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 |
| ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 4,464 | 4,187,000 | PRN | SOLE | 4,187,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 3,237 | 3,586,000 | PRN | SOLE | 3,586,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 3,405 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 3,354 | 3,095,000 | PRN | SOLE | 3,095,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,165 | 1,075,000 | PRN | OTR | 1 | 0 | 1,075,000 | 0 | |
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,111 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CR6 | 460 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 5,944 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 938 | 750,000 | PRN | OTR | 1 | 0 | 750,000 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,688 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 1,165 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 3,341 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 2,165 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INCH5 | NOTE 2.875% 3/1 | 292554AH5 | 998 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,727 | 5,869,000 | PRN | SOLE | 5,869,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 2,939 | 3,400,000 | PRN | SOLE | 3,400,000 | 0 | 0 | ||
| FORUM MERGER CORP | UNIT 06/01/2024 | 34985B202 | 1,006 | 98,100 | SH | SOLE | 98,100 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 2,061 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 809 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 2,612 | 2,795,000 | PRN | SOLE | 2,795,000 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | NOTE 8.000% 5/0 | 521050AD6 | 1,250 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 15,083 | 6,643,000 | PRN | SOLE | 6,643,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 2,271 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 2,622 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| MODERN MEDIA ACQUISITION | UNIT 99/99/9999 | 60765P202 | 624 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 1,219 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 9,002 | 8,235,000 | PRN | SOLE | 8,235,000 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 1,208 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 988 | 650,000 | PRN | SOLE | 650,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 3,531 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 5,905 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 3,101 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 6,448 | 4,519,000 | PRN | SOLE | 4,519,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 501 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 4,288 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 4,570 | 4,743,000 | PRN | SOLE | 4,743,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 939 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 5,072 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 4,079 | 4,299,000 | PRN | SOLE | 4,299,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 614 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 9,308 | 5,520,000 | PRN | SOLE | 5,520,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 6,823 | 6,350,000 | PRN | SOLE | 6,350,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 537 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 2,993 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | UNIT 07/27/2022 | 70957E204 | 884 | 85,600 | SH | SOLE | 85,600 | 0 | 0 | ||