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 |
| ALCOA CORP | COM | 013872106 | 78,381 | 1,681,282 | SH | SOLE | 0 | 1,681,282 | 0 | 0 | |
| ALLY FINL INC | COM | 02005N100 | 102,738 | 4,234,903 | SH | SOLE | 0 | 4,234,903 | 0 | 0 | |
| ARCONIC INC | COM | 03965L100 | 5,562 | 223,566 | SH | SOLE | 0 | 223,566 | 0 | 0 | |
| ARCONIC INC | 5.375% PFD B 1 | 03965L308 | 9,958 | 256,000 | SH | SOLE | 0 | 256,000 | 0 | 0 | |
| BANC OF CALIFORNIA INC | COM | 05990K106 | 1,577 | 76,000 | SH | SOLE | 0 | 76,000 | 0 | 0 | |
| CANADIAN SOLAR INC | NOTE 4.250% 2/1 | 136635AE9 | 20,544 | 21,262,000 | PRN | SOLE | 0 | 21,262,000 | 0 | 0 | |
| CANADIAN SOLAR INC | COM | 136635109 | 32,334 | 1,920,085 | SH | SOLE | 0 | 1,920,085 | 0 | 0 | |
| CAPITAL ONE FINL CORP | COM | 14040H105 | 2,540 | 30,000 | SH | Put | SOLE | 0 | 30,000 | 0 | 0 |
| CARMAX INC | COM | 143130102 | 6,065 | 80,000 | SH | Put | SOLE | 0 | 80,000 | 0 | 0 |
| CENTURY ALUM CO | COM | 156431108 | 2,073 | 125,000 | SH | Put | SOLE | 0 | 125,000 | 0 | 0 |
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 5,067 | 112,500 | SH | SOLE | 0 | 112,500 | 0 | 0 | |
| CISION LTD | *W EXP 06/22/202 | G1992S117 | 1,899 | 64,389,500 | SH | Call | SOLE | 0 | 64,389,500 | 0 | 0 |
| ENSCO PLC | SHS CLASS A | G3157S106 | 4,328 | 725,000 | SH | Put | SOLE | 0 | 725,000 | 0 | 0 |
| EVERI HLDGS INC | COM | 30034T103 | 11,973 | 1,577,577 | SH | SOLE | 0 | 1,577,577 | 0 | 0 | |
| FIFTH THIRD BANCORP | COM | 316773100 | 4,057 | 145,000 | SH | Put | SOLE | 0 | 145,000 | 0 | 0 |
| HOLLYFRONTIER CORP | COM | 436106108 | 3,885 | 108,000 | SH | Put | SOLE | 0 | 108,000 | 0 | 0 |
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 14,450 | 16,000,000 | PRN | SOLE | 0 | 16,000,000 | 0 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 275,096 | 1,856,500 | SH | Put | SOLE | 0 | 1,856,500 | 0 | 0 |
| JA SOLAR HOLDINGS CO LTD | SPON ADR REP5ORD | 466090206 | 11,207 | 1,470,766 | SH | SOLE | 0 | 1,470,766 | 0 | 0 | |
| MARATHON PETE CORP | COM | 56585A102 | 59,164 | 1,055,000 | SH | SOLE | 0 | 1,055,000 | 0 | 0 | |
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 63,545 | 3,550,000 | SH | SOLE | 0 | 3,550,000 | 0 | 0 | |
| MEDICINES CO | COM | 584688105 | 3,222 | 87,001 | SH | SOLE | 0 | 87,001 | 0 | 0 | |
| OCEAN RIG UDW INC | SHS | G66964100 | 83,723 | 3,522,234 | SH | SOLE | 0 | 3,522,234 | 0 | 0 | |
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 3,418 | 23,500 | SH | Put | SOLE | 0 | 23,500 | 0 | 0 |
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 9,027 | 702,500 | SH | Put | SOLE | 0 | 702,500 | 0 | 0 |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 84,288 | 2,472,500 | SH | Put | SOLE | 0 | 2,472,500 | 0 | 0 |
| SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 23,726 | 418,000 | SH | Put | SOLE | 0 | 418,000 | 0 | 0 |
| TRANSDIGM GROUP INC | COM | 893641100 | 2,812 | 11,000 | SH | Put | SOLE | 0 | 11,000 | 0 | 0 |
| TRANSOCEAN LTD | REG SHS | H8817H100 | 5,219 | 485,000 | SH | Put | SOLE | 0 | 485,000 | 0 | 0 |
| VALERO ENERGY CORP NEW | COM | 91913Y100 | 4,693 | 61,000 | SH | Put | SOLE | 0 | 61,000 | 0 | 0 |
| WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 3,604 | 21,200,000 | PRN | SOLE | 0 | 21,200,000 | 0 | 0 | |
| XPO LOGISTICS INC | COM | 983793100 | 45,412 | 670,000 | SH | SOLE | 0 | 670,000 | 0 | 0 | |