CHIEF COMPLIANCE OFFICER

0001420506-21-000676.txt : 20210514 0001420506-21-000676.hdr.sgml : 20210514 20210514135625 ACCESSION NUMBER: 0001420506-21-000676 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210514 DATE AS OF CHANGE: 20210514 EFFECTIVENESS DATE: 20210514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: HN Saltoro Capital, LP CENTRAL INDEX KEY: 0001552059 IRS NUMBER: 611676127 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-21009 FILM NUMBER: 21923588 BUSINESS ADDRESS: STREET 1: 1807 ROSS AVENUE STREET 2: SUITE 440 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 214.978.8139 MAIL ADDRESS: STREET 1: 1807 ROSS AVENUE STREET 2: SUITE 440 CITY: DALLAS STATE: TX ZIP: 75201 FORMER COMPANY: FORMER CONFORMED NAME: Pyrrho Capital Management, LP DATE OF NAME CHANGE: 20120612 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001552059 XXXXXXXX 03-31-2021 03-31-2021 false HN Saltoro Capital, LP

1807 ROSS AVENUE SUITE 440 DALLAS TX 75201

13F HOLDINGS REPORT 028-21009 N ALEX GUTIERREZ CHIEF COMPLIANCE OFFICER 214.978.8139 ALEX GUTIERREZ, CHIEF COMPLIANCE OFFICER DALLAS TX 05-14-2021 0 101 399985 false INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR HN SALTORO CAPITAL, LP 9 METERS BIOPHARMA INC COM 654405109 105 90000 SH SOLE 90000 0 0 ACORDA THERAPEUTICS INC NOTE 6.000%12/0 00484MAC0 1087 1500000 SH SOLE 1500000 0 0 ADAPTHEALTH CORP COM CL A 00653Q102 1323 36000 SH SOLE 36000 0 0 ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 6405 159100 SH SOLE 159100 0 0 ADAPTIVE BIOTECHNOLOGIES COR PUT 00650F959 7247 180000 SH Put SOLE 180000 0 0 AEMETIS INC COM NEW 00770K202 2207 90000 SH SOLE 90000 0 0 AEMETIS INC CALL 00770K902 221 9000 SH Call SOLE 9000 0 0 AMAZON COM INC CALL 023135906 2785 900 SH Call SOLE 900 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1053 36000 SH SOLE 36000 0 0 ARDELYX INC COM 039697107 184 27764 SH SOLE 27764 0 0 ARK ETF TR PUT 00214Q954 8636 72000 SH Put SOLE 72000 0 0 ARTIUS ACQUISITION INC COM CL A 04316G105 1045 103500 SH SOLE 103500 0 0 ASPIRA WOMENS HEALTH INC COM 04537Y109 213 31500 SH SOLE 31500 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 1239 1000000 SH SOLE 1000000 0 0 BALLYS CORPORATION COM 05875B106 1824 28064 SH SOLE 28064 0 0 BENTLEY SYS INC COM CL B 08265T208 845 18000 SH SOLE 18000 0 0 BILIBILI INC SPONS ADS REP Z 090040106 867 8100 SH SOLE 8100 0 0 BIOSIG TECHNOLOGIES INC COM NEW 09073N201 756 175423 SH SOLE 175423 0 0 BLOOM ENERGY CORP COM CL A 093712107 27 1000 SH SOLE 1000 0 0 BRIDGEBIO PHARMA INC COM 10806X102 226 3668 SH SOLE 3668 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 1043 22500 SH SOLE 22500 0 0 CHAMPIONX CORPORATION COM 15872M104 1427 65688 SH SOLE 65688 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 1246 1507000 SH SOLE 1507000 0 0 CHESAPEAKE ENERGY CORP *W EXP 03/01/202 165167180 97 5709 SH SOLE 5709 0 0 CHESAPEAKE ENERGY CORP COM 165167735 756 17424 SH SOLE 17424 0 0 COLONY CAP INC NEW CL A COM 19626G108 1963 303000 SH SOLE 303000 0 0 COWEN INC CL A NEW 223622606 5 131 SH SOLE 131 0 0 DECARBONIZATION PLUS ACQU II UNIT 01/19/2026 242794204 9 900 SH SOLE 900 0 0 DELTA AIR LINES INC DEL PUT 247361952 4345 90000 SH Put SOLE 90000 0 0 DERMTECH INC COM 24984K105 935 18400 SH SOLE 18400 0 0 DEVON ENERGY CORP NEW CALL 25179M903 1377 63000 SH Call SOLE 63000 0 0 DOLLAR TREE INC COM 256746108 515 4500 SH SOLE 4500 0 0 ECP ENVIRONMENTAL GW OPT COR UNIT 03/01/2026 26829T209 10 1000 SH SOLE 1000 0 0 EHEALTH INC CALL 28238P909 2618 36000 SH Call SOLE 36000 0 0 ENCOMPASS HEALTH CORP COM 29261A100 442 5400 SH SOLE 5400 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1715 1500000 SH SOLE 1500000 0 0 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 1091 1000000 SH SOLE 1000000 0 0 EVERCORE INC CLASS A 29977A105 593 4500 SH SOLE 4500 0 0 EVOLENT HEALTH INC CL A 30050B101 320 15857 SH SOLE 15857 0 0 EZCORP INC NOTE 2.875% 7/0 302301AF3 1152 1250000 SH SOLE 1250000 0 0 GENERAL MTRS CO CALL 37045V900 4654 81000 SH Call SOLE 81000 0 0 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 1948 2000000 SH SOLE 2000000 