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 UNIT 12/30/2025 004285201 3,960 400,000 SH   SOLE   400,000 0 0
ACAMAR PARTNERS ACQSITION CO CL A 004285102 493 50,000 SH   SOLE   50,000 0 0
ACT II GLOBAL ACQUISITION CO W EXP 04/30/202 G0080J120 263 375,000 SH   SOLE   375,000 0 0
ALLEGRO MERGER CORP W EXP 01/06/202 01749N111 16 322,500 SH   SOLE   322,500 0 0
ALLEGRO MERGER CORP RIGHT 12/31/2023 01749N129 29 322,500 SH   SOLE   322,500 0 0
ALTA EQUIPMENT GROUP INC W EXP 02/14/202 02128L114 315 350,000 SH   SOLE   350,000 0 0
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J101 12,384 1,290,000 SH   SOLE   1,290,000 0 0
ALUSSA ENERGY ACQUISITION CO W EXP 10/31/202 G0232J119 554 739,227 SH   SOLE   739,227 0 0
AMCI ACQUISITION CORP UNIT 01/07/2019 00165R200 548 53,237 SH   SOLE   53,237 0 0
AMCI ACQUISITION CORP CLASS A 00165R101 762 75,000 SH   SOLE   75,000 0 0
AMCI ACQUISITION CORP W EXP 05/20/202 00165R119 187 1,058,300 SH   SOLE   1,058,300 0 0
AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 261 27,500 SH   SOLE   27,500 0 0
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A204 3,325 350,000 SH   SOLE   350,000 0 0
ANDINA ACQUISITION CORP III UNIT 09/24/2020 G04415116 2,105 206,964 SH   SOLE   206,964 0 0
APEX TECHNOLOGY ACQUISITION COM CL A 03768F102 725 74,400 SH   SOLE   74,400 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 5,571 548,900 SH   SOLE   548,900 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 8,080 12,000,000 PRN   SOLE   0 0 12,000,000
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 12,474 18,000,000 PRN   SOLE   0 0 18,000,000
BANDWIDTH INC COM CL A 05988J103 1,061 15,774 SH   SOLE   15,774 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 24,580 31,649,000 PRN   SOLE   0 0 31,649,000
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 3,933 5,000,000 PRN   SOLE   0 0 5,000,000
BOXWOOD MERGER CORP W EXP 11/26/202 10319T119 351 487,854 SH   SOLE   487,854 0 0
BROADMARK RLTY CAP INC COM 11135B100 431 57,340 SH   SOLE   57,340 0 0
BROOGE HLDGS LTD W EXP 12/20/202 G1611B115 140 174,804 SH   SOLE   174,804 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 2,190 212,807 SH   SOLE   212,807 0 0
CF FIN ACQUISITION CORP UNIT 04/30/2025 12528N206 8,266 755,594 SH   SOLE   755,594 0 0
CHASERG TECHNLGY ACQUISITN C W EXP 04/10/202 16166A111 238 125,000 SH   SOLE   125,000 0 0
CHEGG INC NOTE 0.250% 5/1 163092AB5 1,189 1,250,000 PRN   SOLE   0 0 1,250,000
CHP MERGER CORP UNIT 11/22/2024 12558Y205 8,801 889,900 SH   SOLE   889,900 0 0
CHP MERGER CORP COM CL A 12558Y106 1,212 125,000 SH   SOLE   125,000 0 0
CHURCHILL CAP CORP II CL A 17143G106 497 50,000 SH   SOLE   50,000 0 0
CIIG MERGER CORP UNIT 12/31/2026 12559C202 6,125 625,000 SH   SOLE   625,000 0 0
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 6,709 680,400 SH   SOLE   680,400 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 1,018 99,700 SH   SOLE   99,700 0 0
CRESCENT ACQUISITION CORP COM CL A 22564L105 2,463 250,000 SH   SOLE   250,000 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 1,025 100,000 SH   SOLE   100,000 0 0
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 493 50,000 SH   SOLE   50,000 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 2,860 275,000 SH   SOLE   275,000 0 0
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233253202 1,524 155,000 SH   SOLE   155,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 26,260 34,000,000 PRN   SOLE   0 0 34,000,000
FAR PT ACQUISITION CORP COM CL A 30734W109 3,542 350,000 SH   SOLE   350,000 0 0
