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 |
AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 1,055 | 2,024,000 | PRN | SOLE | 0 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 139,387 | 759,600 | SH | SOLE | 759,600 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 6,215 | 33,500 | SH | Put | SOLE | 33,500 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 7,486 | 7,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 41,391 | 31,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
AXA EQUITABLE HLDGS INC | COM | 054561105 | 59,814 | 2,902,190 | SH | SOLE | 2,902,190 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 1,497 | 114,000 | SH | SOLE | 114,000 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 51,041 | 175,859 | SH | SOLE | 175,859 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 24,531 | 25,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 7,420 | 6,127,000 | PRN | SOLE | 0 | 0 | 0 | ||
CONSTRUCTION PARTNERS INC | COM CL A | 21044C107 | 7,543 | 572,766 | SH | SOLE | 572,766 | 0 | 0 | ||
CURO GROUP HLDGS CORP | COM | 23131L107 | 53,032 | 2,125,540 | SH | SOLE | 2,125,540 | 0 | 0 | ||
DASEKE INC | COM | 23753F107 | 3,724 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 166,267 | 2,394,400 | SH | Call | SOLE | 0 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 73,096 | 864,221 | SH | SOLE | 864,221 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 52,736 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 23,664 | 374,024 | SH | SOLE | 374,024 | 0 | 0 | ||
ELEVATE CREDIT INC | COM | 28621V101 | 13,206 | 1,560,971 | SH | SOLE | 1,560,971 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,005 | 5,968,000 | PRN | SOLE | 0 | 0 | 0 | ||
ENOVA INTL INC | COM | 29357K103 | 54,797 | 1,499,221 | SH | SOLE | 1,499,221 | 0 | 0 | ||
EVERQUOTE INC | COM CL A | 30041R108 | 2,809 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
FCB FINL HLDGS INC | CL A | 30255G103 | 30,747 | 522,901 | SH | SOLE | 522,901 | 0 | 0 | ||
FERRARI N V | COM | N3167Y103 | 10,531 | 78,000 | SH | Put | SOLE | 78,000 | 0 | 0 | |
GOLDCORP INC NEW | COM | 380956409 | 10,214 | 745,000 | SH | SOLE | 745,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 5.625%12/0 | 38741LAB3 | 11,248 | 11,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 35,774 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 62 | 36,550 | SH | SOLE | 36,550 | 0 | 0 | ||
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 14,288 | 10,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 456237106 | 6,573 | 294,109 | SH | SOLE | 294,109 | 0 | 0 | ||
INTELSAT S A | COM | L5140P101 | 32,383 | 1,943,784 | SH | SOLE | 1,943,784 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 53,718 | 4,200,000 | SH | SOLE | 4,200,000 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 60,791 | 371,200 | SH | Put | SOLE | 371,200 | 0 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 32,727 | 755,300 | SH | Put | SOLE | 755,300 | 0 | 0 | |
ISHARES TR | 20 YR TR BD ETF | 464287432 | 144,263 | 1,185,200 | SH | Call | SOLE | 0 | 0 | 0 | |
ISHARES TR | 20 YR TR BD ETF | 464287432 | 36,613 | 300,800 | SH | Put | SOLE | 300,800 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 32,220 | 378,700 | SH | Put | SOLE | 378,700 | 0 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 15,221 | 15,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
JBG SMITH PPTYS | COM | 46590V100 | 14,588 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 26,208 | 1,948,562 | SH | SOLE | 1,948,562 | 0 | 0 | ||
