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 | 264 | 3,611 | SH | SOLE | 0 | 3,611 | 0 | 0 | ||
| ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 7 | 14,038 | SH | SOLE | 0 | 14,038 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 961,931 | 14,121,127 | SH | SOLE | 0 | 14,121,127 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | COM | 02208R106 | 18,379 | 445,000 | SH | Call | SOLE | 0 | 445,000 | 0 | 0 | |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 6,319 | 6,325,000 | PRN | SOLE | 0 | 6,325,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 73,399 | 45,000,000 | PRN | SOLE | 0 | 45,000,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 58,272 | 600,000 | SH | SOLE | 0 | 600,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 24,329 | 250,500 | SH | Put | SOLE | 0 | 250,500 | 0 | 0 | |
| DOCUSIGN INC | COM | 256163106 | 1,546 | 29,400 | SH | SOLE | 0 | 29,400 | 0 | 0 | ||
| FORTIVE CORP | COM | 34959J108 | 127,938 | 1,519,455 | SH | SOLE | 0 | 1,519,455 | 0 | 0 | ||
| GS ACQUISITION HLDGS CORP | UNIT 06/12/2023 | 36255F201 | 16,488 | 1,590,000 | SH | SOLE | 0 | 1,590,000 | 0 | 0 | ||
| HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 1,169 | 21,436 | SH | SOLE | 0 | 21,436 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 8,793 | 8,299,258 | SH | SOLE | 0 | 8,299,258 | 0 | 0 | ||
| IAC INTERACTIVECORP | COM | 44919P508 | 299,817 | 1,383,430 | SH | SOLE | 0 | 1,383,430 | 0 | 0 | ||
| ILLUMINA INC | COM | 452327109 | 2,863 | 7,800 | SH | SOLE | 0 | 7,800 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 6,413 | 149,759 | SH | SOLE | 0 | 149,759 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 12,846 | 300,000 | SH | Call | SOLE | 0 | 300,000 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 12,846 | 300,000 | SH | Put | SOLE | 0 | 300,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 95,084 | 1,100,000 | SH | Put | SOLE | 0 | 1,100,000 | 0 | 0 | |
| ISHARES TR | MSCI EAFE ETF | 464287465 | 16,998 | 250,000 | SH | Call | SOLE | 0 | 250,000 | 0 | 0 | |
| ISHARES TR | MSCI EAFE ETF | 464287465 | 16,998 | 250,000 | SH | Put | SOLE | 0 | 250,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 9,569 | 13,868,000 | PRN | SOLE | 0 | 13,868,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 12,221 | 17,553,000 | PRN | SOLE | 0 | 17,553,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 25,552 | 21,000,000 | PRN | SOLE | 0 | 21,000,000 | 0 | 0 | ||
| MATCH GROUP INC | COM | 57665R106 | 7,239 | 125,000 | SH | SOLE | 0 | 125,000 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 18,512 | 20,300,000 | PRN | SOLE | 0 | 20,300,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 58,501 | 54,765,000 | PRN | SOLE | 0 | 54,765,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 2.250% 2/1 | 595017AH7 | 4,863 | 4,600,000 | PRN | SOLE | 0 | 4,600,000 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 495 | 51,000 | SH | SOLE | 0 | 51,000 | 0 | 0 | ||
| NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 8,394 | 829,024 | SH | SOLE | 0 | 829,024 | 0 | 0 | ||
| NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 3,586 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 92,105 | 79,225,000 | PRN | SOLE | 0 | 79,225,000 | 0 | 0 | ||
| PURE ACQUISITION CORP | UNIT 04/13/2023 | 74621Q205 | 3,632 | 350,100 | SH | SOLE | 0 | 350,100 | 0 | 0 | ||
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 230 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | ||
| SEADRILL LTD | COM | G7998G106 | 138,380 | 5,584,341 | SH | SOLE | 0 | 5,584,341 | 0 | 0 | ||
| SEADRILL PARTNERS LLC | COMUNIT REP LB | Y7545W109 | 10,603 | 2,881,328 | SH | SOLE | 0 | 2,881,328 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 11,574 | 147,631 | SH | SOLE | 0 | 147,631 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 15,795 | 300,000 | SH | Call | SOLE | 0 | 300,000 | 0 | 0 | |
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 28,421 | 19,000,000 | PRN | SOLE | 0 | 19,000,000 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 2,490 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | ||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 29,318 | 260,000 | SH | Put | SOLE | 0 | 260,000 | 0 | 0 | |
| SPLUNK INC | COM | 848637104 | 10,930 | 90,400 | SH | SOLE | 0 | 90,400 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 7,500 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 994 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 4,445 | 240,000 | SH | Put | SOLE | 0 | 240,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 17,923 | 16,500,000 | PRN | SOLE | 0 | 16,500,000 | 0 | 0 | ||
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 40,493 | 2,262,186 | SH | SOLE | 0 | 2,262,186 | 0 | 0 | ||