The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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 004285201 4,156 400,000 SH   SOLE   400,000 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 513 50,000 SH   SOLE   50,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 7,958 5,000,000 PRN   SOLE   0 0 5,000,000
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 2,368 2,500,000 PRN   SOLE   0 0 2,500,000
ALTA EQUIPMENT GROUP INC W EXP 02/14/202 02128L114 367 350,000 SH   SOLE   350,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 9,752 990,000 SH   SOLE   990,000 0 0
ALUSSA ENERGY ACQUISITION CO W EXP 10/31/202 G0232J119 407 739,227 SH   SOLE   739,227 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 2,835 277,358 SH   SOLE   277,358 0 0
AMCI ACQUISITION CORP W EXP 05/20/202 00165R119 443 808,794 SH   SOLE   808,794 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 282 27,500 SH   SOLE   27,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 3,570 350,000 SH   SOLE   350,000 0 0
ANDINA ACQUISITION CORP III UNIT 09/24/2020 G04415116 2,277 206,964 SH   SOLE   206,964 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 5,956 518,791 SH   SOLE   518,791 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 6,697 8,100,000 PRN   SOLE   0 0 8,100,000
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 29,595 33,985,000 PRN   SOLE   0 0 33,985,000
ARYA SCIENCES ACQUISTION CO UNIT 06/09/2027 G31655114 812 70,000 SH   SOLE   70,000 0 0
B RILEY PRIN MERGER CORP II CL A 05600U106 4,292 400,000 SH   SOLE   400,000 0 0
B RILEY PRIN MERGER CORP II W EXP 05/06/202 05600U114 525 300,000 SH   SOLE   300,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 26,723 28,750,000 PRN   SOLE   0 0 28,750,000
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 5,476 5,859,000 PRN   SOLE   0 0 5,859,000
BOOKING HLDGS INC COM 09857L108 4,100 2,575 SH   SOLE   2,575 0 0
BRILLIANT ACQUISITION CORP UNIT 12/31/2020 G1643W103 501 50,000 SH   SOLE   50,000 0 0
BROOGE HLDGS LTD W EXP 12/20/202 G1611B115 137 279,503 SH   SOLE   279,503 0 0
CC NEUBERGER PRINCIPAL HLDNG UNIT 99/99/9999 G1992Y106 5,300 500,000 SH   SOLE   500,000 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 9,731 896,899 SH   SOLE   896,899 0 0
CF FIN ACQUISITION CORP W EXP 04/30/202 12528N115 956 708,178 SH   SOLE   708,178 0 0
CHEGG INC NOTE 0.125% 3/1 163092AD1 17,715 12,500,000 PRN   SOLE   0 0 12,500,000
CHIMERA INVT CORP NOTE 7.000% 4/0 16934QAA7 2,924 2,000,000 PRN   SOLE   0 0 2,000,000
CHP MERGER CORP UNIT 11/22/2024 12558Y205 9,121 889,900 SH   SOLE   889,900 0 0
CHP MERGER CORP COM CL A 12558Y106 1,743 175,000 SH   SOLE   175,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 1,130 100,000 SH   SOLE   100,000 0 0
CIIG MERGER CORP COM CL A 12559C103 2,112 213,316 SH   SOLE   213,316 0 0
CIIG MERGER CORP UNIT 12/31/2026 12559C202 6,406 625,000 SH   SOLE   625,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 7,856 800,000 SH   SOLE   800,000 0 0
CITIC CAPITAL ACQUISITION CO W EXP 01/17/202 G21513117 248 340,199 SH   SOLE   340,199 0 0
COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 10,013 1,052,900 SH   SOLE   1,052,900 0 0
COLLIER CREEK HOLDINGS W EXP 99/99/999 G22707114 100 30,837 SH   SOLE   30,837 0 0
COUPA SOFTWARE INC COM 22266L106 7,369 26,600 SH   SOLE   26,600 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 1,647 157,500 SH   SOLE   157,500 0 0
CRESCENT ACQUISITION CORP W EXP 03/08/202 22564L113 75 50,000 SH   SOLE   50,000 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 9,389 7,500 SH   SOLE   7,500 0 0
DATADOG INC CL A COM 23804L103 4,513 51,900 SH   SOLE   51,900 0 0
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 534 50,000 SH   SOLE   50,000 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 2,833 275,000 SH   SOLE   275,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 1,079 101,971 SH   SOLE   101,971 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 33,249 34,000,000 PRN   SOLE   0 0 34,000,000
