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 | 3,904 | 4,586,000 | PRN | SOLE | 4,586,000 | 0 | 0 | ||
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 1,216 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 4,540 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | 5.500% 3/1 | 03762UAA3 | 3,393 | 3,095,000 | PRN | SOLE | 3,095,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | 5.500% 3/1 | 03762UAA3 | 1,178 | 1,075,000 | PRN | OTR | 1 | 0 | 1,075,000 | 0 | |
| ARBOR RLTY TR INC | NOTE 6.500%10/0 | 038923AA6 | 6,163 | 5,687,000 | PRN | SOLE | 5,687,000 | 0 | 0 | ||
| BLACK RIDGE ACQUISITION CORP | UNIT 10/05/2022 | 09216T206 | 1,419 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 5,128 | 2,645,000 | PRN | SOLE | 2,645,000 | 0 | 0 | ||
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 1,939 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 5,923 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 1,342 | 1,076,000 | PRN | OTR | 1 | 0 | 1,076,000 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,270 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 4,633 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,201 | 2,869,000 | PRN | SOLE | 2,869,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 3,544 | 3,900,000 | PRN | SOLE | 3,900,000 | 0 | 0 | ||
| FORUM MERGER CORP | UNIT 06/01/2024 | 34985B202 | 1,069 | 98,100 | SH | SOLE | 98,100 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 5.625%12/0 | 38741LAB3 | 2,491 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 1,896 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 463 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 5,494 | 6,243,000 | PRN | SOLE | 6,243,000 | 0 | 0 | ||
| INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 804 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
| INVACARE CORP | NOTE 5.000% 2/1 | 461203AF8 | 1,237 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 1,000 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| KEYW HLDG CORP | NOTE 2.500% 7/1 | 493723AA8 | 732 | 795,000 | PRN | SOLE | 795,000 | 0 | 0 | ||
| LAYNE CHRISTENSEN CO | NOTE 8.000% 5/0 | 521050AD6 | 1,244 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 24,874 | 7,143,000 | PRN | SOLE | 7,143,000 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 3,482 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| M/I HOMES INC | NOTE 3.000% 3/0 | 55292PAB1 | 3,800 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 2,558 | 1,500,000 | PRN | OTR | 1 | 0 | 1,500,000 | 0 | |
| MODERN MEDIA ACQUISITION | UNIT 99/99/9999 | 60765P202 | 631 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 1,674 | 1,625,000 | PRN | OTR | 1 | 0 | 1,625,000 | 0 | |
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 1,778 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 8,495 | 8,735,000 | PRN | SOLE | 8,735,000 | 0 | 0 | ||
| PENSARE ACQUISITION CORP | UNIT 07/27/2022 | 70957E204 | 744 | 72,100 | SH | SOLE | 72,100 | 0 | 0 | ||
| PTC THERAPEUTICS INC | NOTE 3.000% 8/1 | 69366JAB7 | 1,556 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 2,372 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 922 | 877,000 | PRN | SOLE | 877,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 6,406 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 2,219 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
| SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 3,998 | 4,299,000 | PRN | SOLE | 4,299,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | NOTE 3.250%12/1 | 864909AB2 | 4,871 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| TELADOC INC | NOTE 3.000%12/1 | 87918AAA3 | 2,814 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 4,869 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 582 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 3,842 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 6,899 | 4,020,000 | PRN | SOLE | 4,020,000 | 0 | 0 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 1,840 | 1,660,000 | PRN | SOLE | 1,660,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 7,180 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 532 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
| WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 144 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||