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
East Stone Acquisition Corp. COMMON G2911D108 2,010 200,000 SH   SOLE   200,000 0 0
East Stone Acquisition Corp. Option G2911D132 177 17,661 SH Call SOLE   17,661 0 0
East Stone Acquisition Corp. Option G2911D116 843 83,847 SH Call SOLE   83,847 0 0
Artius Acquisition Inc COMMON 04316G105 7,973 750,000 SH   SOLE   750,000 0 0
Artius Acquisition Inc Option 04316G113 1,417 133,332 SH Call SOLE   133,332 0 0
Acies Acquisition Corp COMMON G0103T105 4,145 402,400 SH   SOLE   402,400 0 0
Acies Acquisition Corp Option G0103T113 1,382 134,132 SH Call SOLE   134,132 0 0
Ace Convergence Acquisition Corp. COMMON G0083D120 2,316 226,600 SH   SOLE   226,600 0 0
Ace Convergence Acquisition Corp. Option G0083D104 1,028 100,550 SH Call SOLE   100,550 0 0
Atlas Crest Investment Corp. UNIT 049284201 6,330 600,000 SH   SOLE   600,000 0 0
Ackrell SPAC Partners I Co. UNIT 00461L204 4,255 413,509 SH   SOLE   413,509 0 0
Ascendant Digital Acquisition Corp. COMMON G05155109 6,381 621,940 SH   SOLE   621,940 0 0
Ascendant Digital Acquisition Corp. Option G05155117 2,544 248,000 SH Call SOLE   248,000 0 0
ArcLight Clean Transition Corp. COMMON G04561109 6,432 580,477 SH   SOLE   580,477 0 0
ArcLight Clean Transition Corp. Option G04561125 3,501 316,012 SH Call SOLE   316,012 0 0
Edoc Acquisition Corp COMMON G4000A102 1,159 113,148 SH   SOLE   113,148 0 0
Altimeter Growth Corp UNIT G0370L124 325 25,000 SH   SOLE   25,000 0 0
Alpha Healthcare Acquisition Corp. UNIT 020751202 552 52,200 SH   SOLE   52,200 0 0
Ajax I COMMON G0190X100 2,360 200,000 SH   SOLE   200,000 0 0
Ajax I Option G0190X126 590 50,000 SH Call SOLE   50,000 0 0
Altitude Acquisition Corp UNIT 02156Y202 7,245 700,000 SH   SOLE   700,000 0 0
Alussa Energy Acquisition Corp COMMON G0232J101 4,235 421,000 SH   SOLE   421,000 0 0
Amplitude Healthcare Acquisition Corporation COMMON 03212A105 4,072 406,802 SH   SOLE   406,802 0 0
One COMMON G7000X105 1,616 150,000 SH   SOLE   150,000 0 0
One Option G7000X121 404 37,500 SH Call SOLE   37,500 0 0
Apollo Strategic Growth Capital COMMON G0411R106 7,808 750,000 SH   SOLE   750,000 0 0
Apollo Strategic Growth Capital Option G0411R114 2,602 249,998 SH Call SOLE   249,998 0 0
Aequi Acquisition Corp. UNIT 00775W201 3,535 350,000 SH   SOLE   350,000 0 0
Ares Capital Corporation CONVRT BOND 04010LAT0 27,659 26,984,000 PRN   SOLE   25,774,000 0 1,210,000
Ares Capital Corporation CONVRT BOND 04010LAW3 15,755 14,969,000 PRN   SOLE   14,969,000 0 0
Atlantic Avenue Acquisition Co COMMON 04906P101 4,788 475,000 SH   SOLE   475,000 0 0
Atlantic Avenue Acquisition Co Option 04906P119 2,394 237,500 SH Call SOLE   237,500 0 0
Aspirational Consumer Lifestyle Corp. COMMON G05436103 5,001 501,567 SH   SOLE   501,567 0 0
Aspirational Consumer Lifestyle Corp. UNIT G05436129 298 28,501 SH   SOLE   28,501 0 0
Aspirational Consumer Lifestyle Corp. Option G05436111 1,675 166,666 SH Call SOLE   166,666 0 0
Americas Technology Acquisition Corp. UNIT G0404A128 977 95,000 SH   SOLE   95,000 0 0
Altimar Acquisition Corp COMMON G03707109 2,782 244,500 SH   SOLE   244,500 0 0
Altimar Acquisition Corp Option G03707117 1,138 100,000 SH Call SOLE   100,000 0 0
Avanti Acquisition Corp COMMON G0682V109 4,169 405,560 SH   SOLE   405,560 0 0
Avanti Acquisition Corp Option G0682V125 2,056 200,000 SH Call SOLE   200,000 0 0
Bull Horn Holdings Corp COMMON G1686P106 1,526 149,800 SH   SOLE   149,800 0 0
Bull Horn Holdings Corp Option G1686P122 763 74,900 SH Call SOLE   74,900 0 0
BlackRock Capital Investment Corp CONVRT BOND 092533AC2 39,576 40,030,000 PRN   SOLE   39,270,000 0 760,000
