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 |
| CHESAPEAKE ENERGY CORP | NOTE 2.250%12/1 | 165167CB1 | 10,850 | 14,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 567 | 600,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ISTAR FINL INC | NOTE 3.000%11/1 | 45031UBR1 | 1,059 | 1,050,000 | PRN | SOLE | 0 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 33,281 | 33,660,000 | PRN | SOLE | 0 | 0 | 0 | ||
| WHITING PETE CORP NEW | NOTE 1.250% 4/0 | 966387AL6 | 25,043 | 31,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
| ALLY FINL INC | COM | 02005N100 | 31,327 | 1,835,200 | SH | SOLE | 1,835,200 | 0 | 0 | ||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 4,147 | 146,485 | SH | SOLE | 146,485 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 9,600 | 181,500 | SH | SOLE | 181,500 | 0 | 0 | ||
| ATLANTICA YIELD PLC | SHS | G0751N103 | 18,311 | 985,535 | SH | SOLE | 985,535 | 0 | 0 | ||
| CF INDS HLDGS INC | COM | 125269100 | 51,483 | 2,136,211 | SH | SOLE | 2,136,211 | 0 | 0 | ||
| DANA HLDG CORP | COM | 235825205 | 9,051 | 857,086 | SH | SOLE | 857,086 | 0 | 0 | ||
| DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 3,811 | 60,876 | SH | SOLE | 60,876 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 7,080 | 194,356 | SH | SOLE | 194,356 | 0 | 0 | ||
| GENWORTH FINL INC | COM CL A | 37247D106 | 1,097 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
| ISTAR FINL INC | COM | 45031U101 | 4,593 | 478,933 | SH | SOLE | 478,933 | 0 | 0 | ||
| LUXFER HLDGS PLC | SPONSORED ADR | 550678106 | 5,828 | 484,451 | SH | SOLE | 484,451 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 4,651 | 848,647 | SH | SOLE | 848,647 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 7,494 | 191,128 | SH | SOLE | 191,128 | 0 | 0 | ||
| STEALTHGAS INC | SHS | Y81669106 | 9,271 | 2,452,531 | SH | SOLE | 2,452,531 | 0 | 0 | ||
| TRIBUNE MEDIA CO | CL A | 896047503 | 872 | 22,250 | SH | SOLE | 22,250 | 0 | 0 | ||
| UNITED CONTL HLDGS INC | COM | 910047109 | 4,628 | 112,768 | SH | SOLE | 112,768 | 0 | 0 | ||
| VEREIT INC | COM | 92339V100 | 69,196 | 6,824,090 | SH | SOLE | 6,824,090 | 0 | 0 | ||
| WHITING PETE CORP NEW | COM | 966387102 | 196 | 21,120 | SH | SOLE | 21,120 | 0 | 0 | ||
| YPF SOCIEDAD ANONIMA | SPON ADR CL D | 984245100 | 1,003 | 52,250 | SH | SOLE | 52,250 | 0 | 0 | ||