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 1,970 200,000 SH   SOLE   200,000 0 0
East Stone Acquisition Corp. Option G2911D132 197 20,000 SH Call SOLE   20,000 0 0
East Stone Acquisition Corp. Option G2911D116 985 100,000 SH Call SOLE   100,000 0 0
Artius Acquisition Inc COMMON 04316G105 7,455 750,000 SH   SOLE   750,000 0 0
Artius Acquisition Inc Option 04316G113 1,325 133,332 SH Call SOLE   133,332 0 0
Acamar Partners Acquisition Corp. COMMON 004285102 5,971 584,274 SH   SOLE   584,274 0 0
Ace Convergence Acquisition Corp. COMMON G0083D120 1,961 201,100 SH   SOLE   201,100 0 0
Ace Convergence Acquisition Corp. Option G0083D104 980 100,550 SH Call SOLE   100,550 0 0
Ascendant Digital Acquisition Corp. COMMON G05155109 5,963 599,940 SH   SOLE   599,940 0 0
Ascendant Digital Acquisition Corp. Option G05155117 2,465 248,000 SH Call SOLE   248,000 0 0
ArcLight Clean Transition Corp. UNIT G04561117 6,526 650,000 SH   SOLE   650,000 0 0
Alpha Healthcare Acquisition Corp. UNIT 020751202 496 50,000 SH   SOLE   50,000 0 0
Alussa Energy Acquisition Corp COMMON G0232J101 993 100,000 SH   SOLE   100,000 0 0
AMCI Acquisition Corp COMMON 00165R101 1,703 164,683 SH   SOLE   164,683 0 0
Amplitude Healthcare Acquisition Corporation COMMON 03212A105 2,747 276,802 SH   SOLE   276,802 0 0
One UNIT G7000X113 1,635 150,000 SH   SOLE   150,000 0 0
Apex Technology Acquisition Co COMMON 03768F102 5,190 489,649 SH   SOLE   489,649 0 0
Apex Technology Acquisition Co Option 03768F110 1,082 102,047 SH Call SOLE   102,047 0 0
Ares Capital Corporation CONVRT BOND 04010LAT0 27,723 27,434,000 PRN   SOLE   26,224,000 0 1,210,000
Ares Capital Corporation CONVRT BOND 04010LAW3 20,112 19,396,000 PRN   SOLE   15,469,000 0 3,927,000
Ares Capital Corporation COMMON 04010L103 1,814 130,000 SH   SOLE   130,000 0 0
Aspirational Consumer Lifestyle Corp. UNIT G05436129 5,000 500,000 SH   SOLE   500,000 0 0
Barings BDC Inc COMMON 06759L103 1,408 175,998 SH   SOLE   175,998 0 0
Bain Capital Specialty Finance, Inc COMMON 05684B107 934 91,550 SH   SOLE   91,550 0 0
Foley Trasimene Acquisition Corp II UNIT 344328208 5,100 500,000 SH   SOLE   500,000 0 0
BlackRock Capital Investment Corp CONVRT BOND 092533AC2 39,363 40,030,000 PRN   SOLE   32,000,000 0 8,030,000
BlackRock Capital Investment Corp COMMON 092533108 250 102,360 SH   SOLE   102,360 0 0
BowX Acquisition Corp. UNIT 103085205 6,156 600,000 SH   SOLE   600,000 0 0
Broadstone Acquisition Corp. UNIT G1739V118 4,985 500,000 SH   SOLE   500,000 0 0
Burgundy Technology Acquisition Corporation UNIT G1702T132 2,126 213,485 SH   SOLE   213,485 0 0
Highcape Capital Acquisition Corp. UNIT 42984L204 6,072 600,000 SH   SOLE   600,000 0 0
Cardtronics, Inc. CONVRT BOND 14161HAG3 23,911 24,032,000 PRN   SOLE   22,512,000 0 1,520,000
CITIC Capital Acquisition Corp. COMMON G21513109 4,424 450,000 SH   SOLE   450,000 0 0
