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 AIRLINES GROUP ORD (NMS) | COM | 02376R102 | 2,136 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
| AMRS 144A 6.5000% 2019-05-15 | NOTE 6.500% 5/1 | 03236MAC5 | 991 | 1,391,000 | PRN | SOLE | 1,391,000 | 0 | 0 | ||
| BLACKROCK CORPORATE HIGH YIELD CF (NYS) | COM | 09255P107 | 198 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
| BLACKROCK DEBT STRATEGIES CF (NYS) | COM | 09255R103 | 117 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| BLACKSTONE GSO STRATEGIC CREDIT CF (NYS) | COM SHS BEN IN | 09257R101 | 178 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| CENTRAL EURO MEDIA ENTPRIS CL A ORD (NMS) | CL A NEW | G20045202 | 1,234 | 571,293 | SH | SOLE | 571,293 | 0 | 0 | ||
| CREDIT SUISSE HIGH YLD BND F | SH BEN INT | 22544F103 | 148 | 65,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| FIRST TRUST HIGH INCOME LONG SHRT CF (NYS) | COM | 33738E109 | 176 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
| HERBALIFE ORD (NYS) | COM USD SHS | G4412G101 | 5,837 | 107,100 | SH | SOLE | 107,100 | 0 | 0 | ||
| ILLUMINA ORD (NMS) | COM | 452327109 | 1,354 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
| MANAGED HIGH YIELD PLUS CF (NYS) | COM | 561911108 | 68 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
| OCH ZIFF CAPT MANAGEMENT GP CL A ORD (NYS) | CL A | 67551U105 | 3,172 | 363,341 | SH | SOLE | 363,341 | 0 | 0 | ||
| RED HAT ORD (NYS) | COM | 756577102 | 1,121 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
| SPRINGLEAF HOLDINGS ORD (NYS) | COM | 85172J101 | 1,331 | 30,440 | SH | SOLE | 30,440 | 0 | 0 | ||
| THERAVANCE ORD (NMS) | COM | 88338T104 | 220 | 30,574 | SH | SOLE | 30,574 | 0 | 0 | ||
| THRX 2.1250% 2023-01-15 | NOTE 2.125% 1/1 | 88338TAB0 | 9,176 | 13,872,000 | PRN | SOLE | 13,872,000 | 0 | 0 | ||
| TOLL BROTHERS ORD (NYS) | COM | 889478103 | 493 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
| TRAVELPORT WORLDWIDE ORD (NYS) | SHS | G9019D104 | 2,405 | 181,949 | SH | SOLE | 10,000 | 0 | 0 | ||
| UNITED CONTINENTAL HOLDINGS ORD (NYS) | COM | 910047109 | 4,509 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
| WDAY 1.5000% 2020-07-15 | NOTE 1.500% 7/1 | 98138HAD3 | 1,106 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| WESTERN ASSET MANAGED HGH INCOME CF (NYS) | COM | 95766L107 | 144 | 32,279 | SH | SOLE | 32,279 | 0 | 0 | ||
| WESTRN ASST HIGH INCM OPPORTUNITY CF (NYS) | COM | 95766K109 | 161 | 34,352 | SH | SOLE | 34,352 | 0 | 0 | ||
| XPO LOGISTICS ORD (NYS) | COM | 983793100 | 3,813 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||