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 CL A 004285102 7,154 700,000 SH   SOLE   700,000 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 257 233,333 SH   SOLE   233,333 0 0
ACE CONVERGENCE ACQU CORP *W EXP 09/30/202 G0083D104 143 175,000 SH   SOLE   175,000 0 0
ACE CONVERGENCE ACQU CORP CL A G0083D120 3,413 350,000 SH   SOLE   350,000 0 0
ACON S2 ACQUISITION CORP UNIT 09/15/2027 G00748122 1,503 150,000 SH   SOLE   150,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 4,281 5,267,000 PRN   SOLE   5,267,000 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 48,933 44,000,000 PRN   SOLE   44,000,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 1,986 200,000 SH   SOLE   200,000 0 0
ALUSSA ENERGY ACQUISITION CO *W EXP 10/31/202 G0232J119 65 100,000 SH   SOLE   100,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 4,962 500,000 SH   SOLE   500,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 295 250,000 SH   SOLE   250,000 0 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 3,180 300,000 SH   SOLE   300,000 0 0
APEX TECHNOLOGY ACQUISITION *W EXP 09/18/202 03768F110 291 150,000 SH   SOLE   150,000 0 0
ARCLIGHT CLEAN TRANSITION CO UNIT 09/21/2025 G04561117 2,008 200,000 SH   SOLE   200,000 0 0
ARTIUS ACQUISITION INC *W EXP 07/13/202 04316G113 161 99,999 SH   SOLE   99,999 0 0
ARTIUS ACQUISITION INC COM CL A 04316G105 2,982 300,000 SH   SOLE   300,000 0 0
ASCENDANT DIGITAL ACQUISITIO *W EXP 07/28/202 G05155117 296 200,000 SH   SOLE   200,000 0 0
ASCENDANT DIGITAL ACQUISITIO COM CL A G05155109 3,976 400,000 SH   SOLE   400,000 0 0
ASPIRATIONAL CONSUMER LIFEST UNIT 99/99/9999 G05436129 3,000 300,000 SH   SOLE   300,000 0 0
ATLAS TECHNICAL CONSULTANTS *W EXP 11/26/202 049430119 103 200,000 SH   SOLE   200,000 0 0
ATLASSIAN INC NOTE 0.625% 5/1 04947PAB8 167,637 74,169,000 SH   SOLE   74,169,000 0 0
BCTG ACQUISITION CORP COM 05492W103 1,554 150,000 SH   SOLE   150,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 5,736 7,040,000 PRN   SOLE   7,040,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 29,800 29,597,000 PRN   SOLE   29,597,000 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 6,894 5,000,000 PRN   SOLE   5,000,000 0 0
BOWX ACQUISITION CORP UNIT 08/03/2025 103085205 7,182 700,000 SH   SOLE   700,000 0 0
BROADSTONE ACQUISITION CORP UNIT 99/99/9999 G1739V118 1,994 200,000 SH   SOLE   200,000 0 0
CAPSTAR SPL PURP ACQUISITION COM CL A 14070Y101 3,932 400,000 SH   SOLE   400,000 0 0
CAPSTAR SPL PURP ACQUISITION *W EXP 99/99/999 14070Y119 160 200,000 SH   SOLE   200,000 0 0
CC NEUBERGER PRIN HLDGS II *W EXP 07/29/202 G3166T111 205 125,000 SH   SOLE   125,000 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 5,025 500,000 SH   SOLE   500,000 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 1,746 167,870 SH   SOLE   167,870 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 197 200,902 SH   SOLE   200,902 0 0
CF FINANCE ACQUISITION CORP UNIT 08/01/2027 15725Q203 5,011 500,000 SH   SOLE   500,000 0 0
CHP MERGER CORP COM CL A 12558Y106 7,643 750,000 SH   SOLE   750,000 0 0
CHP MERGER CORP *W EXP 11/22/202 12558Y114 450 375,000 SH   SOLE   375,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 1,319 125,000 SH   SOLE   125,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 91 41,667 SH   SOLE   41,667 0 0
CHURCHILL CAP CORP III COM 17144C104 3,741 365,000 SH   SOLE   365,000 0 0
CHURCHILL CAP CORP III *W EXP 03/01/202 17144C112 384 192,000 SH   SOLE   192,000 0 0
