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
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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
ACAMAR PARTNERS ACQSITION COUNIT 12/30/20250042852013,960400,000SH SOLE 400,00000
ACAMAR PARTNERS ACQSITION CO CL A00428510249350,000SH SOLE 50,00000
ACT II GLOBAL ACQUISITION CO W EXP 04/30/202G0080J120263375,000SH SOLE 375,00000
ALLEGRO MERGER CORP W EXP 01/06/20201749N11116322,500SH SOLE 322,50000
ALLEGRO MERGER CORP RIGHT 12/31/202301749N12929322,500SH SOLE 322,50000
ALTA EQUIPMENT GROUP INC W EXP 02/14/20202128L114315350,000SH SOLE 350,00000
ALUSSA ENERGY ACQUISITION CO SHS CL A G0232J10112,3841,290,000SH SOLE 1,290,00000
ALUSSA ENERGY ACQUISITION CO W EXP 10/31/202G0232J119554739,227SH SOLE 739,22700
AMCI ACQUISITION CORPUNIT 01/07/201900165R20054853,237SH SOLE 53,23700
AMCI ACQUISITION CORP CLASS A00165R10176275,000SH SOLE 75,00000
AMCI ACQUISITION CORP W EXP 05/20/20200165R1191871,058,300SH SOLE 1,058,30000
AMPLITUDE HLTHCRE AQUSTIN COCOM CL A03212A10526127,500SH SOLE 27,50000
AMPLITUDE HLTHCRE AQUSTIN CO UNIT 12/01/2026 03212A2043,325350,000SH SOLE 350,00000
ANDINA ACQUISITION CORP IIIUNIT 09/24/2020G044151162,105206,964SH SOLE 206,96400
APEX TECHNOLOGY ACQUISITIONCOM CL A03768F10272574,400SH SOLE 74,40000
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/202603768F2015,571548,900SH SOLE 548,90000
APOLLO COML REAL EST FIN INCNOTE 5.375%10/103762UAC98,08012,000,000PRN SOLE 0012,000,000
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/203762UAB112,47418,000,000PRN SOLE 0018,000,000
BANDWIDTH INC COM CL A05988J1031,06115,774SH SOLE 15,77400
BLACKSTONE MTG TR INCNOTE 4.750% 3/109257WAC424,58031,649,000PRN SOLE 0031,649,000
BLACKSTONE MTG TR INC NOTE 4.375% 5/009257WAB63,9335,000,000PRN SOLE 005,000,000
BOXWOOD MERGER CORPW EXP 11/26/20210319T119351487,854SH SOLE 487,85400
BROADMARK RLTY CAP INCCOM11135B10043157,340SH SOLE 57,34000
BROOGE HLDGS LTD W EXP 12/20/202G1611B115140174,804SH SOLE 174,80400
CF FIN ACQUISITION CORPCOM CL A12528N1072,190212,807SH SOLE 212,80700
CF FIN ACQUISITION CORPUNIT 04/30/202512528N2068,266755,594SH SOLE 755,59400
CHASERG TECHNLGY ACQUISITN C W EXP 04/10/20216166A111238125,000SH SOLE 125,00000
CHEGG INC NOTE 0.250% 5/1163092AB51,1891,250,000PRN SOLE 001,250,000
CHP MERGER CORPUNIT 11/22/202412558Y2058,801889,900SH SOLE 889,90000
CHP MERGER CORP COM CL A 12558Y1061,212125,000SH SOLE 125,00000
CHURCHILL CAP CORP IICL A17143G10649750,000SH SOLE 50,00000
CIIG MERGER CORP UNIT 12/31/2026 12559C2026,125625,000SH SOLE 625,00000
CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G215131256,709680,400SH SOLE 680,40000
COLLIER CREEK HOLDINGSUNIT 99/99/9999G227071221,01899,700SH SOLE 99,70000
CRESCENT ACQUISITION CORPCOM CL A22564L1052,463250,000SH SOLE 250,00000
CRESCENT ACQUISITION CORPUNIT 99/99/999922564L2041,025100,000SH SOLE 100,00000
DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q20949350,000SH SOLE 50,00000
DIAMONDPEAK HLDGS COR COM CL A25280H1002,860275,000SH SOLE 275,00000
DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 2332532021,524155,000SH SOLE 155,00000
