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 | 3,076 | 3,586,000 | PRN | SOLE | 3,586,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 1,208 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 1,179 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 965 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 4,490 | 4,095,000 | PRN | SOLE | 4,095,000 | 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 | |
| APPLE INC | COM | 037833100 | 1,253 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 4,446 | 4,187,000 | PRN | SOLE | 4,187,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 548 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 548 | 10,000 | SH | OTR | 1 | 0 | 10,000 | 0 | |
| BISON CAP ACQUISITION CORP | UNIT 99/99/9999T | G1142P120 | 357 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 5,215 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 1,304 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CR6 | 3,750 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,776 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 3,964 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| DERMIRA INC | NOTE 3.000% 5/1 | 24983LAA2 | 1,108 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,831 | 6,369,000 | PRN | SOLE | 6,369,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 3,406 | 4,075,000 | PRN | SOLE | 4,075,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 1,254 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| FORUM MERGER CORP | UNIT 06/01/2024 | 34985B202 | 924 | 90,700 | SH | SOLE | 90,700 | 0 | 0 | ||
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 4,821 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 3,035 | 3,135,000 | PRN | SOLE | 3,135,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 9,914 | 5,193,000 | PRN | SOLE | 5,193,000 | 0 | 0 | ||
| MODERN MEDIA ACQUISITION | UNIT 99/99/9999 | 60765P202 | 616 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| NANTHEALTH INC | COM | 630104107 | 119 | 28,100 | SH | SOLE | 28,100 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 624 | 600,000 | PRN | SOLE | 600,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 416 | 400,000 | PRN | OTR | 1 | 0 | 400,000 | 0 | |
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 2,152 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 7,257 | 8,075,000 | PRN | SOLE | 8,075,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 5,470 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| SAEXPLORATION HLDGS INC | COM | 78636X204 | 103 | 31,897 | SH | SOLE | 31,897 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 752 | 750,000 | PRN | SOLE | 750,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 752 | 750,000 | PRN | OTR | 1 | 0 | 750,000 | 0 | |
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,172 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 6,903 | 7,299,000 | PRN | SOLE | 7,299,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 5,168 | 4,969,000 | PRN | SOLE | 4,969,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 1,961 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 6,943 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 630 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 4,734 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 1,950 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 1,323 | 1,323,000 | PRN | OTR | 1 | 0 | 1,323,000 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 9,365 | 4,980,000 | PRN | SOLE | 4,980,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 1,956 | 1,040,000 | PRN | OTR | 1 | 0 | 1,040,000 | 0 | |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 5,957 | 5,650,000 | PRN | SOLE | 5,650,000 | 0 | 0 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,742 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||