The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
ANIP | 3% 12/01/19 | 00182CAA1 | 55,180 | 61,353 | PRN | SOLE | 27,000 | 0 | 34,353 | ||
AKAM | 0% 02/15/19 | 00971TAG6 | 4,543 | 4,645 | PRN | SOLE | 2,000 | 0 | 2,645 | ||
ARI | 5.5% 03/15/19 | 03762UAA3 | 58,992 | 58,480 | PRN | SOLE | 11,100 | 0 | 47,380 | ||
ARCC | 5.125% 06/01/16 | 04010LAD5 | 7,163 | 7,145 | PRN | SOLE | 0 | 0 | 7,145 | ||
ARCC | 4.875% 03/15/17 | 04010LAG8 | 6,867 | 6,770 | PRN | SOLE | 0 | 0 | 6,770 | ||
ARCC | 4.75% 01/15/18 | 04010LAJ2 | 13,938 | 13,783 | PRN | SOLE | 0 | 0 | 13,783 | ||
ARCC | 4.375% 01/15/19 | 04010LAM5 | 2,368 | 2,347 | PRN | SOLE | 0 | 0 | 2,347 | ||
AAWW | 2.25% 06/01/22 | 049164BH8 | 60,583 | 70,599 | PRN | SOLE | 30,400 | 0 | 40,199 | ||
BGCP | 4.5% 07/15/16 | 05541TAD3 | 16,073 | 15,662 | PRN | SOLE | 2,000 | 0 | 13,662 | ||
BKCC | 5.5% 02/15/18 | 092533AB4 | 25,788 | 25,454 | PRN | SOLE | 1,000 | 0 | 24,454 | ||
BXMT | 5.25% 12/01/18 | 09257WAA8 | 56,426 | 53,932 | PRN | SOLE | 11,200 | 0 | 42,732 | ||
BSFT | 1.5% 07/01/18 | 11133BAB8 | 23,854 | 21,017 | PRN | SOLE | 1,000 | 0 | 20,017 | ||
BRCD | 1.375% 01/01/20 | 111621AQ1 | 9,128 | 9,168 | PRN | SOLE | 8,500 | 0 | 668 | ||
CSV | 2.75% 03/15/21 | 143905AM9 | 1,829 | 1,662 | PRN | SOLE | 1,000 | 0 | 662 | ||
GTLS | 2% 08/01/18 | 16115QAC4 | 14,337 | 16,053 | PRN | SOLE | 2,102 | 0 | 13,951 | ||
CLNY | 3.875% 01/15/21 | 19624RAB2 | 66,050 | 73,440 | PRN | SOLE | 23,228 | 0 | 50,212 | ||
ECHO | 2.5% 05/01/20 | 27875TAA9 | 69,876 | 69,056 | PRN | SOLE | 24,006 | 0 | 45,050 | ||
EFII | 0.75% 09/01/19 | 286082AC6 | 28,037 | 26,894 | PRN | SOLE | 20,500 | 0 | 6,394 | ||
EBS | 2.875% 01/15/21 | 29089QAB1 | 24,766 | 19,005 | PRN | SOLE | 13,000 | 0 | 6,005 | ||
ECPG | 3% 07/01/20 | 292554AF9 | 2,903 | 3,767 | PRN | SOLE | 0 | 0 | 3,767 | ||
ECPG | 2.875% 03/15/21 | 292554AH5 | 9,438 | 13,629 | PRN | SOLE | 7,000 | 0 | 6,629 | ||
ENV | 1.75% 12/15/19 | 29404KAA4 | 2,035 | 2,354 | PRN | SOLE | 0 | 0 | 2,354 | ||
FNSR | 0.5% 12/15/33 | 31787AAM3 | 24,854 | 25,426 | PRN | SOLE | 15,500 | 0 | 9,926 | ||
