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% 6/000163UAD812,63014,068,000PRN SOLE 14,068,00000
AMCI ACQUISITION CORP*W EXP 05/20/20200165R11984123,700SH SOLE 123,70000
AEGERION PHARMACEUTICALS INCNOTE 5.000% 4/000767EAC6564472,000PRN SOLE 472,00000
AERIE PHARMACEUTICALS INCNOTE 1.500%10/000771VAB43,2214,000,000PRN SOLE 4,000,00000
AMERICAN AIRLS GROUP INCNOTE 6.500% 7/002376RAF91,3371,450,000PRN SOLE 1,450,00000
AMPLITUDE HLTHCRE AQUSTIN COCOM CL A03212A10549650,000SH SOLE 50,00000
AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/20203212A1133025,000SH SOLE 25,00000
AMRYT PHARMA PLCSPONSORED ADS03217L10685869,437SH SOLE 69,43700
APEX TECHNOLOGY ACQUISITN COUNIT 06/11/202603768F20188575,000SH SOLE 75,00000
APPLIED OPTOELECTRONICS INCNOTE 5.000% 3/103823UAB84,5885,000,000PRN SOLE 5,000,00000
ARTIUS ACQUISITION INCUNIT 99/99/999904316G204313,000SH SOLE 3,00000
BILIBILI INCNOTE 1.375% 4/0090040AB26,1763,500,000PRN SOLE 3,500,00000
CF FIN ACQUISITION CORPCOM CL A12528N10752050,000SH SOLE 50,00000
CF FIN ACQUISITION CORP*W EXP 04/30/20212528N115271276,304SH SOLE 276,30400
CIIG MERGER CORPUNIT 12/31/202612559C20274770,171SH SOLE 70,17100
CF FINANCE ACQUISITION CORPUNIT 08/01/202715725Q20311,6261,160,000SH SOLE 1,160,00000
CHURCHILL CAPITAL CORP IVUNIT 99/99/999917143920111,626890,000SH SOLE 890,00000
CHURCHILL CAP CORP IICL A17143G1062,167205,392SH SOLE 205,39200
CHURCHILL CAP CORP II*W EXP 07/02/20217143G11410950,104SH SOLE 50,10400
CHURCHILL CAP CORP II*W EXP 03/01/20217144C112745372,598SH SOLE 372,59800
CLIMATE CHANGE CRISIS REAL IUNIT 99/99/999918716C209505,000SH SOLE 5,00000
CM LIFE SCIENCES INCUNIT 09/01/202518978W2082,094200,000SH SOLE 200,00000
COLLECTIVE GROWTH CORPCOM CL A19424L10116516,693SH SOLE 16,69300
COLLECTIVE GROWTH CORP*W EXP 04/30/20219424L11958,346SH SOLE 8,34600
DMY TECHNOLOGY GROUP INC*W EXP 02/21/20223325311125584,949SH SOLE 84,94900
DMY TECHNOLOGY GROUP INCUNIT 99/99/999923327720180278,400SH SOLE 78,40000
DISH NETWORK CORPNOTE 3.375% 8/125470MAB54,5905,000,000PRN SOLE 5,000,00000
DISH NETWORK CORPNOTE 2.375% 3/125470MAD17,3568,174,000PRN SOLE 8,174,00000
E MERGE TECHNOLOGY ACQUISITIUNIT 07/30/202526873Y2035,746570,000SH SOLE 570,00000
8X8 INC NEWNOTE 0.500% 2/0282914AB619,42420,876,000PRN SOLE 20,876,00000
ENCORE CAP GROUP INCNOTE 3.250% 3/1292554AK84,3344,016,000PRN SOLE 4,016,00000
ENCORE CAP GROUP INCNOTE 3.250%10/0292554AM42,8452,500,000PRN SOLE 2,500,00000
ENCORE CAP GROUP INCNOTE 4.500% 9/029260UAA5817750,000PRN SOLE 750,00000
EQUITY DISTR ACQUISITION CORUNIT 99/99/999929465E2053,090300,000SH SOLE 300,00000
EVOLENT HEALTH INCNOTE 1.500%10/130050BAD31,1351,500,000PRN SOLE 1,500,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB13,5113,000,000PRN SOLE 3,000,00000
EXPERIENCE INVT CORPCOM CL A30217C1091,779176,984SH SOLE 176,98400
FALCON CAPITAL ACQUISITN CORUNIT 08/20/202730606L2073,087300,000SH SOLE 300,00000
FINSERV ACQUISITION CORPCL A3180851071,003100,000SH SOLE 100,00000
FINSERV ACQUISITION CORP*W EXP 12/31/2023180851155050,000SH SOLE 50,00000
