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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
ACAMAR PARTNERS ACQSITION CO UNIT 12/30/2025 G9145A131 80 250,000 SH   SOLE   250,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,136 4,000,000 PRN   SOLE   0 0 4,000,000
ACT II GLOBAL ACQUISITION UNIT 04/30/2026 G0080J112 4,152 400,000 SH   SOLE   400,000 0 0
ALBERTON ACQUISITION CORP ORD SHS 393222AF1 9,433 11,500,000 PRN   SOLE   0 0 11,500,000
ALLEGRO MERGER CORP COM 01749N103 2,540 250,000 SH   SOLE   250,000 0 0
ALLEGRO MERGER CORP UNIT 12/31/2023 01749N301 3,409 322,500 SH   SOLE   322,500 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 11,385 1,100,000 SH   SOLE   1,100,000 0 0
ANDINA ACQUISITION CORP III UNIT 09/24/2020 G04415116 2,363 225,000 SH   SOLE   225,000 0 0
ANDINA ACQUISITION CORP III SHS U8961EAA4 2,031 3,125,000 PRN   SOLE   0 0 3,125,000
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 30217C208 2,503 250,000 SH   SOLE   250,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 6,415 6,257,000 PRN   SOLE   0 0 6,257,000
ARBOR RLTY TR INC NOTE 5.250% 7/0 90070A202 5,025 500,000 SH   SOLE   500,000 0 0
ARBOR RLTY TR INC NOTE 5.250% 7/0 G67145121 1,016 100,000 SH   SOLE   100,000 0 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 7,584 10,167,000 PRN   SOLE   0 0 10,167,000
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 17143G205 2,785 265,000 SH   SOLE   265,000 0 0
BOOKING HLDGS INC COM 375036209 2,060 200,000 SH   SOLE   200,000 0 0
BOXWOOD MERGER CORP UNIT 11/26/2025 10319T200 5,360 500,000 SH   SOLE   500,000 0 0
BOXWOOD MERGER CORP W EXP 11/26/202 75606NAB5 3,952 2,500,000 PRN   SOLE   0 0 2,500,000
CARBONITE INC NOTE 2.500% 4/0 74621Q114 121 115,549 SH   SOLE   115,549 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 7,472 705,594 SH   SOLE   705,594 0 0
CHANGE HEALTHCARE INC UNIT 99/99/9999 15912K209 3,577 75,000 SH   SOLE   75,000 0 0
CHASERG TECHNLGY ACQUISITN C UNIT 09/30/2023 16166A202 4,153 390,000 SH   SOLE   390,000 0 0
CHURCHILL CAP CORP II UNIT 99/99/9999 G9145A115 185 500,000 SH   SOLE   500,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 68373P118 54 300,000 SH   SOLE   300,000 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 2,140 200,000 SH   SOLE   200,000 0 0
CONCRETE PUMPING HLDGS INC COM 206704108 966 243,417 SH   SOLE   243,417 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 1,016 100,000 SH   SOLE   100,000 0 0
DFB HEALTHCARE ACQUISTION COM 23291E109 6,363 625,000 SH   SOLE   625,000 0 0
DFB HEALTHCARE ACQUISTION CO W EXP 04/11/202 09257WAC4 7,887 7,500,000 PRN   SOLE   0 0 7,500,000
DIAMOND EAGLE ACQUISITION CO UNIT 06/30/2026 25258L208 3,560 350,000 SH   SOLE   350,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 G6485P124 100 100,000 SH   SOLE   100,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 28,278 27,500,000 PRN   SOLE   0 0 27,500,000
ETSY INC COM 838884203 4,181 398,174 SH   SOLE   398,174 0 0
EXPERIENCE INVESTMENT CORP UNIT 09/01/2026 89615T114 52 349,700 SH   SOLE   349,700 0 0
FAR PT ACQUISITION COM CL A 30734W109 3,066 300,000 SH   SOLE   300,000 0 0
FAR PT ACQUISITION UNIT 06/01/2025 30734W208 2,672 250,000 SH   SOLE   250,000 0 0
FINTECH ACQUISITION CORP UNIT 12/01/2023 31811A309 4,699 440,000 SH   SOLE   440,000 0 0
FORUM MERGER II CORP CL A 34986F103 4,044 400,000 SH   SOLE   400,000 0 0
GIGCAPITAL INC COM 37518N106 2,085 200,500 SH   SOLE   200,500 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 G6455A123 11,099 1,100,000 SH   SOLE   1,100,000 0 0
GOL EQUITY FIN DEBT 3.750% 7/1 L4441GAA8 5,796 5,500,000 PRN   SOLE   0 0 5,500,000
GORDON POINTE ACQUISITION COM CLASS A 68373P100 3,109 300,000 SH   SOLE   300,000 0 0
GORES HOLDINGS III INC UNIT 09/07/2024 38286G208 2,723 258,094 SH   SOLE   258,094 0 0
GORES METROPOULOS UNIT 99/99/9999 382872208 1,060 100,000 SH   SOLE   100,000 0 0
GRAF INDL CORP COM 384278107 2,016 200,000 SH   SOLE   200,000 0 0
