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 |
| ACCRETION ACQUISITION CORP | COM | 00438Y107 | BBG01282H7Y0 | 1,141,800 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | BBG001S6C009 | 842,600 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | BBG001SZYYL4 | 508,941 | 115,800 | SH | Put | SOLE | 115,800 | 0 | 0 | |
| AMPRIUS TECHNOLOGIES INC | *W EXP 09/14/202 | 03214Q116 | 113,088 | 235,600 | SH | Call | SOLE | 235,600 | 0 | 0 | ||
| AMYRIS INC | COM NEW | 03236M200 | BBG001T20G05 | 51,750 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
| AMYRIS INC | COM NEW | 03236M200 | BBG001T20G05 | 4,599,747 | 4,444,200 | SH | Put | SOLE | 4,444,200 | 0 | 0 | |
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 4,462,534 | 21,648,000 | PRN | SOLE | 21,648,000 | 0 | 0 | |||
| BELLEVUE LIFE SCNCS AQSTN CO | COM | 079174108 | BBG01752PQK6 | 722,527 | 70,421 | SH | SOLE | 70,421 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 270,000 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | |||
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 66,971,225 | 27,617,000 | PRN | SOLE | 27,617,000 | 0 | 0 | |||
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | BBG0156KRYN7 | 1,171,500 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| CARNIVAL CORP | COMMON STOCK | 143658300 | BBG001S5PL01 | 46,874,250 | 2,490,000 | SH | Put | SOLE | 2,490,000 | 0 | 0 | |
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 15,892,110 | 7,956,000 | PRN | SOLE | 7,956,000 | 0 | 0 | |||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 52,065,607 | 18,900,000 | PRN | SOLE | 18,900,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | COM | 17243V102 | BBG001SS31W4 | 49,841,291 | 3,021,600 | SH | Put | SOLE | 3,021,600 | 0 | 0 | |
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 28,400,625 | 20,655,000 | PRN | SOLE | 20,655,000 | 0 | 0 | |||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 4,470,000 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | |||
| CRIXUS BH3 ACQUISITION CO | *W EXP 10/04/202 | 22677T110 | 20,592 | 990,000 | SH | Call | SOLE | 990,000 | 0 | 0 | ||
| CRIXUS BH3 ACQUISITION CO | CLASS A COM | 22677T102 | BBG012F020X8 | 5,180,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | CL A | 25470M109 | BBG001S7TPQ6 | 987,750 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 270,000 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | |||
| EF HUTTON ACQUISITION CORP I | COM | 28201D109 | BBG013CY6H73 | 1,135,200 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | COM | 292554102 | BBG001SKFPK8 | 3,449,180 | 71,000 | SH | Put | SOLE | 71,000 | 0 | 0 | |
| ENVESTNET INC | COM | 29404K106 | BBG001T7SQ20 | 1,484,375 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 13,879,320 | 14,924,000 | PRN | SOLE | 14,924,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 5,355,000 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| EVE HLDG INC | *W EXP 05/09/202 | 29970N112 | 228,254 | 259,350 | SH | Call | SOLE | 259,350 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 3,735,750 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | |||
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 | BBG0108B3GR7 | 1,035,250 | 101,000 | SH | SOLE | 101,000 | 0 | 0 | ||
| FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 | 5,480 | 65,000 | SH | Call | SOLE | 65,000 | 0 | 0 | ||
| FOUR LEAF ACQUISITION CORP | COM CL A | 35088F107 | BBG019M65D98 | 1,197,120 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 40,532,575 | 21,460,000 | PRN | SOLE | 21,460,000 | 0 | 0 | |||
| GE HEALTHCARE TECHNOLOGIES I | COMMON STOCK | 36266G107 | BBG01BFR8YW0 | 10,155,000 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| GENWORTH FINL INC | COM CL A | 37247D106 | BBG001SJ0DH8 | 50,000 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| GEO GROUP INC NEW | COM | 36162J106 | BBG001S6VYZ6 | 11,312,055 | 1,581,000 | SH | Put | SOLE | 1,581,000 | 0 | 0 | |