FINTECH ACQUISITION CORP IIICOM CL A31811A10178476,000SH SOLE 76,00000
FINTECH ACQUISITION CORP III*W EXP 12/01/20231811A1194327,600SH SOLE 27,60000
FLEXION THERAPEUTICS INCNOTE 3.375% 5/033938JAB210,28313,000,000PRN SOLE 13,000,00000
FOLEY TRASIMENE ACQUISITIONUNIT 99/99/99993443282083,060300,000SH SOLE 300,00000
FORUM MERGER II CORP*W EXP 09/30/20234986F1112,833319,421SH SOLE 319,42100
FORUM MERGER III CORPUNIT 08/24/20273498852026,370610,200SH SOLE 610,20000
FUSION ACQUISITION CORPUNIT 99/99/999936118H2044,069395,000SH SOLE 395,00000
GO ACQUISITION CORPUNIT 08/31/2027362019200505,000SH SOLE 5,00000
GX ACQUISITION CORPCOM CL A36251A1073,150300,000SH SOLE 300,00000
GX ACQUISITION CORP*W EXP 05/24/20236251A115240150,000SH SOLE 150,00000
GS ACQUISITION HLDGS CORP IIUNIT 99/99/999936258Q204565,000SH SOLE 5,00000
GIGCAPITAL2 INCCOM3750361002,018198,600SH SOLE 198,60000
GIGCAPITAL2 INC*W EXP 02/28/202375036118181198,600SH SOLE 198,60000
GIGCAPITAL2 INCRIGHT 02/28/202637503612666198,600SH SOLE 198,60000
GOSSAMER BIO INCNOTE 5.000% 6/038341PAA07,3997,250,000SH SOLE 7,250,00000
GRID DYNAMICS HLDGS INC*W EXP 03/05/20239813G117260146,124SH SOLE 146,12400
HALL OF FAME RESORT & ENTMT*W EXP 07/01/20240619L1101351,600SH SOLE 51,60000
HAYMAKER ACQUISITION CORP IICOM CL A42087L1011,000100,000SH SOLE 100,00000
HAYMAKER ACQUISITION CORP II*W EXP 10/31/20242087L1193333,333SH SOLE 33,33300
HEALTHCARE MERGER CORPCOM CL A42227L10276175,000SH SOLE 75,00000
HEALTHCARE MERGER CORP*W EXP 12/17/20242227L1106737,500SH SOLE 37,50000
HERBALIFE LTDNOTE 2.625% 3/142703MAD59991,000,000PRN SOLE 1,000,00000
HOLICITY INCUNIT 08/05/202543506320125925,000SH SOLE 25,00000
HOSTESS BRANDS INC*W EXP 11/04/20244109J114360438,600SH SOLE 438,60000
HYCROFT MINING HOLDING CORP*W EXP 02/12/20244862P1177145,500SH SOLE 45,50000
INFINERA CORPORATIONNOTE 2.125% 9/045667GAC710,84311,750,000PRN SOLE 11,750,00000
INSMED INCNOTE 1.750% 1/1457669AA71,6281,500,000PRN SOLE 1,500,00000
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA612,70215,799,000PRN SOLE 15,799,00000
INTERCEPT PHARMACEUTICALS INNOTE 2.000% 5/145845PAB45,1457,485,000PRN SOLE 7,485,00000
INTERPRIVATE ACQUISITION CORCOM46064A103383,800SH SOLE 3,80000
INTERPRIVATE ACQUISITION COR*W EXP 10/24/20246064A1115971,900SH SOLE 71,90000
IQIYI INCDEBT 3.750%12/046267XAB48,7408,250,000PRN SOLE 8,250,00000
IQIYI INCDEBT 2.000% 4/046267XAD05,8126,126,000PRN SOLE 6,126,00000
IRONWOOD PHARMACEUTICALS INCDBCV 2.250% 6/146333XAD01,0341,000,000PRN SOLE 1,000,00000
ISHARES TRCORE US AGGBD ET4642872266,44654,600SH SOLE 54,60000
KALEYRA INC*W EXP 12/12/202483379111489344,031SH SOLE 344,03100
LF CAP ACQUISITION CORP*W EXP 06/22/20250200K116355197,403SH SOLE 197,40300
LANDCADIA HLDGS II INC*W EXP 05/09/20251476X11329366,632SH SOLE 66,63200
LIGAND PHARMACEUTICALS INCNOTE 0.750% 5/153220KAF53,3763,743,000PRN SOLE 3,743,00000
LIONHEART ACQUISITION CORP IUNIT 08/13/202553625R2032,997300,900SH SOLE 300,90000
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ25,5695,000,000PRN SOLE 5,000,00000
