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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AERCAP HOLDINGS NV | SHS | N00985106 | 12,282 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 73,600 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 8,051 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 1,812 | 4,060,000 | PRN | SOLE | 4,060,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 113,184 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
| UPHEALTH INC | *W EXP 06/08/202 | 91532B119 | 1 | 12,499 | SH | SOLE | 12,499 | 0 | 0 | ||
| VANGUARD SCOTTSDALE FDS | LG-TERM COR BD | 92206C813 | 17,520 | 216,000 | SH | SOLE | 216,000 | 0 | 0 | ||