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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 8,067 8,800,000 PRN   SOLE   8,800,000 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1,493 150,000 SH   SOLE   150,000 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 1,138 1,500,000 PRN   SOLE   1,500,000 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 54 63,734 SH   SOLE   63,734 0 0
ALLEGRO MERGER CORP UNIT 12/31/2023 01749N301 1,295 125,509 SH   SOLE   125,509 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 3,389 3,520,000 PRN   SOLE   3,520,000 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 3 10,000 SH   SOLE   10,000 0 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 298 300,000 PRN   SOLE   300,000 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 364 36,400 SH   SOLE   36,400 0 0
CHASERG TECHNLGY ACQUISITN C UNIT 09/30/2023 16166A202 939 94,000 SH   SOLE   94,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 1,054 1,500,000 PRN   SOLE   1,500,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAF7 2,786 3,000,000 PRN   SOLE   3,000,000 0 0
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 4,335 5,592,000 PRN   SOLE   5,592,000 0 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 4,400 6,500,000 PRN   SOLE   6,500,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,015 1,119,000 PRN   SOLE   1,119,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 2,878 3,500,000 PRN   SOLE   3,500,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 1,963 2,745,000 PRN   SOLE   2,745,000 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 3,538 2,000,000 PRN   SOLE   2,000,000 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 800 80,000 SH   SOLE   80,000 0 0
FORUM MERGER II CORP CL A 34986F103 670 69,385 SH   SOLE   69,385 0 0
GDS HLDGS LTD DEBT 2.000% 6/0 G3902LAA7 2,532 3,500,000 PRN   SOLE   3,500,000 0 0
GSV CAP CORP NOTE 4.750% 3/2 36191JAC5 1,696 1,937,000 PRN   SOLE   1,937,000 0 0
GORDON POINTE ACQUISITION CO UNIT 01/18/2023 382788206 1,297 125,000 SH   SOLE   125,000 0 0
GRAF INDL CORP UNIT 12/31/2025 384278206 2,000 200,000 SH   SOLE   200,000 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 3,708 3,750,000 PRN   SOLE   3,750,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 364 500,000 PRN   SOLE   500,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 926 1,000,000 PRN   SOLE   1,000,000 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 1,089 50,000 SH   SOLE   50,000 0 0
IQIYI INC DEBT 3.750%12/0 G4939KAA4 4,307 4,500,000 PRN   SOLE   4,500,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 5,639 6,000,000 PRN   SOLE   6,000,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,449 23,000 SH   SOLE   23,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 722 6,400 SH   SOLE   6,400 0 0
ISHARES TR 20 YR TR BD ETF 464287432 972 8,000 SH   SOLE   8,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 697 8,600 SH   SOLE   8,600 0 0
LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 1,409 139,090 SH   SOLE   139,090 0 0
MTECH ACQUISITION CORP COM CLASS A 55378W107 640 63,394 SH   SOLE   63,394 0 0
MTECH ACQUISITION CORP *W EXP 08/01/202 55378W115 6 9,500 SH   SOLE   9,500 0 0
MTECH ACQUISITION CORP UNIT 01/19/2023 55378W206 2,154 203,446 SH   SOLE   203,446 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 764 252,100 SH   SOLE   252,100 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 1,726 2,000,000 PRN   SOLE   2,000,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 3,035 4,000,000 PRN   SOLE   4,000,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,325 4,400,000 PRN   SOLE   4,400,000 0 0
MODERN MEDIA ACQUISITION UNIT 99/99/9999 60765P202 415 40,000 SH   SOLE   40,000 0 0
MOMO INC DEBT 1.250% 7/0 G6200PAA0 3,064 3,928,000 PRN   SOLE   3,928,000 0 0
MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 515 50,000 SH   SOLE   50,000 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 1,239 2,140,000 PRN   SOLE   2,140,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 2,485 2,505,000 PRN   SOLE   2,505,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,076 1,090,000 PRN   SOLE   1,090,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,225 2,000,000 PRN   SOLE   2,000,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 9,846 9,675,000 PRN   SOLE   9,675,000 0 0
PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 545 51,700 SH   SOLE   51,700 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 3,530 3,892,000 PRN   SOLE   3,892,000 0 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 3,214 309,000 SH   SOLE   309,000 0 0
RESTORATION HARDWARE HLDGS I NOTE 6/1 761283AD2 7,833 7,000,000 PRN   SOLE   7,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 300 1,200 SH   SOLE   1,200 0 0
SPDR SERIES TRUST PRTFLO S&P500 VL 78464A508 1,222 45,000 SH   SOLE   45,000 0 0
SEA LTD DEBT 2.250% 7/0 G7948TAA7 3,043 3,500,000 PRN   SOLE   3,500,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 5,276 5,621,000 PRN   SOLE   5,621,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 30 30,000 PRN   SOLE   30,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 4,496 4,500,000 PRN   SOLE   4,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 5,742 5,100,000 PRN   SOLE   5,100,000 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 6,703 6,500,000 PRN   SOLE   6,500,000 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1,542 151,000 SH   SOLE   151,000 0 0
TILRAY INC DEBT 5.000%10/0 U8961EAA4 2,156 3,000,000 PRN   SOLE   3,000,000 0 0
TRINITY MERGER CORP UNIT 05/11/2025 89653L205 1,259 121,868 SH   SOLE   121,868 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 7,072 7,222,000 PRN   SOLE   7,222,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 3,021 3,000,000 PRN   SOLE   3,000,000 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 827 7,200 SH   SOLE   7,200 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 868 6,800 SH   SOLE   6,800 0 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 1,868 180,699 SH   SOLE   180,699 0 0
THUNDER BRIDGE ACQUISITION L UNIT 01/01/2025 G8857R118 1,527 150,000 SH   SOLE   150,000 0 0
TKK SYMPHONY ACQUISITION COR UNIT 08/15/2023 G88950111 1,816 180,000 SH   SOLE   180,000 0 0
TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 2,131 207,600 SH   SOLE   207,600 0 0
BISON CAP ACQUISITION CORP *W EXP 06/20/202 G1142P112 20 100,000 SH   SOLE   100,000 0 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 2,275 227,000 SH   SOLE   227,000 0 0
HL ACQUISITIONS CORP UNIT 06/21/2023 G4603R114 772 74,600 SH   SOLE   74,600 0 0
LONGEVITY ACQUISITION CORP UNIT 08/29/2024 G56372108 661 65,000 SH   SOLE   65,000 0 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 1,007 100,000 SH   SOLE   100,000 0 0