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 |
| ISHARES | MSCI BRZ CAP ETF | 464286400 | 199,656 | 7,591,500 | SH | Put | SOLE | 7,591,500 | 0 | 0 | |
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 75,405 | 13,635,623 | SH | SOLE | 13,635,623 | 0 | 0 | ||
| PEABODY ENERGY CORP | SDCV 4.750%12/1 | 704549AG9 | 453 | 80,452,000 | PRN | SOLE | 80,452,000 | 0 | 0 | ||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 173,213 | 1,472,400 | SH | Call | SOLE | 0 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 228,990 | 1,114,200 | SH | Put | SOLE | 1,114,200 | 0 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 2.500% 5/1 | 165167BZ9 | 1 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167CB1 | 0 | 1,000 | PRN | SOLE | 1,000 | 0 | 0 | ||