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 |
ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 70,800,000 | 1,200,000 | SH | SOLE | 1 | 1,200,000 | 0 | 0 | |
AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 23,237,800 | 20,000,000 | PRN | SOLE | 1 | 20,000,000 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 7,102,400 | 965,000 | SH | SOLE | 1 | 965,000 | 0 | 0 | |
APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 43,031,250 | 675,000 | SH | SOLE | 1 | 675,000 | 0 | 0 | |
ARBOR REALTY TRUST INC | COM | 038923108 | 8,281,250 | 625,000 | SH | Put | SOLE | 1 | 625,000 | 0 | 0 |
ARDAGH METAL PACKAGING S A | SHS | L02235106 | 4,287,500 | 1,250,000 | SH | SOLE | 1 | 1,250,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 288,222 | 3,300 | SH | SOLE | 1 | 3,300 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 24,608,251 | 25,000,000 | PRN | SOLE | 1 | 25,000,000 | 0 | 0 | |
BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 9,470,826 | 11,500,000 | PRN | SOLE | 1 | 11,500,000 | 0 | 0 | |
BURFORD CAP LTD | ORD SHS | G17977110 | 3,194,000 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 5,248,800 | 120,000 | SH | SOLE | 1 | 120,000 | 0 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 3,676,500 | 225,000 | SH | SOLE | 1 | 225,000 | 0 | 0 | |
CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 10,425,293 | 7,500,000 | PRN | SOLE | 1 | 7,500,000 | 0 | 0 | |
COINBASE GLOBAL INC | COM CL A | 19260Q107 | 2,704,224 | 10,200 | SH | SOLE | 1 | 10,200 | 0 | 0 | |
CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 29,666,422 | 18,702,000 | PRN | SOLE | 1 | 18,702,000 | 0 | 0 | |
DANA INC | COM | 235825205 | 2,032,000 | 160,000 | SH | SOLE | 1 | 160,000 | 0 | 0 | |
DROPBOX INC | NOTE3/0 | 26210CAC8 | 10,692,225 | 11,250,000 | PRN | SOLE | 1 | 11,250,000 | 0 | 0 | |
DROPBOX INC | NOTE3/0 | 26210CAD6 | 53,787,800 | 57,500,000 | PRN | SOLE | 1 | 57,500,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 5,033,115 | 4,500,000 | PRN | SOLE | 1 | 4,500,000 | 0 | 0 | |
EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 4,633,350 | 5,000,000 | PRN | SOLE | 1 | 5,000,000 | 0 | 0 | |
FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 15,137,472 | 16,000,000 | PRN | SOLE | 1 | 16,000,000 | 0 | 0 | |
FLUOR CORP NEW | COM | 343412102 | 2,168,964 | 51,300 | SH | SOLE | 1 | 51,300 | 0 | 0 | |
FORWARD AIR CORP | COM | 349853101 | 2,177,700 | 70,000 | SH | SOLE | 1 | 70,000 | 0 | 0 | |
GENEDX HOLDINGS CORP | *W EXP 07/22/202 | 81663L119 | 2,837 | 51,582 | SH | SOLE | 1 | 51,582 | 0 | 0 | |
GLOBAL PMTS INC | COM | 37940X102 | 7,083,980 | 53,000 | SH | SOLE | 1 | 53,000 | 0 | 0 | |
GOAL ACQUISITIONS CORP | *W EXP 99/99/999 | 38021H115 | 5,218 | 276,070 | SH | SOLE | 1 | 276,070 | 0 | 0 | |
GREENFIRE RES LTD NEW | COM SHS | 39525U107 | 29,992,355 | 5,019,641 | SH | SOLE | 1 | 5,019,641 | 0 | 0 | |
IHS HOLDING LIMITED | ORD SHS | G4701H109 | 10,495,678 | 2,973,280 | SH | SOLE | 1 | 2,973,280 | 0 | 0 | |
IQIYI INC | NOTE 6.500% 3/1 | G4939KAF3 | 18,847,461 | 19,800,000 | PRN | SOLE | 1 | 19,800,000 | 0 | 0 | |
ISHARES TR | CHINA LG-CAP ETF | 464287184 | 6,739,600 | 280,000 | SH | Call | SOLE | 1 | 0 | 0 | 0 |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 250,516,000 | 2,300,000 | SH | Put | SOLE | 1 | 2,300,000 | 0 | 0 |
ISHARES TR | 20 YR TR BD ETF | 464287432 | 53,365,680 | 564,000 | SH | Call | SOLE | 1 | 0 | 0 | 0 |
ISHARES TR | 7-10 YR TRSY BD | 464287440 | 288,713,000 | 3,050,000 | SH | Call | SOLE | 1 | 0 | 0 | 0 |
ISHARES TR | JPMORGAN USD EMG | 464288281 | 130,021,500 | 1,450,000 | SH | Put | SOLE | 1 | 1,450,000 | 0 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 998,970,414 | 12,851,800 | SH | Put | SOLE | 1 | 12,851,800 | 0 | 0 |
JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 34,462,400 | 35,000,000 | PRN | SOLE | 1 | 35,000,000 | 0 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 16,895,620 | 17,000,000 | PRN | SOLE | 1 | 17,000,000 | 0 | 0 | |
LIFE TIME GROUP HOLDINGS INC | COMMON STOCK | 53190C102 | 5,044,000 | 325,000 | SH | SOLE | 1 | 325,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 15,020,235 | 13,500,000 | PRN | SOLE | 1 | 13,500,000 | 0 | 0 | |
MEDICAL PPTYS TRUST INC | COM | 58463J304 | 1,410,000 | 300,000 | SH | Call | SOLE | 1 | 0 | 0 | 0 |
NABORS INDS INC | NOTE 1.750% 6/1 | 62957HAL9 | 4,544,256 | 6,105,000 | PRN | SOLE | 1 | 6,105,000 | 0 | 0 | |
NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 15,029,747 | 11,420,000 | PRN | SOLE | 1 | 11,420,000 | 0 | 0 | |
NCL CORP LTD | NOTE 2.500% 2/1 | 62886HBK6 | 56,427,620 | 58,000,000 | PRN | SOLE | 1 | 58,000,000 | 0 | 0 | |
NOVO-NORDISK A S | ADR | 670100205 | 1,284,000 | 10,000 | SH | SOLE | 1 | 10,000 | 0 | 0 | |
NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 18,477,227 | 15,028,000 | PRN | SOLE | 1 | 15,028,000 | 0 | 0 | |
PDD HOLDINGS INC | NOTE12/0 | 722304AC6 | 37,506,085 | 38,635,000 | PRN | SOLE | 1 | 38,635,000 | 0 | 0 | |
PENN ENTERTAINMENT INC | COM | 707569109 | 1,821,000 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
PHP VENTURES ACQUISITION COR | *W EXP 08/16/202 | 69291C114 | 727 | 31,600 | SH | SOLE | 1 | 31,600 | 0 | 0 | |
PRENETICS GLOBAL LTD | *W EXP 05/18/202 | G72245114 | 1,193 | 186,538 | SH | SOLE | 1 | 186,538 | 0 | 0 | |
RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 17,549,600 | 20,000,000 | PRN | SOLE | 1 | 20,000,000 | 0 | 0 | |
ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 85,038,600 | 30,000,000 | PRN | SOLE | 1 | 30,000,000 | 0 | 0 | |
SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 60,791,307 | 60,500,000 | PRN | SOLE | 1 | 60,500,000 | 0 | 0 | |
SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | 31,727,278 | 37,000,000 | PRN | SOLE | 1 | 37,000,000 | 0 | 0 | |
SHIFT4 PMTS INC | NOTE12/1 | 82452JAB5 | 10,773,000 | 10,000,000 | PRN | SOLE | 1 | 10,000,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 51,615,060 | 51,000,000 | PRN | SOLE | 1 | 51,000,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 98,075,625 | 187,500 | SH | Put | SOLE | 1 | 187,500 | 0 | 0 |
TECHTARGET INC | NOTE12/1 | 87874RAD2 | 20,900,000 | 22,000,000 | PRN | SOLE | 1 | 22,000,000 | 0 | 0 | |
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 2,102,200 | 20,000 | SH | SOLE | 1 | 20,000 | 0 | 0 | |
TH INTERNATIONAL LIMITED | ORDINARY SHARES | G8656L106 | 575,000 | 500,000 | SH | SOLE | 1 | 500,000 | 0 | 0 | |
THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | 5,765,467 | 7,742,000 | PRN | SOLE | 1 | 7,742,000 | 0 | 0 | |
THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | 11,462,501 | 26,200,000 | PRN | SOLE | 1 | 26,200,000 | 0 | 0 | |
UBER TECHNOLOGIES INC | NOTE12/1 | 90353TAJ9 | 26,946,000 | 24,000,000 | PRN | SOLE | 1 | 24,000,000 | 0 | 0 | |
UNITED STATES STL CORP | NOTE 5.000%11/0 | 912909AT5 | 40,014,520 | 13,000,000 | PRN | SOLE | 1 | 13,000,000 | 0 | 0 | |
VAIL RESORTS INC | NOTE1/0 | 91879QAN9 | 8,382,258 | 9,131,000 | PRN | SOLE | 1 | 9,131,000 | 0 | 0 | |
VERTEX ENERGY INC | COM | 92534K107 | 307,322 | 219,516 | SH | SOLE | 1 | 219,516 | 0 | 0 | |
VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 960,000 | 2,000,000 | PRN | SOLE | 1 | 2,000,000 | 0 | 0 | |
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 49,147,545 | 53,027,000 | PRN | SOLE | 1 | 53,027,000 | 0 | 0 | |
WAYFAIR INC | NOTE 0.625%10/0 | 94419LAM3 | 53,859,960 | 57,932,000 | PRN | SOLE | 1 | 57,932,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 0.750% 9/0 | 98954MAE1 | 59,141,000 | 50,000,000 | PRN | SOLE | 1 | 50,000,000 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 7,992,000 | 7,500,000 | PRN | SOLE | 1 | 7,500,000 | 0 | 0 |