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 |
| Avaya Holdings Corp | COM | 05351X901 | 4,764 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
| Avaya Holdings Corp | COM | 05351X951 | 5,404 | 453,800 | SH | Put | SOLE | 453,800 | 0 | 0 | |
| Barnes & Noble Inc | COM | 067774109 | 5,820 | 870,000 | SH | SOLE | 870,000 | 0 | 0 | ||
| Caesars Entertainment Corp | NOTE 5.000% 10/0 | 127686AA1 | 39,426 | 23,000,000 | PRN | SOLE | 23,000,000 | 0 | 0 | ||
| Canopy Growth Corp | COM | 138035950 | 1,451 | 36,000 | SH | Put | SOLE | 36,000 | 0 | 0 | |
| Cars.com Inc | COM | 14575E105 | 8,294 | 420,600 | SH | SOLE | 420,600 | 0 | 0 | ||
| Cars.com Inc | COM | 14575E955 | 2,958 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| Chico's FAS Inc | COM | 168615902 | 337 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| Cloudera Inc | COM | 18914U100 | 2,104 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| Cloudera Inc | COM | 18914U950 | 2,104 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
| Clovis Oncology Inc | NOTE 2.500% 9/1 | 189464AB6 | 42,639 | 47,807,000 | PRN | SOLE | 47,807,000 | 0 | 0 | ||
| Clovis Oncology Inc | COM | 189464100 | 743 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| Clovis Oncology Inc | COM | 189464900 | 5,576 | 375,000 | SH | Call | SOLE | 375,000 | 0 | 0 | |
| Clovis Oncology Inc | COM | 189464950 | 124 | 8,400 | SH | Put | SOLE | 8,400 | 0 | 0 | |
| Dean Foods Co | COM | 242370203 | 119 | 129,000 | SH | SOLE | 129,000 | 0 | 0 | ||
| Dean Foods Co | COM | 242370903 | 277 | 300,000 | SH | Call | SOLE | 300,000 | 0 | 0 | |
| Del Frisco's Restaurant Group Inc | COM | 245077952 | 3,980 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| Eldorado Resorts Inc | COM | 28470R102 | 2,303 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| Eldorado Resorts Inc | COM | 28470R902 | 21,947 | 476,400 | SH | Call | SOLE | 476,400 | 0 | 0 | |
| Energy Transfer LP | COM UT LTD PTN | 29273V100 | 5,632 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| Energy Transfer LP | COM | 29273V950 | 7,040 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| Financial Select Sector SPDR Fund | COM | 81369Y905 | 5,520 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| Genesee & Wyoming Inc | CL A | 371559105 | 1,762 | 17,627 | SH | SOLE | 17,627 | 0 | 0 | ||
| Genesee & Wyoming Inc | COM | 371559905 | 21,000 | 210,000 | SH | Call | SOLE | 210,000 | 0 | 0 | |
| Highland Income Fund | HIGHLAND INCOME | 43010E404 | 7,182 | 518,953 | SH | SOLE | 518,953 | 0 | 0 | ||
| ImmuCell Corp | COM PAR | 452525306 | 682 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
| Theravance Inc | NOTE 2.125% 1/1 | 88338TAB0 | 47,043 | 44,750,000 | PRN | SOLE | 44,750,000 | 0 | 0 | ||
| Innoviva Inc | COM | 45781M101 | 11,623 | 798,337 | SH | SOLE | 798,337 | 0 | 0 | ||
| Intelsat SA | COM | L5140P901 | 3,890 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
| Intelsat SA | COM | L5140P951 | 3,890 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
| Intercept Pharmaceuticals Inc | NOTE 2.000% 5/1 | 45845PAB4 | 1,989 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Intercept Pharmaceuticals Inc | NOTE 3.250% 7/0 | 45845PAA6 | 6,276 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| Intercept Pharmaceuticals Inc | COM | 45845P958 | 6,206 | 78,000 | SH | Put | SOLE | 78,000 | 0 | 0 | |
| Live Nation Entertainment Inc | COM | 538034959 | 3,312 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| Madison Square Garden Co/The | COM | 55825T103 | 14,449 | 51,615 | SH | SOLE | 51,615 | 0 | 0 | ||
| NCR Corp | COM | 62886E108 | 1,002 | 32,240 | SH | SOLE | 32,240 | 0 | 0 | ||
| NCR Corp | COM | 62886E908 | 4,665 | 150,000 | SH | Call | SOLE | 150,000 | 0 | 0 | |
| Nielsen Holdings PLC | SHS EUR | G6518L108 | 4,520 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| Nielsen Holdings PLC | SHS EUR | G6518L958 | 3,390 | 150,000 | SH | Put | SOLE | 150,000 | 0 | 0 | |
| Roan Resources Inc | CL A COM | 769755109 | 86 | 49,800 | SH | SOLE | 49,800 | 0 | 0 | ||
| Shutterfly Inc | COM | 82568P954 | 7,456 | 147,500 | SH | Put | SOLE | 147,500 | 0 | 0 | |
| SPDR S&P 500 ETF Trust | TR UNIT | 78462F903 | 65,925 | 225,000 | SH | Call | SOLE | 225,000 | 0 | 0 | |
| SPDR S&P 500 ETF Trust | TR UNIT | 78462F953 | 8,790 | 30,000 | SH | Put | SOLE | 30,000 | 0 | 0 | |
| Sprint Corp | COM | 85207U955 | 1,971 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
| Synchronoss Technologies Inc | NOTE 0.750% 8/1 | 87157BAA1 | 624 | 625,000 | PRN | SOLE | 625,000 | 0 | 0 | ||
| Tesla Inc | NOTE 2.000% 5/1 | 88160RAG6 | 10,831 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| Tesla Inc | COM | 88160R951 | 6,256 | 28,000 | SH | Put | SOLE | 28,000 | 0 | 0 | |
| Tilray Inc | DEBT 5.000% 10/0 | 88688TAA8 | 15,616 | 19,250,000 | PRN | SOLE | 19,250,000 | 0 | 0 | ||
| Tilray Inc | COM | 88688T950 | 1,862 | 40,000 | SH | Put | SOLE | 40,000 | 0 | 0 | |
| T-Mobile US Inc | COM | 872590104 | 6,083 | 82,048 | SH | SOLE | 82,048 | 0 | 0 | ||
| Ultra Petroleum Corp | COM | 903914908 | 183 | 1,019,200 | SH | Call | SOLE | 1,019,200 | 0 | 0 | |
| Uniti Group Inc | COM | 91325V958 | 6,669 | 702,000 | SH | Put | SOLE | 702,000 | 0 | 0 | |
| VanEck Vectors Oil Services ETF | COM | 92189F958 | 7,321 | 494,000 | SH | Put | SOLE | 494,000 | 0 | 0 | |
| VanEck Vectors Oil Services ETF | COM | 92189F908 | 2,223 | 150,000 | SH | Call | SOLE | 150,000 | 0 | 0 | |
| Xtrackers Harvest CSI 300 China A-Shares ETF | COM | 233051909 | 5,632 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |