 | 15,000 | SH | Put | SOLE | 0 | 0 | 0 | |
SCHULTZE SPL PURP ACQUSTN CO | *W EXP 12/31/202 | 80821R117 | 137 | 106,083 | SH | SOLE | 106,083 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 4,584 | 39,100 | SH | Call | SOLE | 0 | 0 | 0 | |
SEMPRA ENERGY | 6.75% CNV PFD B | 816851505 | 411 | 4,184 | SH | SOLE | 4,184 | 0 | 0 | ||
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 6,888 | 70,480 | SH | SOLE | 70,480 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 16,611 | 141,700 | SH | Put | SOLE | 0 | 0 | 0 | |
SILVER SPIKE ACQUISITION COR | *W EXP 08/02/202 | G8136L114 | 88 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 1,193 | 23,000 | SH | Put | SOLE | 0 | 0 | 0 | |
SOUTHERN CO | UNIT 08/01/2022 | 842587602 | 4,919 | 111,648 | SH | SOLE | 111,648 | 0 | 0 | ||
SPARTAN ENERGY ACQUISITION C | *W EXP 08/27/202 | 846784122 | 73 | 40,654 | SH | SOLE | 40,654 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 2 | 8 | SH | SOLE | 8 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,388 | 4,500 | SH | Put | SOLE | 0 | 0 | 0 | |
SPIRIT AIRLS INC | COM | 848577102 | 519 | 29,174 | SH | SOLE | 29,174 | 0 | 0 | ||
SPIRIT AIRLS INC | NOTE 4.750% 5/1 | 848577AA0 | 2,253 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 2,804 | 157,500 | SH | Put | SOLE | 0 | 0 | 0 | |
SPIRIT AIRLS INC | COM | 848577102 | 190 | 10,700 | SH | Call | SOLE | 0 | 0 | 0 | |
STANLEY BLACK & DECKER INC | COM | 854502101 | 445 | 3,194 | SH | SOLE | 3,194 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 418 | 3,000 | SH | Call | SOLE | 0 | 0 | 0 | |
T-MOBILE US INC | COM | 872590104 | 1,118 | 10,733 | SH | SOLE | 10,733 | 0 | 0 | ||
TELADOC HEALTH INC | COM | 87918A105 | 191 | 1,000 | SH | Call | SOLE | 0 | 0 | 0 | |
TELADOC HEALTH INC | NOTE 3.000%12/1 | 87918AAB1 | 11,009 | 2,540,000 | PRN | SOLE | 2,540,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 6,626 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 110,038 | 36,725,000 | PRN | SOLE | 36,725,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 19,976 | 18,500 | SH | Call | SOLE | 0 | 0 | 0 | |
TESLA INC | COM | 88160R101 | 73,427 | 68,000 | SH | Put | SOLE | 0 | 0 | 0 | |
TRIDENT ACQUISITIONS CORP | *W EXP 05/09/202 | 89615T114 | 28 | 59,914 | SH | SOLE | 59,914 | 0 | 0 | ||
VAREX IMAGING CORP | COM | 92214X106 | 65 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
VERTIV HOLDINGS CO | *W EXP 06/12/202 | 92537N116 | 1,137 | 284,841 | SH | SOLE | 284,841 | 0 | 0 | ||
VERTIV HOLDINGS CO | COM CL A | 92537N108 | 1 | 100 | SH | Put | SOLE | 0 | 0 | 0 | |
VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 | 1,412 | 86,400 | SH | Put | SOLE | 0 | 0 | 0 | |
VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 | 2,253 | 137,900 | SH | Call | SOLE | 0 | 0 | 0 | |
VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 | 502 | 30,721 | SH | SOLE | 30,721 | 0 | 0 | ||
WAYFAIR INC | CL A | 94419L101 | 395 | 2,000 | SH | Call | SOLE | 0 | 0 | 0 | |
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 14,392 | 7,578,000 | PRN | SOLE | 7,578,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,783 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 |