CHURCHILL CAPITAL CORP IV *W EXP 08/04/202 171439110 148 100,000 SH   SOLE   100,000 0 0
CHURCHILL CAPITAL CORP IV CL A 171439102 4,890 500,000 SH   SOLE   500,000 0 0
CIIG MERGER CORP *W EXP 12/31/202 12559C111 258 300,000 SH   SOLE   300,000 0 0
CIIG MERGER CORP COM CL A 12559C103 6,012 600,000 SH   SOLE   600,000 0 0
CITIC CAPITAL ACQUISITION CO COM CL A G21513109 4,915 500,000 SH   SOLE   500,000 0 0
CITIC CAPITAL ACQUISITION CO *W EXP 01/17/202 G21513117 313 250,000 SH   SOLE   250,000 0 0
CLIMATE CHANGE CRISIS REAL I UNIT 99/99/9999 18716C209 1,508 150,000 SH   SOLE   150,000 0 0
COHN ROBBINS HOLDINGS CORP UNIT 08/11/2025 G23726121 3,532 350,000 SH   SOLE   350,000 0 0
COLFAX CORP UNIT 01/15/2022T 194014205 10,778 80,000 SH   SOLE   80,000 0 0
COLLECTIVE GROWTH CORP COM CL A 19424L101 1,726 175,000 SH   SOLE   175,000 0 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 54 87,500 SH   SOLE   87,500 0 0
CONYERS PK II ACQUISITION CO COM CL A 212896104 508 50,000 SH   SOLE   50,000 0 0
CONYERS PK II ACQUISITION CO *W EXP 07/18/202 212896112 21 12,500 SH   SOLE   12,500 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 25,542 14,000,000 PRN   SOLE   14,000,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 34,151 27,500,000 PRN   SOLE   27,500,000 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 5,020 500,000 SH   SOLE   500,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 12,992 12,500,000 PRN   SOLE   12,500,000 0 0
D8 HOLDINGS CORP SHS CL A G2614K110 4,885 500,000 SH   SOLE   500,000 0 0
D8 HOLDINGS CORP *W EXP 08/05/202 G2614K128 180 250,000 SH   SOLE   250,000 0 0
DEERFIELD HEALTHCARE TECH AC COM CL A 244413100 105 10,000 SH   SOLE   10,000 0 0
DFP HEALTHCARE ACQUISITNS CO COM CL A 23343Q100 1,038 100,000 SH   SOLE   100,000 0 0
DFP HEALTHCARE ACQUISITNS CO *W EXP 03/31/202 23343Q118 42 25,000 SH   SOLE   25,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 212 20,000 SH   SOLE   20,000 0 0
DIGITAL MEDIA SOLUTIONS INC *W EXP 07/15/202 25401G114 86 100,000 SH   SOLE   100,000 0 0
DMY TECHNOLOGY GROUP INC COM 233253103 7,656 600,000 SH   SOLE   600,000 0 0
DMY TECHNOLOGY GROUP INC *W EXP 02/21/202 233253111 900 300,000 SH   SOLE   300,000 0 0
DMY TECHNOLOGY GROUP INC II UNIT 99/99/9999 233277201 4,604 450,000 SH   SOLE   450,000 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 155,335 51,347,000 PRN   SOLE   51,347,000 0 0
DRAGONEER GROWTH OPPORTUN CO UNIT 08/18/2027 G28302126 123 10,000 SH   SOLE   10,000 0 0
E MERGE TECHNOLOGY ACQUISITI *W EXP 07/30/202 26873Y112 157 166,666 SH   SOLE   166,666 0 0
E MERGE TECHNOLOGY ACQUISITI COM CL A 26873Y104 4,893 500,000 SH   SOLE   500,000 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 40 62,500 SH   SOLE   62,500 0 0
EAST RES ACQUISITION CO COM CL A 274681105 1,216 125,000 SH   SOLE   125,000 0 0
EAST STONE ACQUISITION CORP SHS G2911D108 1,970 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 40 200,000 SH   SOLE   200,000 0 0
EAST STONE ACQUISITION CORP RIGHT 12/31/2026 G2911D132 52 200,000 SH   SOLE   200,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9,655 7,500,000 PRN   SOLE   7,500,000 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 215,207 57,685,000 PRN   SOLE   57,685,000 0 0
EXECUTIVE NETWORK PARTNERING UNIT 99/99/9999 30158L209 5,050 200,000 SH   SOLE   200,000 0 0
EXPERIENCE INVT CORP COM CL A 30217C109 3,024 300,908 SH   SOLE   300,908 0 0
EXPERIENCE INVT CORP *W EXP 09/01/202 30217C117 123 100,302 SH   SOLE   100,302 0 0
FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 3,087 300,000 SH   SOLE   300,000 0 0
FAST ACQUISITION CORP UNIT 99/99/9999 311875207 3,592 360,243 SH   SOLE   360,243 0 0
FINSERV ACQUISITION CORP CL A 318085107 3,087 307,823 SH   SOLE   307,823 0 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 154 153,911 SH   SOLE   153,911 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 3,093 300,000 SH   SOLE   300,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 231 150,000 SH   SOLE   150,000 0 0
FINTECH ACQUISITION CORP IV UNIT 12/31/2025 31810N302 1,524 150,000 SH   SOLE   150,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 18,712 20,000,000 PRN   SOLE   20,000,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 29,501 30,092,000 PRN   SOLE   30,092,000 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 5,612 7,000,000 PRN   SOLE   7,000,000 0 0
FLYING EAGLE ACQUISITION COR COM 34407Y103 2,918 240,000 SH   SOLE   240,000 0 0
FLYING EAGLE ACQUISITION COR *W EXP 02/26/202 34407Y111 245 75,000 SH   SOLE   75,000 0 0
FOLEY TRASIMENE ACQUISITION UNIT 99/99/9999 344328208 3,060 300,000 SH   SOLE   300,000 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 34,916 34,683,000 PRN   SOLE   34,683,000 0 0
FORTRESS VALUE ACQUISITION I UNIT 08/10/2027 349642207 2,575 250,000 SH   SOLE   250,000 0 0
FORUM MERGER III CORP UNIT 08/24/2027 349885202 2,088 200,000 SH   SOLE   200,000 0 0
FTAC OLYMPUS ACQUISITION COR UNIT 08/24/2025 G37288118 4,500 450,000 SH   SOLE   450,000 0 0
FUSION ACQUISITION CORP CL A 36118H105 3,441 350,000 SH   SOLE   350,000 0 0
FUSION ACQUISITION CORP *W EXP 06/01/202 36118H113 191 175,000 SH   SOLE   175,000 0 0
GALILEO ACQUISITION CORP SHS G3770A102 2,355 237,885 SH   SOLE   237,885 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 144 225,770 SH   SOLE   225,770 0 0
GLOBAL BLUE GROUP HOLDING AG *W EXP 08/28/202 H33700115 49 77,166 SH   SOLE   77,166 0 0
GO ACQUISITION CORP UNIT 08/31/2027 362019200 4,032 400,000 SH   SOLE   400,000 0 0
GORES HLDGS IV INC *W EXP 01/22/202 382865111 52 31,250 SH   SOLE   31,250 0 0
GORES HLDGS IV INC COM CL A 382865103 3,347 324,684 SH   SOLE   324,684 0 0
GORES HLDGS V INC UNIT 99/99/9999 382864205 3,656 353,251 SH   SOLE   353,251 0 0
GORES METROPOULOS INC COM CL A 382872109 5,710 500,000 SH   SOLE   500,000 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 520 166,666 SH   SOLE   166,666 0 0
GREEN PLAINS INC NOTE 4.000% 7/1 393222AH7 11,644 9,500,000 SH   SOLE   9,500,000 0 0
GREENROSE ACQUISITION CORP COM 395392103 3,908 400,000 SH   SOLE   400,000 0 0
GREENROSE ACQUISITION CORP *W EXP 08/11/202 395392111 94 400,000 SH   SOLE   400,000 0 0
GS ACQUISITION HLDGS CORP II COM CL A 36258Q105 3,766 350,000 SH   SOLE   350,000 0 0
GS ACQUISITION HLDGS CORP II *W EXP 06/30/202 36258Q113 188 87,500 SH   SOLE   87,500 0 0
GUESS INC NOTE 2.000% 4/1 401617AD7 14,266 17,500,000 PRN   SOLE   17,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 3,580 3,126,000 PRN   SOLE   3,126,000 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 3,500 350,000 SH   SOLE   350,000 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 3,045 300,000 SH   SOLE   300,000 0 0
HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 269 150,000 SH   SOLE   150,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 6,088 546,467 SH   SOLE   546,467 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 947 409,850 SH   SOLE   409,850 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 8,090 8,000,000 PRN   SOLE   8,000,000 0 0
