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 | 5,391 | 7,200,000 | PRN | SOLE | 7,200,000 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 1,167 | 80,705 | SH | SOLE | 80,705 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 20,905 | 12,461,000 | PRN | SOLE | 12,461,000 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 401,016 | 6,921,227 | SH | SOLE | 6,921,227 | 0 | 0 | ||
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 6,406 | 284,842 | SH | SOLE | 284,842 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 9,545 | 553,647 | SH | SOLE | 553,647 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 8,477 | 763,701 | SH | SOLE | 763,701 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 2,317 | 353,148 | SH | SOLE | 353,148 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAG6 | 6,923 | 6,936,000 | PRN | SOLE | 6,936,000 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 836 | 31,848 | SH | SOLE | 31,848 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 1,404 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 27,798 | 29,023,000 | PRN | SOLE | 29,023,000 | 0 | 0 | ||
ARAMARK | COM | 03852U106 | 715 | 24,685 | SH | SOLE | 24,685 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 633 | 9,179 | SH | SOLE | 9,179 | 0 | 0 | ||
ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 8,608 | 12,430,000 | PRN | SOLE | 12,430,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 9,607 | 659,794 | SH | SOLE | 659,794 | 0 | 0 | ||
AVIS BUDGET GROUP | COM | 053774105 | 4,014 | 178,577 | SH | SOLE | 178,577 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 3,770 | 397,647 | SH | SOLE | 397,647 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 12,858 | 13,213,000 | PRN | SOLE | 13,213,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 19,662 | 20,232,000 | PRN | SOLE | 20,232,000 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 1,716 | 82,560 | SH | SOLE | 82,560 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 32,223 | 602,967 | SH | SOLE | 602,967 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 18,339 | 1,358,479 | SH | SOLE | 1,358,479 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 329 | 7,377 | SH | SOLE | 7,377 | 0 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,236 | 176,772 | SH | SOLE | 176,772 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 151,841 | 2,309,720 | SH | SOLE | 2,309,720 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 30,365 | 28,932,000 | PRN | SOLE | 28,932,000 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 749 | 21,312 | SH | SOLE | 21,312 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 3,818 | 964,132 | SH | SOLE | 964,132 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 38,674 | 723,154 | SH | SOLE | 723,154 | 0 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 267 | 3,648 | SH | SOLE | 3,648 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 50,801 | 8,789,101 | SH | SOLE | 8,789,101 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 13,954 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,044 | 3,373,000 | PRN | SOLE | 3,373,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 20,640 | 25,250,000 | PRN | SOLE | 25,250,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 1,776 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 7,859 | 900,236 | SH | SOLE | 900,236 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 1,532 | 202,330 | SH | SOLE | 202,330 | 0 | 0 | ||
GOGO INC | COM | 38046C109 | 1,365 | 456,575 | SH | SOLE | 456,575 | 0 | 0 | ||
GOPRO INC | CL A | 38268T103 | 218 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
GOPRO INC | NOTE 3.500% 4/1 | 38268IAA5 | 6,164 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 21,644 | 22,000,000 | PRN | SOLE | 22,000,000 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 9,288 | 505,900 | SH | SOLE | 505,900 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 60,680 | 44,000,000 | PRN | SOLE | 44,000,000 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 698 | 51,153 | SH | SOLE | 51,153 | 0 | 0 | ||
HI-CRUSH PARTNERS LP | PUT | 428337959 | 716 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