CITIC Capital Acquisition Corp. Option G21513117 1,597 162,500 SH Call SOLE   162,500 0 0
Crescent Capital BDC Inc COMMON 225655109 1,026 80,469 SH   SOLE   80,469 0 0
Churchill Capital Corp IV COMMON 171439102 7,252 741,465 SH   SOLE   741,465 0 0
Churchill Capital Corp IV Option 171439110 1,450 148,293 SH Call SOLE   148,293 0 0
Churchill Capital Corp II COMMON 17143G106 5,075 481,000 SH   SOLE   481,000 0 0
CF Finance Acquisition Corp. II UNIT 15725Q203 4,977 496,632 SH   SOLE   496,632 0 0
TCG BDC Inc COMMON 872280102 1,189 133,399 SH   SOLE   133,399 0 0
Collective Growth Corp COMMON 19424L101 740 75,000 SH   SOLE   75,000 0 0
Collective Growth Corp Option 19424L119 370 37,500 SH Call SOLE   37,500 0 0
Chardan Healthcare Acquisition 2 Corp COMMON 15957T107 1,374 140,320 SH   SOLE   140,320 0 0
Chardan Healthcare Acquisition 2 Corp Option 15957T115 612 62,500 SH Call SOLE   62,500 0 0
CHP Merger Corp COMMON 12558Y106 6,624 650,000 SH   SOLE   650,000 0 0
CHP Merger Corp Option 12558Y114 560 55,000 SH Call SOLE   55,000 0 0
CIIG Merger Corp. COMMON 12559C103 5,142 513,206 SH   SOLE   513,206 0 0
CIIG Merger Corp. Option 12559C111 111 11,053 SH Call SOLE   11,053 0 0
Climate Change Crisis Real Impact I Acquisition Corporation UNIT 18716C209 3,518 350,000 SH   SOLE   350,000 0 0
CM Life Sciences, Inc. UNIT 18978W208 4,188 400,000 SH   SOLE   400,000 0 0
Capstar Special Purpose Acquisition Corp. COMMON 14070Y101 3,443 350,300 SH   SOLE   350,300 0 0
Capstar Special Purpose Acquisition Corp. Option 14070Y119 1,475 150,000 SH Call SOLE   150,000 0 0
Cohn Robbins Holdings Corp. UNIT G23726121 7,568 750,000 SH   SOLE   750,000 0 0
Capital Southwest Corp COMMON 140501107 814 57,961 SH   SOLE   57,961 0 0
D8 Holdings Corp COMMON G2614K110 3,426 350,700 SH   SOLE   350,700 0 0
D8 Holdings Corp Option G2614K128 1,713 175,350 SH Call SOLE   175,350 0 0
LGL Systems Acquisition Corp COMMON 50201G106 6,152 613,925 SH   SOLE   613,925 0 0
LGL Systems Acquisition Corp Option 50201G114 2,255 225,000 SH Call SOLE   225,000 0 0
DFP Healthcare Acquisitions Corp. COMMON 23343Q100 2,595 250,000 SH   SOLE   250,000 0 0
DFP Healthcare Acquisitions Corp. Option 23343Q118 649 62,500 SH Call SOLE   62,500 0 0
Dish Network Corporation CONVRT BOND 25470MAD1 6,705 7,450,000 PRN   SOLE   7,450,000 0 0
dMY Technology Group, Inc. II UNIT 233277102 2,046 200,000 SH   SOLE   200,000 0 0
Executive Network Partnering Corporation UNIT 30158L209 3,788 150,000 SH   SOLE   150,000 0 0
Equity Distribution Acquisition Corp. UNIT 29465E205 5,150 500,000 SH   SOLE   500,000 0 0
East Resources Acquisition Corp COMMON 274681105 5,744 590,374 SH   SOLE   590,374 0 0
East Resources Acquisition Corp Option 274681113 2,872 295,187 SH Call SOLE   295,187 0 0
E.Merge Technology Acquisition Corp. COMMON 26873Y104 3,914 400,000 SH   SOLE   400,000 0 0
E.Merge Technology Acquisition Corp. Option 26873Y112 1,305 133,332 SH Call SOLE   133,332 0 0