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 808 900000 SH SOLE 900000 0 0 GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 5392 4500000 SH SOLE 4500000 0 0 GREEN PLAINS INC COM 393222104 25948 958553 SH SOLE 958553 0 0 GREEN PLAINS INC CALL 393222904 6334 234000 SH Call SOLE 234000 0 0 GREEN PLAINS INC PUT 393222954 5298 195700 SH Put SOLE 195700 0 0 GUARDANT HEALTH INC COM 40131M109 481 3150 SH SOLE 3150 0 0 II-VI INC COM 902104108 615 9000 SH SOLE 9000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1474 1800000 SH SOLE 1800000 0 0 INVESCO EXCH TRADED FD TR II CALL 46138G906 6194 67500 SH Call SOLE 67500 0 0 INVITAE CORP COM 46185L103 6605 172863 SH SOLE 172863 0 0 INVITAE CORP CALL 46185L903 1376 36000 SH Call SOLE 36000 0 0 INVITAE CORP PUT 46185L953 2388 62500 SH Put SOLE 62500 0 0 ISHARES TR PUT 464287955 182938 828000 SH Put SOLE 828000 0 0 L BRANDS INC COM 501797104 1169 18900 SH SOLE 18900 0 0 L BRANDS INC CALL 501797904 1392 22500 SH Call SOLE 22500 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 938 900000 SH SOLE 900000 0 0 LIGHTSPEED POS INC SUB VTG SHS 53227R106 848 13500 SH SOLE 13500 0 0 LPL FINL HLDGS INC COM 50212V100 768 5400 SH SOLE 5400 0 0 MARINUS PHARMACEUTICALS INC COM NEW 56854Q200 1093 70623 SH SOLE 70623 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 661 13504 SH SOLE 13504 0 0 MICRON TECHNOLOGY INC COM 595112103 794 9000 SH SOLE 9000 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 353 5375 SH SOLE 5375 0 0 NATERA INC COM 632307104 855 8421 SH SOLE 8421 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 3731 3750000 SH SOLE 3750000 0 0 NORTHERN OIL AND GAS INC MN COM 665531307 66 5500 SH SOLE 5500 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 2504 1500000 SH SOLE 1500000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 1506 1250000 SH SOLE 1250000 0 0 OUTFRONT MEDIA INC COM 69007J106 589 27000 SH SOLE 27000 0 0 PAR TECHNOLOGY CORP COM 698884103 300 4590 SH SOLE 4590 0 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 678 750000 SH SOLE 750000 0 0 PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 1352 1350000 SH SOLE 1350000 0 0 POEMA GLOBAL HOLDINGS CORP UNIT 99/99/9999 G7154B123 50 5000 SH SOLE 5000 0 0 PURECYCLE TECHNOLOGIES INC COM 74623V103 344 13500 SH SOLE 13500 0 0 R1 RCM INC COM 749397105 1537 62262 SH SOLE 62262 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 1316 20700 SH SOLE 20700 0 0 RETAIL VALUE INC COM 76133Q102 630 33674 SH SOLE 33674 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 2495 2414000 SH SOLE 2414000 0 0 REVANCE THERAPEUTICS INC COM 761330109 643 23000 SH SOLE 23000 0 0 SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 684 13500 SH SOLE 13500 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 2 417 SH SOLE 417 0 0 SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 698 701000 SH SOLE 701000 0 0 SEA LTD SPONSORD ADS 81141R100 1406 6300 SH SOLE 6300 0 0 SPARTAN ACQUISITION CORP III UNIT 99/99/9999 84677R205 10 1000 SH SOLE 1000 0 0 SPDR SER TR S&P OILGAS EXP 78468R556 146 1800 SH SOLE 1800 0 0 SPDR SER TR PUT 78468R956 29285 360000 SH Put SOLE 360000 0 0 STAR PEAK ENERGY TRANSITION CL A 855185104 439 16533 SH SOLE 16533 0 0 SUNNOVA ENERGY INTL INC. PUT 86745K954 11389 279000 SH Put SOLE 279000 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 9720 238129 SH SOLE 238129 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 319 300000 SH SOLE 300000 0 0 SYNAPTICS INC COM 87157D109 731 5400 SH SOLE 5400 0 0 TEAM INC NOTE 5.000% 8/0 878155AE0 743 750000 SH SOLE 750000 0 0 TEMPUR SEALY INTL INC COM 88023U101 1316 36000 SH SOLE 36000 0 0 TWILIO INC CL A 90138F102 521 1530 SH SOLE 1530 0 0 TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 513 500000 SH SOLE 500000 0 0 URBAN-GRO INC COM NEW 91704K202 114 13500 SH SOLE 13500 0 0 VEECO INSTRS INC DEL COM 922417100 560 27000 SH SOLE 27000 0 0 VIRPAX PHARMACEUTICALS INC COM 928251107 127 27000 SH SOLE 27000 0 0 WHITING PETE CORP NEW COM NEW 966387508 1819 51316 SH SOLE 51316 0 0 XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 424 250000 SH SOLE 250000 0 0