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 |
ACCELERATE DIAGNOSTICS INC | NOTE 2.500% 3/1 | 00430HAB8 | 1,359 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | COM NEW | 00484M601 | 35 | 14,848 | SH | SOLE | 14,848 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 6.000%12/0 | 00484MAC0 | 1,223 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
ADAPTHEALTH CORP | COMMON STOCK | 00653Q102 | 4 | 155 | SH | SOLE | 155 | 0 | 0 | ||
ALGOMA STL GROUP INC | *W EXP 10/19/202 | 015658115 | 51 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
ALGOMA STL GROUP INC | COM | 015658107 | 3,825 | 353,831 | SH | SOLE | 353,831 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 1,699 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
ALTUS POWER INC | COM CL A | 02217A102 | 444 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 600 | 180 | SH | SOLE | 180 | 0 | 0 | ||
APA CORPORATION | COM | 03743Q108 | 1,210 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
APA CORPORATION | CALL | 03743Q908 | 1,694 | 63,000 | SH | Call | SOLE | 63,000 | 0 | 0 | |
ARCHAEA ENERGY INC | COM CL A | 03940F103 | 905 | 49,500 | SH | SOLE | 49,500 | 0 | 0 | ||
BERRY CORP | COM | 08579X101 | 1,523 | 180,848 | SH | SOLE | 180,848 | 0 | 0 | ||
BIOSIG TECHNOLOGIES INC | COM NEW | 09073N201 | 355 | 159,342 | SH | SOLE | 159,342 | 0 | 0 | ||
BLUE APRON HLDGS INC | CL A NEW | 09523Q200 | 282 | 41,872 | SH | SOLE | 41,872 | 0 | 0 | ||
BUCKLE INC | COM | 118440106 | 3,425 | 80,957 | SH | SOLE | 80,957 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 5,203 | 55,630 | SH | SOLE | 55,630 | 0 | 0 | ||
CALIFORNIA RES CORP | COM STOCK | 13057Q305 | 1,153 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167735 | 54 | 843 | SH | SOLE | 843 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | *W EXP 09/02/202 | 165167180 | 239 | 7,302 | SH | SOLE | 7,302 | 0 | 0 | ||
CNH INDL N V | SHS | N20944109 | 1,312 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
DELTA AIR LINES INC DEL | CALL | 247361902 | 1,759 | 45,000 | SH | Call | SOLE | 45,000 | 0 | 0 | |
DENBURY INC | COM | 24790A101 | 874 | 11,413 | SH | SOLE | 11,413 | 0 | 0 | ||
DIGITALOCEAN HLDGS INC | COM | 25402D102 | 2,108 | 26,238 | SH | SOLE | 26,238 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 2,224 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 1,349 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
EVOLENT HEALTH INC | CL A | 30050B101 | 498 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
EYENOVIA INC | COM | 30234E104 | 111 | 27,773 | SH | SOLE | 27,773 | 0 | 0 | ||
EZCORP INC | NOTE 2.875% 7/0 | 302301AF3 | 1,291 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 1,202 | 40,746 | SH | SOLE | 40,746 | 0 | 0 | ||
FULL HSE RESORTS INC | COM | 359678109 | 2,709 | 223,718 | SH | SOLE | 223,718 | 0 | 0 | ||
GOSSAMER BIO INC | NOTE 5.000% 6/0 | 38341PAA0 | 882 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 5,992 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
GREEN PLAINS INC | COM | 393222104 | 12,780 | 367,671 | SH | SOLE | 367,671 | 0 | 0 | ||
GREEN PLAINS INC | CALL | 393222904 | 4,415 | 127,000 | SH | Call | SOLE | 127,000 | 0 | 0 | |
GREEN PLAINS INC | PUT | 393222954 | 1,199 | 34,500 | SH | Put | SOLE | 34,500 | 0 | 0 | |
GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 1,017 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
