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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2,048 2,310,000 PRN   SOLE   2,310,000 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 257 17,320 SH   SOLE   17,320 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1,214 120,000 SH   SOLE   120,000 0 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 517 50,000 SH   SOLE   50,000 0 0
BLACK RIDGE ACQUISITION CORP *W EXP 07/10/202 09216T115 130 433,300 SH   SOLE   433,300 0 0
BLACK RIDGE ACQUISITION CORP RIGHT 07/10/2019 09216T123 152 433,300 SH   SOLE   433,300 0 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 3,017 300,000 SH   SOLE   300,000 0 0
BROADCOM INC COM 11135F101 6,014 20,000 SH Put SOLE   20,000 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 1,938 190,000 SH   SOLE   190,000 0 0
CHURCHILL CAP CORP *W EXP 09/11/202 17142R111 249 75,000 SH   SOLE   75,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 5,111 5,500,000 PRN   SOLE   5,500,000 0 0
CM SEVEN STAR ACQUISITION CO *W EXP 08/21/202 G2345N110 18 103,880 SH   SOLE   103,880 0 0
CM SEVEN STAR ACQUISITION CO RIGHT 08/21/2022 G2345N136 66 207,761 SH   SOLE   207,761 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 1,238 120,000 SH   SOLE   120,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 2,753 2,402,000 PRN   SOLE   2,402,000 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 997 100,000 SH   SOLE   100,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 5,074 5,000,000 PRN   SOLE   5,000,000 0 0
DD3 ACQUISITION CORP UNIT 10/12/2023 G2692M129 1,953 193,000 SH   SOLE   193,000 0 0
DERMIRA INC NOTE 3.000% 5/1 24983LAB0 893 1,006,000 PRN   SOLE   1,006,000 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 3,362 2,500,000 PRN   SOLE   2,500,000 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 4,188 4,245,000 PRN   SOLE   4,245,000 0 0
ESTRE AMBIENTAL INC *W EXP 12/21/202 G3206V118 31 311,850 SH   SOLE   311,850 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 76 91,380 SH   SOLE   91,380 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 1,223 120,000 SH   SOLE   120,000 0 0
FORUM MERGER II CORP UNIT 09/30/2025 34986F202 1,671 161,500 SH   SOLE   161,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,289 100,000 SH Call SOLE   100,000 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 108 358,250 SH   SOLE   358,250 0 0
GORDON POINTE ACQUISITION CO COM CLASS A 382788107 1,105 108,250 SH   SOLE   108,250 0 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 255 25,000 SH   SOLE   25,000 0 0
GRAF INDL CORP UNIT 12/31/2025 384278206 5,796 573,000 SH   SOLE   573,000 0 0
HENNESSY CAP ACQUSTION CORP UNIT 99/99/9999 42589C203 4,032 400,000 SH   SOLE   400,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 19,299 15,500,000 PRN   SOLE   15,500,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 977 745,489 SH   SOLE   745,489 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4,467 4,504,000 PRN   SOLE   4,504,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2,364 4,035,000 PRN   SOLE   4,035,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 237 15,000 SH Put SOLE   15,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 14,515 10,734,000 PRN   SOLE   10,734,000 0 0
KBR INC COM 48242W106 955 50,000 SH Call SOLE   50,000 0 0
LEISURE ACQUISITION CORP UNIT 99/99/9999 52539T206 1,843 179,762 SH   SOLE   179,762 0 0
LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 2,368 228,346 SH   SOLE   228,346 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 2,161 2,157,000 PRN   SOLE   2,157,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 52,055 31,786,000 PRN   SOLE   31,786,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 5,750 5,201,000 PRN   SOLE   5,201,000 0 0
MICRON TECHNOLOGY INC COM 595112103 827 20,000 SH Put SOLE   20,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 43,570 10,512,000 PRN   SOLE   10,512,000 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 53 171,462 SH   SOLE   171,462 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 74 278,831 SH   SOLE   278,831 0 0
MONOCLE ACQUISITION CORP UNIT 99/99/9999 609754205 2,511 250,000 SH   SOLE   250,000 0 0
MUDRICK CAP ACQUISITION CORP UNIT 02/01/2023 624745204 1,659 156,815 SH   SOLE   156,815 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 2,142 3,000,000 PRN   SOLE   3,000,000 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 59 51,819 SH   SOLE   51,819 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 554 1,514,000 PRN   SOLE   1,514,000 0 0
PURE ACQUISITION CORP UNIT 04/13/2023 74621Q205 2,893 273,456 SH   SOLE   273,456 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 5,187 6,208,000 PRN   SOLE   6,208,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 5,454 3,537,000 PRN   SOLE   3,537,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 2,487 1,175,000 PRN   SOLE   1,175,000 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 5,490 5,012,000 PRN   SOLE   5,012,000 0 0
RESTORATION HARDWARE HLDGS I NOTE 6/1 761283AD2 2,161 2,150,000 PRN   SOLE   2,150,000 0 0
RMG ACQUISITION CORP UNIT 99/99/9999 749641205 501 50,000 SH   SOLE   50,000 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 58 150,271 SH   SOLE   150,271 0 0
SCHULTZE SPL PURP ACQUISITIO UNIT 12/31/2023 80821R208 5,888 585,000 SH   SOLE   585,000 0 0
SKECHERS U S A INC CL A 830566105 3,361 100,000 SH Put SOLE   100,000 0 0
SKECHERS U S A INC CL A 830566105 1,681 50,000 SH Call SOLE   50,000 0 0
STARS GROUP INC COM 85570W100 315 18,000 SH   SOLE   18,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 2,358 2,291,000 PRN   SOLE   2,291,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 1,570 1,432,000 PRN   SOLE   1,432,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,015 5,149,000 PRN   SOLE   5,149,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,645 3,583,000 PRN   SOLE   3,583,000 0 0
THUNDER BRIDGE ACQUISITION L *W EXP 01/01/202 G8857R126 71 100,670 SH   SOLE   100,670 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1,494 143,200 SH   SOLE   143,200 0 0
TKK SYMPHONY ACQUISITION COR UNIT 08/15/2023 G88950111 4,881 475,000 SH   SOLE   475,000 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 500 50,000 SH   SOLE   50,000 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 501 50,000 SH   SOLE   50,000 0 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 126 381,641 SH   SOLE   381,641 0 0
TRINITY MERGER CORP COM CL A 89653L106 2,495 244,141 SH   SOLE   244,141 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 10,358 995,000 SH   SOLE   995,000 0 0
TWELVE SEAS INVESTMENT COMPA UNIT 06/21/2023 G9145A123 1,774 169,470 SH   SOLE   169,470 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 890 904,000 PRN   SOLE   904,000 0 0
U S WELL SVCS INC *W EXP 03/15/202 91274U119 186 184,370 SH   SOLE   184,370 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 17 74,864 SH   SOLE   74,864 0 0
VECTOIQ ACQUISITION CORP UNIT 05/11/2023 92243N202 3,334 319,050 SH   SOLE   319,050 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 808 1,000,000 PRN   SOLE   1,000,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 46,892 19,800,000 PRN   SOLE   19,800,000 0 0
XILINX INC COM 983919101 2,663 21,000 SH Put SOLE   21,000 0 0