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 |
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 6,165 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| AES CORP | COM | 00130H105 | 710 | 52,934 | SH | SOLE | 52,934 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 23,620 | 12,461,000 | PRN | SOLE | 12,461,000 | 0 | 0 | ||
| ALTABA INC | COM | 021346101 | 706,871 | 9,655,384 | SH | SOLE | 9,655,384 | 0 | 0 | ||
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 12,524 | 630,936 | SH | SOLE | 630,936 | 0 | 0 | ||
| AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 3,581 | 230,157 | SH | SOLE | 230,157 | 0 | 0 | ||
| AMKOR TECHNOLOGY INC | COM | 031652100 | 846 | 98,468 | SH | SOLE | 98,468 | 0 | 0 | ||
| AMYRIS INC | NOTE 9.500% 4/1 | 03236MAG6 | 7,109 | 7,136,000 | PRN | SOLE | 7,136,000 | 0 | 0 | ||
| APACHE CORP | COM | 037411105 | 424 | 9,066 | SH | SOLE | 9,066 | 0 | 0 | ||
| ARBOR RLTY TR INC | COM | 038923108 | 8,274 | 793,294 | SH | SOLE | 793,294 | 0 | 0 | ||
| ARROW ELECTRS INC | COM | 042735100 | 290 | 3,854 | SH | SOLE | 3,854 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 26,744 | 832,901 | SH | SOLE | 832,901 | 0 | 0 | ||
| AT&T INC | PUT | 00206R952 | 21,077 | 656,400 | SH | Put | SOLE | 656,400 | 0 | 0 | |
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 17,234 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
| AVAYA HLDGS CORP | COM | 05351X101 | 24,034 | 1,196,914 | SH | SOLE | 1,196,914 | 0 | 0 | ||
| AVIS BUDGET GROUP | COM | 053774105 | 2,342 | 72,059 | SH | SOLE | 72,059 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | 139 | 10,601 | SH | SOLE | 10,601 | 0 | 0 | ||
| BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 12,938 | 1,164,508 | SH | SOLE | 1,164,508 | 0 | 0 | ||
| BEAZER HOMES USA INC | COM NEW | 07556Q881 | 1,702 | 115,385 | SH | SOLE | 115,385 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 5,330 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 20,902 | 18,300,000 | PRN | SOLE | 18,300,000 | 0 | 0 | ||
| BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 17,318 | 457,300 | SH | SOLE | 457,300 | 0 | 0 | ||
| BUNGE LIMITED | COM | G16962105 | 20,110 | 288,479 | SH | SOLE | 288,479 | 0 | 0 | ||
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 26,970 | 1,142,816 | SH | SOLE | 1,142,816 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 39,086 | 22,986,560 | PRN | SOLE | 22,986,560 | 0 | 0 | ||
| CAMPBELL SOUP CO | COM | 134429109 | 432 | 10,648 | SH | SOLE | 10,648 | 0 | 0 | ||
| CHIMERA INVT CORP | COM NEW | 16934Q208 | 2,106 | 115,192 | SH | SOLE | 115,192 | 0 | 0 | ||
| CIGNA CORPORATION | COM | 125509109 | 10,095 | 59,400 | SH | SOLE | 59,400 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 758 | 73,552 | SH | SOLE | 73,552 | 0 | 0 | ||
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 26,506 | 22,932,000 | PRN | SOLE | 22,932,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 5,495 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| CYS INVTS INC | COM | 12673A108 | 1,569 | 209,150 | SH | SOLE | 209,150 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 71,374 | 843,867 | SH | SOLE | 843,867 | 0 | 0 | ||
| DEVON ENERGY CORP NEW | COM | 25179M103 | 312 | 7,107 | SH | SOLE | 7,107 | 0 | 0 | ||
| DITECH HLDG CORP | COM | 25501G105 | 196 | 37,514 | SH | SOLE | 37,514 | 0 | 0 | ||
| DOMTAR CORP | COM NEW | 257559203 | 453 | 9,496 | SH | SOLE | 9,496 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 16,231 | 16,173,000 | PRN | SOLE | 16,173,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 19,207 | 18,970,000 | PRN | SOLE | 18,970,000 | 0 | 0 | ||
| EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 2,316 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| GGP INC | COM | 36174X101 | 15,541 | 760,707 | SH | SOLE | 760,707 | 0 | 0 | ||
| GOGO INC | COM | 38046C109 | 2,219 | 456,575 | SH | SOLE | 456,575 | 0 | 0 | ||
| GOPRO INC | CL A | 38268T103 | 332 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
| GOPRO INC | NOTE 3.500% 4/1 | 38268IAA5 | 10,638 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| GRIFOLS S A | SP ADR REP B NVT | 398438408 | 9,077 | 422,201 | SH | SOLE | 422,201 | 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 | 8,262 | 7,950,000 | PRN | SOLE | 7,950,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 39,448 | 30,500,000 | PRN | SOLE | 30,500,000 | 0 | 0 | ||
| HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 785 | 51,153 | SH | SOLE | 51,153 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC | N NOTE 1.500% 9/0 | 440543AN6 | 5,865 | 6,900,000 | PRN | SOLE | 6,900,000 | 0 | 0 | ||