Blue Water Acquisition Corp UNIT 09607T203 2,329 225,000 SH   SOLE   225,000 0 0
BowX Acquisition Corp. COMMON 103085106 6,284 612,440 SH   SOLE   612,440 0 0
BowX Acquisition Corp. Option 103085114 2,052 199,999 SH Call SOLE   199,999 0 0
Breeze Holdings Acquisition Corp. COMMON 106762107 3,045 300,000 SH   SOLE   300,000 0 0
Breeze Holdings Acquisition Corp. Option 106762123 152 15,000 SH Call SOLE   15,000 0 0
Breeze Holdings Acquisition Corp. Option 106762115 3,045 300,000 SH Call SOLE   300,000 0 0
Broadstone Acquisition Corp. COMMON G1739V100 5,025 500,000 SH   SOLE   500,000 0 0
Broadstone Acquisition Corp. Option G1739V126 2,513 250,000 SH Call SOLE   250,000 0 0
Burgundy Technology Acquisition Corporation COMMON G1702T116 3,210 308,400 SH   SOLE   308,400 0 0
Burgundy Technology Acquisition Corporation Option G1702T124 1,111 106,741 SH Call SOLE   106,741 0 0
Bridgetown Holdings Ltd COMMON G1355U113 1,245 80,406 SH   SOLE   80,406 0 0
Bridgetown Holdings Ltd Option G1355U121 1,189 76,790 SH Call SOLE   76,790 0 0
Better World Acquisition Corp COMMON 08772B104 1,523 150,000 SH   SOLE   150,000 0 0
Better World Acquisition Corp Option 08772B112 1,523 150,000 SH Call SOLE   150,000 0 0
Capitol Investment Corp V UNIT 14064F209 7,210 700,000 SH   SOLE   700,000 0 0
Highcape Capital Acquisition Corp. COMMON 42984L105 6,135 600,000 SH   SOLE   600,000 0 0
Highcape Capital Acquisition Corp. Option 42984L113 2,045 199,999 SH Call SOLE   199,999 0 0
Cascade Acquisition Corp. UNIT 147151203 4,703 450,000 SH   SOLE   450,000 0 0
CBRE Acquisition Holdings Inc UNIT 12510J205 2,774 265,425 SH   SOLE   265,425 0 0
CITIC Capital Acquisition Corp. COMMON G21513109 6,344 605,352 SH   SOLE   605,352 0 0
CITIC Capital Acquisition Corp. Option G21513117 1,703 162,500 SH Call SOLE   162,500 0 0
Churchill Capital Corp IV COMMON 171439102 10,031 1,002,086 SH   SOLE   1,002,086 0 0
Churchill Capital Corp IV Option 171439110 1,484 148,293 SH Call SOLE   148,293 0 0
Churchill Capital Corp V UNIT 17144T206 6,300 600,000 SH   SOLE   600,000 0 0
Churchill Capital Corp II COMMON 17143G106 2,174 210,000 SH   SOLE   210,000 0 0
CF Finance Acquisition Corp. III UNIT 12529D207 3,219 300,000 SH   SOLE   300,000 0 0
CF Finance Acquisition Corp. II COMMON 15725Q104 1,263 114,598 SH   SOLE   114,598 0 0
CF Finance Acquisition Corp. II Option 15725Q112 1,102 100,000 SH Call SOLE   100,000 0 0
CF Acquisition Corp IV UNIT 12520T201 9,261 900,000 SH   SOLE   900,000 0 0
Chardan Healthcare Acquisition 2 Corp COMMON 15957T107 1,769 173,420 SH   SOLE   173,420 0 0
Chardan Healthcare Acquisition 2 Corp Option 15957T115 638 62,500 SH Call SOLE   62,500 0 0
Consonance - HFW Acquisition Corp UNIT G2445M129 1,060 101,200 SH   SOLE   101,200 0 0
CHP Merger Corp COMMON 12558Y106 6,669 650,000 SH   SOLE   650,000 0 0
CHP Merger Corp Option 12558Y114 564 55,000 SH Call SOLE   55,000 0 0
Climate Change Crisis Real Impact I Acquisition Corporation COMMON 18716C100 3,749 350,000 SH   SOLE   350,000 0 0
Climate Change Crisis Real Impact I Acquisition Corporation Option 18716C118 1,874 175,000 SH Call SOLE   175,000 0 0
CM Life Sciences, Inc. COMMON 18978W109 4,438 402,000 SH   SOLE   402,000 0 0
CM Life Sciences, Inc. Option 18978W117 1,467 132,843 SH Call SOLE   132,843 0 0
Concord Acquisition Corp UNIT 206071201 6,186 600,000 SH   SOLE   600,000 0 0
Conx Corp UNIT 212873202 5,225 500,000 SH   SOLE   500,000 0 0
Corner Growth Acquisition Corp UNIT G2425N121 6,793 650,000 SH   SOLE   650,000 0 0
Capstar Special Purpose Acquisition Corp. COMMON 14070Y101 4,915 484,249 SH   SOLE   484,249 0 0
Capstar Special Purpose Acquisition Corp. Option 14070Y119 1,523 150,000 SH Call SOLE   150,000 0 0
