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 |
COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 3,869 | 503,782 | SH | SOLE | 503,782 | 0 | 0 | ||
GAP INC | DEL COM | 364760108 | 260 | 8,789 | SH | SOLE | 8,789 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 269 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 4,787 | 218,665 | SH | SOLE | 218,665 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 3,810 | 138,958 | SH | SOLE | 138,958 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 259 | 5,684 | SH | SOLE | 5,684 | 0 | 0 | ||
OASIS PETE INC NEW | COM | 674215108 | 187 | 20,559 | SH | SOLE | 20,559 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 588 | 154,288 | SH | SOLE | 154,288 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 6,774 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
RYANAIR HLDGS PLC | SPONSORED ADR NE | 783513203 | 15,884 | 150,678 | SH | SOLE | 150,678 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 262 | 42,800 | SH | SOLE | 42,800 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 24,631 | 240,420 | SH | SOLE | 240,420 | 0 | 0 | ||
ULTRA PETROLEUM CORP | COM NEW | 903914208 | 48,896 | 5,639,667 | SH | SOLE | 5,639,667 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 298 | 27,019 | SH | SOLE | 27,019 | 0 | 0 | ||
AT&T INC | PUT | 00206R952 | 10,576 | 270,000 | SH | Put | SOLE | 270,000 | 0 | 0 | |
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 60,593 | 33,111,000 | PRN | SOLE | 33,111,000 | 0 | 0 | ||
ALTABA INC | COM | 021346101 | 373,451 | 5,637,847 | SH | SOLE | 5,637,847 | 0 | 0 | ||
AMBAC FINL GROUP INC | COM NEW | 023139884 | 1,605 | 92,969 | SH | SOLE | 92,969 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 501 | 28,523 | SH | SOLE | 28,523 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 527 | 49,906 | SH | SOLE | 49,906 | 0 | 0 | ||
ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 7,477 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
BASIC ENERGY SVCS INC NEW | COM NEW | 06985P209 | 24,405 | 1,264,508 | SH | SOLE | 1,264,508 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 630 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 5,066 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 16,329 | 14,300,000 | PRN | SOLE | 14,300,000 | 0 | 0 | ||
BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 76,556 | 2,320,588 | SH | SOLE | 2,320,588 | 0 | 0 | ||
C&J ENERGY SVCS INC NEW | COM | 12674R100 | 78,400 | 2,615,941 | SH | SOLE | 2,615,941 | 0 | 0 | ||
CAESARS ACQUISITION CO | CL A | 12768T103 | 9,886 | 460,909 | SH | SOLE | 460,909 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 5,800 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | COM | 185899101 | 3,204 | 448,100 | SH | SOLE | 448,100 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 500 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
COMSTOCK RES INC | NOTE 7.750% 4/0 | 205768AM6 | 7,723 | 9,653,923 | PRN | SOLE | 9,653,923 | 0 | 0 | ||
COMSTOCK RES INC | NOTE 9.500% 6/1 | 205768AN4 | 4,074 | 5,156,479 | PRN | SOLE | 5,156,479 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 17,900 | 15,448,000 | PRN | SOLE | 15,448,000 | 0 | 0 | ||
COWEN INC | NOTE 3.000% | 223622AB7 | 5,811 | 5,538,000 | PRN | SOLE | 5,538,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 34,516 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 51,047 | 661,140 | SH | SOLE | 661,140 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 251 | 6,840 | SH | SOLE | 6,840 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 8,391 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
DYNEGY INC NEW DEL | COM | 26817R108 | 4,017 | 410,267 | SH | SOLE | 410,267 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 19,444 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
FORD MTR CO DEL | PUT | 345370950 | 8,618 | 720,000 | SH | Put | SOLE | 720,000 | 0 | 0 | |
GNC HLDGS INC | PUT | 36191G957 | 4,420 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
GSV CAP CORP | NOTE 5.250% 9/1 | 36191JAB7 | 8,276 | 8,245,000 | PRN | SOLE | 8,245,000 | 0 | 0 | ||
GENERAL MTRS CO | PUT | 37045V950 | 19,382 | 480,000 | SH | Put | SOLE | 480,000 | 0 | 0 | |
GOGO INC | COM | 38046C109 | 11,234 | 951,262 | SH | SOLE | 951,262 | 0 | 0 | ||
