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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hours per response: 23.8
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
AJAX I *W EXP 10/27/202 G0190X126 41 21,695 SH   SOLE   0 0 21,695
APOLLO STRATEGIC GROWTH CAPT *W EXP 10/29/202 G0411R114 38 30,000 SH   SOLE   0 0 30,000
APOLLO STRATEGIC GROWTH CAPT SHS CL A G0411R106 1,469 150,000 SH   SOLE   0 0 150,000
AUSTERLITZ ACQUISITION CORP *W EXP 02/19/202 G0633D125 364 200,000 SH   SOLE   0 0 200,000
DECARBONIZATION PLUS ACQU II *W EXP 01/19/202 242794113 152 108,890 SH   SOLE   0 0 108,890
ELLIOTT OPPORTUNITY II CORP UNIT 99/99/9999 G30092129 4,008 400,000 SH   SOLE   0 0 400,000
ETSY INC COM 29786A106 4,855 23,800 SH   SOLE   0 0 23,800
FORTRESS VALUE ACQUISI CORP *W EXP 03/18/202 34964K116 231 187,500 SH   SOLE   0 0 187,500
FORTRESS VALUE ACQUISI CORP COM CL A 34964K108 14,850 1,500,000 SH   SOLE   0 0 1,500,000
GORES HLDGS VIII INC *W EXP 03/01/202 382863116 120 93,750 SH   SOLE   0 0 93,750
GORES HLDGS VIII INC CL A 382863108 7,410 750,000 SH   SOLE   0 0 750,000
GORES HOLDINGS VII INC *W EXP 02/25/202 38286T119 19 12,500 SH   SOLE   0 0 12,500
GORES HOLDINGS VII INC COM CL A 38286T101 995 100,000 SH   SOLE   0 0 100,000
HEALTH CATALYST INC NOTE 2.500% 4/1 42225TAB3 23,994 12,500,000 PRN   SOLE   0 0 12,500,000
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 17,573 11,500,000 PRN   SOLE   0 0 11,500,000
ION ACQUISITION CORP 2 LTD SHS CL A G49393104 692 70,000 SH   SOLE   0 0 70,000
JAWS HURRICANE ACQUISITN COR UNIT 06/08/2026 47201B202 1,008 100,000 SH   SOLE   0 0 100,000
KBR INC NOTE 2.500%11/0 48242WAB2 24,950 16,000,000 PRN   SOLE   0 0 16,000,000
KENSINGTON CAPITAL ACQUISITI *W EXP 02/23/202 49006L112 355 200,000 SH   SOLE   0 0 200,000
KISMET ACQUISITION THREE COR *W EXP 06/30/202 G5276C102 20 23,333 SH   SOLE   0 0 23,333
KISMET ACQUISITION THREE COR CL A SHARES G5276C110 676 70,000 SH   SOLE   0 0 70,000
LEO HOLDINGS III CORP *W EXP 03/02/202 G5463T124 234 195,791 SH   SOLE   0 0 195,791
LEO HOLDINGS III CORP SHS CL A G5463T108 7,406 750,000 SH   SOLE   0 0 750,000
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14,645 10,000,000 PRN   SOLE   0 0 10,000,000
MONGODB INC NOTE 0.250% 1/1 60937PAD8 21,710 12,000,000 PRN   SOLE   0 0 12,000,000
NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 44,490 24,000,000 PRN   SOLE   0 0 24,000,000
NEVRO CORP NOTE 2.750% 4/0 64157FAC7 4,350 2,500,000 PRN   SOLE   0 0 2,500,000
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 20,447 15,000,000 PRN   SOLE   0 0 15,000,000
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 25,688 11,700,000 PRN   SOLE   0 0 11,700,000
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 43,676 28,750,000 PRN   SOLE   0 0 28,750,000
SUSTAINABLE OPPORTNTS ACQ CO *W EXP 99/99/999 G8598Y117 132 92,939 SH   SOLE   0 0 92,939
VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 23,553 12,000,000 PRN   SOLE   0 0 12,000,000
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 18,372 12,500,000 PRN   SOLE   0 0 12,500,000