# EDGAR Filing Document

**Accession Number:** 0001835751
**File Stem:** 0000919574-23-001653
**Filing Date:** 2023-2
**Character Count:** 28657
**Document Hash:** 9a7f973a252a6ccb312e88fe29e28f6d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000919574-23-001653.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0000919574-23-001653

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CastleKnight Management LP
- **CENTRAL INDEX KEY:** 0001835751
- **IRS NUMBER:** 843972687
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-22119
- **FILM NUMBER:** 23628811

**BUSINESS ADDRESS:**
- **STREET 1:** 810 SEVENTH AVENUE
- **STREET 2:** SUITE 803
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-852-6300

**MAIL ADDRESS:**
- **STREET 1:** 810 SEVENTH AVENUE
- **STREET 2:** SUITE 803
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** CastleKnight Management LP<br>**Address:** 810 Seventh Avenue<br>Suite 803<br>New York, NY 10019

**Form 13F File Number:** 028-22119

**CRD Number (if applicable):** 000309435

**SEC File Number (if applicable):** 801-118965

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Christopher H. Sullivan<br>**Title:** CCO COO  CFO<br>**Phone:** 212-852-6303

**Signature, Place, and Date of Signing:**

/s/Christopher H. Sullivan  New York, NY  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 224

**Form 13F Information Table Value Total:** $758051717

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | BBG000BB5006 | 2022545 | 6010 | SH |  | SOLE |  | 6010 | 0 | 0 |
| ADVANTAGE SOLUTIONS INC | COM CL A | 00791N102 | BBG00PPWZ8C7 | 1790610 | 860870 | SH |  | SOLE |  | 860870 | 0 | 0 |
| AGCO CORP | COM | 001084102 | BBG000DCCZW2 | 1095651 | 7900 | SH |  | SOLE |  | 7900 | 0 | 0 |
| AKUMIN INC | COM | 01021X100 | BBG00JKSDZK0 | 70673 | 98321 | SH |  | SOLE |  | 98321 | 0 | 0 |
| ALASKA AIR GROUP INC | COM | 011659109 | BBG000BBL0Y1 | 631218 | 14700 | SH |  | SOLE |  | 14700 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | BBG006G2JVL2 | 1272460 | 14445 | SH |  | SOLE |  | 14445 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 | BBG000BVPV84 | 8744400 | 104100 | SH |  | SOLE |  | 104100 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | BBG005P7Q881 | 132288 | 10400 | SH |  | SOLE |  | 10400 | 0 | 0 |
| APA CORPORATION | COM | 03743Q108 | BBG00YTS96G2 | 942936 | 20200 | SH |  | SOLE |  | 20200 | 0 | 0 |
| APPLIED MATLS INC | COM | 038222105 | BBG000BBPFB9 | 272664 | 2800 | SH |  | SOLE |  | 2800 | 0 | 0 |
| ARCH RESOURCES INC | CL A | 03940R107 | BBG00DZB5D77 | 628276 | 4400 | SH |  | SOLE |  | 4400 | 0 | 0 |
| ASHFORD HOSPITALITY TR INC | COM SHS | 044103869 | BBG000PRZVD1 | 1522312 | 340562 | SH |  | SOLE |  | 340562 | 0 | 0 |
| ASML HOLDING N V | N Y REGISTRY SHS | N07059210 | BBG000K6MRN4 | 655680 | 1200 | SH |  | SOLE |  | 1200 | 0 | 0 |
| ASPEN AEROGELS INC | COM | 04523Y105 | BBG001S58GW6 | 2863791 | 242900 | SH |  | SOLE |  | 242900 | 0 | 0 |
| AVANTOR INC | COM | 05352A100 | BBG00G2HHYD7 | 442890 | 21000 | SH |  | SOLE |  | 21000 | 0 | 0 |
| AXALTA COATING SYS LTD | COM | G0750C108 | BBG0060CPLJ5 | 310734 | 12200 | SH |  | SOLE |  | 12200 | 0 | 0 |
| BAIDU INC | SPON ADR REP A | 056752108 | BBG000QXWHD1 | 1324520 | 11580 | SH |  | SOLE |  | 11580 | 0 | 0 |
| BAUSCH HEALTH COS INC | COM | 071734107 | BBG000DLFM21 | 327188 | 52100 | SH |  | SOLE |  | 52100 | 0 | 0 |
| BAUSCH PLUS LOMB CORP | COMMON SHARES | 071705107 | BBG014KG1L68 | 178365 | 11500 | SH |  | SOLE |  | 11500 | 0 | 0 |
| BERRY CORP | COM | 08579X101 | BBG00H5HHTV3 | 232704 | 29088 | SH |  | SOLE |  | 29088 | 0 | 0 |
| BEYOND MEAT INC | NOTE 3/1 | 08862EAB5 | BBG00ZHF0G31 | 2638000 | 10000000 | PRN |  | SOLE |  | 10000000 | 0 | 0 |
| BIONTECH SE | SPONSORED ADS | 09075V102 | BBG00Q70B3V1 | 976430 | 6500 | SH |  | SOLE |  | 6500 | 0 | 0 |
| BLOOMIN BRANDS INC | COM | 094235108 | BBG002VZ68Y2 | 2710164 | 134700 | SH |  | SOLE |  | 134700 | 0 | 0 |
| BLUEGREEN VACATIONS HLDG COR | CLASS A | 096308101 | BBG000C035X4 | 1660115 | 66511 | SH |  | SOLE |  | 66511 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 | BBG000BLBVN4 | 241834 | 120 | SH |  | SOLE |  | 120 | 0 | 0 |
| BOYD GAMING CORP | COM | 103304101 | BBG000BHX9P6 | 823403 | 15100 | SH |  | SOLE |  | 15100 | 0 | 0 |
| BRAEMAR HOTELS  RESORTS INC | COM | 10482B101 | BBG004PW84G9 | 4111644 | 1000400 | SH |  | SOLE |  | 1000400 | 0 | 0 |
| BRAEMAR HOTELS  RESORTS INC | 5.5 CUM CV PFD B | 10482B200 | BBG00CTF7XL5 | 687722 | 44113 | SH |  | SOLE |  | 44113 | 0 | 0 |
| BRIGHTVIEW HLDGS INC | COM | 10948C107 | BBG00L1LT6D6 | 1600761 | 232331 | SH |  | SOLE |  | 232331 | 0 | 0 |
| BRINKER INTL INC | COM | 109641100 | BBG000BK28N7 | 1190243 | 37300 | SH |  | SOLE |  | 37300 | 0 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | BBG0074Q3NK6 | 1106560 | 26600 | SH |  | SOLE |  | 26600 | 0 | 0 |
| CAESARSTONE LTD | ORD SHS | M20598104 | BBG002NJVMR6 | 119979 | 21012 | SH |  | SOLE |  | 21012 | 0 | 0 |
| CAL MAINE FOODS INC | COM NEW | 128030202 | BBG000CDMJW6 | 2722500 | 50000 | SH | Call | SOLE |  | 50000 | 0 | 0 |
| CALLON PETE CO DEL | COM | 13123X508 | BBG000JSTBB9 | 456207 | 12300 | SH |  | SOLE |  | 12300 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 | BBG0029SNR63 | 332456 | 5800 | SH |  | SOLE |  | 5800 | 0 | 0 |
| CAREMAX INC | COM CL A | 14171W103 | BBG00VWC4RP8 | 183110 | 50167 | SH |  | SOLE |  | 50167 | 0 | 0 |
| CHART INDS INC | COM | 16115Q308 | BBG000P1K2X6 | 5531040 | 48000 | SH |  | SOLE |  | 48000 | 0 | 0 |
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | BBG000VPGNR2 | 559515 | 1650 | SH |  | SOLE |  | 1650 | 0 | 0 |
| CHEESECAKE FACTORY INC | COM | 163072101 | BBG000CS8TM8 | 548583 | 17300 | SH |  | SOLE |  | 17300 | 0 | 0 |
| CHORD ENERGY CORPORATION | COM NEW | 674215207 | BBG00Y7BLHL9 | 376228 | 2750 | SH |  | SOLE |  | 2750 | 0 | 0 |
| CIMPRESS PLC | SHS EURO | G2143T103 | BBG00R0TMXH1 | 281622 | 10200 | SH |  | SOLE |  | 10200 | 0 | 0 |
| CIVITAS RESOURCES INC | COM NEW | 17888H103 | BBG00GLNJ018 | 492405 | 8500 | SH |  | SOLE |  | 8500 | 0 | 0 |
| CLARIVATE PLC | ORD SHS | G21810109 | BBG00P1919G5 | 1240992 | 148800 | SH |  | SOLE |  | 148800 | 0 | 0 |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | BBG000SSC5C9 | 1663247 | 1584045 | SH |  | SOLE |  | 1584045 | 0 | 0 |
| CNH INDL N V | SHS | N20944109 | BBG0059JSF49 | 224840 | 14000 | SH |  | SOLE |  | 14000 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 | BBG000BFT2L4 | 409149 | 11700 | SH |  | SOLE |  | 11700 | 0 | 0 |
| COMMSCOPE HLDG CO INC | COM | 20337X109 | BBG004LTL7L2 | 2821702 | 383905 | SH |  | SOLE |  | 383905 | 0 | 0 |
