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 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 2,547 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 1,250 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 1,221 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 3,637 | 3,325,000 | PRN | SOLE | 3,325,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 1,263 | 850,000 | PRN | SOLE | 850,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 5,041 | 4,595,000 | PRN | SOLE | 4,595,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,179 | 1,075,000 | PRN | OTR | 1 | 0 | 1,075,000 | 0 | |
| ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 1,579 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 5,218 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 1,305 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CR6 | 4,153 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 340 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 119 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| CONVERGYS CORP | SDCV 5.750% 9/1 | 212485AE6 | 2,972 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 3,883 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 1,884 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,683 | 3,865,000 | PRN | SOLE | 3,865,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 4,023 | 4,075,000 | PRN | SOLE | 4,075,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 1,481 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 2,005 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 2,804 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 2,903 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| KLR ENERGY ACQUISITION CORP | CL A | 49877M108 | 724 | 70,138 | SH | SOLE | 70,138 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 9,386 | 5,693,000 | PRN | SOLE | 5,693,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 806 | 779,000 | PRN | SOLE | 779,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 30 | 29,000 | PRN | OTR | 1 | 0 | 29,000 | 0 | |
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 7,546 | 8,575,000 | PRN | SOLE | 8,575,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 2,999 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,768 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 763 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 763 | 750,000 | PRN | OTR | 1 | 0 | 750,000 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 2,208 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 6,425 | 7,189,000 | PRN | SOLE | 7,189,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 4,564 | 4,469,000 | PRN | SOLE | 4,469,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 8,799 | 4,980,000 | PRN | SOLE | 4,980,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 1,838 | 1,040,000 | PRN | OTR | 1 | 0 | 1,040,000 | 0 | |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 5,892 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 519 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 3,180 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 2,960 | 2,975,000 | PRN | SOLE | 2,975,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 1,316 | 1,323,000 | PRN | OTR | 1 | 0 | 1,323,000 | 0 | |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 1,795 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 2,061 | 1,817,000 | PRN | SOLE | 1,817,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,698 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 2,554 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |