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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

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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
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 1,128 1,310,000 PRN   SOLE   1,310,000 0 0
ACT II GLOBAL ACQUISITION CO CL A SHS G0080J104 985 100,000 SH   SOLE   100,000 0 0
AKAZOO SA *W EXP 09/11/202 L0164E116 53 171,462 SH   SOLE   171,462 0 0
ALTA EQUIPMENT GROUP INC COMMON STOCK 02128L106 275 64,300 SH   SOLE   64,300 0 0
ALTA EQUIPMENT GROUP INC *W EXP 02/14/202 02128L114 258 317,000 SH   SOLE   317,000 0 0
ALUSSA ENERGY ACQUISITION CO UNIT 10/31/2026 G0232J127 4,455 450,000 SH   SOLE   450,000 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 1,236 120,000 SH   SOLE   120,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 3 23,400 SH   SOLE   23,400 0 0
ARYA SCIENCES ACQUISITION CO UNIT 10/04/2023 G3165V117 550 50,000 SH   SOLE   50,000 0 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 207 290,700 SH   SOLE   290,700 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 18 40,000 PRN   SOLE   40,000 0 0
BROADMARK RLTY CAP INC *W EXP 11/15/202 11135B118 20 91,312 SH   SOLE   91,312 0 0
BROOGE HLDGS LTD *W EXP 12/20/202 G1611B115 113 151,750 SH   SOLE   151,750 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 2,144 2,000,000 PRN   SOLE   2,000,000 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 2,033 190,000 SH   SOLE   190,000 0 0
CISCO SYS INC COM 17275R102 786 20,000 SH Put SOLE   0 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 1,771 3,000,000 PRN   SOLE   3,000,000 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 1,225 120,000 SH   SOLE   120,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 12,268 11,486,000 PRN   SOLE   11,486,000 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 1,404 137,009 SH   SOLE   137,009 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 3,940 400,000 SH   SOLE   400,000 0 0
CTRIP COM INTL LTD DBCV 1.990% 7/0 22943FAH3 2,443 2,500,000 PRN   SOLE   2,500,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 44,916 26,029,000 PRN   SOLE   26,029,000 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 6,795 2,500,000 PRN   SOLE   2,500,000 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 5,385 530,000 SH   SOLE   530,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 4,030 5,000,000 PRN   SOLE   5,000,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 246 25,000 SH   SOLE   25,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 12 91,380 SH   SOLE   91,380 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 8,693 859,000 SH   SOLE   859,000 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 1,228 120,000 SH   SOLE   120,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 612 61,500 SH   SOLE   61,500 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3,591 4,254,000 PRN   SOLE   4,254,000 0 0
FORUM MERGER II CORP CL A 34986F103 3,643 354,000 SH   SOLE   354,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 30 161,500 SH   SOLE   161,500 0 0
GALILEO ACQUISITION CORP UNIT 99/99/9999 G3770A128 3,840 400,000 SH   SOLE   400,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 726 75,000 SH   SOLE   75,000 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 3,030 296,500 SH   SOLE   296,500 0 0
GILEAD SCIENCES INC COM 375558103 7,476 100,000 SH Call SOLE   0 0 0
GLRY STR NW MDIA GRUP HLDG L *W EXP 02/13/202 G39973113 28 400,000 SH   SOLE   400,000 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 56 358,250 SH   SOLE   358,250 0 0
GORES HLDGS IV INC UNIT 02/01/2023 382865202 4,403 440,775 SH   SOLE   440,775 0 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 242 23,417 SH   SOLE   23,417 0 0
GORES METROPOULOS INC COM CL A 382872109 1,705 170,000 SH   SOLE   170,000 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 57 573,000 SH   SOLE   573,000 0 0
GRAF INDL CORP COM 384278107 5,827 573,000 SH   SOLE   573,000 0 0
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 4,850 500,000 SH   SOLE   500,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 3,920 400,000 SH   SOLE   400,000 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1,366 139,562 SH   SOLE   139,562 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 504 49,400 SH   SOLE   49,400 0 0
HENNESSY CAP ACQUSTION CORP UNIT 99/99/9999 42589C203 2,802 275,000 SH   SOLE   275,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 249 437,089 SH   SOLE   437,089 0 0
ILLUMINA INC NOTE 8/1 452327AK5 2,912 3,000,000 PRN   SOLE   3,000,000 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 22,894 12,500,000 PRN   SOLE   12,500,000 0 0
INSURANCE ACQUISITION CORP CL A 457867109 1,003 100,000 SH   SOLE   100,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 6,884 8,504,000 PRN   SOLE   8,504,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 193 500,000 PRN   SOLE   500,000 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 4,854 490,800 SH   SOLE   490,800 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 1,953 4,035,000 PRN   SOLE   4,035,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,425 18,486 SH   SOLE   18,486 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 153 150,000 PRN   SOLE   150,000 0 0
KAIXIN AUTO HLDGS SHS G5223X100 18 20,476 SH   SOLE   20,476 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 7,258 5,000,000 PRN   SOLE   5,000,000 0 0
KRAFT HEINZ CO COM 500754106 1,286 52,000 SH Call SOLE   0 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 14 89,881 SH   SOLE   89,881 0 0
