The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
ACCOLADE INC | NOTE 0.500% 4/0 | 00437EAB8 | 11,261,067 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 13,020,745 | 15,781,000 | PRN | SOLE | 15,781,000 | 0 | 0 | ||
ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 | 2,991 | 27,191 | SH | SOLE | 27,191 | 0 | 0 | ||
AIRBNB INC | NOTE 3/1 | 009066AB7 | 2,591,969 | 3,125,000 | PRN | SOLE | 3,125,000 | 0 | 0 | ||
AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 | 7,288,592 | 2,584,607 | SH | SOLE | 2,584,607 | 0 | 0 | ||
AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 13,699,563 | 42,250,000 | PRN | SOLE | 42,250,000 | 0 | 0 | ||
ARROWROOT ACQUISITION CORP | CL A COM | 04282M102 | 502,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARTEMIS STRATEGIC INVT CORP | UNIT 09/30/2026 | 04303A202 | 505,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ARTIVION INC | NOTE 4.250% 7/0 | 228903AB6 | 5,239,900 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 2,690,728 | 375,800 | SH | Call | SOLE | 375,800 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 176,002 | 4,241,000 | PRN | SOLE | 4,241,000 | 0 | 0 | ||
B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 | 99,700 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 9,948,510 | 13,200,000 | PRN | SOLE | 13,200,000 | 0 | 0 | ||
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 6,791,906 | 26,011,000 | PRN | SOLE | 26,011,000 | 0 | 0 | ||
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 3,049,375 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
BIORA THERAPEUTICS INC | NOTE 7.250%12/0 | 74319FAB3 | 1,305,000 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 1,718,750 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 321,558 | 31,869 | SH | SOLE | 31,869 | 0 | 0 | ||
BOX INC | NOTE 1/1 | 10316TAB0 | 7,180,237 | 5,448,000 | PRN | SOLE | 5,448,000 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 2,287,850 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 | 1,000 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 5,158,779 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
CHEGG INC | NOTE 9/0 | 163092AF6 | 8,663,417 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
CIIG CAPITAL PARTNERS II INC | UNIT 02/28/2028 | 12561U208 | 162,086 | 15,922 | SH | SOLE | 15,922 | 0 | 0 | ||
COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 5,162,531 | 5,050,000 | PRN | SOLE | 5,050,000 | 0 | 0 | ||
CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 4,570,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
D AND Z MEDIA ACQUISITION CO | COM CL A | 23305Q106 | 353,220 | 35,322 | SH | SOLE | 35,322 | 0 | 0 | ||
DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 | 353,150 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 7,435,887 | 9,825,000 | PRN | SOLE | 9,825,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 21,176,704 | 33,686,000 | PRN | SOLE | 33,686,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 279,794 | 435,000 | PRN | SOLE | 435,000 | 0 | 0 | ||
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 10,257,771 | 10,850,000 | PRN | SOLE | 10,850,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 3,450,391 | 6,250,000 | PRN | SOLE | 6,250,000 | 0 | 0 | ||
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 1,689,063 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 6,383,125 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 2,486,421 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
FASTLY INC | NOTE 3/1 | 31188VAB6 | 10,591,525 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 505,000 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FINTECH EVOLUTION ACQUIS GRO | *W EXP 03/31/202 | G3R19A120 | 133 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 7,349,132 | 9,060,000 | PRN | SOLE | 9,060,000 | 0 | 0 | ||
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 5,685,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 | 6,844 | 679 | SH | SOLE | 679 | 0 | 0 | ||
FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 14,292,300 | 30,500,000 | PRN | SOLE | 30,500,000 | 0 | 0 | ||
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 5,875,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 7,252,978 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
GX ACQUISITION CORP II | CLASS A COM | 36260F105 | 250,250 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 22,084,066 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 8,270,047 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
HH&L ACQUISITION CO | SHS CL A | G39714103 | 252,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
IBERE PHARMACEUTICALS | SHS CL A | G46843101 | 302,700 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 12,051,750 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
INDUSTRIAL TECH ACQSTNS II I | UNIT 03/31/2028 | 45635R207 | 763,500 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 16,142,684 | 16,433,000 | PRN | SOLE | 16,433,000 | 0 | 0 | ||
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 26,455,488 | 21,300,000 | PRN | SOLE | 21,300,000 | 0 | 0 | ||
INOTIV INC | NOTE 3.250%10/1 | 45783QAB6 | 4,109,375 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 22,979,185 | 16,251,000 | PRN | SOLE | 16,251,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 8,428,542 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 3,835,285 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 20,248,250 | 275,000 | SH | Put | SOLE | 275,000 | 0 | 0 | |
ITIQUIRA ACQUISITION CORP | CL A SHS | G49773107 | 504,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
KAIROS ACQUISITION CORP | CL A SHS | G52110114 | 252,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,035,119 | 1,107,000 | PRN | SOLE | 1,107,000 | 0 | 0 | ||
KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 252,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 597,300 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
