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 CL A 004285102 6,930 700,000 SH   SOLE   700,000 0 0
ACAMAR PARTNERS ACQSITION CO *W EXP 02/26/202 004285110 173 233,333 SH   SOLE   233,333 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,368 5,500,000 PRN   SOLE   5,500,000 0 0
ACT II GLOBAL ACQUISITION CO UNIT 04/30/2026 G0080J112 1,038 100,000 SH   SOLE   100,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 22,575 27,000,000 PRN   SOLE   27,000,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 35,585 9,500,000 PRN   SOLE   9,500,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 39,173 36,000,000 PRN   SOLE   36,000,000 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 423 17,548 SH   SOLE   17,548 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 3,057 300,000 SH   SOLE   300,000 0 0
BEST INC SPONSORED ADS 08653C106 997 188,754 SH   SOLE   188,754 0 0
BEFEFITFOCUS INC NOTE 1.250% 12/2 08180DAA4 8,790 10,100,000 PRN   SOLE   10,100,000 0 0
BOXWOOD MERGER CORP COM CL A 10319T101 2,015 200,000 SH   SOLE   200,000 0 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 137 200,000 SH   SOLE   200,000 0 0
CALAMP CORP NOTE 1.625% 5/1 128126AB5 11,401 11,475,000 PRN   SOLE   11,475,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 23,889 24,238,000 PRN   SOLE   24,238,000 0 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 427 75,000 SH   SOLE   75,000 0 0
COLLIER CREEK HOLDINGS COM CL A G22707106 1,019 100,000 SH   SOLE   100,000 0 0
COLLIER CREEK HOLDINGS *W EXP 99/99/999 G22707114 45 33,333 SH   SOLE   33,333 0 0
CHURCHILL CAP CORP II CL A 17143G106 1,253 125,000 SH   SOLE   125,000 0 0
CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 61 41,667 SH   SOLE   41,667 0 0
CF FIN ACQUISITION CORP COM CL A 12528N107 2,716 267,870 SH   SOLE   267,870 0 0
CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 121 200,902 SH   SOLE   200,902 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 3,011 5,000,000 PRN   SOLE   5,000,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2,666 2,615,000 PRN   SOLE   2,615,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 21,862 7,500,000 PRN   SOLE   7,500,000 0 0
CONYERS PK II ACQUISITION CO UNIT 99/99/9999 212896203 533 50,000 SH   SOLE   50,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 13,139 12,000,000 SH   SOLE   12,000,000 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 732 25,000 SH   SOLE   25,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 12,756 13,000,000 PRN   SOLE   13,000,000 0 0
DIAMOND EAGLE ACQUISITION CO COM CL A 25258L109 985 100,000 SH   SOLE   100,000 0 0
DIAMOND EAGLE ACQUISITION CO *W EXP 06/30/202 25258L117 28 33,333 SH   SOLE   33,333 0 0
DFB HEALTHCARE ACQUISTION CO COM 23291E109 4,072 400,000 SH   SOLE   400,000 0 0
DFB HEALTHCARE ACQUISTION CO *W EXP 04/11/202 23291E117 154 133,333 SH   SOLE   133,333 0 0
DIAMONDPEAK HLDGS COR COM CL A 25280H100 3,960 400,000 SH   SOLE   400,000 0 0
DIAMONDPEAK HLDGS COR *W EXP 02/22/202 25280H118 107 133,333 SH   SOLE   133,333 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 15,115 15,792,000 PRN   SOLE   15,792,000 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 25 35,000 SH   SOLE   35,000 0 0
ETSY INC COM 29786A106 1,565 27,700 SH   SOLE   27,700 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 131,304 68,943,000 PRN   SOLE   68,943,000 0 0
EXPERIENCE INVESTMENT CORP UNIT 09/01/2026 30217C208 3,003 300,000 SH   SOLE   300,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 31,920 32,216,000 PRN   SOLE   32,216,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 7,573 7,948,000 PRN   SOLE   7,948,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 10,462 10,447,000 PRN   SOLE   10,447,000 0 0
FAR PT ACQUISITION CORP COM CL A 30734W109 511 50,000 SH   SOLE   50,000 0 0
FAR PT ACQUISITION CORP *W EXP 06/01/202 30734W117 20 16,666 SH   SOLE   16,666 0 0
FINTECH ACQUISITION CORP III COM CL A 31811A101 3,021 300,000 SH   SOLE   300,000 0 0
FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 186 150,000 SH   SOLE   150,000 0 0
GORES METROPOULOS INC COM CL A 382872109 5,050 500,000 SH   SOLE   500,000 0 0
GORES METROPOULOS INC *W EXP 01/28/202 382872117 231 166,666 SH   SOLE   166,666 0 0
GORES HOLDINGS III INC CLASS A 38286G109 5,068 501,300 SH   SOLE   501,300 0 0