H & E EQUIPMENT SERVICES INC | COM | 404030108 | 868 | 19,613 | SH | SOLE | 19,613 | 0 | 0 | ||
IHEARTMEDIA INC | COM CL A | 45174J509 | 3,519 | 167,251 | SH | SOLE | 167,251 | 0 | 0 | ||
INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 3,429 | 3,150,000 | SH | SOLE | 3,150,000 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 1,704 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
ISHARES TR | PUT | 464287955 | 266,273 | 1,197,000 | SH | Put | SOLE | 1,197,000 | 0 | 0 | |
ISHARES TR | PUT | 464287952 | 5,335 | 36,000 | SH | Put | SOLE | 36,000 | 0 | 0 | |
ISTAR INC | COM | 45031U101 | 21 | 815 | SH | SOLE | 815 | 0 | 0 | ||
MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 401 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 3,536 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
NABORS INDS INC | NOTE 0.750% 1/1 | 62957HAB1 | 1,584 | 1,800,000 | SH | SOLE | 1,800,000 | 0 | 0 | ||
NATERA INC | COM | 632307104 | 93 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 1,447 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 2,069 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 2,317 | 40,282 | SH | SOLE | 40,282 | 0 | 0 | ||
OMEROS CORP | NOTE 6.250%11/1 | 682143AE2 | 1,145 | 1,250,000 | SH | SOLE | 1,250,000 | 0 | 0 | ||
PLAYAGS INC | COM | 72814N104 | 734 | 108,045 | SH | SOLE | 108,045 | 0 | 0 | ||
POEMA GLOBAL HOLDINGS CORP | UNIT 99/99/9999 | G7154B123 | 53 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
R1 RCM INC | COM | 749397105 | 675 | 26,489 | SH | SOLE | 26,489 | 0 | 0 | ||
RILEY EXPLORATION PERMIAN IN | COM | 76665T102 | 1,782 | 92,254 | SH | SOLE | 92,254 | 0 | 0 | ||
SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 4 | 417 | SH | SOLE | 417 | 0 | 0 | ||
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 703 | 701,000 | SH | SOLE | 701,000 | 0 | 0 | ||
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 1,618 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
SONOS INC | COM | 83570H108 | 536 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | PUT | 78462F953 | 148,662 | 313,000 | SH | Put | SOLE | 313,000 | 0 | 0 | |
SUNNOVA ENERGY INTL INC. | CALL | 86745K904 | 2,262 | 81,000 | SH | Call | SOLE | 81,000 | 0 | 0 | |
TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 652 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
TEEKAY CORPORATION | NOTE 5.000% 1/1 | 87900YAE3 | 2,858 | 2,850,000 | SH | SOLE | 2,850,000 | 0 | 0 | ||
TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 53 | 18,652 | SH | SOLE | 18,652 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,310 | 1,350,000 | SH | SOLE | 1,350,000 | 0 | 0 | ||
TILRAY INC | NOTE 5.000%10/0 | 88688TAB6 | 888 | 900,000 | SH | SOLE | 900,000 | 0 | 0 | ||
TRAVELCENTERS OF AMERICA INC | COM NEW | 89421B109 | 5,731 | 111,015 | SH | SOLE | 111,015 | 0 | 0 | ||
TRAVERE THERAPEUTICS INC | NOTE 2.500% 9/1 | 761299AB2 | 2,997 | 2,714,000 | SH | SOLE | 2,714,000 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 532 | 28,719 | SH | SOLE | 28,719 | 0 | 0 | ||
VERTEX ENERGY INC | COM | 92534K107 | 61 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 2,402 | 105,500 | SH | SOLE | 105,500 | 0 | 0 | ||
WIX COM LTD | NOTE 8/1 | 92940WAD1 | 1,212 | 1,350,000 | SH | SOLE | 1,350,000 | 0 | 0 | ||
XERIS BIOPHARMA HOLDINGS INC | NOTE 5.000% 7/1 | 98422LAA5 | 310 | 250,000 | SH | SOLE | 250,000 | 0 | 0 |