HIGHCAPE CAP ACQUISITION COR UNIT 09/30/2027 42984L204 1,518 150,000 SH   SOLE   150,000 0 0
HOLICITY INC UNIT 08/05/2025 435063201 5,175 500,000 SH   SOLE   500,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 6,218 7,500,000 PRN   SOLE   7,500,000 0 0
HORIZON ACQUISITION CORP UNIT 99/99/9999 G46049121 2,081 200,000 SH   SOLE   200,000 0 0
HPX CORP SHS CL A G32219100 2,952 300,000 SH   SOLE   300,000 0 0
HPX CORP *W EXP G32219126 135 150,000 SH   SOLE   150,000 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 23,214 25,000,000 PRN   SOLE   25,000,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 4,167 3,968,000 PRN   SOLE   3,968,000 0 0
INSU ACQUISITION CORP II UNIT 09/04/2025 457821304 2,071 200,000 SH   SOLE   200,000 0 0
INTERPRIVATE ACQUISITION COR COM 46064A103 4,000 400,000 SH   SOLE   400,000 0 0
INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 163 200,000 SH   SOLE   200,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 2,129 5,000,000 PRN   SOLE   5,000,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AL5 1,907 2,075,000 PRN   SOLE   2,075,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 13,854 15,000,000 PRN   SOLE   15,000,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 10,422 10,500,000 PRN   SOLE   10,500,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 44,351 42,574,000 PRN   SOLE   42,574,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 8,674 7,500,000 PRN   SOLE   7,500,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 72,343 71,423,000 PRN   SOLE   71,423,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 8,143 8,000,000 PRN   SOLE   8,000,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 9,746 931,780 SH   SOLE   931,780 0 0
JUNIPER INDL HLDGS INC *W EXP 11/13/202 48205G114 865 500,000 SH   SOLE   500,000 0 0
K12 INC COM 48273U102 1,804 68,475 SH   SOLE   68,475 0 0
KBR INC NOTE 2.500%11/0 48242WAB2 11,438 10,000,000 PRN   SOLE   10,000,000 0 0
KENSINGTON CAP ACQUISITION C *W EXP 07/01/202 490073111 450 100,000 SH   SOLE   100,000 0 0
KENSINGTON CAP ACQUISITION C COM CL A 490073103 455 27,153 SH   SOLE   27,153 0 0
KISMET ACQUISITION ONE CORP UNIT 08/06/2025 G52753129 2,500 250,000 SH   SOLE   250,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 24,131 22,430,000 PRN   SOLE   22,430,000 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 161 300,100 SH   SOLE   300,100 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 47 100,000 SH   SOLE   100,000 0 0
LGL SYS ACQUISITION CORP COM CL A 50201G106 7,577 756,191 SH   SOLE   756,191 0 0
LGL SYS ACQUISITION CORP *W EXP 11/12/202 50201G114 410 378,095 SH   SOLE   378,095 0 0
LIBERTY LATIN AMERICA LTD NOTE 2.000% 7/1 53069QAB5 17,515 21,186,000 PRN   SOLE   21,186,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14,686 10,500,000 PRN   SOLE   10,500,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 11,499 12,500,000 PRN   SOLE   12,500,000 0 0
MALACCA STRAITS ACQUISITION COM CL A G5859B117 489 50,000 SH   SOLE   50,000 0 0
MALACCA STRAITS ACQUISITION *W EXP 99/99/999 G5859B109 10 25,000 SH   SOLE   25,000 0 0
MATCH GROUP FINANCECO NOTE 0.875% 10/1 44931RAA0 6,374 2,500,000 SH   SOLE   2,500,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 24,063 9,500,000 PRN   SOLE   9,500,000 0 0
MERIDA MERGER CORP I COM 58953M106 4,889 494,632 SH   SOLE   494,632 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 136 247,316 SH   SOLE   247,316 0 0