| GUESS INC | COM | 401617105 | BBG001S5RJR5 | 2,915,250 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 16,255,571 | 17,711,000 | PRN | SOLE | 17,711,000 | 0 | 0 | |||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 5,050,000 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 19,085,312 | 19,625,000 | PRN | SOLE | 19,625,000 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | BBG001SNP2B2 | 1,229,917 | 13,500 | SH | Put | SOLE | 13,500 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 42,791,650 | 13,310,000 | PRN | SOLE | 13,310,000 | 0 | 0 | |||
| LUMENTUM HLDGS INC | COM | 55024U109 | BBG0073F9RS8 | 1,418,125 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 10,723,907 | 9,990,000 | PRN | SOLE | 9,990,000 | 0 | 0 | |||
| M3 BRIGADE ACQUISITION II CO | COM CL A | 553800103 | BBG00ZCLL7V9 | 1,024,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 6,024,928 | 67,250 | SH | SOLE | 67,250 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 895,750 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 9,405,375 | 105,000 | SH | Put | SOLE | 105,000 | 0 | 0 | |
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 8,437,500 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | |||
| MURPHY CANYON ACQUISITION CO | CLASS A COM | 626642102 | BBG015879NG6 | 595,711 | 55,726 | SH | SOLE | 55,726 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 10,583,125 | 7,175,000 | PRN | SOLE | 7,175,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 15,279,375 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | |||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 17,691,200 | 19,295,000 | PRN | SOLE | 19,295,000 | 0 | 0 | |||
| OAK WOODS ACQUISITION CORP | *W EXP 03/23/202 | 67190B112 | 2,527 | 78,000 | SH | Call | SOLE | 78,000 | 0 | 0 | ||
| OAK WOODS ACQUISITION CORP | CL A | 67190B104 | BBG01G2R5D70 | 800,280 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | BBG01GP115B8 | 16,380 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 66,338,438 | 25,750,000 | PRN | SOLE | 25,750,000 | 0 | 0 | |||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 27,467,006 | 23,664,000 | PRN | SOLE | 23,664,000 | 0 | 0 | |||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 18,436,625 | 18,670,000 | PRN | SOLE | 18,670,000 | 0 | 0 | |||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 18,472,456 | 16,628,000 | PRN | SOLE | 16,628,000 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 17,732,700 | 10,370,000 | PRN | SOLE | 10,370,000 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 5,786,575 | 159,806 | SH | SOLE | 159,806 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 10,861,500 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 6,165,000 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | |||
| TELEPHONE & DATA SYS INC | COM NEW | 879433829 | BBG001S5WM29 | 82,300 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 4.625% 9/3 | 893830BW8 | 35,634,638 | 15,785,000 | PRN | SOLE | 15,785,000 | 0 | 0 | |||
| TYLER TECHNOLOGIES INC | COM | 902252105 | BBG001S5WZB0 | 4,279,229 | 10,275 | SH | SOLE | 10,275 | 0 | 0 | ||
| UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 70,382,745 | 35,682,000 | PRN | SOLE | 35,682,000 | 0 | 0 | |||
| US FOODS HLDG CORP | COM | 912008109 | BBG00C6H6D59 | 11,000,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| VAIL RESORTS INC | COM | 91879Q109 | BBG001S5TFD6 | 1,746,207 | 6,936 | SH | SOLE | 6,936 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 23,818,750 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | |||
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 16,357,965 | 14,638,000 | PRN | SOLE | 14,638,000 | 0 | 0 | |||
| WAYFAIR INC | CL A | 94419L101 | BBG001THKQ26 | 29,250,000 | 450,000 | SH | Put | SOLE | 450,000 | 0 | 0 | |
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 7,540,723 | 6,249,000 | PRN | SOLE | 6,249,000 | 0 | 0 | |||