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 |
10X CAPITAL VENTURE ACQU COR | UNIT 10/21/2025 | 88025V206 | 3,362 | 315,650 | SH | SOLE | 315,650 | 0 | 0 | ||
AEA-BRIDGES IMPACT CORP | SHS CL A | G01046104 | 7,798 | 772,078 | SH | SOLE | 772,078 | 0 | 0 | ||
AEA-BRIDGES IMPACT CORP | UNIT 99/99/9999 | G01046120 | 2,648 | 244,099 | SH | SOLE | 244,099 | 0 | 0 | ||
AERCAP HOLDINGS NV | SHS | N00985106 | 58,402 | 1,281,309 | SH | SOLE | 1,281,309 | 0 | 0 | ||
AERSALE CORPORATION | *W EXP 11/04/202 | 00810F114 | 130 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
AJAX I | COM | G0190X100 | 5,900 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
AJAX I | *W EXP 10/27/202 | G0190X126 | 410 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
ALTAIR ENGR INC | NOTE 0.250% 6/0 | 021369AA1 | 10,695 | 7,803,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 10,581 | 10,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
API GROUP CORP | COM STK | 00187Y100 | 58,965 | 3,248,758 | SH | SOLE | 3,248,758 | 0 | 0 | ||
APOLLO STRATEGIC GROWTH CAPT | SHS CL A | G0411R106 | 48,896 | 4,696,981 | SH | SOLE | 4,696,981 | 0 | 0 | ||
APOLLO STRATEGIC GROWTH CAPT | *W EXP 10/29/202 | G0411R114 | 2,191 | 1,165,660 | SH | SOLE | 1,165,660 | 0 | 0 | ||
ARTIUS ACQUISITION INC | UNIT 99/99/9999 | 04316G204 | 205 | 18,211 | SH | SOLE | 18,211 | 0 | 0 | ||
ASHLAND GLOBAL HLDGS INC | COM | 044186104 | 77,806 | 982,397 | SH | SOLE | 982,397 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 45,652 | 40,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
BOWX ACQUISITION CORP | UNIT 08/03/2025 | 103085205 | 2,728 | 254,993 | SH | SOLE | 254,993 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 675 | 977,700 | SH | SOLE | 977,700 | 0 | 0 | ||
BRISTOW GROUP INC | COM | 11040G103 | 52,059 | 1,977,944 | SH | SOLE | 1,977,944 | 0 | 0 | ||
CALAMP CORP | NOTE 2.000% 8/0 | 128126AD1 | 4,445 | 5,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
CANNAE HLDGS INC | COM | 13765N107 | 83,937 | 1,896,033 | SH | SOLE | 1,896,033 | 0 | 0 | ||
CBRE ACQUISITION HLDGS INC | UNIT 99/99/9999 | 12510J205 | 18,797 | 1,798,793 | SH | SOLE | 1,798,793 | 0 | 0 | ||
CC NEUBERGER PRIN HLDGS II | UNIT 99/99/9999 | G3166T129 | 1,830 | 183,883 | SH | SOLE | 183,883 | 0 | 0 | ||
CC NEUBERGER PRINCIPAL HLDNG | COM | G1992Y114 | 10,840 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
CHAMPIONX CORPORATION | COM | 15872M104 | 10,081 | 658,868 | SH | SOLE | 658,868 | 0 | 0 | ||
CHURCHILL CAPITAL CORP IV | CL A | 171439102 | 10,343 | 1,033,299 | SH | SOLE | 1,033,299 | 0 | 0 | ||
CHURCHILL CAPITAL CORP IV | UNIT 99/99/9999 | 171439201 | 9,951 | 966,158 | SH | SOLE | 966,158 | 0 | 0 | ||
CHURCHILL CAPITAL CORP V | UNIT 99/99/9999 | 17144T206 | 22,119 | 2,106,606 | SH | SOLE | 2,106,606 | 0 | 0 | ||
COMPASS PATHWAYS PLC | SPONSORED ADS | 20451W101 | 4,260 | 89,414 | SH | SOLE | 89,414 | 0 | 0 | ||
CORELOGIC INC | COM | 21871D103 | 63,715 | 824,037 | SH | SOLE | 824,037 | 0 | 0 | ||
COVANTA HLDG CORP | COM | 22282E102 | 5,605 | 426,900 | SH | SOLE | 426,900 | 0 | 0 | ||
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 53,534 | 29,475,000 | PRN | SOLE | 0 | 0 | 0 | ||
CURO GROUP HOLDINGS CORP | COM | 23131L107 | 29,287 | 2,043,773 | SH | SOLE | 2,043,773 | 0 | 0 | ||
