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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
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 899 1,150,000 PRN   SOLE   1,150,000 0 0
AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 68 123,700 SH   SOLE   123,700 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,363 1,450,000 PRN   SOLE   1,450,000 0 0
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 510 50,000 SH   SOLE   50,000 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 861 75,000 SH   SOLE   75,000 0 0
APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 2,130 2,500,000 PRN   SOLE   2,500,000 0 0
BILIBILI INC NOTE 1.375% 4/0 090040AB2 6,700 3,500,000 PRN   SOLE   3,500,000 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 2,001 1,969,000 PRN   SOLE   1,969,000 0 0
CHURCHILL CAP CORP II UNIT 99/99/9999 17143G205 1,897 155,713 SH   SOLE   155,713 0 0
CHURCHILL CAP CORP II UNIT 03/01/2027 17144C203 1,697 150,000 SH   SOLE   150,000 0 0
COLLECTIVE GROWTH CORP UNIT 04/29/2025 19424L200 159 16,693 SH   SOLE   16,693 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 10,689 4,500,000 PRN   SOLE   4,500,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 1,947 184,000 SH   SOLE   184,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 2,561 2,788,000 PRN   SOLE   2,788,000 0 0
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 2,685 3,000,000 PRN   SOLE   3,000,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 3,862 4,000,000 PRN   SOLE   4,000,000 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 175 61,883 SH   SOLE   61,883 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 2,967 3,408,000 PRN   SOLE   3,408,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 936 1,500,000 PRN   SOLE   1,500,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 1,912 2,000,000 PRN   SOLE   2,000,000 0 0
FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 1,050 100,000 SH   SOLE   100,000 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 694 55,200 SH   SOLE   55,200 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 350 30,000 SH   SOLE   30,000 0 0
FORUM MERGER II CORP *W EXP 09/30/202 34986F111 428 91,115 SH   SOLE   91,115 0 0
FUSION ACQUISITION CORP UNIT 99/99/9999 36118H204 3,048 300,000 SH   SOLE   300,000 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 3,117 300,000 SH   SOLE   300,000 0 0
GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 53 5,000 SH   SOLE   5,000 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 2,135 198,600 SH   SOLE   198,600 0 0
GORDON POINTE ACQUISITION CO *W EXP 07/30/202 382788115 112 51,600 SH   SOLE   51,600 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 4,004 4,000,000 PRN   SOLE   4,000,000 0 0
GRAF INDL CORP *W EXP 12/31/202 384278115 245 107,500 SH   SOLE   107,500 0 0
GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 234 146,124 SH   SOLE   146,124 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 1,095 100,000 SH   SOLE   100,000 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 788 75,000 SH   SOLE   75,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 592 688,600 SH   SOLE   688,600 0 0
HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 57 45,500 SH   SOLE   45,500 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 6,167 7,250,000 PRN   SOLE   7,250,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 1,458 1,500,000 PRN   SOLE   1,500,000 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 32,980 6,625,000 PRN   SOLE   6,625,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11,558 15,359,000 PRN   SOLE   15,359,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 1,424 1,985,000 PRN   SOLE   1,985,000 0 0
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 1,461 143,800 SH   SOLE   143,800 0 0
IQIYI INC DEBT 3.750%12/0 46267XAB4 5,154 4,700,000 PRN   SOLE   4,700,000 0 0
IQIYI INC DEBT 2.000% 4/0 46267XAD0 992 1,000,000 PRN   SOLE   1,000,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,047 1,000,000 PRN   SOLE   1,000,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 6,454 54,600 SH   SOLE   54,600 0 0
KALEYRA INC *W EXP 12/12/202 483379111 129 197,831 SH   SOLE   197,831 0 0
LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 278 197,403 SH   SOLE   197,403 0 0
LF CAP ACQUISITION CORP UNIT 06/19/2025 50200K207 0 12 SH   SOLE   12 0 0
LANDCADIA HLDGS II INC CL A 51476X105 1,568 95,922 SH   SOLE   95,922 0 0
LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 360 66,632 SH   SOLE   66,632 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 5,569 6,350,000 PRN   SOLE   6,350,000 0 0