MICROCHIP TECHNOLOGY INC. NOTE 2.250% 2/1 595017AH7 41,266 27,500,000 PRN   SOLE   27,500,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 103,799 21,957,000 PRN   SOLE   21,957,000 0 0
MONOCLE ACQUISITION CORP COM 609754106 2,189 213,745 SH   SOLE   213,745 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 107 213,745 SH   SOLE   213,745 0 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 3,018 300,000 SH   SOLE   300,000 0 0
NEOGENOMICS INC NOTE 1.250% 5/0 64049MAA8 10,004 8,000,000 PRN   SOLE   8,000,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4,860 3,500,000 PRN   SOLE   3,500,000 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 504 50,000 SH   SOLE   50,000 0 0
NEW PROVIDENCE ACQUISITION *W EXP 09/11/202 64822P114 30 25,000 SH   SOLE   25,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 8,088 8,451,000 PRN   SOLE   8,451,000 0 0
NEWHOLD INVESTMENT CORP UNIT 03/10/2025 651448201 1,006 100,000 SH   SOLE   100,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 28,928 10,579,000 PRN   SOLE   10,579,000 0 0
NORTH MOUNTAIN MERGER CORP UNIT 09/16/2025 661204206 2,040 200,000 SH   SOLE   200,000 0 0
NORTHERN GENESIS ACQUISITION UNIT 07/31/2027 66516T203 400 40,000 SH   SOLE   40,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 3,008 2,500,000 PRN   SOLE   2,500,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 29,432 28,033,000 SH   SOLE   28,033,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 18,251 11,000,000 SH   SOLE   11,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 5,691 3,900,000 SH   SOLE   3,900,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,705 5,000,000 PRN   SOLE   5,000,000 0 0
OAKTREE ACQUISITION CORP SHS CL A G67145105 529 45,000 SH   SOLE   45,000 0 0
OAKTREE ACQUISITION CORP *W EXP 99/99/999 G67145113 44 15,000 SH   SOLE   15,000 0 0
OAKTREE ACQUISITION CORP II UNIT 09/15/2027 G6715X129 3,087 300,000 SH   SOLE   300,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 10,600 8,000,000 PRN   SOLE   8,000,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 1,909 2,000,000 PRN   SOLE   2,000,000 0 0
OMNICELL INC COM 68213N109 1,687 22,600 SH   SOLE   22,600 0 0
ONE UNIT 99/99/9999 G7000X113 2,226 204,200 SH   SOLE   204,200 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 2,657 2,250,000 PRN   SOLE   2,250,000 0 0
OSPREY TECHNLGY AQUISTION CO COM CL A 68839R104 7,097 696,500 SH   SOLE   696,500 0 0
OSPREY TECHNLGY AQUISTION CO *W EXP 10/30/202 68839R120 488 348,250 SH   SOLE   348,250 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 7,785 6,722,000 PRN   SOLE   6,722,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 147 66,666 SH   SOLE   66,666 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 24,319 21,500,000 PRN   SOLE   21,500,000 0 0
PERIDOT ACQUISITION CORP UNIT 99/99/9999 G7008A123 1,997 200,000 SH   SOLE   200,000 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 1,135 50,000 SH   SOLE   50,000 0 0
PG&E CORP UNIT 99/99/9999 69331C140 2,445 25,000 SH   SOLE   25,000 0 0
PINDUODUO INC NOTE 10/0 722304AB8 23,081 12,749,000 PRN   SOLE   12,749,000 0 0
PIVOTAL INVT CORP II COM CL A 72582K100 577 50,000 SH   SOLE   50,000 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 62 16,666 SH   SOLE   16,666 0 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 14,633 2,500,000 PRN   SOLE   2,500,000 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 41,236 46,312,000 PRN   SOLE   46,312,000 0 0
PMV CONSUMER ACQUISITION COR UNIT 08/31/2027 693486201 3,996 400,000 SH   SOLE   400,000 0 0
