The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 9,006 | 8,800,000 | PRN | SOLE | 8,800,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,893 | 1,770,000 | PRN | SOLE | 2,170,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 428 | 400,000 | PRN | OTR | 1 | 0 | 400,000 | 0 | |
| BLACK RIDGE ACQUISITION CORP | UNIT 10/05/2022 | 09216T206 | 1,054 | 100,900 | SH | SOLE | 100,900 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 293 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 2,516 | 1,469,000 | PRN | SOLE | 2,469,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,713 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 954 | 893,000 | PRN | SOLE | 893,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 1,898 | 1,874,000 | PRN | SOLE | 1,874,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 924 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,272 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| DERMIRA INC | NOTE 3.000% 5/1 | 24983LAB0 | 2,085 | 2,525,000 | PRN | SOLE | 2,525,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 4,514 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,146 | 3,119,000 | PRN | SOLE | 3,119,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 3,049 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 3,814 | 4,150,000 | PRN | SOLE | 4,150,000 | 0 | 0 | ||
| GSV CAP CORP | NOTE 4.750% 3/2 | 36191JAC5 | 964 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 1,271 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 340 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 834 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 484 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 2,406 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 2,014 | 200,000 | SH | SOLE | 200,190 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 2 | 190 | SH | OTR | 1 | 0 | 190 | 0 | |
| MTECH ACQUISITION CORP | COM CLASS A | 55378W107 | 293 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| MTECH ACQUISITION CORP | UNIT 01/19/2023 | 55378W206 | 2,612 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 3,031 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 2,645 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 5,247 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 434 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 1,022 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NANTHEALTH INC | NOTE 5.500%12/1 | 630104AB3 | 1,482 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 7,546 | 8,175,000 | PRN | SOLE | 8,175,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | UNIT 07/27/2022 | 70957E204 | 548 | 51,700 | SH | SOLE | 51,700 | 0 | 0 | ||
| PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 3,125 | 3,577,000 | PRN | SOLE | 3,577,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 8,928 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 954 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 882 | 3,250 | SH | SOLE | 3,250 | 0 | 0 | ||
| SIMPLY GOOD FOODS CO | *W EXP 07/07/202 | 82900L110 | 415 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 3,504 | 3,756,000 | PRN | SOLE | 3,756,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 5,082 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 2,432 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 5,466 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 1,510 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| TRINITY MERGER CORP | UNIT 05/11/2025 | 89653L205 | 1,226 | 121,868 | SH | SOLE | 121,868 | 0 | 0 | ||
| VECTOR GROUP LTD | FRNT | 92240MBC1 | 5,281 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 452 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 1,311 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||