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 |
| ACADEMY SPORTS & OUTDOORS IN | COM | 00402L107 | 1,234,123 | 22,833 | SH | SOLE | 22,833 | 0 | 0 | ||
| ACROPOLIS INFRASTRUCTURE ACQ | *W EXP 03/30/202 | 005029111 | 8,088 | 89,824 | SH | SOLE | 89,824 | 0 | 0 | ||
| AETHERIUM ACQUISITION CORP | *W EXP 12/21/202 | 00809J119 | 3,060 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| AIMFINITY INVESTMENT CORP I | UNIT 04/21/2027 | G0135E142 | 1,047,000 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| AIMFINITY INVESTMENT CORP I | *W EXP 04/21/202 | G0135E126 | 4,980 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 31,700,426 | 32,700,000 | PRN | SOLE | 32,700,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 9,211,952 | 8,619,000 | PRN | SOLE | 8,619,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 24,387,582 | 19,000,000 | PRN | SOLE | 19,000,000 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 43,953,000 | 2,450,000 | SH | Put | SOLE | 2,450,000 | 0 | 0 | |
| AMYRIS INC | COM NEW | 03236M200 | 515,000 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| AMYRIS INC | NOTE 1.500%11/1 | 03236MAJ0 | 5,086,219 | 26,960,000 | PRN | SOLE | 26,960,000 | 0 | 0 | ||
| ANZU SPECIAL ACQUISITIN CORP | *W EXP 01/27/202 | 03737A119 | 481 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 58,780,408 | 20,295,000 | PRN | SOLE | 20,295,000 | 0 | 0 | ||
| BANYAN ACQUISITION CORPORATI | *W EXP 09/30/202 | 06690B115 | 4,837 | 22,499 | SH | SOLE | 22,499 | 0 | 0 | ||
| BATH & BODY WORKS INC | COM | 070830104 | 242,250 | 6,460 | SH | SOLE | 6,460 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 9,688,036 | 10,700,000 | PRN | SOLE | 10,700,000 | 0 | 0 | ||
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | 10,242,215 | 39,418,000 | PRN | SOLE | 39,418,000 | 0 | 0 | ||
| BIGBEAR AI HLDGS INC | *W EXP 12/08/202 | 08975B117 | 23,679 | 98,996 | SH | SOLE | 98,996 | 0 | 0 | ||
| BILANDER ACQUISITION CORP | CL A COM | 09001T106 | 547,573 | 53,895 | SH | SOLE | 53,895 | 0 | 0 | ||
| BILANDER ACQUISITION CORP | *W EXP 05/19/202 | 09001T114 | 769 | 13,473 | SH | SOLE | 13,473 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,638,252 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 2,045,648 | 23,600 | SH | Call | SOLE | 23,600 | 0 | 0 | |
| BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 11,413,552 | 11,417,000 | PRN | SOLE | 11,417,000 | 0 | 0 | ||
| BLEUACACIA LTD | RIGHT 10/30/2026 | G11728139 | 17,200 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| BLEUACACIA LTD | *W EXP 10/30/202 | G11728113 | 4,459 | 99,999 | SH | SOLE | 99,999 | 0 | 0 | ||
| BLOOM ENERGY CORP | COM CL A | 093712107 | 8,420,250 | 515,000 | SH | SOLE | 515,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | COM CL A | 093712107 | 4,087,500 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
| BLOOM ENERGY CORP | COM CL A | 093712107 | 4,537,125 | 277,500 | SH | Call | SOLE | 277,500 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 36,936,506 | 24,600,000 | PRN | SOLE | 24,600,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 3,113,920 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| BURTECH ACQUISITION CORP | *W EXP 12/18/202 | 123013112 | 3,030 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| CACTUS ACQUISITION CORP 1 LT | *W EXP 08/17/202 | G1745A124 | 1,031 | 24,994 | SH | SOLE | 24,994 | 0 | 0 | ||
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 3,116,611 | 61,146 | SH | SOLE | 61,146 | 0 | 0 | ||
| CARTICA ACQUISITION CORP | *W EXP 04/30/202 | G1995D117 | 2,854 | 49,999 | SH | SOLE | 49,999 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 27,325,881 | 9,925,000 | PRN | SOLE | 9,925,000 | 0 | 0 | ||
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 2,584,815 | 7,036 | SH | SOLE | 7,036 | 0 | 0 | ||
| COINBASE GLOBAL INC | COM CL A | 19260Q107 | 1,788,750 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
| CONSOL ENERGY INC NEW | COM | 20854L108 | 406,860 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
