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 |
AES CORP | COM | 00130H105 | 711 | 62,529 | SH | SOLE | 62,529 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 14,213 | 84,100 | SH | SOLE | 84,100 | 0 | 0 | ||
AK STL HLDG CORP | COM | 001547108 | 1,125 | 248,337 | SH | SOLE | 248,337 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 40,023 | 21,961,000 | PRN | SOLE | 21,961,000 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 577,990 | 7,806,452 | SH | SOLE | 7,806,452 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 6,509 | 415,100 | SH | SOLE | 415,100 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 3,100 | 203,698 | SH | SOLE | 203,698 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 404 | 39,900 | SH | SOLE | 39,900 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAG6 | 8,308 | 9,136,000 | PRN | SOLE | 9,136,000 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 215 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 31,853 | 29,358,000 | PRN | SOLE | 29,358,000 | 0 | 0 | ||
AT&T INC | CALL | 00206R902 | 14,973 | 420,000 | SH | Call | SOLE | 420,000 | 0 | 0 | |
AT&T INC | PUT | 00206R952 | 24,673 | 692,100 | SH | Put | SOLE | 692,100 | 0 | 0 | |
AVAYA HLDGS CORP | COM | 05351X101 | 28,697 | 1,281,111 | SH | SOLE | 1,281,111 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 1,532 | 32,716 | SH | SOLE | 32,716 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 132 | 10,601 | SH | SOLE | 10,601 | 0 | 0 | ||
BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 18,259 | 1,264,508 | SH | SOLE | 1,264,508 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 1,764 | 110,592 | SH | SOLE | 110,592 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 4,911 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 20,764 | 18,300,000 | PRN | SOLE | 18,300,000 | 0 | 0 | ||
BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 34,695 | 1,252,061 | SH | SOLE | 1,252,061 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 19,365 | 261,904 | SH | SOLE | 261,904 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 52,401 | 2,029,484 | SH | SOLE | 2,029,484 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 55,234 | 31,686,560 | PRN | SOLE | 31,686,560 | 0 | 0 | ||
CHIMERA INVT CORP | COM NEW | 16934Q208 | 8,410 | 483,031 | SH | SOLE | 483,031 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 4,973 | 29,650 | SH | SOLE | 29,650 | 0 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 798 | 73,552 | SH | SOLE | 73,552 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 18,032 | 15,448,000 | PRN | SOLE | 15,448,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 30,438 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 69,632 | 951,126 | SH | SOLE | 951,126 | 0 | 0 | ||
DYNEGY INC NEW DEL | COM | 26817R108 | 500 | 36,979 | SH | SOLE | 36,979 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 16,559 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 19,797 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 4,159 | 60,200 | SH | SOLE | 60,200 | 0 | 0 | ||
GOGO INC | COM | 38046C109 | 3,940 | 456,575 | SH | SOLE | 456,575 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 4,281 | 4,200,000 | PRN | SOLE | 4,200,000 | 0 | 0 | ||
GOPRO INC | NOTE 3.500% 4/1 | 38268IAA5 | 9,718 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
GSV CAP CORP | NOTE 5.250% 9/1 | 36191JAB7 | 8,338 | 8,245,000 | PRN | SOLE | 8,245,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 9,763 | 9,950,000 | PRN | SOLE | 9,950,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 9,691 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 1,015 | 51,153 | SH | SOLE | 51,153 | 0 | 0 | ||
ISHARES TR | PUT | 464287955 | 60,732 | 400,000 | SH | Put | SOLE | 400,000 | 0 | 0 | |
ISTAR INC | COM | 45031U101 | 225 | 22,088 | SH | SOLE | 22,088 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 845 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
KEY ENERGY SVCS INC DEL | COM | 49309J103 | 3,611 | 308,106 | SH | SOLE | 308,106 | 0 | 0 | ||
LADDER CAP CORP | CL A | 505743104 | 3,024 | 200,502 | SH | SOLE | 200,502 | 0 | 0 | ||