Experience Investment Corp COMMON 30217C109 7,085 705,010 SH   SOLE   705,010 0 0
Fortress Value Acquisition Corp. II UNIT 349642207 4,120 400,000 SH   SOLE   400,000 0 0
Fidus Investment Corp COMMON 316500107 1,073 108,888 SH   SOLE   108,888 0 0
FireEye, Inc. CONVRT BOND 31816QAD3 65,450 67,401,000 PRN   SOLE   61,811,000 0 5,590,000
FG New America Acquisition Corp. UNIT 30259V205 212 21,141 SH   SOLE   21,141 0 0
Forum Merger III Corp COMMON 349885103 746 75,000 SH   SOLE   75,000 0 0
Forum Merger III Corp UNIT 349885202 4,215 403,748 SH   SOLE   403,748 0 0
FS KKR Capital Corporation COMMON 302635206 787 49,600 SH   SOLE   49,600 0 0
FS KKR Capital Corporation II COMMON 35952V303 295 20,070 SH   SOLE   20,070 0 0
FinServ Acquisition Corp COMMON 318085107 6,080 606,191 SH   SOLE   606,191 0 0
FinServ Acquisition Corp Option 318085115 477 47,550 SH Call SOLE   47,550 0 0
FAST Acquisition Corp. UNIT 311875207 3,988 400,000 SH   SOLE   400,000 0 0
FinTech Acquisition Corp IV UNIT 31810N302 5,080 500,000 SH   SOLE   500,000 0 0
FTAC Olympus Acquisition Corp UNIT G37288118 10,000 999,964 SH   SOLE   999,964 0 0
Fusion Acquisition Corp COMMON 36118H105 5,302 539,341 SH   SOLE   539,341 0 0
Fusion Acquisition Corp Option 36118H113 2,534 257,800 SH Call SOLE   257,800 0 0
Golub Capital BDC Inc COMMON 38173M102 1,986 150,000 SH   SOLE   150,000 0 0
Gores Holdings IV, Inc. COMMON 382865103 1,553 150,601 SH   SOLE   150,601 0 0
Gores Holdings IV, Inc. Option 382865111 349 33,875 SH Call SOLE   33,875 0 0
GigCapital3, Inc COMMON 37519D107 1,146 115,188 SH   SOLE   115,188 0 0
GigCapital3, Inc Option 37519D115 860 86,390 SH Call SOLE   86,390 0 0
GigCapital2 Inc COMMON 375036100 950 93,516 SH   SOLE   93,516 0 0
Galileo Acquisition Corp. COMMON G3770A102 1,557 157,240 SH   SOLE   157,240 0 0
GO Acquisition Corp. COMMON 362019101 6,347 645,005 SH   SOLE   645,005 0 0
GO Acquisition Corp. Option 362019119 2,116 215,001 SH Call SOLE   215,001 0 0
Gores Holdings V, Inc. UNIT 382864205 2,588 250,000 SH   SOLE   250,000 0 0
GS Acquisition Holdings Corp. II COMMON 36258Q105 4,304 400,000 SH   SOLE   400,000 0 0
GS Acquisition Holdings Corp. II Option 36258Q113 1,076 100,000 SH Call SOLE   100,000 0 0
Goldman Sachs BDC Inc. CONVRT BOND 38147UAB3 36,663 36,390,000 PRN   SOLE   27,930,000 0 8,460,000
Goldman Sachs BDC Inc. COMMON 38147U107 565 37,547 SH   SOLE   37,547 0 0
GX Acquisition Corp COMMON 36251A107 1,469 139,900 SH   SOLE   139,900 0 0
GX Acquisition Corp Option 36251A115 263 25,000 SH Call SOLE   25,000 0 0
Hudson Executive Investment Cop. COMMON 443761101 6,881 700,000 SH   SOLE   700,000 0 0
Hudson Executive Investment Cop. Option 443761119 3,441 350,000 SH Call SOLE   350,000 0 0
Holicity Inc. UNIT 435063201 4,657 450,000 SH   SOLE   450,000 0 0
HPX Corp COMMON G32219100 5,435 552,300 SH   SOLE   552,300 0 0
HPX Corp Option G32219126 1,241 126,150 SH Call SOLE   126,150 0 0
