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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ADVANCED MICRO DEVICES INC | Note | 007903BD8 | 128,936 | 39,450,000 | PRN | SOLE | 39,450,000 | 0 | 0 | ||
| AK STL CORP | Note | 001546AP5 | 67,916 | 67,316,000 | PRN | SOLE | 67,316,000 | 0 | 0 | ||
| ALCOA CORP | COM | 013872106 | 1,267 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 36,490 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | Note | 04269XAB1 | 17,596 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| AURORA CANNABIS INC | DEBT 5.500% 2/2 | C0534LAA3 | 1,863 | 1,350,000 | PRN | SOLE | 1,350,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH B SHRT TRM | 06746P621 | 4,389 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| BAUSCH HEALTH COS INC | COM | 071734107 | 4,569 | 185,000 | SH | Put | SOLE | 185,000 | 0 | 0 | |
| CATERPILLAR INC DEL | COM | 149123101 | 10,839 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | Note | 165167CY1 | 28,472 | 30,750,000 | PRN | SOLE | 30,750,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 155 | 50,200 | SH | SOLE | 50,200 | 0 | 0 | ||
| CLEVELAND CLIFFS INC | COM | 185899101 | 749 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | Note | 189464AB6 | 13,460 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
| CME GROUP INC | COM CL A | 12572Q105 | 4,937 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| COLONY CAP INC | Note | 19624RAB2 | 14,048 | 14,575,000 | PRN | SOLE | 14,575,000 | 0 | 0 | ||
| CONTURA ENERGY INC | COM | 21241B100 | 15,404 | 265,958 | SH | SOLE | 265,958 | 0 | 0 | ||
| DHT HOLDINGS INC | SHS | Y2065G121 | 1,672 | 375,000 | SH | Put | SOLE | 375,000 | 0 | 0 | |
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 5,784 | 5,784,000 | PRN | SOLE | 5,784,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | Note | 29260UAA5 | 6,970 | 7,850,000 | PRN | SOLE | 7,850,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | COM | 292554102 | 4,275 | 157,000 | SH | Put | SOLE | 157,000 | 0 | 0 | |
| GDS HLDGS LTD | DEBT 2.000% 6/0 | G3902LAA7 | 711 | 738,000 | PRN | SOLE | 738,000 | 0 | 0 | ||
| GOLAR LNG LTD | Note | 38046YAB7 | 15,689 | 16,400,000 | PRN | SOLE | 16,400,000 | 0 | 0 | ||
| GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 4,428 | 210,000 | SH | Put | SOLE | 210,000 | 0 | 0 | |
| GOPRO INC | CL A | 38268T103 | 1,723 | 265,100 | SH | SOLE | 265,100 | 0 | 0 | ||
| GOPRO INC | Note | 38268TAB9 | 30,112 | 30,450,000 | PRN | SOLE | 30,450,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | Note | 45845PAA6 | 11,895 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
| INTREXON CORP | Note | 46122TAA0 | 13,761 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| IQIYI INC | DEBT 2.000% 4/0 | G4939KAB2 | 260 | 250,000 | PRN | SOLE | 250,000 | 0 | 0 | ||
| IQIYI INC | SPONSORED ADS | 46267X108 | 9,795 | 409,500 | SH | Put | SOLE | 409,500 | 0 | 0 | |
| IQIYI INC | DEBT 3.750%12/0 | G4939KAA4 | 745 | 625,000 | PRN | SOLE | 625,000 | 0 | 0 | ||
| ISHARES INC | MSCI BRAZIL ETF | 464286400 | 4,099 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 160,744 | 1,050,000 | SH | Put | SOLE | 1,050,000 | 0 | 0 | |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 64,788 | 1,463,481 | SH | SOLE | 1,463,481 | 0 | 0 | ||
| ISHARES TR | MSCI INDIA ETF | 46429B598 | 7,631 | 216,500 | SH | SOLE | 216,500 | 0 | 0 | ||
| ISHARES TR | US HOME CONS ETF | 464288752 | 8,810 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 3,036 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| KAMAN CORP | Note | 483548AF0 | 16,925 | 15,375,000 | PRN | SOLE | 15,375,000 | 0 | 0 | ||