MERIDA MERGER CORP ICOM58953M1063,696373,902SH SOLE 373,90200
MERIDA MERGER CORP I*W EXP 11/07/20258953M114111201,150SH SOLE 201,15000
MESA LABS INCNOTE 1.375% 8/159064RAA71,0891,000,000PRN SOLE 1,000,00000
MICROCHIP TECHNOLOGY INCNOTE 2.250% 2/1595017AH74,6273,100,000PRN SOLE 3,100,00000
NANTHEALTH INCNOTE 5.500%12/1630104AB311,32212,240,000PRN SOLE 12,240,00000
NAVSIGHT HLDGS INCUNIT 99/99/99996393582098,908885,447SH SOLE 885,44700
NESCO HLDGS INC*W EXP 01/01/20264083J11288293,036SH SOLE 293,03600
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD14,1253,000,000PRN SOLE 3,000,00000
NEVRO CORPNOTE 2.750% 4/064157FAC7768500,000PRN SOLE 500,00000
NORTHERN GENESIS ACQUISITIONUNIT 07/31/202766516T2031,495149,600SH SOLE 149,60000
NOVAVAX INCNOTE 3.750% 2/0670002AB02,9912,500,000PRN SOLE 2,500,00000
OMEROS CORPNOTE 6.250%11/1682143AE28,5089,000,000PRN SOLE 9,000,00000
OPKO HEALTH INCNOTE 4.500% 2/168375NAD55,0734,287,000PRN SOLE 4,287,00000
PAE INC*W EXP 09/11/20269290Y117465211,187SH SOLE 211,18700
PDL BIOPHARMA INCCOM69329Y1041,465465,172SH SOLE 465,17200
PRA GROUP INCNOTE 3.500% 6/069354NAB210,7179,800,000PRN SOLE 9,800,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD72,8182,500,000PRN SOLE 2,500,00000
PERSHING SQUARE TONTINE HLDGCOM CL A71531R10945420,000SH SOLE 20,00000
PERSHING SQUARE TONTINE HLDG*W EXP 07/24/20271531R117162,220SH SOLE 2,22000
PIVOTAL INVT CORP II*W EXP 06/01/20272582K11818550,000SH SOLE 50,00000
PROPERTY SOLUTIONS ACQUISITIUNIT 03/30/202774348Q2076,054599,990SH SOLE 599,99000
PURPLE INNOVATION INC*W EXP 02/02/20274640Y1142,328344,388SH SOLE 344,38800
QUDIAN INCDEBT 1.000% 7/0G7314VAA87401,000,000PRN SOLE 1,000,00000
RADIUS HEALTH INCNOTE 3.000% 9/0750469AA62,1242,592,000PRN SOLE 2,592,00000
RETROPHIN INCNOTE 2.500% 9/1761299AB28,78210,233,000PRN SOLE 10,233,00000
SPDR GOLD TRGOLD SHS78463V1074532,560SH SOLE 2,56000
SEA LTDDEBT 2.375%12/0G7948TAE913,0867,000,000PRN SOLE 7,000,00000
SEACOR HOLDINGS INCNOTE 2.500%12/1811904AM38,7669,900,000PRN SOLE 9,900,00000
SEACOR HOLDINGS INCNOTE 3.250% 5/1811904AN12,4403,250,000PRN SOLE 3,250,00000
SPIRIT AIRLS INCNOTE 4.750% 5/1848577AA0726500,000PRN SOLE 500,00000
STABLE RD ACQUISITION CORPCOM CL A85236Q10950450,000SH SOLE 50,00000
STABLE RD ACQUISITION CORP*W EXP 05/15/20285236Q1172925,000SH SOLE 25,00000
STAR PEAK ENERGY TRANSITIONUNIT 99/99/99998551852031,538150,000SH SOLE 150,00000
SWITCHBACK ENERGY ACQUISTN C*W EXP 07/25/20287105M11046098,035SH SOLE 98,03500
TAILWIND ACQUISITION CORPUNIT 09/07/202787403Q2015,025500,000SH SOLE 500,00000
THERATECHNOLOGIES INCNOTE 5.750% 6/388338HAA86269,000PRN SOLE 69,00000
THERAVANCE BIOPHARMA INCNOTE 3.250%11/088339KAA06,3457,250,000PRN SOLE 7,250,00000
TILRAY INCDEBT 5.000%10/088688TAB65201,300,000PRN SOLE 1,300,00000
TUSCAN HOLDINGS CORPCOM90069K10460259,100SH SOLE 59,10000
TUSCAN HOLDINGS CORP*W EXP 04/01/20290069K1123059,100SH SOLE 59,10000
TUSCAN HLDGS CORP IICOM90070A1032,994300,000SH SOLE 300,00000
TUSCAN HLDGS CORP II*W EXP 99/99/99990070A11168150,000SH SOLE 150,00000
UTZ BRANDS INC*W EXP 08/28/2029180901194,287655,503SH SOLE 655,50300
