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 | 5,395 | 7,200,000 | PRN | SOLE | 7,200,000 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 945 | 67,532 | SH | SOLE | 67,532 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 9,980 | 49,200 | SH | SOLE | 49,200 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 26,948 | 12,461,000 | PRN | SOLE | 12,461,000 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 544,201 | 7,988,860 | SH | SOLE | 7,988,860 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 12,884 | 630,936 | SH | SOLE | 630,936 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 6,789 | 389,285 | SH | SOLE | 389,285 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 1,783 | 241,244 | SH | SOLE | 241,244 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAG6 | 7,100 | 7,136,000 | PRN | SOLE | 7,136,000 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 396 | 8,313 | SH | SOLE | 8,313 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 1,488 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 299 | 4,054 | SH | SOLE | 4,054 | 0 | 0 | ||
ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 8,608 | 12,430,000 | PRN | SOLE | 12,430,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 8,449 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 13,151 | 593,971 | SH | SOLE | 593,971 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 3,809 | 118,518 | SH | SOLE | 118,518 | 0 | 0 | ||
BARRICK GOLD CORP | COM | 067901108 | 466 | 42,078 | SH | SOLE | 42,078 | 0 | 0 | ||
BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 8,496 | 850,479 | SH | SOLE | 850,479 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 3,203 | 305,002 | SH | SOLE | 305,002 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 17,893 | 18,000,000 | PRN | SOLE | 18,000,000 | 0 | 0 | ||
BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 596 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 15,582 | 226,779 | SH | SOLE | 226,779 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 24,187 | 1,162,816 | SH | SOLE | 1,162,816 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 37,436 | 22,986,560 | PRN | SOLE | 22,986,560 | 0 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 601 | 16,402 | SH | SOLE | 16,402 | 0 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,071 | 86,750 | SH | SOLE | 86,750 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 26,556 | 22,932,000 | PRN | SOLE | 22,932,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 62,430 | 642,812 | SH | SOLE | 642,812 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 284 | 7,107 | SH | SOLE | 7,107 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 495 | 9,496 | SH | SOLE | 9,496 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 2,557 | 473,575 | SH | SOLE | 473,575 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 33,117 | 514,960 | SH | SOLE | 514,960 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 12,788 | 12,500,000 | PRN | SOLE | 12,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 14,201 | 14,173,000 | PRN | SOLE | 14,173,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 18,868 | 18,970,000 | PRN | SOLE | 18,970,000 | 0 | 0 | ||
FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 1,248 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 415 | 36,790 | SH | SOLE | 36,790 | 0 | 0 | ||
GOGO INC | COM | 38046C109 | 2,370 | 456,575 | SH | SOLE | 456,575 | 0 | 0 | ||
GOPRO INC | CL A | 38268T103 | 371 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
GOPRO INC | NOTE 3.500% 4/1 | 38268IAA5 | 7,238 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 14,231 | 665,938 | SH | SOLE | 665,938 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 9,182 | 7,950,000 | PRN | SOLE | 7,950,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 57,231 | 44,000,000 | PRN | SOLE | 44,000,000 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 1,566 | 95,920 | SH | SOLE | 95,920 | 0 | 0 | ||
HI-CRUSH PARTNERS LP | PUT | 428337959 | 2,160 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
HORNBECK OFFSHORE SVCS INC | N NOTE 1.500% 9/0 | 440543AN6 | 6,081 | 6,900,000 | PRN | SOLE | 6,900,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 2,312 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 4,165 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