| CORSAIR PARTNERING CORP | SHS CL A | G2540H108 | 836,342 | 80,728 | SH | SOLE | 80,728 | 0 | 0 | ||
| CORSAIR PARTNERING CORP | *W EXP 07/06/202 | G2540H116 | 516 | 27,208 | SH | SOLE | 27,208 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 1,421,707 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 434,943 | 9,149 | SH | SOLE | 9,149 | 0 | 0 | ||
| DENALI CAPITAL ACQUISITN COR | *W EXP 03/28/202 | G6256B114 | 2,561 | 41,184 | SH | SOLE | 41,184 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 24,764,319 | 46,500,000 | PRN | SOLE | 46,500,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 8,022,401 | 9,000,000 | PRN | SOLE | 9,000,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | CL A | 25470M109 | 13,410,650 | 2,035,000 | SH | Put | SOLE | 2,035,000 | 0 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAC8 | 11,491,332 | 12,144,000 | PRN | SOLE | 12,144,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 13,092,769 | 13,636,000 | PRN | SOLE | 13,636,000 | 0 | 0 | ||
| DYNAVAX TECHNOLOGIES CORP | NOTE 2.500% 5/1 | 268158AD4 | 20,143,566 | 14,238,000 | PRN | SOLE | 14,238,000 | 0 | 0 | ||
| EFFECTOR THERAPEUTICS INC | *W EXP 12/31/202 | 28202V116 | 7,251 | 41,795 | SH | SOLE | 41,795 | 0 | 0 | ||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | 2,272,400 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 61,142,312 | 36,461,000 | PRN | SOLE | 36,461,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 87,260,070 | 73,572,000 | PRN | SOLE | 73,572,000 | 0 | 0 | ||
| EVEREST CONSOLIDATOR ACQ COR | *W EXP 99/99/999 | 29978K110 | 2,863 | 24,999 | SH | SOLE | 24,999 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 12,048,013 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| FORD MTR CO DEL | COM | 345370860 | 10,591,000 | 700,000 | SH | Put | SOLE | 700,000 | 0 | 0 | |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 1,355,128 | 72,700 | SH | Put | SOLE | 72,700 | 0 | 0 | |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 159,278 | 8,545 | SH | SOLE | 8,545 | 0 | 0 | ||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 41,255,232 | 21,992,000 | PRN | SOLE | 21,992,000 | 0 | 0 | ||
| FUTURETECH II ACQUISITION CO | *W EXP 08/18/202 | 36119D111 | 4,892 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| GENESIS UNICORN CAPITAL CORP | *W EXP 06/30/202 | 37187C118 | 5,063 | 66,400 | SH | SOLE | 66,400 | 0 | 0 | ||
| GOLDEN ENTMT INC | COM | 381013101 | 595,315 | 14,242 | SH | SOLE | 14,242 | 0 | 0 | ||
| GROUPON INC | COM NEW | 399473206 | 531,900 | 90,000 | SH | Call | SOLE | 90,000 | 0 | 0 | |
| GROUPON INC | NOTE 1.125% 3/1 | 399473AF4 | 4,292,875 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| GROUPON INC | COM NEW | 399473206 | 2,571,441 | 435,100 | SH | Put | SOLE | 435,100 | 0 | 0 | |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 5,760,711 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | COM | 40131M109 | 1,790,000 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| HERTZ GLOBAL HLDGS INC | COM NEW | 42806J700 | 239,070 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| HNR ACQUISITION CORP | *W EXP 02/04/202 | 40472A128 | 10,995 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| HYATT HOTELS CORP | COM CL A | 448579102 | 966,138 | 8,432 | SH | SOLE | 8,432 | 0 | 0 | ||
| INFINITE ACQUISITION CORP | *W EXP 11/23/202 | G48028123 | 6,649 | 49,999 | SH | SOLE | 49,999 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 9,960,358 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 69,862,863 | 32,605,000 | PRN | SOLE | 32,605,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 36,145,042 | 26,250,000 | PRN | SOLE | 26,250,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 10,170,181 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 20,198,400 | 960,000 | SH | SOLE | 960,000 | 0 | 0 | ||
