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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
ALLEGRO MERGER CORP *W EXP 01/06/202 01749N111 5 100,000 SH   SOLE   100,000 0 0
ALLERGAN PLC SHS G0177J108 212,042 1,197,300 SH   SOLE   1,197,300 0 0
ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 6,296 7,089,000 PRN   SOLE   0 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R119 10,485 1,000,000 SH   SOLE   1,000,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 18 100,000 SH   SOLE   100,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2,564 3,650,000 PRN   SOLE   0 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375% 10/1 03762UAC9 9,309 14,104,000 PRN   SOLE   0 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 26,698 533,218 SH   SOLE   533,218 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 21,775 26,800,000 PRN   SOLE   0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,461 51,747 SH   SOLE   51,747 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 19,969 25,000,000 PRN   SOLE   0 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 4,888 1,286,200 SH   SOLE   1,286,200 0 0
CALAMP CORP NOTE 2.000% 8/0 128126AD1 11,714 17,850,000 PRN   SOLE   0 0 0
CANNAE HLDGS INC COM 13765N107 5,973 178,359 SH   SOLE   178,359 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 4,303 6,750,000 PRN   SOLE   0 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 21,752 23,500,000 PRN   SOLE   0 0 0
CURO GROUP HLDGS CORP COM 23131L107 8,888 1,676,966 SH   SOLE   1,676,966 0 0
DYCOM INDS INC COM 267475101 5,900 230,008 SH   SOLE   230,008 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 24,449 28,429,000 PRN   SOLE   0 0 0
EAGLE MATERIALS INC COM 26969P108 29,210 500,000 SH   SOLE   500,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3,158 126,939 SH   SOLE   126,939 0 0
FLUOR CORP NEW COM 343412102 20,602 2,981,518 SH   SOLE   2,981,518 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 54 200,000 SH   SOLE   200,000 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 3,302 2,500,000 PRN   SOLE   0 0 0
HIGHLAND INCOME FUND HIGHLAND INCOME 43010E404 3,423 401,304 SH   SOLE   401,304 0 0
HILTON GRAND VACATIONS INC COM 43283X105 25,714 1,630,539 SH   SOLE   1,630,539 0 0
JACOBS ENGR GROUP INC COM 469814107 64,497 813,633 SH   SOLE   813,633 0 0
JPMORGAN CHASE & CO COM 46625H100 28,728 319,089 SH   SOLE   319,089 0 0
LF CAP ACQUISITION CORP CL A 50200K108 1,480 143,800 SH   SOLE   143,800 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 68 306,062 SH   SOLE   306,062 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 20,933 662,029 SH   SOLE   662,029 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 13,880 438,000 SH   SOLE   438,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 3,001 1,667,173 SH   SOLE   1,667,173 0 0
LOGMEIN INC COM 54142L109 29,148 350,000 SH   SOLE   350,000 0 0
LOWES COS INC COM 548661107 52,836 614,016 SH   SOLE   614,016 0 0
MARATHON PETE CORP COM 56585A102 82,263 3,482,766 SH   SOLE   3,482,766 0 0
MEGALITH FINL ACQUISITION CO *W EXP 08/26/202 58518F117 44 200,000 SH   SOLE   200,000 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 60 200,000 SH   SOLE   200,000 0 0
NETFIN ACQUISITION CORP *W EXP 08/01/202 G6455A115 78 200,000 SH   SOLE   200,000 0 0
NEWMARK GROUP INC CL A 65158N102 9,903 2,330,000 SH   SOLE   2,330,000 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 4,826 6,500,000 PRN   SOLE   0 0 0
NEXGEN ENERGY LTD COM 65340P106 3,141 4,091,500 SH   SOLE   4,091,500 0 0
NOVAGOLD RES INC COM NEW 66987E206 33,504 4,539,856 SH   SOLE   4,539,856 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 4,585 7,000,000 PRN   SOLE   0 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 14,378 15,000,000 PRN   SOLE   0 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 1,557 2,000,000 PRN   SOLE   0 0 0
PEGASYSTEMS INC COM 705573103 869 12,200 SH   SOLE   12,200 0 0
PG&E CORP COM 69331C108 17,081 1,900,000 SH   SOLE   1,900,000 0 0
PG&E CORP COM 69331C108 2,697 300,000 SH Put SOLE   300,000 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 9,257 5,289,993 SH   SOLE   5,289,993 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 19,834 22,651,000 PRN   SOLE   0 0 0
QIAGEN NV SHS NEW N72482123 11,450 275,237 SH   SOLE   275,237 0 0
RAYTHEON CO COM NEW 755111507 274,500 2,910,000 SH   SOLE   2,910,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 1,873 3,250,000 PRN   SOLE   0 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 18,143 1,991,542 SH   SOLE   1,991,542 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 18,845 17,500,000 PRN   SOLE   0 0 0
SUPER MICRO COMPUTER INC COM 86800U104 71,737 3,371,100 SH   SOLE   3,371,100 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 4,625 6,500,000 PRN   SOLE   0 0 0
TERADATA CORP DEL COM 88076W103 9,561 466,604 SH   SOLE   466,604 0 0
TFS FINL CORP COM 87240R107 27,316 1,788,868 SH   SOLE   1,788,868 0 0
TRIDENT ACQUISITIONS CORP *W EXP 05/09/202 89615T114 16 172,140 SH   SOLE   172,140 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 47,014 875,000 SH   SOLE   875,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 27,891 31,000,000 PRN   SOLE   0 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 10,482 10,555,000 PRN   SOLE   0 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 20,722 122,000 SH   SOLE   122,000 0 0