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | BBG000BDY3Y7 | 5645506 | 1306830 | SH |  | SOLE |  | 1306830 | 0 | 0 |
| COMSTOCK RES INC | COM | 205768302 | BBG000DNBK89 | 1198254 | 87400 | SH |  | SOLE |  | 87400 | 0 | 0 |
| CONSOL ENERGY INC NEW | COM | 20854L108 | BBG00HC114X0 | 5895500 | 90700 | SH |  | SOLE |  | 90700 | 0 | 0 |
| CVR ENERGY INC | COM | 12662P108 | BBG000QHV8S1 | 3090124 | 98600 | SH |  | SOLE |  | 98600 | 0 | 0 |
| DASEKE INC | COM | 23753F107 | BBG009NWXKB1 | 644080 | 113195 | SH |  | SOLE |  | 113195 | 0 | 0 |
| DAVE  BUSTERS ENTMT INC | COM | 238337109 | BBG001WWJTK5 | 6722968 | 189700 | SH |  | SOLE |  | 189700 | 0 | 0 |
| DELEK US HLDGS INC NEW | COM | 24665A103 | BBG00FZYFVC5 | 8602200 | 318600 | SH |  | SOLE |  | 318600 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | BBG000R7Z112 | 1830302 | 55700 | SH |  | SOLE |  | 55700 | 0 | 0 |
| DIEBOLD NIXDORF INC | COM STK | 253651103 | BBG000BGYDX9 | 1564895 | 1102039 | SH |  | SOLE |  | 1102039 | 0 | 0 |
| DINE BRANDS GLOBAL INC | COM | 254423106 | BBG000GZ9406 | 4127940 | 63900 | SH |  | SOLE |  | 63900 | 0 | 0 |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | BBG00DJ5T445 | 1259100 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| DIVERSEY HLDGS LTD | ORD SHS | G28923103 | BBG00ZHCT050 | 852852 | 200200 | SH |  | SOLE |  | 200200 | 0 | 0 |
| DIVERSIFIED HEALTHCARE TR | COM SH BEN INT | 25525P107 | BBG000BM2GS0 | 636173 | 983570 | SH |  | SOLE |  | 983570 | 0 | 0 |
| EAGLE POINT CREDIT COMPANY I | COM | 269808101 | BBG006XN8K06 | 221628 | 21900 | SH |  | SOLE |  | 21900 | 0 | 0 |
| ECHOSTAR CORP | CL A | 278768106 | BBG000TGLV00 | 548538 | 32886 | SH |  | SOLE |  | 32886 | 0 | 0 |
| ECOVYST INC | COM | 27923Q109 | BBG00GX8YK99 | 679775 | 76724 | SH |  | SOLE |  | 76724 | 0 | 0 |
| ELANCO ANIMAL HEALTH INC | COM | 28414H103 | BBG00LJYS1P8 | 135642 | 11100 | SH |  | SOLE |  | 11100 | 0 | 0 |
| EMERALD HOLDING INC | COM | 29103W104 | BBG00GCTWVH5 | 924867 | 261262 | SH |  | SOLE |  | 261262 | 0 | 0 |
| EVERI HLDGS INC | COM | 30034T103 | BBG000H1B407 | 1150870 | 80200 | SH |  | SOLE |  | 80200 | 0 | 0 |
| EXELA TECHNOLOGIES INC | 6% CONV PFD SR B | 30162V607 | BBG0169CP733 | 531709 | 182092 | SH |  | SOLE |  | 182092 | 0 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 | BBG000QY3XZ2 | 6145140 | 70150 | SH |  | SOLE |  | 70150 | 0 | 0 |
| F45 TRAINING HLDGS INC | COM | 30322L101 | BBG00VC9HN81 | 1459320 | 512042 | SH |  | SOLE |  | 512042 | 0 | 0 |
| FEDEX CORP | COM | 31428X106 | BBG000BJF1Z8 | 484960 | 2800 | SH |  | SOLE |  | 2800 | 0 | 0 |
| FIESTA RESTAURANT GROUP INC | COM | 31660B101 | BBG001K3LSR4 | 316248 | 43027 | SH |  | SOLE |  | 43027 | 0 | 0 |
| FLEX LTD | ORD | Y2573F102 | BBG000BP5YT0 | 306878 | 14300 | SH |  | SOLE |  | 14300 | 0 | 0 |
| FORTRESS CAPITAL ACQUISITION | SHS CL A | G36427105 | BBG00Z481JJ7 | 114 | 30030 | SH |  | SOLE |  | 30030 | 0 | 0 |
| FRONTIER GROUP HLDGS INC | COM | 35909R108 | BBG00GCTTK65 | 192049 | 18700 | SH |  | SOLE |  | 18700 | 0 | 0 |
| FULL HSE RESORTS INC | COM | 359678109 | BBG000BHSGF7 | 4068628 | 541041 | SH |  | SOLE |  | 541041 | 0 | 0 |
| FUNKO INC | COM CL A | 361008105 | BBG00HXSHDQ9 | 910985 | 83500 | SH |  | SOLE |  | 83500 | 0 | 0 |
