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 | 11,988,000 | 16,000,000 | PRN | | SOLE | | 16,000,000 | 0 | 0 |
ACCURAY INC DEL | NOTE 3.750% 6/0 | 004397AK1 | 13,058,778 | 15,781,000 | PRN | | SOLE | | 15,781,000 | 0 | 0 |
AIRBNB INC | NOTE 3/1 | 009066AB7 | 2,073,250 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 1,863,354 | 4,241,000 | PRN | | SOLE | | 4,241,000 | 0 | 0 |
BANDWIDTH INC | NOTE 0.250% 3/0 | 05988JAB9 | 13,055,000 | 20,000,000 | PRN | | SOLE | | 20,000,000 | 0 | 0 |
BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,899,792 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 6,150,941 | 19,761,000 | PRN | | SOLE | | 19,761,000 | 0 | 0 |
BIGCOMMERCE HLDGS INC | NOTE 0.250%10/0 | 08975PAB4 | 2,576,875 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
BIORA THERAPEUTICS INC | NOTE 7.250%12/0 | 74319FAB3 | 1,478,583 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
BLACKLINE INC | NOTE 3/1 | 09239BAD1 | 816,250 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
BOX INC | NOTE 1/1 | 10316TAB0 | 12,368,620 | 11,161,000 | PRN | | SOLE | | 11,161,000 | 0 | 0 |
BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 2,983,417 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
CHEGG INC | NOTE 9/0 | 163092AF6 | 10,279,350 | 13,500,000 | PRN | | SOLE | | 13,500,000 | 0 | 0 |
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 7,911,770 | 10,250,000 | PRN | | SOLE | | 10,250,000 | 0 | 0 |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 6,524,051 | 9,431,000 | PRN | | SOLE | | 9,431,000 | 0 | 0 |
DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 12,793,300 | 19,500,000 | PRN | | SOLE | | 19,500,000 | 0 | 0 |
DOCUSIGN INC | NOTE 1/1 | 256163AD8 | 4,025,660 | 4,300,000 | PRN | | SOLE | | 4,300,000 | 0 | 0 |
ESPERION THERAPEUTICS INC NE | NOTE 4.000%11/1 | 29664WAB1 | 6,487,175 | 11,750,000 | PRN | | SOLE | | 11,750,000 | 0 | 0 |
EVENTBRITE INC | NOTE 0.750% 9/1 | 29975EAD1 | 1,698,438 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
EVERBRIDGE INC | NOTE 3/1 | 29978AAE4 | 6,480,188 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
FASTLY INC | NOTE 3/1 | 31188VAB6 | 10,579,925 | 14,500,000 | PRN | | SOLE | | 14,500,000 | 0 | 0 |
FIVERR INTL LTD | NOTE 11/0 | 33835LAA3 | 4,737,708 | 6,060,000 | PRN | | SOLE | | 6,060,000 | 0 | 0 |
FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 6,887,438 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 | 14,733,533 | 30,500,000 | PRN | | SOLE | | 30,500,000 | 0 | 0 |
GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 4,826,750 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 5,512,250 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
HARMONIC INC | DBCV 2.000% 9/0 | 413160AD4 | 23,793,500 | 15,000,000 | PRN | | SOLE | | 15,000,000 | 0 | 0 |
HEALTH CATALYST INC | NOTE 2.500% 4/1 | 42225TAB3 | 8,329,262 | 9,750,000 | PRN | | SOLE | | 9,750,000 | 0 | 0 |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 13,714,529 | 14,933,000 | PRN | | SOLE | | 14,933,000 | 0 | 0 |
INFINERA CORP | DEBT 3.750% 8/0 | 45667GAF0 | 27,910,400 | 28,000,000 | PRN | | SOLE | | 28,000,000 | 0 | 0 |
INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 15,389,001 | 13,043,000 | PRN | | SOLE | | 13,043,000 | 0 | 0 |
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 9,380,550 | 11,500,000 | PRN | | SOLE | | 11,500,000 | 0 | 0 |
INVACARE CORP | NOTE 4.250% 3/1 | 461203AQ4 | 3,948,108 | 8,500,000 | PRN | | SOLE | | 8,500,000 | 0 | 0 |
KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 1,036,590 | 1,107,000 | PRN | | SOLE | | 1,107,000 | 0 | 0 |
LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 3,342,942 | 4,670,000 | PRN | | SOLE | | 4,670,000 | 0 | 0 |
LIVEPERSON INC | NOTE 12/1 | 538146AD3 | 10,653,963 | 15,520,000 | PRN | | SOLE | | 15,520,000 | 0 | 0 |
LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 17,073,200 | 18,203,000 | PRN | | SOLE | | 18,203,000 | 0 | 0 |
LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 7,739,447 | 9,046,000 | PRN | | SOLE | | 9,046,000 | 0 | 0 |
MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 7,488,000 | 10,000,000 | PRN | | SOLE | | 10,000,000 | 0 | 0 |
MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 11,741,450 | 14,000,000 | PRN | | SOLE | | 14,000,000 | 0 | 0 |
NANOSTRING TECHNOLOGIES INC | NOTE 2.625% 3/0 | 63009RAD1 | 9,616,092 | 11,450,000 | PRN | | SOLE | | 11,450,000 | 0 | 0 |
NEOGENOMICS INC | NOTE 1.250% 5/0 | 64049MAA8 | 1,725,267 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 9,884,850 | 15,000,000 | PRN | | SOLE | | 15,000,000 | 0 | 0 |
NOVA LTD | NOTE 10/1 | 66980MAB2 | 9,401,000 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 4,237,475 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
OKTA INC | NOTE 0.375% 6/1 | 679295AF2 | 1,962,708 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
OMNICELL COM | NOTE 0.250% 9/1 | 68213NAD1 | 11,714,890 | 11,000,000 | PRN | | SOLE | | 11,000,000 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 14,440,202 | 7,785,000 | PRN | | SOLE | | 7,785,000 | 0 | 0 |
PAR TECHNOLOGY CORP | NOTE 1.500%10/1 | 698884AE3 | 7,426,600 | 10,000,000 | PRN | | SOLE | | 10,000,000 | 0 | 0 |
PARATEK PHARMACEUTICALS INC | NOTE 4.750% 5/0 | 699374AB0 | 6,831,485 | 7,707,000 | PRN | | SOLE | | 7,707,000 | 0 | 0 |
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 8,346,610 | 8,500,000 | PRN | | SOLE | | 8,500,000 | 0 | 0 |
PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | 7,264,575 | 9,000,000 | PRN | | SOLE | | 9,000,000 | 0 | 0 |
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 9,348,818 | 8,250,000 | PRN | | SOLE | | 8,250,000 | 0 | 0 |
RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 4,009,436 | 4,750,000 | PRN | | SOLE | | 4,750,000 | 0 | 0 |
RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 3,675,134 | 4,750,000 | PRN | | SOLE | | 4,750,000 | 0 | 0 |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 19,235,512 | 20,169,000 | PRN | | SOLE | | 20,169,000 | 0 | 0 |
STANDARD BIOTOOLS INC | NOTE 5.250%12/0 | 34385PAF5 | 4,293,500 | 5,000,000 | PRN | | SOLE | | 5,000,000 | 0 | 0 |
TABULA RASA HEALTHCARE INC | NOTE 1.750% 2/1 | 873379AA9 | 10,043,311 | 12,450,000 | PRN | | SOLE | | 12,450,000 | 0 | 0 |
THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,690,963 | 9,605,000 | PRN | | SOLE | | 9,605,000 | 0 | 0 |
THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 2,829,425 | 6,307,000 | PRN | | SOLE | | 6,307,000 | 0 | 0 |
UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 4,804,042 | 6,500,000 | PRN | | SOLE | | 6,500,000 | 0 | 0 |
VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 6,480,000 | 20,250,000 | PRN | | SOLE | | 20,250,000 | 0 | 0 |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 13,835,995 | 21,937,000 | PRN | | SOLE | | 21,937,000 | 0 | 0 |
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 7,276,023 | 7,659,000 | PRN | | SOLE | | 7,659,000 | 0 | 0 |
ACCELERATE ACQUISITION CORP | COM CL A | 00439D102 | 981,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
ACCELERATE ACQUISITION CORP | *W EXP 03/15/202 | 00439D110 | 1,610 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
ADTHEORENT HOLDING COMPANY | *W EXP 12/26/202 | 00739D117 | 4,889 | 27,191 | SH | | SOLE | | 27,191 | 0 | 0 |
