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 |
| ACAMAR PARTNERS ACQSITION CO | UNIT 12/30/2025 | 004285201 | 2,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 2,487 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| ALLEGRO MERGER CORP | COM | 01749N103 | 2,483 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| ALLEGRO MERGER CORP | UNIT 12/31/2023 | 01749N301 | 3,380 | 322,500 | SH | SOLE | 322,500 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 4,357 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| AMCI ACQUISITION CORP | UNIT 01/07/2019 | 00165R200 | 10,120 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| ANDINA ACQUISITION CORP III | UNIT 09/24/2020 | G04415116 | 2,525 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| ASSERTIO THERAPEUTICS INC | NOTE 2.500% 9/0 | 249908AA2 | 2,332 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 2,667 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
| BANK MONTREAL QUE | COM | 063671101 | 374 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| BISON CAP ACQUISITION CORP | ORD SHS | G1142P104 | 2,102 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| BLACK RIDGE ACQUISITION CORP | COM | 09216T107 | 1,276 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 15,147 | 15,000,000 | PRN | SOLE | 0 | 0 | 15,000,000 | ||
| BOXWOOD MERGER CORP | UNIT 11/26/2025 | 10319T200 | 13,369 | 1,325,000 | SH | SOLE | 1,325,000 | 0 | 0 | ||
| CDN IMPERIAL BK COMM TORONTO | COM | 136069101 | 3,953 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| CDN IMPERIAL BK COMM TORONTO | PUT | 136069951 | 750 | 1,250 | SH | Put | SOLE | 1,250 | 0 | 0 | |
| CF FIN ACQUISITION CORP | UNIT 04/30/2025 | 12528N206 | 6,630 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| CHASERG TECHNLGY ACQUISITN C | UNIT 09/30/2023 | 16166A202 | 3,939 | 390,000 | SH | SOLE | 390,000 | 0 | 0 | ||
| CHEGG INC | COM | 163092109 | 2,440 | 64,000 | SH | SOLE | 64,000 | 0 | 0 | ||
| CHURCHILL CAP CORP | W EXP 09/11/202 | 17142R111 | 150 | 44,500 | SH | SOLE | 44,500 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 19,765 | 14,500,000 | PRN | SOLE | 0 | 0 | 14,500,000 | ||
| CM SEVEN STAR ACQUISITION CO | SHS | G2345N102 | 8,699 | 842,119 | SH | SOLE | 842,119 | 0 | 0 | ||
| CM SEVEN STAR ACQUISITION CO | RIGHT 08/21/2022 | G2345N136 | 33 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| COLLIER CREEK HOLDINGS | UNIT 99/99/9999 | G22707122 | 8,849 | 857,500 | SH | SOLE | 857,500 | 0 | 0 | ||
| CRESCENT ACQUISITION CORP | UNIT 99/99/9999 | 22564L204 | 1,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| DFB HEALTHCARE ACQUISTION CO | COM | 23291E109 | 999 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| DFB HEALTHCARE ACQUISTION CO | UNIT 01/30/2023 | 23291E208 | 2,284 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 27,760 | 31,250,000 | PRN | SOLE | 0 | 0 | 31,250,000 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3,237 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
| FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 3,980 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| FAR PT ACQUISITION CORP | UNIT 06/01/2025 | 30734W208 | 3,640 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| FINTECH ACQUISITION CORP III | UNIT 12/01/2023 | 31811A309 | 6,623 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| FORUM MERGER II CORP | CL A | 34986F103 | 2,424 | 244,600 | SH | SOLE | 244,600 | 0 | 0 | ||
| GIGCAPITAL INC | COM | 37518N106 | 3,825 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
| GOL EQUITY FIN DEBT | DEBT 3.750% 7/1 | L4441GAA8 | 3,502 | 3,750,000 | PRN | SOLE | 0 | 0 | 3,750,000 | ||
| GORDON POINTE ACQUISITION CO | COM CL A | 382788107 | 3,140 | 307,500 | SH | SOLE | 307,500 | 0 | 0 | ||
