The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 10,012 | 11,900,000 | PRN | SOLE | 11,900,000 | 0 | 0 | ||
| AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 1,285 | 123,700 | SH | SOLE | 123,700 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 5.000% 4/0 | 00767EAC6 | 442 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
| ALLEGRO MERGER CORP | *W EXP 01/06/202 | 01749N111 | 34 | 190,907 | SH | SOLE | 190,907 | 0 | 0 | ||
| ALLEGRO MERGER CORP | RIGHT 12/31/2023 | 01749N129 | 62 | 195,207 | SH | SOLE | 195,207 | 0 | 0 | ||
| ALLIED ESPORTS ENTMT INC | COM | 019170109 | 24 | 9,120 | SH | SOLE | 9,120 | 0 | 0 | ||
| AMPLITUDE HLTHCRE AQUSTIN CO | UNIT 12/01/2026 | 03212A204 | 503 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 4,453 | 4,394,000 | PRN | SOLE | 4,394,000 | 0 | 0 | ||
| APEX TECHNOLOGY ACQUISITN CO | UNIT 06/11/2026 | 03768F201 | 785 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| CHASERG TECHNLGY ACQUISITN C | UNIT 09/30/2023 | 16166A202 | 923 | 77,232 | SH | SOLE | 77,232 | 0 | 0 | ||
| CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 1,678 | 155,713 | SH | SOLE | 155,713 | 0 | 0 | ||
| CONCRETE PUMPING HLDGS INC | COM | 206704108 | 165 | 30,140 | SH | SOLE | 30,140 | 0 | 0 | ||
| ASSERTIO THERAPEUTICS INC | NOTE 2.500% 9/0 | 249908AA2 | 6,971 | 9,328,000 | PRN | SOLE | 9,328,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 6,145 | 6,388,000 | PRN | SOLE | 6,388,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,178 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 2,581 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,372 | 4,834,000 | PRN | SOLE | 4,834,000 | 0 | 0 | ||
| FINSERV ACQUISITION CORP | UNIT 12/31/2026 | 318085206 | 1,023 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 597 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
| FORUM MERGER II CORP | UNIT 09/30/2025 | 34985B202 | 3,053 | 286,115 | SH | SOLE | 286,115 | 0 | 0 | ||
| FORUM MERGER II CORP | CL A | 34986F103 | 467 | 45,785 | SH | SOLE | 45,785 | 0 | 0 | ||
| GDS HLDGS LTD | DEBT 2.000% 6/0 | 36165LAB4 | 2,629 | 2,175,000 | PRN | SOLE | 2,175,000 | 0 | 0 | ||
| GX ACQUISITION CORP | UNIT 05/24/2026 | 36251A206 | 3,105 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GIGCAPITAL2 INC | UNIT 02/28/2026 | 375036209 | 2,089 | 198,600 | SH | SOLE | 198,600 | 0 | 0 | ||
| GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 33 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
| GRAF INDL CORP | *W EXP 12/31/202 | 384278115 | 47 | 107,500 | SH | SOLE | 107,500 | 0 | 0 | ||
| HAYMAKER ACQUISITION CORP II | UNIT 10/31/2026 | 42087L200 | 1,050 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HEALTHCARE MERGER CORP | UNIT 12/17/2021 | 42227L201 | 776 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 1,258 | 638,600 | SH | SOLE | 638,600 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 3,959 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| INTELSAT S A | NOTE 4.500% 6/1 | 45790VAB6 | 1,366 | 2,075,000 | PRN | SOLE | 2,075,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 558 | 553,000 | PRN | SOLE | 553,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 4,611 | 3,485,000 | PRN | SOLE | 3,485,000 | 0 | 0 | ||
| INVESCO EXCHNG TRADED FD TR | SR LN ETF | 46138G508 | 1,141 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| IQIYI INC | DEBT 3.750%12/0 | 46267XAB4 | 9,644 | 8,700,000 | PRN | SOLE | 8,700,000 | 0 | 0 | ||
| IQIYI INC | DEBT 2.000% 4/0 | G4939KAB2 | 3,474 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,164 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 2,585 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 819 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 542 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| KALEYRA INC | *W EXP 12/12/202 | 483379111 | 372 | 329,396 | SH | SOLE | 329,396 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | *W EXP 06/22/202 | 50200K116 | 28 | 59,500 | SH | SOLE | 59,500 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 1,462 | 137,903 | SH | SOLE | 137,903 | 0 | 0 | ||
| LANDCADIA HLDGS II INC | UNIT 05/09/2026 | 51476X204 | 2,025 | 199,900 | SH | SOLE | 199,900 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 2,028 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 6,968 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| MERIDA MERGER CORP I | COM | 58953M106 | 3,918 | 402,300 | SH | SOLE | 402,300 | 0 | 0 | ||
| MERIDA MERGER CORP I | *W EXP 11/07/202 | 58953M114 | 100 | 201,150 | SH | SOLE | 201,150 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 4,503 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 432 | 39,900 | SH | SOLE | 39,900 | 0 | 0 | ||
| NANTHEALTH INC | NOTE 5.500%12/1 | 630104AB3 | 4,429 | 6,490,000 | PRN | SOLE | 6,490,000 | 0 | 0 | ||
| OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 7,039 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | COM | 69329Y104 | 2,316 | 713,782 | SH | SOLE | 713,782 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | *W EXP 07/27/202 | 70957E113 | 8 | 25,850 | SH | SOLE | 25,850 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 15 | 51,700 | SH | SOLE | 51,700 | 0 | 0 | ||
| PINDUODUO INC | DEBT 10/0 | G7115TAA4 | 5,161 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| PIVOTAL INVT CORP II | UNIT 06/01/2025 | 72582K209 | 1,530 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| PROPTECH ACQUISITION CORPORA | UNIT 10/01/2026 | 74349F200 | 512 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,592 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| QUDIAN INC | DEBT 1.000% 7/0 | G7314VAA8 | 2,218 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 1,559 | 1,586,000 | PRN | SOLE | 1,586,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 4,849 | 5,725,000 | PRN | SOLE | 5,725,000 | 0 | 0 | ||
| RANPAK HLDGS CORP | *W EXP 06/03/202 | 75321W111 | 336 | 295,100 | SH | SOLE | 295,100 | 0 | 0 | ||
| SEA LTD | DEBT 1.000%12/0 | G7948TAC3 | 1,636 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| STABLE RD ACQUISITION CORP | UNIT 05/15/2026 | 85236Q208 | 515 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| SWITCHBACK ENERGY ACQUISITIO | UNIT 99/99/9999 | 87105M201 | 2,959 | 294,105 | SH | SOLE | 294,105 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 5,222 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 6,047 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| THERATECHNOLOGIES INC | NOTE 5.750% 6/3 | 88338HAA8 | 55 | 69,000 | PRN | SOLE | 69,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 7,863 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 1,350 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| TILRAY INC | DEBT 5.000%10/0 | 88688TAB6 | 1,014 | 1,950,000 | PRN | SOLE | 1,950,000 | 0 | 0 | ||
| TUSCAN HOLDINGS CORP | UNIT 99/99/9999 | 90069K203 | 621 | 59,100 | SH | SOLE | 59,100 | 0 | 0 | ||
| TUSCAN HLDGS CORP II | UNIT 04/01/2026 | 90070A202 | 3,027 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 1,064 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 278 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
| VEONEER INCORPORATED | NOTE 4.000% 6/0 | 92336XAA7 | 3,581 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 1,557 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 2,028 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| YY INC | DEBT 1.375% 6/1 | G9887YAC1 | 1,804 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| CLARIVATE ANALYTICS PLC | *W EXP 05/13/202 | G21810117 | 1,848 | 295,633 | SH | SOLE | 295,633 | 0 | 0 | ||
| ACT II GLOBAL ACQUISITION CO | UNIT 04/30/2026 | G0080J112 | 1,060 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| KAIXIN AUTO HLDGS | SHS | G5223X100 | 98 | 52,276 | SH | SOLE | 52,276 | 0 | 0 | ||
| ARYA SCIENCES ACQUISITION CO | UNIT 10/04/2023 | G3165V117 | 1,518 | 131,999 | SH | SOLE | 131,999 | 0 | 0 | ||
| FELLAZO INC | UNIT 99/99/9999 | G3362K104 | 1,263 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| GALILEO ACQUISITION CORP | UNIT 99/99/9999 | G3770A128 | 1,542 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| LIV CAP ACQUISITION CORP | UNIT 99/99/9999 | G5510C124 | 1,811 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| NETFIN ACQUISITION CORP | UNIT 08/01/2024 | G6455A123 | 764 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| THUNDER BRDG ACQUISTION II L | UNIT 99/99/9999 | G8857S124 | 1,567 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | UNIT 08/15/2023 | G88950111 | 7 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | RIGHT 02/20/2020 | G88950137 | 23 | 91,000 | SH | SOLE | 91,000 | 0 | 0 | ||
| UNION ACQUISITION CORP II | UNIT 99/99/9999 | G9402Q118 | 1,019 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 5.000% 4/0 | 00767EAC6 | 30 | 33,000 | PRN | SOLE | 33,000 | 0 | 0 | ||
| AKAZOO SA | SHS | L0164E108 | 21 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| AKAZOO SA | *W EXP 09/11/202 | L0164E116 | 10 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| AGBA ACQUISITION LTD | UNIT 05/10/2024 | G0120M133 | 1,338 | 130,000 | SH | SOLE | 130,000 | 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 | 817 | 79,300 | SH | SOLE | 79,300 | 0 | 0 | ||
| DD3 ACQUISITION CORP | UNIT 10/12/2023 | G2692M129 | 2,615 | 242,100 | SH | SOLE | 242,100 | 0 | 0 | ||
| HL ACQUISITIONS CORP | *W EXP 06/21/202 | G4603R122 | 26 | 75,073 | SH | SOLE | 75,073 | 0 | 0 | ||
| HL ACQUISITIONS CORP | RIGHT 07/17/2023 | G4603R130 | 19 | 75,073 | SH | SOLE | 75,073 | 0 | 0 | ||