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 |
| AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 1,455 | 1,428,000 | PRN | SOLE | N/A | 1,428,000 | 0 | 0 | |
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 1,281 | 130,000 | SH | SOLE | N/A | 130,000 | 0 | 0 | |
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 1,950 | 200,000 | SH | Call | SOLE | N/A | 200,000 | 0 | 0 |
| ANTERO RES CORP | COM | 03674X106 | 166 | 30,000 | SH | SOLE | N/A | 30,000 | 0 | 0 | |
| APPLE INC | COM | 037833100 | 3,976 | 20,000 | SH | Put | SOLE | N/A | 20,000 | 0 | 0 |
| BALLARD PWR SYS INC NEW | COM | 058586108 | 326 | 80,000 | SH | SOLE | N/A | 80,000 | 0 | 0 | |
| BEAZER HOMES USA INC | COM NEW | 07556Q881 | 481 | 50,000 | SH | SOLE | N/A | 50,000 | 0 | 0 | |
| BEAZER HOMES USA INC | COM NEW | 07556Q881 | 971 | 100,000 | SH | Call | SOLE | N/A | 100,000 | 0 | 0 |
| BLACKBERRY LTD | COM | 09228F103 | 848 | 100,000 | SH | Put | SOLE | N/A | 100,000 | 0 | 0 |
| BLACKBERRY LTD | COM | 09228F103 | 1,272 | 150,000 | SH | Call | SOLE | N/A | 150,000 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 2,220 | 45,000 | SH | Call | SOLE | N/A | 45,000 | 0 | 0 |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 3,628 | 80,000 | SH | SOLE | N/A | 80,000 | 0 | 0 | |
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 6,661 | 135,000 | SH | Put | SOLE | N/A | 135,000 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 | 4,110 | 15,000 | SH | Put | SOLE | N/A | 15,000 | 0 | 0 |
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 98 | 50,000 | SH | SOLE | N/A | 50,000 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 373 | 78,924 | SH | SOLE | N/A | 78,924 | 0 | 0 | |
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 629 | 40,000 | SH | SOLE | N/A | 40,000 | 0 | 0 | |
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 1,718 | 107,300 | SH | Call | SOLE | N/A | 107,300 | 0 | 0 |
| COMSTOCK RES INC | COM | 205768302 | 167 | 30,000 | SH | SOLE | N/A | 30,000 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 8,400 | 8,500,000 | PRN | SOLE | N/A | 8,500,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 2,917 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | |
| ELECTRAMECCANICA VEHS CORP | *W EXP 08/03/202 | 284849114 | 135 | 270,006 | SH | SOLE | N/A | 270,006 | 0 | 0 | |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 704 | 50,000 | SH | SOLE | N/A | 50,000 | 0 | 0 | |
| ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 1,442 | 100,000 | SH | Call | SOLE | N/A | 100,000 | 0 | 0 |
| ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 174 | 30,000 | SH | SOLE | N/A | 30,000 | 0 | 0 | |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 558 | 500,000 | PRN | SOLE | N/A | 500,000 | 0 | 0 | |
| ILLUMINA INC | COM | 452327109 | 1,949 | 5,295 | SH | SOLE | N/A | 5,295 | 0 | 0 | |
| INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 351 | 500,000 | PRN | SOLE | N/A | 500,000 | 0 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 15,086 | 80,000 | SH | Put | SOLE | N/A | 80,000 | 0 | 0 |
| ISHARES INC | IBOXX HI YD ETF | 464288513 | 43,665 | 500,000 | SH | Put | SOLE | N/A | 500,000 | 0 | 0 |
| ISHARES SILVER TRUST | ISHARES | 46428Q109 | 14,360 | 1,000,000 | SH | Call | SOLE | N/A | 1,000,000 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 17,000 | 200,000 | SH | Put | SOLE | N/A | 200,000 | 0 | 0 |
| LIONS GATE ENTMNT CORP | CL A VTG | 535919401 | 735 | 60,000 | SH | SOLE | N/A | 60,000 | 0 | 0 | |
| LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 751 | 62,500 | SH | Call | SOLE | N/A | 62,500 | 0 | 0 |
| MATINAS BIOPHARMA HLDGS INC | COM | 576810105 | 9 | 10,000 | SH | SOLE | N/A | 10,000 | 0 | 0 | |