GORES HOLDINGS III INC *W EXP 09/11/202 38286G117 83 66,666 SH   SOLE   66,666 0 0
GS ACQUISITION HLDGS CORP COM CL A 36255F102 2,040 200,000 SH   SOLE   200,000 0 0
GS ACQUISITION HLDGS CORP *W EXP 06/12/202 36255F110 88 66,666 SH   SOLE   66,666 0 0
HENNESSY CAP ACQUSTION CORP CL A COM 42589C104 5,470 546,467 SH   SOLE   546,467 0 0
HENNESSY CAP ACQUSTION CORP *W EXP 09/05/202 42589C112 313 409,850 SH   SOLE   409,850 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 5,622 6,000,000 PRN   SOLE   6,000,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 11,705 10,000,000 PRN   SOLE   10,000,000 0 0
HOPE BANCORP INC NOTE 2.000% 5/1 43940TAB5 6,972 7,500,000 PRN   SOLE   7,500,000 0 0
HAYMAKER ACQUISITION CORP II COM CL A 42087L101 198 20,000 SH   SOLE   20,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 5,006 5,000,000 PRN   SOLE   5,000,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 2,559 2,470,000 PRN   SOLE   2,470,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 21,927 25,000,000 PRN   SOLE   25,000,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 7,978 9,500,000 PRN   SOLE   9,500,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 45,920 40,132,000 PRN   SOLE   40,132,000 0 0
SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 12,840 1,200,000 SH   SOLE   1,200,000 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1,835 1,817,000 PRN   SOLE   1,817,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 16,590 17,575,000 PRN   SOLE   17,575,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 12,699 15,000,000 PRN   SOLE   15,000,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 22,863 22,712,000 PRN   SOLE   22,712,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 4,842 5,000,000 PRN   SOLE   5,000,000 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 44,295 34,066,000 PRN   SOLE   34,066,000 0 0
LEISURE ACQUISITION CORP COM 52539T107 2,048 200,000 SH   SOLE   200,000 0 0
LEISURE ACQUISITION CORP *W EXP 12/05/201 52539T115 75 100,000 SH   SOLE   100,000 0 0
LEGACY ACQUISITION CORP COM CL A 524643103 3,061 300,100 SH   SOLE   300,100 0 0
LEGACY ACQUISITION CORP *W EXP 11/30/202 524643111 105 300,100 SH   SOLE   300,100 0 0
LEO HOLDINGS CORP COM CL A G5463L105 3,072 300,000 SH   SOLE   300,000 0 0
LEO HOLDINGS CORP *W EXP 02/07/202 G5463L113 72 100,000 SH   SOLE   100,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 45,958 35,500,000 PRN   SOLE   35,500,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 72,928 73,205,000 PRN   SOLE   73,205,000 0 0
MONOCLE ACQUISITION CORP COM 609754106 2,137 213,745 SH   SOLE   213,745 0 0
MONOCLE ACQUISITION CORP *W EXP 12/06/202 609754114 80 213,745 SH   SOLE   213,745 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 126,100 29,161,000 PRN   SOLE   29,161,000 0 0
NEBULA ACQUISITION CORP COM CLASS A 629076100 1,530 150,000 SH   SOLE   150,000 0 0
NEBULA ACQUISITION CORP *W EXP 03/12/202 629076118 50 50,000 SH   SOLE   50,000 0 0
NIO INC SPON ADS 62914V106 409 262,070 SH   SOLE   262,070 0 0
NIO INC DEBT 4.500% 2/0 G6525FAA0 829 2,500,000 PRN   SOLE   2,500,000 0 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 64822P205 505 50,000 SH   SOLE   50,000 0 0
NUTANIX INC NOTE 1/1 67059NAB4 22,477 24,000,000 PRN   SOLE   24,000,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 30,319 30,045,000 PRN   SOLE   30,045,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 62,686 53,017,000 PRN   SOLE   53,017,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 382 3,500 SH   SOLE   3,500 0 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 457 45,000 SH   SOLE   45,000 0 0
OKTA INC CL A 679295105 2,028 20,600 SH   SOLE   20,600 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 1,855 2,250,000 PRN   SOLE   2,250,000 0 0
PURE ACQUISITION CORP *W EXP 04/17/202 74621Q114 70 62,500 SH   SOLE   62,500 0 0
PAR PACIFIC HOLDINGS INC NOTE 5.000% 6/1 69888VAA1 1,728 1,230,000 PRN   SOLE   1,230,000 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 20,962 20,987,000 PRN   SOLE   20,987,000 0 0
PIVOTAL INVT CORP II UNIT 06/01/2025 72582K209 509 50,000 SH   SOLE   50,000 0 0
PLUG POWER INC NOTE 5.500% 3/1 72919PAB9 5,011 4,000,000 PRN   SOLE   4,000,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 65,049 23,132,000 PRN   SOLE   23,132,000 0 0