| INGEVITY CORP | COM | 45688C107 | 210 | 2,592 | SH | SOLE | 2,592 | 0 | 0 | ||
| KAR AUCTION SVCS INC | COM | 48238T109 | 10,083 | 184,000 | SH | SOLE | 184,000 | 0 | 0 | ||
| KROGER CO | COM | 501044101 | 385 | 13,520 | SH | SOLE | 13,520 | 0 | 0 | ||
| MBIA INC | COM | 55262C100 | 746 | 82,515 | SH | SOLE | 82,515 | 0 | 0 | ||
| MDC PARTNERS INC | CL A SUB VTG | 552697104 | 69 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| MERITOR INC | COM | 59001K100 | 821 | 39,890 | SH | SOLE | 39,890 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 22,901 | 13,125,000 | PRN | SOLE | 13,125,000 | 0 | 0 | ||
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 1,536 | 239,560 | SH | SOLE | 239,560 | 0 | 0 | ||
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 6,808 | 389,278 | SH | SOLE | 389,278 | 0 | 0 | ||
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 7,476 | 7,558,000 | PRN | SOLE | 7,558,000 | 0 | 0 | ||
| NEWELL BRANDS INC | COM | 651229106 | 642 | 24,895 | SH | SOLE | 24,895 | 0 | 0 | ||
| NORTHERN OIL & GAS INC NEV | COM | 665531109 | 8,016 | 2,544,668 | SH | SOLE | 2,544,668 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 12,821 | 22,049,000 | PRN | SOLE | 22,049,000 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 1,565 | 50,992 | SH | SOLE | 50,992 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 58,433 | 534,759 | SH | SOLE | 534,759 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | PUT | N6596X959 | 57,968 | 530,500 | SH | Put | SOLE | 530,500 | 0 | 0 | |
| OLIN CORP | COM PAR $1 | 680665205 | 372 | 12,938 | SH | SOLE | 12,938 | 0 | 0 | ||
| PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 67,923 | 3,908,094 | SH | SOLE | 3,908,094 | 0 | 0 | ||
| PARKER DRILLING CO | COM | 701081101 | 2,494 | 6,562,037 | SH | SOLE | 6,562,037 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 20,365 | 22,181,000 | PRN | SOLE | 22,181,000 | 0 | 0 | ||
| PG&E CORP | COM | 69331C108 | 851 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 10,883 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 37,747 | 21,200,000 | PRN | SOLE | 21,200,000 | 0 | 0 | ||
| REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 7,714 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| RH | PUT | 74967X953 | 13,621 | 97,500 | SH | Put | SOLE | 97,500 | 0 | 0 | |
| RYDER SYS INC | COM | 783549108 | 591 | 8,224 | SH | SOLE | 8,224 | 0 | 0 | ||
| SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 4,201 | 2,609,039 | SH | SOLE | 2,609,039 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,478 | 6,956,279 | SH | SOLE | 6,956,279 | 0 | 0 | ||
| SHIRE PLC | SPONSORED ADR | 82481R106 | 3,157 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
| SINA CORP | ORD | G81477104 | 32,580 | 384,698 | SH | SOLE | 384,698 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 17,820 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
| SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 5,974 | 109,000 | SH | SOLE | 109,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | CALL | 78462F903 | 67,820 | 250,000 | SH | Call | SOLE | 250,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,022,726 | 3,770,000 | SH | Put | SOLE | 3,770,000 | 0 | 0 | |
| SUPERVALU INC | COM | 868536301 | 432 | 21,048 | SH | SOLE | 21,048 | 0 | 0 | ||
| T MOBILE US INC | COM | 872590104 | 1,482 | 24,797 | SH | SOLE | 24,797 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 208 | 2,735 | SH | SOLE | 2,735 | 0 | 0 | ||
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 3,985 | 118,695 | SH | SOLE | 118,695 | 0 | 0 | ||
| TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 18,667 | 14,024,000 | PRN | SOLE | 14,024,000 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 28,101 | 25,500,000 | PRN | SOLE | 25,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 134,067 | 119,500,000 | PRN | SOLE | 119,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 74,151 | 61,343,000 | PRN | SOLE | 61,343,000 | 0 | 0 | ||
| TESLA INC | PUT | 88160R951 | 18,862 | 55,000 | SH | Put | SOLE | 55,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 5,333 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 7,276 | 276,985 | SH | SOLE | 276,985 | 0 | 0 | ||
| VIACOM INC NEW | CL B | 92553P201 | 500 | 16,573 | SH | SOLE | 16,573 | 0 | 0 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 1,308 | 16,900 | SH | SOLE | 16,900 | 0 | 0 | ||
| WESTROCK CO | COM | 96145D105 | 887 | 15,564 | SH | SOLE | 15,564 | 0 | 0 | ||
| WIX COM LTD | SHS | M98068105 | 211 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 27,147 | 19,903,000 | PRN | SOLE | 19,903,000 | 0 | 0 | ||