FAR PT ACQUISITION CORP W EXP 06/01/202 30734W117 36 66,666 SH   SOLE   66,666 0 0
FINSERV ACQUISITION CORP UNIT 12/31/2026 318085206 6,599 654,637 SH   SOLE   654,637 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 1,001 100,000 SH   SOLE   100,000 0 0
FINTECH ACQUISITION CORP III UNIT 12/01/2023 31811A309 4,092 400,000 SH   SOLE   400,000 0 0
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y202 2,991 300,000 SH   SOLE   300,000 0 0
FORUM MERGER II CORP CL A 34986F103 6,183 600,832 SH   SOLE   600,832 0 0
GALILEO ACQUISITION CORP SHS G3770A102 2,400 250,000 SH   SOLE   250,000 0 0
GIGCAPITAL2 INC UNIT 02/28/2026 375036209 2,060 200,000 SH   SOLE   200,000 0 0
GOL EQUITY FIN DEBT 3.750% 7/1 L4441GAA8 13,179 34,663,000 PRN   SOLE   0 0 34,663,000
GORES HLDGS IV INC UNIT 02/01/2023 382865202 1,007 100,000 SH   SOLE   100,000 0 0
GORES METROPOULOS INC COM CL A 382872109 1,524 150,000 SH   SOLE   150,000 0 0
GRAF INDL CORP COM 384278107 10,002 983,450 SH   SOLE   983,450 0 0
GRAF INDL CORP W EXP 12/31/202 384278115 68 683,450 SH   SOLE   683,450 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 16,423 25,000,000 PRN   SOLE   0 0 25,000,000
GREENROSE ACQUISITION CORP UNIT 02/28/2024 395392202 2,128 219,400 SH   SOLE   219,400 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 3,401 3,500,000 PRN   SOLE   0 0 3,500,000
GX ACQUISITION CORP COM CL A 36251A107 1,372 140,000 SH   SOLE   140,000 0 0
GX ACQUISITION CORP UNIT 05/24/2026 36251A206 3,176 314,500 SH   SOLE   314,500 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1,344 137,306 SH   SOLE   137,306 0 0
HAYMAKER ACQUISITION CORP II UNIT 10/31/2026 42087L200 5,601 554,600 SH   SOLE   554,600 0 0
HEALTHCARE MERGER CORP COM CL A 42227L102 1,556 158,800 SH   SOLE   158,800 0 0
HEALTHCARE MERGER CORP UNIT 12/17/2021 42227L201 1,030 100,000 SH   SOLE   100,000 0 0
HENNESSY CAP ACQUSTION CORP W EXP 09/05/202 42589C112 289 825,000 SH   SOLE   825,000 0 0
HENNESSY CAP ACQUSTION CORP UNIT 99/99/9999 42589C203 2,881 280,000 SH   SOLE   280,000 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 1,264 125,000 SH   SOLE   125,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 30,272 37,500,000 PRN   SOLE   0 0 37,500,000
HL ACQUISITIONS CORP SHS G4603R106 4,403 423,401 SH   SOLE   423,401 0 0
HL ACQUISITIONS CORP W EXP 06/21/202 G4603R122 4 75,000 SH   SOLE   75,000 0 0
HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 6 75,000 SH   SOLE   75,000 0 0
HOSTESS BRANDS INC W EXP 11/04/202 44109J114 712 1,250,000 SH   SOLE   1,250,000 0 0
ILLUMINA INC COM 452327109 3,790 13,875 SH   SOLE   13,875 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 11,351 13,000,000 PRN   SOLE   0 0 13,000,000
INSURANCE ACQUISITION CORP CL A 457867109 2,455 244,056 SH   SOLE   244,056 0 0
INSURANCE ACQUISITION CORP UNIT 03/31/2024 457867307 6,488 625,000 SH   SOLE   625,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 5,102 6,250,000 PRN   SOLE   0 0 6,250,000
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A202 4,945 500,000 SH   SOLE   500,000 0 0
INTL GNRL INSURANCE HLDNGS L SHS G4809J106 400 50,000 SH   SOLE   50,000 0 0
INTL GNRL INSURANCE HLDNGS L W EXP 03/17/202 G4809J114 105 250,000 SH   SOLE   250,000 0 0
JUNIPER INDL HLDGS INC COM CL A 48205G106 5,181 538,583 SH   SOLE   538,583 0 0
JUNIPER INDL HLDGS INC W EXP 11/13/202 48205G114 140 250,000 SH   SOLE   250,000 0 0
JUNIPER INDL HLDGS INC UNIT 11/13/2026 48205G205 2,540 250,000 SH   SOLE   250,000 0 0
KALEYRA INC W EXP 12/12/202 483379111 212 250,000 SH   SOLE   250,000 0 0