AF ACQUISITION CORP | CLASS A COM | 001040104 | 735,000 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
AF ACQUISITION CORP | *W EXP 03/23/202 | 001040112 | 1,077 | 24,999 | SH | | SOLE | | 24,999 | 0 | 0 |
AKOUSTIS TECHNOLOGIES INC | COM | 00973N102 | 4,752,000 | 1,600,000 | SH | | SOLE | | 1,600,000 | 0 | 0 |
ARROWROOT ACQUISITION CORP | CL A COM | 04282M102 | 491,000 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
ARTEMIS STRATEGIC INVT CORP | UNIT 09/30/2026 | 04303A202 | 499,500 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
ASTREA ACQUISITION CORP | COM CL A | 04637C106 | 98,400 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
AVADEL PHARMACEUTICALS PLC | SPONSORED ADR | 05337M104 | 1,503,000 | 300,000 | SH | Call | SOLE | | 300,000 | 0 | 0 |
B RILEY PRIN 250 MERGER CORP | CLASS A COM | 05602L104 | 97,900 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
BLUERIVER ACQUISITION CORP | SHS CL A | G1261Q107 | 315,503 | 31,869 | SH | | SOLE | | 31,869 | 0 | 0 |
BYTE ACQUISITION CORP | *W EXP 03/18/202 | G1R25Q113 | 1,241 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
CIIG CAPITAL PARTNERS II INC | UNIT 02/28/2028 | 12561U208 | 159,140 | 15,922 | SH | | SOLE | | 15,922 | 0 | 0 |
CRUCIBLE ACQUISITION CORP | COM CL A | 22877P108 | 249,000 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
D AND Z MEDIA ACQUISITION CO | COM CL A | 23305Q106 | 348,628 | 35,322 | SH | | SOLE | | 35,322 | 0 | 0 |
DEEP LAKE CAPITAL ACQUSTN CO | CL A SHS | G27029100 | 348,950 | 35,000 | SH | | SOLE | | 35,000 | 0 | 0 |
FINTECH EVOLUTION ACQUIS GRO | SHS CL A | G3R19A104 | 496,000 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
FINTECH EVOLUTION ACQUIS GRO | *W EXP 03/31/202 | G3R19A120 | 1,630 | 16,666 | SH | | SOLE | | 16,666 | 0 | 0 |
FRONTIER ACQUISITION CORP | CLASS A ORD SHS | G36826108 | 6,729 | 679 | SH | | SOLE | | 679 | 0 | 0 |
GX ACQUISITION CORP II | CLASS A COM | 36260F105 | 245,375 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
GX ACQUISITION CORP II | *W EXP 03/17/202 | 36260F113 | 820 | 8,200 | SH | | SOLE | | 8,200 | 0 | 0 |
HH&L ACQUISITION CO | SHS CL A | G39714103 | 248,500 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
IBERE PHARMACEUTICALS | SHS CL A | G46843101 | 297,300 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
INDUSTRIAL TECH ACQSTNS II I | UNIT 03/31/2028 | 45635R207 | 753,375 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 4,123,000 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 18,965,800 | 115,000 | SH | Put | SOLE | | 115,000 | 0 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 17,847,500 | 250,000 | SH | Put | SOLE | | 250,000 | 0 | 0 |
ITIQUIRA ACQUISITION CORP | CL A SHS | G49773107 | 497,000 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
KAIROS ACQUISITION CORP | CL A SHS | G52110114 | 249,000 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
KERNEL GROUP HOLDINGS INC | CL A SHS | G5259L103 | 248,000 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
KHOSLA VENTURES ACQUT CO III | COM CL A | 482506102 | 586,800 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
KISMET ACQUISITION THREE COR | CL A SHARES | G5276C110 | 495,000 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
KISMET ACQUISITION TWO CORP | CL A SHS | G52807107 | 259,173 | 26,100 | SH | | SOLE | | 26,100 | 0 | 0 |
KISMET ACQUISITION TWO CORP | *W EXP 06/30/202 | G52807115 | 17 | 366 | SH | | SOLE | | 366 | 0 | 0 |
KL ACQUISITION CORP | COM CL A | 49837C109 | 247,500 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
LUCID GROUP INC | COM | 549498103 | 4,136,517 | 296,100 | SH | Put | SOLE | | 296,100 | 0 | 0 |
