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 |
| ALTAIR ENGR INC | NOTE 1.750% 6/1 | 021369AC7 | 3,189,000 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| BIOMERICA INC | COM NEW | 09061H307 | 16,887 | 19,680 | SH | SOLE | N/A | 19,680 | 0 | 0 | ||
| BLOCK INC | NOTE 5/0 | 852234AJ2 | 2,940,000 | 3,500,000 | PRN | SOLE | N/A | 3,500,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 2,167,000 | 2,000,000 | PRN | SOLE | N/A | 2,000,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 3/1 | 12685JAE5 | 2,469,000 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 2,493,750 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 66,666 | 19,841 | SH | SOLE | N/A | 19,841 | 0 | 0 | ||
| DIREXION SHS ETF TR | DLY GOLD INDX 2X | 25460G781 | 2,668,000 | 100,000 | SH | Call | SOLE | N/A | 100,000 | 0 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 476,000 | 500,000 | PRN | SOLE | N/A | 500,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 | 882,500 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 832,500 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 8,160,000 | 8,000,000 | PRN | SOLE | N/A | 8,000,000 | 0 | 0 | ||
| FIRST MAJESTIC SILVER CORP | NOTE 0.375% 1/1 | 32076VAD5 | 1,129,650 | 1,500,000 | PRN | SOLE | N/A | 1,500,000 | 0 | 0 | ||
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 23,287,550 | 65,000 | SH | Put | SOLE | N/A | 65,000 | 0 | 0 | |
| ISHARES GOLD TR | ISHARES NEW | 464285204 | 2,974,150 | 85,000 | SH | SOLE | N/A | 85,000 | 0 | 0 | ||
| ISHARES SILVER TR | ISHARES | 46428Q109 | 2,440,800 | 120,000 | SH | SOLE | N/A | 120,000 | 0 | 0 | ||
| ISHARES SILVER TR | ISHARES | 46428Q109 | 22,374,000 | 1,100,000 | SH | Call | SOLE | N/A | 1,100,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 14,744,000 | 200,000 | SH | Put | SOLE | N/A | 200,000 | 0 | 0 | |
| LIBERTY LATIN AMERICA LTD | NOTE 2.000% 7/1 | 53069QAB5 | 2,835,000 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 10,830,000 | 6,000,000 | PRN | SOLE | N/A | 6,000,000 | 0 | 0 | ||
| PRECIGEN INC | COM | 74017N105 | 606,043 | 426,791 | SH | SOLE | N/A | 426,791 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 2.875%11/1 | 780153BF8 | 3,723,252 | 3,292,000 | PRN | SOLE | N/A | 3,292,000 | 0 | 0 | ||
| SCHWAB CHARLES CORP | COM | 808513105 | 1,647,000 | 30,000 | SH | Put | SOLE | N/A | 30,000 | 0 | 0 | |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 859,400 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||
| SPDR GOLD TR | GOLD SHS | 78463V107 | 34,290,000 | 200,000 | SH | Call | SOLE | N/A | 200,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 74,809,000 | 175,000 | SH | Put | SOLE | N/A | 175,000 | 0 | 0 | |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 | 1,707,250 | 2,000,000 | PRN | SOLE | N/A | 2,000,000 | 0 | 0 | ||
| SPROTT PHYSICAL GOLD & SILVE | TR UNIT | 85208R101 | 1,558,800 | 90,000 | SH | SOLE | N/A | 90,000 | 0 | 0 | ||
| TRILOGY METALS INC NEW | COM | 89621C105 | 98,000 | 200,000 | SH | SOLE | N/A | 200,000 | 0 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 1,593,000 | 2,000,000 | PRN | SOLE | N/A | 2,000,000 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 679,000 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | ||