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 |
| AURORA CANNABIS INC | NOTE 5.500% 2/2 | 05156XAG3 | 26,754,540 | 27,582,000 | PRN | SOLE | 27,582,000 | 0 | 0 | |||
| AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 725,000 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | |||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 29,480,000 | 33,500,000 | PRN | SOLE | 33,500,000 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 9,944,958 | 18,853,000 | PRN | SOLE | 18,853,000 | 0 | 0 | |||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 33,750,000 | 22,500,000 | PRN | SOLE | 22,500,000 | 0 | 0 | |||
| HERTZ GLOBAL HLDGS INC | COM NEW | 42806J700 | 12,950,550 | 795,000 | SH | SOLE | 795,000 | 0 | 0 | |||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 1,549,296 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | |||
| SOUTHWEST GAS HLDGS INC | COM | 844895102 | 38,192,422 | 611,568 | SH | SOLE | 611,568 | 0 | 0 | |||
| GLOBAL BUSINESS TRAVEL GROUP | COM CL A | 37890B100 | 20,417,728 | 3,079,597 | SH | SOLE | 3,079,597 | 0 | 0 | |||
| COMPANHIA BRASILEIRA DE DIST | SPONSORED ADR | 20440T300 | 6,879,600 | 2,340,000 | SH | SOLE | 2,340,000 | 0 | 0 | |||
| ONYX ACQUISITION CO I | SHS CL A | G6755Q109 | 10,520,000 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | |||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 3,798,560 | 4,416 | SH | Call | SOLE | 0 | 0 | 0 | ||
| 3M CO | COM | 88579Y101 | 1,432,500 | 3,000 | SH | Put | SOLE | 3,000 | 0 | 0 | ||
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 198,750 | 1,500 | SH | Put | SOLE | 1,500 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 85,000 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | CL A NEW | 25470M109 | 137,000 | 2,000 | SH | Call | SOLE | 0 | 0 | 0 | ||
| SPDR SER TR | SPDR S&P1500VL | 78464A128 | 97,200 | 2,400 | SH | Put | SOLE | 2,400 | 0 | 0 | ||
| VALARIS LIMITED | *W EXP 04/29/202 | G9460G119 | 10,875,568 | 988,688 | SH | SOLE | 988,688 | 0 | 0 | |||
| HERTZ GLOBAL HLDGS INC | *W EXP 06/30/205 | 42806J148 | 12,401,781 | 1,396,597 | SH | SOLE | 1,396,597 | 0 | 0 | |||
| CHESAPEAKE ENERGY CORP | *W EXP 02/09/202 | 165167180 | 26,590,367 | 456,252 | SH | SOLE | 456,252 | 0 | 0 | |||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 50,000 | 5,000 | SH | Put | SOLE | 5,000 | 0 | 0 | ||