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 |
| Arconic Inc | COM | 03965L100 | 1,882 | 111,663 | SH | SOLE | 111,663 | 0 | 0 | ||
| Arconic Inc | COM | 03965L900 | 3,877 | 230,000 | SH | Call | SOLE | 230,000 | 0 | 0 | |
| Arconic Inc | COM | 03965L950 | 1,900 | 112,700 | SH | Put | SOLE | 112,700 | 0 | 0 | |
| Barnes & Noble Inc | COM | 067774109 | 1,772 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| Barnes & Noble Inc | COM | 067774909 | 8,112 | 1,144,200 | SH | Call | SOLE | 1,144,200 | 0 | 0 | |
| Caesars Entertainment Corp | NOTE 5.000%10/0 | 127686AA1 | 8,706 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| Caesars Entertainment Corp | COM | 127686953 | 3,055 | 450,000 | SH | Put | SOLE | 450,000 | 0 | 0 | |
| Clovis Oncology Inc | COM | 189464100 | 2,151 | 119,800 | SH | SOLE | 119,800 | 0 | 0 | ||
| Clovis Oncology Inc | NOTE 1.250% 5/0 | 189464AC4 | 7,029 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
| Clovis Oncology Inc | NOTE 2.500% 9/1 | 189464AB6 | 6,299 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
| Clovis Oncology Inc | COM | 189464900 | 1,257 | 70,000 | SH | Call | SOLE | 70,000 | 0 | 0 | |
| Dish Network Corp | NOTE 2.375% 3/1 | 25470MAD1 | 2,399 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| Energy Transfer LP | COM UT LTD PTN | 29273V100 | 1,783 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
| Energy Transfer LP | COM UT LTD PTN | 29273V950 | 701 | 53,100 | SH | Put | SOLE | 53,100 | 0 | 0 | |
| Highland Floating Rate Opportunities Fund | SHS BEN INT | 43010E404 | 2,302 | 179,914 | SH | SOLE | 179,914 | 0 | 0 | ||
| Horizon Global Corp | COM | 44052W104 | 304 | 213,250 | SH | SOLE | 213,250 | 0 | 0 | ||
| Theravance Inc. | NOTE 2.125% 1/1 | 88338TAB0 | 32,764 | 30,250,000 | PRN | SOLE | 30,250,000 | 0 | 0 | ||
| Innoviva Inc | COM | 45781M951 | 343 | 19,700 | SH | Put | SOLE | 19,700 | 0 | 0 | |
| IShares Tr | IBOXX HI YD ETF | 464288953 | 24,330 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
| Midstates Petroleum Co Inc | COM PAR | 59804T407 | 2,612 | 347,820 | SH | SOLE | 347,820 | 0 | 0 | ||
| Navios Maritime Holdings Inc | SPN ADR RP | 63938Y100 | 108 | 395,084 | SH | SOLE | 395,084 | 0 | 0 | ||
| Nielsen Holdings PLC | SHR EUR | G6518L958 | 2,011 | 86,200 | SH | Put | SOLE | 86,200 | 0 | 0 | |
| Synchronoss Technologies Inc | NOTE 0.750% 8/1 | 87157BAA1 | 604 | 625,000 | PRN | SOLE | 625,000 | 0 | 0 | ||
| Tesaro Inc | NOTE 3.000% 10/0 | 881569AA5 | 10,901 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | 6,754 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| Tesla Inc | COM | 88160R101 | 1,664 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| Tesla Inc | COM | 88160R951 | 2,662 | 8,000 | SH | Put | SOLE | 8,000 | 0 | 0 | |
| Tilray Inc | COM CL 2 | 88688T950 | 4,124 | 54,600 | SH | Put | SOLE | 54,600 | 0 | 0 | |
| USA Technologies Inc | COM NO PAR | 90328S500 | 2,626 | 675,065 | SH | SOLE | 675,065 | 0 | 0 | ||
| USA Technologies Inc | COM NO PAR | 90328S900 | 1,167 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |