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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 2,334,375 | 2,500,000 | PRN | SOLE | 0 | 0 | 2,500,000 | |||
| CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 20,010 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | |||
| CHURCHILL CAPITAL CORP VI | *W EXP 02/17/202 | 17143W119 | 12,800 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | |||
| CHURCHILL CAPITAL CORP VII | *W EXP 02/29/202 | 17144M110 | 24,640 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 6,855,973 | 7,100,000 | PRN | SOLE | 0 | 0 | 7,100,000 | |||
| KARYOPHARM THERAPEUTICS INC | NOTE 3.000% 10/1 | 48576UAA4 | 5,215,000 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 14,167,546 | 16,216,000 | PRN | SOLE | 0 | 0 | 16,216,000 | |||
| MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 7,800 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | |||
| SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 2,666 | 33,332 | SH | SOLE | 33,332 | 0 | 0 | |||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 8,460 | 399,000 | SH | Put | SOLE | 399,000 | 0 | 0 | ||
| TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 25,064,480 | 25,576,000 | PRN | SOLE | 0 | 0 | 25,576,000 | |||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 3,664,406 | 8,218,000 | PRN | SOLE | 0 | 0 | 8,218,000 | |||