Hercules Capital, Inc. CONVRT BOND 427096AF9 18,581 18,511,000 PRN   SOLE   15,781,000 0 2,730,000
Hercules Capital, Inc. COMMON 427096508 1,620 140,000 SH   SOLE   140,000 0 0
Horizon Acquisition Corporation UNIT G46049121 4,164 400,150 SH   SOLE   400,150 0 0
Insu Acquisition Corp. II UNIT 457821304 5,179 500,000 SH   SOLE   500,000 0 0
Social Capital Hedosophia Holdings Corp. III COMMON G8251K107 2,492 200,000 SH   SOLE   200,000 0 0
Social Capital Hedosophia Holdings Corp. III Option G8251K115 831 66,666 SH Call SOLE   66,666 0 0
Interprivate Acquisition Corp. COMMON 46064A103 2,750 275,000 SH   SOLE   275,000 0 0
Interprivate Acquisition Corp. Option 46064A111 1,375 137,500 SH Call SOLE   137,500 0 0
Industrial Tech Acquisitions, Inc UNIT 456357201 1,000 100,000 SH   SOLE   100,000 0 0
Juniper Industrial Holdings, Inc. COMMON 48205G106 5,304 507,101 SH   SOLE   507,101 0 0
Juniper Industrial Holdings, Inc. Option 48205G114 558 53,300 SH Call SOLE   53,300 0 0
Jaws Acquisition Corp COMMON G50744104 6,246 600,000 SH   SOLE   600,000 0 0
Jaws Acquisition Corp Option G50744112 2,383 228,910 SH Call SOLE   228,910 0 0
Kismet Acquisition One Corp UNIT G52753129 4,002 400,000 SH   SOLE   400,000 0 0
Union Acquisition Corp COMMON G9402Q100 1,790 180,304 SH   SOLE   180,304 0 0
Longview Acquisition Corp. COMMON 543195101 5,404 550,300 SH   SOLE   550,300 0 0
Longview Acquisition Corp. Option 543195119 1,800 183,333 SH Call SOLE   183,333 0 0
Live Oak Acquisition Corp COMMON 53804F103 1,792 177,757 SH   SOLE   177,757 0 0
Live Oak Acquisition Corp Option 53804F111 504 50,000 SH Call SOLE   50,000 0 0
Lifesci Acquisition Corp. Option 53228P117 201 16,172 SH Call SOLE   16,172 0 0
Main Street Capital Corp COMMON 56035L104 408 13,800 SH   SOLE   13,800 0 0
Merida Merger Corp I COMMON 58953M106 152 15,337 SH   SOLE   15,337 0 0
Malacca Straits Acquisition Company Limited COMMON G5859B117 1,221 125,000 SH   SOLE   125,000 0 0
Malacca Straits Acquisition Company Limited Option G5859B109 611 62,500 SH Call SOLE   62,500 0 0
Newborn Acquisition Corp. COMMON G6463T106 497 50,000 SH   SOLE   50,000 0 0
Newborn Acquisition Corp. Option G6463T114 249 25,000 SH Call SOLE   25,000 0 0
NewHold Investment Corp. COMMON 651448102 7,179 736,338 SH   SOLE   736,338 0 0
NewHold Investment Corp. Option 651448110 3,590 368,169 SH Call SOLE   368,169 0 0
New Mountain Finance Corporation CONVRT BOND 647551AC4 40,052 40,000,000 PRN   SOLE   40,000,000 0 0
New Mountain Finance Corporation COMMON 647551100 649 67,900 SH   SOLE   67,900 0 0
North Mountain Merger Corp. UNIT 661204206 1,785 175,000 SH   SOLE   175,000 0 0
New Providence Acquisition Corp COMMON 64822P106 4,065 403,683 SH   SOLE   403,683 0 0
New Providence Acquisition Corp Option 64822P114 391 38,855 SH Call SOLE   38,855 0 0
NavSight Holdings, Inc. UNIT 639358209 8,048 800,000 SH   SOLE   800,000 0 0
Oaktree Acquisition Corp COMMON G67145105 940 80,000 SH   SOLE   80,000 0 0