| GORES HOLDINGS III INC | UNIT 09/07/2024 | 38286G208 | 3,090 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GORES METROPOULOS INC | UNIT 99/99/9999 | 382872208 | 1,024 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| GRAF INDL CORP | COM | 384278107 | 2,952 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| GRAF INDL CORP | UNIT 12/31/2025 | 384278206 | 8,547 | 845,000 | SH | SOLE | 845,000 | 0 | 0 | ||
| GREENLAND ACQUISITIN CORPORA | SHS | G40981139 | 252 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 2,098 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| GTY TECHNOLOGY HOLDINGS INC | W EXP 02/19/202 | 362409112 | 160 | 265,375 | SH | SOLE | 265,375 | 0 | 0 | ||
| HENNESSY CAP ACQUSTION CORP | UNIT 99/99/9999 | 42589C203 | 10,080 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,058 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
| HL ACQUISITIONS CORP | SHS | G4603R106 | 992 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HL ACQUISITIONS CORP | UNIT 06/21/2023 | G4603R114 | 782 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | W EXP 11/04/202 | 44109J114 | 2,025 | 1,557,500 | SH | SOLE | 1,557,500 | 0 | 0 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 6,735 | 8,500,000 | PRN | SOLE | 0 | 0 | 8,500,000 | ||
| INSURANCE ACQUISITION CORP | UNIT 03/31/2024 | 457867307 | 4,040 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| ISHARES INC | PUT | 464286509 | 691 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| LEGACY ACQUISITION CORP | COM CL A | 524643103 | 2,046 | 203,750 | SH | SOLE | 203,750 | 0 | 0 | ||
| LEO HOLDINGS CORP | COM CL A | G5463L105 | 2,008 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| LEO HOLDINGS CORP | UNIT 99/99/9999 | G5463L121 | 779 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| LF CAP ACQUISITION CORP | CL A | 50200K108 | 1,508 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 26,331 | 26,250,000 | PRN | SOLE | 0 | 0 | 26,250,000 | ||
| MEGALITH FINL ACQUISITION CO | UNIT 09/30/2025 | 58518F208 | 2,056 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| MODERN MEDIA ACQUISITION | COM | 60765P103 | 8,948 | 863,734 | SH | SOLE | 863,734 | 0 | 0 | ||
| MONOCLE ACQUISITION CORP | COM | 609754106 | 980 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| MONOCLE ACQUISITION CORP | UNIT 99/99/9999 | 609754205 | 4,284 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
| MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 6,048 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| MOSAIC ACQUISITION CORP | UNIT 99/99/9999 | 61946M209 | 903 | 87,500 | SH | SOLE | 87,500 | 0 | 0 | ||
| MUDRICK CAP ACQUISITION CORP | COM | 624745105 | 7,812 | 775,000 | SH | SOLE | 775,000 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 1,025 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| NEW FRONTIER CORP | UNIT 99/99/9999 | G6485P116 | 2,514 | 247,700 | SH | SOLE | 247,700 | 0 | 0 | ||
| NRC GROUP HLDGS CORP | W EXP 10/17/202 | 629375114 | 113 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| ONE MADISON CORP | CL A | G6772P100 | 7,688 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| ONE MADISON CORP | W EXP 99/99/999 | G6772P126 | 119 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| OPES ACQUISITION CORP | UNIT 03/07/2023 | 68373P209 | 3,889 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | COM | 70957E105 | 27,675 | 2,700,000 | SH | SOLE | 2,700,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | W EXP 07/27/202 | 70957E113 | 12 | 62,499 | SH | SOLE | 62,499 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | RIGHT 99/99/9999 | 70957E121 | 36 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| PIVOTAL ACQUISITION CORP | UNIT 12/01/2025 | 72583A200 | 3,312 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 12,360 | 13,750,000 | PRN | SOLE | 0 | 0 | 13,750,000 | ||
| PURE ACQUISITION CORP | CL A | 74621Q106 | 7,538 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 3,174 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 2,745 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 6,171 | 4,000,000 | PRN | SOLE | 0 | 0 | 4,000,000 | ||
| REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 19,596 | 20,000,000 | PRN | SOLE | 0 | 0 | 20,000,000 | ||
| REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 2,315 | 229,167 | SH | SOLE | 229,167 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 13,332 | 13,250,000 | PRN | SOLE | 0 | 0 | 13,250,000 | ||
| ROSEHILL RES INC | W EXP 09/16/202 | 777385113 | 154 | 358,300 | SH | SOLE | 358,300 | 0 | 0 | ||
| ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 378 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| SABAN CAP ACQUISITION CORP | CL A | 78516C106 | 5,140 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| SCHULTZE SPL PURP ACQUISITIO | UNIT 12/31/2023 | 80821R208 | 2,516 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| SENSEONICS HLDGS INC | COM | 81727U105 | 3,767 | 1,537,500 | SH | SOLE | 1,537,500 | 0 | 0 | ||
| SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 1,062 | 1,000,000 | PRN | SOLE | 0 | 0 | 1,000,000 | ||
| SENTINEL ENERGY SVCS INC | CL A | 81728P105 | 8,785 | 875,000 | SH | SOLE | 875,000 | 0 | 0 | ||
| SENTINEL ENERGY SVCS INC | W EXP 11/02/202 | 81728P113 | 68 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 4,585 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| SPARTAN ENERGY ACQUISITON CO | UNIT 99/99/9999 | 846784114 | 5,582 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | PUT | 78462F953 | 264 | 1,250 | SH | Put | SOLE | 1,250 | 0 | 0 | |
| SUNPOWER CORP | DBCV 0.875% 6/0 | 867652AJ8 | 2,531 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
| TARGET HOSPITALITY CORP | W EXP 03/15/202 | 87615L115 | 51 | 33,332 | SH | SOLE | 33,332 | 0 | 0 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 18,998 | 17,500,000 | PRN | SOLE | 0 | 0 | 17,500,000 | ||
| TENZING ACQUISITION CORP ORD | ORD SHS | G8708A116 | 2,432 | 241,500 | SH | SOLE | 241,500 | 0 | 0 | ||
| THUNDER BRIDGE ACQUISITION L | SHS CLASS A | G8857R100 | 9,945 | 975,000 | SH | SOLE | 975,000 | 0 | 0 | ||
| THUNDER BRIDGE ACQUISITION L | UNIT 01/01/2025 | G8857R118 | 2,435 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 2,095 | 200,500 | SH | SOLE | 200,500 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | ORD SHS | G88950103 | 6,865 | 692,710 | SH | SOLE | 692,710 | 0 | 0 | ||
| TKK SYMPHONY ACQUISITION COR | UNIT 08/15/2023 | G88950111 | 3,090 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
| TORONTO DOMINION BK ONT | COM NEW | 88633A107 | 1,766 | 175,200 | SH | SOLE | 175,200 | 0 | 0 | ||
| TORONTO DOMINION BK ONT | COM | 891160509 | 951 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
| TORTOISE ACQUISITION CORP | UNIT 03/04/2024 | 89154L209 | 2,747 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| TRIDENT ACQUISITIONS CORP | COM | 89615T106 | 4,076 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| TRIDENT ACQUISITIONS CORP | UNIT 05/09/2023 | 89615T205 | 3,705 | 359,700 | SH | SOLE | 359,700 | 0 | 0 | ||
| TRINE ACQUISITION CORP | UNIT 03/31/2021 | 89628U207 | 5,511 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
| TRINITY MERGER CORP | CL A | 89653L106 | 8,943 | 875,000 | SH | SOLE | 875,000 | 0 | 0 | ||
| TUSCAN HOLDINGS CORP | UNIT 99/99/9999 | 90069K203 | 6,257 | 600,000 | SH | SOLE | 600,000 | 0 | 0 | ||
| TWELVE SEAS INVESTMENT COMPA | SHS | G9145A107 | 5,010 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| TWELVE SEAS INVESTMENT COMPA | UNIT 06/21/2023 | G9145A123 | 5,250 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| U S WELL SVCS INC | W EXP 03/15/202 | 91274U119 | 134 | 132,500 | SH | SOLE | 132,500 | 0 | 0 | ||
| VANTAGE ENERGY ACQUISITION | COM CL A | 92211L105 | 5,110 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP | COM | 92243N103 | 1,998 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| VECTOIQ ACQUISITION CORP | UNIT 05/11/2023 | 92243N202 | 7,315 | 700,000 | SH | SOLE | 700,000 | 0 | 0 | ||