| GDS HLDGS LTD | SPONSORED ADS | 36165L108 | BBG00DYK7TL5 | 259812 | 12600 | SH |  | SOLE |  | 12600 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 | BBG000NDYB67 | 343128 | 10200 | SH |  | SOLE |  | 10200 | 0 | 0 |
| GLOBAL BUSINESS TRAVEL GROUP | COM CL A | 37890B100 | BBG00Y52B8J5 | 678139 | 100465 | SH |  | SOLE |  | 100465 | 0 | 0 |
| GLOBAL NET LEASE INC | COM NEW | 379378201 | BBG004HXD0G8 | 1206720 | 96000 | SH |  | SOLE |  | 96000 | 0 | 0 |
| GOLAR LNG LTD | SHS | G9456A100 | BBG000K14TT5 | 250690 | 11000 | SH |  | SOLE |  | 11000 | 0 | 0 |
| GOLDEN ENTMT INC | COM | 381013101 | BBG000BCV1L0 | 789140 | 21100 | SH |  | SOLE |  | 21100 | 0 | 0 |
| GOODYEAR TIRE  RUBR CO | COM | 382550101 | BBG000BKNX95 | 2326380 | 229200 | SH |  | SOLE |  | 229200 | 0 | 0 |
| GOPRO INC | CL A | 38268T103 | BBG001LWHLJ8 | 697698 | 140100 | SH |  | SOLE |  | 140100 | 0 | 0 |
| GREENHILL  CO INC | COM | 395259104 | BBG000C34WJ4 | 253175 | 24700 | SH |  | SOLE |  | 24700 | 0 | 0 |
| HALLADOR ENERGY COMPANY | COM | 40609P105 | BBG000DP9RS0 | 6003980 | 600999 | SH |  | SOLE |  | 600999 | 0 | 0 |
| HAWAIIAN HOLDINGS INC | COM | 419879101 | BBG000BC4185 | 453492 | 44200 | SH |  | SOLE |  | 44200 | 0 | 0 |
| HERSHA HOSPITALITY TR | PR SHS BEN INT | 427825500 | BBG000BBB8Y5 | 1174056 | 137800 | SH |  | SOLE |  | 137800 | 0 | 0 |
| HF SINCLAIR CORP | COM | 403949100 | BBG0135B2214 | 2360995 | 45500 | SH |  | SOLE |  | 45500 | 0 | 0 |
| HILTON GRAND VACATIONS INC | COM | 43283X105 | BBG00CBYY6M1 | 2031058 | 52700 | SH |  | SOLE |  | 52700 | 0 | 0 |
| HUDBAY MINERALS INC | COM | 443628102 | BBG000PM84L3 | 312839 | 61900 | SH |  | SOLE |  | 61900 | 0 | 0 |
| HUDSON PAC PPTYS INC | COM | 444097109 | BBG000QC4T33 | 526393 | 54100 | SH |  | SOLE |  | 54100 | 0 | 0 |
| ICHOR HOLDINGS | SHS | G4740B105 | BBG00F9VSCH3 | 1282747 | 47828 | SH |  | SOLE |  | 47828 | 0 | 0 |
| ICL GROUP LTD | SHS | M53213100 | BBG000BXH0Q7 | 1435604 | 196389 | SH |  | SOLE |  | 196389 | 0 | 0 |
| IHS HOLDING LIMITED | ORD SHS | G4701H109 | BBG012M7S1G4 | 87047 | 14154 | SH |  | SOLE |  | 14154 | 0 | 0 |
| IMAX CORP | COM | 45245E109 | BBG000K8KKL9 | 381160 | 26000 | SH |  | SOLE |  | 26000 | 0 | 0 |
| IMEDIA BRANDS INC | COM CL A | 452465206 | BBG000D7Y779 | 149452 | 233519 | SH |  | SOLE |  | 233519 | 0 | 0 |
| INDEPENDENCE CONTRACT DRILLI | COM | 453415606 | BBG006PWRK77 | 46375 | 14182 | SH |  | SOLE |  | 14182 | 0 | 0 |
| INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 456237106 | BBG00JBBPRZ6 | 1531668 | 468400 | SH |  | SOLE |  | 468400 | 0 | 0 |
| INSPIRED ENTMT INC | COM | 45782N108 | BBG007FJ83S1 | 267160 | 21086 | SH |  | SOLE |  | 21086 | 0 | 0 |
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | BBG0081VHTP3 | 1025136 | 45200 | SH |  | SOLE |  | 45200 | 0 | 0 |
| INTREPID POTASH INC | COM | 46121Y201 | BBG000V1Y6Q3 | 6085796 | 210800 | SH |  | SOLE |  | 210800 | 0 | 0 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | BBG000BSWKH7 | 3994200 | 15000 | SH | Call | SOLE |  | 15000 | 0 | 0 |
| IQIYI INC | NOTE 4.000%12/1 | 46267XAE8 | BBG00YLQLYT5 | 929610 | 1500000 | PRN |  | SOLE |  | 1500000 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | BBG000CGC9C4 | 15692400 | 90000 | SH | Call | SOLE |  | 90000 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | BBG000CGC9C4 | 3487200 | 20000 | SH | Put | SOLE |  | 20000 | 0 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | BBG000R2T3H9 | 25770500 | 350000 | SH | Put | SOLE |  | 350000 | 0 | 0 |