| METAURUS EQUITY COMPONENT TR | US EQT CUM 2027 | 59140L100 | 2,414 | 200,000 | SH | SOLE | N/A | 200,000 | 0 | 0 | |
| METAURUS US EQUITY EX DIV | US EQT EX 2027 | 59140L209 | 12,046 | 200,000 | SH | SOLE | N/A | 200,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 15,770 | 9,000,000 | PRN | SOLE | N/A | 9,000,000 | 0 | 0 | |
| NETFLIX INC | COM | 64110L106 | 6,277 | 17,000 | SH | Put | SOLE | N/A | 17,000 | 0 | 0 |
| NORDSTROM INC | COM | 655664100 | 4,739 | 141,900 | SH | Call | SOLE | N/A | 141,900 | 0 | 0 |
| NUCOR CORP | COM | 670346105 | 2,158 | 40,000 | SH | Put | SOLE | N/A | 40,000 | 0 | 0 |
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 24,601 | 23,311,000 | PRN | SOLE | N/A | 23,311,000 | 0 | 0 | |
| OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 1,794 | 2,015,000 | PRN | SOLE | N/A | 2,015,000 | 0 | 0 | |
| OKTA INC | NOTE 0.250% 2/1 | 679295AB1 | 6,507 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 22,685 | 18,500,000 | PRN | SOLE | N/A | 18,500,000 | 0 | 0 | |
| PLUG POWER INC | COM NEW | 72919P202 | 158 | 70,000 | SH | SOLE | N/A | 70,000 | 0 | 0 | |
| PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 984 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | |
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 17,261 | 12,000,000 | PRN | SOLE | N/A | 12,000,000 | 0 | 0 | |
| RANGE RES CORP | COM | 75281A109 | 140 | 20,000 | SH | SOLE | N/A | 20,000 | 0 | 0 | |
| ROAN RES INC | CL A COM | 769755109 | 44 | 25,548 | SH | SOLE | N/A | 25,548 | 0 | 0 | |
| SECOND SIGHT MED PRODS INC | COM | 81362J100 | 45 | 56,300 | SH | SOLE | N/A | 56,300 | 0 | 0 | |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 7,831 | 100,000 | SH | Put | SOLE | N/A | 100,000 | 0 | 0 |
| SENSEONICS HLDGS INC | COM | 81727U105 | 144 | 70,400 | SH | SOLE | N/A | 70,400 | 0 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 8,145 | 8,106,000 | PRN | SOLE | N/A | 8,106,000 | 0 | 0 | |
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 158 | 50,000 | SH | SOLE | N/A | 50,000 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 65,990 | 500,000 | SH | Put | SOLE | N/A | 500,000 | 0 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 155,697 | 1,179,700 | SH | Call | SOLE | N/A | 1,179,700 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 88,200 | 300,000 | SH | Put | SOLE | N/A | 300,000 | 0 | 0 |
| SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 5,984 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| TESLA INC | COM | 88160R101 | 3,772 | 17,000 | SH | Put | SOLE | N/A | 17,000 | 0 | 0 |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 8,572 | 9,000,000 | PRN | SOLE | N/A | 9,000,000 | 0 | 0 | |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 1,887 | 300,000 | SH | Call | SOLE | N/A | 300,000 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 | 3,080 | 70,000 | SH | Put | SOLE | N/A | 70,000 | 0 | 0 |
| VANECK VECTORS SEMICONDUCTOR | SEMICONDUCTOR | 92189F676 | 10,715 | 100,000 | SH | Put | SOLE | N/A | 100,000 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 | 2,614 | 17,000 | SH | Put | SOLE | N/A | 17,000 | 0 | 0 |
| WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAB7 | 17,407 | 11,500,000 | PRN | SOLE | N/A | 11,500,000 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 237 | 5,000 | SH | SOLE | N/A | 5,000 | 0 | 0 | |
| WORKDAY INC | CL A | 98138H101 | 1,082 | 5,000 | SH | Put | SOLE | N/A | 5,000 | 0 | 0 |
| WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 14,957 | 10,000,000 | PRN | SOLE | N/A | 10,000,000 | 0 | 0 | |
| ZILLOW GROUP INC | CL A | 98954M101 | 2,719 | 60,000 | SH | Put | SOLE | N/A | 60,000 | 0 | 0 |
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 12,482 | 11,000,000 | PRN | SOLE | N/A | 11,000,000 | 0 | 0 | |