The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | BBG009KG1741 | 253,000 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| ALLURION TECHNOLOGIES INC | *W EXP 08/01/203 | 02008G110 | 122,017 | 271,148 | SH | Call | SOLE | 271,148 | 0 | 0 | ||
| ALTERYX INC | COM CL A | 02156B103 | BBG001T9FXC4 | 778,140 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| AMPRIUS TECHNOLOGIES INC | *W EXP 09/14/202 | 03214Q116 | 112,489 | 288,434 | SH | Call | SOLE | 288,434 | 0 | 0 | ||
| ANAVEX LIFE SCIENCES CORP | COM NEW | 032797300 | BBG001SLQWW6 | 9,367,165 | 1,005,600 | SH | Put | SOLE | 1,005,600 | 0 | 0 | |
| ASPEN AEROGELS INC | COM | 04523Y105 | BBG001SJZK39 | 78,900 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| ASPEN AEROGELS INC | COM | 04523Y105 | BBG001SJZK39 | 32,716,089 | 2,408,900 | SH | Put | SOLE | 2,408,900 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 4,937,500 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | |||
| BLOOMIN BRANDS INC | NOTE 5.000% 5/0 | 094235AB4 | 108,500,985 | 42,633,000 | PRN | SOLE | 42,633,000 | 0 | 0 | |||
| CAPSTAR FINL HLDGS INC | COM | 14070T102 | BBG00CW88W92 | 618,420 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 1.000%11/1 | 16115QAE0 | 35,358,627 | 15,200,000 | PRN | SOLE | 15,200,000 | 0 | 0 | |||
| CINEMARK HLDGS INC | NOTE 4.500% 8/1 | 17243VAB8 | 17,449,938 | 14,355,000 | PRN | SOLE | 14,355,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 1,375,000 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | |||
| ENDEAVOR GROUP HLDGS INC | CL A COM | 29260Y109 | BBG00P8TCHD7 | 522,060 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
| ENGAGESMART INC | COMMON STOCK | 29283F103 | BBG00WHNM2H3 | 503,800 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
| ENVESTNET INC | COM | 29404K106 | BBG001T7SQ20 | 1,781,460 | 36,000 | SH | Put | SOLE | 36,000 | 0 | 0 | |
| EVE HLDG INC | *W EXP 05/09/202 | 29970N112 | 352,019 | 359,203 | SH | Call | SOLE | 359,203 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 9,547,500 | 10,050,000 | PRN | SOLE | 10,050,000 | 0 | 0 | |||
| FIRSTENERGY CORP | COM | 337932107 | BBG001S5R3N4 | 458,312 | 12,500 | SH | Put | SOLE | 12,500 | 0 | 0 | |
| FOCUS IMPACT BH3 ACQUISITION | *W EXP 10/04/202 | 22677T110 | 59,400 | 990,000 | SH | Call | SOLE | 990,000 | 0 | 0 | ||
| FOUR LEAF ACQUISITION CORP | *W EXP 03/15/202 | 35088F115 | 1,950 | 65,000 | SH | Call | SOLE | 65,000 | 0 | 0 | ||
| FOUR LEAF ACQUISITION CORP | COM CL A | 35088F107 | BBG019M65D98 | 1,220,320 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| GENWORTH FINL INC | COM CL A | 37247D106 | BBG001SJ0DH8 | 66,800 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| GEO CORRECTIONS HOLDINGS INC | NOTE 6.500% 2/2 | 36166WAB9 | 25,760,000 | 18,400,000 | PRN | SOLE | 18,400,000 | 0 | 0 | |||
| GUESS INC | COM | 401617105 | BBG001S5RJR5 | 2,860,060 | 124,000 | SH | Put | SOLE | 124,000 | 0 | 0 | |
| HANNON ARMSTRONG SUST INFR C | COM | 41068X100 | BBG0044K5DN3 | 8,628,588 | 312,800 | SH | Put | SOLE | 312,800 | 0 | 0 | |
| HIRERIGHT HOLDINGS CORPORATI | COM | 433537107 | BBG012VBTY54 | 369,875 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
| HOLLYSYS AUTOMATION TCHNGY L | SHS | G45667105 | BBG001SPCJQ8 | 724,625 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
| IMMUNOGEN INC | COM | 45253H101 | BBG001S6CTN1 | 1,630,750 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
| IMMUNOGEN INC | COM | 45253H101 | BBG001S6CTN1 | 2,847,840 | 96,000 | SH | Put | SOLE | 96,000 | 0 | 0 | |
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 8,468,145 | 8,961,000 | PRN | SOLE | 8,961,000 | 0 | 0 | |||
| INVESTCORP EUROPE ACQUISITIO | *W EXP 12/15/202 | G4923T113 | 113,014 | 493,081 | SH | Call | SOLE | 493,081 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | NOTE 0.750% 6/1 | 46333XAF5 | 8,692,000 | 8,200,000 | PRN | SOLE | 8,200,000 | 0 | 0 | |||
| KARUNA THERAPEUTICS INC | COM | 48576A100 | BBG00NN875H9 | 696,322 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
| KEEN VISION ACQUISITION CORP | *W EXP 03/15/202 | G52443127 | 1,957 | 48,928 | SH | Call | SOLE | 48,928 | 0 | 0 | ||
| LIQUIDIA CORPORATION | COM NEW | 53635D202 | BBG001V0GFD7 | 3,753,002 | 312,100 | SH | Call | SOLE | 312,100 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 45,682,486 | 21,678,000 | PRN | SOLE | 21,678,000 | 0 | 0 | |||
| LIVEWIRE GROUP INC | *W EXP 09/26/202 | 53838J113 | 160,739 | 396,201 | SH | Call | SOLE | 396,201 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 606,000 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | |||
