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 |
| 1LIFE HEALTHCARE INC | NOTE 3.000% 6/1 | 68269GAB3 | 37,375 | 44,967,000 | PRN | SOLE | 44,967,000 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 61,340 | 4,837,500 | SH | Put | SOLE | 4,837,500 | 0 | 0 | |
| AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 14,804 | 229,619 | SH | SOLE | 229,619 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 177,736 | 1,300,000 | SH | Put | SOLE | 1,300,000 | 0 | 0 | |
| ARDAGH METAL PACKAGING S A | SHS | L02235106 | 34,603 | 5,672,617 | SH | SOLE | 5,672,617 | 0 | 0 | ||
| BENSON HILL INC | COMMON STOCK | 082490103 | 122 | 44,427 | SH | SOLE | 44,427 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 27,974 | 69,500,000 | PRN | SOLE | 69,500,000 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | COM | 112463104 | 19,015 | 4,188,222 | SH | SOLE | 4,188,222 | 0 | 0 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 13,464 | 2,200,000 | SH | SOLE | 2,200,000 | 0 | 0 | ||
| COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 28,393 | 37,500,000 | PRN | SOLE | 37,500,000 | 0 | 0 | ||
| DBX ETF TR | XTRACK HRVST CSI | 233051879 | 17,085 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 13,500 | 13,500,000 | PRN | SOLE | 13,500,000 | 0 | 0 | ||
| ENPHYS ACQUISITION CORP | *W EXP 99/99/999 | G3167L117 | 95 | 591,500 | SH | SOLE | 591,500 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 39,830 | 1,692,000 | SH | SOLE | 1,692,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 67,744 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 5,435 | 11,383,243 | PRN | SOLE | 11,383,243 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 1,947 | 3,973,088 | PRN | SOLE | 3,973,088 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 6,105 | 8,250,000 | PRN | SOLE | 8,250,000 | 0 | 0 | ||
| MIRION TECHNOLOGIES INC | *W EXP 10/20/202 | 60471A119 | 606 | 576,979 | SH | SOLE | 576,979 | 0 | 0 | ||
| NEOGENOMICS INC | NOTE 0.250% 1/1 | 64049MAB6 | 27,432 | 44,000,000 | PRN | SOLE | 44,000,000 | 0 | 0 | ||
| NIO INC | NOTE 0.500% 2/0 | 62914VAF3 | 36,043 | 47,250,000 | PRN | SOLE | 47,250,000 | 0 | 0 | ||
| NIO INC | NOTE 2/0 | 62914VAE6 | 5,086 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 1/1 | 67059NAB4 | 10,417 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 57,292 | 80,001,000 | PRN | SOLE | 80,001,000 | 0 | 0 | ||
| PBF ENERGY INC | CL A | 69318G106 | 6,530 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 78,625 | 2,500,000 | SH | Put | SOLE | 2,500,000 | 0 | 0 | |
| SES AI CORPORATION | *W EXP 12/10/202 | 78397Q117 | 266 | 415,020 | SH | SOLE | 415,020 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 912,945 | 2,420,000 | SH | Put | SOLE | 2,420,000 | 0 | 0 | |
| SPDR SER TR | S&P OILGAS EXP | 78468R556 | 41,818 | 350,000 | SH | Call | SOLE | 350,000 | 0 | 0 | |
| SPLUNK INC | COM | 848637104 | 13,269 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 46,315 | 58,669,000 | PRN | SOLE | 58,669,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 25,551 | 57,747,000 | PRN | SOLE | 57,747,000 | 0 | 0 | ||
| UWM HOLDINGS CORPORATION | COM CL A | 91823B109 | 17,654 | 4,986,973 | SH | SOLE | 4,986,973 | 0 | 0 | ||
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 122,238 | 600,000 | SH | Put | SOLE | 600,000 | 0 | 0 | |