Cohn Robbins Holdings Corp. COMMON G23726105 9,240 887,600 SH   SOLE   887,600 0 0
Cohn Robbins Holdings Corp. Option G23726113 2,386 229,199 SH Call SOLE   229,199 0 0
Cerberus Telecom Acquisition Corp COMMON G2040C104 6,126 600,000 SH   SOLE   600,000 0 0
Cerberus Telecom Acquisition Corp Option G2040C120 2,042 199,999 SH Call SOLE   199,999 0 0
Carney Technology Acquisition Corp II UNIT 143636207 7,695 750,000 SH   SOLE   750,000 0 0
Roman DBDR Tech Acquisition Corp COMMON 77584N101 3,539 350,000 SH   SOLE   350,000 0 0
Roman DBDR Tech Acquisition Corp Option 77584N119 1,769 175,000 SH Call SOLE   175,000 0 0
Decarbonization Plus Acquisition Corporation COMMON 242797108 655 61,760 SH   SOLE   61,760 0 0
Decarbonization Plus Acquisition Corporation Option 242797116 266 25,050 SH Call SOLE   25,050 0 0
DD3 Acquisition Corp. II UNIT 23318M209 1,575 150,000 SH   SOLE   150,000 0 0
D8 Holdings Corp COMMON G2614K110 6,771 666,419 SH   SOLE   666,419 0 0
D8 Holdings Corp Option G2614K128 1,782 175,350 SH Call SOLE   175,350 0 0
LGL Systems Acquisition Corp COMMON 50201G106 6,213 613,925 SH   SOLE   613,925 0 0
LGL Systems Acquisition Corp Option 50201G114 2,277 225,000 SH Call SOLE   225,000 0 0
DFP Healthcare Acquisitions Corp. COMMON 23343Q100 3,779 349,900 SH   SOLE   349,900 0 0
DFP Healthcare Acquisitions Corp. Option 23343Q118 631 62,500 SH Call SOLE   62,500 0 0
Dragoneer Growth Opportunities Corp II COMMON G28314105 968 84,757 SH   SOLE   84,757 0 0
Dish Network Corporation CONVRT BOND 25470MAD1 6,943 7,450,000 PRN   SOLE   7,450,000 0 0
dMY Technology Group, Inc. III UNIT 233278209 5,130 450,000 SH   SOLE   450,000 0 0
Duddell Street Acquisition Corp COMMON G28553108 872 87,556 SH   SOLE   87,556 0 0
Duddell Street Acquisition Corp UNIT G28553124 1,529 143,273 SH   SOLE   143,273 0 0
Dune Acquisition Corporation UNIT 265334201 5,125 500,000 SH   SOLE   500,000 0 0
Delwinds Insurance Acquisition Corp UNIT 24803C201 5,100 500,000 SH   SOLE   500,000 0 0
EdtechX Holdings Acquisition Corp II UNIT 28139A201 3,612 350,000 SH   SOLE   350,000 0 0
Empower Ltd. COMMON G3R39W102 5,022 501,667 SH   SOLE   501,667 0 0
Empower Ltd. Option G3R39W110 1,668 166,666 SH Call SOLE   166,666 0 0
Executive Network Partnering Corporation COMMON 30158L100 10,481 418,750 SH   SOLE   418,750 0 0
Executive Network Partnering Corporation Option 30158L118 1,408 56,249 SH Call SOLE   56,249 0 0
Equity Distribution Acquisition Corp. COMMON 29465E106 5,120 500,000 SH   SOLE   500,000 0 0
Equity Distribution Acquisition Corp. Option 29465E114 1,707 166,666 SH Call SOLE   166,666 0 0
East Resources Acquisition Corp COMMON 274681105 6,968 686,494 SH   SOLE   686,494 0 0
East Resources Acquisition Corp Option 274681113 2,996 295,187 SH Call SOLE   295,187 0 0
E.Merge Technology Acquisition Corp. COMMON 26873Y104 4,388 428,913 SH   SOLE   428,913 0 0
E.Merge Technology Acquisition Corp. Option 26873Y112 1,364 133,332 SH Call SOLE   133,332 0 0
Eucrates Biomedical Acquisition Corp COMMON G3141W106 1,005 100,000 SH   SOLE   100,000 0 0
Eucrates Biomedical Acquisition Corp Option G3141W122 335 33,333 SH Call SOLE   33,333 0 0
Fortress Value Acquisition Corp. II COMMON 349642108 5,365 500,000 SH   SOLE   500,000 0 0
Fortress Value Acquisition Corp. II Option 349642116 858 80,000 SH Call SOLE   80,000 0 0
Falcon Capital Acquisition Corp. COMMON 30606L108 1,790 169,786 SH   SOLE   169,786 0 0
Falcon Capital Acquisition Corp. Option 30606L116 597 56,594 SH Call SOLE   56,594 0 0
FireEye, Inc. CONVRT BOND 31816QAD3 87,263 88,928,000 PRN   SOLE   79,068,000 0 9,860,000
FG New America Acquisition Corp. COMMON 30259V106 1,027 100,835 SH   SOLE   100,835 0 0
