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 | NOTE 2.25% 6/1 | 05351XAB7 | 11,531 | 13,460,000 | PRN | SOLE | 0 | 13,460,000 | 0 | 0 | |
| Avaya Holdings Corp | COM | 05351X901 | 1,535 | 150,100 | SH | Call | SOLE | 0 | 150,100 | 0 | 0 |
| Biohaven Pharmactl Hldg Co L | COM | G11196105 | 1,043 | 25,000 | SH | SOLE | 0 | 25,000 | 0 | 0 | |
| Biohaven Pharmactl Hldg Co L | COM | G11196905 | 15,215 | 364,700 | SH | Call | SOLE | 0 | 364,700 | 0 | 0 |
| Caesars Entertainment Corp | NOTE 5.000%10/0 | 127686AA1 | 45,921 | 27,000,000 | PRN | SOLE | 0 | 27,000,000 | 0 | 0 | |
| Chico's FAS Inc | COM | 168615902 | 1,225 | 304,100 | SH | Call | SOLE | 0 | 304,100 | 0 | 0 |
| Clovis Oncology Inc | COM | 189464900 | 2,063 | 525,000 | SH | Call | SOLE | 0 | 525,000 | 0 | 0 |
| Clovis Oncology Inc | COM | 189464950 | 4,912 | 1,250,000 | SH | Put | SOLE | 0 | 1,250,000 | 0 | 0 |
| Conyers Park II Acquisition Corp | UNIT 99/99/9999 | 212896203 | 4,252 | 400,000 | SH | SOLE | 0 | 400,000 | 0 | 0 | |
| Eldorado Resorts Inc | COM | 28470R952 | 8,388 | 210,400 | SH | Put | SOLE | 0 | 210,400 | 0 | 0 |
| Frontier Communications Corp | COM | 35906A906 | 773 | 892,400 | SH | Call | SOLE | 0 | 892,400 | 0 | 0 |
| Highland Income Fund | HIGHLAND INCOME | 43010E404 | 8,752 | 655,593 | SH | SOLE | 0 | 655,593 | 0 | 0 | |
| Hilton Grand Vacations Inc | COM | 43283X105 | 4,800 | 150,000 | SH | SOLE | 0 | 150,000 | 0 | 0 | |
| ImmuCell Corp | COM PAR | 452525306 | 582 | 105,000 | SH | SOLE | 0 | 105,000 | 0 | 0 | |
| Innoviva Inc | COM | 45781M101 | 3,993 | 378,861 | SH | SOLE | 0 | 378,861 | 0 | 0 | |
| Innoviva Inc | COM | 45781M901 | 5,849 | 555,000 | SH | Call | SOLE | 0 | 555,000 | 0 | 0 |
| Intelsat SA | COM | L5140P951 | 12,314 | 540,100 | SH | Put | SOLE | 0 | 540,100 | 0 | 0 |
| Intercept Pharmaceuticals Inc | NOTE 2.000% 5/1 | 45845PAB4 | 1,807 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| Intercept Pharmaceuticals Inc | NOTE 3.250% 7/0 | 45845PAA6 | 6,487 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
| Intercept Pharmaceuticals Inc | COM | 45845P958 | 2,820 | 42,500 | SH | Put | SOLE | 0 | 42,500 | 0 | 0 |
| Oaktree Acquisition Corp | UNIT 99/99/9999 | G67145121 | 2,540 | 250,000 | SH | SOLE | 0 | 250,000 | 0 | 0 | |
| Theravance Inc | NOTE 2.125% 1/1 | 88338TAB0 | 46,609 | 49,388,000 | PRN | SOLE | 0 | 49,388,000 | 0 | 0 | |
| Tilray Inc | DEBT 5.000%10/0 | U8961EAA4 | 17,075 | 25,750,000 | PRN | SOLE | 0 | 25,750,000 | 0 | 0 | |
| Tilray Inc | COM | 88688T900 | 992 | 40,100 | SH | Call | SOLE | 0 | 40,100 | 0 | 0 |
| Tilray Inc | COM | 88688T950 | 2,474 | 100,000 | SH | Put | SOLE | 0 | 100,000 | 0 | 0 |
| VanEck Vectors Oil Services ETF | COM | 92189F908 | 1,762 | 150,000 | SH | Call | SOLE | 0 | 150,000 | 0 | 0 |