| INVESTCORP INDIA ACQUISTN CO | *W EXP 06/01/202 | G49219127 | 743 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | 4,808,218 | 5,100,000 | PRN | SOLE | 5,100,000 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 23,990,198 | 23,900,000 | PRN | SOLE | 23,900,000 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 25,148,450 | 335,000 | SH | Put | SOLE | 335,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 15,824,315 | 84,500 | SH | Call | SOLE | 84,500 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 15,824,315 | 84,500 | SH | Put | SOLE | 84,500 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 25,148,450 | 335,000 | SH | Call | SOLE | 335,000 | 0 | 0 | |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 67,209,010 | 621,500 | SH | Put | SOLE | 621,500 | 0 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 14,548,901 | 16,250,000 | PRN | SOLE | 16,250,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 27,968,297 | 29,236,000 | PRN | SOLE | 29,236,000 | 0 | 0 | ||
| KRAFT HEINZ CO | COM | 500754106 | 639,000 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
| LAMF GLOBAL VENTURES CORP I | *W EXP 11/05/202 | G5338L124 | 1,076 | 37,499 | SH | SOLE | 37,499 | 0 | 0 | ||
| LF CAPITAL ACQUISITION CORP | *W EXP 02/19/202 | 50202D110 | 1,403 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM A SIRIUSXM | 531229409 | 3,887,985 | 118,500 | SH | SOLE | 118,500 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | DEB 3.750% 2/1 | 530715AL5 | 346,175 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 5,466,600 | 60,000 | SH | Put | SOLE | 60,000 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 9,593,196 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| LUCID GROUP INC | COM | 549498103 | 3,445,000 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| M/I HOMES INC | COM | 55305B101 | 1,476,039 | 16,929 | SH | SOLE | 16,929 | 0 | 0 | ||
| MARATHON DIGITAL HOLDINGS IN | NOTE 1.000%12/0 | 565788AB2 | 2,702,731 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 22,361,413 | 24,140,000 | PRN | SOLE | 24,140,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | COM | 57164Y107 | 324,103 | 2,641 | SH | SOLE | 2,641 | 0 | 0 | ||
| META PLATFORMS INC | CL A | 30303M102 | 1,612,540 | 5,619 | SH | SOLE | 5,619 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,988,924 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 17,300,026 | 15,900,000 | PRN | SOLE | 15,900,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 45,155,839 | 36,302,000 | PRN | SOLE | 36,302,000 | 0 | 0 | ||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 16,887,129 | 16,100,000 | PRN | SOLE | 16,100,000 | 0 | 0 | ||
| NOGIN INC | COM NEW | 65528N204 | 290,856 | 222,028 | SH | SOLE | 222,028 | 0 | 0 | ||
| NUBIA BRAND INTERNATIONAL CO | *W EXP 11/16/202 | 67022R111 | 4,617 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| OMNILIT ACQUISITION CORP | *W EXP 11/08/202 | 68218C116 | 2,611 | 46,848 | SH | SOLE | 46,848 | 0 | 0 | ||
| OPY ACQUISITION CORP I | COM CL A | 671005106 | 1,013,760 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
| OPY ACQUISITION CORP I | *W EXP 09/22/202 | 671005114 | 4,252 | 49,999 | SH | SOLE | 49,999 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 7,894,438 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 112,185,889 | 43,594,000 | PRN | SOLE | 43,594,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 3,418,443 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| PEABODY ENERGY CORP | COM | 704551100 | 1,083,000 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| PEABODY ENERGY CORP | COM | 704551100 | 324,900 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 1,351,705 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| PONO CAP TWO INC | *W EXP 07/31/202 | 73245B115 | 3,132 | 55,787 | SH | SOLE | 55,787 | 0 | 0 | ||
| PORTAGE FINTECH ACQUISITN CO | *W EXP 07/08/202 | G7185D114 | 839 | 22,999 | SH | SOLE | 22,999 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 17,859,204 | 16,200,000 | PRN | SOLE | 16,200,000 | 0 | 0 | ||