FG New America Acquisition Corp. Option 30259V114 509 50,000 SH Call SOLE   50,000 0 0
Frazier Lifesciences Acquisition Corp UNIT G3710A121 2,595 250,000 SH   SOLE   250,000 0 0
FirstMark Horizon Acquisition Corp. COMMON 33765Y101 742 70,000 SH   SOLE   70,000 0 0
FirstMark Horizon Acquisition Corp. Option 33765Y119 247 23,333 SH Call SOLE   23,333 0 0
Far Peak Acquisition Corp UNIT G3312L129 6,210 600,000 SH   SOLE   600,000 0 0
Forest Road Acquisition Corp UNIT 34619R201 7,350 700,000 SH   SOLE   700,000 0 0
FinServ Acquisition Corp COMMON 318085107 708 56,658 SH   SOLE   56,658 0 0
FAST Acquisition Corp. COMMON 311875108 5,446 531,870 SH   SOLE   531,870 0 0
FAST Acquisition Corp. Option 311875116 1,792 175,000 SH Call SOLE   175,000 0 0
FinTech Acquisition Corp V UNIT 31810Q305 5,464 512,044 SH   SOLE   512,044 0 0
FinTech Acquisition Corp IV COMMON 31810N104 3,108 275,000 SH   SOLE   275,000 0 0
FinTech Acquisition Corp IV Option 31810N112 1,473 130,310 SH Call SOLE   130,310 0 0
FTAC Olympus Acquisition Corp COMMON G37288100 9,270 899,964 SH   SOLE   899,964 0 0
FTAC Olympus Acquisition Corp Option G37288126 3,433 333,320 SH Call SOLE   333,320 0 0
Fusion Acquisition Corp COMMON 36118H105 4,520 400,000 SH   SOLE   400,000 0 0
Fusion Acquisition Corp Option 36118H113 2,855 252,679 SH Call SOLE   252,679 0 0
5:01 Acquisition Corp. COMMON 33836P105 1,915 188,300 SH   SOLE   188,300 0 0
Golden Falcon Acquisition Corp. UNIT 38102H208 5,200 500,000 SH   SOLE   500,000 0 0
Gores Holdings VI, Inc. UNIT 38286R204 2,120 200,000 SH   SOLE   200,000 0 0
Globis Acquisition Corp UNIT 379582208 1,542 150,000 SH   SOLE   150,000 0 0
Galileo Acquisition Corp. COMMON G3770A102 1,604 157,240 SH   SOLE   157,240 0 0
Genesis Park Acquisition Corp. UNIT G38245117 3,117 300,000 SH   SOLE   300,000 0 0
Greenrose Acquisition Corp COMMON 395392103 355 35,000 SH   SOLE   35,000 0 0
GO Acquisition Corp. COMMON 362019101 6,580 645,698 SH   SOLE   645,698 0 0
GO Acquisition Corp. Option 362019119 2,191 215,001 SH Call SOLE   215,001 0 0
Gores Holdings V, Inc. COMMON 382864106 4,573 439,719 SH   SOLE   439,719 0 0
Gores Holdings V, Inc. Option 382864114 904 86,913 SH Call SOLE   86,913 0 0
GS Acquisition Holdings Corp. II COMMON 36258Q105 4,627 424,471 SH   SOLE   424,471 0 0
GS Acquisition Holdings Corp. II Option 36258Q113 1,090 100,000 SH Call SOLE   100,000 0 0
Goldman Sachs BDC Inc. CONVRT BOND 38147UAB3 36,577 35,640,000 PRN   SOLE   27,180,000 0 8,460,000
Good Works Acquisition Corp COMMON 38216X107 469 47,150 SH   SOLE   47,150 0 0
GX Acquisition Corp COMMON 36251A107 1,510 137,288 SH   SOLE   137,288 0 0
GX Acquisition Corp Option 36251A115 260 25,000 SH Call SOLE   25,000 0 0
Health Assurance Acquisition Corp UNIT 42226W208 3,495 317,186 SH   SOLE   317,186 0 0
Healthcare Services Acquisition Corp UNIT 42227K203 2,555 250,000 SH   SOLE   250,000 0 0
Hudson Executive Investment Cop. COMMON 443761101 7,567 700,000 SH   SOLE   700,000 0 0
Hudson Executive Investment Cop. Option 443761119 3,784 350,000 SH Call SOLE   350,000 0 0
HIG Acquisition Corp COMMON G44898107 535 52,951 SH   SOLE   52,951 0 0
HIG Acquisition Corp UNIT G44898115 5,464 523,911 SH   SOLE   523,911 0 0
Helix Acquisition Corp COMMON G4444C102 227 20,000 SH   SOLE   20,000 0 0
HumanCo Acquisition Corp UNIT 44487N208 1,653 150,000 SH   SOLE   150,000 0 0
Holicity Inc. COMMON 435063102 9,119 901,960 SH   SOLE   901,960 0 0
Holicity Inc. Option 435063110 1,516 149,999 SH Call SOLE   149,999 0 0
HPX Corp COMMON G32219100 6,513 650,000 SH   SOLE   650,000 0 0
HPX Corp Option G32219126 1,264 126,150 SH Call SOLE   126,150 0 0
