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 |
| ||||||||||||||||||||
| 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 |
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 8,756 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 56,421 | 39,611,000 | PRN | SOLE | 39,611,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 1,449 | 69,350 | SH | SOLE | 69,350 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 384,567 | 7,058,872 | SH | SOLE | 7,058,872 | 0 | 0 | ||
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 4,417 | 254,572 | SH | SOLE | 254,572 | 0 | 0 | ||
| AT&T INC | PUT | 00206R952 | 10,187 | 270,000 | SH | Put | SOLE | 270,000 | 0 | 0 | |
| BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 6,563 | 263,578 | SH | SOLE | 263,578 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 16,552 | 14,300,000 | PRN | SOLE | 14,300,000 | 0 | 0 | ||
| BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 73,549 | 2,319,411 | SH | SOLE | 2,319,411 | 0 | 0 | ||
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 86,845 | 2,534,142 | SH | SOLE | 2,534,142 | 0 | 0 | ||
| CHIMERA INVT CORP | PUT | 16934Q958 | 18,630 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 6,003 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| CLIFFS NAT RES INC | COM | 18683K101 | 3,114 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 520 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 4,315 | 433,241 | SH | SOLE | 433,241 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 7,434 | 9,653,923 | PRN | SOLE | 9,653,923 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 9.500% 6/1 | 205768AN4 | 3,919 | 5,156,479 | PRN | SOLE | 5,156,479 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 1,198 | 173,552 | SH | SOLE | 173,552 | 0 | 0 | ||
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 17,123 | 15,348,000 | PRN | SOLE | 15,348,000 | 0 | 0 | ||
| COWEN INC | NOTE 3.000% | 223622AB7 | 5,676 | 5,538,000 | PRN | SOLE | 5,538,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 35,328 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 24,384 | 399,025 | SH | SOLE | 399,025 | 0 | 0 | ||
| DYNEGY INC NEW DEL | COM | 26817R108 | 1,637 | 198,000 | SH | SOLE | 198,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 18,148 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 4,338 | 3,376,000 | PRN | SOLE | 3,376,000 | 0 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES N | CALL | N31738902 | 1,435 | 135,000 | SH | Call | SOLE | 135,000 | 0 | 0 | |
| FORD MTR CO DEL | PUT | 345370950 | 8,057 | 720,000 | SH | Put | SOLE | 720,000 | 0 | 0 | |
| GENERAL MTRS CO | CALL | 37045V900 | 4,192 | 120,000 | SH | Call | SOLE | 120,000 | 0 | 0 | |
| GENERAL MTRS CO | PUT | 37045V950 | 16,766 | 480,000 | SH | Put | SOLE | 480,000 | 0 | 0 | |
| GNC HLDGS INC | PUT | 36191G957 | 4,215 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| GOGO INC | COM | 38046C109 | 8,713 | 755,662 | SH | SOLE | 755,662 | 0 | 0 | ||
| GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 11,789 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| GSV CAP CORP | NOTE 5.250% 9/1 | 36191JAB7 | 8,101 | 8,245,000 | PRN | SOLE | 8,245,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 13,247 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 796 | 69,253 | SH | SOLE | 69,253 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 7,080 | 426,750 | SH | SOLE | 426,750 | 0 | 0 | ||
| IMMUNOGEN INC | NOTE 4.500% 7/0 | 45253HAB7 | 14,625 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 1,537 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
| ISHARES TR | CALL | 464287905 | 32,600 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| ISHARES TR | PUT | 464287955 | 70,460 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| JAZZ US HLDGS INC | NOTE 8.000%12/3 | 47216EAA8 | 26,711 | 11,049,000 | PRN | SOLE | 11,049,000 | 0 | 0 | ||
| KEY ENERGY SVCS INC DEL | COM | 49309J103 | 13,360 | 694,398 | SH | SOLE | 694,398 | 0 | 0 | ||
| LENDINGTREE INC NEW | COM | 52603B107 | 3,527 | 20,480 | SH | SOLE | 20,480 | 0 | 0 | ||
| LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 5,049 | 85,150 | SH | SOLE | 85,150 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 16,202 | 24,182,000 | PRN | SOLE | 24,182,000 | 0 | 0 | ||
