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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ABCAM PLC | ADS | 000380204 | BBG00XRJJM98 | 746,790 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
| ABCAM PLC | ADS | 000380204 | BBG00XRJJM98 | 237,615 | 10,500 | SH | Call | SOLE | 10,500 | 0 | 0 | |
| ACCRETION ACQUISITION CORP | COM | 00438Y107 | BBG01282H7Y0 | 1,152,800 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | BBG001S6C009 | 1,591,710 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
| ALLURION TECHNOLOGIES INC | *W EXP 07/31/202 | 02008G110 | 195,590 | 214,934 | SH | Call | SOLE | 214,934 | 0 | 0 | ||
| AMPRIUS TECHNOLOGIES INC | *W EXP 09/14/202 | 03214Q116 | 79,990 | 266,634 | SH | Call | SOLE | 266,634 | 0 | 0 | ||
| ANAVEX LIFE SCIENCES CORP | COM NEW | 032797300 | BBG001SLQWW6 | 3,340,428 | 509,600 | SH | Put | SOLE | 509,600 | 0 | 0 | |
| ARLINGTON ASSET INVST CORP | CL A NEW | 041356205 | BBG001S6DRN4 | 121,980 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | BBG001SJZK39 | 758,064 | 88,147 | SH | SOLE | 88,147 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | BBG001SJZK39 | 41,317,549 | 3,166,000 | SH | Put | SOLE | 3,166,000 | 0 | 0 | |
| AVID TECHNOLOGY INC | COM | 05367P100 | BBG001S74L73 | 295,570 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| BELLEVUE LIFE SCNCS AQSTN CO | COM | 079174108 | BBG01752PQK6 | 732,378 | 70,421 | SH | SOLE | 70,421 | 0 | 0 | ||
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 61,378,782 | 27,617,000 | PRN | SOLE | 27,617,000 | 0 | 0 | |||
| C5 ACQUISITION CORPORATION | CL A COM | 12530D105 | BBG0156KRYN7 | 1,206,700 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 55,188,000 | 18,900,000 | PRN | SOLE | 18,900,000 | 0 | 0 | |||
| CHASE CORP | COM | 16150R104 | BBG001S8MR50 | 636,150 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 22,934,575 | 15,655,000 | PRN | SOLE | 15,655,000 | 0 | 0 | |||
| CIRCOR INTL INC | COM | 17273K109 | BBG001S6PMR8 | 421,804 | 7,566 | SH | SOLE | 7,566 | 0 | 0 | ||
| CRIXUS BH3 ACQUISITION CO | *W EXP 10/04/202 | 22677T110 | 49,599 | 990,000 | SH | Call | SOLE | 990,000 | 0 | 0 | ||
| CRIXUS BH3 ACQUISITION CO | CLASS A COM | 22677T102 | BBG012F020X8 | 5,260,000 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| DENBURY INC | COM | 24790A101 | BBG00XJDVXC8 | 1,111,433 | 11,340 | SH | SOLE | 11,340 | 0 | 0 | ||
| EBIX INC | COM NEW | 278715206 | BBG001S90C28 | 247,000 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| EBIX INC | COM NEW | 278715206 | BBG001S90C28 | 539,175 | 54,600 | SH | Call | SOLE | 54,600 | 0 | 0 | |
| EBIX INC | COM NEW | 278715206 | BBG001S90C28 | 2,007,588 | 203,300 | SH | Put | SOLE | 203,300 | 0 | 0 | |
| EF HUTTON ACQUISITION CORP I | COM | 28201D109 | BBG013CY6H73 | 1,167,100 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | COM | 292554102 | BBG001SKFPK8 | 6,615,453 | 138,500 | SH | Put | SOLE | 138,500 | 0 | 0 | |
| ENVESTNET INC | COM | 29404K106 | BBG001T7SQ20 | 845,568 | 19,200 | SH | Put | SOLE | 19,200 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 3,871,385 | 4,174,000 | PRN | SOLE | 4,174,000 | 0 | 0 | |||
| EVE HLDG INC | *W EXP 05/09/202 | 29970N112 | 291,174 | 309,760 | SH | Call | SOLE | 309,760 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 6,440,438 | 7,350,000 | PRN | SOLE | 7,350,000 | 0 | 0 | |||
| FOREST ROAD ACQUISITION COR | CL A | 34619V103 | BBG0108B3GR7 | 1,045,350 | 101,000 | SH | SOLE | 101,000 | 0 | 0 | ||
| FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 | 4,972 | 65,000 | SH | Call | SOLE | 65,000 | 0 | 0 | ||
