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 |
| AEGERION PHARMACEUTICALS INC | NOTE 2.000% 8/1 | 00767EAB8 | 1,826 | 2,760,000 | PRN | SOLE | 2,760,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 7,787 | 6,575,000 | PRN | SOLE | 6,575,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.500% 2/0 | 004397AD7 | 1,290 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 2,116 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| BOULDER GROWTH & INCOME FD I | COM | 101507101 | 195 | 23,278 | SH | SOLE | 23,278 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 511 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| COBALT INTL ENERGY INC | NOTE 3.125% 5/1 | 19075FAB2 | 192 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 1,175 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 1,175 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 3,801 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 08/15/2019 | 25746U836 | 1,619 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 08/15/2019 | 25746U836 | 648 | 10,000 | SH | OTR | 1 | 0 | 10,000 | 0 | |
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 2,403 | 2,865,000 | PRN | SOLE | 2,865,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 838 | 871,000 | PRN | SOLE | 871,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 8,035 | 6,075,000 | PRN | SOLE | 6,075,000 | 0 | 0 | ||
| EXELIXIS INC | NOTE 4.250% 8/1 | 30161QAC8 | 1,203 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 2,833 | 2,920,000 | PRN | SOLE | 2,920,000 | 0 | 0 | ||
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 6,335 | 5,650,000 | PRN | SOLE | 5,650,000 | 0 | 0 | ||
| KLR ENERGY ACQUISITION CORP | CL A | 49877M108 | 569 | 56,238 | SH | SOLE | 56,238 | 0 | 0 | ||
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 7,395 | 4,193,000 | PRN | SOLE | 4,193,000 | 0 | 0 | ||
| LINKEDIN CORP | COMCLA | 53578A108 | 1,051 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 1,553 | 1,200,000 | PRN | SOLE | 1,200,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 8,033 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 787 | 768,000 | PRN | SOLE | 768,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 3,883 | 3,256,000 | PRN | SOLE | 3,256,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 4.000% 2/0 | 69329YAF1 | 6,309 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
| SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 5,461 | 6,049,000 | PRN | SOLE | 6,049,000 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,622 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 480 | 480,000 | PRN | SOLE | 480,000 | 0 | 0 | ||
| TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 1,523 | 1,523,000 | PRN | OTR | 1 | 0 | 1,523,000 | 0 | |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 2,170 | 1,640,000 | PRN | SOLE | 1,640,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 661 | 500,000 | PRN | OTR | 1 | 0 | 500,000 | 0 | |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 2,127 | 1,861,000 | PRN | SOLE | 1,861,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 5,532 | 2,415,000 | PRN | SOLE | 2,415,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 2,290 | 1,000,000 | PRN | OTR | 1 | 0 | 1,000,000 | 0 | |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 1,558 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 5,896 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||