ENCORE CAP EUROPE FIN LTDNOTE 4.500% 9/029260UAA526,26034,000,000PRN SOLE 0034,000,000
FAR PT ACQUISITION CORPCOM CL A30734W1093,542350,000SH SOLE 350,00000
FAR PT ACQUISITION CORP W EXP 06/01/20230734W1173666,666SH SOLE 66,66600
FINSERV ACQUISITION CORP UNIT 12/31/20263180852066,599654,637SH SOLE 654,63700
FINTECH ACQUISITION CORP IIICOM CL A 31811A1011,001100,000SH SOLE 100,00000
FINTECH ACQUISITION CORP IIIUNIT 12/01/202331811A3094,092400,000SH SOLE 400,00000
FLYING EAGLE ACQUISITION COR UNIT 99/99/9999 34407Y2022,991300,000SH SOLE 300,00000
FORUM MERGER II CORPCL A34986F1036,183600,832SH SOLE 600,83200
GALILEO ACQUISITION CORP SHSG3770A1022,400250,000SH SOLE 250,00000
GIGCAPITAL2 INCUNIT 02/28/20263750362092,060200,000SH SOLE 200,00000
GOL EQUITY FINDEBT 3.750% 7/1L4441GAA813,17934,663,000PRN SOLE 0034,663,000
GORES HLDGS IV INCUNIT 02/01/2023 3828652021,007100,000SH SOLE 100,00000
GORES METROPOULOS INCCOM CL A 3828721091,524150,000SH SOLE 150,00000
GRAF INDL CORPCOM38427810710,002983,450SH SOLE 983,45000
GRAF INDL CORP W EXP 12/31/20238427811568683,450SH SOLE 683,45000
GREEN PLAINS INC NOTE 4.125% 9/0393222AF116,42325,000,000PRN SOLE 0025,000,000
GREENROSE ACQUISITION CORP UNIT 02/28/2024 3953922022,128219,400SH SOLE 219,40000
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/140171VAA83,4013,500,000PRN SOLE 003,500,000
GX ACQUISITION CORPCOM CL A 36251A1071,372140,000SH SOLE 140,00000
GX ACQUISITION CORPUNIT 05/24/202636251A2063,176314,500SH SOLE 314,50000
HAYMAKER ACQUISITION CORP IICOM CL A 42087L1011,344137,306SH SOLE 137,30600
HAYMAKER ACQUISITION CORP IIUNIT 10/31/202642087L2005,601554,600SH SOLE 554,60000
HEALTHCARE MERGER CORP COM CL A42227L1021,556158,800SH SOLE 158,80000
HEALTHCARE MERGER CORP UNIT 12/17/202142227L2011,030100,000SH SOLE 100,00000
HENNESSY CAP ACQUSTION CORPW EXP 09/05/20242589C112289825,000SH SOLE 825,00000
HENNESSY CAP ACQUSTION CORPUNIT 99/99/999942589C2032,881280,000SH SOLE 280,00000
HENNESSY CAP ACQUSTION CORP CL A COM42589C1041,264125,000SH SOLE 125,00000
HERBALIFE LTDNOTE 2.625% 3/142703MAD530,27237,500,000PRN SOLE 0037,500,000
HL ACQUISITIONS CORPSHSG4603R1064,403423,401SH SOLE 423,40100
HL ACQUISITIONS CORPW EXP 06/21/202G4603R122475,000SH SOLE 75,00000
HL ACQUISITIONS CORP RIGHT 07/17/2023G4603R130675,000SH SOLE 75,00000
HOSTESS BRANDS INCW EXP 11/04/20244109J1147121,250,000SH SOLE 1,250,00000
ILLUMINA INCCOM4523271093,79013,875SH SOLE 13,87500
INFINERA CORPNOTE 2.125% 9/045667GAC711,35113,000,000PRN SOLE 0013,000,000
INSURANCE ACQUISITION CORPCL A4578671092,455244,056SH SOLE 244,05600
INSURANCE ACQUISITION CORPUNIT 03/31/20244578673076,488625,000SH SOLE 625,00000
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/045845PAA65,1026,250,000PRN SOLE 006,250,000
INTERPRIVATE ACQUISITION COR UNIT 10/29/2024 46064A2024,945500,000SH SOLE 500,00000
INTL GNRL INSURANCE HLDNGS L SHS G4809J10640050,000SH SOLE 50,00000
INTL GNRL INSURANCE HLDNGS L W EXP 03/17/202G4809J114105250,000SH SOLE 250,00000
JUNIPER INDL HLDGS INCCOM CL A 48205G1065,181538,583SH SOLE 538,58300
JUNIPER INDL HLDGS INC W EXP 11/13/20248205G114140250,000SH SOLE 250,00000