MERIDA MERGER CORP I COM 58953M106 3,661 373,902 SH   SOLE   373,902 0 0
MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 101 201,150 SH   SOLE   201,150 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4,517 3,100,000 PRN   SOLE   3,100,000 0 0
NIO INC NOTE 4.500% 2/0 62914VAB2 1,466 1,500,000 PRN   SOLE   1,500,000 0 0
NANTHEALTH INC NOTE 5.500%12/1 630104AB3 9,092 10,090,000 PRN   SOLE   10,090,000 0 0
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 5,426 4,000,000 PRN   SOLE   4,000,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 1,091 1,000,000 PRN   SOLE   1,000,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 6,216 6,000,000 PRN   SOLE   6,000,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 14,168 13,593,000 PRN   SOLE   13,593,000 0 0
PAE INC *W EXP 09/11/202 69290Y117 509 211,187 SH   SOLE   211,187 0 0
PDL BIOPHARMA INC COM 69329Y104 2,038 700,172 SH   SOLE   700,172 0 0
PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 40 50,000 SH   SOLE   50,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 2,125 2,000,000 PRN   SOLE   2,000,000 0 0
PROPTECH ACQUISITION CORPORA UNIT 10/01/2026 74349F200 530 50,000 SH   SOLE   50,000 0 0
QUDIAN INC DEBT 1.000% 7/0 G7314VAA8 661 1,000,000 PRN   SOLE   1,000,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 6,346 8,675,000 PRN   SOLE   8,675,000 0 0
RANPAK HLDGS CORP *W EXP 06/03/202 75321W111 331 225,100 SH   SOLE   225,100 0 0
REALPAGE INC NOTE 1.500% 5/1 75606NAC3 1,075 1,000,000 PRN   SOLE   1,000,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 4,124 5,000,000 PRN   SOLE   5,000,000 0 0
SEA LTD DEBT 2.375%12/0 G7948TAE9 9,698 7,000,000 PRN   SOLE   7,000,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 3,455 4,000,000 PRN   SOLE   4,000,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 1,310 1,750,000 PRN   SOLE   1,750,000 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 3,755 2,500,000 PRN   SOLE   2,500,000 0 0
STABLE RD ACQUISITION CORP UNIT 05/15/2026 85236Q208 512 50,000 SH   SOLE   50,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 272 339,000 PRN   SOLE   339,000 0 0
SWITCHBACK ENERGY ACQUISTN C UNIT 99/99/9999 87105M201 3,023 294,105 SH   SOLE   294,105 0 0
THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 50 69,000 PRN   SOLE   69,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 1,685 1,750,000 PRN   SOLE   1,750,000 0 0
TILRAY INC DEBT 5.000%10/0 88688TAB6 588 1,300,000 PRN   SOLE   1,300,000 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 632 59,100 SH   SOLE   59,100 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 90070A202 3,030 300,000 SH   SOLE   300,000 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 5,112 6,246,000 PRN   SOLE   6,246,000 0 0
VERTIV HOLDINGS CO *W EXP 06/12/202 92537N116 998 250,000 SH   SOLE   250,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 1,278 1,800,000 PRN   SOLE   1,800,000 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 19 16,800 SH   SOLE   16,800 0 0
XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 3,202 3,250,000 PRN   SOLE   3,250,000 0 0
YY INC DEBT 1.375% 6/1 G9887YAC1 3,854 3,500,000 PRN   SOLE   3,500,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 581 500,000 PRN   SOLE   500,000 0 0
GALILEO ACQUISITION CORP UNIT 99/99/9999 G3770A128 1,810 175,000 SH   SOLE   175,000 0 0
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,845 180,000 SH   SOLE   180,000 0 0
NETFIN ACQUISITION CORP UNIT 08/01/2024 G6455A123 944 75,000 SH   SOLE   75,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 1,036 100,000 SH   SOLE   100,000 0 0
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 1,575 150,000 SH   SOLE   150,000 0 0
BROOGE HLDGS LTD *W EXP 12/20/202 G1611B115 77 158,000 SH   SOLE   158,000 0 0
UNION ACQUISITION CORP II UNIT 99/99/9999 G9402Q118 1,023 100,000 SH   SOLE   100,000 0 0
AEGERION PHARMACEUTICALS INC NOTE 5.000% 4/0 00767EAC6 30 33,000 PRN   SOLE   33,000 0 0
AKAZOO SA *W EXP 09/11/202 L0164E116 0 20,000 SH   SOLE   20,000 0 0
AGBA ACQUISITION LTD UNIT 05/10/2024 G0120M133 1,388 130,000 SH   SOLE   130,000 0 0
LONGEVITY ACQUISITION CORP *W EXP 07/31/202 G56372116 10 51,200 SH   SOLE   51,200 0 0
LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 10 51,200 SH   SOLE   51,200 0 0
TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 18 39,300 SH   SOLE   39,300 0 0
HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 102 45,073 SH   SOLE   45,073 0 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 71 75,073 SH   SOLE   75,073 0 0