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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
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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 9,187 8,800,000 PRN   SOLE   8,800,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.75% 6/1 00484MAA4 1,302 1,528,000 PRN   SOLE   1,528,000 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 189 63,734 SH   SOLE   63,734 0 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 1,140 1,500,000 PRN   SOLE   1,500,000 0 0
ALLEGRO MERGER CORP UNIT 12/31/2023 01749N301 1,294 126,000 SH   SOLE   126,000 0 0
BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T206 1,126 100,900 SH   SOLE   100,900 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 299 300,000 PRN   SOLE   300,000 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 1,015 1,000,000 PRN   SOLE   1,000,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 2,398 1,469,000 PRN   SOLE 1,469,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 1,632 1,000,000 PRN   OTR 1 0 1,000,000 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 939 893,000 PRN   SOLE   893,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 4,877 5,000,000 PRN   SOLE   5,000,000 0 0
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 4,288 5,140,000 PRN   SOLE   5,140,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3,134 3,119,000 PRN   SOLE   3,119,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 3,007 3,000,000 PRN   SOLE   3,000,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,028 1,000,000 PRN   SOLE   1,000,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 2,866 4,150,000 PRN   SOLE   4,150,000 0 0
FORUM MERGER II CORP CL A 34986F103 663 69,385 SH   SOLE   69,385 0 0
FORUM MERGER II CORP UNIT 09/30/2025 34986F202 4,101 405,615 SH   SOLE   405,615 0 0
GDS HLDGS LTD DEBT 2.000% 6/0 G3902LAA7 3,231 3,500,000 PRN   SOLE   3,500,000 0 0
GSV CAP CORP NOTE 4.750% 3/2 36191JAC5 1,346 1,392,000 PRN   SOLE   1,392,000 0 0
GORDON POINTE ACQUISITION CO UNIT 01/18/2023 382788206 1,313 125,000 SH   SOLE   125,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 317 300,000 SH   SOLE   300,000 0 0
INDUSTREA ACQUISITION CORP UNIT 07/21/2024 45579J203 890 80,000 SH   SOLE   80,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 2,031 2,000,000 PRN   SOLE   2,000,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4,843 4,800,000 PRN   SOLE   4,800,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 3,149 27,400 SH   SOLE   27,400 0 0
LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 1,408 139,090 SH   SOLE   139,090 0 0
MTECH ACQUISITION CORP *W EXP 08/01/202 55378W115 7 6,500 SH   SOLE   6,500 0 0
MTECH ACQUISITION CORP UNIT 01/19/2023 55378W206 2,555 214,745 SH   SOLE   214,745 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 3,666 4,000,000 PRN   SOLE   4,000,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 2,273 1,500,000 PRN   OTR 1 0 1,500,000 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,648 4,400,000 PRN   SOLE   4,400,000 0 0
MODERN MEDIA ACQUISITION UNIT 99/99/9999 60765P202 434 40,000 SH   SOLE   40,000 0 0
MOMO INC DEBT 1.250% 7/0 G6200PAA0 2,915 3,000,000 PRN   SOLE   3,000,000 0 0
MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 515 50,000 SH   SOLE   50,000 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 2,965 2,850,000 PRN   SOLE   2,850,000 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 1,314 2,100,000 PRN   SOLE   2,100,000 0 0
NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 2,020 2,000,000 PRN   OTR 1 0 2,000,000 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 2,516 2,500,000 PRN   SOLE   2,500,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 819 827,000 PRN   SOLE   827,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,234 2,000,000 PRN   SOLE   2,000,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 7,034 7,175,000 PRN   SOLE   7,175,000 0 0
PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 553 51,700 SH   SOLE   51,700 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 3,328 3,767,000 PRN   SOLE   3,767,000 0 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 3,102 299,000 SH   SOLE   299,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 769 1,000,000 PRN   SOLE   1,000,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 6,816 2,500,000 PRN   SOLE   2,500,000 0 0
RESTORATION HARDWARE HLDGS I NOTE 6/1 761283AD2 8,442 7,000,000 PRN   SOLE   7,000,000 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 955 1,000,000 PRN   OTR 1 0 1,000,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 945 3,250 SH   SOLE   3,250 0 0
SEA LTD DEBT 2.250% 7/0 G7948TAA7 3,456 3,500,000 PRN   SOLE   3,500,000 0 0
SIMPLY GOOD FOODS CO COM 82900L102 198 10,200 SH   SOLE   10,200 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,769 5,479,000 PRN   SOLE   5,479,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 3,796 3,000,000 PRN   SOLE   3,000,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 4,888 5,100,000 PRN   SOLE   5,100,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 2,052 2,000,000 PRN   SOLE   2,000,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 7,702 6,500,000 PRN   SOLE   6,500,000 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1,538 150,000 SH   SOLE   150,000 0 0
TRINITY MERGER CORP UNIT 05/11/2025 89653L205 1,253 121,868 SH   SOLE   121,868 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 7,461 7,250,000 PRN   SOLE 7,250,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 515 500,000 PRN   OTR 1 0 500,000 0
VECTOR GROUP LTD FRNT 92240MBC1 313 3,000 SH   SOLE   3,000 0 0
CM SEVEN STAR ACQUISITION CO UNIT 08/21/2022 G2345N128 3,162 287,500 SH   SOLE   287,500 0 0
THUNDER BRIDGE ACQUISITION L UNIT 01/01/2025 G8857R118 1,524 150,000 SH   SOLE   150,000 0 0
TKK SYMPHONY ACQUISITION COR UNIT 08/15/2023 G88950111 1,818 180,000 SH   SOLE   180,000 0 0
TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 2,163 209,000 SH   SOLE   209,000 0 0
BISON CAP ACQUISITION CORP *W EXP 06/20/202 G1142P112 52 100,000 SH   SOLE   100,000 0 0
HL ACQUISITIONS CORP UNIT 06/21/2023 G4603R114 770 75,000 SH   SOLE   75,000 0 0
LONGEVITY ACQUISITION CORP UNIT 08/29/2024 G56372108 666 65,000 SH   SOLE   65,000 0 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 1,006 100,000 SH   SOLE   100,000 0 0