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

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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
AMAG PHARMACEUTICALS INCNOTE 3.250% 6/000163UAD88781,150,000PRN SOLE 1,150,00000
AMCI ACQUISITION CORPUNIT 01/07/201900165R2001,274123,700SH SOLE 123,70000
AEGERION PHARMACEUTICALS INCNOTE 5.000% 4/000767EAC6395465,000PRN SOLE 465,00000
ALLEGRO MERGER CORP*W EXP 01/06/20201749N11113190,907SH SOLE 190,90700
ALLEGRO MERGER CORPRIGHT 12/31/202301749N12918195,207SH SOLE 195,20700
ALLIED ESPORTS ENTMT INCCOM019170109149,120SH SOLE 9,12000
AMPLITUDE HLTHCRE AQUSTIN COUNIT 12/01/202603212A20447650,000SH SOLE 50,00000
APEX TECHNOLOGY ACQUISITN COUNIT 06/11/202603768F20176175,000SH SOLE 75,00000
AVADEL FIN CAYMAN LTDNOTE 4.500%05337YAB81,9251,900PRN SOLE 1,90000
CSG SYS INTL INCNOTE 4.250% 3/1126349AF61,9161,874,000PRN SOLE 1,874,00000
CHURCHILL CAP CORP IIUNIT 99/99/999917143G2051,610155,713SH SOLE 155,71300
CHURCHILL CAP CORP IIUNIT 03/01/202717144C2031,500150,000SH SOLE 150,00000
COLONY STARWOOD HOMESNOTE 3.500% 1/119625XAB81,0551,000,000PRN SOLE 1,000,00000
CYTOKINETICS INCNOTE 4.000%11/123282WAA87,2505,500,000PRN SOLE 5,500,00000
DMY TECHNOLOGY GROUP INCUNIT 99/99/99992332532021,809184,000SH SOLE 184,00000
DISH NETWORK CORPNOTE 3.375% 8/125470MAB51,8412,288,000PRN SOLE 2,288,00000
DISH NETWORK CORPNOTE 2.375% 3/125470MAD18171,000,000PRN SOLE 1,000,00000
ENCORE CAP GROUP INCNOTE 3.250% 3/1292554AK82,1972,500,000PRN SOLE 2,500,00000
EVOLENT HEALTH INCNOTE 1.500%10/130050BAD33,0594,834,000PRN SOLE 4,834,00000
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC91,1851,500,000PRN SOLE 1,500,00000
FINSERV ACQUISITION CORPUNIT 12/31/20263180852061,008100,000SH SOLE 100,00000
FINTECH ACQUISITION CORP IIIUNIT 12/01/202331811A30956555,200SH SOLE 55,20000
FLYING EAGLE ACQUISITION CORUNIT 99/99/999934407Y20249950,000SH SOLE 50,00000
FORUM MERGER II CORPCL A34986F1033,415331,900SH SOLE 331,90000
FORUM MERGER II CORP*W EXP 09/30/20234986F11160286,115SH SOLE 286,11500
GX ACQUISITION CORPUNIT 05/24/202636251A2063,030300,000SH SOLE 300,00000
GIGCAPITAL2 INCUNIT 02/28/20263750362092,046198,600SH SOLE 198,60000
GORDON POINTE ACQUISITION CO*W EXP 07/30/2023827881152091,600SH SOLE 91,60000
GRAF INDL CORP*W EXP 12/31/20238427811520107,500SH SOLE 107,50000
GRID DYNAMICS HLDGS INC*W EXP 03/05/20239813G117260146,124SH SOLE 146,12400
HAYMAKER ACQUISITION CORP IIUNIT 10/31/202642087L2001,010100,000SH SOLE 100,00000
HEALTHCARE MERGER CORPUNIT 12/17/202142227L20177375,000SH SOLE 75,00000
