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 |
ALTABA INC | COM | 021346101 | 1,127,087 | 16,247,471 | SH | SOLE | 0 | 16,247,471 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 3,191 | 250,086 | SH | SOLE | 0 | 250,086 | 0 | 0 | |
BEYOND MEAT INC | COM | 08862E109 | 8,034 | 50,000 | SH | Call | SOLE | 0 | 50,000 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,165 | 13,600 | SH | SOLE | 0 | 13,600 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 9,425 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 11,714 | 11,194,000 | PRN | SOLE | 0 | 11,194,000 | 0 | 0 | |
CHANGE HEALTHCARE INC | UNIT 99/99/9999 | 15912K209 | 2,810 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 21,618 | 27,000,000 | PRN | SOLE | 0 | 27,000,000 | 0 | 0 | |
CLARIVATE ANALYTICS PLC | *W EXP 11/09/201 | G21810117 | 11,878 | 2,500,650 | SH | SOLE | 0 | 2,500,650 | 0 | 0 | |
CONSTELLIUM NV | CL A | N22035104 | 2,595 | 258,495 | SH | SOLE | 0 | 258,495 | 0 | 0 | |
COUPA SOFTWARE INC | COM | 22266L106 | 4,165 | 32,900 | SH | SOLE | 0 | 32,900 | 0 | 0 | |
DOCUSIGN INC | COM | 256163106 | 1,983 | 39,900 | SH | SOLE | 0 | 39,900 | 0 | 0 | |
DOMINION ENERGY INC | UNIT 99/99/9999 | 25746U133 | 4,656 | 45,000 | SH | SOLE | 0 | 45,000 | 0 | 0 | |
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 8,214 | 10,500,000 | PRN | SOLE | 0 | 10,500,000 | 0 | 0 | |
EURONET WORLDWIDE INC | COM | 298736109 | 4,172 | 24,800 | SH | SOLE | 0 | 24,800 | 0 | 0 | |
GAMESTOP CORP NEW | CL A | 36467W109 | 16,116 | 2,946,170 | SH | SOLE | 0 | 2,946,170 | 0 | 0 | |
GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 16,695 | 1,590,000 | SH | SOLE | 0 | 1,590,000 | 0 | 0 | |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 9,725 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 15,783 | 369,103 | SH | SOLE | 0 | 369,103 | 0 | 0 | |
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 16,646 | 8,760,793 | SH | SOLE | 0 | 8,760,793 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 4,344 | 11,800 | SH | SOLE | 0 | 11,800 | 0 | 0 | |
INTELSAT S A | COM | L5140P101 | 1,459 | 75,000 | SH | Call | SOLE | 0 | 75,000 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 18,674 | 100,000 | SH | Call | SOLE | 0 | 100,000 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 18,674 | 100,000 | SH | Put | SOLE | 0 | 100,000 | 0 | 0 |
IQIYI INC | SPONSORED ADS | 46267X108 | 1,363 | 66,000 | SH | SOLE | 0 | 66,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 6,955 | 10,079,000 | PRN | SOLE | 0 | 10,079,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 12,044 | 17,053,000 | PRN | SOLE | 0 | 17,053,000 | 0 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 10,125 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 226,334 | 2,627,816 | SH | SOLE | 0 | 2,627,816 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 4,542 | 4,500,000 | PRN | SOLE | 0 | 4,500,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 111,845 | 94,736,000 | PRN | SOLE | 0 | 94,736,000 | 0 | 0 | |
MONTAGE RES CORP | COM | 61179L100 | 381 | 62,459 | SH | SOLE | 0 | 62,459 | 0 | 0 | |
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 16,162 | 22,500,000 | PRN | SOLE | 0 | 22,500,000 | 0 | 0 | |
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 515 | 51,000 | SH | SOLE | 0 | 51,000 | 0 | 0 | |
NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 8,549 | 829,024 | SH | SOLE | 0 | 829,024 | 0 | 0 | |
NIO INC | SPON ADS | 62914V106 | 6,931 | 2,718,099 | SH | SOLE | 0 | 2,718,099 | 0 | 0 | |
NRC GROUP HLDGS CORP | *W EXP 10/17/202 | 629375114 | 97 | 58,800 | SH | SOLE | 0 | 58,800 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 71,767 | 58,300,000 | PRN | SOLE | 0 | 58,300,000 | 0 | 0 | |
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 18,352 | 20,950,000 | PRN | SOLE | 0 | 20,950,000 | 0 | 0 | |
PG&E CORP | COM | 69331C108 | 8,902 | 388,400 | SH | Call | SOLE | 0 | 388,400 | 0 | 0 |
PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,674 | 250,100 | SH | SOLE | 0 | 250,100 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 23,592 | 26,000,000 | PRN | SOLE | 0 | 26,000,000 | 0 | 0 | |
SEADRILL LTD | COM | G7998G106 | 20,884 | 5,020,279 | SH | SOLE | 0 | 5,020,279 | 0 | 0 | |
SEADRILL PARTNERS LLC | COMUNIT REP LB | Y7545W109 | 1,782 | 4,781,266 | SH | SOLE | 0 | 4,781,266 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 9,148 | 331,464 | SH | SOLE | 0 | 331,464 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 73,260 | 550,000 | SH | Put | SOLE | 0 | 550,000 | 0 | 0 |
T MOBILE US INC | COM | 872590104 | 5,515 | 74,385 | SH | SOLE | 0 | 74,385 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 86,649 | 88,000,000 | PRN | SOLE | 0 | 88,000,000 | 0 | 0 | |
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,678 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADS | 881624209 | 519 | 56,200 | SH | Put | SOLE | 0 | 56,200 | 0 | 0 |
TRONOX HOLDINGS PLC | SHS | G9087Q102 | 4,979 | 389,586 | SH | SOLE | 0 | 389,586 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 15,662 | 16,000,000 | PRN | SOLE | 0 | 16,000,000 | 0 | 0 | |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 11,502 | 450,000 | SH | Put | SOLE | 0 | 450,000 | 0 | 0 |
VEONEER INCORPORATED | NOTE 4.000% 6/0 | 92336XAA7 | 2,603 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
VONAGE HLDGS CORP | COM | 92886T201 | 1,670 | 147,400 | SH | SOLE | 0 | 147,400 | 0 | 0 | |
WIX COM LTD | SHS | M98068105 | 12,000 | 84,449 | SH | SOLE | 0 | 84,449 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 4,253 | 3,750,000 | PRN | SOLE | 0 | 3,750,000 | 0 | 0 | |
ZIONS BANCORPORATION N A | *W EXP 05/21/202 | 989701115 | 30,653 | 2,262,186 | SH | SOLE | 0 | 2,262,186 | 0 | 0 |