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
AEYE INC *W EXP 09/30/202 008183113 231 206,255 SH   SOLE   206,255 0 0
AGBA ACQUISITION LTD *W EXP 05/10/202 G0120M117 7 46,220 SH   SOLE   46,220 0 0
AGILETHOUGHT INC *W EXP 08/23/202 00857F118 28 64,000 SH   SOLE   64,000 0 0
AKERNA CORP COM 00973W102 12 10,899 SH   SOLE   10,899 0 0
ALGONQUIN PWR UTILS CORP UNIT 99/99/9999 015857873 17,239 347,837 SH   SOLE   347,837 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 8,208 6,000,000 PRN   SOLE   6,000,000 0 0
ANGHAMI INC *W EXP 02/03/202 G0369L119 6 10,000 SH   SOLE   10,000 0 0
ANTERO RESOURCES CORP COM 03674X106 214 7,000 SH   SOLE   7,000 0 0
APPHARVEST INC *W EXP 01/30/202 03783T111 49 55,388 SH   SOLE   55,388 0 0
APTIV PLC 5.5% CNV PFD A G6095L117 28,208 206,695 SH   SOLE   206,695 0 0
ARBOR REALTY TRUST INC NOTE 4.750%11/0 038923AP3 2,409 2,328,000 PRN   SOLE   2,328,000 0 0
ARIES I ACQUISITION CORP *W EXP 03/18/202 G0542N123 11 30,000 SH   SOLE   30,000 0 0
AST SPACEMOBILE INC COM CL A 00217D100 420 42,080 SH   SOLE   42,080 0 0
AST SPACEMOBILE INC *W EXP 04/06/202 00217D118 3,092 928,536 SH   SOLE   928,536 0 0
ASTRA SPACE INC COM CL A 04634X103 375 97,274 SH   SOLE   97,274 0 0
ATLANTIC AVE ACQUISITION COR *W EXP 10/06/202 04906P119 3 13,657 SH   SOLE   13,657 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,515 3,950,000 PRN   SOLE   3,950,000 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 38,942 376,138 SH   SOLE   376,138 0 0
B RILEY PRINCIPAL 150 MERGER COM CL A 05601V103 250 25,224 SH   SOLE   25,224 0 0
B RILEY PRINCIPAL 150 MERGER *W EXP 03/01/202 05601V111 9 10,318 SH   SOLE   10,318 0 0
BENESSERE CAPITAL ACQUSTN CO RIGHT 99/99/9999 08179B129 8 37,070 SH   SOLE   37,070 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 1,753 1,780,000 PRN   SOLE   1,780,000 0 0
BLADE AIR MOBILITY INC *W EXP 09/01/202 092667112 234 115,456 SH   SOLE   115,456 0 0
BLINK CHARGING CO *W EXP 01/31/202 09354A118 631 28,624 SH   SOLE   28,624 0 0
BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 9 16,785 SH   SOLE   16,785 0 0
BRILLIANT ACQUISITION CORP RIGHT 99/99/9999 G1643W137 16 100,000 SH   SOLE   100,000 0 0
BRILLIANT ACQUISITION CORP *W EXP 03/31/202 G1643W129 3 18,650 SH   SOLE   18,650 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 36,854 18,773 SH   SOLE   18,773 0 0
BULL HORN HLDGS CORP *W EXP 10/31/202 G1686P122 3 34,180 SH   SOLE   34,180 0 0
BUNGE LIMITED COM G16962105 731 6,600 SH   SOLE   6,600 0 0
CANO HEALTH INC COM CL A 13781Y103 67 10,493 SH   SOLE   10,493 0 0
CANOO INC *W EXP 12/21/202 13803R110 427 358,927 SH   SOLE   358,927 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 33,936 16,218,000 PRN   SOLE   16,218,000 0 0
CHANGE HEALTHCARE INC MTNF 6.000% 6/3 15912K209 34,529 488,182 SH   SOLE   488,182 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167164 12,495 195,596 SH   SOLE   195,596 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167180 8,262 148,650 SH   SOLE   148,650 0 0
CHESAPEAKE ENERGY CORP *W EXP 02/09/202 165167172 16,260 273,184 SH   SOLE   273,184 0 0
CLARIVATE PLC 5.25% PFD CONV A G21810208 12,741 187,731 SH   SOLE   187,731 0 0
CLEVER LEAVES HOLDINGS INC *W EXP 12/18/202 186760112 237 563,275 SH   SOLE   563,275 0 0
CLOVER HEALTH INVESTMENTS CO COM CL A 18914F103 114 32,079 SH   SOLE   32,079 0 0
COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 1,584 900,000 PRN   SOLE   900,000 0 0
CURIOSITYSTREAM INC *W EXP 10/14/202 23130Q115 5 10,000 SH   SOLE   10,000 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 8,366 4,132 SH   SOLE   4,132 0 0
