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 |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 59,651 | 325,000 | SH | Call | SOLE | 0 | 325,000 | 0 | 0 |
| ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 258 | 166,321 | SH | SOLE | 0 | 166,321 | 0 | 0 | |
| ALTABA INC | COM | 021346101 | 979,529 | 13,229,721 | SH | SOLE | 0 | 13,229,721 | 0 | 0 | |
| APPTIO INC | CL A | 03835C108 | 1,255 | 44,300 | SH | SOLE | 0 | 44,300 | 0 | 0 | |
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 11,805 | 12,000,000 | PRN | SOLE | 0 | 12,000,000 | 0 | 0 | |
| CHEGG INC | COM | 163092109 | 1,963 | 95,000 | SH | SOLE | 0 | 95,000 | 0 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 42,690 | 35,000,000 | PRN | SOLE | 0 | 35,000,000 | 0 | 0 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 27,253 | 372,259 | SH | SOLE | 0 | 372,259 | 0 | 0 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 14,642 | 200,000 | SH | Put | SOLE | 0 | 200,000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 | 6,004 | 74,285 | SH | SOLE | 0 | 74,285 | 0 | 0 | |
| HERBALIFE LTD | COM USD SHS | G4412G101 | 6,722 | 68,960 | SH | SOLE | 0 | 68,960 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 5,795 | 4,779,000 | PRN | SOLE | 0 | 4,779,000 | 0 | 0 | |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 17,085 | 7,239,465 | SH | SOLE | 0 | 7,239,465 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 223,053 | 1,426,350 | SH | SOLE | 0 | 1,426,350 | 0 | 0 | |
| LENNAR CORP | CL B | 526057302 | 12,468 | 261,441 | SH | SOLE | 0 | 261,441 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 9,604 | 13,868,000 | PRN | SOLE | 0 | 13,868,000 | 0 | 0 | |
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 9,964 | 14,234,000 | PRN | SOLE | 0 | 14,234,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 28,761 | 25,000,000 | PRN | SOLE | 0 | 25,000,000 | 0 | 0 | |
| MATCH GROUP INC | COM | 57665R106 | 6,459 | 145,352 | SH | SOLE | 0 | 145,352 | 0 | 0 | |
| MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 37,598 | 39,000,000 | PRN | SOLE | 0 | 39,000,000 | 0 | 0 | |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 134,760 | 47,662,000 | PRN | SOLE | 0 | 47,662,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 75,272 | 42,426,000 | PRN | SOLE | 0 | 42,426,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 98,533 | 83,068,000 | PRN | SOLE | 0 | 83,068,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC | SDCV 2.250% 2/1 | 595017AH7 | 18,595 | 15,500,000 | PRN | SOLE | 0 | 15,500,000 | 0 | 0 | |
| MIDSTATES PETE CO INC | COM PAR | 59804T407 | 8,259 | 619,606 | SH | SOLE | 0 | 619,606 | 0 | 0 | |
| NEBULA ACQUISITION CORP | UNIT 03/12/2025 | 629076209 | 7,884 | 779,024 | SH | SOLE | 0 | 779,024 | 0 | 0 | |
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 94,925 | 66,500,000 | PRN | SOLE | 0 | 66,500,000 | 0 | 0 | |
| PRETIUM RES INC | NOTE 2.250% 3/1 | 74139CAB8 | 1,259 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| Q2 HLDGS INC | COM | 74736L109 | 1,067 | 23,420 | SH | SOLE | 0 | 23,420 | 0 | 0 | |
| RINGCENTRAL INC | CL A | 76680R206 | 5,188 | 81,700 | SH | SOLE | 0 | 81,700 | 0 | 0 | |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 90,476 | 40,527,000 | PRN | SOLE | 0 | 40,527,000 | 0 | 0 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 2,514 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| SIMPLY GOOD FOODS CO | *W EXP 07/07/202 | 82900L110 | 1,854 | 522,203 | SH | SOLE | 0 | 522,203 | 0 | 0 | |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 71,260 | 566,500 | SH | Put | SOLE | 0 | 566,500 | 0 | 0 |
| SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 143,428 | 65,384,000 | PRN | SOLE | 0 | 65,384,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 14,255 | 13,144,000 | PRN | SOLE | 0 | 13,144,000 | 0 | 0 | |
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 12,546 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 22,906 | 15,000,000 | PRN | SOLE | 0 | 15,000,000 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 43,631 | 43,665,000 | PRN | SOLE | 0 | 43,665,000 | 0 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 34,824 | 35,056,000 | PRN | SOLE | 0 | 35,056,000 | 0 | 0 | |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 46,184 | 44,237,000 | PRN | SOLE | 0 | 44,237,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 3,527 | 4,000,000 | PRN | SOLE | 0 | 4,000,000 | 0 | 0 | |
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 3,753 | 900,000 | SH | SOLE | 0 | 900,000 | 0 | 0 | |
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 2,662 | 2,000,000 | PRN | SOLE | 0 | 2,000,000 | 0 | 0 | |
| VANECK VECTORS ETF TR | GOLD MINERS ETF | 92189F106 | 18,683 | 850,000 | SH | Put | SOLE | 0 | 850,000 | 0 | 0 |
| WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 3,586 | 2,147,007 | SH | SOLE | 0 | 2,147,007 | 0 | 0 | |
| ZENDESK INC | COM | 98936J101 | 4,787 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
| ZIONS BANCORPORATION | *W EXP 05/22/202 | 989701115 | 48,460 | 2,387,186 | SH | SOLE | 0 | 2,387,186 | 0 | 0 | |