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 |
AERIE PHARMACEUTICALS INC | NOTE 1.500% 10/0 | 00771VAB4 | 7,200 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 1,311 | 1,500,000 | PRN | SOLE | 0 | 0 | 1,500,000 | ||
BRINKS CO | COM | 109696104 | 2,575 | 37,873 | SH | SOLE | 37,873 | 0 | 0 | ||
CHURCHILL CAPITAL CORP V | *W EXP 10/29/202 | 17144T115 | 61 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VI | *W EXP 10/17/202 | 17143W119 | 50 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
CHURCHILL CAPITAL CORP VII | UNIT 99/99/9999 | 17144M201 | 48 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
DHT HOLDINGS INC | SHS NEW | Y2065G121 | 2,891 | 498,478 | SH | SOLE | 498,478 | 0 | 0 | ||
ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 12,939 | 12,675,000 | PRN | SOLE | 0 | 0 | 12,675,000 | ||
EVOLENT HEALTH INC | NOTE 3.500% 10/1 | 30050BAF8 | 1,926 | 1,050,000 | PRN | SOLE | 0 | 0 | 1,050,000 | ||
GOHEALTH INC | COM CL A | 38046W105 | 186 | 157,709 | SH | SOLE | 157,709 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 17,402 | 18,538,000 | PRN | SOLE | 0 | 0 | 18,538,000 | ||
INOTIV INC | COM | 45783Q100 | 7,752 | 296,097 | SH | SOLE | 296,097 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 749 | 710,000 | SH | Put | SOLE | 710,000 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 856 | 161,000 | SH | Put | SOLE | 161,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 16,543 | 16,100,000 | PRN | SOLE | 0 | 0 | 16,100,000 | ||
KAMAN CORP | COM | 483548103 | 2,777 | 63,874 | SH | SOLE | 63,874 | 0 | 0 | ||
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 17,534 | 17,030,000 | PRN | SOLE | 0 | 0 | 17,030,000 | ||
KARYOPHARM THERAPEUTICS INC | NOTE 3.000% 10/1 | 48576UAA4 | 7,529 | 9,000,000 | PRN | SOLE | 0 | 0 | 9,000,000 | ||
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 11,566 | 14,500,000 | PRN | SOLE | 0 | 0 | 14,500,000 | ||
MULTIPLAN CORPORATION | *W EXP 02/13/202 | 62548M118 | 827 | 235,115 | SH | SOLE | 235,115 | 0 | 0 | ||
NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 7,607 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
NUVASIVE INC | NOTE 1.000% 6/0 | 670704AL9 | 7,991 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
O-I GLASS INC | COM | 67098H104 | 2,415 | 183,200 | SH | SOLE | 183,200 | 0 | 0 | ||
PRECIGEN INC | NOTE 3.500% 7/0 | 46122TAA0 | 2,743 | 3,500,000 | PRN | SOLE | 0 | 0 | 3,500,000 | ||
RADIUS HEALTH INC | COM NEW | 750469207 | 446 | 50,532 | SH | SOLE | 50,532 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 8,031 | 8,202,000 | PRN | SOLE | 0 | 0 | 8,202,000 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 9,073 | 11,000,000 | PRN | SOLE | 0 | 0 | 11,000,000 | ||
SELECTQUOTE INC | COM | 816307300 | 239 | 85,731 | SH | SOLE | 85,731 | 0 | 0 | ||
SKILLSOFT CORP | *W EXP 06/11/202 | 83066P119 | 39 | 33,332 | SH | SOLE | 33,332 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 11 | 27,000 | SH | Put | SOLE | 27,000 | 0 | 0 | |
SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 2,822 | 57,720 | SH | SOLE | 57,720 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 12,464 | 13,054,000 | PRN | SOLE | 0 | 0 | 13,054,000 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 7,215 | 6,000,000 | PRN | SOLE | 0 | 0 | 6,000,000 | ||
SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 11,968 | 14,000,000 | PRN | SOLE | 0 | 0 | 14,000,000 | ||
STARR GROUP HOLDINGS INC | CL A COM | 85572U102 | 8,649 | 757,412 | SH | SOLE | 757,412 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 22,935 | 30,377,000 | PRN | SOLE | 0 | 0 | 30,377,000 | ||
THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 13,508 | 18,218,000 | PRN | SOLE | 0 | 0 | 18,218,000 | ||
UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 13,888 | 15,500,000 | PRN | SOLE | 0 | 0 | 15,500,000 |