GRAF INDL CORP UNIT 12/31/2025 384278206 7,812 758,450 SH   SOLE   758,450 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 749641106 493 50,000 SH   SOLE   50,000 0 0
GREENLAND ACQUISITIN CORPORA SHS G40981139 275 26,600 SH   SOLE   26,600 0 0
GS ACQUISITION HLDGS CORP UNIT 06/12/2023 36255F201 2,130 200,000 SH   SOLE   200,000 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 4,269 423,900 SH   SOLE   423,900 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 4,648 450,000 SH   SOLE   450,000 0 0
HENNESSY CAP ACQUSTION CORP W EXP 09/05/202 42589C112 178 225,000 SH   SOLE   225,000 0 0
HENNESSY CAP ACQUSTION CORP UNIT 99/99/9999 42589C203 8,440 800,000 SH   SOLE   800,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 7,015 7,500,000 PRN   SOLE   0 0 7,500,000
HL ACQUISITIONS CORP SHS G4603R106 1,020 100,000 SH   SOLE   100,000 0 0
HL ACQUISITIONS CORP UNIT 06/21/2023 G4603R114 798 75,000 SH   SOLE   75,000 0 0
HOSTESS BRANDS INC W EXP 11/04/202 44109J114 2,562 1,500,000 SH   SOLE   1,500,000 0 0
ILLUMINA INC COM 452327109 6,632 21,800 SH   SOLE   21,800 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 20,985 24,000,000 PRN   SOLE   0 0 24,000,000
INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 4,429 425,000 SH   SOLE   425,000 0 0
LANDCADIA HLDGS II INC UNIT 05/09/2026 51476X204 10,100 1,000,000 SH   SOLE   1,000,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 3,613 354,250 SH   SOLE   354,250 0 0
LEGACY ACQUISITION CORP W EXP 11/30/202 524643111 70 200,000 SH   SOLE   200,000 0 0
LEO HOLDINGS CORP W EXP 02/07/202 004285201 4,056 400,000 SH   SOLE   400,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 7,327 715,550 SH   SOLE   715,550 0 0
LF CAP ACQUISITION CORP CL A 50200K108 2,074 202,172 SH   SOLE   202,172 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,968 5,000,000 PRN   SOLE   0 0 5,000,000
MEDICINES CO NOTE 2.500% 1/1 584688AE5 3,794 2,500,000 PRN   SOLE   0 0 2,500,000
MEGALITH FINL ACQUISITION CO UNIT 09/30/2025 58518F208 1,632 156,000 SH   SOLE   156,000 0 0
MONOCLE ACQUISITION CORP COM 609754106 3,887 388,715 SH   SOLE   388,715 0 0
MONOCLE ACQUISITION CORP UNIT 99/99/9999 609754205 5,747 550,500 SH   SOLE   550,500 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 6,784 659,800 SH   SOLE   659,800 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A 65339F796 15,075 300,000 SH   SOLE   300,000 0 0
NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 1,065 100,000 SH   SOLE   100,000 0 0
NESCO HLDGS INC COM G6359F129 1,630 100,000 SH   SOLE   100,000 0 0
NETFIN ACQUISITION CORP UNIT 08/01/2024 03768F201 5,095 500,000 SH   SOLE   500,000 0 0
NEW FRONTIER CORP W EXP 99/99/999 89615T106 3,644 349,700 SH   SOLE   349,700 0 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 29786A106 4,181 74,000 SH   SOLE   74,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 64083J104 1,121 187,500 SH   SOLE   187,500 0 0
NRC GROUP HLDGS CORP W EXP 10/17/202 629375114 295 125,000 SH   SOLE   125,000 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 10,907 10,000,000 PRN   SOLE   0 0 10,000,000
OAKTREE ACQUISITION CORP UNIT 99/99/9999 12528N107 2,282 225,000 SH   SOLE   225,000 0 0
OPES ACQUISITION CORP COM 189464AC4 2,050 5,000,000 PRN   SOLE   0 0 5,000,000
OPES ACQUISITION CORP W EXP 03/13/202 G35006108 3,588 350,000 SH   SOLE   350,000 0 0
ORGANOGENESIS HLDGS INC COM 98954MAB7 7,453 7,500,000 PRN   SOLE   0 0 7,500,000
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 37 125,000 SH   SOLE   125,000 0 0
PIVOTAL INVT CORP II UNIT 06/01/2025 64822P205 7,064 700,000 SH   SOLE   700,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 15,153 15,000,000 PRN   SOLE   0 0 15,000,000
PROFICIENT ALPHA ACQUSTN UNIT 04/30/2026 74317H204 1,250 125,000 SH   SOLE   125,000 0 0
PURE ACQUISITION CORP W EXP 04/17/202 382788107 785 75,000 SH   SOLE   75,000 0 0
PURE ACQUISITION CORP CL A 74621Q106 17,169 1,675,004 SH   SOLE   1,675,004 0 0
