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 |
|
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 |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 61,533,000 | 4,837,500 | SH | Put | SOLE | 4,837,500 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 17,984,681 | 1,413,890 | SH | SOLE | 1,413,890 | 0 | 0 | ||
ARDAGH METAL PACKAGING S A | SHS | L02235106 | 11,454,890 | 2,381,474 | SH | SOLE | 2,381,474 | 0 | 0 | ||
BENSON HILL INC | COMMON STOCK | 082490103 | 113,289 | 44,427 | SH | SOLE | 44,427 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 16,786,915 | 43,287,000 | PRN | SOLE | 43,287,000 | 0 | 0 | ||
CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 7,089,600 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 1,734,640 | 1,652,038 | SH | SOLE | 1,652,038 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 14,700,000 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
COUPA SOFTWARE INC | NOTE 0.375% 6/1 | 22266LAF3 | 28,938,900 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 42,494,625 | 67,500,000 | PRN | SOLE | 67,500,000 | 0 | 0 | ||
ENPHYS ACQUISITION CORP | *W EXP 99/99/999 | G3167L117 | 53,235 | 591,500 | SH | SOLE | 591,500 | 0 | 0 | ||
FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 35,977,760 | 1,412,000 | SH | SOLE | 1,412,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 56,109,048 | 321,800 | SH | Put | SOLE | 321,800 | 0 | 0 | |
LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 3,799,306 | 11,369,722 | PRN | SOLE | 11,369,722 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 4.000%11/1 | 530715AG6 | 1,364,013 | 3,966,019 | PRN | SOLE | 3,966,019 | 0 | 0 | ||
MIRION TECHNOLOGIES INC | *W EXP 10/20/202 | 60471A119 | 646,216 | 576,979 | SH | SOLE | 576,979 | 0 | 0 | ||
NIO INC | NOTE 0.500% 2/0 | 62914VAF3 | 54,983,275 | 72,500,000 | PRN | SOLE | 72,500,000 | 0 | 0 | ||
OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 34,167,968 | 44,750,000 | PRN | SOLE | 44,750,000 | 0 | 0 | ||
RESOLUTE FST PRODS INC | COM | 76117W109 | 13,712,306 | 635,123 | SH | SOLE | 635,123 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 43,735,000 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 68,400,000 | 2,000,000 | SH | Put | SOLE | 2,000,000 | 0 | 0 | |
SES AI CORPORATION | *W EXP 12/10/202 | 78397Q117 | 60,811 | 115,020 | SH | SOLE | 115,020 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 60,423,940 | 158,000 | SH | Put | SOLE | 158,000 | 0 | 0 | |
SPLUNK INC | COM | 848637104 | 13,512,600 | 156,959 | SH | SOLE | 156,959 | 0 | 0 | ||
SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 32,648,700 | 42,000,000 | PRN | SOLE | 42,000,000 | 0 | 0 | ||
THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 21,305,094 | 56,747,000 | PRN | SOLE | 56,747,000 | 0 | 0 |