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 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 5,281 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
AERIE PHARMACEUTICALS INC | COM | 00771V108 | 2,424 | 126,130 | SH | SOLE | 126,130 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 57,048 | 338,987 | SH | SOLE | 338,987 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 147,479 | 7,570,815 | SH | SOLE | 7,570,815 | 0 | 0 | ||
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 5,113 | 252,866 | SH | SOLE | 252,866 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 28,829 | 35,050,000 | PRN | SOLE | 35,050,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 238 | 8,820 | SH | SOLE | 8,820 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 5,342 | 649,920 | SH | SOLE | 649,920 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 141 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
APELLIS PHARMACEUTICALS INC | COM | 03753U106 | 1,268 | 52,645 | SH | SOLE | 52,645 | 0 | 0 | ||
APHRIA INC | PUT | 03765K954 | 3,114 | 600,000 | SH | Put | SOLE | 600,000 | 0 | 0 | |
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 38,664 | 37,906,000 | PRN | SOLE | 37,906,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.375%10/1 | 03762UAC9 | 13,650 | 13,348,000 | PRN | SOLE | 13,348,000 | 0 | 0 | ||
ARBOR RLTY TR INC | NOTE 5.250% 7/0 | 038923AF5 | 57,931 | 49,300,000 | PRN | SOLE | 49,300,000 | 0 | 0 | ||
ARDAGH GROUP S A | CL A | L0223L101 | 1,724 | 109,956 | SH | SOLE | 109,956 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COM | 053774105 | 5,018 | 177,553 | SH | SOLE | 177,553 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 4,110 | 275,846 | SH | SOLE | 275,846 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 71,268 | 68,445,000 | PRN | SOLE | 68,445,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 29,959 | 28,655,000 | PRN | SOLE | 28,655,000 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 27,252 | 481,311 | SH | SOLE | 481,311 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 11,114 | 1,035,798 | SH | SOLE | 1,035,798 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 54,862 | 552,490 | SH | SOLE | 552,490 | 0 | 0 | ||
CINCINNATI BELL INC NEW | COM NEW | 171871502 | 454 | 89,530 | SH | SOLE | 89,530 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | COM | 18453H106 | 17,930 | 7,115,008 | SH | SOLE | 7,115,008 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 1,143 | 317,393 | SH | SOLE | 317,393 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 606 | 127,371 | SH | SOLE | 127,371 | 0 | 0 | ||
CONSTELLIUM SE | CL A | N22035104 | 1,945 | 153,019 | SH | SOLE | 153,019 | 0 | 0 | ||
CONTURA ENERGY INC | COM | 21241B100 | 49,881 | 1,784,020 | SH | SOLE | 1,784,020 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 234 | 1,977 | SH | SOLE | 1,977 | 0 | 0 | ||
DBX ETF TR | PUT | 233051959 | 27,090 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | |
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 1,355 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 250 | 1,484 | SH | SOLE | 1,484 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 122,404 | 2,360,281 | SH | SOLE | 2,360,281 | 0 | 0 | ||
DENBURY RES INC DEL | DEBT 6.375%12/3 | U2481AAK4 | 9,306 | 15,994,000 | PRN | SOLE | 15,994,000 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 4,807 | 1,274,977 | SH | SOLE | 1,274,977 | 0 | 0 | ||
EASTMAN CHEMICAL CO | COM | 277432100 | 224 | 3,040 | SH | SOLE | 3,040 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 34,983 | 7,605,040 | SH | SOLE | 7,605,040 | 0 | 0 | ||
ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 19,808 | 19,250,000 | PRN | SOLE | 19,250,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.250% 3/1 | 292554AK8 | 18,454 | 18,250,000 | PRN | SOLE | 18,250,000 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 659 | 197,367 | SH | SOLE | 197,367 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 19,940 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
GAP INC | COM | 364760108 | 503 | 28,952 | SH | SOLE | 28,952 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 625 | 43,390 | SH | SOLE | 43,390 | 0 | 0 | ||
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 2,040 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 43,844 | 2,187,827 | SH | SOLE | 2,187,827 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 276 | 14,646 | SH | SOLE | 14,646 | 0 | 0 | ||
HEICO CORP NEW | CL A | 422806208 | 25,245 | 259,426 | SH | SOLE | 259,426 | 0 | 0 | ||
