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 |
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 544 | 600,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ISTAR FINL INC | NOTE 3.000%11/1 | 45031UBR1 | 1,066 | 1,050,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 34,297 | 33,660,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 14,990 | 18,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WHITING PETE CORP NEW | DBCV 1.250% 6/0 | 966387AU6 | 36,699 | 38,630,800 | PRN | SOLE | 0 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 35,731 | 1,835,200 | SH | SOLE | 1,835,200 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 5,085 | 138,892 | SH | SOLE | 138,892 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 10,770 | 181,500 | SH | SOLE | 181,500 | 0 | 0 | ||
| ATLANTICA YIELD PLC | SHS | G0751N103 | 18,735 | 985,535 | SH | SOLE | 985,535 | 0 | 0 | ||
| CF INDS HLDGS INC | COM | 125269100 | 59,503 | 2,443,651 | SH | SOLE | 2,443,651 | 0 | 0 | ||
| DANA HLDG CORP | COM | 235825205 | 13,362 | 857,086 | SH | SOLE | 857,086 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 4,342 | 60,876 | SH | SOLE | 60,876 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 6,573 | 167,003 | SH | SOLE | 167,003 | 0 | 0 | ||
| GENWORTH FINL INC | COM CL A | 37247D106 | 2,108 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
| ISTAR FINL INC | COM | 45031U101 | 5,139 | 478,933 | SH | SOLE | 478,933 | 0 | 0 | ||
| LUXFER HLDGS PLC | SPONSORED ADR | 550678106 | 5,615 | 484,451 | SH | SOLE | 484,451 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 6,467 | 848,647 | SH | SOLE | 848,647 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 8,436 | 216,931 | SH | SOLE | 216,931 | 0 | 0 | ||
| STEALTHGAS INC | SHS | Y81669106 | 8,486 | 2,452,531 | SH | SOLE | 2,452,531 | 0 | 0 | ||
| TRIBUNE MEDIA CO | CL A | 896047503 | 813 | 22,250 | SH | SOLE | 22,250 | 0 | 0 | ||
| UNITED CONTL HLDGS INC | COM | 910047109 | 5,315 | 101,289 | SH | SOLE | 101,289 | 0 | 0 | ||
| VEREIT INC | COM | 92339V100 | 70,766 | 6,824,090 | SH | SOLE | 6,824,090 | 0 | 0 | ||
| WHITING PETE CORP NEW | COM | 966387102 | 185 | 21,120 | SH | SOLE | 21,120 | 0 | 0 | ||
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 952 | 52,250 | SH | SOLE | 52,250 | 0 | 0 | ||