HORNBECK OFFSHORE SVCS INC | N NOTE 1.500% 9/0 | 440543AN6 | 5,057 | 6,900,000 | PRN | SOLE | 6,900,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 4,409 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 462 | 31,580 | SH | SOLE | 31,580 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 2,441 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 4,294 | 5,975,000 | PRN | SOLE | 5,975,000 | 0 | 0 | ||
IQIYI INC | SPONSORED ADS | 46267X108 | 1,161 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
JOHNSON CTLS INTL | PLC SHS | G51502105 | 201 | 6,781 | SH | SOLE | 6,781 | 0 | 0 | ||
KAR AUCTION SVCS INC | COM | 48238T109 | 8,574 | 179,682 | SH | SOLE | 179,682 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 20,873 | 2,340,068 | SH | SOLE | 2,340,068 | 0 | 0 | ||
MCDERMOTT INTL INC | PUT | 580037953 | 1,635 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 18,519 | 13,125,000 | PRN | SOLE | 13,125,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 14,073 | 12,695,000 | PRN | SOLE | 12,695,000 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 2,320 | 1,159,784 | SH | SOLE | 1,159,784 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 17,968 | 1,264,434 | SH | SOLE | 1,264,434 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 1,316 | 70,806 | SH | SOLE | 70,806 | 0 | 0 | ||
NIELSEN HLDGS | PLC SHS EUR | G6518L108 | 2,139 | 91,700 | SH | SOLE | 91,700 | 0 | 0 | ||
NORTHERN OIL & GAS INC NEV | COM | 665531109 | 357 | 158,167 | SH | SOLE | 158,167 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 24,883 | 41,299,000 | PRN | SOLE | 41,299,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 1,082 | 27,325 | SH | SOLE | 27,325 | 0 | 0 | ||
OI S A | SPONSORED ADR NE | 670851500 | 3,281 | 2,050,326 | SH | SOLE | 2,050,326 | 0 | 0 | ||
PACIFIC DRILLING SA LUXEMBOU | COM | L7257P205 | 68,797 | 5,153,352 | SH | SOLE | 5,153,352 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 42,771 | 3,016,321 | SH | SOLE | 3,016,321 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 17,890 | 17,666,000 | PRN | SOLE | 17,666,000 | 0 | 0 | ||
PERSPECTA INC | COM | 715347100 | 4,922 | 285,821 | SH | SOLE | 285,821 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 477 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 13,742 | 14,641,000 | PRN | SOLE | 14,641,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 8,486 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 26,490 | 22,835,000 | PRN | SOLE | 22,835,000 | 0 | 0 | ||
RH | PUT | 74967X953 | 11,682 | 97,500 | SH | Put | SOLE | 97,500 | 0 | 0 | |
RYDER SYS INC | COM | 783549108 | 990 | 20,565 | SH | SOLE | 20,565 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM PAR | 78636X873 | 244 | 130,450 | SH | SOLE | 130,450 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,339 | 6,956,279 | SH | SOLE | 6,956,279 | 0 | 0 | ||
SEADRILL LTD | COM | G7998G106 | 5,846 | 599,528 | SH | SOLE | 599,528 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 3,255 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 12,749 | 237,674 | SH | SOLE | 237,674 | 0 | 0 | ||
SPDR S&P 500 ETF TR | CALL | 78462F903 | 49,984 | 200,000 | SH | Call | SOLE | 200,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | PUT | 78462F953 | 399,872 | 1,600,000 | SH | Put | SOLE | 1,600,000 | 0 | 0 | |
T MOBILE US INC | COM | 872590104 | 42,128 | 662,285 | SH | SOLE | 662,285 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 341 | 5,158 | SH | SOLE | 5,158 | 0 | 0 | ||
TEGNA INC | COM | 87901J105 | 818 | 75,243 | SH | SOLE | 75,243 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 5,670 | 330,821 | SH | SOLE | 330,821 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 146,030 | 130,000,000 | PRN | SOLE | 130,000,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 68,970 | 56,843,000 | PRN | SOLE | 56,843,000 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 58,316 | 1,211,889 | SH | SOLE | 1,211,889 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 3,881 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 36,409 | 341,937 | SH | SOLE | 341,937 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 768 | 29,895 | SH | SOLE | 29,895 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 17,554 | 28,000,000 | PRN | SOLE | 28,000,000 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 567 | 5,307 | SH | SOLE | 5,307 | 0 | 0 | ||
WHITING PETE CORP NEW | COM NEW | 966387409 | 695 | 30,623 | SH | SOLE | 30,623 | 0 | 0 |