GOGO INC | NOTE 3.750% 3/0 | 38046CAB5 | 6,881 | 7,525,000 | PRN | SOLE | 7,525,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 8,843 | 9,950,000 | PRN | SOLE | 9,950,000 | 0 | 0 | ||
HERTZ GLOBAL HLDGS INC | COM | 42806J106 | 404 | 18,053 | SH | SOLE | 18,053 | 0 | 0 | ||
IAC INTERACTIVECORP | COM | 44919P508 | 870 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 751 | 43,833 | SH | SOLE | 43,833 | 0 | 0 | ||
KEY ENERGY SVCS INC DEL | COM | 49309J103 | 9,781 | 742,706 | SH | SOLE | 742,706 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 9,073 | 12,779,000 | PRN | SOLE | 12,779,000 | 0 | 0 | ||
MTGE INVT CORP | COM | 55378A105 | 7,723 | 398,072 | SH | SOLE | 398,072 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 337 | 15,446 | SH | SOLE | 15,446 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 17,668 | 10,125,000 | PRN | SOLE | 10,125,000 | 0 | 0 | ||
NETFLIX INC | PUT | 64110L956 | 9,068 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 13,864 | 828,668 | SH | SOLE | 828,668 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | CALL | 64828T901 | 16,730 | 1,000,000 | SH | Call | SOLE | 1,000,000 | 0 | 0 | |
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 17,743 | 17,810,000 | PRN | SOLE | 17,810,000 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 16,553 | 35,549,000 | PRN | SOLE | 35,549,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 24,177 | 22,309,000 | PRN | SOLE | 22,309,000 | 0 | 0 | ||
PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 110,938 | 5,333,567 | SH | SOLE | 5,333,567 | 0 | 0 | ||
POWERSHARES QQQ TRUST | PUT | 73935A954 | 43,635 | 300,000 | SH | Put | SOLE | 300,000 | 0 | 0 | |
RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 1,840 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
RH | PUT | 74967X953 | 31,468 | 447,500 | SH | Put | SOLE | 447,500 | 0 | 0 | |
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 40,460 | 30,900,000 | PRN | SOLE | 30,900,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | CALL | 78462F903 | 489,899 | 1,950,000 | SH | Call | SOLE | 1,950,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | PUT | 78462F953 | 1,117,974 | 4,450,000 | SH | Put | SOLE | 4,450,000 | 0 | 0 | |
SPDR SERIES TRUST | PUT | 78464A958 | 19,910 | 500,000 | SH | Put | SOLE | 500,000 | 0 | 0 | |
SAEXPLORATION HLDGS INC | COM NEW | 78636X204 | 6,549 | 2,609,039 | SH | SOLE | 2,609,039 | 0 | 0 | ||
SAFEGUARD SCIENTIFICS INC | DBCV 5.250% 5/1 | 786449AK4 | 5,565 | 5,416,000 | PRN | SOLE | 5,416,000 | 0 | 0 | ||
SANOFI | RIGHT 12/31/2020 | 80105N113 | 2,585 | 7,181,707 | SH | SOLE | 7,181,707 | 0 | 0 | ||
SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 13,904 | 14,000,000 | PRN | SOLE | 14,000,000 | 0 | 0 | ||
TEGNA INC | COM | 87901J105 | 261 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 5,908 | 359,582 | SH | SOLE | 359,582 | 0 | 0 | ||
TESLA INC | PUT | 88160R951 | 10,233 | 30,000 | SH | Put | SOLE | 30,000 | 0 | 0 | |
TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 34,042 | 31,000,000 | PRN | SOLE | 31,000,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 42,798 | 38,000,000 | PRN | SOLE | 38,000,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 84,741 | 69,000,000 | PRN | SOLE | 69,000,000 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 5,685 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 5,784 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 952 | 66,414 | SH | SOLE | 66,414 | 0 | 0 | ||
VANECK VECTORS ETF TR | CALL | 92189F906 | 22,960 | 1,000,000 | SH | Call | SOLE | 1,000,000 | 0 | 0 | |
VEDANTA LTD | SPONSORED ADR | 92242Y100 | 485 | 25,036 | SH | SOLE | 25,036 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 8,505 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 37,099 | 28,593,000 | PRN | SOLE | 28,593,000 | 0 | 0 | ||
ENSCO PLC | SHS CLASS A | G3157S106 | 25,084 | 4,201,705 | SH | SOLE | 4,201,705 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 385 | 47,699 | SH | SOLE | 47,699 | 0 | 0 | ||
SINA CORP | ORD | G81477104 | 57,520 | 501,702 | SH | SOLE | 501,702 | 0 | 0 | ||
TRANSOCEAN LTD | PUT | H8817H950 | 2,152 | 200,000 | SH | Put | SOLE | 200,000 | 0 | 0 | |
CONSTELLIUM NV | CL A | N22035104 | 1,369 | 133,552 | SH | SOLE | 133,552 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 33,927 | 300,000 | SH | SOLE | 300,000 | 0 | 0 |