The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 7,712 | 105,311 | SH | SOLE | 0 | 105,311 | 0 | 0 | ||
| ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 305 | 218,004 | SH | SOLE | 0 | 218,004 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 1,240,722 | 16,947,444 | SH | SOLE | 0 | 16,947,444 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 97,948 | 1,337,900 | SH | Put | SOLE | 0 | 1,337,900 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 2,932 | 146,000 | SH | SOLE | 0 | 146,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 13,188 | 13,500,000 | PRN | SOLE | 0 | 13,500,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 65,541 | 38,500,000 | PRN | SOLE | 0 | 38,500,000 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 5,289 | 5,315,448 | PRN | SOLE | 0 | 5,315,448 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 23,489 | 19,200,000 | PRN | SOLE | 0 | 19,200,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 101,920 | 1,205,018 | SH | SOLE | 0 | 1,205,018 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 90,458 | 1,069,500 | SH | Put | SOLE | 0 | 1,069,500 | 0 | 0 | |
| GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 16,098 | 1,575,000 | SH | SOLE | 0 | 1,575,000 | 0 | 0 | ||
| HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 18,754 | 349,109 | SH | SOLE | 0 | 349,109 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 13,522 | 7,329,010 | SH | SOLE | 0 | 7,329,010 | 0 | 0 | ||
| IAC INTERACTIVECORP | COM | 44919P508 | 252,252 | 1,654,217 | SH | SOLE | 0 | 1,654,217 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 9,673 | 13,868,000 | PRN | SOLE | 0 | 13,868,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 10,575 | 15,053,000 | PRN | SOLE | 0 | 15,053,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 30,427 | 24,500,000 | PRN | SOLE | 0 | 24,500,000 | 0 | 0 | ||
| MATCH GROUP INC | COM | 57665R106 | 4,843 | 125,000 | SH | SOLE | 0 | 125,000 | 0 | 0 | ||
| MDC PARTNERS INC | CL A SUB VTG | 552697104 | 626 | 136,100 | SH | SOLE | 0 | 136,100 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 37,946 | 37,800,000 | PRN | SOLE | 0 | 37,800,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 108,431 | 45,662,000 | PRN | SOLE | 0 | 45,662,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 42,020 | 23,926,000 | PRN | SOLE | 0 | 23,926,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 85,069 | 72,368,000 | PRN | SOLE | 0 | 72,368,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 16,419 | 13,750,000 | PRN | SOLE | 0 | 13,750,000 | 0 | 0 | ||
| MINDBODY INC | COM CL A | 60255W105 | 2,885 | 74,750 | SH | SOLE | 0 | 74,750 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 492 | 51,000 | SH | SOLE | 0 | 51,000 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 8,348 | 829,024 | SH | SOLE | 0 | 829,024 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 99,813 | 75,725,000 | PRN | SOLE | 0 | 75,725,000 | 0 | 0 | ||
| PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 435 | 500,000 | PRN | SOLE | 0 | 500,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 3,589 | 350,100 | SH | SOLE | 0 | 350,100 | 0 | 0 | ||
| RH | COM | 74967X103 | 2,348 | 16,809 | SH | SOLE | 0 | 16,809 | 0 | 0 | ||
| SEADRILL PARTNERS LLC | COMUNIT REP LB | Y7545W109 | 7,214 | 2,079,082 | SH | SOLE | 0 | 2,079,082 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 2,588 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | ||
| SIMPLY GOOD FOODS CO | *W EXP 07/07/202 | 82900L110 | 2,156 | 519,603 | SH | SOLE | 0 | 519,603 | 0 | 0 | ||
| SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 5,539 | 551,183 | SH | SOLE | 0 | 551,183 | 0 | 0 | ||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 30,849 | 260,000 | SH | Put | SOLE | 0 | 260,000 | 0 | 0 | |
| SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 168,008 | 62,485,000 | PRN | SOLE | 0 | 62,485,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 59,509 | 53,345,000 | PRN | SOLE | 0 | 53,345,000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 7,624 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 1,998 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 72,995 | 66,276,000 | PRN | SOLE | 0 | 66,276,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 30,125 | 26,756,000 | PRN | SOLE | 0 | 26,756,000 | 0 | 0 | ||
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 2,782 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | ||
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 6,035 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 5,354 | 240,000 | SH | Put | SOLE | 0 | 240,000 | 0 | 0 | |
| VOCERA COMMUNICATIONS INC | COM | 92857F107 | 278 | 9,300 | SH | SOLE | 0 | 9,300 | 0 | 0 | ||
| WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 4,744 | 2,099,307 | SH | SOLE | 0 | 2,099,307 | 0 | 0 | ||
| WIX COM LTD | SHS | M98068105 | 2,538 | 25,300 | SH | SOLE | 0 | 25,300 | 0 | 0 | ||
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 46,937 | 2,312,186 | SH | SOLE | 0 | 2,312,186 | 0 | 0 | ||