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 |
| AMERICAN CAP LTD | COM | 02503Y103 | 871 | 55,000 | SH | SOLE | N/A | 55,000 | 0 | 0 | |
| AMERICAN CAP MTG INVT CORP | COM | 02504A104 | 868 | 55,000 | SH | SOLE | N/A | 55,000 | 0 | 0 | |
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,624 | 1,600,000 | SH | SOLE | N/A | 1,600,000 | 0 | 0 | |
| APOLLO RESIDENTIAL MTG INC | COM | 03763V102 | 3,953 | 295,000 | SH | SOLE | N/A | 295,000 | 0 | 0 | |
| ARDMORE SHIPPING CORP | COM | Y0207T100 | 287 | 42,347 | SH | SOLE | N/A | 42,347 | 0 | 0 | |
| ASSURED GUARANTY LTD | COM | G0585R106 | 1,142 | 45,000 | SH | Call | SOLE | N/A | 45,000 | 0 | 0 |
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 1,185 | 30,500 | SH | SOLE | N/A | 30,500 | 0 | 0 | |
| C&J ENERGY SVCS LTD | SHS | G3164Q101 | 2,040 | 3,000,000 | SH | SOLE | N/A | 3,000,000 | 0 | 0 | |
| CALPINE CORP | COM NEW | 131347304 | 1,033 | 70,000 | SH | SOLE | N/A | 70,000 | 0 | 0 | |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,368 | 65,000 | SH | SOLE | N/A | 65,000 | 0 | 0 | |
| ENVISION HEALTHCARE HLDGS IN | COM | 29413U103 | 279 | 11,000 | SH | SOLE | N/A | 11,000 | 0 | 0 | |
| HELMERICH & PAYNE INC | COM | 423452101 | 1,510 | 22,500 | SH | Put | SOLE | N/A | 22,500 | 0 | 0 |
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 2,395 | 70,000 | SH | Call | SOLE | N/A | 70,000 | 0 | 0 |
| MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,185 | 16,000 | SH | SOLE | N/A | 16,000 | 0 | 0 | |
| NORTHSTAR ASSET MGMT GROUP I | COM | 66705Y104 | 1,908 | 186,914 | SH | SOLE | N/A | 186,914 | 0 | 0 | |
| PARSLEY ENERGY INC | CL A | 701877102 | 622 | 23,000 | SH | SOLE | N/A | 23,000 | 0 | 0 | |
| PIONEER NAT RES CO | COM | 723787107 | 378 | 2,500 | SH | SOLE | N/A | 2,500 | 0 | 0 | |
| SERVICE CORP INTL | COM | 817565104 | 1,244 | 46,000 | SH | SOLE | N/A | 46,000 | 0 | 0 | |
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 780 | 1,000,000 | SH | SOLE | N/A | 1,000,000 | 0 | 0 | |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 1,566 | 45,000 | SH | SOLE | N/A | 45,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 2,084 | 2,000,000 | SH | SOLE | N/A | 2,000,000 | 0 | 0 | |
| STEEL DYNAMICS INC | COM | 858119100 | 1,299 | 53,000 | SH | SOLE | N/A | 53,000 | 0 | 0 | |
| SWIFT TRANSN CO | CL A | 87074U101 | 771 | 50,000 | SH | SOLE | N/A | 50,000 | 0 | 0 | |
| XPO LOGISTICS INC | COM | 983793100 | 709 | 27,000 | SH | SOLE | N/A | 27,000 | 0 | 0 | |