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 HLDG CORP | COM | 001547108 | 4,008 | 610,000 | SH | SOLE | 610,000 | 0 | 0 | ||
| CALLON PETE CO DEL | COM | 13123X102 | 6,589 | 621,000 | SH | SOLE | 621,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 31,132 | 44,600,000 | PRN | SOLE | 44,600,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 4,627 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
| CONTINENTAL RESOURCES INC | COM | 212015101 | 9,376 | 290,000 | SH | SOLE | 290,000 | 0 | 0 | ||
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | 19,939 | 1,544,440 | SH | SOLE | 1,544,440 | 0 | 0 | ||
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 3,552 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| HC2 HLDGS INC | COM | 404139107 | 4,632 | 787,821 | SH | SOLE | 787,821 | 0 | 0 | ||
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 504 | 40,997 | SH | SOLE | 40,997 | 0 | 0 | ||
| HRG GROUP INC | COM | 40434J100 | 4,709 | 265,867 | SH | SOLE | 265,867 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 18,637 | 27,500,000 | PRN | SOLE | 27,500,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 10,013 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
| LLOYDS BANKING GROUP PLC | DBCV 7.500%12/3 | 539439AG4 | 6,580 | 5,985,000 | PRN | SOLE | 5,985,000 | 0 | 0 | ||
| NII HLDGS INC | COM PAR | 62913F508 | 2,585 | 3,214,915 | SH | SOLE | 3,214,915 | 0 | 0 | ||
| PATTERSON UTI ENERGY INC | COM | 703481101 | 5,159 | 255,528 | SH | SOLE | 255,528 | 0 | 0 | ||
| ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 3,642 | 3,360,000 | PRN | SOLE | 3,360,000 | 0 | 0 | ||
| RYERSON HLDG CORP | COM | 783754104 | 1,980 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| SANCHEZ ENERGY CORP | COM | 79970Y105 | 629 | 87,674 | SH | SOLE | 87,674 | 0 | 0 | ||
| SANDRIDGE ENERGY INC | COM NEW | 80007P869 | 17,847 | 1,036,992 | SH | SOLE | 1,036,992 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 3,687 | 1,460,000 | SH | Put | SOLE | 14,600 | 0 | 0 | |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 4,439 | 139,062 | SH | SOLE | 139,062 | 0 | 0 | ||
| VISTRA ENERGY CORP | COM | 92840M102 | 7,451 | 443,795 | SH | SOLE | 443,795 | 0 | 0 | ||
| WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 765 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 45,106 | 44,500,000 | PRN | SOLE | 44,500,000 | 0 | 0 | ||
| WPX ENERGY INC | COM | 98212B103 | 4,347 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| WXP ENERGY INC | PFD SER A CV | 98212B202 | 3,402 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||