The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| Accolade Inc | NOTE 0.500% 4/0 | 00437EAB8 | 10,550 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
| ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 10,338 | 13,096,000 | PRN | SOLE | 13,096,000 | 0 | 0 | ||
| Aerie Pharmaceuticals Inc | NOTE 1.500%10/0 | 00771VAB4 | 4,795 | 5,584,000 | PRN | SOLE | 5,584,000 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTI | NOTE 0.875% 1/0 | 01988PAF5 | 10,568 | 8,400,000 | PRN | SOLE | 8,400,000 | 0 | 0 | ||
| Apellis Pharmaceuticals Inc | NOTE 3.500% 9/1 | 03753UAB2 | 2,960 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| AVADEL FIN CAYMAN LTD | NOTE 4.500%10/0 | 05337YAC2 | 3,756 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
| Bandwidth Inc | NOTE 0.250% 3/0 | 05988JAB9 | 14,260 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | 6,156 | 15,511,000 | PRN | SOLE | 15,511,000 | 0 | 0 | ||
| Box Inc | NOTE 1/1 | 10316TAB0 | 6,253 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| BridgeBio Pharma Inc | NOTE 2.500% 3/1 | 10806XAB8 | 2,178 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| Chegg Inc | NOTE 9/0 | 163092AF6 | 12,474 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| Coupa Software Inc | NOTE 0.375% 6/1 | 22266LAF3 | 7,695 | 10,200,000 | PRN | SOLE | 10,200,000 | 0 | 0 | ||
| DISH Network Corporation | NOTE 3.375% 8/1 | 25470MAB5 | 10,050 | 14,931,000 | PRN | SOLE | 14,931,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 6,368 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 2,127 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 6,485 | 11,750,000 | PRN | SOLE | 11,750,000 | 0 | 0 | ||
| Fastly Inc | NOTE 3/1 | 31188VAB6 | 7,731 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| fuboTV Inc | NOTE 3.250% 2/1 | 35953DAB0 | 7,891 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| Groupon Inc | NOTE 1.125% 3/1 | 399473AF4 | 4,160 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| Guardant Health Inc | NOTE 11/1 | 40131MAB5 | 3,191 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Harmonic Inc | DBCV 2.000% 9/0 | 413160AD4 | 17,906 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| Infinera Corp | NOTE 2.125% 9/0 | 45667GAC7 | 18,463 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 9,545 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| Invacare Corp | NOTE 4.250% 3/1 | 461203AQ4 | 4,250 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| Kaman Corp | NOTE 3.250% 5/0 | 483548AF0 | 1,048 | 1,107,000 | PRN | SOLE | 1,107,000 | 0 | 0 | ||
| LendingTree Inc | NOTE 0.500% 7/1 | 52603BAD9 | 1,706 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| Liveperson Inc | NOTE 12/1 | 538146AD3 | 8,912 | 12,250,000 | PRN | SOLE | 12,250,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 15,647 | 15,200,000 | PRN | SOLE | 15,200,000 | 0 | 0 | ||
| Lyft Inc | NOTE 1.500% 5/1 | 55087PAB0 | 6,413 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| Magnite Inc | NOTE 0.250% 3/1 | 55955DAB6 | 5,602 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| NanoString Technologies Inc | NOTE 2.625% 3/0 | 63009RAD1 | 2,424 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 2,494 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 7,676 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| 1Life Healthcare Inc | NOTE 3.000% 6/1 | 68269GAB3 | 6,614 | 7,939,000 | PRN | SOLE | 7,939,000 | 0 | 0 | ||
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | 14,058 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| Paratek Pharmaceuticals Inc | NOTE 4.750% 5/0 | 699374AB0 | 6,575 | 7,707,000 | PRN | SOLE | 7,707,000 | 0 | 0 | ||
| Patrick Inds Inc | DBCV 1.000% 2/0 | 703343AB9 | 10,329 | 10,500,000 | PRN | SOLE | 10,500,000 | 0 | 0 | ||
| Pegasystems Inc | NOTE 0.750% 3/0 | 705573AB9 | 6,019 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| Pure Storage Inc | NOTE 0.125% 4/1 | 74624MAB8 | 4,488 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 18,747 | 19,490,000 | PRN | SOLE | 19,490,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 7,994 | 11,450,000 | PRN | SOLE | 11,450,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 4,748 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 1,823 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| II-VI Inc | NOTE 0.250% 9/0 | 902104AB4 | 3,896 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | 8,068 | 12,400,000 | PRN | SOLE | 12,400,000 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 4,788 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Workday Inc | NOTE 0.250%10/0 | 98138HAF8 | 5,244 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | 7,604 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| Impinj Inc | Note 1.1250% 15-May-2027 | 453204AC3 | 10,065 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| Ivanhoe Mines Ltd | Note 2.5000% 15-Apr-2026 | 46579RAA2 | 11,040 | 10,725,000 | PRN | SOLE | 10,725,000 | 0 | 0 | ||
| Vroom Inc | Note 0.7500% 01-Jul-2026 | 92918VAA7 | 4,808 | 17,250,000 | PRN | SOLE | 17,250,000 | 0 | 0 | ||
| Scorpio Tankers Inc (Exchange) | Note 3.0000% 15-May-2025 | 80918TAD1 | 25,083 | 21,100,000 | PRN | SOLE | 21,100,000 | 0 | 0 | ||