LADDER CAP CORP | CL A | 505743104 | 44,761 | 2,865,636 | SH | SOLE | 2,865,636 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 531229409 | 26,039 | 578,000 | SH | SOLE | 578,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 39,782 | 877,029 | SH | SOLE | 877,029 | 0 | 0 | ||
LIBERTY OILFIELD SVCS INC | COM CL A | 53115L104 | 5,756 | 307,500 | SH | SOLE | 307,500 | 0 | 0 | ||
LIBERTY TRIPADVISOR HLDGS IN | COM SER A | 531465102 | 49,041 | 3,046,032 | SH | SOLE | 3,046,032 | 0 | 0 | ||
MIMEDX GROUP INC | COM | 602496101 | 1,420 | 222,200 | SH | Put | SOLE | 222,200 | 0 | 0 | |
NEW GOLD INC CDA | COM | 644535106 | 5,303 | 2,549,316 | SH | SOLE | 2,549,316 | 0 | 0 | ||
NII HLDGS INC | COM PAR | 62913F508 | 13,085 | 3,355,219 | SH | SOLE | 3,355,219 | 0 | 0 | ||
NOVAGOLD RES INC | COM NEW | 66987E206 | 12,925 | 2,904,547 | SH | SOLE | 2,904,547 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 125,661 | 1,150,000 | SH | SOLE | 1,150,000 | 0 | 0 | ||
PANDORA MEDIA INC | COM | 698354107 | 18,120 | 2,299,514 | SH | SOLE | 2,299,514 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 68,025 | 1,875,000 | SH | SOLE | 1,875,000 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 22,306 | 524,114 | SH | SOLE | 524,114 | 0 | 0 | ||
PLAYA HOTELS & RESORTS NV | SHS | N70544106 | 44,837 | 4,151,604 | SH | SOLE | 4,151,604 | 0 | 0 | ||
PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 21,325 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 19,500 | 20,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 11,048 | 7,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 6,009 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 11,382 | 158,900 | SH | Put | SOLE | 158,900 | 0 | 0 | |
SERITAGE GROWTH PPTYS | CL A | 81752R100 | 84,165 | 1,983,614 | SH | SOLE | 1,983,614 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 86,157 | 510,410 | SH | SOLE | 510,410 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 16,168 | 95,000 | SH | Put | SOLE | 95,000 | 0 | 0 | |
SMART & FINAL STORES INC | COM | 83190B101 | 2,536 | 456,924 | SH | SOLE | 456,924 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 701,015 | 2,584,100 | SH | Put | SOLE | 2,584,100 | 0 | 0 | |
SUPER MICRO COMPUTER INC | COM | 86800U104 | 9,540 | 403,403 | SH | SOLE | 403,403 | 0 | 0 | ||
SUPER MICRO COMPUTER INC | COM | 86800U104 | 591 | 25,000 | SH | Call | SOLE | 0 | 0 | 0 | |
TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 16,123 | 588,000 | SH | SOLE | 588,000 | 0 | 0 | ||
TFS FINL CORP | COM | 87240R107 | 28,210 | 1,788,868 | SH | SOLE | 1,788,868 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 86,225 | 1,735,267 | SH | SOLE | 1,735,267 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 99,695 | 2,023,442 | SH | SOLE | 2,023,442 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 13,151 | 585,000 | SH | Put | SOLE | 585,000 | 0 | 0 | |
UNITED CONTL HLDGS INC | COM | 910047109 | 9,065 | 130,000 | SH | Call | SOLE | 0 | 0 | 0 | |
US XPRESS ENTERPRISES INC | COM CL A | 90338N202 | 18,908 | 1,248,874 | SH | SOLE | 1,248,874 | 0 | 0 | ||
VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 4,284 | 192,000 | SH | Call | SOLE | 0 | 0 | 0 | |
VANECK VECTORS ETF TR | SEMICONDUCTOR ET | 92189F676 | 5,257 | 51,200 | SH | Put | SOLE | 51,200 | 0 | 0 | |
VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 | 4,073 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 13,200 | 15,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
VIAD CORP | COM NEW | 92552R406 | 42,384 | 781,273 | SH | SOLE | 781,273 | 0 | 0 | ||
VICTORY CAP HLDGS INC | COM CL A | 92645B103 | 3,412 | 322,515 | SH | SOLE | 322,515 | 0 | 0 | ||
WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 565 | 250,000 | SH | SOLE | 250,000 | 0 | 0 |