MCCLATCHY CO | CL A NEW | 579489303 | 325 | 35,153 | SH | SOLE | 35,153 | 0 | 0 | ||
MCDERMOTT INTL INC | COM | 580037109 | 4,737 | 777,900 | SH | SOLE | 777,900 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 320 | 15,572 | SH | SOLE | 15,572 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 23,270 | 13,125,000 | PRN | SOLE | 13,125,000 | 0 | 0 | ||
MTGE INVT CORP | COM | 55378A105 | 199 | 11,117 | SH | SOLE | 11,117 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 9,926 | 603,378 | SH | SOLE | 603,378 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 11,695 | 11,558,000 | PRN | SOLE | 11,558,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 303 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 16,882 | 24,049,000 | PRN | SOLE | 24,049,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 1,755 | 57,489 | SH | SOLE | 57,489 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 45,078 | 385,280 | SH | SOLE | 385,280 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 67,960 | 3,958,094 | SH | SOLE | 3,958,094 | 0 | 0 | ||
PARKER DRILLING CO | COM | 701081101 | 383 | 603,153 | SH | SOLE | 603,153 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 22,074 | 21,684,000 | PRN | SOLE | 21,684,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 42,091 | 31,200,000 | PRN | SOLE | 31,200,000 | 0 | 0 | ||
RH | PUT | 74967X953 | 9,290 | 97,500 | SH | Put | SOLE | 97,500 | 0 | 0 | |
RYDER SYS INC | COM | 783549108 | 212 | 2,919 | SH | SOLE | 2,919 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 3,522 | 2,609,039 | SH | SOLE | 2,609,039 | 0 | 0 | ||
SAFEGUARD SCIENTIFICS INC | DBCV 5.250% 5/1 | 786449AK4 | 5,627 | 5,516,000 | PRN | SOLE | 5,516,000 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 2,940 | 6,956,279 | SH | SOLE | 6,956,279 | 0 | 0 | ||
SENSEONICS HLDGS INC | NOTE 5.250% 2/0 | 81727UAA3 | 4,565 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 38,027 | 364,698 | SH | SOLE | 364,698 | 0 | 0 | ||
SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 16,639 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | CALL | 78462F903 | 105,260 | 400,000 | SH | Call | SOLE | 400,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,245,278 | 4,732,200 | SH | Put | SOLE | 4,732,200 | 0 | 0 | |
SUPERVALU INC | COM | 868536301 | 373 | 24,498 | SH | SOLE | 24,498 | 0 | 0 | ||
TEGNA INC | COM | 87901J105 | 448 | 39,307 | SH | SOLE | 39,307 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 4,433 | 182,821 | SH | SOLE | 182,821 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 22,907 | 15,024,000 | PRN | SOLE | 15,024,000 | 0 | 0 | ||
TERRAFORM PWR INC | COM CL A | 88104R209 | 3,808 | 354,913 | SH | SOLE | 354,913 | 0 | 0 | ||
TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 28,407 | 28,500,000 | PRN | SOLE | 28,500,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 105,261 | 106,000,000 | PRN | SOLE | 106,000,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 66,506 | 63,843,000 | PRN | SOLE | 63,843,000 | 0 | 0 | ||
TESLA INC | PUT | 88160R951 | 14,637 | 55,000 | SH | Put | SOLE | 55,000 | 0 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 84,388 | 892,240 | SH | SOLE | 892,240 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 7,693 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 53,816 | 51,523,000 | PRN | SOLE | 51,523,000 | 0 | 0 | ||
ULTRA PETROLEUM CORP | COM NEW | 903914208 | 3,322 | 796,536 | SH | SOLE | 796,536 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 2,627 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 219 | 1,269 | SH | SOLE | 1,269 | 0 | 0 | ||
VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 10,192 | 426,985 | SH | SOLE | 426,985 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 362 | 11,640 | SH | SOLE | 11,640 | 0 | 0 | ||
VICI PPTYS INC | COM | 925652109 | 4,007 | 218,697 | SH | SOLE | 218,697 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 987 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
XERIUM TECHNOLOGIES INC | COM NEW | 98416J118 | 191 | 29,663 | SH | SOLE | 29,663 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 27,813 | 19,903,000 | PRN | SOLE | 19,903,000 | 0 | 0 |