The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 47,692 | 261,400 | SH | Call | SOLE | 0 | 261,400 | 0 | 0 |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 47,692 | 261,400 | SH | Put | SOLE | 0 | 261,400 | 0 | 0 |
ALTABA INC | COM | 021346101 | 786,226 | 10,607,476 | SH | SOLE | 0 | 10,607,476 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 3,447 | 38,800 | SH | SOLE | 0 | 38,800 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 11,336 | 11,194,000 | PRN | SOLE | 0 | 11,194,000 | 0 | 0 | |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 72,616 | 51,000,000 | PRN | SOLE | 0 | 51,000,000 | 0 | 0 | |
CHEGG INC | COM | 163092109 | 2,440 | 64,000 | SH | SOLE | 0 | 64,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 30,196 | 32,500,000 | PRN | SOLE | 0 | 32,500,000 | 0 | 0 | |
CONSTELLIUM NV | CL A | N22035104 | 1,149 | 144,000 | SH | SOLE | 0 | 144,000 | 0 | 0 | |
DOCUSIGN INC | COM | 256163106 | 5,003 | 96,500 | SH | SOLE | 0 | 96,500 | 0 | 0 | |
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 16,250 | 21,000,000 | PRN | SOLE | 0 | 21,000,000 | 0 | 0 | |
EURONET WORLDWIDE INC | COM | 298736109 | 3,237 | 22,700 | SH | SOLE | 0 | 22,700 | 0 | 0 | |
FORD MTR CO DEL | COM | 345370860 | 17,911 | 2,040,000 | SH | Put | SOLE | 0 | 2,040,000 | 0 | 0 |
GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 16,679 | 1,590,000 | SH | SOLE | 0 | 1,590,000 | 0 | 0 | |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 42,759 | 40,372,000 | PRN | SOLE | 0 | 40,372,000 | 0 | 0 | |
HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 1,746 | 32,948 | SH | SOLE | 0 | 32,948 | 0 | 0 | |
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 11,386 | 8,758,093 | SH | SOLE | 0 | 8,758,093 | 0 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 79,805 | 379,827 | SH | SOLE | 0 | 379,827 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 3,604 | 11,600 | SH | SOLE | 0 | 11,600 | 0 | 0 | |
INTELSAT S A | COM | L5140P101 | 1,175 | 75,000 | SH | Call | SOLE | 0 | 75,000 | 0 | 0 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 43,235 | 500,000 | SH | Put | SOLE | 0 | 500,000 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 29,087 | 190,000 | SH | Call | SOLE | 0 | 190,000 | 0 | 0 |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 29,087 | 190,000 | SH | Put | SOLE | 0 | 190,000 | 0 | 0 |
LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 7,247 | 10,579,000 | PRN | SOLE | 0 | 10,579,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 12,112 | 17,553,000 | PRN | SOLE | 0 | 17,553,000 | 0 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 10,111 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
LIVEPERSON INC | COM | 538146101 | 2,084 | 71,800 | SH | SOLE | 0 | 71,800 | 0 | 0 | |
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 10,409 | 12,300,000 | PRN | SOLE | 0 | 12,300,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 90,660 | 82,396,000 | PRN | SOLE | 0 | 82,396,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 5,080 | 4,600,000 | PRN | SOLE | 0 | 4,600,000 | 0 | 0 | |
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 9,483 | 13,250,000 | PRN | SOLE | 0 | 13,250,000 | 0 | 0 | |
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 509 | 51,000 | SH | SOLE | 0 | 51,000 | 0 | 0 | |
NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 8,497 | 829,024 | SH | SOLE | 0 | 829,024 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 77,262 | 62,390,000 | PRN | SOLE | 0 | 62,390,000 | 0 | 0 | |
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 15,561 | 16,450,000 | PRN | SOLE | 0 | 16,450,000 | 0 | 0 | |
PLURALSIGHT INC | COM CL A | 72941B106 | 1,222 | 38,500 | SH | SOLE | 0 | 38,500 | 0 | 0 | |
PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,646 | 250,100 | SH | SOLE | 0 | 250,100 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 29,970 | 36,000,000 | PRN | SOLE | 0 | 36,000,000 | 0 | 0 | |
SEADRILL LTD | COM | G7998G106 | 41,892 | 5,041,162 | SH | SOLE | 0 | 5,041,162 | 0 | 0 | |
SEADRILL PARTNERS LLC | COMUNIT REP LB | Y7545W109 | 4,066 | 4,748,077 | SH | SOLE | 0 | 4,748,077 | 0 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 3,260 | 49,300 | SH | Call | SOLE | 0 | 49,300 | 0 | 0 |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 3,260 | 49,300 | SH | Put | SOLE | 0 | 49,300 | 0 | 0 |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 73,206 | 600,000 | SH | Put | SOLE | 0 | 600,000 | 0 | 0 |
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 7,956 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 28,271 | 30,500,000 | PRN | SOLE | 0 | 30,500,000 | 0 | 0 | |
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADS | 881624209 | 16,889 | 1,077,100 | SH | Put | SOLE | 0 | 1,077,100 | 0 | 0 |
TRONOX HOLDINGS PLC | SHS | G9087Q102 | 14,975 | 1,138,776 | SH | SOLE | 0 | 1,138,776 | 0 | 0 | |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 12,331 | 550,000 | SH | Put | SOLE | 0 | 550,000 | 0 | 0 |
WEATHERFORD INTL PLC | ORD SHS | G48833100 | 1,954 | 2,800,000 | SH | SOLE | 0 | 2,800,000 | 0 | 0 | |
WIX COM LTD | SHS | M98068105 | 9,763 | 80,800 | SH | SOLE | 0 | 80,800 | 0 | 0 | |
ZIONS BANCORPORATION N A | *W EXP 05/21/202 | 989701115 | 30,031 | 2,262,186 | SH | SOLE | 0 | 2,262,186 | 0 | 0 |