PRIME IMPACT ACQUISITION I UNIT 10/01/2030 G61074111 3,006 300,000 SH   SOLE   300,000 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 8,000 8,000,000 PRN   SOLE   8,000,000 0 0
PROPERTY SOLUTIONS ACQUISITI COM 74348Q108 1,962 200,000 SH   SOLE   200,000 0 0
PROPERTY SOLUTIONS ACQUISITI *W EXP 03/20/202 74348Q116 75 200,000 SH   SOLE   200,000 0 0
PROPTECH ACQUISITION CORP COM CL A 74349F101 5,440 488,742 SH   SOLE   488,742 0 0
PROPTECH ACQUISITION CORP *W EXP 05/26/202 74349F119 369 225,000 SH   SOLE   225,000 0 0
PTC THERAPEUTICS INC NOTE 3.000% 8/1 69366JAB7 9,287 8,099,000 PRN   SOLE   8,099,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 31,234 32,445,000 PRN   SOLE   32,445,000 0 0
QELL ACQUISITION CORP UNIT 10/01/2025 G7307X121 1,016 100,000 SH   SOLE   100,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 4,108 5,000,000 PRN   SOLE   5,000,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 8,611 8,250,000 PRN   SOLE   8,250,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 31,216 20,000,000 PRN   SOLE   20,000,000 0 0
REDBALL ACQUISITION CORP UNIT 99/99/9999 G7417R121 7,928 750,000 SH   SOLE   750,000 0 0
REINVENT TECHNOLOGY PARTNERS UNIT 99/99/9999 G7483N111 2,872 250,000 SH   SOLE   250,000 0 0
REPLAY ACQUISITION CORP COM G75130107 6,108 600,000 SH   SOLE   600,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 285 300,000 SH   SOLE   300,000 0 0
RIBBIT LEAP LTD UNIT 99/99/9999 G7552B121 260 20,000 SH   SOLE   20,000 0 0
RMG ACQUISITION CORP CL A 749641106 6,414 600,000 SH   SOLE   600,000 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 428 200,000 SH   SOLE   200,000 0 0
SANDBRIDGE ACQUISITION COR UNIT 99/99/9999 799793203 1,996 200,000 SH   SOLE   200,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 10,382 5,000,000 SH   SOLE   5,000,000 0 0
SCVX CORP *W EXP 01/24/202 G79448117 447 298,300 SH   SOLE   298,300 0 0
SCVX CORP COM G79448208 5,966 596,600 SH   SOLE   596,600 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 51,148 14,488,000 PRN   SOLE   14,488,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 9,612 8,000,000 PRN   SOLE   8,000,000 0 0
SILVER SPIKE ACQUISITION COR *W EXP 08/02/202 G8136L114 91 150,000 SH   SOLE   150,000 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 3,039 300,000 SH   SOLE   300,000 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 2,554 256,439 SH   SOLE   256,439 0 0
SOFTWARE ACQUISITION GROUP I *W EXP 10/01/202 83406B119 123 128,219 SH   SOLE   128,219 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 140 100,000 SH   SOLE   100,000 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 2,090 200,000 SH   SOLE   200,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 59 25,000 SH   SOLE   25,000 0 0
SPARTAN ENERGY ACQUISITION C *W EXP 08/27/202 846784122 438 100,000 SH   SOLE   100,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 27,877 20,000,000 PRN   SOLE   20,000,000 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 4,395 436,040 SH   SOLE   436,040 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 251 218,020 SH   SOLE   218,020 0 0
STAR PEAK ENERGY TRANSITION UNIT 99/99/9999 855185203 2,306 225,000 SH   SOLE   225,000 0 0
STARBOARD VALUE ACQUISITN CO UNIT 09/10/2025 85521J208 4,040 400,000 SH   SOLE   400,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 135 75,000 SH   SOLE   75,000 0 0