| JAKKS PAC INC | COM NEW | 47012E403 | BBG000GPK708 | 528985 | 30245 | SH |  | SOLE |  | 30245 | 0 | 0 |
| JETBLUE AWYS CORP | COM | 477143101 | BBG000BRQ6L2 | 397224 | 61300 | SH |  | SOLE |  | 61300 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 | BBG000BNFLM9 | 378270 | 900 | SH |  | SOLE |  | 900 | 0 | 0 |
| LANNETT CO INC | NOTE 4.500%10/0 | 51602UAC2 | BBG00QDN2M15 | 462500 | 5000000 | PRN |  | SOLE |  | 5000000 | 0 | 0 |
| LAREDO PETROLEUM INC | COM | 516806205 | BBG000DZCFX4 | 488490 | 9500 | SH |  | SOLE |  | 9500 | 0 | 0 |
| LIBERTY ENERGY INC | COM CL A | 53115L104 | BBG00GK831B6 | 2771331 | 173100 | SH |  | SOLE |  | 173100 | 0 | 0 |
| LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | BBG005DKMJ67 | 311547 | 465273 | SH |  | SOLE |  | 465273 | 0 | 0 |
| LIVENT CORP | COM | 53814L108 | BBG00LV3NRG0 | 290102 | 14600 | SH |  | SOLE |  | 14600 | 0 | 0 |
| LOVESAC COMPANY | COM | 54738L109 | BBG000QYVKN2 | 253115 | 11500 | SH |  | SOLE |  | 11500 | 0 | 0 |
| LOYALTY VENTURES INC | COMMON STOCK | 54911Q107 | BBG012QVD574 | 3741980 | 1552689 | SH |  | SOLE |  | 1552689 | 0 | 0 |
| LSB INDS INC | COM | 502160104 | BBG000C1C526 | 7494550 | 563500 | SH |  | SOLE |  | 563500 | 0 | 0 |
| LYFT INC | CL A COM | 55087P104 | BBG004M9ZHX5 | 2332934 | 211700 | SH |  | SOLE |  | 211700 | 0 | 0 |
| MACYS INC | COM | 55616P104 | BBG000C46HM9 | 1764543 | 85450 | SH |  | SOLE |  | 85450 | 0 | 0 |
| MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 | BBG00L9HLWV8 | 382245 | 8500 | SH |  | SOLE |  | 8500 | 0 | 0 |
| MALLINCKRODT PLC | ORD SHS | G5890A102 | BBG0189YGKZ7 | 83584 | 10785 | SH |  | SOLE |  | 10785 | 0 | 0 |
| MANCHESTER UTD PLC NEW | ORD CL A | G5784H106 | BBG0035WV4N9 | 793220 | 34000 | SH |  | SOLE |  | 34000 | 0 | 0 |
| MATIV HOLDINGS INC | COM | 808541106 | BBG000C3CWZ7 | 1529190 | 73167 | SH |  | SOLE |  | 73167 | 0 | 0 |
| MEDIFAST INC | COM | 58470H101 | BBG000BWBW76 | 1043918 | 9050 | SH |  | SOLE |  | 9050 | 0 | 0 |
| MEDTECH ACQUISITION CORP | *W EXP 12/22/202 | 58507N113 | BBG00Z1HTTT7 | 2166 | 46371 | SH |  | SOLE |  | 46371 | 0 | 0 |
| MELCO RESORTS AND ENTMNT LTD | ADR | 585464100 | BBG000BHP8J4 | 157550 | 13700 | SH |  | SOLE |  | 13700 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 | BBG000MM2P62 | 565598 | 4700 | SH |  | SOLE |  | 4700 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 | BBG000BPH459 | 1528853 | 6375 | SH |  | SOLE |  | 6375 | 0 | 0 |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | BBG00YG4TXB3 | 589313 | 1250000 | PRN |  | SOLE |  | 1250000 | 0 | 0 |
| MOSAIC CO NEW | COM | 61945C103 | BBG000BFXHL6 | 1544224 | 35200 | SH |  | SOLE |  | 35200 | 0 | 0 |
| MRC GLOBAL INC | COM | 55345K103 | BBG000BKLTM1 | 1813428 | 156600 | SH |  | SOLE |  | 156600 | 0 | 0 |
| NEW FORTRESS ENERGY INC | COM CL A | 644393100 | BBG00MJH9LC4 | 14340929 | 338070 | SH |  | SOLE |  | 338070 | 0 | 0 |
| NEXTIER OILFIELD SOLUTIONS | COM | 65290C105 | BBG00FJFZY81 | 2895816 | 313400 | SH |  | SOLE |  | 313400 | 0 | 0 |
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | BBG000BSRN78 | 829872 | 67800 | SH |  | SOLE |  | 67800 | 0 | 0 |
| NRG ENERGY INC | COM NEW | 629377508 | BBG000D8RG11 | 569578 | 17900 | SH |  | SOLE |  | 17900 | 0 | 0 |