| MARRIOTT VACATIONS WORLDWIDE | COM | 57164Y107 | BBG001V0GHW2 | 602,612 | 7,100 | SH | Put | SOLE | 7,100 | 0 | 0 | |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 13,098,000 | 14,800,000 | PRN | SOLE | 14,800,000 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 6,222,420 | 69,000 | SH | SOLE | 69,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 1,830,756 | 20,300 | SH | Call | SOLE | 20,300 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 | BBG001S787B5 | 20,830,087 | 83,900 | SH | Put | SOLE | 83,900 | 0 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 9,308,835 | 5,600,000 | PRN | SOLE | 5,600,000 | 0 | 0 | |||
| NABORS ENERGY TRANSITION COR | *W EXP 09/01/202 | G6363K114 | 8,125 | 62,499 | SH | Call | SOLE | 62,499 | 0 | 0 | ||
| NATERA INC | COM | 632307104 | BBG001V0FSF8 | 4,903,146 | 78,300 | SH | Put | SOLE | 78,300 | 0 | 0 | |
| NATIONAL WESTN LIFE GROUP IN | CL A | 638517102 | BBG008HNHYZ2 | 1,062,644 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
| NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 13,864,948 | 11,700,000 | PRN | SOLE | 11,700,000 | 0 | 0 | |||
| NUVASIVE INC | NOTE 0.375% 3/1 | 670704AJ4 | 9,014,210 | 9,645,000 | PRN | SOLE | 9,645,000 | 0 | 0 | |||
| OAK WOODS ACQUISITION CORP | *W EXP 03/23/202 | 67190B112 | 2,028 | 78,000 | SH | Call | SOLE | 78,000 | 0 | 0 | ||
| OAK WOODS ACQUISITION CORP | CL A | 67190B104 | BBG01G2R5D70 | 821,340 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| OAK WOODS ACQUISITION CORP | RIGHT 03/23/2028 | 67190B120 | BBG01GP115B8 | 11,700 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 11,870,726 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | |||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 10,844,742 | 7,550,000 | PRN | SOLE | 7,550,000 | 0 | 0 | |||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 15,208,298 | 13,326,000 | PRN | SOLE | 13,326,000 | 0 | 0 | |||
| PGT INNOVATIONS INC | COM | 69336V101 | BBG001SNS069 | 671,550 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | BBG001S7V1J4 | 1,731,576 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 10,166,141 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | |||
| PRAXIS PRECISION MEDICINES I | COM NEW | 74006W207 | BBG00W9LF2H4 | 222,800 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 29,216,610 | 27,628,000 | PRN | SOLE | 27,628,000 | 0 | 0 | |||
| ROYAL CARIBBEAN GROUP | COM | V7780T103 | BBG001S5RMJ7 | 52,681,343 | 406,900 | SH | Put | SOLE | 406,900 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 64,460,138 | 24,165,000 | PRN | SOLE | 24,165,000 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | COM | 803607100 | BBG001S6KJC6 | 964,050 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 20,750,975 | 14,665,000 | PRN | SOLE | 14,665,000 | 0 | 0 | |||
| SIRIUS XM HOLDINGS INC | COM | 82968B103 | BBG001S70ZY6 | 60,170 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| SOMALOGIC INC | CLASS A COM | 83444K105 | BBG00Z4HKXY8 | 27,830 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 2,925,284 | 101,291 | SH | SOLE | 101,291 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | BBG001S5SXC9 | 9,791,512 | 339,100 | SH | Put | SOLE | 339,100 | 0 | 0 | |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | BBG001SKF1N8 | 1,118,832 | 35,200 | SH | Put | SOLE | 35,200 | 0 | 0 | |
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 4,969,536 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | |||
| STARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | 19,764,964 | 18,100,000 | PRN | SOLE | 18,100,000 | 0 | 0 | |||
| TANDEM DIABETES CARE INC | NOTE 1.500% 5/0 | 875372AB0 | 10,894,600 | 11,468,000 | PRN | SOLE | 11,468,000 | 0 | 0 | |||
| TRANSOCEAN INC | DEB 4.625% 9/3 | 893830BW8 | 32,136,105 | 15,413,000 | PRN | SOLE | 15,413,000 | 0 | 0 | |||
| TRANSOCEAN LTD | REG SHS | H8817H100 | BBG001S7B678 | 14,903,110 | 2,345,100 | SH | Put | SOLE | 2,345,100 | 0 | 0 | |
| TYLER TECHNOLOGIES INC | COM | 902252105 | BBG001S5WZB0 | 4,177,855 | 9,992 | SH | SOLE | 9,992 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | BBG001S5XL75 | 749,210 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | BBG001S5XL75 | 1,580,887 | 22,500 | SH | Put | SOLE | 22,500 | 0 | 0 | |
| VAREX IMAGING CORP | NOTE 4.000% 6/0 | 92214XAB2 | 18,652,767 | 15,900,000 | PRN | SOLE | 15,900,000 | 0 | 0 | |||
| VERADIGM INC | COM | 01988P108 | BBG001S7VDS8 | 7,241,550 | 690,000 | SH | Put | SOLE | 690,000 | 0 | 0 | |
| VERADIGM INC | NOTE 0.875% 1/0 | 01988PAF5 | 23,169,270 | 23,054,000 | PRN | SOLE | 23,054,000 | 0 | 0 | |||
| WAYFAIR INC | CL A | 94419L101 | BBG001THKQ26 | 23,725,974 | 384,600 | SH | Put | SOLE | 384,600 | 0 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 13,254,608 | 13,970,000 | PRN | SOLE | 13,970,000 | 0 | 0 | |||