Oaktree Acquisition Corp. II UNIT G6715X129 2,573 250,000 SH   SOLE   250,000 0 0
Oaktree Strategic Income Corp COMMON 67402D104 952 146,266 SH   SOLE   146,266 0 0
Oaktree Specialty Lending Corporation COMMON 67401P108 1,425 294,400 SH   SOLE   294,400 0 0
Owl Rock Capital Corporation COMMON 69121K104 1,206 100,000 SH   SOLE   100,000 0 0
Panacea Acquisition Corp. UNIT 698102209 238 19,800 SH   SOLE   19,800 0 0
CC Neuberger Principal Holdings I COMMON G1992Y114 2,080 200,000 SH   SOLE   200,000 0 0
CC Neuberger Principal Holdings I Option G1992Y122 693 66,666 SH Call SOLE   66,666 0 0
Peridot Acquisition Corp. UNIT G7008A123 4,993 500,000 SH   SOLE   500,000 0 0
Prime Impact Acquisition I UNIT G61074111 7,014 700,000 SH   SOLE   700,000 0 0
PMV Consumer Acquisition Corp. UNIT 693486201 5,218 522,338 SH   SOLE   522,338 0 0
Pennantpark Investment Corporation COMMON 708062104 420 131,633 SH   SOLE   131,633 0 0
CC Neuberger Principal Holdings II COMMON G3166T103 6,030 600,000 SH   SOLE   600,000 0 0
CC Neuberger Principal Holdings II Option G3166T111 1,508 150,000 SH Call SOLE   150,000 0 0
Property Solutions Acquisition Corp. COMMON 74348Q108 2,943 300,000 SH   SOLE   300,000 0 0
Property Solutions Acquisition Corp. Option 74348Q116 2,943 300,000 SH Call SOLE   300,000 0 0
PROSPECT CAPITAL CORP CONVRT BOND 74348TAR3 46,182 45,831,000 PRN   SOLE   44,521,000 0 1,310,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAT9 28,693 28,125,000 PRN   SOLE   16,015,000 0 12,110,000
PTK Acquisition Corp COMMON 69375F108 2,196 225,000 SH   SOLE   225,000 0 0
PTK Acquisition Corp Option 69375F116 2,196 225,000 SH Call SOLE   225,000 0 0
Qell Acquisition Corp. UNIT G7307X121 3,048 300,000 SH   SOLE   300,000 0 0
RedBall Acquisition Corp. UNIT G7417R121 4,228 400,000 SH   SOLE   400,000 0 0
RMG Acquisition Corp COMMON 749641106 5,345 500,000 SH   SOLE   500,000 0 0
Replay Acquisition Corp COMMON G75130107 2,406 236,354 SH   SOLE   236,354 0 0
Reinvent Technology Partners UNIT G7483N111 115 10,000 SH   SOLE   10,000 0 0
Software Acquisition Group Inc.II UNIT 83407F200 2,001 201,100 SH   SOLE   201,100 0 0
Saratoga Investment Corp COMMON 80349A208 1,091 65,000 SH   SOLE   65,000 0 0
Sandbridge Acquisition Corporation UNIT 799793203 3,292 329,753 SH   SOLE   329,753 0 0
Stellus Capital Investment Coporation COMMON 858568108 745 85,665 SH   SOLE   85,665 0 0
SCVX Corp. COMMON G79448208 5,500 550,000 SH   SOLE   550,000 0 0
SCVX Corp. Option G79448117 875 87,500 SH Call SOLE   87,500 0 0
Osprey Technology Acquisition Corp. COMMON 68839R104 6,778 665,184 SH   SOLE   665,184 0 0
Osprey Technology Acquisition Corp. Option 68839R104 535 52,500 SH Call SOLE   52,500 0 0
Solar Capital Ltd COMMON 83413U100 1,244 78,500 SH   SOLE   78,500 0 0
South Mountain Merger Corp COMMON 838884104 3,416 326,914 SH   SOLE   326,914 0 0