HOSTESS BRANDS INC*W EXP 11/04/20244109J114419688,600SH SOLE 688,60000
INFINERA CORPORATIONNOTE 2.125% 9/045667GAC7638750,000PRN SOLE 750,00000
INOVIO PHARMACEUTICALS INCNOTE 6.500% 3/045773HAB811,0507,750,000PRN SOLE 7,750,00000
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA64,7585,859,000PRN SOLE 5,859,00000
INTERCEPT PHARMACEUTICALS INNOTE 2.000% 5/145845PAB4863985,000PRN SOLE 985,00000
INTERPRIVATE ACQUISITION CORUNIT 10/29/202446064A2021,422143,800SH SOLE 143,80000
INVESCO EXCHNG TRADED FD TRSR LN ETF46138G50881840,000SH SOLE 40,00000
IQIYI INCDEBT 3.750%12/046267XAB47,3387,200,000PRN SOLE 7,200,00000
IQIYI INCDEBT 2.000% 4/0G4939KAB22,2012,500,000PRN SOLE 2,500,00000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD01,0591,000,000PRN SOLE 1,000,00000
ISHARES TRIBOXX HI YD ETF4642885139,586125,000SH SOLE 125,00000
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD3701800,000PRN SOLE 800,00000
KALEYRA INC*W EXP 12/12/202483379111242251,065SH SOLE 251,06500
LF CAP ACQUISITION CORP*W EXP 06/22/20250200K1161859,500SH SOLE 59,50000
LF CAP ACQUISITION CORPUNIT 06/19/202550200K2071,416137,903SH SOLE 137,90300
LANDCADIA HLDGS II INCUNIT 05/09/202651476X2041,959199,900SH SOLE 199,90000
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF51,9682,350,000PRN SOLE 2,350,00000
MERIDA MERGER CORP ICOM58953M1063,898402,300SH SOLE 402,30000
MERIDA MERGER CORP I*W EXP 11/07/20258953M11472201,150SH SOLE 201,15000
MICROCHIP TECHNOLOGY INCNOTE 2.250% 2/1595017AH72,9243,100,000PRN SOLE 3,100,00000
MUDRICK CAP ACQUISITION CORP*W EXP 02/12/2026247451131036,800SH SOLE 36,80000
NIO INCNOTE 4.500% 2/062914VAB26961,500,000PRN SOLE 1,500,00000
NANTHEALTH INCNOTE 5.500%12/1630104AB38,1969,390,000PRN SOLE 9,390,00000
NEXTERA ENERGY INCUNIT 99/99/999965339F7701,09025,000SH SOLE 25,00000
NUVASIVE INCNOTE 2.250% 3/1670704AG01,0471,000,000PRN SOLE 1,000,00000
OMEROS CORPNOTE 6.250%11/1682143AE25,4816,000,000PRN SOLE 6,000,00000
OPKO HEALTH INCNOTE 4.500% 2/168375NAD57,29311,110,000PRN SOLE 11,110,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD72,8953,000,000PRN SOLE 3,000,00000
PENSARE ACQUISITION CORP*W EXP 07/27/20270957E113425,850SH SOLE 25,85000
PENSARE ACQUISITION CORPRIGHT 99/99/999970957E121651,700SH SOLE 51,70000
PIVOTAL INVT CORP II*W EXP 06/01/20272582K1183550,000SH SOLE 50,00000
PROPTECH ACQUISITION CORPORAUNIT 10/01/202674349F20049750,000SH SOLE 50,00000
PURE ACQUISITION CORPUNIT 04/13/202374621Q2052,494240,000SH SOLE 240,00000
PURE STORAGE INCNOTE 0.125% 4/174624MAB81,7382,000,000PRN SOLE 2,000,00000