VELODYNE LIDAR INC*W EXP 09/29/20292259F11937977,500SH SOLE 77,50000
VEONEER INCORPORATEDNOTE 4.000% 6/092336XAA712,76012,946,000PRN SOLE 12,946,00000
VESPER HEALTHCARE ACQSTN CORUNIT 99/99/999992538T2033,078300,000SH SOLE 300,00000
VONAGE HLDGS CORPNOTE 1.750% 6/092886TAJ17,0047,270,000PRN SOLE 7,270,00000
XERIS PHARMACEUTICALS INCNOTE 5.000% 7/198422LAA56,2563,240,000PRN SOLE 3,240,00000
YY INCDEBT 1.375% 6/1G9887YAC13,7603,500,000PRN SOLE 3,500,00000
ZILLOW GROUP INCNOTE 2.750% 5/198954MAH4864500,000PRN SOLE 500,00000
ACE CONVERGENCE ACQU CORPUNIT 99/99/9999G0083D1125,873572,936SH SOLE 572,93600
ARCLIGHT CLEAN TRANSITION COUNIT 09/21/2025G045611171,004100,000SH SOLE 100,00000
ASCENDANT DIGITAL ACQUISITIOUNIT 99/99/9999G051551254,734450,000SH SOLE 450,00000
Cohn Robbins Holdings CorpUNIT 08/11/2025G237261215,045500,000SH SOLE 500,00000
D8 Holdings CorpUNIT 99/99/9999G2614K1021,577156,649SH SOLE 156,64900
ARYA SCIENCES ACQUISITION CO*W EXP 06/09/202G3165510616290,000SH SOLE 90,00000
ARYA SCIENCES ACQUISITION COCOM CL AG316551222,822270,000SH SOLE 270,00000
Ftac Olympus Acquisition CorUNIT 08/24/2025G372881186,000600,000SH SOLE 600,00000
GALILEO ACQUISITION CORPshsG3770A1021,733175,000SH SOLE 175,00000
GALILEO ACQUISITION CORP*W EXP 10/31/202G3770A110108175,000SH SOLE 175,00000
Horizon Acquisition CorpUNIT 99/99/9999G460491212,601250,000SH SOLE 250,00000
LIV Capital Acquisition CorpCL AG5510C1081,773180,000SH SOLE 180,00000
LIV Capital Acquisition CorpUNIT 99/99/9999G5510C12485180,000SH SOLE 180,00000
Prime Impac Acquisition IUNIT 10/01/2030G610741116,012600,000SH SOLE 600,00000
Qell Acquisition CorpUNIT 10/01/2025G7307X12191690,152SH SOLE 90,15200
RedBall Acquisition CorpUNIT 99/99/9999G7417R1215,165488,600SH SOLE 488,60000
SCVX Corp*W EXP 01/24/202G794481177550,000SH SOLE 50,00000
SCVX CorpCOMG794482081,000100,000SH SOLE 100,00000
THUNDER BRDG ACQUISTION II L*W EXP 11/30/202G8857S10810175,000SH SOLE 75,00000
THUNDER BRDG ACQUISTION II LCL A SHSG8857S1161,530150,000SH SOLE 150,00000
Tortoise Acquisition II CorpUNIT 06/14/2027G895541103,264300,000SH SOLE 300,00000
Brooge Holdings ltd*W EXP 12/20/202G1611B11554108,000SH SOLE 108,00000
Union Acquisition Corp IISHSG9402Q100993100,000SH SOLE 100,00000
Union Acquisition Corp II*W EXP 04/01/202G9402Q12675100,000SH SOLE 100,00000
VPC Impact Acquisition HoldUNIT 09/22/2025G9441E1264,000400,000SH SOLE 400,00000
AKAZOO SA*W EXP 09/11/202L0164E116020,000SH SOLE 20,00000
AGBA ACQUISITION LTDSHSG0120M1091,349130,000SH SOLE 130,00000
AGBA ACQUISITION LTD*W EXP 05/10/202G0120M11742130,000SH SOLE 130,00000
AGBA ACQUISITION LTDRIGHT 05/10/2024G0120M12530130,000SH SOLE 130,00000
HL ACQUISITIONS CORP*W EXP 06/21/202G4603R1229345,073SH SOLE 45,07300
LONGEVITY ACQUISITION CORPRIGHT 07/31/2020G563721241251,200SH SOLE 51,20000
TENZING ACQUISITION CORPUNIT 08/24/2024G8708A1242039,300SH SOLE 39,30000
HL ACQUISITIONS CORP*W EXP 06/21/202G4603R1227975,073SH SOLE 75,07300
HL ACQUISITIONS CORPRIGHT 07/17/2023G4603R1301351,200SH SOLE 51,20000