| FOUR LEAF ACQUISITION CORP | COM CL A | 35088F107 | BBG019M65D98 | 1,215,692 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| GENWORTH FINL INC | COM CL A | 37247D106 | BBG001SJ0DH8 | 58,600 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| GEO CORRECTIONS HOLDINGS INC | NOTE 6.500% 2/2 | 36166WAB9 | 22,338,750 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | |||
| GREENHILL & CO INC | COM | 395259104 | BBG001SDD7Z0 | 335,960 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
| GUESS INC | COM | 401617105 | BBG001S5RJR5 | 4,329,000 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
| HANNON ARMSTRONG SUST INFR C | COM | 41068X100 | BBG0044K5DN3 | 2,439,150 | 115,000 | SH | Put | SOLE | 115,000 | 0 | 0 | |
| HOSTESS BRANDS INC | CL A | 44109J106 | BBG00B6KGPB9 | 3,280,542 | 98,500 | SH | Call | SOLE | 98,500 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | BBG001S7JWM6 | 2,292,300 | 60,000 | SH | Put | SOLE | 60,000 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 14,917,781 | 16,461,000 | PRN | SOLE | 16,461,000 | 0 | 0 | |||
| IROBOT CORP | COM | 462726100 | BBG001SPB1K4 | 1,742,020 | 46,000 | SH | Put | SOLE | 46,000 | 0 | 0 | |
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 7,471,875 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 4,351,500 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| KEEN VISION ACQUISITION CORP | SHS | G52443119 | BBG01HN1BXB6 | 513,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| LCI INDS | NOTE 1.125% 5/1 | 501812AB7 | 18,447,500 | 19,625,000 | PRN | SOLE | 19,625,000 | 0 | 0 | |||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 29,015,800 | 13,310,000 | PRN | SOLE | 13,310,000 | 0 | 0 | |||
| LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 | 131,623 | 375,958 | SH | Call | SOLE | 375,958 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 5,465,625 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | |||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 10,650,000 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | |||
| MARTI TECHNOLOGIES INC | *W EXP 99/99/999 | 573134111 | 11,199 | 618,750 | SH | Call | SOLE | 618,750 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 4,206,895 | 53,900 | SH | SOLE | 53,900 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 780,550 | 10,000 | SH | Call | SOLE | 10,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 12,647,100 | 130,000 | SH | Put | SOLE | 130,000 | 0 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 13,005,000 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | |||
| NABORS ENERGY TRANSITION COR | CL A COM | 629567108 | BBG011C70NY9 | 1,272,500 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| NATERA INC | COM | 632307104 | BBG001V0FSF8 | 4,536,137 | 102,500 | SH | Put | SOLE | 102,500 | 0 | 0 | |
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 7,242,375 | 5,425,000 | PRN | SOLE | 5,425,000 | 0 | 0 | |||
| NATIONAL VISION HLDGS INC | NOTE 2.500% 5/1 | 63845RAB3 | 10,739,250 | 11,100,000 | PRN | SOLE | 11,100,000 | 0 | 0 | |||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 11,895,750 | 10,200,000 | PRN | SOLE | 10,200,000 | 0 | 0 | |||
| NEW RELIC INC | COM | 64829B100 | BBG001V14078 | 941,820 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 65341B106 | BBG006JNW312 | 1,187,800 | 40,000 | SH | Put | SOLE | 40,000 | 0 | 0 | |
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 19,598,156 | 21,045,000 | PRN | SOLE | 21,045,000 | 0 | 0 | |||
| OAK WOODS ACQUISITION CORP | *W EXP 03/23/202 | 67190B112 | 4,204 | 78,000 | SH | Call | SOLE | 78,000 | 0 | 0 | ||