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 3,895 4,000,000 PRN   SOLE   0 0 4,000,000
EXPERIENCE INVT CORP COM CL A 30217C109 1,470 147,400 SH   SOLE   147,400 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 7,072 690,578 SH   SOLE   690,578 0 0
FAR PT ACQUISITION CORP W EXP 06/01/202 30734W117 33 66,666 SH   SOLE   66,666 0 0
FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 6,874 654,637 SH   SOLE   654,637 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 558 50,000 SH   SOLE   50,000 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 4,398 350,000 SH   SOLE   350,000 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 1,165 100,000 SH   SOLE   100,000 0 0
FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 4,268 400,000 SH   SOLE   400,000 0 0
FORTRESS VALUE ACQUISITION C UNIT 99/99/9999 34962V205 5,150 500,000 SH   SOLE   500,000 0 0
FUSION ACQUISITION CORP UNIT 99/99/9999 36118H204 9,074 893,140 SH   SOLE   893,140 0 0
GALILEO ACQUISITION CORP SHS G3770A102 2,585 250,000 SH   SOLE   250,000 0 0
GALILEO ACQUISITION CORP W EXP 10/31/202 G3770A110 87 150,000 SH   SOLE   150,000 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 2,150 200,000 SH   SOLE   200,000 0 0
GIGCAPITAL3 INC UNIT 99/99/9999 37519D206 6,498 647,243 SH   SOLE   647,243 0 0
GOL EQUITY FIN DEBT 3.750% 7/1 L4441GAA8 19,635 38,500,000 PRN   SOLE   0 0 38,500,000
GORES HLDGS IV INC UNIT 02/01/2023 382865202 1,040 100,000 SH   SOLE   100,000 0 0
GORES METROPOULOS INC COM CL A 382872109 2,745 256,800 SH   SOLE   256,800 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3,020 3,000,000 PRN   SOLE   0 0 3,000,000
GRAF INDL CORP W EXP 12/31/202 384278115 815 357,500 SH   SOLE   357,500 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 16,021 20,000,000 PRN   SOLE   0 0 20,000,000
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 4,014 401,000 SH   SOLE   401,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 11,655 10,000,000 PRN   SOLE   0 0 10,000,000
GX ACQUISITION CORP COM CL A 36251A107 2,040 200,000 SH   SOLE   200,000 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 3,268 314,500 SH   SOLE   314,500 0 0
GX ACQUISITION CORP W EXP 05/24/202 36251A115 110 100,000 SH   SOLE   100,000 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 6,073 554,600 SH   SOLE   554,600 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 1,738 173,500 SH   SOLE   173,500 0 0
HENNESSY CAP ACQUSTION CORP W EXP 09/05/202 42589C112 1,038 943,724 SH   SOLE   943,724 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 3,405 316,700 SH   SOLE   316,700 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 27,206 27,500,000 PRN   SOLE   0 0 27,500,000
HOSTESS BRANDS INC W EXP 11/04/202 44109J114 1,075 1,250,000 SH   SOLE   1,250,000 0 0
HUBSPOT INC COM 443573100 381 1,700 SH   SOLE   1,700 0 0
HUDSON EXECUTIVE INVT CORP UNIT 06/21/2025 443761200 7,688 750,000 SH   SOLE   750,000 0 0
HYCROFT MINING HOLDING CORP W EXP 02/12/202 44862P117 313 250,000 SH   SOLE   250,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 745 500,000 PRN   SOLE   0 0 500,000
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 28,703 33,200,000 PRN   SOLE   0 0 33,200,000
INSURANCE ACQUISITION CORP CL A 457867109 5,184 400,000 SH   SOLE   400,000 0 0
INSURANCE ACQUISITION CORP W EXP 03/31/202 457867117 817 224,550 SH   SOLE   224,550 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,855 2,500,000 PRN   SOLE   0 0 2,500,000
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 6,096 600,000 SH   SOLE   600,000 0 0
INTL GNRL INSURANCE HLDNGS L SHS G4809J106 345 50,000 SH   SOLE   50,000 0 0
INTL GNRL INSURANCE HLDNGS L W EXP 03/17/202 G4809J114 85 250,000 SH   SOLE   250,000 0 0
JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 2,086 200,000 SH   SOLE   200,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 6,367 638,583 SH   SOLE   638,583 0 0
JUNIPER INDL HLDGS INC W EXP 11/13/202 48205G114 218 250,000 SH   SOLE   250,000 0 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 2,575 250,000 SH   SOLE   250,000 0 0
KALEYRA INC W EXP 12/12/202 483379111 163 250,000 SH   SOLE   250,000 0 0
KBL MERGER CORP IV COM 48242A104 1,700 154,266 SH   SOLE   154,266 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 8,406 7,500,000 PRN   SOLE   0 0 7,500,000
KENSINGTON CAP ACQUISITION C UNIT 07/01/2027 490073202 5,010 500,000 SH   SOLE   500,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 7,716 8,000,000 PRN   SOLE   0 0 8,000,000
LANDCADIA HLDGS II INC CL A 51476X105 4,905 300,000 SH   SOLE   300,000 0 0
LANDCADIA HLDGS II INC W EXP 05/09/202 51476X113 701 129,797 SH   SOLE   129,797 0 0
LEGACY ACQUISITION CORP W EXP 11/30/202 524643111 98 200,000 SH   SOLE   200,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 5,245 504,300 SH   SOLE   504,300 0 0
LEO HOLDINGS CORP W EXP 02/07/202 G5463L113 25 25,000 SH   SOLE   25,000 0 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 7,252 707,500 SH   SOLE   707,500 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 13,486 18,000,000 PRN   SOLE   0 0 18,000,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 21,008 19,750,000 PRN   SOLE   0 0 19,750,000
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,538 150,000 SH   SOLE   150,000 0 0
LIVE OAK ACQUISITION CORP UNIT 99/99/9999 53804F202 7,515 750,000 SH   SOLE   750,000 0 0
LIVONGO HEALTH INC COM 539183103 1,520 20,221 SH   SOLE   20,221 0 0
LONGVIEW ACQUISITION CORP UNIT 99/99/9999 543195200 6,565 650,000 SH   SOLE   650,000 0 0
MEGALITH FINL ACQUISITION CO W EXP 08/26/202 58518F117 128 152,200 SH   SOLE   152,200 0 0
MERIDA MERGER CORP I COM 58953M106 1,713 175,000 SH   SOLE   175,000 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7 4,944 5,000,000 PRN   SOLE   0 0 5,000,000
MONOCLE ACQUISITION CORP W EXP 12/06/202 609754114 212 325,500 SH   SOLE   325,500 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 2,626 410,000 SH   SOLE   410,000 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 9,960 926,539 SH   SOLE   926,539 0 0
NETFIN ACQUISITION CORP W EXP 08/01/202 G6455A115 1,454 877,651 SH   SOLE   877,651 0 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 64822P205 5,309 503,200 SH   SOLE   503,200 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 6,492 644,000 SH   SOLE   644,000 0 0
NOVUS CAP CORP UNIT 06/30/2027 67012U207 3,675 350,000 SH   SOLE   350,000 0 0
NUVASIVE INC COM 670704105 353 6,350 SH   SOLE   6,350 0 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 8,025 750,000 SH   SOLE   750,000 0 0
OKTA INC CL A 679295105 2,483 12,400 SH   SOLE   12,400 0 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 1,553 150,000 SH   SOLE   150,000 0 0
PAGERDUTY INC COM 69553P100 927 32,400 SH   SOLE   32,400 0 0
PALO ALTO NETWORKS INC COM 697435105 2,813 12,250 SH   SOLE   12,250 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,692 2,500,000 PRN   SOLE   0 0 2,500,000
PIVOTAL INVT CORP II W EXP 06/01/202 72582K118 51 65,000 SH   SOLE   65,000 0 0
PIVOTAL INVT CORP II UNIT 06/01/2025 72582K209 4,503 437,185 SH   SOLE   437,185 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 2,404 2,416,000 PRN   SOLE   0 0 2,416,000
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 35,434 34,400,000 PRN   SOLE   0 0 34,400,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 7,949 7,500,000 PRN   SOLE   0 0 7,500,000
PURE ACQUISITION CORP CL A 74621Q106 5,200 494,800 SH   SOLE   494,800 0 0
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 2,126 200,000 SH   SOLE   200,000 0 0
REPLAY ACQUISITION CORP COM G75130107 3,880 380,346 SH   SOLE   380,346 0 0
