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 |
| ALTIMAR ACQUISITION CORP III | SHS CL A | G0370U108 | 491 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 76,567 | 72,500,000 | PRN | SOLE | 72,500,000 | 0 | 0 | ||
| APOLLO STRATEGIC GRWT CPTL I | SHS CL A | G0412A102 | 1,475 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| ARCTOS NORTHSTAR ACQUIS CORP | SHS CL A | G0477L100 | 1,964 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.250% 6/1 | 090040AD8 | 14,410 | 13,700,000 | PRN | SOLE | 13,700,000 | 0 | 0 | ||
| BILIBILI INC | NOTE 1.375% 4/0 | 090040AB2 | 19,088 | 15,050,000 | PRN | SOLE | 15,050,000 | 0 | 0 | ||
| CC NEUBERGER PRINCIPAL HOLDN | SHS CL A | G1992N100 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| CHURCHILL CAPITAL CORP VII | COM CL A | 17144M102 | 1,954 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | 5,425 | 115,374 | SH | SOLE | 115,374 | 0 | 0 | ||
| CONMED CORP | COM | 207410101 | 282 | 2,940 | SH | SOLE | 2,940 | 0 | 0 | ||
| CYMABAY THERAPEUTICS INC | COM | 23257D103 | 89 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 1,673 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| DHC ACQUISITION CORP | CLASS A ORD SHS | G2758T109 | 490 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 39,836 | 20,836,000 | PRN | SOLE | 20,836,000 | 0 | 0 | ||
| ETSY INC | COM | 29786A106 | 483 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| FORTRESS VALUE ACQUISI CORP | COM CL A | 34964K108 | 3,420 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 1,622 | 5,117,000 | PRN | SOLE | 5,117,000 | 0 | 0 | ||
| GORES HLDGS VIII INC | *W EXP 03/01/202 | 382863116 | 10 | 16,237 | SH | SOLE | 16,237 | 0 | 0 | ||
| GORES HOLDINGS VII INC | COM CL A | 38286T101 | 685 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
| GORES TECHNOLOGY PARTNERS II | CLASS A COM | 38287L107 | 391 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| GORES TECHNOLOGY PARTNERS IN | CLASS A COM | 382870103 | 196 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | COM | 40637H109 | 3,388 | 77,000 | SH | SOLE | 77,000 | 0 | 0 | ||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 2,403 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
| KKR ACQUISITION HOLDING I CO | COM CLASS A | 48253T109 | 2,448 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| LAZARD GROWTH ACQUISITION CO | CL A ORD SHS | G54035103 | 735 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| LI AUTO INC | NOTE 0.250% 5/0 | 50202MAB8 | 14,834 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,889 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| LILLY ELI & CO | COM | 532457108 | 3,988 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 21,522 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 6.000% 5/1 | 62886HAT8 | 16,227 | 14,620,000 | PRN | SOLE | 14,620,000 | 0 | 0 | ||
| NIO INC | NOTE 2/0 | 62914VAE6 | 10,614 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| NORTHERN GENESIS ACQU CORP I | COM | 66516W107 | 4,900 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP II | COM CL A | 66574L100 | 1,099 | 112,121 | SH | SOLE | 112,121 | 0 | 0 | ||
| NORTHERN STAR INVEST CORP IV | COM CL A | 66575B101 | 1,156 | 118,004 | SH | SOLE | 118,004 | 0 | 0 | ||
| PATHFINDER ACQUISITION CORP | *W EXP 02/19/202 | G04119122 | 6 | 47,640 | SH | SOLE | 47,640 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 3,120 | 59,500 | SH | SOLE | 59,500 | 0 | 0 | ||
| PLUG PWR INC | NOTE 3.750% 6/0 | 72919PAD5 | 118,355 | 35,330,000 | PRN | SOLE | 35,330,000 | 0 | 0 | ||
| PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 1,598 | 27,180 | SH | SOLE | 27,180 | 0 | 0 | ||
| RECHARGE ACQUISITION CORP | *W EXP 10/05/202 | 756229118 | 9 | 130,540 | SH | SOLE | 130,540 | 0 | 0 | ||
| SCION TECH GROWTH II | CL A SHS | G31070108 | 196 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | COM | 86745K104 | 4,874 | 264,475 | SH | SOLE | 264,475 | 0 | 0 | ||
| THE LION ELECTRIC COMPANY | *W EXP 05/06/202 | 536221112 | 756 | 868,449 | SH | SOLE | 868,449 | 0 | 0 | ||
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 3,551 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 28,150 | 35,000,000 | PRN | SOLE | 35,000,000 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | NOTE 3.375%12/1 | 98156QAB4 | 13,383 | 5,277,000 | PRN | SOLE | 5,277,000 | 0 | 0 | ||