The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 5.000% 4/0 00767EAC6 2,678 2,818,723 PRN   SOLE   2,818,723 0 0
ALLERGAN PLC SHS G0177J108 64,804 338,987 SH   SOLE   338,987 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 26,051 30,963,000 PRN   SOLE   30,963,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,608 428,249 SH   SOLE   428,249 0 0
AMKOR TECHNOLOGY INC COM 031652100 305 23,436 SH   SOLE   23,436 0 0
APHRIA INC PUT 03765K954 3,132 600,000 SH Put SOLE   600,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 38,897 38,737,000 PRN   SOLE   38,737,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 12,209 12,048,000 PRN   SOLE   12,048,000 0 0
AVIS BUDGET GROUP INC COM 053774105 4,917 152,512 SH   SOLE   152,512 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 2,846 201,423 SH   SOLE   201,423 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 70,322 66,245,000 PRN   SOLE   66,245,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 27,177 25,578,000 PRN   SOLE   25,578,000 0 0
BUNGE LIMITED COM G16962105 17,072 296,640 SH   SOLE   296,640 0 0
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 20,063 7,015,008 SH   SOLE   7,015,008 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 628 1,000,000 PRN   SOLE   1,000,000 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 297 76,423 SH   SOLE   76,423 0 0
CONSTELLIUM SE CL A SHS F21107101 1,380 103,019 SH   SOLE   103,019 0 0
CONTURA ENERGY INC COM 21241B100 14,958 1,652,836 SH   SOLE   1,652,836 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 878 103,136 SH   SOLE   103,136 0 0
DEERE & CO COM 244199105 218 1,257 SH   SOLE   1,257 0 0
DELL TECHNOLOGIES INC CL C 24703L202 136,253 2,651,352 SH   SOLE   2,651,352 0 0
DENBURY RES INC DEL DEBT 6.375%12/3 U2481AAK4 13,798 19,885,000 PRN   SOLE   19,885,000 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 5,350 50,000 SH   SOLE   50,000 0 0
DONNELLEY R R & SONS CO COM 257867200 5,010 1,268,405 SH   SOLE   1,268,405 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 19,973 18,750,000 PRN   SOLE   18,750,000 0 0
ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 18,841 18,250,000 PRN   SOLE   18,250,000 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 843 181,588 SH   SOLE   181,588 0 0
EVERBRIDGE INC COM 29978A104 992 12,700 SH   SOLE   12,700 0 0
GAP INC COM 364760108 419 23,698 SH   SOLE   23,698 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 756 48,593 SH   SOLE   48,593 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 4,196 4,500,000 PRN   SOLE   4,500,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 53,446 2,294,792 SH   SOLE   2,294,792 0 0
HEICO CORP NEW CL A 422806208 23,226 259,426 SH   SOLE   259,426 0 0
HI CRUSH INC PUT 428337959 839 950,000 SH Put SOLE   950,000 0 0
IAC INTERACTIVECORP COM 44919P508 119,688 480,463 SH   SOLE   480,463 0 0
IHEARTMEDIA INC COM CL A 45174J509 1,138 67,350 SH   SOLE   67,350 0 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 49,936 75,848,000 PRN   SOLE   75,848,000 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,138 76,000 SH   SOLE   76,000 0 0
INTERXION HOLDING N.V SHS N47279109 16,246 193,849 SH   SOLE   193,849 0 0
INTL PAPER CO COM 460146103 261 5,672 SH   SOLE   5,672 0 0
INTREXON CORP NOTE 3.500% 7/0 46122TAA0 7,252 12,100,000 PRN   SOLE   12,100,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 3,237 3,325,000 PRN   SOLE   3,325,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 19,986 156,189 SH   SOLE   156,189 0 0
ISTAR INC COM 45031U101 154 10,581 SH   SOLE   10,581 0 0