| Porch Group Inc | Note 0.7500% 15-Sep-2026 | 733245AA2 | 792 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| D AND Z MEDIA ACQUISITION CO | COM CL A | 23305Q106 | 346 | 35,322 | SH | SOLE | 35,322 | 0 | 0 | ||
| AF ACQUISITION CORP | CLASS A COM | 001040104 | 731 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 584 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| LUCID GROUP INC | COM | 549498103 | 1,716 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| PARATEK PHARMACEUTICALS INC | COM | 699374302 | 2 | 986 | SH | SOLE | 986 | 0 | 0 | ||
| RUMBLEON INC | COM CL B | 781386305 | 8,671 | 589,495 | SH | SOLE | 589,495 | 0 | 0 | ||
| Sportstek Acquisition Corp | COM CL A | 849196100 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | COM | 873379101 | 514 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ACCELERATE ACQUISITION CORP | COM CL A | 00439D102 | 976 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 | 5,458 | 1,475,000 | SH | SOLE | 1,475,000 | 0 | 0 | ||
| Arrowroot Acquisition Corp | CL A COM | 04282M102 | 491 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ARTEMIS STRATEGIC INVT CORP | UNIT 09/30/2026 | 04303A202 | 498 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ASTREA ACQUISITION CORP | COM CL A | 04637C106 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BOA Acquisition Corp | COM CL A | 05601A109 | 100 | 10,208 | SH | SOLE | 10,208 | 0 | 0 | ||
| B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 | 97 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| CIIG CAPITAL PARTNERS II INC | UNIT 02/28/2028 | 12561U208 | 159 | 15,922 | SH | SOLE | 15,922 | 0 | 0 | ||
| Crucible Acquisition Corp | COM CL A | 22877P108 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| GX ACQUISITION CORP II | CLASS A COM | 36260F105 | 245 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| GLASS HOUSES ACQUISITION COR | CLASS A COM | 37714P103 | 491 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| INDUSTRIAL TECH ACQSTNS II I | UNIT 03/31/2028 | 45635R207 | 752 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| KL ACQUISITION CORP | COM CL A | 49837C109 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| M3 BRIGADE ACQUISITION III | UNIT 99/99/9999 | 55407R202 | 250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 2,979 | 205,000 | SH | SOLE | 205,000 | 0 | 0 | ||
| MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | 245 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| NEWBURY STREET ACQUISITN COR | COM | 65101L104 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Osiris Acquisition Corp | CL A | 68829A103 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| PROPERTY SOLUTIONS ACQUISITI | COM CL A | 74350A108 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SENIOR CONNECT ACQUISITN COR | COM CL A | 81723H108 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| TWELVE SEAS INVESTMENT CO II | COM CL A | 90118T106 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| VISCOGLIOSI BROS ACQUISTN CO | UNIT 03/18/2027 | 92838K209 | 149 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| AF ACQUISITION CORP | *W EXP 03/23/202 | 001040112 | 3 | 24,999 | SH | SOLE | 24,999 | 0 | 0 | ||
| Accelerate Acquisition Corp | *W EXP 03/15/202 | 00439D110 | 4 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 | 1 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
| FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 3,861 | 5,060,000 | PRN | SOLE | 5,060,000 | 0 | 0 | ||
| NOVA LTD | NOTE 10/1 | 66980MAB2 | 12,925 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | 247 | 25,000 | SH | Call | SOLE | 25,000 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 211 | 16,100 | SH | Put | SOLE | 16,100 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 276 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 304 | 17,700 | SH | Put | SOLE | 17,700 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 429 | 12,300 | SH | Put | SOLE | 12,300 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 858 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
| LUCID GROUP INC | COM | 549498103 | 1,716 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 11,318 | 70,000 | SH | Call | SOLE | 70,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 18,863 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 18,863 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 26,408 | 70,000 | SH | Put | SOLE | 70,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 26,408 | 30,000 | SH | Call | SOLE | 30,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 26,408 | 90,000 | SH | Call | SOLE | 90,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 33,953 | 90,000 | SH | Put | SOLE | 90,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 33,953 | 70,000 | SH | Call | SOLE | 70,000 | 0 | 0 | |
| VELOCITY ACQUISITION CORP | COM CL A | 92259E104 | 58 | 5,976 | SH | SOLE | 5,976 | 0 | 0 | ||
| STANDARD BIOTOOLS INC | COM | 34385P108 | 320 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 | 40 | 4,060 | SH | SOLE | 4,060 | 0 | 0 | ||
| THUNDER BRIDGE CAP PRTNRS II | COM CL A | 88605T100 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||