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 |
AERIE PHARMACEUTICALS INC | COM | 00771V108 | 2,909 | 151,350 | SH | SOLE | 0 | 151,350 | 0 | 0 | |
ALTABA INC | COM | 021346101 | 317,006 | 16,273,411 | SH | SOLE | 0 | 16,273,411 | 0 | 0 | |
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 2,196 | 205,270 | SH | SOLE | 0 | 205,270 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 3,133 | 381,122 | SH | SOLE | 0 | 381,122 | 0 | 0 | |
ANGI HOMESERVICES INC | COM CL A | 00183L102 | 11,887 | 1,677,743 | SH | SOLE | 0 | 1,677,743 | 0 | 0 | |
APELLIS PHARMACEUTICALS INC | COM | 03753U106 | 279 | 11,600 | SH | SOLE | 0 | 11,600 | 0 | 0 | |
BEST INC | SPONSORED ADS | 08653C106 | 1,196 | 226,504 | SH | SOLE | 0 | 226,504 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 836 | 12,400 | SH | SOLE | 0 | 12,400 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 19,879 | 19,000,000 | PRN | SOLE | 0 | 19,000,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 20,339 | 19,394,000 | PRN | SOLE | 0 | 19,394,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 19,090 | 31,424,000 | PRN | SOLE | 0 | 31,424,000 | 0 | 0 | |
CLARIVATE ANALYTICS PLC | *W EXP 11/09/201 | G21810117 | 28,854 | 4,898,728 | SH | SOLE | 0 | 4,898,728 | 0 | 0 | |
CONSTELLIUM SE | CL A | N22035104 | 2,538 | 199,695 | SH | SOLE | 0 | 199,695 | 0 | 0 | |
CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 635 | 105,000 | SH | SOLE | 0 | 105,000 | 0 | 0 | |
DFB HEALTHCARE ACQUISTION CO | COM | 23291E109 | 13,433 | 1,319,551 | SH | SOLE | 0 | 1,319,551 | 0 | 0 | |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 53,948 | 58,722,000 | PRN | SOLE | 0 | 58,722,000 | 0 | 0 | |
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 1,700 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
ETSY INC | COM | 29786A106 | 5,017 | 88,800 | SH | SOLE | 0 | 88,800 | 0 | 0 | |
EURONET WORLDWIDE INC | COM | 298736109 | 3,628 | 24,800 | SH | SOLE | 0 | 24,800 | 0 | 0 | |
GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 16,934 | 1,590,000 | SH | SOLE | 0 | 1,590,000 | 0 | 0 | |
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 16,562 | 9,685,404 | SH | SOLE | 0 | 9,685,404 | 0 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 185,376 | 850,467 | SH | SOLE | 0 | 850,467 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 3,377 | 11,100 | SH | SOLE | 0 | 11,100 | 0 | 0 | |
INTELSAT S A | COM | L5140P101 | 1,710 | 75,000 | SH | Call | SOLE | 0 | 75,000 | 0 | 0 |
IQIYI INC | SPONSORED ADS | 46267X108 | 1,065 | 66,000 | SH | SOLE | 0 | 66,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 8,580 | 12,000,000 | PRN | SOLE | 0 | 12,000,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 12,406 | 17,053,000 | PRN | SOLE | 0 | 17,053,000 | 0 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 10,774 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
LSC COMMUNICATIONS INC | COM | 50218P107 | 1,025 | 742,870 | SH | SOLE | 0 | 742,870 | 0 | 0 | |
MATCH GROUP INC | COM | 57665R106 | 127,777 | 1,788,595 | SH | SOLE | 0 | 1,788,595 | 0 | 0 | |
MCDERMOTT INTL INC | COM | 580037703 | 3,566 | 1,765,232 | SH | SOLE | 0 | 1,765,232 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,063 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 198,242 | 153,698,000 | PRN | SOLE | 0 | 153,698,000 | 0 | 0 | |
MOSAIC ACQUISITION CORP | *W EXP 10/23/202 | 61946M118 | 196 | 170,600 | SH | SOLE | 0 | 170,600 | 0 | 0 | |
MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 3,382 | 327,431 | SH | SOLE | 0 | 327,431 | 0 | 0 | |
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 13,484 | 21,000,000 | PRN | SOLE | 0 | 21,000,000 | 0 | 0 | |
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 520 | 51,000 | SH | SOLE | 0 | 51,000 | 0 | 0 | |
NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 8,830 | 829,024 | SH | SOLE | 0 | 829,024 | 0 | 0 | |
NIO INC | SPON ADS | 62914V106 | 385 | 246,600 | SH | SOLE | 0 | 246,600 | 0 | 0 | |
NRC GROUP HLDGS CORP | *W EXP 10/17/202 | 629375114 | 139 | 58,800 | SH | SOLE | 0 | 58,800 | 0 | 0 | |
OKTA INC | CL A | 679295105 | 1,110 | 11,273 | SH | SOLE | 0 | 11,273 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 71,339 | 60,648,000 | PRN | SOLE | 0 | 60,648,000 | 0 | 0 | |
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 21,715 | 26,450,000 | PRN | SOLE | 0 | 26,450,000 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 19,546 | 18,500,000 | PRN | SOLE | 0 | 18,500,000 | 0 | 0 | |
PROOFPOINT INC | COM | 743424103 | 1,229 | 9,527 | SH | SOLE | 0 | 9,527 | 0 | 0 | |
PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 2,684 | 250,100 | SH | SOLE | 0 | 250,100 | 0 | 0 | |
QEP RES INC | COM | 74733V100 | 633 | 171,000 | SH | SOLE | 0 | 171,000 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 16,865 | 18,500,000 | PRN | SOLE | 0 | 18,500,000 | 0 | 0 | |
RH | COM | 74967X103 | 547 | 3,200 | SH | SOLE | 0 | 3,200 | 0 | 0 | |
SAILPOINT TECHNLGIES HLDGS I | COM | 78781P105 | 1,185 | 63,400 | SH | SOLE | 0 | 63,400 | 0 | 0 | |
SEADRILL LTD | COM | G7998G106 | 10,479 | 4,990,000 | SH | SOLE | 0 | 4,990,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 6,401 | 228,622 | SH | SOLE | 0 | 228,622 | 0 | 0 | |
SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 130 | 12,193 | SH | SOLE | 0 | 12,193 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 45,133 | 325,000 | SH | Call | SOLE | 0 | 325,000 | 0 | 0 |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 121,511 | 875,000 | SH | Put | SOLE | 0 | 875,000 | 0 | 0 |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 137,348 | 134,896,000 | PRN | SOLE | 0 | 134,896,000 | 0 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 3,558 | 3,500,000 | PRN | SOLE | 0 | 3,500,000 | 0 | 0 | |
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 11,787 | 14,342,000 | PRN | SOLE | 0 | 14,342,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 47,739 | 45,000,000 | PRN | SOLE | 0 | 45,000,000 | 0 | 0 | |
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 12,020 | 450,000 | SH | Put | SOLE | 0 | 450,000 | 0 | 0 |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 34,970 | 35,190,000 | PRN | SOLE | 0 | 35,190,000 | 0 | 0 | |
ZIONS BANCORPORATION N A | *W EXP 05/21/202 | 989701115 | 26,999 | 2,262,186 | SH | SOLE | 0 | 2,262,186 | 0 | 0 |