| PROOF ACQUISITION CORP I | *W EXP 99/99/999 | 74349W112 | 1,921 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 | 5,165,700 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 2.250% 5/0 | 753422AD6 | 4,830,143 | 4,700,000 | PRN | SOLE | 4,700,000 | 0 | 0 | ||
| RIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 | 22,707,580 | 1,363,000 | SH | Put | SOLE | 1,363,000 | 0 | 0 | |
| RIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 | 1,882,580 | 113,000 | SH | SOLE | 113,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | COM | V7780T103 | 436,226 | 4,205 | SH | SOLE | 4,205 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 35,402,620 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
| SABRE CORP | COM | 78573M104 | 3,828,000 | 1,200,000 | SH | Put | SOLE | 1,200,000 | 0 | 0 | |
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 3,887,040 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SEAWORLD ENTMT INC | COM | 81282V100 | 1,164,503 | 20,791 | SH | SOLE | 20,791 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 1,001,295 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 5,443,194 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SHUAA PARTNERS ACQUISTN CORP | *W EXP 02/24/202 | G81173117 | 3,775 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| SHYFT GROUP INC | COM | 825698103 | 2,813,686 | 127,547 | SH | SOLE | 127,547 | 0 | 0 | ||
| SILVERBOX CORP III | *W EXP 02/28/202 | 82836N115 | 11,249 | 83,333 | SH | SOLE | 83,333 | 0 | 0 | ||
| SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 25,175 | 47,500 | SH | Put | SOLE | 47,500 | 0 | 0 | |
| SMILEDIRECTCLUB INC | CL A COM | 83192H106 | 25,175 | 47,500 | SH | SOLE | 47,500 | 0 | 0 | ||
| SNAP INC | NOTE 0.250% 5/0 | 83304AAD8 | 22,914,002 | 23,794,000 | PRN | SOLE | 23,794,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 121,902,000 | 275,000 | SH | Put | SOLE | 275,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 2,038,519 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 1,372,256 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 3,363,912 | 8,055,000 | PRN | SOLE | 8,055,000 | 0 | 0 | ||
| T-MOBILE US INC | COM | 872590104 | 612,687 | 4,411 | SH | SOLE | 4,411 | 0 | 0 | ||
| UNDER ARMOUR INC | NOTE 1.500% 6/0 | 904311AC1 | 14,864,259 | 15,404,000 | PRN | SOLE | 15,404,000 | 0 | 0 | ||
| UNITI GROUP INC | COM | 91325V108 | 3,326,400 | 720,000 | SH | Put | SOLE | 720,000 | 0 | 0 | |
| UPHEALTH INC | *W EXP 06/08/202 | 91532B119 | 425 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| UTA ACQUISITION CORPORATION | *W EXP 10/30/202 | G9473A117 | 3,302 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 2,248,462 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| VARONIS SYS INC | NOTE 1.250% 8/1 | 922280AB8 | 36,616,476 | 33,147,000 | PRN | SOLE | 33,147,000 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 3.500% 1/1 | 922417AG5 | 1,816,069 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 40,533,234 | 36,411,000 | PRN | SOLE | 36,411,000 | 0 | 0 | ||
| VICI PPTYS INC | COM | 925652109 | 541,790 | 17,238 | SH | SOLE | 17,238 | 0 | 0 | ||
| VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 | 582,000 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| VIRGIN GALACTIC HOLDINGS INC | COM | 92766K106 | 62,080 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| VISCOGLIOSI BROS ACQUISTN CO | *W EXP 03/18/202 | 92838K118 | 804 | 24,999 | SH | SOLE | 24,999 | 0 | 0 | ||
| WILLIAMS SONOMA INC | COM | 969904101 | 1,394,309 | 11,142 | SH | SOLE | 11,142 | 0 | 0 | ||
| WINNEBAGO INDS INC | NOTE 1.500% 4/0 | 974637AB6 | 29,951,199 | 24,912,000 | PRN | SOLE | 24,912,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 24,657,605 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,930,766 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
| WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 2,733,444 | 25,200 | SH | Put | SOLE | 25,200 | 0 | 0 | |
| WYNN RESORTS LTD | COM | 983134107 | 1,056,100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | 251,300 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||