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 |
| ASTRAZENECA PLC | SPONSORED ADR | 046353108 | 1,165 | 20,000 | SH | Call | SOLE | N/A | 20,000 | 0 | 0 |
| ASTRAZENECA PLC | SPONSORED ADR | 046353108 | 2,039 | 35,000 | SH | SOLE | N/A | 35,000 | 0 | 0 | |
| BAOZUN INC | NOTE 1.625% 5/0 | 06684LAB9 | 5,006 | 5,412,000 | PRN | SOLE | N/A | 5,412,000 | 0 | 0 | |
| BIOMERICA INC | COM NEW | 09061H307 | 331 | 85,000 | SH | SOLE | N/A | 85,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 7,444 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 1,304 | 2,000 | SH | Put | SOLE | N/A | 2,000 | 0 | 0 |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 435 | 131,524 | SH | SOLE | N/A | 131,524 | 0 | 0 | |
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 3,159 | 2,575,000 | PRN | SOLE | N/A | 2,575,000 | 0 | 0 | |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 439 | 20,000 | SH | SOLE | N/A | 20,000 | 0 | 0 | |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 8,564 | 390,000 | SH | Call | SOLE | N/A | 390,000 | 0 | 0 |
| FREYR BATTERY | SHS | L4135L100 | 671 | 60,000 | SH | SOLE | N/A | 60,000 | 0 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 4,410 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | |
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 2,916 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | |
| ISHARES SILVER TR | ISHARES | 46428Q109 | 1,076 | 50,000 | SH | SOLE | N/A | 50,000 | 0 | 0 | |
| ISHARES SILVER TR | ISHARES | 46428Q109 | 46,247 | 2,150,000 | SH | Call | SOLE | N/A | 2,150,000 | 0 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 34,804 | 400,000 | SH | Put | SOLE | N/A | 400,000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 4,018 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | |
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 3,950 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 1,319 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | |
| MATINAS BIOPHARMA HLDGS INC | COM | 576810105 | 10 | 10,000 | SH | SOLE | N/A | 10,000 | 0 | 0 | |
| METAURUS EQUITY COMPONENT TR | US EQT CUM 2027 | 59140L100 | 1,954 | 191,605 | SH | SOLE | N/A | 191,605 | 0 | 0 | |
| MOSAIC CO NEW | COM | 61945C103 | 1,965 | 50,000 | SH | Call | SOLE | N/A | 50,000 | 0 | 0 |
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 2,716 | 2,896,000 | PRN | SOLE | N/A | 2,896,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 4,749 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| PIEDMONT LITHIUM INC | COM | 72016P105 | 787 | 15,000 | SH | SOLE | N/A | 15,000 | 0 | 0 | |
| PIEDMONT LITHIUM INC | COM | 72016P105 | 787 | 15,000 | SH | Put | SOLE | N/A | 15,000 | 0 | 0 |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 4,528 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| PRECIGEN INC | NOTE 3.500% 7/0 | 46122TAA0 | 4,033 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 2,013 | 2,000,000 | PRN | SOLE | N/A | 2,000,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 6,388 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| SANOFI | SPONSORED ADR | 80105N105 | 1,002 | 20,000 | SH | SOLE | N/A | 20,000 | 0 | 0 | |
| SANOFI | SPONSORED ADR | 80105N105 | 4,008 | 80,000 | SH | Call | SOLE | N/A | 80,000 | 0 | 0 |
| SCORPIO TANKERS INC | SHS | Y7542C130 | 1,537 | 120,000 | SH | Call | SOLE | N/A | 120,000 | 0 | 0 |
| SILICOM LTD | ORD | M84116108 | 2,396 | 46,429 | SH | SOLE | N/A | 46,429 | 0 | 0 | |
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 4,395 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| SOTERA HEALTH CO | COM | 83601L102 | 1,295 | 55,000 | SH | SOLE | N/A | 55,000 | 0 | 0 | |
| SPDR GOLD TR | GOLD SHS | 78463V107 | 102,576 | 600,000 | SH | Call | SOLE | N/A | 600,000 | 0 | 0 |
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 1,247 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | |
| TRILOGY METALS INC | COM | 89621C105 | 373 | 225,766 | SH | SOLE | N/A | 225,766 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 5,460 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 493 | 500,000 | PRN | SOLE | N/A | 500,000 | 0 | 0 | |
| VIATRIS INC | COM | 92556V106 | 135 | 10,000 | SH | SOLE | N/A | 10,000 | 0 | 0 | |
| VISTRA CORP | COM | 92840M102 | 897 | 39,409 | SH | SOLE | N/A | 39,409 | 0 | 0 | |
| WILLIAMS COS INC | COM | 969457100 | 1,302 | 50,000 | SH | Put | SOLE | N/A | 50,000 | 0 | 0 |
| WILLIAMS COS INC | COM | 969457100 | 7,812 | 300,000 | SH | Call | SOLE | N/A | 300,000 | 0 | 0 |