| NUSCALE PWR CORP | *W EXP 05/02/202 | 67079K118 | BBG00YG49M29 | 96195 | 60500 | SH |  | SOLE |  | 60500 | 0 | 0 |
| NUTRIEN LTD | COM | 67077M108 | BBG00JM9XLN6 | 1460600 | 20000 | SH |  | SOLE |  | 20000 | 0 | 0 |
| OFFICE PPTYS INCOME TR | COM SHS BEN INT | 67623C109 | BBG000BB7JQ5 | 1095354 | 82049 | SH |  | SOLE |  | 82049 | 0 | 0 |
| ON24 INC | COM | 68339B104 | BBG0017YP1P8 | 112173 | 12998 | SH |  | SOLE |  | 12998 | 0 | 0 |
| OPEN LENDING CORP | COM CL A | 68373J104 | BBG00VDHLSQ6 | 203850 | 30200 | SH |  | SOLE |  | 30200 | 0 | 0 |
| ORION ENGINEERED CARBONS S A | COM | L72967109 | BBG006MC4LP7 | 1126358 | 63243 | SH |  | SOLE |  | 63243 | 0 | 0 |
| ORION GROUP HLDGS INC | COM | 68628V308 | BBG000BG8N39 | 170608 | 71684 | SH |  | SOLE |  | 71684 | 0 | 0 |
| OXFORD LANE CAP CORP | COM | 691543102 | BBG000R41XY0 | 375180 | 74000 | SH |  | SOLE |  | 74000 | 0 | 0 |
| PACTIV EVERGREEN INC | COM | 69526K105 | BBG00WXWG2M6 | 5050656 | 444600 | SH |  | SOLE |  | 444600 | 0 | 0 |
| PAGSEGURO DIGITAL LTD | COM CL A | G68707101 | BBG00JM7QBR6 | 306774 | 35100 | SH |  | SOLE |  | 35100 | 0 | 0 |
| PARK HOTELS  RESORTS INC | COM | 700517105 | BBG00FGXCJX5 | 4948263 | 419700 | SH |  | SOLE |  | 419700 | 0 | 0 |
| PAYSAFE LIMITED | SHS | G6964L206 | BBG00YT50779 | 213086 | 15341 | SH |  | SOLE |  | 15341 | 0 | 0 |
| PBF ENERGY INC | CL A | 69318G106 | BBG002832GV8 | 10745530 | 263500 | SH |  | SOLE |  | 263500 | 0 | 0 |
| PEABODY ENERGY CORP | COM | 704551100 | BBG00GBV88T6 | 359312 | 13600 | SH |  | SOLE |  | 13600 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | COM | 70509V100 | BBG000PNBZF5 | 744484 | 55600 | SH |  | SOLE |  | 55600 | 0 | 0 |
| PENN ENTERTAINMENT INC | COM | 707569109 | BBG000CDZLV8 | 510840 | 17200 | SH |  | SOLE |  | 17200 | 0 | 0 |
| PERELLA WEINBERG PARTNERS | CLASS A COM | 71367G102 | BBG00XWZGGH3 | 1187652 | 121189 | SH |  | SOLE |  | 121189 | 0 | 0 |
| PFIZER INC | COM | 717081103 | BBG000BR2B91 | 789096 | 15400 | SH |  | SOLE |  | 15400 | 0 | 0 |
| PINDUODUO INC | SPONSORED ADS | 722304102 | BBG00LBLDDR2 | 440370 | 5400 | SH |  | SOLE |  | 5400 | 0 | 0 |
| PIONEER MERGER CORP | CL A SHS | G7S24C103 |  | 16 | 31800 | SH |  | SOLE |  | 31800 | 0 | 0 |
| PLAYA HOTELS  RESORTS NV | SHS | N70544106 | BBG00DXB1GY6 | 9920376 | 1519200 | SH |  | SOLE |  | 1519200 | 0 | 0 |
| PLAYAGS INC | COM | 72814N104 | BBG00JKZKM07 | 801210 | 157100 | SH |  | SOLE |  | 157100 | 0 | 0 |
| PLYMOUTH INDL REIT INC | COM | 729640102 | BBG0021H6Y05 | 529368 | 27600 | SH |  | SOLE |  | 27600 | 0 | 0 |
| PROPETRO HLDG CORP | COM | 74347M108 | BBG00FYCQ352 | 2765679 | 266700 | SH |  | SOLE |  | 266700 | 0 | 0 |
| PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | BBG000FBND22 | 11407500 | 351000 | SH |  | SOLE |  | 351000 | 0 | 0 |
| RANPAK HOLDINGS CORP | COM CL A | 75321W103 | BBG00JRXX6Y9 | 184640 | 32000 | SH |  | SOLE |  | 32000 | 0 | 0 |
| RENT THE RUNWAY INC | COM CL A | 76010Y103 | BBG001J049S2 | 501420 | 164400 | SH |  | SOLE |  | 164400 | 0 | 0 |
| RITE AID CORP | COM | 767754872 | BBG000BRWGG9 | 120574 | 36100 | SH |  | SOLE |  | 36100 | 0 | 0 |
| RLJ LODGING TR | COM | 74965L101 | BBG001HPC9F4 | 4274124 | 403600 | SH |  | SOLE |  | 403600 | 0 | 0 |