EAST RES ACQUISITION CO *W EXP 07/01/202 274681113 4 16,261 SH   SOLE   16,261 0 0
EAST STONE ACQUISITION CORP *W EXP 12/31/202 G2911D116 11 61,000 SH   SOLE   61,000 0 0
EDIFY ACQUISITION CORP *W EXP 11/25/202 28059Q111 4 22,620 SH   SOLE   22,620 0 0
EDOC ACQUISITION CORP *W EXP 11/30/202 G4000A110 4 30,200 SH   SOLE   30,200 0 0
EDOC ACQUISITION CORP RIGHT 11/30/2027 G4000A136 33 100,000 SH   SOLE   100,000 0 0
EMPOWERMENT & INCLUSION CAPI *W EXP 01/12/202 29248N118 5 25,000 SH   SOLE   25,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,496 1,000,000 PRN   SOLE   1,000,000 0 0
ENCORE CAP GROUP INC NOTE 3.250%10/0 292554AM4 3,294 2,000,000 PRN   SOLE   2,000,000 0 0
EPR PPTYS PFD C CV 5.75% 26884U208 12,145 470,190 SH   SOLE   470,190 0 0
FARADAY FUTRE INTLGT ELCTR I *W EXP 03/20/202 307359117 1,473 1,655,168 SH   SOLE   1,655,168 0 0
FG MERGER CORP UNIT 06/17/2027 30324Y200 251 25,000 SH   SOLE   25,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 2,365 2,000,000 PRN   SOLE   2,000,000 0 0
GARRETT MOTION INC PFD CONV SER A 366505204 7,253 877,022 SH   SOLE   877,022 0 0
GELESIS HLDGS INC *W EXP 01/13/202 36850R113 3 14,403 SH   SOLE   14,403 0 0
GFL ENVIRONMENTAL INC UNIT 99/99/9999T 36168Q120 2,451 33,107 SH   SOLE   33,107 0 0
GINKGO BIOWORKS HOLDINGS INC *W EXP 09/16/202 37611X118 171 193,768 SH   SOLE   193,768 0 0
GLOBIS ACQUISITION CORP *W EXP 11/01/202 379582117 9 16,300 SH   SOLE   16,300 0 0
GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 1,876 2,350,000 PRN   SOLE   2,350,000 0 0
GREAT AJAX CORP 7.25 CV SR NT 24 38983D409 3,131 125,279 SH   SOLE   125,279 0 0
GREENCITY ACQUISITION CORP *W EXP 04/28/202 G4086B123 4 53,560 SH   SOLE   53,560 0 0
GSR II METEORA ACQUISITN COR UNIT 02/24/2027 36263W204 252 25,000 SH   SOLE   25,000 0 0
HARBOR CUSTOM DEVELOPMENT IN 8% CONV PFD SR A 41150T207 566 37,471 SH   SOLE   37,471 0 0
HOLLEY INC *W EXP 11/30/202 43538H111 58 14,012 SH   SOLE   14,012 0 0
IG ACQUISITION CORP *W EXP 10/05/202 449534114 5 15,116 SH   SOLE   15,116 0 0
II-VI INC 6% CONV PFD A 902104306 22,859 77,453 SH   SOLE   77,453 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 6,483 4,200,000 PRN   SOLE   4,200,000 0 0
INDIE SEMICONDUCTOR INC *W EXP 06/15/202 45569U119 390 205,434 SH   SOLE   205,434 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 77 21,351 SH   SOLE   21,351 0 0
INTL GNRL INSURANCE HLDNGS L *W EXP 03/17/202 G4809J114 17 23,125 SH   SOLE   23,125 0 0
IRONNET INC *W EXP 08/26/202 46323Q113 616 531,032 SH   SOLE   531,032 0 0
IRONNET INC COM 46323Q105 115 30,230 SH   SOLE   30,230 0 0
KATAPULT HOLDINGS INC *W EXP 06/09/202 485859110 36 110,177 SH   SOLE   110,177 0 0
KENSINGTON CAP ACQ CORP IV UNIT 99/99/9999 G52519132 750 74,916 SH   SOLE   74,916 0 0
KINGSWOOD ACQUISITION CORP *W EXP 05/01/202 496861113 2 17,000 SH   SOLE   17,000 0 0
KLUDEIN I ACQUISITION CORP *W EXP 07/08/202 49878L117 1 10,000 SH   SOLE   10,000 0 0
L&F ACQUISITION CORP *W EXP 05/23/202 G53702117 5 15,800 SH   SOLE   15,800 0 0
LEAFLY HOLDINGS INC COM 52178J105 89 10,799 SH   SOLE   10,799 0 0
LEAFLY HOLDINGS INC *W EXP 11/07/202 52178J113 25 19,240 SH   SOLE   19,240 0 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 1,713 1,725,000 PRN   SOLE   1,725,000 0 0
LIGHTNING EMOTORS INC *W EXP 05/18/202 53228T119 722 736,535 SH   SOLE   736,535 0 0
MALLARD ACQUISITION CORP *W EXP 06/30/202 561204116 2 24,607 SH   SOLE   24,607 0 0
MANDIANT INC NOTE 0.875% 6/0 31816QAF8 1,101 1,000,000 PRN   SOLE   1,000,000 0 0
MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 1,054 1,070,000 PRN   SOLE   1,070,000 0 0
MDH ACQUISITION CORP *W EXP 02/02/202 55283P114 7 42,650 SH   SOLE   42,650 0 0
MEDIGUS LTD *W EXP 07/23/202 58471G128 19 70,200 SH   SOLE   70,200 0 0
METEN HOLDING GROUP LTD *W EXP 03/31/202 G6055H106 1 10,000 SH   SOLE   10,000 0 0
MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 14,216 10,220,000 PRN   SOLE   10,220,000 0 0
MUDRICK CAPITAL ACQU CORP II *W EXP 09/10/202 62477L115 11 25,000 SH   SOLE   25,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 3,613 2,500,000 PRN   SOLE   2,500,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 17,241 9,665,000 PRN   SOLE   9,665,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 9,585 182,430 SH   SOLE   182,430 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 19,939 382,331 SH   SOLE   382,331 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 21,295 344,627 SH   SOLE   344,627 0 0
OCCIDENTAL PETE CORP *W EXP 08/03/202 674599162 83,207 2,361,811 SH   SOLE   2,361,811 0 0
OPPFI INC *W EXP 07/20/202 68386H111 7 13,000 SH   SOLE   13,000 0 0
OWLET INC *W EXP 09/14/202 69120X115 8 10,000 SH   SOLE   10,000 0 0
PAYSAFE LIMITED *W EXP 03/30/202 G6964L115 330 627,987 SH   SOLE   627,987 0 0
PG&E CORP UNIT 99/99/9999 69331C140 17,202 152,990 SH   SOLE   152,990 0 0
PMV CONSUMER ACQUISITION COR *W EXP 08/31/202 693486110 2 10,326 SH   SOLE   10,326 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 2,559 2,113,000 PRN   SOLE   2,113,000 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 9,013 90,384 SH   SOLE   90,384 0 0
READY CAPITAL CORP 7% CN SR NT 2023 75574U200 784 29,861 SH   SOLE   29,861 0 0
REDBALL ACQUISITION CORP *W EXP 08/17/202 G7417R113 21 25,000 SH   SOLE   25,000 0 0
REVELATION BIOSCIENCES INC *W EXP 01/10/202 76135L119 2 17,815 SH   SOLE   17,815 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 1,209 1,000,000 PRN   SOLE   1,000,000 0 0
RPT REALTY 7.25 PFD D CONV 74971D200 5,354 90,306 SH   SOLE   90,306 0 0
SABRE CORP 6.50% CONV PFD A 78573M203 26,996 185,884 SH   SOLE   185,884 0 0
SHAPEWAYS HOLDINGS INC *W EXP 10/31/202 81947T110 87 254,262 SH   SOLE   254,262 0 0
SHUAA PARTNERS ACQUISTN CORP UNIT 02/24/2027 G81173125 253 25,319 SH   SOLE   25,319 0 0
SOFI TECHNOLOGIES INC COM 83406F102 1,222 129,300 SH   SOLE   129,300 0 0
SOUTHERN CO UNIT 08/01/2022 842587602 1,365 25,000 SH   SOLE   25,000 0 0
SPIRE GLOBAL INC *W EXP 08/16/202 848560116 97 371,822 SH   SOLE   371,822 0 0
SPIRE GLOBAL INC COM CL A 848560108 33 15,809 SH   SOLE   15,809 0 0
SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 14,899 7,592,000 PRN   SOLE   7,592,000 0 0
SYSTEM1 INC *W EXP 99/99/999 87200P117 518 323,875 SH   SOLE   323,875 0 0
TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 3,761 3,804,000 PRN   SOLE   3,804,000 0 0
UCOMMUNE INTERNATIONAL LTD *W EXP 11/17/202 G9449A118 4 48,592 SH   SOLE   48,592 0 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 35,029 11,990,000 PRN   SOLE   11,990,000 0 0
UPHEALTH INC *W EXP 06/08/202 91532B119 11 61,593 SH   SOLE   61,593 0 0
VENTOUX CCM ACQUISITION CORP *W EXP 09/30/202 92280L119 4 18,000 SH   SOLE   18,000 0 0
VIVEON HEALTH ACQUISITION CO *W EXP 99/99/999 92853V114 5 60,777 SH   SOLE   60,777 0 0
WALLBOX NV *W EXP 99/99/999 N94209116 203 61,314 SH   SOLE   61,314 0 0
WHOLE EARTH BRANDS INC *W EXP 06/25/202 96684W126 115 198,901 SH   SOLE   198,901 0 0
WISDOMTREE INVTS INC NOTE 4.250% 6/1 97717PAB0 3,420 3,000,000 PRN   SOLE   3,000,000 0 0
ZYNGA INC NOTE 12/1 98986TAD0 3,054 3,000,000 PRN   SOLE   3,000,000 0 0