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/1 48251KAB6 4,128 5,000,000 PRN   SOLE   0 0 5,000,000
LANDCADIA HLDGS II INC CL A 51476X105 11,732 1,197,125 SH   SOLE   1,197,125 0 0
LANDCADIA HLDGS II INC W EXP 05/09/202 51476X113 120 299,999 SH   SOLE   299,999 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 5,185 500,000 SH   SOLE   500,000 0 0
LEGACY ACQUISITION CORP W EXP 11/30/202 524643111 50 200,000 SH   SOLE   200,000 0 0
LEO HOLDINGS CORP COM CL A G5463L105 5,194 504,300 SH   SOLE   504,300 0 0
LEO HOLDINGS CORP W EXP 02/07/202 G5463L113 16 25,000 SH   SOLE   25,000 0 0
LGL SYS ACQUISITION CORP UNIT 10/24/2024 50201G205 6,999 695,000 SH   SOLE   695,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 17,757 25,000,000 PRN   SOLE   0 0 25,000,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 31,251 32,500,000 PRN   SOLE   0 0 32,500,000
LIV CAP ACQUISITION CORP UNIT 99/99/9999 G5510C124 1,470 150,000 SH   SOLE   150,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 7,196 7,500,000 PRN   SOLE   0 0 7,500,000
LONGEVITY ACQUISITION CORP ORD SHS G56372132 792 75,000 SH   SOLE   75,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 985 1,250,000 PRN   SOLE   0 0 1,250,000
MEGALITH FINL ACQUISITION CO CL A COM 58518F109 3,454 335,677 SH   SOLE   335,677 0 0
MEGALITH FINL ACQUISITION CO W EXP 08/26/202 58518F117 34 156,000 SH   SOLE   156,000 0 0
MERIDA MERGER CORP I COM 58953M106 1,696 175,000 SH   SOLE   175,000 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1,279 1,250,000 PRN   SOLE   0 0 1,250,000
MONOCLE ACQUISITION CORP W EXP 12/06/202 609754114 105 350,500 SH   SOLE   350,500 0 0
MUDRICK CAP ACQUISITION CORP COM CLASS A 624745105 3,465 334,800 SH   SOLE   334,800 0 0
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 1,351 375,000 SH   SOLE   375,000 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,522 150,000 SH   SOLE   150,000 0 0
NEBULA ACQUISITION CORP W EXP 03/12/202 629076118 84 83,333 SH   SOLE   83,333 0 0
NETFIN ACQUISITION CORP SHS CL A G6455A107 14,483 1,471,875 SH   SOLE   1,471,875 0 0
NETFIN ACQUISITION CORP W EXP 08/01/202 G6455A115 391 1,003,000 SH   SOLE   1,003,000 0 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 64822P205 5,683 553,200 SH   SOLE   553,200 0 0
NEW PROVIDENCE ACQUISITION COM CL A 64822P106 6,839 700,000 SH   SOLE   700,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 2,396 5,000,000 PRN   SOLE   0 0 5,000,000
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 8,491 850,000 SH   SOLE   850,000 0 0
OPES ACQUISITION CORP COM 68373P100 1,995 188,900 SH   SOLE   188,900 0 0
OPES ACQUISITION CORP W EXP 03/13/202 68373P118 15 300,000 SH   SOLE   300,000 0 0
OSPREY TECHNLGY AQUISTION CO UNIT 10/30/2024 68839R401 1,464 150,000 SH   SOLE   150,000 0 0
PENSARE ACQUISITION CORP RIGHT 99/99/9999 70957E121 18 125,000 SH   SOLE   125,000 0 0
PIVOTAL INVT CORP II COM CL A 72582K100 1,982 200,000 SH   SOLE   200,000 0 0
PIVOTAL INVT CORP II UNIT 06/01/2025 72582K209 4,354 437,186 SH   SOLE   437,186 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 28,822 32,640,000 PRN   SOLE   0 0 32,640,000
PURE ACQUISITION CORP CL A 74621Q106 15,669 1,508,095 SH   SOLE   1,508,095 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 13,660 10,000,000 PRN   SOLE   0 0 10,000,000
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 11,118 18,850,000 PRN   SOLE   0 0 18,850,000
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 5,381 8,906,000 PRN   SOLE   0 0 8,906,000
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 1,962 200,000 SH   SOLE   200,000 0 0