| RMR GROUP INC | CL A | 74967R106 | BBG00B6V7CJ6 | 709160 | 25103 | SH |  | SOLE |  | 25103 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | COM | V7780T103 | BBG000BB5792 | 677191 | 13700 | SH |  | SOLE |  | 13700 | 0 | 0 |
| RUTHS HOSPITALITY GROUP INC | COM | 783332109 | BBG000DL14H0 | 323532 | 20900 | SH |  | SOLE |  | 20900 | 0 | 0 |
| SABRE CORP | COM | 78573M104 | BBG005WQVVH4 | 1420164 | 229800 | SH |  | SOLE |  | 229800 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 | BBG000BN2DC2 | 729245 | 5500 | SH |  | SOLE |  | 5500 | 0 | 0 |
| SALLY BEAUTY HLDGS INC | COM | 79546E104 | BBG000LR8515 | 415664 | 33200 | SH |  | SOLE |  | 33200 | 0 | 0 |
| SCIPLAY CORPORATION | CL A | 809087109 | BBG00NTKBYY9 | 319992 | 19900 | SH |  | SOLE |  | 19900 | 0 | 0 |
| SEAWORLD ENTMT INC | COM | 81282V100 | BBG003RY97K2 | 2124347 | 39700 | SH |  | SOLE |  | 39700 | 0 | 0 |
| SERVICE PPTYS TR | COM SH BEN INT | 81761L102 | BBG000F79GY5 | 4624973 | 634427 | SH |  | SOLE |  | 634427 | 0 | 0 |
| SHIFT4 PMTS INC | CL A | 82452J109 | BBG00TX393L4 | 279650 | 5000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| SIGNET JEWELERS LIMITED | SHS | G81276100 | BBG000C4ZZ10 | 1428000 | 21000 | SH |  | SOLE |  | 21000 | 0 | 0 |
| SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | BBG000F4W0M4 | 2769075 | 119100 | SH |  | SOLE |  | 119100 | 0 | 0 |
| SL GREEN RLTY CORP | COM | 78440X887 | BBG000BVP5P2 | 259644 | 7700 | SH |  | SOLE |  | 7700 | 0 | 0 |
| SMART SAND INC | COM | 83191H107 | BBG004P1F656 | 153179 | 85575 | SH |  | SOLE |  | 85575 | 0 | 0 |
| SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 833635105 | BBG000BKK4S1 | 1772448 | 22200 | SH |  | SOLE |  | 22200 | 0 | 0 |
| SOLARIS OILFIELD INFRASTRUCT | COM CL A | 83418M103 | BBG00G7D6C05 | 138196 | 13917 | SH |  | SOLE |  | 13917 | 0 | 0 |
| SONDER HOLDINGS INC | CLASS A COM | 83542D102 | BBG00Z480N45 | 110484 | 89100 | SH |  | SOLE |  | 89100 | 0 | 0 |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | BBG000BTR593 | 1462500 | 250000 | SH |  | SOLE |  | 250000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 | BBG000BDTBL9 | 183566400 | 480000 | SH | Put | SOLE |  | 480000 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 | BBG000BDTBL9 | 177829950 | 465000 | SH | Call | SOLE |  | 465000 | 0 | 0 |
| SS TECHNOLOGIES HLDGS INC | COM | 78467J100 | BBG000RJ2J04 | 577866 | 11100 | SH |  | SOLE |  | 11100 | 0 | 0 |
| STARWOOD PPTY TR INC | COM | 85571B105 | BBG000M1J270 | 258453 | 14100 | SH |  | SOLE |  | 14100 | 0 | 0 |
| STONECO LTD | COM CL A | G85158106 | BBG00M4ZQDK0 | 484272 | 51300 | SH |  | SOLE |  | 51300 | 0 | 0 |
| SUMMIT HOTEL PPTYS INC | COM | 866082100 | BBG0014KPS18 | 1433415 | 198534 | SH |  | SOLE |  | 198534 | 0 | 0 |
| TARGET HOSPITALITY CORP | COM | 87615L107 | BBG00K7K3474 | 411808 | 27200 | SH |  | SOLE |  | 27200 | 0 | 0 |
| TELLURIAN INC NEW | COM | 87968A104 | BBG000CS2ZS4 | 190848 | 113600 | SH |  | SOLE |  | 113600 | 0 | 0 |
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | BBG000CPHYL4 | 5025370 | 103000 | SH |  | SOLE |  | 103000 | 0 | 0 |
| TESLA INC | COM | 88160R101 | BBG000N9MNX3 | 5395284 | 43800 | SH |  | SOLE |  | 43800 | 0 | 0 |
| THE NECESSITY RETAIL REIT IN | COM CLASS A | 02607T109 | BBG004Z1PW11 | 1628117 | 274556 | SH |  | SOLE |  | 274556 | 0 | 0 |
