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 |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 3,115 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 6,681 | 6,623,000 | PRN | SOLE | 0 | 0 | 6,623,000 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375% 10/1 | 03762UAC9 | 381 | 375,000 | PRN | SOLE | 0 | 0 | 375,000 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,950 | 35,350 | SH | SOLE | 35,350 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 5,807 | 5,700,000 | PRN | SOLE | 0 | 0 | 5,700,000 | ||
| BRINKS CO | COM | 109696104 | 3,175 | 41,323 | SH | SOLE | 41,323 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 4,028 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 206 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VI | UNIT 99/99/9999 | 17143W200 | 4,048 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VII | UNIT 99/99/9999 | 17144M201 | 4,004 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 1,995 | 307,380 | SH | SOLE | 307,380 | 0 | 0 | ||
| DISNEY WALT CO | COM | 254687106 | 2,751 | 15,650 | SH | SOLE | 15,650 | 0 | 0 | ||
| EHEALTH INC | COM | 28238P109 | 569 | 9,737 | SH | SOLE | 9,737 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500% 10/1 | 30050BAD3 | 5,315 | 5,500,000 | PRN | SOLE | 0 | 0 | 5,500,000 | ||
| FLEXION THERAPEUTICS INC | COM | 33938J106 | 510 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
| FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 18,181 | 20,150,000 | PRN | SOLE | 0 | 0 | 20,150,000 | ||
| GOHEALTH INC | COM CL A | 38046W105 | 3,505 | 312,709 | SH | SOLE | 312,709 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 11,293 | 10,360,000 | PRN | SOLE | 0 | 0 | 10,360,000 | ||
| HOWARD HUGHES CORP | COM | 44267D107 | 1,694 | 17,385 | SH | SOLE | 17,385 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 13,500 | 15,003,000 | PRN | SOLE | 0 | 0 | 15,003,000 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 334 | 90,300 | SH | Put | SOLE | 90,300 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 431 | 100,700 | SH | Put | SOLE | 100,700 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 17,736 | 16,100,000 | PRN | SOLE | 0 | 0 | 16,100,000 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 20,029 | 18,830,000 | PRN | SOLE | 0 | 0 | 18,830,000 | ||
| LAS VEGAS SANDS CORP | COM | 517834107 | 2,147 | 40,750 | SH | SOLE | 40,750 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 2.250% 9/3 | 531229AE2 | 1,801 | 3,860,000 | PRN | SOLE | 0 | 0 | 3,860,000 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 12,254 | 9,000,000 | PRN | SOLE | 0 | 0 | 9,000,000 | ||
| MULTIPLAN CORPORATION | COM | 62548M100 | 2,207 | 231,865 | SH | SOLE | 231,865 | 0 | 0 | ||
| MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 170 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| NEWMARK GROUP INC | CL A | 65158N102 | 3,658 | 304,600 | SH | SOLE | 304,600 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 3,178 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
| O-I GLASS INC | COM | 67098H104 | 2,745 | 168,100 | SH | SOLE | 168,100 | 0 | 0 | ||
| PELOTON INTERACTIVE INC | CL A COM | 70614W100 | 3 | 6,800 | SH | Put | SOLE | 6,800 | 0 | 0 | |
| RADIUS HEALTH INC | COM NEW | 750469207 | 1,359 | 74,532 | SH | SOLE | 74,532 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 6,018 | 6,500,000 | PRN | SOLE | 0 | 0 | 6,500,000 | ||
| SELECTQUOTE INC | COM | 816307300 | 2,470 | 128,231 | SH | SOLE | 128,231 | 0 | 0 | ||
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 84 | 33,332 | SH | SOLE | 33,332 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 360 | 91,500 | SH | Put | SOLE | 91,500 | 0 | 0 | |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 2,129 | 45,120 | SH | SOLE | 45,120 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 7,241 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 10,769 | 11,054,000 | PRN | SOLE | 0 | 0 | 11,054,000 | ||
| STRIDE INC | COM | 86333M108 | 41 | 20,100 | SH | Put | SOLE | 20,100 | 0 | 0 | |
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 7,683 | 7,500,000 | PRN | SOLE | 0 | 0 | 7,500,000 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 4,495 | 4,000,000 | PRN | SOLE | 0 | 0 | 4,000,000 | ||
| UBER TECHNOLOGIES INC | COM | 90353T100 | 11 | 19,000 | SH | Put | SOLE | 19,000 | 0 | 0 | |
| WILLSCOT MOBIL MINI HLDNG CO | COM CL A | 971378104 | 2,733 | 98,050 | SH | SOLE | 98,050 | 0 | 0 | ||