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
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 12,630 14,068,000 PRN   SOLE   14,068,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 84 123,700 SH   SOLE   123,700 0 0
AEGERION PHARMACEUTICALS INC NOTE 5.000% 4/0 00767EAC6 564 472,000 PRN   SOLE   472,000 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 3,221 4,000,000 PRN   SOLE   4,000,000 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,337 1,450,000 PRN   SOLE   1,450,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 496 50,000 SH   SOLE   50,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 30 25,000 SH   SOLE   25,000 0 0
AMRYT PHARMA PLC SPONSORED ADS 03217L106 858 69,437 SH   SOLE   69,437 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 885 75,000 SH   SOLE   75,000 0 0
APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 4,588 5,000,000 PRN   SOLE   5,000,000 0 0
ARTIUS ACQUISITION INC UNIT 99/99/9999 04316G204 31 3,000 SH   SOLE   3,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 6,176 3,500,000 PRN   SOLE   3,500,000 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 520 50,000 SH   SOLE   50,000 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 271 276,304 SH   SOLE   276,304 0 0
CIIG MERGER CORP UNIT 12/31/2026 12559C202 747 70,171 SH   SOLE   70,171 0 0
CF FINANCE ACQUISITION CORP UNIT 08/01/2027 15725Q203 11,626 1,160,000 SH   SOLE   1,160,000 0 0
CHURCHILL CAPITAL CORP IV UNIT 99/99/9999 171439201 11,626 890,000 SH   SOLE   890,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 2,167 205,392 SH   SOLE   205,392 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 109 50,104 SH   SOLE   50,104 0 0
CHURCHILL CAP CORP II *W EXP 03/01/202 17144C112 745 372,598 SH   SOLE   372,598 0 0
CLIMATE CHANGE CRISIS REAL I UNIT 99/99/9999 18716C209 50 5,000 SH   SOLE   5,000 0 0
CM LIFE SCIENCES INC UNIT 09/01/2025 18978W208 2,094 200,000 SH   SOLE   200,000 0 0
COLLECTIVE GROWTH CORP COM CL A 19424L101 165 16,693 SH   SOLE   16,693 0 0
COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 5 8,346 SH   SOLE   8,346 0 0
DMY TECHNOLOGY GROUP INC *W EXP 02/21/202 233253111 255 84,949 SH   SOLE   84,949 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233277201 802 78,400 SH   SOLE   78,400 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 4,590 5,000,000 PRN   SOLE   5,000,000 0 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 7,356 8,174,000 PRN   SOLE   8,174,000 0 0
E MERGE TECHNOLOGY ACQUISITI UNIT 07/30/2025 26873Y203 5,746 570,000 SH   SOLE   570,000 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 19,424 20,876,000 PRN   SOLE   20,876,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 4,334 4,016,000 PRN   SOLE   4,016,000 0 0
ENCORE CAP GROUP INC NOTE 3.250%10/0 292554AM4 2,845 2,500,000 PRN   SOLE   2,500,000 0 0
ENCORE CAP GROUP INC NOTE 4.500% 9/0 29260UAA5 817 750,000 PRN   SOLE   750,000 0 0
EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 3,090 300,000 SH   SOLE   300,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 1,135 1,500,000 PRN   SOLE   1,500,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 3,511 3,000,000 PRN   SOLE   3,000,000 0 0
EXPERIENCE INVT CORP COM CL A 30217C109 1,779 176,984 SH   SOLE   176,984 0 0
FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 3,087 300,000 SH   SOLE   300,000 0 0
FINSERV ACQUISITION CORP CL A 318085107 1,003 100,000 SH   SOLE   100,000 0 0
FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 50 50,000 SH   SOLE   50,000 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 784 76,000 SH   SOLE   76,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 43 27,600 SH   SOLE   27,600 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 10,283 13,000,000 PRN   SOLE   13,000,000 0 0
FOLEY TRASIMENE ACQUISITION UNIT 99/99/9999 344328208 3,060 300,000 SH   SOLE   300,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 2,833 319,421 SH   SOLE   319,421 0 0
FORUM MERGER III CORP UNIT 08/24/2027 349885202 6,370 610,200 SH   SOLE   610,200 0 0
FUSION ACQUISITION CORP UNIT 99/99/9999 36118H204 4,069 395,000 SH   SOLE   395,000 0 0
GO ACQUISITION CORP UNIT 08/31/2027 362019200 50 5,000 SH   SOLE   5,000 0 0
GX ACQUISITION CORP COM CL A 36251A107 3,150 300,000 SH   SOLE   300,000 0 0
GX ACQUISITION CORP *W EXP 05/24/202 36251A115 240 150,000 SH   SOLE   150,000 0 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 56 5,000 SH   SOLE   5,000 0 0
GIGCAPITAL2 INC COM 375036100 2,018 198,600 SH   SOLE   198,600 0 0
GIGCAPITAL2 INC *W EXP 02/28/202 375036118 181 198,600 SH   SOLE   198,600 0 0
GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 66 198,600 SH   SOLE   198,600 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 7,399 7,250,000 SH   SOLE   7,250,000 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 260 146,124 SH   SOLE   146,124 0 0
HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 13 51,600 SH   SOLE   51,600 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1,000 100,000 SH   SOLE   100,000 0 0
HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 33 33,333 SH   SOLE   33,333 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 761 75,000 SH   SOLE   75,000 0 0
HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 67 37,500 SH   SOLE   37,500 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 999 1,000,000 PRN   SOLE   1,000,000 0 0
HOLICITY INC UNIT 08/05/2025 435063201 259 25,000 SH   SOLE   25,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 360 438,600 SH   SOLE   438,600 0 0
HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 71 45,500 SH   SOLE   45,500 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 10,843 11,750,000 PRN   SOLE   11,750,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 1,628 1,500,000 PRN   SOLE   1,500,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12,702 15,799,000 PRN   SOLE   15,799,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 5,145 7,485,000 PRN   SOLE   7,485,000 0 0
INTERPRIVATE ACQUISITION COR COM 46064A103 38 3,800 SH   SOLE   3,800 0 0
INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 59 71,900 SH   SOLE   71,900 0 0
IQIYI INC DEBT 3.750%12/0 46267XAB4 8,740 8,250,000 PRN   SOLE   8,250,000 0 0
IQIYI INC DEBT 2.000% 4/0 46267XAD0 5,812 6,126,000 PRN   SOLE   6,126,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,034 1,000,000 PRN   SOLE   1,000,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 6,446 54,600 SH   SOLE   54,600 0 0
KALEYRA INC *W EXP 12/12/202 483379111 489 344,031 SH   SOLE   344,031 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 355 197,403 SH   SOLE   197,403 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 293 66,632 SH   SOLE   66,632 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 3,376 3,743,000 PRN   SOLE   3,743,000 0 0
LIONHEART ACQUISITION CORP I UNIT 08/13/2025 53625R203 2,997 300,900 SH   SOLE   300,900 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 5,569 5,000,000 PRN   SOLE   5,000,000 0 0
MERIDA MERGER CORP I COM 58953M106 3,696 373,902 SH   SOLE   373,902 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 111 201,150 SH   SOLE   201,150 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1,089 1,000,000 PRN   SOLE   1,000,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,627 3,100,000 PRN   SOLE   3,100,000 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 11,322 12,240,000 PRN   SOLE   12,240,000 0 0
NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 8,908 885,447 SH   SOLE   885,447 0 0
NESCO HLDGS INC *W EXP 01/01/202 64083J112 88 293,036 SH   SOLE   293,036 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4,125 3,000,000 PRN   SOLE   3,000,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 768 500,000 PRN   SOLE   500,000 0 0
NORTHERN GENESIS ACQUISITION UNIT 07/31/2027 66516T203 1,495 149,600 SH   SOLE   149,600 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 2,991 2,500,000 PRN   SOLE   2,500,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 8,508 9,000,000 PRN   SOLE   9,000,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 5,073 4,287,000 PRN   SOLE   4,287,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 465 211,187 SH   SOLE   211,187 0 0
PDL BIOPHARMA INC COM 69329Y104 1,465 465,172 SH   SOLE   465,172 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 10,717 9,800,000 PRN   SOLE   9,800,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,818 2,500,000 PRN   SOLE   2,500,000 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 454 20,000 SH   SOLE   20,000 0 0
PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 16 2,220 SH   SOLE   2,220 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 185 50,000 SH   SOLE   50,000 0 0
PROPERTY SOLUTIONS ACQUISITI UNIT 03/30/2027 74348Q207 6,054 599,990 SH   SOLE   599,990 0 0
PURPLE INNOVATION INC *W EXP 02/02/202 74640Y114 2,328 344,388 SH   SOLE   344,388 0 0
QUDIAN INC DEBT 1.000% 7/0 G7314VAA8 740 1,000,000 PRN   SOLE   1,000,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 2,124 2,592,000 PRN   SOLE   2,592,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8,782 10,233,000 PRN   SOLE   10,233,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 453 2,560 SH   SOLE   2,560 0 0