DRAGONEER GROWTH OPPTY CORP | SHS CL A | G28314105 | 343 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
DUN & BRADSTREET HLDGS INC | COM | 26484T106 | 19,920 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 3,176 | 3,099,000 | PRN | SOLE | 0 | 0 | 0 | ||
EAGLE MATLS INC | COM | 26969P108 | 52,943 | 522,379 | SH | SOLE | 522,379 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 23,959 | 381,385 | SH | SOLE | 381,385 | 0 | 0 | ||
EMPOWER LTD | CL A COM | G3R39W102 | 2,002 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
EMPOWER LTD | *W EXP 11/30/202 | G3R39W110 | 77 | 66,666 | SH | SOLE | 66,666 | 0 | 0 | ||
ENOVA INTL INC | COM | 29357K103 | 5,796 | 234,000 | SH | SOLE | 234,000 | 0 | 0 | ||
ENPHASE ENERGY INC | COM | 29355A107 | 991 | 5,650 | SH | SOLE | 5,650 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 0.125%12/1 | 29978AAC8 | 15,897 | 10,778,000 | PRN | SOLE | 0 | 0 | 0 | ||
FINSERV ACQUISITION CORP | *W EXP 12/31/202 | 318085115 | 3,657 | 1,047,944 | SH | SOLE | 1,047,944 | 0 | 0 | ||
FIRST SOLAR INC | COM | 336433107 | 692 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 116,412 | 3,803,086 | SH | SOLE | 3,803,086 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 75,330 | 661,606 | SH | SOLE | 661,606 | 0 | 0 | ||
FLEX LTD | ORD | Y2573F102 | 10,842 | 603,000 | SH | SOLE | 603,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 18,608 | 1,165,155 | SH | SOLE | 1,165,155 | 0 | 0 | ||
FOLEY TRASIMENE ACQUISITION | *W EXP 08/11/202 | 344328117 | 14,612 | 3,183,432 | SH | SOLE | 3,183,432 | 0 | 0 | ||
FOLEY TRASIMENE ACQUISTN COR | COM CL A | 34431F104 | 28,334 | 2,534,351 | SH | SOLE | 2,534,351 | 0 | 0 | ||
FRANCO NEV CORP | COM | 351858105 | 9,120 | 72,770 | SH | SOLE | 72,770 | 0 | 0 | ||
GO ACQUISITION CORP | COM | 362019101 | 4,243 | 416,431 | SH | SOLE | 416,431 | 0 | 0 | ||
GRANITE CONSTR INC | NOTE 2.750%11/0 | 387328AB3 | 11,956 | 11,044,000 | PRN | SOLE | 0 | 0 | 0 | ||
HEALTHCARE SERVICES ACQU COR | UNIT 11/18/2023 | 42227K203 | 8,819 | 862,900 | SH | SOLE | 862,900 | 0 | 0 | ||
INFINERA CORP | COM | 45667G103 | 9,327 | 890,000 | SH | SOLE | 890,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 115,098 | 1,056,333 | SH | SOLE | 1,056,333 | 0 | 0 | ||
JAWS SPITFIRE ACQUISITION CO | UNIT 99/99/9999 | G50740128 | 13,524 | 1,223,899 | SH | SOLE | 1,223,899 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 15,880 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 18,496 | 428,258 | SH | SOLE | 428,258 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | COM C SIRIUSXM | 531229607 | 32,767 | 753,088 | SH | SOLE | 753,088 | 0 | 0 | ||
LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 7,029 | 1,619,492 | SH | SOLE | 1,619,492 | 0 | 0 | ||
LONGVIEW ACQUISITION CORP | *W EXP 05/27/202 | 543195119 | 5,369 | 814,666 | SH | SOLE | 814,666 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 77,653 | 483,791 | SH | SOLE | 483,791 | 0 | 0 | ||
LUX HEALTH TECH ACQUISITION | UNIT 11/30/2027 | 55068A209 | 16,002 | 1,391,469 | SH | SOLE | 1,391,469 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 103,282 | 2,497,149 | SH | SOLE | 2,497,149 | 0 | 0 | ||
