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 |
| ABG ACQUISITION CORP I | CL A SHS | G00496102 | 245 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 4.750% 8/2 | 03762UAB1 | 13,203 | 13,269,000 | PRN | SOLE | 13,269,000 | 0 | 0 | ||
| ARBOR REALTY TRUST INC | NOTE 4.750%11/0 | 038923AP3 | 3,950 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| ATLANTIC AVE ACQUISITION COR | COM CL A | 04906P101 | 248 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| BCLS ACQUISITION CORP | COM CL A | G0904B105 | 55 | 5,603 | SH | SOLE | 5,603 | 0 | 0 | ||
| BITE ACQUISITION CORP | COMMON STOCK | 09175K105 | 51 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 5 | 4 | SH | SOLE | 4 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 4.750% 3/1 | 09257WAC4 | 5,608 | 5,722,000 | PRN | SOLE | 5,722,000 | 0 | 0 | ||
| CABALETTA BIO INC | COM | 12674W109 | 154 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
| CARTESIAN GROWTH CORP II | *W EXP 07/12/202 | G19305120 | 48 | 402,500 | SH | SOLE | 402,500 | 0 | 0 | ||
| CHANGE HEALTHCARE INC | UNIT 06/30/2022 | 15912K209 | 1,669 | 22,576 | SH | SOLE | 22,576 | 0 | 0 | ||
| COLOMBIER ACQUISITION CORP | CL A | 19533H108 | 243 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| DA32 LIFE SCNCE TEC ACQSTN C | CLASS A COM | 23312M106 | 242 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | ||
| DIGITALBRIDGE GROUP INC | NOTE 5.000% 4/1 | 19624RAA4 | 4,402 | 4,503,000 | PRN | SOLE | 4,503,000 | 0 | 0 | ||
| DTE ENERGY CO | UNIT 11/01/2022 | 233331842 | 5,073 | 98,653 | SH | SOLE | 98,653 | 0 | 0 | ||
| FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 56 | 5,705 | SH | SOLE | 5,705 | 0 | 0 | ||
| GLOBAL X FDS | US PFD ETF | 37954Y657 | 2 | 100 | SH | SOLE | 100 | 0 | 0 | ||
| HEALTHCARE SERVICES ACQU COR | COM CL A | 42227K104 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| HOPE BANCORP INC | NOTE 2.000% 5/1 | 43940TAB5 | 3,691 | 3,845,000 | PRN | SOLE | 3,845,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | PFD ETF | 46138E511 | 1 | 100 | SH | SOLE | 100 | 0 | 0 | ||
| INVESCO EXCHANGE TRADED FD T | FINL PFD ETF | 46137V621 | 2 | 100 | SH | SOLE | 100 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 258 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
| ISHARES TR | PFD AND INCM SEC | 464288687 | 164 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| KKR REAL ESTATE FIN TR INC | NOTE 6.125% 5/1 | 48251KAB6 | 3,935 | 4,015,000 | PRN | SOLE | 4,015,000 | 0 | 0 | ||
| LAKE SHORE BANCORP INC | COM | 510700107 | 1 | 97 | SH | SOLE | 97 | 0 | 0 | ||
| LERER HIPPEAU ACQUISITION CO | CL A | 526749106 | 245 | 25,026 | SH | SOLE | 25,026 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 5,940 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 338 | 348,000 | PRN | SOLE | 348,000 | 0 | 0 | ||
| OPPFI INC | COM CL A | 68386H103 | 196 | 59,438 | SH | SOLE | 59,438 | 0 | 0 | ||
| OPPFI INC | *W EXP 07/20/202 | 68386H111 | 10 | 29,719 | SH | SOLE | 29,719 | 0 | 0 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 1,975 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 2,985 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SAILPOINT TECHNOLOGIES HLDGS | NOTE 0.125% 9/1 | 78781PAB1 | 30,046 | 13,526,000 | PRN | SOLE | 13,526,000 | 0 | 0 | ||
| SHATTUCK LABS INC | COM | 82024L103 | 160 | 39,467 | SH | SOLE | 39,467 | 0 | 0 | ||
| SLAM CORP | CL A SHS | G8210L105 | 246 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 988 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| SUPERNUS PHARMACEUTICALS | NOTE 0.625% 4/0 | 868459AD0 | 2,112 | 2,200,000 | PRN | SOLE | 2,200,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 2,531 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 12,642 | 1,197,000 | PRN | SOLE | 1,197,000 | 0 | 0 | ||
| TRIP COM GROUP LTD | DBCV 1.250% 9/1 | 22943FAM2 | 1,485 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| TWO | COM CL A | G9152V101 | 244 | 25,003 | SH | SOLE | 25,003 | 0 | 0 | ||
| US WELL SERVICES INC | CL A NEW | 91274U200 | 137 | 145,525 | SH | SOLE | 145,525 | 0 | 0 | ||
| VECTOR ACQUISITION CORP II | CL A SHS | G9460A104 | 166 | 16,888 | SH | SOLE | 16,888 | 0 | 0 | ||
| WEIBO CORP | NOTE 1.250%11/1 | 948596AC5 | 3,944 | 4,035,000 | PRN | SOLE | 4,035,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1 | 1 | SH | SOLE | 1 | 0 | 0 | ||