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 |
ALLY FINL INC | COM | 02005N100 | 2,906,861 | 118,890 | SH | SOLE | 118,890 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 3,816,000 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
ARCO PLATFORM LTD | COM CL A | G04553106 | 3,111,426 | 230,476 | SH | SOLE | 230,476 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 15,386,396 | 39,500,000 | PRN | SOLE | 39,500,000 | 0 | 0 | ||
CAZOO GROUP LTD | DEBT 2.000% 2/1 | 14986TAA3 | 25,100,000 | 50,000,000 | PRN | SOLE | 50,000,000 | 0 | 0 | ||
ETSY INC | COM | 29786A106 | 2,994,500 | 25,000 | SH | Call | SOLE | 25,000 | 0 | 0 | |
GROVE COLLABORATIVE HOLD INC | COM CL A | 39957D102 | 800,616 | 2,006,556 | SH | SOLE | 2,006,556 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 77,311,500 | 1,050,000 | SH | Put | SOLE | 1,050,000 | 0 | 0 | |
ISHARES INC | CORE MSCI EMKT | 46434G103 | 9,966,014 | 213,405 | SH | SOLE | 213,405 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 3,888,873 | 4,320,000 | PRN | SOLE | 4,320,000 | 0 | 0 | ||
MR COOPER GROUP INC | COM | 62482R107 | 29,340,488 | 731,136 | SH | SOLE | 731,136 | 0 | 0 | ||
OAK STR HEALTH INC | NOTE 3/1 | 67181AAB3 | 13,740,462 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
ORION ENGINEERED CARBONS S A | COM | L72967109 | 48,828,876 | 2,741,655 | SH | SOLE | 2,741,655 | 0 | 0 | ||
PELOTON INTERACTIVE INC | CL A COM | 70614W100 | 1,191,000 | 150,000 | SH | Call | SOLE | 150,000 | 0 | 0 | |
SHAKE SHACK INC | NOTE 3/0 | 819047AB7 | 2,032,794 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 9,560,750 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
SPDR SER TR | S&P REGL BKG | 78464A698 | 2,937,000 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
PURECYCLE TECHNOLOGIES INC | COM | 74623V103 | 154,047 | 22,788 | SH | SOLE | 22,788 | 0 | 0 | ||
QUANTUMSCAPE CORP | COM CL A | 74767V109 | 118,214 | 20,849 | SH | SOLE | 20,849 | 0 | 0 | ||
STEPSTONE GROUP INC | COM CL A | 85914M107 | 5,458,294 | 216,771 | SH | SOLE | 216,771 | 0 | 0 | ||
VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 62,460,333 | 830,700 | SH | SOLE | 830,700 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 10,830,340 | 466,825 | SH | SOLE | 466,825 | 0 | 0 | ||
VITAL FARMS INC | COM | 92847W103 | 506,071 | 33,919 | SH | SOLE | 33,919 | 0 | 0 | ||
WARBY PARKER INC | CL A COM | 93403J106 | 2,698,000 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 |