KROGER CO COM 501044101 359 12,396 SH   SOLE   12,396 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 2,418 3,466,000 PRN   SOLE   3,466,000 0 0
MACYS INC COM 55616P104 354 20,801 SH   SOLE   20,801 0 0
MARATHON PETE CORP COM 56585A102 91,017 1,510,662 SH   SOLE   1,510,662 0 0
MBIA INC COM 55262C100 3,255 350,000 SH   SOLE   350,000 0 0
MCDERMOTT INTL INC PUT 580037953 169 250,000 SH Put SOLE   250,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 41,143 19,125,000 PRN   SOLE   19,125,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 619 215,050 SH   SOLE   215,050 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,933 120,000 SH   SOLE   120,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,801 88,700 SH   SOLE   88,700 0 0
NIO INC DEBT 4.500% 2/0 G6525FAA0 14,909 28,000,000 PRN   SOLE   28,000,000 0 0
NORDSTROM INC COM 655664100 263 6,427 SH   SOLE   6,427 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 17,418 44,095,000 PRN   SOLE   44,095,000 0 0
O-I GLASS INC COM 67098H104 1,571 131,661 SH   SOLE   131,661 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 15,110 19,465,000 PRN   SOLE   19,465,000 0 0
OLIN CORP COM PAR $1 680665205 268 15,535 SH   SOLE   15,535 0 0
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 17,590 4,311,334 SH   SOLE   4,311,334 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 12,739 548,164 SH   SOLE   548,164 0 0
PARKER DRILLING CO COM 701081507 4,507 200,309 SH   SOLE   200,309 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 4,345 5,000,000 PRN   SOLE   5,000,000 0 0
QUDIAN INC DEBT 1.000% 7/0 G7314VAA8 7,764 10,500,000 PRN   SOLE   10,500,000 0 0
QURATE RETAIL INC COM SER A 74915M100 724 85,921 SH   SOLE   85,921 0 0
REALOGY HLDGS CORP COM 75605Y106 318 32,813 SH   SOLE   32,813 0 0
RYANAIR HLDGS PLC SPONSORED ADS 783513203 3,614 41,255 SH   SOLE   41,255 0 0
RYDER SYS INC COM 783549108 580 10,677 SH   SOLE   10,677 0 0
SAEXPLORATION HLDGS INC COM PAR 78636X873 488 160,480 SH   SOLE   160,480 0 0
SANOFI RIGHT 12/31/2020 80105N113 5,984 6,956,279 SH   SOLE   6,956,279 0 0
SCIENTIFIC GAMES CORP COM 80874P109 3,071 114,672 SH   SOLE   114,672 0 0
SPDR GOLD TRUST PUT 78463V957 57,160 400,000 SH Put SOLE   400,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 10,003 70,000 SH   SOLE   70,000 0 0
SPDR S&P 500 ETF TR PUT 78462F953 1,577,114 4,900,000 SH Put SOLE   4,900,000 0 0
TAILORED BRANDS INC COM 87403A107 422 101,906 SH   SOLE   101,906 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 4,021 105,738 SH   SOLE   105,738 0 0
TENNECO INC CL A VTG COM STK 880349105 3,969 303,000 SH   SOLE   303,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 124,574 82,400,000 PRN   SOLE   82,400,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 22,293 17,490,000 PRN   SOLE   17,490,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 40,864 28,893,000 PRN   SOLE   28,893,000 0 0
TESLA INC PUT 88160R951 20,917 50,000 SH Put SOLE   50,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 15,167 16,000,000 PRN   SOLE   16,000,000 0 0
TILRAY INC NOTE 5.000%10/0 88688TAB6 5,928 11,400,000 PRN   SOLE   11,400,000 0 0
UNITED RENTALS INC COM 911363109 361 2,165 SH   SOLE   2,165 0 0
UNITED TECHNOLOGIES CORP COM 913017109 41,838 279,369 SH   SOLE   279,369 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 9,623 1,115,050 SH   SOLE   1,115,050 0 0
VIRGIN GALACTIC HOLDINGS INC *W EXP 11/25/202 92766K114 335 100,000 SH Call SOLE   100,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 2,591 2,500,000 PRN   SOLE   2,500,000 0 0