| MCCLATCHY CO | CL A NEW | 579489303 | 467 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 15,232 | 10,125,000 | PRN | SOLE | 10,125,000 | 0 | 0 | ||
| MTGE INVT CORP | COM | 55378A105 | 21,874 | 1,163,518 | SH | SOLE | 1,163,518 | 0 | 0 | ||
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 182 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
| NETFLIX INC | PUT | 64110L956 | 7,471 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| NEW RESIDENTIAL INVT CORP | CALL | 64828T901 | 15,560 | 1,000,000 | SH | Call | SOLE | 1,000,000 | 0 | 0 | |
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 12,894 | 828,668 | SH | SOLE | 828,668 | 0 | 0 | ||
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 18,044 | 17,910,000 | PRN | SOLE | 17,910,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 10,545 | 24,595,000 | PRN | SOLE | 24,595,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 52,939 | 483,685 | SH | SOLE | 483,685 | 0 | 0 | ||
| OASIS PETE INC NEW | COM | 674215108 | 166 | 20,559 | SH | SOLE | 20,559 | 0 | 0 | ||
| PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 122,153 | 6,771,243 | SH | SOLE | 6,771,243 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 22,663 | 25,181,000 | PRN | SOLE | 25,181,000 | 0 | 0 | ||
| PENNEY J C INC | COM | 708160106 | 717 | 154,288 | SH | SOLE | 154,288 | 0 | 0 | ||
| POWERSHARES QQQ TRUST | PUT | 73935A954 | 82,584 | 600,000 | SH | Put | SOLE | 600,000 | 0 | 0 | |
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 47,529 | 34,900,000 | PRN | SOLE | 34,900,000 | 0 | 0 | ||
| RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 15,951 | 148,232 | SH | SOLE | 148,232 | 0 | 0 | ||
| SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 8,466 | 2,609,039 | SH | SOLE | 2,609,039 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS INC | DBCV 5.250% 5/1 | 786449AK4 | 5,514 | 5,416,000 | PRN | SOLE | 5,416,000 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 2,729 | 7,181,707 | SH | SOLE | 7,181,707 | 0 | 0 | ||
| SINA CORP | ORD | G81477104 | 34,389 | 404,721 | SH | SOLE | 404,721 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 2,987 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 260 | 42,800 | SH | SOLE | 42,800 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | CALL | 78462F903 | 120,900 | 500,000 | SH | Call | SOLE | 500,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | PUT | 78462F953 | 411,060 | 1,700,000 | SH | Put | SOLE | 1,700,000 | 0 | 0 | |
| SPDR SERIES TRUST | PUT | 78464A958 | 19,265 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 5,844 | 302,151 | SH | SOLE | 302,151 | 0 | 0 | ||
| TERRAFORM GLOBAL INC | CL A | 88104M101 | 580 | 114,845 | SH | SOLE | 114,845 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 23,993 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 28,875 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 37,688 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
| TESLA INC | PUT | 88160R951 | 10,848 | 30,000 | SH | Put | SOLE | 30,000 | 0 | 0 | |
| TIME WARNER INC | COM NEW | 887317303 | 27,655 | 275,420 | SH | SOLE | 275,420 | 0 | 0 | ||
| TRANSOCEAN LTD | PUT | H8817H950 | 1,646 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 4,722 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 16,470 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 28,375 | 26,976,000 | PRN | SOLE | 26,976,000 | 0 | 0 | ||
| ULTRA PETROLEUM CORP | COM NEW | 903914208 | 61,190 | 5,639,667 | SH | SOLE | 5,639,667 | 0 | 0 | ||
| UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 9,917 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 12,395 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | PUT | 92189F958 | 12,395 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| VEDANTA LTD | SPONSORED ADR | 92242Y100 | 544 | 35,036 | SH | SOLE | 35,036 | 0 | 0 | ||
| WEATHERFORD INTL PLC | ORD SHS | G48833100 | 5,225 | 1,350,108 | SH | SOLE | 1,350,108 | 0 | 0 | ||
| WEIBO CORP | SPONSORED ADR | 948596101 | 1,538 | 23,139 | SH | SOLE | 23,139 | 0 | 0 | ||
| WINDSTREAM HLDGS INC | COM NEW | 97382A200 | 1,665 | 429,050 | SH | SOLE | 429,050 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 70,691 | 62,180,000 | PRN | SOLE | 62,180,000 | 0 | 0 | ||