Hercules Capital, Inc. CONVRT BOND 427096AF9 18,277 17,801,000 PRN   SOLE   15,071,000 0 2,730,000
Highland Transcend Partners I Corp UNIT G44690116 4,200 400,000 SH   SOLE   400,000 0 0
Horizon Acquisition Corporation COMMON G46049105 4,779 476,974 SH   SOLE   476,974 0 0
Horizon Acquisition Corporation Option G46049113 1,336 133,382 SH Call SOLE   133,382 0 0
Horizon Acquisition Corporation II COMMON G46044106 6,198 600,000 SH   SOLE   600,000 0 0
Horizon Acquisition Corporation II Option G46044114 2,066 199,998 SH Call SOLE   199,998 0 0
ION Acquisition Corp 1 Ltd COMMON G49392106 339 28,804 SH   SOLE   28,804 0 0
IG Acquisition Corp. COMMON 449534106 8,104 800,000 SH   SOLE   800,000 0 0
IG Acquisition Corp. Option 449534114 4,052 400,000 SH Call SOLE   400,000 0 0
Investindustrial Acquisition Corp UNIT G4771L121 5,277 513,300 SH   SOLE   513,300 0 0
Insu Acquisition Corp. III UNIT 457817302 4,228 400,000 SH   SOLE   400,000 0 0
AEA-Bridges Impact Corp. COMMON G01046104 7,070 700,000 SH   SOLE   700,000 0 0
AEA-Bridges Impact Corp. Option G01046112 3,535 350,000 SH Call SOLE   350,000 0 0
Theravance Inc CONVRT BOND 88338TAB0 6,465 6,500,000 PRN   SOLE   6,500,000 0 0
Social Capital Hedosophia Holdings Corp. IV COMMON G82514103 2,712 198,065 SH   SOLE   198,065 0 0
Social Capital Hedosophia Holdings Corp. IV Option G82514111 856 62,500 SH Call SOLE   62,500 0 0
Social Capital Hedosophia Holdings Corp. V COMMON G8252P105 4,976 400,000 SH   SOLE   400,000 0 0
Social Capital Hedosophia Holdings Corp. V Option G8252P113 1,555 125,000 SH Call SOLE   125,000 0 0
Social Capital Hedosophia Holdings Corp. VI COMMON G8251L105 4,305 350,000 SH   SOLE   350,000 0 0
Social Capital Hedosophia Holdings Corp. VI Option G8251L113 1,538 125,000 SH Call SOLE   125,000 0 0
Industrial Tech Acquisitions, Inc COMMON 456357102 1,030 101,600 SH   SOLE   101,600 0 0
Industrial Tech Acquisitions, Inc Option 456357110 1,014 100,000 SH Call SOLE   100,000 0 0
Juniper Industrial Holdings, Inc. COMMON 48205G106 3,450 322,164 SH   SOLE   322,164 0 0
Juniper Industrial Holdings, Inc. Option 48205G114 335 32,500 SH Call SOLE   32,500 0 0
Jiya Acquisition Corp COMMON 47760M102 2,370 230,114 SH   SOLE   230,114 0 0
KINS Technology Group Inc UNIT 49714K208 8,231 799,900 SH   SOLE   799,900 0 0
Kismet Acquisition One Corp COMMON G52753103 5,284 523,180 SH   SOLE   523,180 0 0
Kismet Acquisition One Corp Option G52753111 2,020 200,000 SH Call SOLE   200,000 0 0
Union Acquisition Corp COMMON G9402Q100 2,923 281,098 SH   SOLE   281,098 0 0
Lionheart Acquisition Corp II COMMON 53625R104 2,606 258,510 SH   SOLE   258,510 0 0
Lionheart Acquisition Corp II Option 53625R112 1,047 103,877 SH Call SOLE   103,877 0 0
Lancadia Holdings III Inc. COMMON 51476H100 6,393 609,986 SH   SOLE   609,986 0 0
Lancadia Holdings III Inc. Option 51476H118 2,096 199,998 SH Call SOLE   199,998 0 0
Lefteris Acquisition Corp UNIT 52470X208 4,661 430,000 SH   SOLE   430,000 0 0
LIGAND Pharmaceuticals - Cls B CONVRT BOND 53220KAF5 6,232 6,623,000 PRN   SOLE   6,623,000 0 0
L&F Acquisition Corp UNIT G53702125 4,187 403,725 SH   SOLE   403,725 0 0
Live Oak Acquisition Corp II UNIT 53804W205 4,340 400,000 SH   SOLE   400,000 0 0
Lux Health Tech Acquisition Corp. UNIT 55068A209 2,300 200,000 SH   SOLE   200,000 0 0
Montes Archimedes Acquisition Corp UNIT 612657205 6,825 650,000 SH   SOLE   650,000 0 0
Mallard Acquisition Corp COMMON 561204108 1,470 147,300 SH   SOLE   147,300 0 0
Mallard Acquisition Corp Option 561204116 1,470 147,300 SH Call SOLE   147,300 0 0
Merida Merger Corp I COMMON 58953M106 414 40,603 SH   SOLE   40,603 0 0
