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 | 7,732 | 9,400,000 | PRN | SOLE | 9,400,000 | 0 | 0 | ||
AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 1,280 | 123,700 | SH | SOLE | 123,700 | 0 | 0 | ||
AKERNA CORP | *W EXP 06/17/202 | 00973W110 | 26 | 35,864 | SH | SOLE | 35,864 | 0 | 0 | ||
ALLEGRO MERGER CORP | UNIT 12/31/2023 | 01749N301 | 1,337 | 126,509 | SH | SOLE | 126,509 | 0 | 0 | ||
ALLIED ESPORTS ENTMT INC | COM | 019170109 | 48 | 9,120 | SH | SOLE | 9,120 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 4,433 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | ||
APEX TECHNOLOGY ACQUISITN CO | UNIT 06/11/2026 | 03768F201 | 764 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 1,143 | 1,011,000 | PRN | SOLE | 1,011,000 | 0 | 0 | ||
CHASERG TECHNLGY ACQUISITN C | UNIT 09/30/2023 | 16166A202 | 823 | 77,232 | SH | SOLE | 77,232 | 0 | 0 | ||
CHURCHILL CAP CORP II | UNIT 99/99/9999 | 17143G205 | 1,637 | 155,713 | SH | SOLE | 155,713 | 0 | 0 | ||
CONCRETE PUMPING HLDGS INC | COM | 206704108 | 120 | 30,140 | SH | SOLE | 30,140 | 0 | 0 | ||
ASSERTIO THERAPEUTICS INC | NOTE 2.500% 9/0 | 249908AA2 | 5,958 | 8,078,000 | PRN | SOLE | 8,078,000 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 5,853 | 6,388,000 | PRN | SOLE | 6,388,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,174 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 2,528 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 590 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
FORUM MERGER II CORP | UNIT 09/30/2025 | 34985B202 | 3,061 | 286,115 | SH | SOLE | 286,115 | 0 | 0 | ||
FORUM MERGER II CORP | CL A | 34986F103 | 463 | 45,785 | SH | SOLE | 45,785 | 0 | 0 | ||
GDS HLDGS LTD | DEBT 2.000% 6/0 | 36165LAB4 | 2,255 | 2,175,000 | PRN | SOLE | 2,175,000 | 0 | 0 | ||
GX ACQUISITION CORP | UNIT 05/24/2026 | 36251A206 | 3,060 | 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 | 37 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
GRAF INDL CORP | *W EXP 12/31/202 | 384278115 | 42 | 107,500 | SH | SOLE | 107,500 | 0 | 0 | ||
HAYMAKER ACQUISITION CORP II | UNIT 10/31/2026 | 42087L200 | 1,033 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 1,092 | 638,600 | SH | SOLE | 638,600 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 3,253 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 430 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 2.000% 5/1 | 45845PAB4 | 4,480 | 4,985,000 | PRN | SOLE | 4,985,000 | 0 | 0 | ||
INVESCO EXCHNG TRADED FD TR | SR LN ETF | 46138G508 | 1,130 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
IQIYI INC | DEBT 3.750%12/0 | G4939KAA4 | 7,671 | 7,700,000 | PRN | SOLE | 7,700,000 | 0 | 0 | ||
IQIYI INC | DEBT 2.000% 4/0 | G4939KAB2 | 2,168 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 997 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 2,603 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
ISHARES TR | IBOXX INV CP ETF | 464287242 | 816 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 572 | 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 | 1,460 | 137,903 | SH | SOLE | 137,903 | 0 | 0 | ||
LANDCADIA HLDGS II INC | UNIT 05/09/2026 | 51476X204 | 2,019 | 199,900 | SH | SOLE | 199,900 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 5/1 | 53220KAF5 | 4,459 | 5,350,000 | PRN | SOLE | 5,350,000 | 0 | 0 | ||
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,070 | 1,043,000 | PRN | SOLE | 1,043,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 4,218 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 3,989 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 433 | 39,900 | SH | SOLE | 39,900 | 0 | 0 | ||
NANTHEALTH INC | NOTE 5.500%12/1 | 630104AB3 | 2,661 | 4,140,000 | PRN | SOLE | 4,140,000 | 0 | 0 | ||
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 6,204 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 674 | 700,000 | PRN | SOLE | 700,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAJ3 | 9,921 | 10,344,000 | PRN | SOLE | 10,344,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 1,157 | 1,600,000 | PRN | SOLE | 1,600,000 | 0 | 0 | ||
