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 |
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 878 | 1,150,000 | PRN | SOLE | 1,150,000 | 0 | 0 | ||
| AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 1,274 | 123,700 | SH | SOLE | 123,700 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 5.000% 4/0 | 00767EAC6 | 395 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
| ALLEGRO MERGER CORP | *W EXP 01/06/202 | 01749N111 | 13 | 190,907 | SH | SOLE | 190,907 | 0 | 0 | ||
| ALLEGRO MERGER CORP | RIGHT 12/31/2023 | 01749N129 | 18 | 195,207 | SH | SOLE | 195,207 | 0 | 0 | ||
| ALLIED ESPORTS ENTMT INC | COM | 019170109 | 14 | 9,120 | SH | SOLE | 9,120 | 0 | 0 | ||
| AMPLITUDE HLTHCRE AQUSTIN CO | UNIT 12/01/2026 | 03212A204 | 476 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| APEX TECHNOLOGY ACQUISITN CO | UNIT 06/11/2026 | 03768F201 | 761 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| AVADEL FIN CAYMAN LTD | NOTE 4.500% | 05337YAB8 | 1,925 | 1,900 | PRN | SOLE | 1,900 | 0 | 0 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 1,916 | 1,874,000 | PRN | SOLE | 1,874,000 | 0 | 0 | ||
| CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 1,610 | 155,713 | SH | SOLE | 155,713 | 0 | 0 | ||
| CHURCHILL CAP CORP II | UNIT 03/01/2027 | 17144C203 | 1,500 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,055 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 4.000%11/1 | 23282WAA8 | 7,250 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| DMY TECHNOLOGY GROUP INC | UNIT 99/99/9999 | 233253202 | 1,809 | 184,000 | SH | SOLE | 184,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 1,841 | 2,288,000 | PRN | SOLE | 2,288,000 | 0 | 0 | ||
| DISH NETWORK CORP | NOTE 2.375% 3/1 | 25470MAD1 | 817 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 2,197 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 3,059 | 4,834,000 | PRN | SOLE | 4,834,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 1,185 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| FINSERV ACQUISITION CORP | UNIT 12/31/2026 | 318085206 | 1,008 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 565 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
| FLYING EAGLE ACQUISITION COR | UNIT 99/99/9999 | 34407Y202 | 499 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| FORUM MERGER II CORP | CL A | 34986F103 | 3,415 | 331,900 | SH | SOLE | 331,900 | 0 | 0 | ||
| FORUM MERGER II CORP | *W EXP 09/30/202 | 34986F111 | 60 | 286,115 | SH | SOLE | 286,115 | 0 | 0 | ||
| GX ACQUISITION CORP | UNIT 05/24/2026 | 36251A206 | 3,030 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GIGCAPITAL2 INC | UNIT 02/28/2026 | 375036209 | 2,046 | 198,600 | SH | SOLE | 198,600 | 0 | 0 | ||
| GORDON POINTE ACQUISITION CO | *W EXP 07/30/202 | 382788115 | 20 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
| GRAF INDL CORP | *W EXP 12/31/202 | 384278115 | 20 | 107,500 | SH | SOLE | 107,500 | 0 | 0 | ||
| GRID DYNAMICS HLDGS INC | *W EXP 03/05/202 | 39813G117 | 260 | 146,124 | SH | SOLE | 146,124 | 0 | 0 | ||
| HAYMAKER ACQUISITION CORP II | UNIT 10/31/2026 | 42087L200 | 1,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HEALTHCARE MERGER CORP | UNIT 12/17/2021 | 42227L201 | 773 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 419 | 688,600 | SH | SOLE | 688,600 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 638 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| INOVIO PHARMACEUTICALS INC | NOTE 6.500% 3/0 | 45773HAB8 | 11,050 | 7,750,000 | PRN | SOLE | 7,750,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 4,758 | 5,859,000 | PRN | SOLE | 5,859,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 863 | 985,000 | PRN | SOLE | 985,000 | 0 | 0 | ||
| INTERPRIVATE ACQUISITION COR | UNIT 10/29/2024 | 46064A202 | 1,422 | 143,800 | SH | SOLE | 143,800 | 0 | 0 | ||
| INVESCO EXCHNG TRADED FD TR | SR LN ETF | 46138G508 | 818 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| IQIYI INC | DEBT 3.750%12/0 | 46267XAB4 | 7,338 | 7,200,000 | PRN | SOLE | 7,200,000 | 0 | 0 | ||
| IQIYI INC | DEBT 2.000% 4/0 | G4939KAB2 | 2,201 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 1,059 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 9,586 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 701 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| KALEYRA INC | *W EXP 12/12/202 | 483379111 | 242 | 251,065 | SH | SOLE | 251,065 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | *W EXP 06/22/202 | 50200K116 | 18 | 59,500 | SH | SOLE | 59,500 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | UNIT 06/19/2025 | 50200K207 | 1,416 | 137,903 | SH | SOLE | 137,903 | 0 | 0 | ||
| LANDCADIA HLDGS II INC | UNIT 05/09/2026 | 51476X204 | 1,959 | 199,900 | SH | SOLE | 199,900 | 0 | 0 | ||
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 1,968 | 2,350,000 | PRN | SOLE | 2,350,000 | 0 | 0 | ||
| MERIDA MERGER CORP I | COM | 58953M106 | 3,898 | 402,300 | SH | SOLE | 402,300 | 0 | 0 | ||