| OAK WOODS ACQUISITION CORP | CL A | 67190B104 | BBG01G2R5D70 | 814,710 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | BBG01GP115B8 | 19,500 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 57,246,633 | 24,250,000 | PRN | SOLE | 24,250,000 | 0 | 0 | |||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 14,037,494 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | |||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 12,709,672 | 13,326,000 | PRN | SOLE | 13,326,000 | 0 | 0 | |||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 14,313,364 | 14,312,000 | PRN | SOLE | 14,312,000 | 0 | 0 | |||
| PRESTO AUTOMATION INC | *W EXP 09/21/202 | 74113T113 | 3,034 | 60,800 | SH | Call | SOLE | 60,800 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 19,373,120 | 18,628,000 | PRN | SOLE | 18,628,000 | 0 | 0 | |||
| RIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 | BBG00741Y1P0 | 3,183,108 | 131,100 | SH | SOLE | 131,100 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | COM | V7780T103 | BBG001S5RMJ7 | 53,455,700 | 580,000 | SH | Put | SOLE | 580,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 65,209,055 | 32,965,000 | PRN | SOLE | 32,965,000 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 18,432,675 | 10,370,000 | PRN | SOLE | 10,370,000 | 0 | 0 | |||
| SCIPLAY CORPORATION | CL A | 809087109 | BBG00NTKBZP6 | 256,868 | 11,281 | SH | SOLE | 11,281 | 0 | 0 | ||
| SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | BBG001SP0YQ8 | 3,970,713 | 77,500 | SH | Call | SOLE | 77,500 | 0 | 0 | |
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 4,273,568 | 157,871 | SH | SOLE | 157,871 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 12,860,625 | 475,000 | SH | Put | SOLE | 475,000 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,854,375 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 18,282,500 | 17,750,000 | PRN | SOLE | 17,750,000 | 0 | 0 | |||
| TARO PHARMACEUTICAL INDS LTD | SHS | M8737E108 | BBG001SDFY52 | 215,249 | 5,708 | SH | SOLE | 5,708 | 0 | 0 | ||
| TEMPLETON GLOBAL INCOME FD | COM | 880198106 | BBG001S5RKQ3 | 965,000 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 4.625% 9/3 | 893830BW8 | 65,661,622 | 25,185,000 | PRN | SOLE | 25,185,000 | 0 | 0 | |||
| TRANSOCEAN LTD | REG SHS | H8817H100 | BBG001S7B678 | 26,749,121 | 3,260,100 | SH | Put | SOLE | 3,260,100 | 0 | 0 | |
| TRISALUS LIFE SCIENCES INC | *W EXP 08/10/202 | 89680M119 | 24,239 | 63,786 | SH | Call | SOLE | 63,786 | 0 | 0 | ||
| TYLER TECHNOLOGIES INC | COM | 902252105 | BBG001S5WZB0 | 4,336,352 | 11,230 | SH | SOLE | 11,230 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | BBG001S5XL75 | 535,920 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | BBG001S5XL75 | 5,114,812 | 157,500 | SH | Put | SOLE | 157,500 | 0 | 0 | |
| VAIL RESORTS INC | COM | 91879Q109 | BBG001S5TFD6 | 1,067,291 | 4,810 | SH | SOLE | 4,810 | 0 | 0 | ||
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 21,090,000 | 18,500,000 | PRN | SOLE | 18,500,000 | 0 | 0 | |||
| VERADIGM INC | COM | 01988P108 | BBG001S7VDS8 | 985,125 | 75,000 | SH | Put | SOLE | 75,000 | 0 | 0 | |
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 16,687,320 | 14,638,000 | PRN | SOLE | 14,638,000 | 0 | 0 | |||
| VINFAST AUTO LTD | SHS | Y9390M103 | BBG01BWSH9H1 | 9,276,120 | 741,200 | SH | Put | SOLE | 741,200 | 0 | 0 | |
| WAYFAIR INC | CL A | 94419L101 | BBG001THKQ26 | 24,242,000 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 11,102,175 | 11,970,000 | PRN | SOLE | 11,970,000 | 0 | 0 | |||