M3 BRIGADE ACQUISITION III | UNIT 99/99/9999 | 55407R202 | 252,000 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
MAGNACHIP SEMICONDUCTOR CORP | COM | 55933J203 | 2,150,400 | 210,000 | SH | | SOLE | | 210,000 | 0 | 0 |
MAGNUM OPUS ACQUISITION LTD | SHS CL A | G5S70A104 | 248,250 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
MASON INDUSTRIAL TECHNOLGY I | COM CL A | 57520Y106 | 245,000 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
MEDICUS SCIENCES ACQUISITION | CL A SHS | G5960S108 | 99,000 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
MORINGA ACQUISITION CORP | CL A SHS | G6S23K108 | 99,300 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
NEW VISTA ACQUISITION CORP | CL A SHS | G6529L105 | 248,500 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
NEWBURY STREET ACQUISITN COR | COM | 65101L104 | 98,300 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
NOBLE ROCK ACQUISITION CORP | CL A SHS | G6546R101 | 99,400 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
ONE EQUITY PARTNERS OPEN WTR | CL A | 68237L105 | 40,072 | 4,060 | SH | | SOLE | | 4,060 | 0 | 0 |
OSIRIS ACQUISITION CORP | CL A | 68829A103 | 98,000 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
PARATEK PHARMACEUTICALS INC | COM | 699374302 | 2,534 | 986 | SH | | SOLE | | 986 | 0 | 0 |
PEARL HOLDINGS ACQUISITN COR | UNIT 12/15/2026 | G44525122 | 1,256,875 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
PONTEM CORPORATION | SHS CL A | G71707106 | 248,500 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
PROPERTY SOLUTIONS ACQUISITI | COM CL A | 74350A108 | 98,100 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
PROSPECTOR CAPITAL CORP | CL A | G7273A105 | 521,012 | 52,258 | SH | | SOLE | | 52,258 | 0 | 0 |
RUMBLEON INC | COM CL B | 781386305 | 9,974,255 | 589,495 | SH | | SOLE | | 589,495 | 0 | 0 |
SENIOR CONNECT ACQUISITN COR | COM CL A | 81723H108 | 248,750 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 17,859,000 | 50,000 | SH | Call | SOLE | | 50,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 23,573,880 | 66,000 | SH | Put | SOLE | | 66,000 | 0 | 0 |
SPREE ACQUISITION CORP 1 LTD | UNIT 99/99/9999 | G83745110 | 556,875 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
TABULA RASA HEALTHCARE INC | COM | 873379101 | 960,000 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
TARGET GLOBAL ACQUISI I CORP | UNIT 99/99/9999 | G8675N117 | 1,006,000 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
TB SA ACQUISITION CORP | *W EXP 03/25/202 | G8657L121 | 227 | 4,433 | SH | | SOLE | | 4,433 | 0 | 0 |
TELLURIAN INC NEW | COM | 87968A104 | 382,400 | 160,000 | SH | | SOLE | | 160,000 | 0 | 0 |
VALARIS LIMITED | CL A | G9460G101 | 3,425,800 | 70,000 | SH | | SOLE | | 70,000 | 0 | 0 |
VELOCITY ACQUISITION CORP | COM CL A | 92259E104 | 58,744 | 5,976 | SH | | SOLE | | 5,976 | 0 | 0 |
VISCOGLIOSI BROS ACQUISTN CO | UNIT 03/18/2027 | 92838K209 | 149,175 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
Arrival Group | Note 3.5000% 01-Dec-2026 | 04271QAA4 | 3,926,210 | 13,041,000 | PRN | | SOLE | | 13,041,000 | 0 | 0 |
Impinj Inc | Note 1.1250% 15-May-2027 | 453204AC3 | 9,525,967 | 9,500,000 | PRN | | SOLE | | 9,500,000 | 0 | 0 |
Ivanhoe Mines Ltd | Note 2.5000% 15-Apr-2026 | 46579RAA2 | 12,845,781 | 11,875,000 | PRN | | SOLE | | 11,875,000 | 0 | 0 |
Porch Group Inc | Note 0.7500% 15-Sep-2026 | 733245AA2 | 6,924,750 | 12,000,000 | PRN | | SOLE | | 12,000,000 | 0 | 0 |
Scorpio Tankers Inc (Exchange) | Note 3.0000% 15-May-2025 | 80918TAD1 | 28,691,253 | 21,100,000 | PRN | | SOLE | | 21,100,000 | 0 | 0 |