Sustainable Opportunities Acquisition Corp COMMON G8598Y109 6,685 655,353 SH   SOLE   655,353 0 0
Sustainable Opportunities Acquisition Corp Option G8598Y117 3,342 327,676 SH Call SOLE   327,676 0 0
Stable Road Acquisition Corp COMMON 85236Q109 3,052 302,800 SH   SOLE   302,800 0 0
Silver Spike Acquisition Corp. COMMON G8136L106 6,079 600,061 SH   SOLE   600,061 0 0
Star Peak Energy Transition Corp. UNIT 855185203 4,351 424,524 SH   SOLE   424,524 0 0
ACON S2 Acquisition Corp. UNIT G00748122 6,012 600,000 SH   SOLE   600,000 0 0
Solar Senior Capital Ltd COMMON 83416M105 976 77,494 SH   SOLE   77,494 0 0
Supernus Pharmaceuticals Inc CONVRT BOND 868459AD0 38,009 41,266,000 PRN   SOLE   41,266,000 0 0
Starboard Value Acquisition Corp. UNIT 85521J208 7,070 700,000 SH   SOLE   700,000 0 0
Blackrock TCP Capital Corp CONVRT BOND 87238QAD5 31,044 31,044,000 PRN   SOLE   21,384,000 0 9,660,000
Blackrock TCP Capital Corp COMMON 09259E108 744 75,880 SH   SOLE   75,880 0 0
TEVA PHARM FINANCE LLC CONVRT BOND 88163VAE9 69,363 70,783,000 PRN   SOLE   63,833,000 0 6,950,000
Thunder Bridge Acquisition II COMMON G8857S116 6,120 600,000 SH   SOLE   600,000 0 0
Tuscan Holdings Corp COMMON 90069K104 187 18,340 SH   SOLE   18,340 0 0
TriplePoint Venture Growth BDC Corp. COMMON 89677Y100 1,730 156,699 SH   SOLE   156,699 0 0
Trebia Acquisition Corp COMMON G9027T109 5,447 535,108 SH   SOLE   535,108 0 0
Trebia Acquisition Corp Option G9027T117 1,936 190,214 SH Call SOLE   190,214 0 0
Sixth Street Specialty Lending CONVRT BOND 87265KAD4 16,376 15,900,000 PRN   SOLE   7,280,000 0 8,620,000
Sixth Street Specialty Lending COMMON 83012A109 819 47,600 SH   SOLE   47,600 0 0
TWC Tech Holdings II Corp. UNIT 90117G204 6,072 600,000 SH   SOLE   600,000 0 0
Tailwind Acquisition Corp. UNIT 87403Q201 4,020 400,000 SH   SOLE   400,000 0 0
Twitter, Inc. CONVRT BOND 90184LAD4 48,456 48,756,000 PRN   SOLE   43,686,000 0 5,070,000
Vector Acquisition Corp. UNIT G9442R100 7,605 750,000 SH   SOLE   750,000 0 0
VPC Impact Acquisition Holdings UNIT G9441E126 4,281 428,061 SH   SOLE   428,061 0 0
Vistas Media Acquisition Company Inc. COMMON 92840T107 492 50,000 SH   SOLE   50,000 0 0
Vistas Media Acquisition Company Inc. Option 92840T115 492 50,000 SH Call SOLE   50,000 0 0
Vesper Healthcare Acquisition Corp. UNIT 92538T203 3,078 300,000 SH   SOLE   300,000 0 0
Foley Trasimene Acquisition Corp COMMON 34431F104 5,284 510,000 SH   SOLE   510,000 0 0
Foley Trasimene Acquisition Corp Option 34431F112 1,727 166,666 SH Call SOLE   166,666 0 0
Yucaipa Acquisition Corp COMMON G9879L105 4,469 450,000 SH   SOLE   450,000 0 0
Yucaipa Acquisition Corp Option G9879L113 1,490 150,000 SH Call SOLE   150,000 0 0
China Yunhong Holdings Co., Ltd. COMMON G98882106 987 100,000 SH   SOLE   100,000 0 0
China Yunhong Holdings Co., Ltd. Option G98882130 99 10,000 SH Call SOLE   10,000 0 0
China Yunhong Holdings Co., Ltd. Option G98882122 494 50,000 SH Call SOLE   50,000 0 0