SUSTAINABLE OPPORTNTS ACQ CO ORD SHS A G8598Y109 1,530 150,000 SH   SOLE   150,000 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 3,845 246,460 SH   SOLE   246,460 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 547 116,639 SH   SOLE   116,639 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 47,443 38,151,000 PRN   SOLE   38,151,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 4 50,000 SH   SOLE   50,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 51,180 20,000,000 PRN   SOLE   20,000,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 17,303 2,500,000 PRN   SOLE   2,500,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 44,454 6,800,000 PRN   SOLE   6,800,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 4,973 5,500,000 PRN   SOLE   5,500,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 3,060 300,000 SH   SOLE   300,000 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 203 150,000 SH   SOLE   150,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 510 20,000 SH   SOLE   20,000 0 0
TORTOISE ACQUISITION CORP II UNIT 06/14/2027 G89554110 4,352 400,000 SH   SOLE   400,000 0 0
TREBIA ACQUISITION CORP COM CL A G9027T109 2,291 225,000 SH   SOLE   225,000 0 0
TREBIA ACQUISITION CORP *W EXP 99/99/999 G9027T117 113 75,000 SH   SOLE   75,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 5,940 550,000 SH   SOLE   550,000 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 722 275,000 SH   SOLE   275,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 23,929 20,117,000 PRN   SOLE   20,117,000 0 0
TUSCAN HLDGS CORP *W EXP 04/01/202 90069K112 254 500,000 SH   SOLE   500,000 0 0
TUSCAN HLDGS CORP II COM 90070A103 2,495 250,000 SH   SOLE   250,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 56 125,000 SH   SOLE   125,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 4,072 400,000 SH   SOLE   400,000 0 0
TWC TECH HLDGS II CORP UNIT 09/10/2025 90117G204 5,060 500,000 SH   SOLE   500,000 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 23,226 6,665,000 PRN   SOLE   6,665,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 69,830 69,976,000 PRN   SOLE   69,976,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 3,972 400,000 SH   SOLE   400,000 0 0
UNION ACQUISITION CORP II *W EXP 04/01/202 G9402Q126 310 400,000 SH   SOLE   400,000 0 0
VECTOR ACQUISITION CORP UNIT 09/30/2027 G9442R100 1,521 150,000 SH   SOLE   150,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 68,122 66,719,000 PRN   SOLE   66,719,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 432 66,666 SH   SOLE   66,666 0 0
VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 2,222 216,594 SH   SOLE   216,594 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 17,101 15,300,000 PRN   SOLE   15,300,000 0 0
VISTAS MEDIA ACQUISITION CO COM CL A 92840T107 984 100,000 SH   SOLE   100,000 0 0
VISTAS MEDIA ACQUISITION CO *W EXP 08/01/202 92840T115 25 100,000 SH   SOLE   100,000 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 5,004 4,423,000 PRN   SOLE   4,423,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 24,252 24,814,000 PRN   SOLE   24,814,000 0 0
VPC IMPACT ACQUISITION HLDNG UNIT 09/22/2025 G9441E126 1,000 100,000 SH   SOLE   100,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 48 50,000 SH   SOLE   50,000 0 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 17,490 17,500,000 PRN   SOLE   17,500,000 0 0
YUCAIPA ACQUISITION CORP UNIT 99/99/9999 G9879L121 7,140 700,000 SH   SOLE   700,000 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 5,141 3,000,000 PRN   SOLE   3,000,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 50,455 25,976,000 PRN   SOLE   25,976,000 0 0