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 |
| ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1,891 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 2,686 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
| APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 6,673 | 6,623,000 | PRN | SOLE | 0 | 0 | 6,623,000 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.375% 10/1 | 03762UAC9 | 379 | 375,000 | PRN | SOLE | 0 | 0 | 375,000 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,726 | 30,850 | SH | SOLE | 30,850 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 5,744 | 5,700,000 | PRN | SOLE | 0 | 0 | 5,700,000 | ||
| BRINKS CO | COM | 109696104 | 2,483 | 37,873 | SH | SOLE | 37,873 | 0 | 0 | ||
| CHAMPIONX CORPORATION | COM | 15872M104 | 1,189 | 58,850 | SH | SOLE | 58,850 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 98 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP V | COM CL A | 17144T107 | 3,936 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VI | UNIT 99/99/9999 | 17143W200 | 3,984 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VII | UNIT 99/99/9999 | 17144M201 | 4,008 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 1,808 | 348,278 | SH | SOLE | 348,278 | 0 | 0 | ||
| EHEALTH INC | COM | 28238P109 | 248 | 9,737 | SH | SOLE | 9,737 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 3.500% 10/1 | 30050BAF8 | 1,729 | 1,050,000 | PRN | SOLE | 0 | 0 | 1,050,000 | ||
| GOHEALTH INC | COM CL A | 38046W105 | 1,185 | 312,709 | SH | SOLE | 312,709 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375% 10/1 | 38741LAC1 | 2,553 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 16,576 | 16,538,000 | PRN | SOLE | 0 | 0 | 16,538,000 | ||
| INOTIV INC | COM | 45783Q100 | 12,457 | 296,097 | SH | SOLE | 296,097 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 189 | 91,500 | SH | Put | SOLE | 91,500 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 81 | 405,500 | SH | Put | SOLE | 405,500 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 922 | 197,800 | SH | Put | SOLE | 197,800 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 16,097 | 16,100,000 | PRN | SOLE | 0 | 0 | 16,100,000 | ||
| KAMAN CORP | COM | 483548103 | 1,751 | 40,574 | SH | SOLE | 40,574 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 17,664 | 17,030,000 | PRN | SOLE | 0 | 0 | 17,030,000 | ||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000% 10/1 | 48576UAA4 | 4,088 | 5,000,000 | PRN | SOLE | 0 | 0 | 5,000,000 | ||
| LAS VEGAS SANDS CORP | COM | 517834107 | 1,534 | 40,750 | SH | SOLE | 40,750 | 0 | 0 | ||
| LULUS FASHION LOUNGE HOLDING | COM | 55003A108 | 246 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 96 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| MULTIPLAN CORPORATION | COM | 62548M100 | 709 | 160,115 | SH | SOLE | 160,115 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 3,020 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 7,650 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
| NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 8,040 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
| O-I GLASS INC | COM | 67098H104 | 2,014 | 167,450 | SH | SOLE | 167,450 | 0 | 0 | ||
| RADIUS HEALTH INC | COM NEW | 750469207 | 350 | 50,532 | SH | SOLE | 50,532 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 7,879 | 8,202,000 | PRN | SOLE | 0 | 0 | 8,202,000 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 5,364 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
| SELECTQUOTE INC | COM | 816307300 | 1,547 | 170,731 | SH | SOLE | 170,731 | 0 | 0 | ||
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 63 | 33,332 | SH | SOLE | 33,332 | 0 | 0 | ||
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 3,026 | 70,220 | SH | SOLE | 70,220 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 12,192 | 13,054,000 | PRN | SOLE | 0 | 0 | 13,054,000 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 6,623 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 23,536 | 28,377,000 | PRN | SOLE | 0 | 0 | 28,377,000 | ||
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 | 3,661 | 4,000,000 | PRN | SOLE | 0 | 0 | 4,000,000 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 15,291 | 15,500,000 | PRN | SOLE | 0 | 0 | 15,500,000 | ||
| ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 2,163 | 2,000,000 | PRN | SOLE | 0 | 0 | 2,000,000 | ||
| ZYNGA INC | NOTE 12/1 | 98986TAD0 | 2,753 | 3,000,000 | PRN | SOLE | 0 | 0 | 3,000,000 | ||