QUDIAN INCDEBT 1.000% 7/0G7314VAA85431,000,000PRN SOLE 1,000,00000
RADIUS HEALTH INCNOTE 3.000% 9/0750469AA66,3598,725,000PRN SOLE 8,725,00000
RANPAK HLDGS CORP*W EXP 06/03/20275321W111240225,100SH SOLE 225,10000
RETROPHIN INCNOTE 2.500% 9/1761299AB22,3363,000,000PRN SOLE 3,000,00000
STABLE RD ACQUISITION CORPUNIT 05/15/202685236Q20850350,000SH SOLE 50,00000
SWITCHBACK ENERGY ACQUISITIOUNIT 99/99/999987105M2012,868294,105SH SOLE 294,10500
TESLA INCNOTE 2.000% 5/188160RAG66,4313,500,000PRN SOLE 3,500,00000
THERATECHNOLOGIES INCNOTE 5.750% 6/388338HAA85269,000PRN SOLE 69,00000
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA03,3913,500,000PRN SOLE 3,500,00000
TILRAY INCDEBT 5.000%10/088688TAB63961,300,000PRN SOLE 1,300,00000
TUSCAN HOLDINGS CORPUNIT 99/99/999990069K20359859,100SH SOLE 59,10000
TUSCAN HLDGS CORP IIUNIT 04/01/202690070A2023,000300,000SH SOLE 300,00000
VANGUARD INDEX FDSTOTAL STK MKT9229087692191,700SH SOLE 1,70000
VEONEER INCORPORATEDNOTE 4.000% 6/092336XAA72,6613,746PRN SOLE 3,74600
VERTIV HOLDINGS CO*W EXP 06/12/20292537N116526250,000SH SOLE 250,00000
WESTERN ASSET MTG CAP CORPNOTE 6.750%10/095790DAA36671,750,000PRN SOLE 1,750,00000
YY INCDEBT 1.375% 6/1G9887YAC13,1423,500,000PRN SOLE 3,500,00000
ACT II GLOBAL ACQUISITION COUNIT 04/30/2026G0080J1121,059100,000SH SOLE 100,00000
KAIXIN AUTO HLDGSSHSG5223X1002022,776SH SOLE 22,77600
ARYA SCIENCES ACQUISITION COUNIT 10/04/2023G3165V1171,452131,981SH SOLE 131,98100
FELLAZO INCUNIT 99/99/9999G3362K1041,269125,000SH SOLE 125,00000
GALILEO ACQUISITION CORPUNIT 99/99/9999G3770A1281,440150,000SH SOLE 150,00000
LIV CAP ACQUISITION CORPUNIT 99/99/9999G5510C1241,764180,000SH SOLE 180,00000
NETFIN ACQUISITION CORPUNIT 08/01/2024G6455A12375575,000SH SOLE 75,00000
SCVX CORPUNIT 99/99/9999G79448109997100,000SH SOLE 100,00000
THUNDER BRDG ACQUISTION II LUNIT 99/99/9999G8857S1241,528150,000SH SOLE 150,00000
BROOGE HLDGS LTD*W EXP 12/20/202G1611B115104158,000SH SOLE 158,00000
UNION ACQUISITION CORP IIUNIT 99/99/9999G9402Q118976100,000SH SOLE 100,00000
YUNHONG INTLUNIT 99/99/9999G988821141,425150,000SH SOLE 150,00000
AEGERION PHARMACEUTICALS INCNOTE 5.000% 4/000767EAC63033,000PRN SOLE 33,00000
AKAZOO SA*W EXP 09/11/202L0164E116520,000SH SOLE 20,00000
AGBA ACQUISITION LTDUNIT 05/10/2024G0120M1331,329130,000SH SOLE 130,00000
LONGEVITY ACQUISITION CORPUNIT 08/29/2024G5637210854851,200SH SOLE 51,20000
TENZING ACQUISITION CORPUNIT 08/24/2024G8708A124739,300SH SOLE 39,30000
HL ACQUISITIONS CORP*W EXP 06/21/202G4603R1221175,073SH SOLE 75,07300
HL ACQUISITIONS CORPRIGHT 07/17/2023G4603R130675,073SH SOLE 75,07300