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 |
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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 | 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 |