RMG ACQUISITION CORP CL A 749641106 3,784 369,925 SH   SOLE   369,925 0 0
ROTH CH ACQUISITION I CO UNIT 01/28/2025 778675207 3,015 300,000 SH   SOLE   300,000 0 0
SC HEALTH CORP UNIT 99/99/9999 G78516302 1,040 100,000 SH   SOLE   100,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 1,023 100,000 SH   SOLE   100,000 0 0
SCHULTZE SPL PURP ACQUSTN CO W EXP 12/31/202 80821R117 161 125,000 SH   SOLE   125,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 1,957 188,925 SH   SOLE   188,925 0 0
SCVX CORP W EXP 01/24/202 G79448117 94 90,000 SH   SOLE   90,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 7,898 779,550 SH   SOLE   779,550 0 0
SILVER SPIKE ACQUISITION COR W EXP 08/02/202 G8136L114 200 400,000 SH   SOLE   400,000 0 0
SOCIAL CAP HEDSPIA HLDG CO I UNIT 99/99/9999 G8251K123 513 43,257 SH   SOLE   43,257 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 2,010 200,000 SH   SOLE   200,000 0 0
SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 7,016 666,948 SH   SOLE   666,948 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 4,240 400,001 SH   SOLE   400,001 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 1,019 100,000 SH   SOLE   100,000 0 0
SPARTAN ENERGY ACQUISITON CO W EXP 08/27/202 846784122 452 251,329 SH   SOLE   251,329 0 0
SPDR S&P 500 ETF TR PUT 78462F903 3,225 11,250 SH Put SOLE   11,250 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 61,672 200,000 SH   SOLE   200,000 0 0
SPLUNK INC COM 848637104 5,683 28,600 SH   SOLE   28,600 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 10,584 1,063,700 SH   SOLE   1,063,700 0 0
STABLE RD ACQUISITION CORP W EXP 05/15/202 85236Q117 427 700,000 SH   SOLE   700,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO UNIT 99/99/9999 G8598Y125 12,625 1,250,000 SH   SOLE   1,250,000 0 0
SWITCHBACK ENERGY ACQUISTN C UNIT 11/13/2026 87105M110 375 474,700 SH   SOLE   474,700 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 14,518 1,445,000 SH   SOLE   1,445,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 20,363 30,000,000 PRN   SOLE   0 0 30,000,000
TESLA INC NOTE 2.000% 5/1 88160RAG6 157,931 45,000,000 PRN   SOLE   0 0 45,000,000
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 15,000 15,115,000 PRN   SOLE   0 0 15,115,000
THUNDER BRDG ACQUISTION II L W EXP 11/30/202 G8857S108 144 100,000 SH   SOLE   100,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 2,571 254,515 SH   SOLE   254,515 0 0
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 6,300 600,000 SH   SOLE   600,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 1,100 2,500,000 PRN   SOLE   0 0 2,500,000
TREBIA ACQUISITION CORP UNIT 99/99/9999 G9027T125 2,090 200,000 SH   SOLE   200,000 0 0
TRIDENT ACQUISITIONS CORP COM 89615T106 4,590 425,000 SH   SOLE   425,000 0 0
TRIDENT ACQUISITIONS CORP W EXP 05/09/202 89615T114 115 249,700 SH   SOLE   249,700 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 2,868 274,430 SH   SOLE   274,430 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 3,857 350,000 SH   SOLE   350,000 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 90070A202 5,050 500,000 SH   SOLE   500,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 2,557 250,000 SH   SOLE   250,000 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 5,350 500,000 SH   SOLE   500,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 6,161 616,144 SH   SOLE   616,144 0 0
UNION ACQUISITION CORP II W EXP 04/01/202 G9402Q126 355 1,014,500 SH   SOLE   1,014,500 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 4,410 6,250,000 PRN   SOLE   0 0 6,250,000
WHOLE EARTH BRANDS INC W EXP 06/25/202 96684W126 118 103,073 SH   SOLE   103,073 0 0
YUNHONG INTL UNIT 99/99/9999 G98882114 1,246 123,980 SH   SOLE   123,980 0 0
ZENDESK INC COM 98936J101 4,887 55,200 SH   SOLE   55,200 0 0
ZSCALER INC COM 98980G102 4,522 41,300 SH   SOLE   41,300 0 0