The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| AK STL CORP | NOTE 5.000%11/1 | 001546AP5 | 11,069 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 58,773 | 39,611,000 | PRN | SOLE | 39,611,000 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 3,443 | 169,350 | SH | SOLE | 169,350 | 0 | 0 | ||
| ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 3,496 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 887 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 1,171 | 62,080 | SH | SOLE | 62,080 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 2,155 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 10,045 | 301,104 | SH | SOLE | 301,104 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 16,382 | 14,300,000 | PRN | SOLE | 14,300,000 | 0 | 0 | ||
| C&J ENERGY SVCS INC NEW | COM | 12674R100 | 105,779 | 3,106,589 | SH | SOLE | 3,106,589 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 582 | 97,940 | SH | SOLE | 97,940 | 0 | 0 | ||
| CLIFFS NAT RES INC | COM | 18683K101 | 3,695 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 3,697 | 416,853 | SH | SOLE | 416,853 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 7,002 | 8,274,000 | PRN | SOLE | 8,274,000 | 0 | 0 | ||
| COMSTOCK RES INC | NOTE 9.500% 6/1 | 205768AN4 | 3,398 | 3,968,000 | PRN | SOLE | 3,968,000 | 0 | 0 | ||
| CONSTELLIUM NV | CL A | N22035104 | 448 | 68,966 | SH | SOLE | 68,966 | 0 | 0 | ||
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 17,094 | 15,348,000 | PRN | SOLE | 15,348,000 | 0 | 0 | ||
| COWEN GROUP INC NEW | NOTE 3.000% 3/1 | 223622AB7 | 7,117 | 7,038,000 | PRN | SOLE | 7,038,000 | 0 | 0 | ||
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 12,348 | 192,704 | SH | SOLE | 192,704 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 3,893 | 4,462,000 | PRN | SOLE | 4,462,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 19,334 | 20,500,000 | PRN | SOLE | 20,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AD4 | 4,827 | 4,376,000 | PRN | SOLE | 4,376,000 | 0 | 0 | ||
| ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 1,860 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 670 | 4,716 | SH | SOLE | 4,716 | 0 | 0 | ||
| GNC HLDGS INC | NOTE 1.500% 8/1 | 36191GAB3 | 6,129 | 10,257,000 | PRN | SOLE | 10,257,000 | 0 | 0 | ||
| GNC HLDGS INC | PUT | 36191G957 | 3,680 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| GOGO INC | COM | 38046C109 | 3,584 | 325,789 | SH | SOLE | 325,789 | 0 | 0 | ||
| GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 17,839 | 21,525,000 | PRN | SOLE | 21,525,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 3.250%10/0 | 393222AD6 | 7,928 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| GSV CAP CORP | NOTE 5.250% 9/1 | 36191JAB7 | 8,142 | 8,245,000 | PRN | SOLE | 8,245,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 14,318 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 5,263 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 67,628 | 2,853,500 | SH | SOLE | 2,853,500 | 0 | 0 | ||
| HORNBECK OFFSHORE SVCS INC | N NOTE 1.500% 9/0 | 440543AN6 | 48,116 | 74,025,000 | PRN | SOLE | 74,025,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 5,541 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 15,692 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
| ISHARES TR | PUT | 464287955 | 82,488 | 600,000 | SH | Put | SOLE | 600,000 | 0 | 0 | |
| JAKKS PAC INC | COM | 47012E106 | 279 | 50,744 | SH | SOLE | 50,744 | 0 | 0 | ||
| JAZZ US HLDGS INC | NOTE 8.000%12/3 | 47216EAA8 | 25,675 | 11,049,000 | PRN | SOLE | 11,049,000 | 0 | 0 | ||
| KEY ENERGY SVCS INC DEL | COM | 49309J103 | 12,555 | 540,698 | SH | SOLE | 540,698 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 14,445 | 23,632,000 | PRN | SOLE | 23,632,000 | 0 | 0 | ||
| MCCLATCHY CO | CL A NEW | 579489303 | 484 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| MTGE INVT CORP | COM | 55378A105 | 18,575 | 1,108,976 | SH | SOLE | 1,108,976 | 0 | 0 | ||
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 41,328 | 2,433,900 | SH | SOLE | 2,433,900 | 0 | 0 | ||
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 23,891 | 24,410,000 | PRN | SOLE | 24,410,000 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 8,209 | 17,895,000 | PRN | SOLE | 17,895,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 21,218 | 205,000 | SH | SOLE | 205,000 | 0 | 0 | ||
| OASIS PETE INC NEW | COM | 674215108 | 642 | 45,044 | SH | SOLE | 45,044 | 0 | 0 | ||
| PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 115,708 | 7,016,859 | SH | SOLE | 7,016,859 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 17,928 | 20,461,000 | PRN | SOLE | 20,461,000 | 0 | 0 | ||
| RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 7,383 | 88,970 | SH | SOLE | 88,970 | 0 | 0 | ||
| SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 15,550 | 2,609,039 | SH | SOLE | 2,609,039 | 0 | 0 | ||
| SAFEGUARD SCIENTIFICS INC | DBCV 5.250% 5/1 | 786449AK4 | 7,417 | 7,316,000 | PRN | SOLE | 7,316,000 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 5,930 | 320,716 | SH | SOLE | 320,716 | 0 | 0 | ||
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 3,232 | 7,181,707 | SH | SOLE | 7,181,707 | 0 | 0 | ||
| SINA CORP | ORD | G81477104 | 23,064 | 319,796 | SH | SOLE | 319,796 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 350 | 42,800 | SH | SOLE | 42,800 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | CALL | 78462F903 | 82,509 | 350,000 | SH | Call | SOLE | 350,000 | 0 | 0 | |
| SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,119,765 | 4,750,000 | SH | Put | SOLE | 4,750,000 | 0 | 0 | |
| SPDR SERIES TRUST | PUT | 78464A958 | 18,615 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.375% 4/0 | 85571BAH8 | 1,993 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TENET HEALTHCARE CORP | COM NEW | 88033G407 | 2,355 | 132,951 | SH | SOLE | 132,951 | 0 | 0 | ||
| TESLA INC | NOTE 1.500% 6/0 | 88160RAA9 | 55,106 | 24,718,000 | PRN | SOLE | 24,718,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 4,168 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| TESLA INC | PUT | 88160R951 | 6,958 | 25,000 | SH | Put | SOLE | 25,000 | 0 | 0 | |
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 1,914 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TRANSOCEAN LTD | PUT | H8817H950 | 2,490 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 4,694 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 21,462 | 20,900,000 | PRN | SOLE | 20,900,000 | 0 | 0 | ||
| VANECK VECTORS ETF TR | PUT | 92189F958 | 42,318 | 1,373,500 | SH | Put | SOLE | 1,373,500 | 0 | 0 | |
| VEDANTA LTD | SPONSORED ADR | 92242Y100 | 602 | 35,036 | SH | SOLE | 35,036 | 0 | 0 | ||
| WEATHERFORD INTL PLC | ORD SHS | G48833100 | 353 | 53,108 | SH | SOLE | 53,108 | 0 | 0 | ||
| WINDSTREAM HLDGS INC | COM NEW | 97382A200 | 1,247 | 228,744 | SH | SOLE | 228,744 | 0 | 0 | ||
| YAHOO INC | COM | 984332106 | 237,169 | 5,110,303 | SH | SOLE | 5,110,303 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 38,528 | 37,180,000 | PRN | SOLE | 37,180,000 | 0 | 0 | ||