ISHARES INC | MSCI BRAZIL ETF | 464286400 | 7,690 | 228,000 | SH | SOLE | 228,000 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 307 | 12,859 | SH | SOLE | 12,859 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 609 | 20,911 | SH | SOLE | 20,911 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 9,382 | 13,600,000 | PRN | SOLE | 13,600,000 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 14,514 | 1,357,689 | SH | SOLE | 1,357,689 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 812 | 41,937 | SH | SOLE | 41,937 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 19,865 | 13,125,000 | PRN | SOLE | 13,125,000 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 3,000 | 486,984 | SH | SOLE | 486,984 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 4,206 | 236,035 | SH | SOLE | 236,035 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 5,135 | 5,158,000 | PRN | SOLE | 5,158,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 675 | 33,240 | SH | SOLE | 33,240 | 0 | 0 | ||
NORTHERN OIL & GAS INC NEV | COM | 665531109 | 5,496 | 1,374,000 | SH | SOLE | 1,374,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 25,849 | 42,549,000 | PRN | SOLE | 42,549,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 2,213 | 59,158 | SH | SOLE | 59,158 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 24,462 | 286,100 | SH | SOLE | 286,100 | 0 | 0 | ||
OI S A | SPONSORED ADR NE | 670851500 | 4,352 | 1,594,210 | SH | SOLE | 1,594,210 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 64,417 | 3,157,682 | SH | SOLE | 3,157,682 | 0 | 0 | ||
PARKER DRILLING CO | COM NEW | 701081408 | 1,764 | 591,844 | SH | SOLE | 591,844 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 21,396 | 21,681,000 | PRN | SOLE | 21,681,000 | 0 | 0 | ||
RANDGOLD RES LTD | ADR | 752344309 | 10,329 | 146,400 | SH | SOLE | 146,400 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 12,829 | 13,000,000 | PRN | SOLE | 13,000,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 30,561 | 11,200,000 | PRN | SOLE | 11,200,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 8,881 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 53,410 | 43,335,000 | PRN | SOLE | 43,335,000 | 0 | 0 | ||
RH | PUT | 74967X953 | 12,773 | 97,500 | SH | Put | SOLE | 97,500 | 0 | 0 | |
RYDER SYS INC | COM | 783549108 | 937 | 12,828 | SH | SOLE | 12,828 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM PAR | 78636X873 | 1,344 | 130,450 | SH | SOLE | 130,450 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,895 | 6,956,279 | SH | SOLE | 6,956,279 | 0 | 0 | ||
SEADRILL LTD | COM | G7998G106 | 31,572 | 1,274,105 | SH | SOLE | 1,274,105 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 3,390 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 32,009 | 460,698 | SH | SOLE | 460,698 | 0 | 0 | ||
SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 32,931 | 33,475,000 | PRN | SOLE | 33,475,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | CALL | 78462F903 | 174,432 | 600,000 | SH | Call | SOLE | 600,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,235,560 | 4,250,000 | SH | Put | SOLE | 4,250,000 | 0 | 0 | |
T MOBILE US INC | COM | 872590104 | 1,354 | 19,288 | SH | SOLE | 19,288 | 0 | 0 | ||
TEGNA INC | COM | 87901J105 | 1,013 | 84,676 | SH | SOLE | 84,676 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 5,073 | 178,250 | SH | SOLE | 178,250 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 121,444 | 127,000,000 | PRN | SOLE | 127,000,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 70,227 | 68,843,000 | PRN | SOLE | 68,843,000 | 0 | 0 | ||
TESLA INC | PUT | 88160R951 | 20,652 | 78,000 | SH | Put | SOLE | 78,000 | 0 | 0 | |
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 669 | 31,050 | SH | SOLE | 31,050 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 36,369 | 785,000 | SH | SOLE | 785,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 3,873 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
TWO HBRS INVT CORP | COM NEW | 90187B408 | 618 | 41,394 | SH | SOLE | 41,394 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 60,338 | 58,687,000 | PRN | SOLE | 58,687,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 31,106 | 222,488 | SH | SOLE | 222,488 | 0 | 0 | ||
VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 4,458 | 176,985 | SH | SOLE | 176,985 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 734 | 21,748 | SH | SOLE | 21,748 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 767 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 244 | 2,058 | SH | SOLE | 2,058 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 25,291 | 19,903,000 | PRN | SOLE | 19,903,000 | 0 | 0 |