REPLAY ACQUISITION CORP COM G75130107 3,762 380,346 SH   SOLE   380,346 0 0
RINGCENTRAL INC CL A 76680R206 2,606 12,300 SH   SOLE   12,300 0 0
RMG ACQUISITION CORP CL A 749641106 3,671 369,925 SH   SOLE   369,925 0 0
SC HEALTH CORP UNIT 99/99/9999 G78516302 1,020 100,000 SH   SOLE   100,000 0 0
SCHULTZE SPL PURP ACQUSTN CO UNIT 12/31/2023 80821R208 2,062 200,000 SH   SOLE   200,000 0 0
SCHULTZE SPL PURP ACQUSTN CO COM 80821R109 253 25,000 SH   SOLE   25,000 0 0
SCVX CORP UNIT 99/99/9999 G79448109 1,884 188,925 SH   SOLE   188,925 0 0
SILVER SPIKE ACQUISITION COR CL A SHS G8136L106 2,458 250,000 SH   SOLE   250,000 0 0
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 G8136L122 5,020 504,550 SH   SOLE   504,550 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 358 14,730 SH   SOLE   14,730 0 0
SOFTWARE ACQUISITION GROUP I COM CL A 83406B101 1,860 189,650 SH   SOLE   189,650 0 0
SOFTWARE ACQUISITION GROUP I UNIT 10/01/2026 83406B200 5,824 616,948 SH   SOLE   616,948 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 3,980 400,001 SH   SOLE   400,001 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 970 100,000 SH   SOLE   100,000 0 0
SPARTAN ENERGY ACQUISITON CO UNIT 99/99/9999 846784114 6,300 600,000 SH   SOLE   600,000 0 0
SPARTAN ENERGY ACQUISITON CO W EXP 08/27/202 846784122 50 100,000 SH   SOLE   100,000 0 0
STABLE RD ACQUISITION CORP COM CL A 85236Q109 10,371 1,063,700 SH   SOLE   1,063,700 0 0
STABLE RD ACQUISITION CORP W EXP 05/15/202 85236Q117 399 531,849 SH   SOLE   531,849 0 0
SWITCHBACK ENERGY ACQUISTN C UNIT 11/13/2026 87105M110 143 475,000 SH   SOLE   475,000 0 0
SWITCHBACK ENERGY ACQUISTN C COM CL A 87105M102 13,944 1,445,000 SH   SOLE   1,445,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 29,492 40,000,000 PRN   SOLE   0 0 40,000,000
TENZING ACQUISITION CORP ORD SHS G8708A116 2,541 241,500 SH   SOLE   241,500 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,983 7,500,000 PRN   SOLE   0 0 7,500,000
THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 1,970 200,000 SH   SOLE   200,000 0 0
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 6,114 600,000 SH   SOLE   600,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 2,800 8,750,000 PRN   SOLE   0 0 8,750,000
TORTOISE ACQUISITION CORP CL A 89154L100 983 100,000 SH   SOLE   100,000 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 2,667 275,000 SH   SOLE   275,000 0 0
TRIDENT ACQUISITIONS CORP COM 89615T106 4,598 425,000 SH   SOLE   425,000 0 0
TRIDENT ACQUISITIONS CORP W EXP 05/09/202 89615T114 24 249,700 SH   SOLE   249,700 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 2,785 280,179 SH   SOLE   280,179 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 3,542 350,000 SH   SOLE   350,000 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 90070A202 5,000 500,000 SH   SOLE   500,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 2,493 250,000 SH   SOLE   250,000 0 0
TUSCAN HOLDINGS CORP UNIT 99/99/9999 90069K203 5,055 500,000 SH   SOLE   500,000 0 0
UNION ACQUISITION CORP II SHS G9402Q100 8,471 866,144 SH   SOLE   866,144 0 0
UNION ACQUISITION CORP II W EXP 04/01/202 G9402Q126 204 814,500 SH   SOLE   814,500 0 0
VECTOIQ ACQUISITION CORP W EXP 05/11/202 92243N111 574 294,500 SH   SOLE   294,500 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 3,619 10,000,000 PRN   SOLE   0 0 10,000,000
YUNHONG INTL UNIT 99/99/9999 G98882114 1,178 123,980 SH   SOLE   123,980 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 1,899 2,250,000 PRN   SOLE   0 0 2,250,000