MARQUEE RAINE ACQUISITION CO | UNIT 12/01/2025 | G58442115 | 17,387 | 1,605,491 | SH | SOLE | 1,605,491 | 0 | 0 | ||
MEDTECH ACQUISITION CORP | UNIT 12/18/2025 | 58507N204 | 1,313 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
NEBULA CARAVEL ACQUISITION C | UNIT 12/09/2023 | 629070202 | 14,037 | 1,299,676 | SH | SOLE | 1,299,676 | 0 | 0 | ||
NELNET INC | CL A | 64031N108 | 22,543 | 316,440 | SH | SOLE | 316,440 | 0 | 0 | ||
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 18,104 | 18,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
NEWMARK GROUP INC | CL A | 65158N102 | 34,763 | 4,768,645 | SH | SOLE | 4,768,645 | 0 | 0 | ||
NEXTGEN ACQUISITION CORP | CL A | G65305107 | 13,827 | 1,373,067 | SH | SOLE | 1,373,067 | 0 | 0 | ||
NEXTGEN ACQUISITION CORP | *W EXP 10/06/202 | G65305123 | 497 | 333,334 | SH | SOLE | 333,334 | 0 | 0 | ||
NOVAGOLD RES INC | COM NEW | 66987E206 | 18,493 | 1,912,453 | SH | SOLE | 1,912,453 | 0 | 0 | ||
ONE | COM CL A | G7000X105 | 3,775 | 350,525 | SH | SOLE | 350,525 | 0 | 0 | ||
OPEN LENDING CORP | COM CL A | 68373J104 | 13,984 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 33,606 | 23,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
PERIPHAS CAPITAL PARTNERING | UNIT 99/99/9999 | 713895209 | 21,189 | 811,520 | SH | SOLE | 811,520 | 0 | 0 | ||
PERSHING SQUARE TONTINE HLDG | COM CL A | 71531R109 | 10,395 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
PERSHING SQUARE TONTINE HLDG | *W EXP 07/24/202 | 71531R117 | 267 | 27,777 | SH | SOLE | 27,777 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 60,742 | 4,874,962 | SH | SOLE | 4,874,962 | 0 | 0 | ||
PLAYA HOTELS & RESORTS NV | SHS | N70544106 | 28,627 | 4,811,203 | SH | SOLE | 4,811,203 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 23,050 | 21,147,000 | PRN | SOLE | 0 | 0 | 0 | ||
PURE STORAGE INC | NOTE 0.125% 4/1 | 74624MAB8 | 17,218 | 15,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
SCION TECH GROWTH I | UNIT 12/17/2025 | G31067120 | 20,640 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
SERITAGE GROWTH PPTYS | CL A | 81752R100 | 14,052 | 957,210 | SH | SOLE | 957,210 | 0 | 0 | ||
SILVER SPIKE ACQUISITION COR | CL A SHS | G8136L106 | 2,458 | 192,500 | SH | SOLE | 192,500 | 0 | 0 | ||
SILVER SPIKE ACQUISITION COR | *W EXP 08/02/202 | G8136L114 | 223 | 68,032 | SH | SOLE | 68,032 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G82514103 | 31,566 | 2,305,752 | SH | SOLE | 2,305,752 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHA HLD | *W EXP 09/26/202 | G82514111 | 1,388 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G8251L105 | 76,526 | 6,221,647 | SH | SOLE | 6,221,647 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHA HLD | *W EXP 09/26/202 | G8251L113 | 3,568 | 1,091,043 | SH | SOLE | 1,091,043 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHA HLD | SHS CL A | G8252P105 | 58,882 | 4,733,273 | SH | SOLE | 4,733,273 | 0 | 0 | ||
SOCIAL CAPITAL HEDOSOPHA HLD | *W EXP 09/26/202 | G8252P113 | 3,089 | 875,000 | SH | SOLE | 875,000 | 0 | 0 | ||
SPARTAN ACQUISITION CORP II | UNIT 99/99/9999 | 846775203 | 5,319 | 492,494 | SH | SOLE | 492,494 | 0 | 0 | ||
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 26,817 | 20,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 9,638 | 479,488 | SH | SOLE | 479,488 | 0 | 0 | ||
