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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AT&T INC | COM | 00206R102 | 5,349 | 300,000 | SH | Call | SOLE | N/A | 300,000 | 0 | 0 | |
| BIOMERICA INC | COM NEW | 09061H307 | 380 | 85,000 | SH | SOLE | N/A | 85,000 | 0 | 0 | ||
| BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 242 | 184 | SH | SOLE | N/A | 184 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 6,578 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 2,534 | 2,000,000 | PRN | SOLE | N/A | 2,000,000 | 0 | 0 | ||
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 351 | 101,524 | SH | SOLE | N/A | 101,524 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.125% 6/1 | 22266LAC0 | 2,513 | 2,575,000 | PRN | SOLE | N/A | 2,575,000 | 0 | 0 | ||
| DIREXION SHS ETF TR | DLY GOLD INDX 2X | 25460G781 | 5,098 | 72,000 | SH | Call | SOLE | N/A | 72,000 | 0 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 704 | 750,000 | PRN | SOLE | N/A | 750,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 474 | 500,000 | PRN | SOLE | N/A | 500,000 | 0 | 0 | ||
| ESSENT GROUP LTD | COM | G3198U102 | 618 | 15,000 | SH | SOLE | N/A | 15,000 | 0 | 0 | ||
| FREYR BATTERY | SHS | L4135L100 | 981 | 80,000 | SH | Call | SOLE | N/A | 80,000 | 0 | 0 | |
| INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 3,090 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| IQIYI INC | NOTE 2.000% 4/0 | 46267XAD0 | 3,180 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | ||
| ISHARES SILVER TR | ISHARES | 46428Q109 | 14,872 | 650,000 | SH | Call | SOLE | N/A | 650,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 41,145 | 500,000 | SH | Put | SOLE | N/A | 500,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 4,095 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 2,471 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 4,559 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 1,300 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||
| MATINAS BIOPHARMA HLDGS INC | COM | 576810105 | 8 | 10,000 | SH | SOLE | N/A | 10,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 474 | 35,000 | SH | SOLE | N/A | 35,000 | 0 | 0 | ||
| MIND MEDICINE MINDMED INC | COM SUB VTG | 60255C109 | 111 | 100,000 | SH | SOLE | N/A | 100,000 | 0 | 0 | ||
| NIO INC | NOTE 2/0 | 62914VAE6 | 2,544 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 2,770 | 2,896,000 | PRN | SOLE | N/A | 2,896,000 | 0 | 0 | ||
| OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 5,385 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 5,278 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | ||
| PIEDMONT LITHIUM INC | COM | 72016P105 | 3,285 | 45,000 | SH | Call | SOLE | N/A | 45,000 | 0 | 0 | |
| PINDUODUO INC | NOTE 12/0 | 722304AC6 | 4,398 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | ||
| PRECIGEN INC | COM | 74017N105 | 285 | 135,000 | SH | SOLE | N/A | 135,000 | 0 | 0 | ||
| PRECIGEN INC | NOTE 3.500% 7/0 | 46122TAA0 | 2,362 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 4.250% 6/1 | 780153BB7 | 6,557 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | ||
| SILICOM LTD | ORD | M84116108 | 1,802 | 45,776 | SH | SOLE | N/A | 45,776 | 0 | 0 | ||
| SILICON LABORATORIES INC | NOTE 0.625% 6/1 | 826919AD4 | 3,445 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 5,466 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 32,517 | 180,000 | SH | Call | SOLE | N/A | 180,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 22,582 | 50,000 | SH | Put | SOLE | N/A | 50,000 | 0 | 0 | |
| SSR MNG INC | NOTE 2.500% 4/0 | 784730AB9 | 1,395 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 3,233 | 3,000 | SH | Put | SOLE | N/A | 3,000 | 0 | 0 | |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 1,773 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | ||
| TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 5,100 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 450 | 500,000 | PRN | SOLE | N/A | 500,000 | 0 | 0 | ||
| VNET GROUP INC | NOTE 2/0 | 90138VAB3 | 801 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,391 | 1,050 | SH | SOLE | N/A | 1,050 | 0 | 0 | ||