KISMET ACQUISITION THREE COR | CL A SHARES | G5276C110 | 502,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
KISMET ACQUISITION TWO CORP | CL A SHS | G52807107 | 263,610 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 | 1 | 366 | SH | SOLE | 366 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 7,935,789 | 11,016,000 | PRN | SOLE | 11,016,000 | 0 | 0 | ||
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 7,590,969 | 10,520,000 | PRN | SOLE | 10,520,000 | 0 | 0 | ||
LIVONGO HEALTH INC | NOTE 0.875% 6/0 | 539183AA1 | 1,751,250 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
LUCID GROUP INC | COM | 549498103 | 2,022,363 | 296,100 | SH | Put | SOLE | 296,100 | 0 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 8,609,594 | 9,953,000 | PRN | SOLE | 9,953,000 | 0 | 0 | ||
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 4,131,854 | 4,696,000 | PRN | SOLE | 4,696,000 | 0 | 0 | ||
M3 BRIGADE ACQUISITION III | UNIT 99/99/9999 | 55407R202 | 255,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 2,065,800 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 7,747,917 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 | 252,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | 249,875 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 | 100,600 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 5,459,900 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 101,200 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 4,087,304 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 2,756,135 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 11,435,958 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 | 252,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
NEWBURY STREET ACQUISITN COR | COM | 65101L104 | 100,000 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 101,000 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NOVA LTD | NOTE 10/1 | 66980MAB2 | 9,923,648 | 8,100,000 | PRN | SOLE | 8,100,000 | 0 | 0 | ||
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 3,417,221 | 4,059,000 | PRN | SOLE | 4,059,000 | 0 | 0 | ||
OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 4,207,569 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 6,562,945 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | NOTE 2.875% 4/1 | 698884AC7 | 4,669,750 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 3,617,583 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 1,844 | 986 | SH | SOLE | 986 | 0 | 0 | ||
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 6,695,649 | 7,707,000 | PRN | SOLE | 7,707,000 | 0 | 0 | ||
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 3,888,788 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
PONTEM CORPORATION | SHS CL A | G71707106 | 252,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PORCH GROUP INC | COM | 733245104 | 334,884 | 178,130 | SH | SOLE | 178,130 | 0 | 0 | ||
PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 | 5,266,275 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 519,445 | 52,258 | SH | SOLE | 52,258 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 13,477,281 | 12,450,000 | PRN | SOLE | 12,450,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 5,820,778 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 4,543,363 | 5,750,000 | PRN | SOLE | 5,750,000 | 0 | 0 | ||
RUMBLEON INC | COM CL B | 781386305 | 4,875,158 | 753,502 | SH | SOLE | 753,502 | 0 | 0 | ||
RUMBLEON INC | COM CL B | 781386305 | 323,500 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
SCORPIO TANKERS INC | SHS | Y7542C130 | 2,688,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 19,121,500 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 57,364,500 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 10,639,292 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 6,815,267 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
SPREE ACQUISITION CORP 1 LTD | UNIT 99/99/9999 | G83745110 | 255,500 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 4,535,167 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | COM | 873379101 | 990,000 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 9,012,277 | 11,635,000 | PRN | SOLE | 11,635,000 | 0 | 0 | ||
TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 | 135 | 4,433 | SH | SOLE | 4,433 | 0 | 0 | ||
TELLURIAN INC NEW | COM | 87968A104 | 268,800 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,835,038 | 9,605,000 | PRN | SOLE | 9,605,000 | 0 | 0 | ||
THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 4,620,920 | 12,507,000 | PRN | SOLE | 12,507,000 | 0 | 0 | ||
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 3,994,875 | 5,300,000 | PRN | SOLE | 5,300,000 | 0 | 0 | ||
VALARIS LIMITED | CL A | G9460G101 | 4,226,250 | 62,500 | SH | SOLE | 62,500 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 7,116,346 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
VISCOGLIOSI BROS ACQUISTN CO | UNIT 03/18/2027 | 92838K209 | 151,950 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
VROOM INC | COM | 92918V109 | 255,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 8,375,021 | 23,616,000 | PRN | SOLE | 23,616,000 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 13,517,680 | 23,437,000 | PRN | SOLE | 23,437,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 7,660,200 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
DGK 3.500 12/01/26 | Note 3.5000% 01-Dec-2026 | 04271QAA4 | 5,825,083 | 25,100,000 | PRN | SOLE | 25,100,000 | 0 | 0 | ||
DNMR 3.250 12/15/26 | Note 3.2500% 15-Dec-2026 | 236272AA8 | 5,309,095 | 13,695,000 | PRN | SOLE | 13,695,000 | 0 | 0 | ||
IVN 2.500 04/15/26 | Note 2.5000% 15-Apr-2026 | 46579RAA2 | 15,266,625 | 12,375,000 | PRN | SOLE | 12,375,000 | 0 | 0 | ||
PRCH 0.75 09/15/26 | Note 0.7500% 15-Sep-2026 | 733245AA2 | 8,277,000 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
VERI 1.750 11/15/26 | Note 1.7500% 15-Nov-2026 | 92347MAA8 | 8,667,047 | 14,600,000 | PRN | SOLE | 14,600,000 | 0 | 0 |