ST JOE CO | COM | 790148100 | 7,429 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
STARBOARD VALUE ACQUISITN CO | COM CL A | 85521J109 | 22,265 | 2,149,134 | SH | SOLE | 2,149,134 | 0 | 0 | ||
STARBOARD VALUE ACQUISITN CO | *W EXP 09/10/202 | 85521J117 | 575 | 291,666 | SH | SOLE | 291,666 | 0 | 0 | ||
SUPER MICRO COMPUTER INC | COM | 86800U104 | 94,995 | 3,000,459 | SH | SOLE | 3,000,459 | 0 | 0 | ||
SUPERNOVA PARTNERS ACQUISITI | COM CL A | 86846V108 | 22,670 | 2,060,926 | SH | SOLE | 2,060,926 | 0 | 0 | ||
SUPERNOVA PARTNERS ACQUISITI | *W EXP 10/16/202 | 86846V116 | 1,222 | 596,167 | SH | SOLE | 596,167 | 0 | 0 | ||
TEKKORP DIGITAL ACQUISITN CO | UNIT 09/29/2027 | G8739H122 | 11,938 | 1,110,479 | SH | SOLE | 1,110,479 | 0 | 0 | ||
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 36,877 | 1,985,829 | SH | SOLE | 1,985,829 | 0 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 72,815 | 3,240,522 | SH | SOLE | 3,240,522 | 0 | 0 | ||
TFS FINL CORP | COM | 87240R107 | 27,411 | 1,554,766 | SH | SOLE | 1,554,766 | 0 | 0 | ||
TPG PACE BEN FIN CORP | *W EXP 10/09/202 | G8990D117 | 3,670 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
TPG PACE BEN FIN CORP | CL A COM | G8990D125 | 42,685 | 1,649,975 | SH | SOLE | 1,649,975 | 0 | 0 | ||
TPG PACE TECH OPPORTUNITIES | CL A COM | G8990Y103 | 7,849 | 707,145 | SH | SOLE | 707,145 | 0 | 0 | ||
TRILOGY METALS INC NEW | COM | 89621C105 | 1,507 | 753,277 | SH | SOLE | 753,277 | 0 | 0 | ||
TWC TECH HLDGS II CORP | COM | 90117G105 | 26,325 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
TWC TECH HLDGS II CORP | *W EXP 09/15/202 | 90117G113 | 1,925 | 1,166,666 | SH | SOLE | 1,166,666 | 0 | 0 | ||
UNITED STATES CELLULAR CORP | COM | 911684108 | 8,462 | 275,719 | SH | SOLE | 275,719 | 0 | 0 | ||
VARIAN MED SYS INC | COM | 92220P105 | 36,912 | 210,916 | SH | SOLE | 210,916 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 117,649 | 2,002,539 | SH | SOLE | 2,002,539 | 0 | 0 | ||
VESPER HEALTHCARE ACQSTN COR | COM CL A | 92538T104 | 20,145 | 1,781,152 | SH | SOLE | 1,781,152 | 0 | 0 | ||
VESPER HEALTHCARE ACQSTN COR | *W EXP 09/30/202 | 92538T112 | 2,435 | 920,588 | SH | SOLE | 920,588 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 37,679 | 36,133,000 | PRN | SOLE | 0 | 0 | 0 | ||
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 15,256 | 10,820,000 | PRN | SOLE | 0 | 0 | 0 | ||
VONAGE HLDGS CORP | COM | 92886T201 | 54,384 | 4,223,997 | SH | SOLE | 4,223,997 | 0 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 112,653 | 1,915,540 | SH | SOLE | 1,915,540 | 0 | 0 | ||
VPC IMPACT ACQUISITION HLDNG | SHS CL A | G9441E100 | 12,182 | 1,208,580 | SH | SOLE | 1,208,580 | 0 | 0 | ||
VPC IMPACT ACQUISITION HLDNG | *W EXP 10/22/202 | G9441E118 | 278 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC LTD | SHS | G96629103 | 25,131 | 119,287 | SH | SOLE | 119,287 | 0 | 0 | ||
WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 15,723 | 13,199,000 | PRN | SOLE | 0 | 0 | 0 | ||
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 33,586 | 25,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
WW INTL INC | COM | 98262P101 | 10,094 | 413,682 | SH | SOLE | 413,682 | 0 | 0 |