Malacca Straits Acquisition Company Limited COMMON G5859B117 1,731 174,717 SH   SOLE   174,717 0 0
Malacca Straits Acquisition Company Limited Option G5859B109 619 62,500 SH Call SOLE   62,500 0 0
Motion Acquisition Corp. UNIT 61980M206 6,291 592,348 SH   SOLE   592,348 0 0
Motive Capital Corp UNIT G6293A129 7,378 700,000 SH   SOLE   700,000 0 0
Marquee Raine Acquisition Corp UNIT G58442115 650 60,000 SH   SOLE   60,000 0 0
MedTech Acquisition Corporation UNIT 58507N204 4,353 414,584 SH   SOLE   414,584 0 0
Mudrick Capital Acquisition II UNIT 62477L206 6,186 600,000 SH   SOLE   600,000 0 0
New Beginnings Acquisition Corp COMMON 64222H100 202 20,100 SH   SOLE   20,100 0 0
Nebula Caravel Acquisition Corp UNIT 629070202 4,860 450,000 SH   SOLE   450,000 0 0
NextGen Acquisition Corp COMMON G65305107 2,014 200,000 SH   SOLE   200,000 0 0
NextGen Acquisition Corp UNIT G65305115 5,145 500,000 SH   SOLE   500,000 0 0
NewHold Investment Corp. COMMON 651448102 7,371 736,338 SH   SOLE   736,338 0 0
NewHold Investment Corp. Option 651448110 3,685 368,169 SH Call SOLE   368,169 0 0
New Mountain Finance Corporation CONVRT BOND 647551AC4 41,100 40,000,000 PRN   SOLE   40,000,000 0 0
North Mountain Merger Corp. COMMON 661204107 1,808 175,000 SH   SOLE   175,000 0 0
North Mountain Merger Corp. Option 661204115 904 87,500 SH Call SOLE   87,500 0 0
NavSight Holdings, Inc. COMMON 639358100 7,032 702,473 SH   SOLE   702,473 0 0
NavSight Holdings, Inc. Option 639358118 3,504 350,000 SH Call SOLE   350,000 0 0
Oaktree Acquisition Corp. II COMMON G6715X103 5,602 534,055 SH   SOLE   534,055 0 0
Oaktree Acquisition Corp. II Option G6715X111 1,138 108,513 SH Call SOLE   108,513 0 0
Omnichannel Acquisition Corp. UNIT 68218L207 3,924 380,970 SH   SOLE   380,970 0 0
OTR Acquisition Corp COMMON 67113Q105 2,575 250,000 SH   SOLE   250,000 0 0
OTR Acquisition Corp Option 67113Q113 1,288 125,000 SH Call SOLE   125,000 0 0
TPG Pace Tech Opportunities Corp COMMON G8990Y103 5,405 486,937 SH   SOLE   486,937 0 0
TPG Pace Tech Opportunities Corp UNIT G8990Y111 220 19,363 SH   SOLE   19,363 0 0
TPG Pace Tech Opportunities Corp Option G8990Y129 1,110 100,000 SH Call SOLE   100,000 0 0
Periphas Capital Partnering Corp UNIT 713895209 2,614 100,100 SH   SOLE   100,100 0 0
CC Neuberger Principal Holdings I Option G1992Y122 255 23,551 SH Call SOLE   23,551 0 0
Peridot Acquisition Corp. COMMON G7008A115 5,180 500,000 SH   SOLE   500,000 0 0
Peridot Acquisition Corp. Option G7008A107 2,590 250,000 SH Call SOLE   250,000 0 0
Population Health Investment Co., Inc. UNIT G71716123 5,593 535,252 SH   SOLE   535,252 0 0
Prime Impact Acquisition I COMMON G61074103 7,070 700,000 SH   SOLE   700,000 0 0
Prime Impact Acquisition I Option G61074129 2,357 233,333 SH Call SOLE   233,333 0 0
Pine Island Acquisition Corp UNIT 722615200 6,841 663,564 SH   SOLE   663,564 0 0
PMV Consumer Acquisition Corp. COMMON 693486102 5,306 522,740 SH   SOLE   522,740 0 0
PMV Consumer Acquisition Corp. Option 693486110 2,651 261,169 SH Call SOLE   261,169 0 0
CC Neuberger Principal Holdings II COMMON G3166T103 6,240 600,000 SH   SOLE   600,000 0 0
CC Neuberger Principal Holdings II Option G3166T111 1,560 150,000 SH Call SOLE   150,000 0 0
Property Solutions Acquisition Corp. COMMON 74348Q108 3,000 300,000 SH   SOLE   300,000 0 0
Property Solutions Acquisition Corp. Option 74348Q116 3,000 300,000 SH Call SOLE   300,000 0 0
PROSPECT CAPITAL CORP CONVRT BOND 74348TAR3 46,915 45,831,000 PRN   SOLE   44,521,000 0 1,310,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAT9 16,442 16,015,000 PRN   SOLE   16,015,000 0 0
Proptech Acquisition Corporation II UNIT 743497208 7,973 750,000 SH   SOLE   750,000 0 0
