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

FORM 13F INFORMATION TABLE
OMB APPROVAL
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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 7,804 7,550,000 PRN   SOLE   7,550,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 3,312 3,095,000 PRN   SOLE   3,095,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1,150 1,075,000 PRN   OTR 1 0 1,075,000 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 6,188 5,687,000 PRN   SOLE   5,687,000 0 0
BLACK RIDGE ACQUISITION CORP UNIT 10/05/2022 09216T206 1,459 140,000 SH   SOLE   140,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 296 300,000 PRN   SOLE   300,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 4,312 2,469,000 PRN   SOLE   2,469,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 1,746 1,000,000 PRN   OTR 1 0 1,000,000 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 6,235 4,750,000 PRN   SOLE   4,750,000 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 1,412 1,076,000 PRN   OTR 1 0 1,076,000 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,397 5,000,000 PRN   SOLE   5,000,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 3,690 4,500,000 PRN   SOLE   4,500,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3,583 3,119,000 PRN   SOLE   3,119,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 3,508 3,000,000 PRN   SOLE   3,000,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 3,537 4,150,000 PRN   SOLE   4,150,000 0 0
FORUM MERGER CORP *W EXP 06/01/202 34985B111 88 74,050 SH   SOLE   74,050 0 0
GSV CAP CORP NOTE 4.750% 3/2 36191JAC5 1,263 1,250,000 PRN   SOLE   1,250,000 0 0
GORDON POINTE ACQUISITION CO UNIT 01/18/2023 382788206 1,291 125,000 SH   SOLE   125,000 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 2,456 2,500,000 PRN   SOLE   2,500,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 1,937 2,030,000 PRN   SOLE   2,030,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 472 200,000 SH   SOLE   200,000 0 0
INDUSTREA ACQUISITION CORP UNIT 07/21/2024 45579J203 832 80,000 SH   SOLE   80,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 444 500,000 PRN   SOLE   500,000 0 0
INSEEGO CORP NOTE 5.500% 6/1 45782BAA2 805 1,000,000 PRN   SOLE   1,000,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,181 1,000,000 PRN   SOLE   1,000,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,643 14,000 SH   SOLE   14,000 0 0
MTECH ACQUISITION CORP COM CLASS A 55378W107 287 30,000 SH   SOLE   30,000 0 0
MTECH ACQUISITION CORP UNIT 01/19/2023 55378W206 2,543 250,000 SH   SOLE   250,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 481 500,000 PRN   SOLE   500,000 0 0
MICROCHIP TECHNOLOGY Inc NOTE 1.625% 2/1 595017AD6 2,663 1,500,000 PRN   OTR 1 0 1,500,000 0
MICROCHIP TECHNOLOGY Inc SDCV 2.250% 2/1 595017AG9 5,313 4,400,000 PRN   SOLE   4,400,000 0 0
MODERN MEDIA ACQUISITION UNIT 99/99/9999 60765P202 637 60,000 SH   SOLE   60,000 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 1,766 2,500,000 PRN   SOLE   2,500,000 0 0
NEW MTN FIN CORP NOTE 5.000% 6/1 647551AB6 1,152 1,125,000 PRN   OTR 1 0 1,125,000 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 9,971 9,735,000 PRN   SOLE   9,735,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 935 1,000,000 PRN   SOLE   1,000,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 367 400,000 PRN   SOLE   400,000 0 0
PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 752 72,100 SH   SOLE   72,100 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 3,080 3,700,000 PRN   SOLE   3,700,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 2.750% 6/1 75972AAA1 972 877,000 PRN   SOLE   877,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 6,760 5,000,000 PRN   SOLE   5,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,368 28,000 SH   SOLE   28,000 0 0
SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 355 100,000 SH   SOLE   100,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3,441 3,756,000 PRN   SOLE   3,756,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 4,471 4,500,000 PRN   SOLE   4,500,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 523 500,000 PRN   SOLE   500,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,567 3,500,000 PRN   SOLE   3,500,000 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1,514 150,000 SH   SOLE   150,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 6,516 6,250,000 PRN   SOLE   6,250,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 521 500,000 PRN   OTR 1 0 500,000 0
VECTOR GROUP LTD FRNT 92240MBC1 1,649 1,500,000 PRN   SOLE   1,500,000 0 0
WILLSCOT CORP *W EXP 09/10/202 971375118 334 200,000 SH   SOLE   200,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,404 12,000 SH   SOLE   12,000 0 0
QUALCOMM INC COM 747525103 1,385 25,000 SH   SOLE   25,000 0 0