HI CRUSH INC | PUT | 428337959 | 1,653 | 950,000 | SH | Put | SOLE | 950,000 | 0 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 59,532 | 273,121 | SH | SOLE | 273,121 | 0 | 0 | ||
IHEARTMEDIA INC | COM CL A | 45174J509 | 1,948 | 129,888 | SH | SOLE | 129,888 | 0 | 0 | ||
INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 4,384 | 5,053,000 | PRN | SOLE | 5,053,000 | 0 | 0 | ||
INTELSAT S A | NOTE 4.500% 6/1 | 45790VAB6 | 112,095 | 76,348,000 | PRN | SOLE | 76,348,000 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 498 | 35,072 | SH | SOLE | 35,072 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 450 | 10,755 | SH | SOLE | 10,755 | 0 | 0 | ||
INTREXON CORP | NOTE 3.500% 7/0 | 46122TAA0 | 6,710 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 3,107 | 3,325,000 | PRN | SOLE | 3,325,000 | 0 | 0 | ||
ISHARES TR | IBOXX INV CP ETF | 464287242 | 25,274 | 198,256 | SH | SOLE | 198,256 | 0 | 0 | ||
ISTAR INC | COM | 45031U101 | 210 | 16,081 | SH | SOLE | 16,081 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 310 | 12,018 | SH | SOLE | 12,018 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 391 | 25,193 | SH | SOLE | 25,193 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 47,434 | 780,800 | SH | SOLE | 780,800 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 1,535 | 166,260 | SH | SOLE | 166,260 | 0 | 0 | ||
MCDERMOTT INTL INC | PUT | 580037953 | 505 | 250,000 | SH | Put | SOLE | 250,000 | 0 | 0 | |
MESA AIR GROUP INC | COM NEW | 590479135 | 4,210 | 624,158 | SH | SOLE | 624,158 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 40,080 | 21,125,000 | PRN | SOLE | 21,125,000 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 18,294 | 1,166,718 | SH | SOLE | 1,166,718 | 0 | 0 | ||
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 1,736 | 81,700 | SH | SOLE | 81,700 | 0 | 0 | ||
NIO INC | DEBT 4.500% 2/0 | G6525FAA0 | 8,518 | 30,500,000 | PRN | SOLE | 30,500,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 18,410 | 44,095,000 | PRN | SOLE | 44,095,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 9,180 | 12,400,000 | PRN | SOLE | 12,400,000 | 0 | 0 | ||
PACIFIC DRILLING SA LUXEMBOU | COM | L7257P205 | 17,506 | 4,477,111 | SH | SOLE | 4,477,111 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 9,358 | 409,351 | SH | SOLE | 409,351 | 0 | 0 | ||
PARKER DRILLING CO | COM | 701081507 | 6,424 | 339,530 | SH | SOLE | 339,530 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 1,784 | 390,323 | SH | SOLE | 390,323 | 0 | 0 | ||
QUDIAN INC | DEBT 1.000% 7/0 | G7314VAA8 | 19,756 | 21,000,000 | PRN | SOLE | 21,000,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 10,782 | 10,620,000 | PRN | SOLE | 10,620,000 | 0 | 0 | ||
RH | COM | 74967X103 | 2,586 | 15,137 | SH | SOLE | 15,137 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 620 | 11,983 | SH | SOLE | 11,983 | 0 | 0 | ||
SAEXPLORATION HLDGS INC | COM PAR | 78636X873 | 297 | 160,480 | SH | SOLE | 160,480 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,965 | 6,956,279 | SH | SOLE | 6,956,279 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | COM | 80874P109 | 5,295 | 260,172 | SH | SOLE | 260,172 | 0 | 0 | ||
SPDR GOLD TRUST | CALL | 78463V907 | 52,784 | 380,100 | SH | Call | SOLE | 380,100 | 0 | 0 | |
SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,023,858 | 3,450,000 | SH | Put | SOLE | 3,450,000 | 0 | 0 | |
TAILORED BRANDS INC | COM | 87403A107 | 448 | 101,906 | SH | SOLE | 101,906 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 5,661 | 255,916 | SH | SOLE | 255,916 | 0 | 0 | ||
TENNECO INC | CL A VTG COM STK | 880349105 | 4,871 | 389,071 | SH | SOLE | 389,071 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 48,293 | 49,500,000 | PRN | SOLE | 49,500,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 100,044 | 98,500,000 | PRN | SOLE | 98,500,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 31,839 | 31,393,000 | PRN | SOLE | 31,393,000 | 0 | 0 | ||
TESLA INC | PUT | 88160R951 | 12,044 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
TEVA PHARMACEUTICAL FIN LLC | DBCV 0.250% 2/0 | 88163VAE9 | 14,487 | 16,000,000 | PRN | SOLE | 16,000,000 | 0 | 0 | ||
TILRAY INC | DEBT 5.000%10/0 | U8961EAA4 | 4,796 | 7,400,000 | PRN | SOLE | 7,400,000 | 0 | 0 | ||
UNITED NAT FOODS INC | COM | 911163103 | 725 | 62,900 | SH | SOLE | 62,900 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 640 | 5,138 | SH | SOLE | 5,138 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 21,134 | 154,808 | SH | SOLE | 154,808 | 0 | 0 | ||
VEDANTA LTD | SPONSORED ADR | 92242Y100 | 9,679 | 1,115,050 | SH | SOLE | 1,115,050 | 0 | 0 | ||
VERASTEM INC | NOTE 5.000%11/0 | 92337CAA2 | 2,000 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 |