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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 9,153 11,400,000 PRN   SOLE   11,400,000 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1,265 123,700 SH   SOLE   123,700 0 0
AKERNA CORP *W EXP 01/30/202 00973W110 467 157,055 SH   SOLE   157,055 0 0
ALLEGRO MERGER CORP UNIT 12/31/2023 01749N301 1,329 126,509 SH   SOLE   126,509 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 4,338 4,335,000 PRN   SOLE   4,335,000 0 0
AURORA CANNABIS INC DEBT 5.500% 2/2 C0534LAA3 4,632 4,800,000 PRN   SOLE   4,800,000 0 0
BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T115 41 99,500 SH   SOLE   99,500 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 38 91,200 SH   SOLE   91,200 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 311 300,000 PRN   SOLE   300,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 3,457 3,111,000 PRN   SOLE   3,111,000 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 845 15,000 SH   SOLE   15,000 0 0
CHASERG TECHNLGY ACQUISITN C UNIT 09/30/2023 16166A202 790 77,232 SH   SOLE   77,232 0 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 1,120 110,300 SH   SOLE   110,300 0 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 4,264 5,926,000 PRN   SOLE   5,926,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 5,361 5,500,000 PRN   SOLE   5,500,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 2,632 2,619,000 PRN   SOLE   2,619,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 2,533 2,500,000 PRN   SOLE   2,500,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 2,489 2,745,000 PRN   SOLE   2,745,000 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 594 55,500 SH   SOLE   55,500 0 0
FORUM MERGER II CORP UNIT 09/30/2025 34986F202 3,567 336,115 SH   SOLE   336,115 0 0
FORUM MERGER II CORP CL A 34986F103 461 45,785 SH   SOLE   45,785 0 0
GDS HLDGS LTD DEBT 2.000% 6/0 36165LAB4 4,127 4,175,000 PRN   SOLE   4,175,000 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 3,015 300,000 SH   SOLE   300,000 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 1,992 198,600 SH   SOLE   198,600 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 946 91,600 SH   SOLE   91,600 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 31 91,600 SH   SOLE   91,600 0 0
GRAF INDL CORP UNIT 12/31/2025 384278206 1,683 163,600 SH   SOLE   163,600 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 1,021 100,000 SH   SOLE   100,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1,213 638,600 SH   SOLE   638,600 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 855 1,250,000 PRN   SOLE   1,250,000 0 0
INFRA AND ENERGY ALTRNTIVE I *W EXP 05/20/202 45686J112 0 13,264 SH   SOLE   13,264 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 2,486 2,500,000 PRN   SOLE   2,500,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 981 1,200,000 PRN   SOLE   1,200,000 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 1,133 50,000 SH   SOLE   50,000 0 0
IQIYI INC DEBT 3.750%12/0 G4939KAA4 6,288 5,700,000 PRN   SOLE   5,700,000 0 0
IQIYI INC DEBT 2.000% 4/0 G4939KAB2 2,470 2,500,000 PRN   SOLE   2,500,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 2,142 2,000,000 PRN   SOLE   2,000,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,561 23,000 SH   SOLE   23,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 796 6,400 SH   SOLE   6,400 0 0
ISHARES TR 20 YR TR BD ETF 464287432 531 4,000 SH   SOLE   4,000 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 19 59,500 SH   SOLE   59,500 0 0
LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 1,437 137,903 SH   SOLE   137,903 0 0
LANDCADIA HLDGS II INC UNIT 05/09/2026 51476X204 1,999 199,900 SH   SOLE   199,900 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 1,169 1,350,000 PRN   SOLE   1,350,000 0 0
MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2,019 2,000,000 PRN   SOLE   2,000,000 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 531 158,900 SH   SOLE   158,900 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 1,809 1,500,000 PRN   SOLE   1,500,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,513 2,500,000 PRN   SOLE   2,500,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 3,658 3,100,000 PRN   SOLE   3,100,000 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 4 20,000 SH   SOLE   20,000 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 12 40,000 SH   SOLE   40,000 0 0
MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 423 39,900 SH   SOLE   39,900 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 2,028 3,140,000 PRN   SOLE   3,140,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 3,458 3,436,000 PRN   SOLE   3,436,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 6,570 7,500,000 PRN   SOLE   7,500,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 8,913 8,450,000 PRN   SOLE   8,450,000 0 0
PENSARE ACQUISITION CORP *W EXP 07/27/202 70957E113 4 25,850 SH   SOLE   25,850 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 9 51,700 SH   SOLE   51,700 0 0
PIVOTAL ACQUISITION CORP CL A COM 72583A101 122 12,029 SH   SOLE   12,029 0 0
PIVOTAL ACQUISITION CORP *W EXP 12/01/202 72583A119 217 160,599 SH   SOLE   160,599 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 181 185,000 PRN   SOLE   185,000 0 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 2,566 240,000 SH   SOLE   240,000 0 0
QUDIAN INC DEBT 1.000% 7/0 G7314VAA8 3,062 3,000,000 PRN   SOLE   3,000,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,815 2,000,000 PRN   SOLE   2,000,000 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 235 187,000 SH   SOLE   187,000 0 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 119 170,401 SH   SOLE   170,401 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 6,334 6,200,000 PRN   SOLE   6,200,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 3,939 4,000,000 PRN   SOLE   4,000,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,158 6,000,000 PRN   SOLE   6,000,000 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1,219 116,000 SH   SOLE   116,000 0 0
TILRAY INC DEBT 5.000%10/0 U8961EAA4 933 1,150,000 PRN   SOLE   1,150,000 0 0
TRINITY MERGER CORP UNIT 05/11/2025 89653L205 1,053 99,068 SH   SOLE   99,068 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 953 89,900 SH   SOLE   89,900 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 4,039 3,997,000 PRN   SOLE   3,997,000 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 970 7,200 SH   SOLE   7,200 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 255 1,700 SH   SOLE   1,700 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 4,686 4,500,000 PRN   SOLE   4,500,000 0 0
XYNOMIC PHARMACUTCLS HLDNG I *W EXP 05/15/202 98421X110 13 63,000 SH   SOLE   63,000 0 0
YY INC DEBT 0.750% 6/1 G9887YAB3 1,014 1,000,000 PRN   SOLE   1,000,000 0 0
YY INC DEBT 1.375% 6/1 G9887YAC1 1,018 1,000,000 PRN   SOLE   1,000,000 0 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 1,404 295,633 SH   SOLE   295,633 0 0
ACT II GLOBAL ACQUISITION CO UNIT 04/30/2026 G0080J112 1,012 100,000 SH   SOLE   100,000 0 0
KAIXIN AUTO HLDGS SHS G5223X100 133 60,290 SH   SOLE   60,290 0 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 1,411 131,999 SH   SOLE   131,999 0 0
TKK SYMPHONY ACQUISITION COR UNIT 08/15/2023 G88950111 1,191 116,000 SH   SOLE   116,000 0 0
TWELVE SEAS INVESTMENT COMPA *W EXP 12/22/202 G9145A115 0 1,400 SH   SOLE   1,400 0 0
TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 2,198 206,600 SH   SOLE   206,600 0 0
TWELVE SEAS INVESTMENT COMPA RIGHT 12/22/2019 G9145A131 0 1,400 SH   SOLE   1,400 0 0
LONGEVITY ACQUISITION CORP UNIT 08/29/2024 G56372108 534 51,500 SH   SOLE   51,500 0 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 826 79,300 SH   SOLE   79,300 0 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 2,479 242,100 SH   SOLE   242,100 0 0
HL ACQUISITIONS CORP UNIT 06/21/2023 G4603R114 791 75,073 SH   SOLE   75,073 0 0