REALPAGE INC NOTE 1.500%11/1 G5463L113 19 25,000 SH   SOLE   25,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 8,895 8,750,000 PRN   SOLE   0 0 8,750,000
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 1,494 144,758 SH   SOLE   144,758 0 0
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 3,077 300,000 SH   SOLE   300,000 0 0
RH COM 038923AH1 4,289 4,000,000 PRN   SOLE   0 0 4,000,000
RMG ACQUISITION CORP CL A 81369Y605 700 25,000 SH   SOLE   25,000 0 0
ROSEHILL RES INC W EXP 04/27/202 777385113 42 200,000 SH   SOLE   200,000 0 0
ROYAL BK CDA MONTREAL QUE COM 038923AF5 10,586 9,000,000 PRN   SOLE   0 0 9,000,000
SC HEALTH CORP UNIT 99/99/9999 G04415108 666 66,700 SH   SOLE   66,700 0 0
SCHULTZE SPL PURP ACQUSTN CO UNIT 12/31/2023 80821R208 2,588 250,000 SH   SOLE   250,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 141337AB1 2,369 2,500,000 PRN   SOLE   0 0 2,500,000
SENSEONICS HLDGS INC COM 81727U105 1,656 1,675,000 SH   SOLE   1,675,000 0 0
SENTINEL ENERGY SVCS INC W EXP 11/02/202 780087102 1,420 17,500 SH   SOLE   17,500 0 0
SENTINEL ENERGY SVCS INC CL A 81728P105 12,490 1,215,000 SH   SOLE   1,215,000 0 0
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 87105M201 6,500 650,000 SH   SOLE   650,000 0 0
SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 1,337 125,000 SH   SOLE   125,000 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 10319T119 81 115,500 SH   SOLE   115,500 0 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 846784114 6,216 600,000 SH   SOLE   600,000 0 0
SPARTAN ENERGY ACQUISITON CO W EXP 08/27/202 846784122 60 100,000 SH   SOLE   100,000 0 0
SWITCHBACK ENERGY ACQUISITIO UNIT 99/99/9999 72582K209 1,527 150,000 SH   SOLE   150,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 27,680 25,000,000 PRN   SOLE   0 0 25,000,000
TENZING ACQUISITION CORP ORD SHS G8708A116 2,500 241,500 SH   SOLE   241,500 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 21,657 21,250,000 PRN   SOLE   0 0 21,250,000
TESLA INC NOTE 2.000% 5/1 88160RAG6 12,714 12,500,000 PRN   SOLE   0 0 12,500,000
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G78516302 1,035 100,000 SH   SOLE   100,000 0 0
TIBERIUS ACQUISITION CORP 88633A107 1,946 190,000 SH   SOLE   190,000 0 0
TIBERIUS ACQUISITION CORP 88633A206 2,593 240,500 SH   SOLE   240,500 0 0
TILRAY INC DEBT 5.000%10/0 98954M200 2,699 90,500 SH   SOLE   90,500 0 0
TKK SYMPHONY ACQUISITION COR ORD SHS G88950103 6,617 650,000 SH   SOLE   650,000 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 2,772 275,000 SH   SOLE   275,000 0 0
TRIDENT ACQUISITIONS CORP COM 09857L108 5,240 2,670 SH   SOLE   2,670 0 0
TRIDENT ACQUISITIONS CORP W EXP 05/09/202 74967X103 2,586 15,137 SH   SOLE   15,137 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 6,210 600,000 SH   SOLE   600,000 0 0
TRINITY MERGER CORP COM CL A 89653L106 15,660 1,500,000 SH   SOLE   1,500,000 0 0
TRINITY MERGER CORP W EXP 05/11/202 89653L114 476 375,000 SH   SOLE   375,000 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 G8136L122 5,091 504,550 SH   SOLE   504,550 0 0
TUSCAN HOLDINGS CORP COM 90069K104 2,450 250,000 SH   SOLE   250,000 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 5,345 500,000 SH   SOLE   500,000 0 0
TWELVE SEAS INVESTMENT COMPA G9145A107 15,360 1,500,000 SH   SOLE   1,500,000 0 0
TWELVE SEAS INVESTMENT COMPA W EXP 12/22/202 81728P113 40 100,000 SH   SOLE   100,000 0 0
TWELVE SEAS INVESTMENT COMPA RIGHT 12/22/2019 G8857S124 7,635 750,000 SH   SOLE   750,000 0 0
VECTOIQ ACQUISITION CORP COM 92243N103 4,339 425,000 SH   SOLE   425,000 0 0
VECTOIQ ACQUISITION CORP W EXP 05/11/202 92243N111 100 200,000 SH   SOLE   200,000 0 0
VECTOIQ ACQUISITION CORP UNIT 05/11/2023 92243N202 7,513 705,400 SH   SOLE   705,400 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 23291E117 108 74,999 SH   SOLE   74,999 0 0
ZILLOW GROUP INC CL C CAP STK 25470MAB5 9,194 10,000,000 PRN   SOLE   0 0 10,000,000