PTK Acquisition Corp COMMON 69375F108 2,282 225,000 SH   SOLE   225,000 0 0
PTK Acquisition Corp Option 69375F116 2,282 225,000 SH Call SOLE   225,000 0 0
Qell Acquisition Corp. COMMON G7307X105 2,938 239,016 SH   SOLE   239,016 0 0
Qell Acquisition Corp. Option G7307X113 922 75,000 SH Call SOLE   75,000 0 0
Revolution Acceleration Acquisition Corp UNIT 76156P205 2,603 250,000 SH   SOLE   250,000 0 0
RedBall Acquisition Corp. COMMON G7417R105 4,356 400,000 SH   SOLE   400,000 0 0
RedBall Acquisition Corp. Option G7417R113 1,431 133,332 SH Call SOLE   133,332 0 0
Recharge Acquisition Corp COMMON 756229100 1,069 104,913 SH   SOLE   104,913 0 0
Recharge Acquisition Corp Option 756229118 510 50,000 SH Call SOLE   50,000 0 0
RMG Acquisition Corp II UNIT G76083115 3,903 350,000 SH   SOLE   350,000 0 0
Roth Ch Acquisition II Co UNIT 778673202 3,120 300,000 SH   SOLE   300,000 0 0
Replay Acquisition Corp COMMON G75130107 1,810 174,018 SH   SOLE   174,018 0 0
Reinvent Technology Partners COMMON G7483N129 116 10,000 SH   SOLE   10,000 0 0
Reinvent Technology Partners Z UNIT G74847123 455 40,000 SH   SOLE   40,000 0 0
Software Acquisition Group Inc.II COMMON 83407F101 3,446 346,324 SH   SOLE   346,324 0 0
Software Acquisition Group Inc.II Option 83407F119 1,000 100,550 SH Call SOLE   100,550 0 0
Sandbridge Acquisition Corporation COMMON 799793104 3,561 350,154 SH   SOLE   350,154 0 0
Sandbridge Acquisition Corporation Option 799793112 1,677 164,876 SH Call SOLE   164,876 0 0
ScION Tech Growth I UNIT G31067120 4,211 408,000 SH   SOLE   408,000 0 0
SCVX Corp. COMMON G79448208 5,665 550,000 SH   SOLE   550,000 0 0
SCVX Corp. Option G79448117 901 87,500 SH Call SOLE   87,500 0 0
Sports Entertainment Acquisition Corp COMMON 84918M106 5,696 562,822 SH   SOLE   562,822 0 0
Sports Entertainment Acquisition Corp Option 84918M114 2,783 274,999 SH Call SOLE   274,999 0 0
Osprey Technology Acquisition Corp. COMMON 68839R104 6,964 665,184 SH   SOLE   665,184 0 0
Osprey Technology Acquisition Corp. Option 68839R120 550 52,500 SH Call SOLE   52,500 0 0
Seaport Global Acquisition Corp. COMMON 812227106 4,008 400,000 SH   SOLE   400,000 0 0
Seaport Global Acquisition Corp. Option 812227114 1,224 122,196 SH Call SOLE   122,196 0 0
Senior Connect Acquisition Corp I UNIT 81723H207 7,340 713,280 SH   SOLE   713,280 0 0
Sustainable Opportunities Acquisition Corp COMMON G8598Y109 5,380 500,000 SH   SOLE   500,000 0 0
Sustainable Opportunities Acquisition Corp Option G8598Y117 3,526 327,676 SH Call SOLE   327,676 0 0
Jaws Spitfire Acquisition Corp UNIT G50740128 1,105 100,000 SH   SOLE   100,000 0 0
Supernova Partners Acquisition Co Inc COMMON 86846V108 3,300 300,000 SH   SOLE   300,000 0 0
Supernova Partners Acquisition Co Inc Option 86846V116 1,100 99,999 SH Call SOLE   99,999 0 0
Spartacus Acquisition Corp II UNIT 846775203 4,860 450,000 SH   SOLE   450,000 0 0
Sarissa Capital Acquisition Corp UNIT G7823W128 6,926 650,302 SH   SOLE   650,302 0 0
Silver Spike Acquisition Corp. COMMON G8136L106 924 72,367 SH   SOLE   72,367 0 0
ACON S2 Acquisition Corp. UNIT G00748122 5,250 500,000 SH   SOLE   500,000 0 0
Supernus Pharmaceuticals Inc CONVRT BOND 868459AD0 55,835 58,877,000 PRN   SOLE   55,837,000 0 3,040,000
Spring Valley Acquisition Corp. COMMON G8377A108 4,048 400,000 SH   SOLE   400,000 0 0
Spring Valley Acquisition Corp. Option G8377A124 2,024 200,000 SH Call SOLE   200,000 0 0
Starboard Value Acquisition Corp. COMMON 85521J109 7,252 700,000 SH   SOLE   700,000 0 0
Starboard Value Acquisition Corp. Option 85521J117 1,209 116,666 SH Call SOLE   116,666 0 0
Seven Oaks Acquisition Corp UNIT 81787X205 5,689 549,690 SH   SOLE   549,690 0 0
