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 | 4,825 | 7,200,000 | PRN | SOLE | 7,200,000 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 591 | 32,702 | SH | SOLE | 32,702 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 551,618 | 7,442,227 | SH | SOLE | 7,442,227 | 0 | 0 | ||
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 6,742 | 284,842 | SH | SOLE | 284,842 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 8,700 | 10,000,000 | PRN | SOLE | 10,000,000 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 2,718 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 5,608 | 391,860 | SH | SOLE | 391,860 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 1,017 | 119,097 | SH | SOLE | 119,097 | 0 | 0 | ||
AMYRIS INC | NOTE 9.500% 4/1 | 03236MAG6 | 5,908 | 5,936,000 | PRN | SOLE | 5,936,000 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 807 | 23,269 | SH | SOLE | 23,269 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 8,289 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 25,470 | 26,023,000 | PRN | SOLE | 26,023,000 | 0 | 0 | ||
ARAMARK | COM | 03852U106 | 722 | 24,437 | SH | SOLE | 24,437 | 0 | 0 | ||
ARDAGH GROUP S A | CL A | L0223L101 | 4,942 | 380,189 | SH | SOLE | 380,189 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 11,104 | 659,770 | SH | SOLE | 659,770 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COM | 053774105 | 4,716 | 135,276 | SH | SOLE | 135,276 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 3,790 | 329,306 | SH | SOLE | 329,306 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 10,053 | 186,621 | SH | SOLE | 186,621 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 52,439 | 52,038,000 | PRN | SOLE | 52,038,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 25,663 | 25,467,000 | PRN | SOLE | 25,467,000 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 1,070 | 39,102 | SH | SOLE | 39,102 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 33,919 | 639,133 | SH | SOLE | 639,133 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 19,066 | 1,228,511 | SH | SOLE | 1,228,511 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 48,612 | 515,282 | SH | SOLE | 515,282 | 0 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,734 | 217,345 | SH | SOLE | 217,345 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 132,290 | 2,284,020 | SH | SOLE | 2,284,020 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 249 | 3,327 | SH | SOLE | 3,327 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 347 | 6,433 | SH | SOLE | 6,433 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 17,542 | 323,112 | SH | SOLE | 323,112 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 413 | 2,583 | SH | SOLE | 2,583 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 27,313 | 465,372 | SH | SOLE | 465,372 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 4,246 | 899,631 | SH | SOLE | 899,631 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 23,993 | 450,068 | SH | SOLE | 450,068 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 51,328 | 7,089,561 | SH | SOLE | 7,089,561 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 15,378 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 24,499 | 27,750,000 | PRN | SOLE | 27,750,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 10,572 | 119,751 | SH | SOLE | 119,751 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 1,039 | 104,004 | SH | SOLE | 104,004 | 0 | 0 | ||
GOGO INC | COM | 38046C109 | 2,050 | 456,575 | SH | SOLE | 456,575 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 11,579 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 35,820 | 1,781,227 | SH | SOLE | 1,781,227 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 497 | 16,947 | SH | SOLE | 16,947 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 44,145 | 35,500,000 | PRN | SOLE | 35,500,000 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 867 | 49,901 | SH | SOLE | 49,901 | 0 | 0 | ||
HI-CRUSH PARTNERS LP | PUT | 428337959 | 890 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
ILLUMINA INC | COM | 452327109 | 4,567 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 761 | 58,572 | SH | SOLE | 58,572 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 615 | 13,286 | SH | SOLE | 13,286 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 2,054 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 4,842 | 5,325,000 | PRN | SOLE | 5,325,000 | 0 | 0 | ||
IQIYI INC | SPONSORED ADS | 46267X108 | 1,868 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
JOHNSON CTLS INTL | PLC SHS | G51502105 | 224 | 6,051 | SH | SOLE | 6,051 | 0 | 0 | ||
KAR AUCTION SVCS INC | COM | 48238T109 | 10,172 | 198,255 | SH | SOLE | 198,255 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 1,590 | 167,000 | SH | SOLE | 167,000 | 0 | 0 | ||
MCDERMOTT INTL INC | PUT | 580037953 | 1,860 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
MESA AIR GROUP INC | COM NEW | 590479135 | 8,856 | 1,061,915 | SH | SOLE | 1,061,915 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 21,500 | 13,125,000 | PRN | SOLE | 13,125,000 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 3,400 | 988,425 | SH | SOLE | 988,425 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 20,943 | 1,238,483 | SH | SOLE | 1,238,483 | 0 | 0 | ||
NIELSEN HLDGS | PLC SHS EUR | G6518L108 | 2,171 | 91,700 | SH | SOLE | 91,700 | 0 | 0 | ||
NIO INC | PUT | 62914V956 | 255 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
NORFOLK SOUTHERN CORP | COM | 655844108 | 238 | 1,276 | SH | SOLE | 1,276 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 261 | 967 | SH | SOLE | 967 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 15,155 | 42,095,000 | PRN | SOLE | 42,095,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 1,152 | 27,119 | SH | SOLE | 27,119 | 0 | 0 | ||
OI S A | SPONSORED ADR NE | 670851500 | 8,744 | 4,651,314 | SH | SOLE | 4,651,314 | 0 | 0 | ||
PACIFIC DRILLING SA LUXEMBOU | COM | L7257P205 | 73,359 | 5,173,352 | SH | SOLE | 5,173,352 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 38,313 | 2,151,232 | SH | SOLE | 2,151,232 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 16,726 | 14,624,000 | PRN | SOLE | 14,624,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 26,490 | 27,141,000 | PRN | SOLE | 27,141,000 | 0 | 0 | ||
REPLIGEN CORP | NOTE 2.125% 6/0 | 759916AA7 | 8,288 | 4,373,000 | PRN | SOLE | 4,373,000 | 0 | 0 | ||
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 8,555 | 7,835,000 | PRN | SOLE | 7,835,000 | 0 | 0 | ||
RYANAIR HLDGS PLC | SPONSORED ADS | 783513203 | 6,933 | 92,517 | SH | SOLE | 92,517 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 1,237 | 19,962 | SH | SOLE | 19,962 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM PAR | 78636X873 | 544 | 160,480 | SH | SOLE | 160,480 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,130 | 6,956,279 | SH | SOLE | 6,956,279 | 0 | 0 | ||
SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,511,268 | 5,350,000 | SH | Put | SOLE | 5,350,000 | 0 | 0 | |
TAILORED BRANDS INC | COM | 87403A107 | 681 | 86,906 | SH | SOLE | 86,906 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 405 | 5,040 | SH | SOLE | 5,040 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 6,972 | 241,741 | SH | SOLE | 241,741 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 92,420 | 90,000,000 | PRN | SOLE | 90,000,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 56,841 | 51,843,000 | PRN | SOLE | 51,843,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 6,884 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
UNION PACIFIC CORP | COM | 907818108 | 204 | 1,219 | SH | SOLE | 1,219 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 52,494 | 407,281 | SH | SOLE | 407,281 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 733 | 26,113 | SH | SOLE | 26,113 | 0 | 0 | ||
WABCO HLDGS INC | COM | 92927K102 | 7,910 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 11,732 | 14,529,000 | PRN | SOLE | 14,529,000 | 0 | 0 | ||
WHITING PETE CORP NEW | COM NEW | 966387409 | 657 | 25,135 | SH | SOLE | 25,135 | 0 | 0 |