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
ABG ACQUISITION CORP I CL A SHS G00496102 215 21,942 SH   SOLE   21,942 0 0
ACCELERATE ACQUISITION CORP COM CL A 00439D102 1,107 113,868 SH   SOLE   113,868 0 0
AGILE GROWTH CORP CLASS A ORD G01202103 1,078 111,099 SH   SOLE   111,099 0 0
ALSP ORCHID ACQUISITION CORP UNIT 11/30/2028 G0231L115 201 19,898 SH   SOLE   19,898 0 0
ANZU SPECIAL ACQUISITIN CORP COM CL A 03737A101 551 56,522 SH   SOLE   56,522 0 0
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 2,477 250,959 SH   SOLE   250,959 0 0
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 782 80,000 SH   OTR   0 0 80,000
APOLLO STRATEGIC GRWT CPTL I SHS CL A G0412A102 1,095 112,000 SH   SOLE   112,000 0 0
AVANTI ACQUISITION CORP SHS CL A G0682V109 241 24,575 SH   SOLE   24,575 0 0
BERENSON ACQUISITION CORP I CL A COM 083690107 11,846 1,225,000 SH   SOLE   1,225,000 0 0
BERENSON ACQUISITION CORP I *W EXP 08/01/202 083690115 294 612,500 SH   SOLE   612,500 0 0
BLACKSTONE MORTGAGE TRUST IN NOTE 4.375% 5/0 09257WAB6 280 277,000 SH   SOLE   277,000 0 0
BLUESCAPE OPPORTUNITIES ACQU SHS G1195N105 979 100,000 SH   SOLE   100,000 0 0
CC NEUBERGER PRIN HLDGS II SHS CL A G3166T103 3,465 350,000 SH   SOLE   350,000 0 0
CLARIM ACQUISITION CORP COM CL A 18049C108 193 19,741 SH   SOLE   19,741 0 0
CLASS ACCELERATION CORP COM 18274B106 680 70,000 SH   SOLE   70,000 0 0
COLONNADE ACQUISITION CORP I SHS CL A G2284B101 1,079 111,095 SH   SOLE   111,095 0 0
DIAMONDHEAD HOLDINGS CORP CL A 25278L105 263 27,000 SH   SOLE   27,000 0 0
DIGITAL TRANSFORMATN OPT COR CLASS A COM 25401K107 1,078 111,096 SH   SOLE   111,096 0 0
DISRUPTIVE ACQUISITION CORP CLASS A ORD SHS G2770Y102 1,116 113,868 SH   SOLE   113,868 0 0
DRAGONEER GROWTH OPT CORP II CL A SHS G28315102 1,113 113,870 SH   SOLE   113,870 0 0
ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 342 35,000 SH   SOLE   35,000 0 0
EMPOWERMENT & INCLUSION CAPI COM CL A 29248N100 534 54,854 SH   SOLE   54,854 0 0
EQ HEALTH ACQUISITION CORP COM CL A 26886A101 186 19,199 SH   SOLE   19,199 0 0
ESM ACQUISITION CORPORATION SHS CL A G3195H104 1,080 111,096 SH   SOLE   111,096 0 0
EUROPEAN BIOTECH ACQUTN CORP CLASS A ORD SHS G3167F102 262 27,000 SH   SOLE   27,000 0 0
FAST ACQUISITION CORP II CL A 311874101 1,107 113,872 SH   SOLE   113,872 0 0
FINANCE OF AMERICA COMPAN *W EXP 04/08/202 31738L115 146 381,222 SH   SOLE   381,222 0 0
FINSERV ACQUISITION CORP II COM CL A 31809Y103 262 27,000 SH   SOLE   27,000 0 0
FORTISTAR SUSTAINABLE SOL CO COM CL A 34962M106 1,106 113,870 SH   SOLE   113,870 0 0
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 781 80,000 SH   OTR   0 0 80,000
FORTRESS CAPITAL ACQUISITION SHS CL A G36427105 1,111 113,784 SH   SOLE   113,784 0 0
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 341 35,000 SH   SOLE   35,000 0 0
GLOBAL SYNERGY ACQUISIT CORP CL A SHS G3934J106 573 58,254 SH   SOLE   58,254 0 0
GORES HOLDINGS VII INC COM CL A 38286T101 1,114 113,872 SH   SOLE   113,872 0 0
GORES METROPOULOS II INC CL A 382873107 649 65,070 SH   SOLE   65,070 0 0
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 780 80,000 SH   OTR   0 0 80,000
JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 1,433 227,000 SH   SOLE   147,000 0 0
KADEM SUSTAINABLE IMPACT COR CLASS A COM 48284E105 1,103 113,870 SH   SOLE   113,870 0 0
KHOSLA VENTURES ACQUT CO III COM CL A 482506102 1,111 113,870 SH   SOLE   113,870 0 0
KKR ACQUISITION HOLDING I CO COM CLASS A 48253T109 1,450 148,872 SH   SOLE   148,872 0 0
KL ACQUISITION CORP COM CL A 49837C109 779 80,000 SH   OTR   0 0 80,000
KL ACQUISITION CORP COM CL A 49837C109 534 45,855 SH   SOLE   54,855 0 0
LEO HLDGS CORP II COM CL A G5463R102 535 54,854 SH   SOLE   54,854 0 0
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 195 20,000 SH   OTR   0 0 20,000
MASON INDUSTRIAL TECHNOLGY I COM CL A 57520Y106 1,606 164,563 SH   SOLE   164,563 0 0
OAKTREE ACQUISITION CORP II CL A SHS G6715X103 1,107 112,000 SH   SOLE   112,000 0 0
OMNILIT ACQUISITION CORP UNIT 11/08/2026 68218C207 250 25,000 SH   SOLE   25,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 11,034 10,000,000 SH   SOLE   10,000,000 0 0
PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 8,844 448,504 SH   SOLE   448,504 0 0
PINE TECHNOLOGY ACQUISITN CO CLASS A COM 722850104 1,122 113,872 SH   SOLE   113,872 0 0
PLUM ACQUISITION CORP I CLASS A ORD SHS G7134L126 1,103 113,870 SH   SOLE   113,870 0 0
PRIME IMPACT ACQUISITION I SHS CL A G61074103 787 80,000 SH   OTR   0 0 80,000
PRIME IMPACT ACQUISITION I SHS CL A G61074103 2,651 269,417 SH   SOLE   269,417 0 0
PRIVETERRA ACQUISITION CORP CL A 74275N102 679 69,963 SH   SOLE   69,963 0 0
PWP FORWARD ACQUISITION CORP CLASS A COM 74709Q101 1,078 111,095 SH   SOLE   111,095 0 0
ROSECLIFF ACQUISITION CORP I COM CL A 77732R103 1,335 136,041 SH   SOLE   136,041 0 0
ROSS ACQUISITION CORP II SHS CL A G7641C106 1,111 113,871 SH   SOLE   113,871 0 0
RXR ACQUISITION CORP CLASS A COM 74981W107 542 55,545 SH   SOLE   55,545 0 0
SANDBRIDGE X2 CORP COM CLASS A 799792106 2,182 224,964 SH   SOLE   224,964 0 0
SLAM CORP CL A SHS G8210L105 778 80,000 SH   SOLE   80,000 0 0
SPORTS VENTURES ACQUISIN COR CL A SHS G8372A103 1,074 110,402 SH   SOLE   110,402 0 0
SPREE ACQUISITION CORP 1 LTD UNIT 99/99/9999 G83745110 501 50,000 SH   SOLE   50,000 0 0
STRATIM CLOUD ACQUISITION CO CLASS A COM 86309R107 1,103 113,871 SH   SOLE   113,871 0 0
TAILWIND INTERNATNAL ACQ COR COM CL A G8662F101 214 21,942 SH   SOLE   21,942 0 0
TAILWIND TWO ACQUISITION COR SHS CL A G86613109 619 62,595 SH   SOLE   62,595 0 0
TCV ACQUISITION CORP CL A SHS G8704C124 1,717 174,132 SH   SOLE   174,132 0 0
TCW SPECIAL PURPOSE ACQU COR COM CL A 87301L106 545 55,857 SH   SOLE   55,857 0 0
TREPONT ACQUISITION CORP I SHS CL A G9095M101 143 14,369 SH   OTR   0 0 14,369
TREPONT ACQUISITION CORP I SHS CL A G9095M101 2,245 224,965 SH   SOLE   224,965 0 0
TWO COM CL A G9152V101 1,090 112,000 SH   SOLE   112,000 0 0
VPC IMPACT ACQUISITION HLDG CLASS A ORD G9460L126 115 11,664 SH   SOLE   11,664 0 0
VY GLOBAL GROWTH COM CL A G9444H100 785 80,000 SH   SOLE   80,000 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 4,800 5,250,000 SH   SOLE   5,250,000 0 0
WIX COM LTD NOTE 8/1 92940WAD1 4,801 5,250,000 SH   SOLE   5,250,000 0 0
WORLDWIDE WEBB ACQUISITION C UNIT 10/20/2026 G97775129 499 50,000 SH   SOLE   50,000 0 0