Trepont Acquisition Corp I UNIT G9095M119 5,185 500,000 SH   SOLE   500,000 0 0
BlackRock TCP Capital Corp CONVRT BOND 87238QAD5 31,048 31,044,000 PRN   SOLE   26,264,000 0 4,780,000
Tekkorp Digital Acquisition Corp COMMON G8739H106 458 45,406 SH   SOLE   45,406 0 0
Tekkorp Digital Acquisition Corp Option G8739H114 229 22,703 SH Call SOLE   22,703 0 0
TEVA PHARM FINANCE LLC CONVRT BOND 88163VAE9 100,279 100,783,000 PRN   SOLE   87,943,000 0 12,840,000
Tiga Acquisition Corp. UNIT G88672129 1,112 105,057 SH   SOLE   105,057 0 0
Turmeric Acquisition Corp UNIT G9127T116 1,027 100,000 SH   SOLE   100,000 0 0
Spartacus Acquisition Corp COMMON 84677L109 2,405 239,083 SH   SOLE   239,083 0 0
Spartacus Acquisition Corp Option 84677L117 1,192 118,536 SH Call SOLE   118,536 0 0
Trebia Acquisition Corp COMMON G9027T109 5,774 535,108 SH   SOLE   535,108 0 0
Trebia Acquisition Corp Option G9027T117 2,052 190,214 SH Call SOLE   190,214 0 0
TS Innovation Acquisitions Corp UNIT 87284T209 1,845 175,000 SH   SOLE   175,000 0 0
Thayer Ventures Acquisition Corp UNIT 88332T209 3,666 350,000 SH   SOLE   350,000 0 0
TWC Tech Holdings II Corp. COMMON 90117G105 6,253 593,864 SH   SOLE   593,864 0 0
TWC Tech Holdings II Corp. Option 90117G113 2,106 200,000 SH Call SOLE   200,000 0 0
Tailwind Acquisition Corp. COMMON 87403Q102 4,156 400,000 SH   SOLE   400,000 0 0
Tailwind Acquisition Corp. Option 87403Q110 2,078 200,000 SH Call SOLE   200,000 0 0
Twitter, Inc. CONVRT BOND 90184LAD4 16,549 16,256,000 PRN   SOLE   14,566,000 0 1,690,000
Vector Acquisition Corp. UNIT G9442R100 6,450 600,000 SH   SOLE   600,000 0 0
10X Capital Venture Acquisition UNIT 88025V206 597 56,030 SH   SOLE   56,030 0 0
VG Acquisition Corp COMMON G9446E105 6,871 601,104 SH   SOLE   601,104 0 0
VG Acquisition Corp Option G9446E113 2,667 233,333 SH Call SOLE   233,333 0 0
Viveon Health Acquisition Corp UNIT 92853V205 3,338 325,000 SH   SOLE   325,000 0 0
VPC Impact Acquisition Holdings COMMON G9441E100 4,363 432,811 SH   SOLE   432,811 0 0
VPC Impact Acquisition Holdings Option G9441E118 2,157 214,030 SH Call SOLE   214,030 0 0
7GC & Co Holdings Inc UNIT 81786A206 4,220 400,000 SH   SOLE   400,000 0 0
Vistas Media Acquisition Company Inc. COMMON 92840T107 1,104 109,434 SH   SOLE   109,434 0 0
Vistas Media Acquisition Company Inc. Option 92840T115 649 64,276 SH Call SOLE   64,276 0 0
Vesper Healthcare Acquisition Corp. COMMON 92538T104 496 43,831 SH   SOLE   43,831 0 0
Vesper Healthcare Acquisition Corp. Option 92538T112 905 80,000 SH Call SOLE   80,000 0 0
Ventoux CCM Acquisition Corp. UNIT 92280L200 3,090 300,000 SH   SOLE   300,000 0 0
Vy Global Growth COMMON G9444H100 1,563 150,000 SH   SOLE   150,000 0 0
Vy Global Growth Option G9444H118 313 30,000 SH Call SOLE   30,000 0 0
Foley Trasimene Acquisition Corp COMMON 34431F104 4,472 400,000 SH   SOLE   400,000 0 0
Foley Trasimene Acquisition Corp Option 34431F112 1,754 156,860 SH Call SOLE   156,860 0 0
DPCM Capital Inc UNIT 23344P200 3,282 297,856 SH   SOLE   297,856 0 0
Yucaipa Acquisition Corp COMMON G9879L105 4,800 475,200 SH   SOLE   475,200 0 0
Yucaipa Acquisition Corp Option G9879L113 1,515 150,000 SH Call SOLE   150,000 0 0
Yellowstone Acquisition Co COMMON 98566K105 4,048 400,000 SH   SOLE   400,000 0 0
Yellowstone Acquisition Co Option 98566K113 2,024 200,000 SH Call SOLE   200,000 0 0
Yunhong International COMMON G98882106 994 100,000 SH   SOLE   100,000 0 0
Yunhong International Option G98882130 99 10,000 SH Call SOLE   10,000 0 0
Yunhong International Option G98882122 494 50,000 SH Call SOLE   50,000 0 0
Zanite Acquisition Corp UNIT 98907K202 3,156 300,000 SH   SOLE   300,000 0 0