SEA LTD DEBT 2.375%12/0 G7948TAE9 13,086 7,000,000 PRN   SOLE   7,000,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 8,766 9,900,000 PRN   SOLE   9,900,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 2,440 3,250,000 PRN   SOLE   3,250,000 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 726 500,000 PRN   SOLE   500,000 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 504 50,000 SH   SOLE   50,000 0 0
STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 29 25,000 SH   SOLE   25,000 0 0
STAR PEAK ENERGY TRANSITION UNIT 99/99/9999 855185203 1,538 150,000 SH   SOLE   150,000 0 0
SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 460 98,035 SH   SOLE   98,035 0 0
TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 5,025 500,000 SH   SOLE   500,000 0 0
THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 62 69,000 PRN   SOLE   69,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 6,345 7,250,000 PRN   SOLE   7,250,000 0 0
TILRAY INC DEBT 5.000%10/0 88688TAB6 520 1,300,000 PRN   SOLE   1,300,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 602 59,100 SH   SOLE   59,100 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 30 59,100 SH   SOLE   59,100 0 0
TUSCAN HLDGS CORP II COM 90070A103 2,994 300,000 SH   SOLE   300,000 0 0
TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 68 150,000 SH   SOLE   150,000 0 0
UTZ BRANDS INC *W EXP 08/28/202 918090119 4,287 655,503 SH   SOLE   655,503 0 0
VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 379 77,500 SH   SOLE   77,500 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 12,760 12,946,000 PRN   SOLE   12,946,000 0 0
VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 3,078 300,000 SH   SOLE   300,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 7,004 7,270,000 PRN   SOLE   7,270,000 0 0
XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 6,256 3,240,000 PRN   SOLE   3,240,000 0 0
YY INC DEBT 1.375% 6/1 G9887YAC1 3,760 3,500,000 PRN   SOLE   3,500,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 864 500,000 PRN   SOLE   500,000 0 0
ACE CONVERGENCE ACQU CORP UNIT 99/99/9999 G0083D112 5,873 572,936 SH   SOLE   572,936 0 0
ARCLIGHT CLEAN TRANSITION CO UNIT 09/21/2025 G04561117 1,004 100,000 SH   SOLE   100,000 0 0
ASCENDANT DIGITAL ACQUISITIO UNIT 99/99/9999 G05155125 4,734 450,000 SH   SOLE   450,000 0 0
Cohn Robbins Holdings Corp UNIT 08/11/2025 G23726121 5,045 500,000 SH   SOLE   500,000 0 0
D8 Holdings Corp UNIT 99/99/9999 G2614K102 1,577 156,649 SH   SOLE   156,649 0 0
ARYA SCIENCES ACQUISITION CO *W EXP 06/09/202 G31655106 162 90,000 SH   SOLE   90,000 0 0
ARYA SCIENCES ACQUISITION CO COM CL A G31655122 2,822 270,000 SH   SOLE   270,000 0 0
Ftac Olympus Acquisition Cor UNIT 08/24/2025 G37288118 6,000 600,000 SH   SOLE   600,000 0 0
GALILEO ACQUISITION CORP shs G3770A102 1,733 175,000 SH   SOLE   175,000 0 0
GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 108 175,000 SH   SOLE   175,000 0 0
Horizon Acquisition Corp UNIT 99/99/9999 G46049121 2,601 250,000 SH   SOLE   250,000 0 0
LIV Capital Acquisition Corp CL A G5510C108 1,773 180,000 SH   SOLE   180,000 0 0
LIV Capital Acquisition Corp UNIT 99/99/9999 G5510C124 85 180,000 SH   SOLE   180,000 0 0
Prime Impac Acquisition I UNIT 10/01/2030 G61074111 6,012 600,000 SH   SOLE   600,000 0 0
Qell Acquisition Corp UNIT 10/01/2025 G7307X121 916 90,152 SH   SOLE   90,152 0 0
RedBall Acquisition Corp UNIT 99/99/9999 G7417R121 5,165 488,600 SH   SOLE   488,600 0 0
SCVX Corp *W EXP 01/24/202 G79448117 75 50,000 SH   SOLE   50,000 0 0
SCVX Corp COM G79448208 1,000 100,000 SH   SOLE   100,000 0 0
THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 101 75,000 SH   SOLE   75,000 0 0
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 1,530 150,000 SH   SOLE   150,000 0 0
Tortoise Acquisition II Corp UNIT 06/14/2027 G89554110 3,264 300,000 SH   SOLE   300,000 0 0
Brooge Holdings ltd *W EXP 12/20/202 G1611B115 54 108,000 SH   SOLE   108,000 0 0
Union Acquisition Corp II SHS G9402Q100 993 100,000 SH   SOLE   100,000 0 0
Union Acquisition Corp II *W EXP 04/01/202 G9402Q126 75 100,000 SH   SOLE   100,000 0 0
VPC Impact Acquisition Hold UNIT 09/22/2025 G9441E126 4,000 400,000 SH   SOLE   400,000 0 0
AKAZOO SA *W EXP 09/11/202 L0164E116 0 20,000 SH   SOLE   20,000 0 0
AGBA ACQUISITION LTD SHS G0120M109 1,349 130,000 SH   SOLE   130,000 0 0
AGBA ACQUISITION LTD *W EXP 05/10/202 G0120M117 42 130,000 SH   SOLE   130,000 0 0
AGBA ACQUISITION LTD RIGHT 05/10/2024 G0120M125 30 130,000 SH   SOLE   130,000 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 93 45,073 SH   SOLE   45,073 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 12 51,200 SH   SOLE   51,200 0 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 20 39,300 SH   SOLE   39,300 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 79 75,073 SH   SOLE   75,073 0 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 13 51,200 SH   SOLE   51,200 0 0