JUNIPER INDL HLDGS INC UNIT 11/13/202648205G2052,540250,000SH SOLE 250,00000
KALEYRA INC W EXP 12/12/202 483379111212250,000SH SOLE 250,00000
KKR REAL ESTATE FIN TR INC NOTE 6.125% 5/148251KAB64,1285,000,000PRN SOLE 005,000,000
LANDCADIA HLDGS II INC CL A51476X10511,7321,197,125SH SOLE 1,197,12500
LANDCADIA HLDGS II INC W EXP 05/09/20251476X113120299,999SH SOLE 299,99900
LEGACY ACQUISITION CORPCOM CL A5246431035,185500,000SH SOLE 500,00000
LEGACY ACQUISITION CORPW EXP 11/30/20252464311150200,000SH SOLE 200,00000
LEO HOLDINGS CORPCOM CL AG5463L1055,194504,300SH SOLE 504,30000
LEO HOLDINGS CORPW EXP 02/07/202G5463L1131625,000SH SOLE 25,00000
LGL SYS ACQUISITION CORP UNIT 10/24/202450201G2056,999695,000SH SOLE 695,00000
LIBERTY MEDIA CORP DEB 3.500% 1/1530715AN117,75725,000,000PRN SOLE 0025,000,000
LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB831,25132,500,000PRN SOLE 0032,500,000
LIV CAP ACQUISITION CORP UNIT 99/99/9999G5510C1241,470150,000SH SOLE 150,00000
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1538034AQ27,1967,500,000PRN SOLE 007,500,000
LONGEVITY ACQUISITION CORP ORD SHSG5637213279275,000SH SOLE 75,00000
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/157164YAB39851,250,000PRN SOLE 001,250,000
MEGALITH FINL ACQUISITION COCL A COM58518F1093,454335,677SH SOLE 335,67700
MEGALITH FINL ACQUISITION CO W EXP 08/26/20258518F11734156,000SH SOLE 156,00000
MERIDA MERGER CORP I COM58953M1061,696175,000SH SOLE 175,00000
MESA LABS INC NOTE 1.375% 8/159064RAA71,2791,250,000PRN SOLE 001,250,000
MONOCLE ACQUISITION CORP W EXP 12/06/202609754114105350,500SH SOLE 350,50000
MUDRICK CAP ACQUISITION CORPCOM CLASS A6247451053,465334,800SH SOLE 334,80000
NABORS INDUSTRIES LTD 6% PFD CNV SR AG6359F1291,351375,000SH SOLE 375,00000
NEBULA ACQUISITION CORP COM CLASS A6290761001,522150,000SH SOLE 150,00000
NEBULA ACQUISITION CORP W EXP 03/12/2026290761188483,333SH SOLE 83,33300
NETFIN ACQUISITION CORP SHS CL AG6455A10714,4831,471,875SH SOLE 1,471,87500
NETFIN ACQUISITION CORP W EXP 08/01/202G6455A1153911,003,000SH SOLE 1,003,00000
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/202464822P2055,683553,200SH SOLE 553,20000
NEW PROVIDENCE ACQUISITIONCOM CL A64822P1066,839700,000SH SOLE 700,00000
NEW YORK MTG TR INC NOTE 6.250% 1/1649604AD72,3965,000,000PRN SOLE 005,000,000
OAKTREE ACQUISITION CORP UNIT 99/99/9999G671451218,491850,000SH SOLE 850,00000
OPES ACQUISITION CORPCOM68373P1001,995188,900SH SOLE 188,90000
OPES ACQUISITION CORPW EXP 03/13/20268373P11815300,000SH SOLE 300,00000
OSPREY TECHNLGY AQUISTION COUNIT 10/30/2024 68839R4011,464150,000SH SOLE 150,00000
PENSARE ACQUISITION CORPRIGHT 99/99/999970957E12118125,000SH SOLE 125,00000
PIVOTAL INVT CORP II COM CL A 72582K1001,982200,000SH SOLE 200,00000
PIVOTAL INVT CORP II UNIT 06/01/202572582K2094,354437,186SH SOLE 437,18600
PRA GROUP INCNOTE 3.500% 6/069354NAB228,82232,640,000PRN SOLE 0032,640,000
PURE ACQUISITION CORPCL A74621Q10615,6691,508,095SH SOLE 1,508,09500
REALPAGE INC NOTE 1.500%11/175606NAB513,66010,000,000PRN SOLE 0010,000,000
REDWOOD TR INCNOTE 5.625% 7/1758075AD711,11818,850,000PRN SOLE 0018,850,000
REDWOOD TR INC NOTE 4.750% 8/1758075AC95,3818,906,000PRN SOLE 008,906,000
