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 |
| APPLE INC | COM | 037833100 | 1,008 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 998 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 1,140 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 6,909 | 5,325,000 | PRN | SOLE | 5,325,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,200 | 1,151,000 | PRN | SOLE | 1,151,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 5,173 | 3,850,000 | PRN | SOLE | 3,850,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 401 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 146 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 1,037 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 3,378 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 676 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 4,105 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 2,688 | 2,865,000 | PRN | SOLE | 2,865,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 5,281 | 6,075,000 | PRN | SOLE | 6,075,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 3,542 | 4,075,000 | PRN | SOLE | 4,075,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 1,739 | 2,000,000 | PRN | OTR | 1 | 0 | 2,000,000 | 0 | |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 4,173 | 4,650,000 | PRN | SOLE | 4,650,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 8,155 | 5,693,000 | PRN | SOLE | 5,693,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 2,830 | 3,910,000 | PRN | SOLE | 3,910,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 514 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 7,002 | 8,575,000 | PRN | SOLE | 8,575,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 6,478 | 7,049,000 | PRN | SOLE | 7,049,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,676 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | PUT | 78462F953 | 2 | 150 | SH | Put | SOLE | 150 | 0 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 2,527 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 1,730 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 128 | 123,000 | PRN | SOLE | 123,000 | 0 | 0 | ||
| TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 1,036 | 995,000 | PRN | OTR | 1 | 0 | 995,000 | 0 | |
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 464 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 1,007 | 1,023,000 | PRN | OTR | 1 | 0 | 1,023,000 | 0 | |
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 1,569 | 1,856,000 | PRN | SOLE | 1,856,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 2.750%11/0 | 83416TAA8 | 3,570 | 3,833,000 | PRN | SOLE | 3,833,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 2,640 | 1,730,000 | PRN | SOLE | 1,730,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 2,351 | 1,540,000 | PRN | OTR | 1 | 0 | 1,540,000 | 0 | |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 1,292 | 1,111,000 | PRN | SOLE | 1,111,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,614 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 1,089 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||