| MERIDA MERGER CORP I | *W EXP 11/07/202 | 58953M114 | 72 | 201,150 | SH | SOLE | 201,150 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 2,924 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | *W EXP 02/12/202 | 624745113 | 10 | 36,800 | SH | SOLE | 36,800 | 0 | 0 | ||
| NIO INC | NOTE 4.500% 2/0 | 62914VAB2 | 696 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| NANTHEALTH INC | NOTE 5.500%12/1 | 630104AB3 | 8,196 | 9,390,000 | PRN | SOLE | 9,390,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 1,090 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 1,047 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| OMEROS CORP | NOTE 6.250%11/1 | 682143AE2 | 5,481 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 7,293 | 11,110,000 | PRN | SOLE | 11,110,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 2,895 | 3,000,000 | PRN | SOLE | 3,000,000 | 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 | 6 | 51,700 | SH | SOLE | 51,700 | 0 | 0 | ||
| PIVOTAL INVT CORP II | *W EXP 06/01/202 | 72582K118 | 35 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| PROPTECH ACQUISITION CORPORA | UNIT 10/01/2026 | 74349F200 | 497 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,494 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 1,738 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| QUDIAN INC | DEBT 1.000% 7/0 | G7314VAA8 | 543 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 6,359 | 8,725,000 | PRN | SOLE | 8,725,000 | 0 | 0 | ||
| RANPAK HLDGS CORP | *W EXP 06/03/202 | 75321W111 | 240 | 225,100 | SH | SOLE | 225,100 | 0 | 0 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 2,336 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| STABLE RD ACQUISITION CORP | UNIT 05/15/2026 | 85236Q208 | 503 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| SWITCHBACK ENERGY ACQUISITIO | UNIT 99/99/9999 | 87105M201 | 2,868 | 294,105 | SH | SOLE | 294,105 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 6,431 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| THERATECHNOLOGIES INC | NOTE 5.750% 6/3 | 88338HAA8 | 52 | 69,000 | PRN | SOLE | 69,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 3,391 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| TILRAY INC | DEBT 5.000%10/0 | 88688TAB6 | 396 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
| TUSCAN HOLDINGS CORP | UNIT 99/99/9999 | 90069K203 | 598 | 59,100 | SH | SOLE | 59,100 | 0 | 0 | ||
| TUSCAN HLDGS CORP II | UNIT 04/01/2026 | 90070A202 | 3,000 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 219 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
| VEONEER INCORPORATED | NOTE 4.000% 6/0 | 92336XAA7 | 2,661 | 3,746 | PRN | SOLE | 3,746 | 0 | 0 | ||
| VERTIV HOLDINGS CO | *W EXP 06/12/202 | 92537N116 | 526 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 667 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| YY INC | DEBT 1.375% 6/1 | G9887YAC1 | 3,142 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| ACT II GLOBAL ACQUISITION CO | UNIT 04/30/2026 | G0080J112 | 1,059 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| KAIXIN AUTO HLDGS | SHS | G5223X100 | 20 | 22,776 | SH | SOLE | 22,776 | 0 | 0 | ||
| ARYA SCIENCES ACQUISITION CO | UNIT 10/04/2023 | G3165V117 | 1,452 | 131,981 | SH | SOLE | 131,981 | 0 | 0 | ||
| FELLAZO INC | UNIT 99/99/9999 | G3362K104 | 1,269 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| GALILEO ACQUISITION CORP | UNIT 99/99/9999 | G3770A128 | 1,440 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| LIV CAP ACQUISITION CORP | UNIT 99/99/9999 | G5510C124 | 1,764 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
| NETFIN ACQUISITION CORP | UNIT 08/01/2024 | G6455A123 | 755 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| SCVX CORP | UNIT 99/99/9999 | G79448109 | 997 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| THUNDER BRDG ACQUISTION II L | UNIT 99/99/9999 | G8857S124 | 1,528 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| BROOGE HLDGS LTD | *W EXP 12/20/202 | G1611B115 | 104 | 158,000 | SH | SOLE | 158,000 | 0 | 0 | ||
| UNION ACQUISITION CORP II | UNIT 99/99/9999 | G9402Q118 | 976 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| YUNHONG INTL | UNIT 99/99/9999 | G98882114 | 1,425 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 5.000% 4/0 | 00767EAC6 | 30 | 33,000 | PRN | SOLE | 33,000 | 0 | 0 | ||
| AKAZOO SA | *W EXP 09/11/202 | L0164E116 | 5 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| AGBA ACQUISITION LTD | UNIT 05/10/2024 | G0120M133 | 1,329 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
| LONGEVITY ACQUISITION CORP | UNIT 08/29/2024 | G56372108 | 548 | 51,200 | SH | SOLE | 51,200 | 0 | 0 | ||
| TENZING ACQUISITION CORP | UNIT 08/24/2024 | G8708A124 | 7 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
| HL ACQUISITIONS CORP | *W EXP 06/21/202 | G4603R122 | 11 | 75,073 | SH | SOLE | 75,073 | 0 | 0 | ||
| HL ACQUISITIONS CORP | RIGHT 07/17/2023 | G4603R130 | 6 | 75,073 | SH | SOLE | 75,073 | 0 | 0 | ||