| KINROSS GOLD CORP | COM | 496902404 | 516 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| LEE ENTERPRISES INC | COM | 523768109 | 2,198 | 666,128 | SH | SOLE | 666,128 | 0 | 0 | ||
| MCDERMOTT INTL INC | COM | 580037703 | 3,906 | 525,000 | SH | Put | SOLE | 525,000 | 0 | 0 | |
| MEDICINES CO | Note | 584688AE5 | 19,564 | 19,550,000 | PRN | SOLE | 19,550,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 27,126 | 230,000 | SH | SOLE | 230,000 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 318 | 162,700 | SH | SOLE | 162,700 | 0 | 0 | ||
| NIO INC | DEBT 4.500% 2/0 | G6525FAA0 | 3,737 | 4,350,000 | PRN | SOLE | 4,350,000 | 0 | 0 | ||
| NIO INC | SPON ADS | 62914V106 | 4,184 | 820,400 | SH | Put | SOLE | 820,400 | 0 | 0 | |
| NOBLE CORP PLC | SHS USD | G65431101 | 2,209 | 770,000 | SH | Put | SOLE | 770,000 | 0 | 0 | |
| NOVAVAX INC | Note | 670002AB0 | 3,199 | 8,600,000 | PRN | SOLE | 8,600,000 | 0 | 0 | ||
| OPKO HEALTH INC | Note | 68375NAD5 | 7,117 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| PRETIUM RES INC | Note | 74139CAB8 | 16,029 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| RADIUS HEALTH INC | Note | 750469AA6 | 3,980 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
| REDWOOD TR INC | Note | 758075AD7 | 12,268 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
| RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 30,862 | 28,175,000 | PRN | SOLE | 28,175,000 | 0 | 0 | ||
| RWT HLDGS INC | Note | 749772AB5 | 15,183 | 15,075,000 | PRN | SOLE | 15,075,000 | 0 | 0 | ||
| SALESFORCE COM INC | COM | 79466L302 | 25,339 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| SCORPIO TANKERS INC | Note | 80918TAB5 | 8,853 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 4,987 | 194,000 | SH | SOLE | 194,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 46,280 | 699,940 | SH | SOLE | 699,940 | 0 | 0 | ||
| SHIP FIN INTL LTD | Note | 824689AG8 | 13,173 | 13,325,000 | PRN | SOLE | 13,325,000 | 0 | 0 | ||
| SILVER STD RES INC | Note | 82823LAC0 | 19,882 | 19,870,000 | PRN | SOLE | 19,870,000 | 0 | 0 | ||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 610,050 | 5,000,000 | SH | Call | SOLE | 5,000,000 | 0 | 0 | |
| SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 4,452 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| SSR MNG INC | DEBT 2.500% 4/0 | C8509QAA6 | 547 | 550,000 | PRN | SOLE | 550,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,174 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 0.875% 6/0 | 867652AJ8 | 8,373 | 9,936,000 | PRN | SOLE | 9,936,000 | 0 | 0 | ||
| TALOS ENERGY INC | COM | 87484T108 | 2,725 | 102,620 | SH | SOLE | 102,620 | 0 | 0 | ||
| TESLA INC | Note | 88160RAC5 | 142,930 | 138,829,000 | PRN | SOLE | 138,829,000 | 0 | 0 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 6,101 | 700,500 | SH | Put | SOLE | 700,500 | 0 | 0 | |
| UNITI GROUP INC | COM | 91325V108 | 11,190 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 560 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | RUSSIA ETF | 92189F403 | 9,682 | 470,000 | SH | SOLE | 470,000 | 0 | 0 | ||
| VERASTEM INC | Note | 92337CAA2 | 2,916 | 3,675,000 | PRN | SOLE | 3,675,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 37,485 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| WHITING PETE CORP NEW | COM | 966387409 | 1,045 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| WISDOMTREE TR | INDIA ERNGS FD | 97717W422 | 7,643 | 290,300 | SH | SOLE | 290,300 | 0 | 0 | ||
| ZILLOW GROUP INC | Note | 98954MAB7 | 17,298 | 16,900,000 | PRN | SOLE | 16,900,000 | 0 | 0 | ||