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
AK STL CORP NOTE 5.000%11/1 001546AP5 16,414 14,136,000 PRN   SOLE   14,136,000 0 0
ARVINMERITOR INC FRNT 4.000% 2/1 043353AH4 4,641 4,500,000 PRN   SOLE   4,500,000 0 0
AVIS BUDGET GROUP COM 053774105 992 30,860 SH   SOLE   30,860 0 0
BAUSCH HEALTH COS INC COM 071734107 1,540 60,000 SH   SOLE   60,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 10,558 10,660,000 PRN   SOLE   10,660,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BR3 6,564 6,500,000 PRN   SOLE   6,500,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 3,265 3,231,000 PRN   SOLE   3,231,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 156700106 770 36,300 SH   SOLE   36,300 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 906 261,844 SH   SOLE   261,844 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 487 75,000 SH   SOLE   75,000 0 0
GNC HLDGS INC COM CL A 36191G107 9,190 2,219,926 SH   SOLE   2,219,926 0 0
GNC HLDGS INC NOTE 1.500% 8/1 36191GAB3 5,425 7,000,000 PRN   SOLE   7,000,000 0 0
GOGO INC COM 38046C109 2,465 475,000 SH   SOLE   475,000 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 2,826 3,000,000 PRN   SOLE   3,000,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 13,032 10,000,000 PRN   SOLE   10,000,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 693 42,429 SH   SOLE   42,429 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 16,252 16,000,000 PRN   SOLE   16,000,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 7,632 7,882,000 PRN   SOLE   7,882,000 0 0
PENNEY J C INC COM 708160106 547 329,358 SH   SOLE   329,358 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 74348T102 296 40,340 SH   SOLE   40,340 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 5,680 5,624,000 PRN   SOLE   5,624,000 0 0
RENT A CTR INC NEW COM 76009N100 1,178 81,934 SH   SOLE   81,934 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 11,765 9,500,000 PRN   SOLE   9,500,000 0 0
RESTORATION HARDWARE HLDGS I NOTE 6/1 761283AD2 13,933 11,500,000 PRN   SOLE   11,500,000 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 2,466 2,500,000 PRN   SOLE   2,500,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 17,352 18,099,000 PRN   SOLE   18,099,000 0 0
TWITTER INC COM 90184L102 427 15,000 SH   SOLE   15,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 15,532 16,000,000 PRN   SOLE   16,000,000 0 0
TWITTER INC NOTE 0.250% 9/1 947075AH0 7,554 8,000,000 PRN   SOLE   8,000,000 0 0
WHITING PETE CORP NEW COM NEW 966387409 1,090 20,550 SH   SOLE   20,550 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 966387AL6 2,582 2,685,000 PRN   SOLE   2,685,000 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 618 40,000 SH   SOLE   40,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 15,176 15,264,000 PRN   SOLE   15,264,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 546 10,000 SH   SOLE   10,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 543 200,221 SH   SOLE   200,221 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,210 41,297 SH   SOLE   41,297 0 0
VALEANT PHARMACEUTICALS INTL COM 054303102 1,394 633,600 SH Call SOLE   633,600 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,090 168,000 SH Call SOLE   168,000 0 0
GNC HLDGS INC COM CL A 36191G107 388 93,800 SH Call SOLE   93,800 0 0
GAMESTOP CORP NEW CL A 36467W109 4,581 300,000 SH Call SOLE   300,000 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 5,833 18,500 SH Call SOLE   18,500 0 0
PENNEY J C INC COM 708160106 249 150,000 SH Call SOLE   150,000 0 0
BAUSCH HEALTH COS INC COM 071734107 45,179 1,760,000 SH Put SOLE   1,760,000 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 12,463 339,200 SH Put SOLE   339,200 0 0
CANADIAN SOLAR INC COM 136635109 28,176 1,217,200 SH Put SOLE   1,217,200 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 17,214 2,445,200 SH Put SOLE   2,445,200 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 156700106 19,171 904,300 SH Put SOLE   904,300 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,116 611,500 SH Put SOLE   611,500 0 0
DISH NETWORK CORP CL A 25470M109 10,084 282,000 SH Put SOLE   282,000 0 0
GNC HLDGS INC COM CL A 36191G107 16,215 3,916,600 SH Put SOLE   3,916,600 0 0
GAMESTOP CORP NEW CL A 36467W109 10,829 709,200 SH Put SOLE   709,200 0 0
GOGO INC COM 38046C109 8,431 1,624,500 SH Put SOLE   1,624,500 0 0
GRANITE CONSTR INC COM 387328107 2,591 56,700 SH Put SOLE   56,700 0 0
MATTEL INC COM 577081102 707 45,000 SH Put SOLE   45,000 0 0
MADISON SQUARE GARDEN CO NEW CL A 63934E108 37,595 976,500 SH Put SOLE   976,500 0 0
OCWEN FINL CORP COM NEW 675746309 583 148,000 SH Put SOLE   148,000 0 0
PANDORA MEDIA INC COM 698354107 15,962 1,678,400 SH Put SOLE   1,678,400 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 74348T102 13,413 1,829,900 SH Put SOLE   1,829,900 0 0
RENT A CTR INC NEW COM 76009N100 8,309 577,800 SH Put SOLE   577,800 0 0
RH COM 74967X103 133,958 1,022,500 SH Put SOLE   1,022,500 0 0
SUNPOWER CORP COM 867652406 239 32,800 SH Put SOLE   32,800 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,919 127,600 SH Put SOLE   127,600 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 6,483 227,800 SH Put SOLE   227,800 0 0
TESLA INC COM 88160R101 61,300 231,520 SH Put SOLE   231,520 0 0
TWITTER INC COM 90184L102 21,345 750,000 SH Put SOLE   750,000 0 0
UNITED STATES STL CORP NEW COM 912909108 783 25,700 SH Put SOLE   25,700 0 0
TWITTER INC COM 91325V108 15,413 764,900 SH Put SOLE   764,900 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 118,877 1,651,300 SH Put SOLE   1,651,300 0 0
WHITING PETE CORP NEW COM NEW 966387409 10,428 196,600 SH Put SOLE   196,600 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 22,094 1,430,000 SH Put SOLE   1,430,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 107,889 1,977,800 SH Put SOLE   1,977,800 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 24,330 830,100 SH Put SOLE   830,100 0 0
YANDEX N V SHS CLASS A N97284108 50,980 1,550,000 SH Put SOLE   1,550,000 0 0
TEEKAY CORPORATION COM Y8564W103 481 71,400 SH Put SOLE   71,400 0 0