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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
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hours per response: 23.8
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 20,312 723,382 SH   SOLE 0 723,382 0 0
ALLY FINL INC COM 02005N100 120,090 6,313,903 SH   SOLE 0 6,313,903 0 0
ARCONIC INC COM 03965L100 18,169 979,999 SH   SOLE 0 979,999 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 9,045 300,000 SH   SOLE 0 300,000 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,231 71,000 SH   SOLE 0 71,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 39,006 42,055,000 PRN   SOLE 0 42,055,000 0 0
CANADIAN SOLAR INC COM 136635109 23,386 1,920,085 SH   SOLE 0 1,920,085 0 0
CHENIERE ENERGY INC COM NEW 16411R208 4,660 112,500 SH   SOLE 0 112,500 0 0
EVERI HLDGS INC COM 30034T103 3,423 1,577,577 SH   SOLE 0 1,577,577 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 37,098 39,000,000 PRN   SOLE 0 39,000,000 0 0
HORIZON PHARMA PLC SHS G4617B105 18,840 1,164,414 SH   SOLE 0 1,164,414 0 0
HRG GROUP INC COM 40434J100 40,159 2,580,931 SH   SOLE 0 2,580,931 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 47,158 3,400,000 SH   SOLE 0 3,400,000 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 556 10,000 SH Put SOLE 0 10,000 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 5,950 8,500,000 PRN   SOLE 0 8,500,000 0 0
YAHOO INC COM 984332106 22,413 579,600 SH   SOLE 0 579,600 0 0