| THE ONE GROUP HOSPITALITY IN | COM | 88338K103 | BBG001QJ1RL3 | 6066314 | 962907 | SH |  | SOLE |  | 962907 | 0 | 0 |
| THE REALREAL INC | COM | 88339P101 | BBG004FPDNZ6 | 211375 | 169100 | SH |  | SOLE |  | 169100 | 0 | 0 |
| THE REALREAL INC | NOTE 1.000% 3/0 | 88339PAD3 | BBG00ZHSBSC5 | 187720 | 500000 | PRN |  | SOLE |  | 500000 | 0 | 0 |
| THE REALREAL INC | NOTE 3.000% 6/1 | 88339PAB7 | BBG00VDFKGQ7 | 597630 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| TITAN INTL INC ILL | COM | 88830M102 | BBG000BBNFG6 | 1578129 | 103011 | SH |  | SOLE |  | 103011 | 0 | 0 |
| TRAVEL PLUS LEISURE CO | COM | 894164102 | BBG000PV2L86 | 2158520 | 59300 | SH |  | SOLE |  | 59300 | 0 | 0 |
| TRAVELZOO | COM NEW | 89421Q205 | BBG000F7RHK8 | 249596 | 56089 | SH |  | SOLE |  | 56089 | 0 | 0 |
| TREMOR INTL LTD | ADS | 89484T104 | BBG0116Y22N3 | 163185 | 25300 | SH |  | SOLE |  | 25300 | 0 | 0 |
| TRIP COM GROUP LTD | ADS | 89677Q107 | BBG000CWKYS8 | 526320 | 15300 | SH |  | SOLE |  | 15300 | 0 | 0 |
| TRIPADVISOR INC | COM | 896945201 | BBG001M8HHB7 | 1082396 | 60200 | SH |  | SOLE |  | 60200 | 0 | 0 |
| TUPPERWARE BRANDS CORP | COM | 899896104 | BBG000GQ1G25 | 275219 | 66478 | SH |  | SOLE |  | 66478 | 0 | 0 |
| TUTOR PERINI CORP | COM | 901109108 | BBG000BQXHV1 | 229520 | 30400 | SH |  | SOLE |  | 30400 | 0 | 0 |
| TWILIO INC | CL A | 90138F102 | BBG0029ZX840 | 269280 | 5500 | SH |  | SOLE |  | 5500 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 | BBG002B04MT8 | 697386 | 28200 | SH |  | SOLE |  | 28200 | 0 | 0 |
| ULTRA CLEAN HLDGS INC | COM | 90385V107 | BBG000HSLV70 | 1146990 | 34600 | SH |  | SOLE |  | 34600 | 0 | 0 |
| UNITED AIRLS HLDGS INC | COM | 910047109 | BBG000M65M61 | 1345890 | 35700 | SH |  | SOLE |  | 35700 | 0 | 0 |
| UNIVERSAL HLTH SVCS INC | CL B | 913903100 | BBG000CB8Q50 | 2860067 | 20300 | SH |  | SOLE |  | 20300 | 0 | 0 |
| UPLAND SOFTWARE INC | COM | 91544A109 | BBG005KC3JR5 | 715553 | 100358 | SH |  | SOLE |  | 100358 | 0 | 0 |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | BBG01259NKZ1 | 1061340 | 2000000 | PRN |  | SOLE |  | 2000000 | 0 | 0 |
| URBAN ONE INC | CL D NON VTG | 91705J204 | BBG000CCCR06 | 115545 | 30730 | SH |  | SOLE |  | 30730 | 0 | 0 |
| US FOODS HLDG CORP | COM | 912008109 | BBG00C6H6D40 | 3313548 | 97400 | SH |  | SOLE |  | 97400 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 | BBG000BBGGQ1 | 2676746 | 21100 | SH |  | SOLE |  | 21100 | 0 | 0 |
| VERITIV CORP | COM | 923454102 | BBG005XZHR97 | 11197320 | 92000 | SH |  | SOLE |  | 92000 | 0 | 0 |
| VERTEX ENERGY INC | COM | 92534K107 | BBG000BGGXH3 | 7940135 | 1280667 | SH |  | SOLE |  | 1280667 | 0 | 0 |
| VORNADO RLTY TR | SH BEN INT | 929042109 | BBG000BWHD54 | 266368 | 12800 | SH |  | SOLE |  | 12800 | 0 | 0 |
| W  T OFFSHORE INC | COM | 92922P106 | BBG000FFFQR6 | 113274 | 20300 | SH |  | SOLE |  | 20300 | 0 | 0 |
| WALDENCAST PLC | CLASS A ORD SHS | G9503X103 | BBG00ZFBHT09 | 90865 | 146556 | SH |  | SOLE |  | 146556 | 0 | 0 |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | BBG00PZ7DP64 | 576210 | 1000000 | PRN |  | SOLE |  | 1000000 | 0 | 0 |
| WEIBO CORP | SPONSORED ADR | 948596101 | BBG0065XPGX9 | 246648 | 12900 | SH |  | SOLE |  | 12900 | 0 | 0 |
| XAI OCTAGON FLOATING RATE | COM | 98400T106 | BBG00HMS4SC7 | 93707 | 14827 | SH |  | SOLE |  | 14827 | 0 | 0 |

---