LF CAP ACQUISITION CORP CL A 50200K108 5,148 500,000 SH   SOLE   500,000 0 0
LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 2,345 228,346 SH   SOLE   228,346 0 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 3,000 300,000 SH   SOLE   300,000 0 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 3,920 400,000 SH   SOLE   400,000 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 122 300,000 SH   SOLE   300,000 0 0
MERIDA MERGER CORP I COM 58953M106 6,668 700,000 SH   SOLE   700,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,906 5,201,000 PRN   SOLE   5,201,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 16,872 11,778,000 PRN   SOLE   11,778,000 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 60 200,000 SH   SOLE   200,000 0 0
MONOCLE ACQUISITION CORP COM 609754106 2,510 250,000 SH   SOLE   250,000 0 0
MUDRICK CAP ACQUISITION CORP *W EXP 02/12/202 624745113 51 156,815 SH   SOLE   156,815 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 13 47,519 SH   SOLE   47,519 0 0
NETFIN ACQUISITION CORP UNIT 08/01/2024 G6455A123 10,221 1,015,000 SH   SOLE   1,015,000 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 7,016 713,039 SH   SOLE   713,039 0 0
NEW PROVIDENCE ACQUISITION UNIT 09/01/2024 64822P205 1,010 100,000 SH   SOLE   100,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 19,214 18,368,000 PRN   SOLE   18,368,000 0 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 1,998 200,000 SH   SOLE   200,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7,983 8,000,000 PRN   SOLE   8,000,000 0 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 3,879 397,400 SH   SOLE   397,400 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4,420 6,208,000 PRN   SOLE   6,208,000 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 4,832 3,537,000 PRN   SOLE   3,537,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 2,331 1,175,000 PRN   SOLE   1,175,000 0 0
REPLAY ACQUISITION CORP COM G75130107 3,046 308,096 SH   SOLE   308,096 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 16,662 15,992,000 PRN   SOLE   15,992,000 0 0
RMG ACQUISITION CORP CL A 749641106 4,358 440,000 SH   SOLE   440,000 0 0
RMG ACQUISITION CORP UNIT 99/99/9999 749641205 506 50,000 SH   SOLE   50,000 0 0
ROSEHILL RES INC *W EXP 04/27/202 777385113 4 150,271 SH   SOLE   150,271 0 0
SC HEALTH CORP COM CL A G78516203 1,370 138,000 SH   SOLE   138,000 0 0
SC HEALTH CORP UNIT 99/99/9999 G78516302 969 95,000 SH   SOLE   95,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 506 50,000 SH   SOLE   50,000 0 0
SCHULTZE SPL PURP ACQUSTN CO UNIT 12/31/2023 80821R208 6,031 585,000 SH   SOLE   585,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 299 30,000 SH   SOLE   30,000 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 47 50,000 PRN   SOLE   50,000 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 57,869 27,045,000 PRN   SOLE   27,045,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2,774 2,500,000 PRN   SOLE   2,500,000 0 0
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 G8136L122 4,950 500,000 SH   SOLE   500,000 0 0
SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 5,664 600,000 SH   SOLE   600,000 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 2,407 247,583 SH   SOLE   247,583 0 0
SONY CORP SPONSORED ADR 835699307 7,102 120,008 SH   SOLE   120,008 0 0
SPARTAN ENERGY ACQUISITION C CL A COM STK 846784106 4,024 398,000 SH   SOLE   398,000 0 0
SPDR SER TR S&P METALS MNG 78464A755 807 50,000 SH Call SOLE   0 0 0
SPDR SER TR S&P HOMEBUILD 78464A888 745 25,000 SH Call SOLE   0 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 6,460 6,000,000 PRN   SOLE   6,000,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 551 500,000 PRN   SOLE   500,000 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 36,727 16,000,000 PRN   SOLE   16,000,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 10,341 10,000,000 PRN   SOLE   10,000,000 0 0
SWITCHBACK ENERGY ACQUISTN C UNIT 99/99/9999 87105M201 2,272 233,000 SH   SOLE   233,000 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 965 100,000 SH   SOLE   100,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 42,107 23,500,000 PRN   SOLE   23,500,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 2,743 1,500,000 PRN   SOLE   1,500,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 2,460 1,432,000 PRN   SOLE   1,432,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 1,014 1,039,000 PRN   SOLE   1,039,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,338 3,583,000 PRN   SOLE   3,583,000 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 493 50,800 SH   SOLE   50,800 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 597 59,000 SH   SOLE   59,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 4,537 458,055 SH   SOLE   458,055 0 0
TUSCAN HLDGS CORP II COM 90070A103 3,812 390,963 SH   SOLE   390,963 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 90070A202 6,883 697,000 SH   SOLE   697,000 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 8,876 877,904 SH   SOLE   877,904 0 0
TUSCAN HOLDINGS CORP COM 90069K104 4,677 470,000 SH   SOLE   470,000 0 0
VECTOIQ ACQUISITION CORP *W EXP 05/11/202 92243N111 123 66,082 SH   SOLE   66,082 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 6,955 9,000,000 PRN   SOLE   9,000,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 1,790 2,000,000 PRN   SOLE   2,000,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 31,566 19,800,000 PRN   SOLE   19,800,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 7,585 5,500,000 PRN   SOLE   5,500,000 0 0