REPLAY ACQUISITION CORPUNIT 03/01/2024G751301231,962200,000SH SOLE 200,00000
REPLAY ACQUISITION CORP COMG751301073,762380,346SH SOLE 380,34600
RINGCENTRAL INCCL A76680R2062,60612,300SH SOLE 12,30000
RMG ACQUISITION CORPCL A7496411063,671369,925SH SOLE 369,92500
SC HEALTH CORP UNIT 99/99/9999G785163021,020100,000SH SOLE 100,00000
SCHULTZE SPL PURP ACQUSTN COUNIT 12/31/202380821R2082,062200,000SH SOLE 200,00000
SCHULTZE SPL PURP ACQUSTN CO COM80821R10925325,000SH SOLE 25,00000
SCVX CORP UNIT 99/99/9999 G794481091,884188,925SH SOLE 188,92500
SILVER SPIKE ACQUISITION COR CL A SHSG8136L1062,458250,000SH SOLE 250,00000
SILVER SPIKE ACQUISITION COR UNIT 99/99/9999G8136L1225,020504,550SH SOLE 504,55000
SMART GLOBAL HLDGS INC SHSG8232Y10135814,730SH SOLE 14,73000
SOFTWARE ACQUISITION GROUP ICOM CL A 83406B1011,860189,650SH SOLE 189,65000
SOFTWARE ACQUISITION GROUP I UNIT 10/01/202683406B2005,824616,948SH SOLE 616,94800
SOUTH MTN MERGER CORPUNIT 99/99/99998388842033,980400,001SH SOLE 400,00100
SOUTH MTN MERGER CORP COM CL A838884104970100,000SH SOLE 100,00000
SPARTAN ENERGY ACQUISITON COUNIT 99/99/99998467841146,300600,000SH SOLE 600,00000
SPARTAN ENERGY ACQUISITON COW EXP 08/27/20284678412250100,000SH SOLE 100,00000
STABLE RD ACQUISITION CORPCOM CL A85236Q10910,3711,063,700SH SOLE 1,063,70000
STABLE RD ACQUISITION CORP W EXP 05/15/20285236Q117399531,849SH SOLE 531,84900
SWITCHBACK ENERGY ACQUISTN C UNIT 11/13/202687105M110143475,000SH SOLE 475,00000
SWITCHBACK ENERGY ACQUISTN C COM CL A87105M10213,9441,445,000SH SOLE 1,445,00000
TEAM INCNOTE 5.000% 8/0878155AE029,49240,000,000PRN SOLE 0040,000,000
TENZING ACQUISITION CORPORD SHSG8708A1162,541241,500SH SOLE 241,50000
THERAVANCE INC NOTE 2.125% 1/188338TAB06,9837,500,000PRN SOLE 007,500,000
THUNDER BRDG ACQUISTION II L CL A SHSG8857S1161,970200,000SH SOLE 200,00000
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999G8857S1246,114600,000SH SOLE 600,00000
TILRAY INC NOTE 5.000%10/088688TAB62,8008,750,000PRN SOLE 008,750,000
TORTOISE ACQUISITION CORPCL A89154L100983100,000SH SOLE 100,00000
TORTOISE ACQUISITION CORPUNIT 03/04/202489154L2092,667275,000SH SOLE 275,00000
TRIDENT ACQUISITIONS CORPCOM89615T1064,598425,000SH SOLE 425,00000
TRIDENT ACQUISITIONS CORPW EXP 05/09/20289615T11424249,700SH SOLE 249,70000
TRINE ACQUISITION CORPCOM CL A 89628U1082,785280,179SH SOLE 280,17900
TRINE ACQUISITION CORPUNIT 03/31/202189628U2073,542350,000SH SOLE 350,00000
TUSCAN HLDGS CORP II UNIT 04/01/202690070A2025,000500,000SH SOLE 500,00000
TUSCAN HOLDINGS CORPCOM90069K1042,493250,000SH SOLE 250,00000
TUSCAN HOLDINGS CORPUNIT 99/99/999990069K2035,055500,000SH SOLE 500,00000
UNION ACQUISITION CORP IISHSG9402Q1008,471866,144SH SOLE 866,14400
UNION ACQUISITION CORP II W EXP 04/01/202G9402Q126204814,500SH SOLE 814,50000
VECTOIQ ACQUISITION CORPW EXP 05/11/20292243N111574294,500SH SOLE 294,50000
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/095790DAA33,61910,000,000PRN SOLE 0010,000,000
YUNHONG INTL UNIT 99/99/9999 G988821141,178123,980SH SOLE 123,98000
ZILLOW GROUP INC NOTE 1.500% 7/098954MAC51,8992,250,000PRN SOLE 002,250,000