PENSARE ACQUISITION CORP | *W EXP 07/27/202 | 70957E113 | 6 | 25,850 | SH | SOLE | 25,850 | 0 | 0 | ||
PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 16 | 51,700 | SH | SOLE | 51,700 | 0 | 0 | ||
PINDUODUO INC | DEBT 10/0 | G7115TAA4 | 2,549 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
PIVOTAL INVT CORP II | UNIT 06/01/2025 | 72582K209 | 1,527 | 150,000 | SH | SOLE | 150,000 | 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 | 215 | 160,599 | SH | SOLE | 160,599 | 0 | 0 | ||
PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 195 | 185,000 | PRN | SOLE | 185,000 | 0 | 0 | ||
PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,575 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
QUDIAN INC | DEBT 1.000% 7/0 | G7314VAA8 | 2,882 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 3,636 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
RANPAK HLDGS CORP | *W EXP 06/03/202 | 75321W111 | 221 | 295,100 | SH | SOLE | 295,100 | 0 | 0 | ||
SENTINEL ENERGY SVCS INC | *W EXP 11/02/202 | 81728P113 | 68 | 170,401 | SH | SOLE | 170,401 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 2,149 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SWITCHBACK ENERGY ACQUISITIO | UNIT 99/99/9999 | 87105M201 | 2,941 | 294,105 | SH | SOLE | 294,105 | 0 | 0 | ||
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 8,288 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 4,063 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 5,565 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 1,311 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
TILRAY INC | DEBT 5.000%10/0 | 88688TAA8 | 745 | 1,150,000 | PRN | SOLE | 1,150,000 | 0 | 0 | ||
TRINITY MERGER CORP | COM CL A | 89653L106 | 1,034 | 99,068 | SH | SOLE | 99,068 | 0 | 0 | ||
TUSCAN HOLDINGS CORP | UNIT 99/99/9999 | 90069K203 | 632 | 59,100 | SH | SOLE | 59,100 | 0 | 0 | ||
TUSCAN HLDGS CORP II | UNIT 04/01/2026 | 90070A202 | 3,015 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
VANGUARD INDEX FDS | LARGE CAP ETF | 922908637 | 982 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 257 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
VEONEER INCORPORATED | NOTE 4.000% 6/0 | 92336XAA7 | 3,450 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
XYNOMIC PHARMACUTCLS HLDNG I | *W EXP 05/15/202 | 98421X110 | 5 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
CLARIVATE ANALYTICS PLC | *W EXP 11/09/201 | G21810117 | 1,741 | 295,633 | SH | SOLE | 295,633 | 0 | 0 | ||
ACT II GLOBAL ACQUISITION CO | UNIT 04/30/2026 | G0080J112 | 1,038 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
KAIXIN AUTO HLDGS | SHS | G5223X100 | 109 | 60,290 | SH | SOLE | 60,290 | 0 | 0 | ||
ARYA SCIENCES ACQUISITION CO | UNIT 10/04/2023 | G3165V117 | 1,447 | 131,999 | SH | SOLE | 131,999 | 0 | 0 | ||
FELLAZO INC | UNIT 99/99/9999 | G3362K104 | 1,245 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
NETFIN ACQUISITION CORP | UNIT 08/01/2024 | G6455A123 | 1,766 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
THUNDER BRDG ACQUISTION II L | UNIT 99/99/9999 | G8857S124 | 1,527 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
TKK SYMPHONY ACQUISITION COR | UNIT 08/15/2023 | G88950111 | 1,199 | 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 | 2,240 | 206,600 | SH | SOLE | 206,600 | 0 | 0 | ||
TWELVE SEAS INVESTMENT COMPA | RIGHT 12/22/2019 | G9145A131 | 1 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
AKAZOO SA | SHS | L0164E108 | 25 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
AKAZOO SA | *W EXP 09/11/202 | L0164E116 | 15 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LONGEVITY ACQUISITION CORP | UNIT 08/29/2024 | G56372108 | 560 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
TENZING ACQUISITION CORP | UNIT 08/24/2024 | G8708A124 | 831 | 79,300 | SH | SOLE | 79,300 | 0 | 0 | ||
DD3 ACQUISITION CORP | UNIT 10/12/2023 | G2692M129 | 2,513 | 242,100 | SH | SOLE | 242,100 | 0 | 0 | ||
HL ACQUISITIONS CORP | UNIT 06/21/2023 | G4603R114 | 799 | 75,073 | SH | SOLE | 75,073 | 0 | 0 |