INSULET CORP DEBT 0.375% 9/0 U45793AA1 25,405 25,000,000 PRN   SOLE   25,000,000 0 0
PLURALSIGHT INC NOTE 2.250% 3/0 72941BAA4 12,932 15,000,000 PRN   SOLE   15,000,000 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 18,812 17,954,000 PRN   SOLE   17,954,000 0 0
RH COM 74967X103 527 3,082 SH   SOLE   3,082 0 0
RMG ACQUISITION CORP CL A 749641106 5,910 600,000 SH   SOLE   600,000 0 0
RMG ACQUISITION CORP *W EXP 02/21/202 749641114 186 200,000 SH   SOLE   200,000 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 39,263 24,250,000 PRN   SOLE   24,250,000 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 44,235 44,777,000 PRN   SOLE   44,777,000 0 0
REPLAY ACQUISITION CORP COM G75130107 5,958 600,000 SH   SOLE   600,000 0 0
REPLAY ACQUISITION CORP *W EXP 03/01/202 G75130115 180 300,000 SH   SOLE   300,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 30,849 30,621,000 PRN   SOLE   30,621,000 0 0
REGALWOOD GLOBAL ENERGY LTD COM CL A G74760102 2,064 200,000 SH   SOLE   200,000 0 0
REGALWOOD GLOBAL ENERGY LTD *W EXP 12/05/202 G74760128 151 166,666 SH   SOLE   166,666 0 0
SWITCHBACK ENERGY ACQUISITIO UNIT 99/99/9999 87105M201 3,499 349,917 SH   SOLE   349,917 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 3,734 3,400,000 PRN   SOLE   3,400,000 0 0
TORTOISE ACQUISITION CORP CL A 89154L100 1,729 175,000 SH   SOLE   175,000 0 0
TORTOISE ACQUISITION CORP *W EXP 03/04/202 89154L118 123 175,000 SH   SOLE   175,000 0 0
SOUTH MTN MERGER CORP COM CL A 838884104 1,960 200,000 SH   SOLE   200,000 0 0
SOUTH MTN MERGER CORP *W EXP 06/20/202 838884112 84 100,000 SH   SOLE   100,000 0 0
SPARTAN ENERGY ACQUISITON CO CL A COM STK 846784106 2,020 200,000 SH   SOLE   200,000 0 0
SPARTAN ENERGY ACQUISITON CO *W EXP 08/27/202 846784122 92 100,000 SH   SOLE   100,000 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 31,832 24,000,000 PRN   SOLE   24,000,000 0 0
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999 G8136L122 3,027 300,000 SH   SOLE   300,000 0 0
SENTINEL ENERGY SVCS INC *W EXP 11/02/202 81728P113 24 33,333 SH   SOLE   33,333 0 0
SOUTHWESTERN ENERGY CO COM 845467109 48 25,000 SH   SOLE   25,000 0 0
TARGET HOSPITALITY CORP *W EXP 03/15/202 87615L115 55 50,000 SH   SOLE   50,000 0 0
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 3,054 300,000 SH   SOLE   300,000 0 0
TUSCAN HLDGS CORP II UNIT 04/01/2026 90070A202 2,513 250,000 SH   SOLE   250,000 0 0
TUSCAN HOLDINGS CORP COM 90069K104 3,920 400,000 SH   SOLE   400,000 0 0
TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 381 500,000 SH   SOLE   500,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 2,784 2,500,000 PRN   SOLE   2,500,000 0 0
TRINITY MERGER CORP COM CL A 89653L106 1,566 150,000 SH   SOLE   150,000 0 0
TRINITY MERGER CORP *W EXP 05/11/202 89653L114 203 150,000 SH   SOLE   150,000 0 0
TRINE ACQUISITION CORP COM CL A 89628U108 5,429 550,000 SH   SOLE   550,000 0 0
TRINE ACQUISITION CORP *W EXP 03/31/202 89628U116 207 275,000 SH   SOLE   275,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 7,342 7,500,000 PRN   SOLE   7,500,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 32,308 31,500,000 PRN   SOLE   31,500,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 29,549 30,000,000 PRN   SOLE   30,000,000 0 0
UNISYS CORP COM NEW 909214306 372 50,000 SH   SOLE   50,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 12,123 12,000,000 PRN   SOLE   12,000,000 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 2,639 2,500,000 PRN   SOLE   2,500,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 955 1,060,000 PRN   SOLE   1,060,000 0 0
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 7,866 6,500,000 PRN   SOLE   6,500,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 45,821 45,113,000 PRN   SOLE   45,113,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 3,800 7,500,000 PRN   SOLE   7,500,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 21,434 10,265,000 PRN   SOLE   10,265,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 13,260 13,227,000 PRN   SOLE   13,227,000 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 3,167 5,000,000 PRN   SOLE   5,000,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 50,143 50,000,000 PRN   SOLE   50,000,000 0 0