The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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 |
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 1,667 | 230,270 | SH | SOLE | 0 | 230,270 | 0 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 3,810 | 354,122 | SH | SOLE | 0 | 354,122 | 0 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 6,694 | 7,500,000 | PRN | SOLE | 0 | 7,500,000 | 0 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,048 | 12,400 | SH | SOLE | 0 | 12,400 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 29,074 | 27,260,000 | PRN | SOLE | 0 | 27,260,000 | 0 | 0 | |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 21,221 | 19,749,000 | PRN | SOLE | 0 | 19,749,000 | 0 | 0 | |
BRISTOL MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 16,831 | 5,591,743 | SH | SOLE | 0 | 5,591,743 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | COM | 165167107 | 619 | 750,000 | SH | SOLE | 0 | 750,000 | 0 | 0 | |
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 10,214 | 21,000,000 | PRN | SOLE | 0 | 21,000,000 | 0 | 0 | |
CLARIVATE ANALYTICS PLC | *W EXP 05/13/202 | G21810117 | 28,604 | 4,948,728 | SH | SOLE | 0 | 4,948,728 | 0 | 0 | |
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 26,353 | 22,000,000 | PRN | SOLE | 0 | 22,000,000 | 0 | 0 | |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 17,966 | 27,963,000 | PRN | SOLE | 0 | 27,963,000 | 0 | 0 | |
CORNERSTONE BLDG BRANDS INC | COM | 21925D109 | 2,510 | 295,000 | SH | SOLE | 0 | 295,000 | 0 | 0 | |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 88,327 | 91,222,000 | PRN | SOLE | 0 | 91,222,000 | 0 | 0 | |
EURONET WORLDWIDE INC | COM | 298736109 | 3,907 | 24,800 | SH | SOLE | 0 | 24,800 | 0 | 0 | |
EVERBRIDGE INC | COM | 29978A104 | 2,975 | 38,100 | SH | SOLE | 0 | 38,100 | 0 | 0 | |
GS ACQUISITION HLDGS CORP | *W EXP 06/12/202 | 36255F110 | 1,176 | 510,300 | SH | SOLE | 0 | 510,300 | 0 | 0 | |
HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 18,653 | 10,001,786 | SH | SOLE | 0 | 10,001,786 | 0 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 387,879 | 1,557,059 | SH | SOLE | 0 | 1,557,059 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 3,682 | 11,100 | SH | SOLE | 0 | 11,100 | 0 | 0 | |
INTELSAT S A | NOTE 4.500% 6/1 | 45790VAB6 | 668 | 1,000,000 | PRN | SOLE | 0 | 1,000,000 | 0 | 0 | |
KALEYRA INC | *W EXP 12/12/202 | 483379111 | 57 | 50,000 | SH | SOLE | 0 | 50,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 7,631 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 11,980 | 17,053,000 | PRN | SOLE | 0 | 17,053,000 | 0 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 16,851 | 12,500,000 | PRN | SOLE | 0 | 12,500,000 | 0 | 0 | |
MATCH GROUP INC | COM | 57665R106 | 1,040 | 12,665 | SH | SOLE | 0 | 12,665 | 0 | 0 | |
MCDERMOTT INTL INC | COM | 580037703 | 811 | 1,198,424 | SH | SOLE | 0 | 1,198,424 | 0 | 0 | |
MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,094 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 233,108 | 163,298,000 | PRN | SOLE | 0 | 163,298,000 | 0 | 0 | |
MOSAIC ACQUISITION CORP | *W EXP 10/23/202 | 61946M118 | 72 | 74,181 | SH | SOLE | 0 | 74,181 | 0 | 0 | |
MOSAIC ACQUISITION CORP | COM CL A | 61946M100 | 3,368 | 327,431 | SH | SOLE | 0 | 327,431 | 0 | 0 | |
NEBULA ACQUISITION CORP | *W EXP 03/12/202 | 629076118 | 359 | 276,341 | SH | SOLE | 0 | 276,341 | 0 | 0 | |
NEBULA ACQUISITION CORP | COM CLASS A | 629076100 | 9,275 | 880,024 | SH | SOLE | 0 | 880,024 | 0 | 0 | |
NIO INC | SPON ADS | 62914V106 | 991 | 246,600 | SH | SOLE | 0 | 246,600 | 0 | 0 | |
O-I GLASS INC | COM | 67098H104 | 2,818 | 236,250 | SH | SOLE | 0 | 236,250 | 0 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 72,361 | 53,148,000 | PRN | SOLE | 0 | 53,148,000 | 0 | 0 | |
OPKO HEALTH INC | COM | 68375N103 | 2,662 | 1,810,746 | SH | SOLE | 0 | 1,810,746 | 0 | 0 | |
OPKO HEALTH INC | NOTE 4.500% 2/1 | 68375NAD5 | 20,818 | 26,450,000 | PRN | SOLE | 0 | 26,450,000 | 0 | 0 | |
PURE ACQUISITION CORP | *W EXP 04/17/202 | 74621Q114 | 123 | 125,050 | SH | SOLE | 0 | 125,050 | 0 | 0 | |
PURE ACQUISITION CORP | CL A | 74621Q106 | 2,594 | 250,100 | SH | SOLE | 0 | 250,100 | 0 | 0 | |
QEP RES INC | COM | 74733V100 | 1,746 | 388,100 | SH | SOLE | 0 | 388,100 | 0 | 0 | |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 14,015 | 16,500,000 | PRN | SOLE | 0 | 16,500,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 11,391 | 189,723 | SH | SOLE | 0 | 189,723 | 0 | 0 | |
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 78,052 | 1,300,000 | SH | Put | SOLE | 0 | 1,300,000 | 0 | 0 |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 57,160 | 400,000 | SH | Put | SOLE | 0 | 400,000 | 0 | 0 |
SUPERIOR ENERGY SVCS INC | COM NEW | 868157306 | 4,769 | 951,914 | SH | SOLE | 0 | 951,914 | 0 | 0 | |
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 162,790 | 107,500,000 | PRN | SOLE | 0 | 107,500,000 | 0 | 0 | |
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 10,013 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 55,703 | 57,500,000 | PRN | SOLE | 0 | 57,500,000 | 0 | 0 | |
US ECOLOGY INC | *W EXP 10/17/202 | 91734M111 | 134 | 11,524 | SH | SOLE | 0 | 11,524 | 0 | 0 | |
VALARIS PLC | SHS CLASS A | G9402V109 | 18,696 | 2,850,000 | SH | Put | SOLE | 0 | 2,850,000 | 0 | 0 |
VANECK VECTORS ETF TRUST | GOLD MINERS ETF | 92189F106 | 4,392 | 150,000 | SH | Put | SOLE | 0 | 150,000 | 0 | 0 |
VIRGIN GALACTIC HOLDINGS INC | *W EXP 11/25/202 | 92766K114 | 452 | 135,038 | SH | SOLE | 0 | 135,038 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 31,045 | 27,690,000 | PRN | SOLE | 0 | 27,690,000 | 0 | 0 |