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 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 1,937 | 2,310,000 | PRN | SOLE | 2,310,000 | 0 | 0 | ||
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 213 | 17,320 | SH | SOLE | 17,320 | 0 | 0 | ||
| AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 1,194 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| ARYA SCIENCES ACQUISITION CO | UNIT 10/04/2023 | G3165V117 | 516 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| BLACK RIDGE ACQUISITION CORP | *W EXP 07/10/202 | 09216T115 | 134 | 433,300 | SH | SOLE | 433,300 | 0 | 0 | ||
| BLACK RIDGE ACQUISITION CORP | RIGHT 07/10/2019 | 09216T123 | 123 | 433,300 | SH | SOLE | 433,300 | 0 | 0 | ||
| BOXWOOD MERGER CORP | UNIT 11/26/2025 | 10319T200 | 2,979 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| CF FIN ACQUISITION CORP | UNIT 04/30/2025 | 12528N206 | 1,900 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
| CHURCHILL CAP CORP | UNIT 99/99/9999 | 17142R202 | 1,509 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 4,641 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| CM SEVEN STAR ACQUISITION CO | *W EXP 08/21/202 | G2345N110 | 23 | 103,880 | SH | SOLE | 103,880 | 0 | 0 | ||
| CM SEVEN STAR ACQUISITION CO | RIGHT 08/21/2022 | G2345N136 | 79 | 207,761 | SH | SOLE | 207,761 | 0 | 0 | ||
| COLLIER CREEK HOLDINGS | UNIT 99/99/9999 | G22707122 | 1,205 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 2,468 | 2,402,000 | PRN | SOLE | 2,402,000 | 0 | 0 | ||
| CONCRETE PUMPING HLDGS INC | *W EXP 08/01/202 | 206704116 | 134 | 173,521 | SH | SOLE | 173,521 | 0 | 0 | ||
| DD3 ACQUISITION CORP | UNIT 10/12/2023 | G2692M129 | 1,927 | 193,000 | SH | SOLE | 193,000 | 0 | 0 | ||
| DERMIRA INC | NOTE 3.000% 5/1 | 24983LAB0 | 773 | 1,006,000 | PRN | SOLE | 1,006,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 4,126 | 4,245,000 | PRN | SOLE | 4,245,000 | 0 | 0 | ||
| ESTRE AMBIENTAL INC | *W EXP 12/21/202 | G3206V118 | 21 | 311,850 | SH | SOLE | 311,850 | 0 | 0 | ||
| FALCON MINERALS CORP | *W EXP 07/21/202 | 30607B208 | 58 | 96,899 | SH | SOLE | 96,899 | 0 | 0 | ||
| FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 1,200 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| FORUM MERGER II CORP | UNIT 09/30/2025 | 34986F202 | 1,633 | 161,500 | SH | SOLE | 161,500 | 0 | 0 | ||
| GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 3,710 | 358,250 | SH | SOLE | 358,250 | 0 | 0 | ||
| GRAF INDL CORP | UNIT 12/31/2025 | 384278206 | 5,730 | 573,000 | SH | SOLE | 573,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 690 | 745,489 | SH | SOLE | 745,489 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 4,161 | 4,504,000 | PRN | SOLE | 4,504,000 | 0 | 0 | ||
| INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 2,774 | 4,035,000 | PRN | SOLE | 4,035,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 217 | 15,000 | SH | Put | SOLE | 15,000 | 0 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 2,048 | 2,178,000 | PRN | SOLE | 2,178,000 | 0 | 0 | ||
| LEISURE ACQUISITION CORP | UNIT 99/99/9999 | 52539T206 | 1,821 | 179,762 | SH | SOLE | 179,762 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 2,313 | 228,346 | SH | SOLE | 228,346 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 1,860 | 2,157,000 | PRN | SOLE | 2,157,000 | 0 | 0 | ||
| MEGALITH FINL ACQUISITION CO | UNIT 09/30/2025 | 58518F208 | 241 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 44,857 | 31,786,000 | PRN | SOLE | 31,786,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 5,114 | 5,201,000 | PRN | SOLE | 5,201,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 74,947 | 23,652,000 | PRN | SOLE | 23,652,000 | 0 | 0 | ||
| MODERN MEDIA ACQUISITION | *W EXP 05/17/202 | 60765P111 | 43 | 171,462 | SH | SOLE | 171,462 | 0 | 0 | ||
| MODERN MEDIA ACQUISITION | RIGHT 99/99/9999 | 60765P129 | 82 | 373,939 | SH | SOLE | 373,939 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 1,615 | 156,815 | SH | SOLE | 156,815 | 0 | 0 | ||
| NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 57 | 51,819 | SH | SOLE | 51,819 | 0 | 0 | ||
| NETFLIX INC | COM | 64110L106 | 2,677 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 924 | 1,514,000 | PRN | SOLE | 1,514,000 | 0 | 0 | ||
| NVIDIA CORP | COM | 67066G104 | 935 | 7,000 | SH | Put | SOLE | 7,000 | 0 | 0 | |
| NVIDIA CORP | COM | 67066G104 | 935 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| ORGANOGENESIS HLDGS INC | *W EXP 10/07/202 | 68621F110 | 0 | 265,916 | SH | SOLE | 265,916 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,844 | 273,456 | SH | SOLE | 273,456 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 4,760 | 6,208,000 | PRN | SOLE | 6,208,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 4,575 | 3,537,000 | PRN | SOLE | 3,537,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 2,881 | 1,175,000 | PRN | SOLE | 1,175,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 5,840 | 5,012,000 | PRN | SOLE | 5,012,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 2,410 | 2,150,000 | PRN | SOLE | 2,150,000 | 0 | 0 | ||
| ROSEHILL RES INC | *W EXP 09/16/202 | 777385113 | 51 | 150,271 | SH | SOLE | 150,271 | 0 | 0 | ||
| SCHULTZE SPL PURP ACQUISITIO | UNIT 12/31/2023 | 80821R208 | 4,925 | 495,000 | SH | SOLE | 495,000 | 0 | 0 | ||
| STARS GROUP INC | COM | 85570W100 | 297 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 10,560 | 9,454,000 | PRN | SOLE | 9,454,000 | 0 | 0 | ||
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 16,119 | 7,398,000 | PRN | SOLE | 7,398,000 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 15,142 | 45,500 | SH | Put | SOLE | 45,500 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,577 | 2,291,000 | PRN | SOLE | 2,291,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 1,739 | 1,432,000 | PRN | SOLE | 1,432,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 6,232 | 6,049,000 | PRN | SOLE | 6,049,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,867 | 3,583,000 | PRN | SOLE | 3,583,000 | 0 | 0 | ||
| THUNDER BRIDGE ACQUISITION L | UNIT 01/01/2025 | G8857R118 | 1,025 | 100,670 | SH | SOLE | 100,670 | 0 | 0 | ||
| TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 1,462 | 143,200 | SH | SOLE | 143,200 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | UNIT 08/15/2023 | G88950111 | 4,776 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
| TRINITY MERGER CORP | UNIT 05/11/2025 | 89653L205 | 3,939 | 381,641 | SH | SOLE | 381,641 | 0 | 0 | ||
| TWELVE SEAS INVESTMENT COMPA | UNIT 06/21/2023 | G9145A123 | 1,738 | 169,470 | SH | SOLE | 169,470 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 878 | 904,000 | PRN | SOLE | 904,000 | 0 | 0 | ||
| U S WELL SVCS INC | *W EXP 03/15/202 | 91274U119 | 109 | 184,370 | SH | SOLE | 184,370 | 0 | 0 | ||
| VANTAGE ENERGY ACQUISITION | *W EXP 04/12/202 | 92211L113 | 35 | 74,864 | SH | SOLE | 74,864 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP | UNIT 05/11/2023 | 92243N202 | 3,216 | 319,050 | SH | SOLE | 319,050 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 1,902 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||