FOR | 3.75% 03/01/20 | 346232AB7 | 32,555 | 37,581 | PRN | SOLE | 13,052 | 0 | 24,529 | ||
GS/AAPL | 0% 01/24/20 | 38141GMG6 | 28,917 | 24,098 | PRN | SOLE | 0 | 0 | 24,098 | ||
GS/GOOG | 0% 02/19/21 | 38147QLX2 | 16,099 | 14,654 | PRN | SOLE | 2,900 | 0 | 11,754 | ||
GS/KSU | 0% 02/16/21 | 38147QMF0 | 10,374 | 11,287 | PRN | SOLE | 0 | 0 | 11,287 | ||
GBX | 3.5% 04/01/18 | 393657AH4 | 9,328 | 8,738 | PRN | SOLE | 1,000 | 0 | 7,738 | ||
HCI | 3.875% 03/15/19 | 40416EAB9 | 2,884 | 3,334 | PRN | SOLE | 2,500 | 0 | 834 | ||
HLX | 3.25% 03/15/32 | 42330PAG2 | 21,699 | 27,381 | PRN | SOLE | 10,506 | 0 | 16,875 | ||
HOS | 1.5% 09/01/19 | 440543AN6 | 31,499 | 52,226 | PRN | SOLE | 15,570 | 0 | 36,656 | ||
HURN | 1.25% 10/01/19 | 447462AB8 | 9,859 | 10,092 | PRN | SOLE | 3,000 | 0 | 7,092 | ||
ICON | 1.5% 03/15/18 | 451055AF4 | 12,056 | 17,473 | PRN | SOLE | 14,600 | 0 | 2,873 | ||
JAZZ | 1.875% 08/15/21 | 472145AB7 | 30,041 | 29,095 | PRN | SOLE | 25,000 | 0 | 4,095 | ||
JCOM | 3.25% 06/15/29 | 48123VAC6 | 19,393 | 17,874 | PRN | SOLE | 0 | 0 | 17,874 | ||
KBH | 1.375% 02/01/19 | 48666KAS8 | 16,412 | 17,695 | PRN | SOLE | 13,800 | 0 | 3,895 | ||
LGIH | 4.25% 11/15/19 | 50187TAB2 | 37,995 | 30,125 | PRN | SOLE | 24,700 | 0 | 5,425 | ||
LNKD | 0.5% 11/01/19 | 53578AAB4 | 19,074 | 20,946 | PRN | SOLE | 15,500 | 0 | 5,446 | ||
MHO | 3% 03/01/18 | 55292PAB1 | 42,177 | 43,425 | PRN | SOLE | 20,021 | 0 | 23,404 | ||
MDSO | 1% 08/01/18 | 58471AAB1 | 1,631 | 1,600 | PRN | SOLE | 1,000 | 0 | 600 | ||
MTH | 1.875% 09/15/32 | 59001AAR3 | 40,236 | 40,387 | PRN | SOLE | 13,396 | 0 | 26,991 | ||
NHI | 3.25% 04/01/21 | 63633DAE4 | 28,344 | 27,485 | PRN | SOLE | 1,000 | 0 | 26,485 | ||
NMFC | 5% 06/15/19 | 647551AB6 | 17,406 | 17,898 | PRN | SOLE | 6,300 | 0 | 11,598 | ||
NR | 4% 10/01/17 | 651718AC2 | 10,550 | 12,118 | PRN | SOLE | 5,300 | 0 | 6,818 | ||
ON | 2.625% 12/15/26 | 682189AH8 | 3,580 | 3,311 | PRN | SOLE | 0 | 0 | 3,311 | ||
PMT | 5.375% 05/01/20 | 70932AAB9 | 54,347 | 60,218 | PRN | SOLE | 18,366 | 0 | 41,852 | ||
PLAB | 3.25% 04/01/19 | 719405AK8 | 10,814 | 9,121 | PRN | SOLE | 0 | 0 | 9,121 | ||
PRAA | 3% 08/01/20 | 73640QAB1 | 26,959 | 33,620 | PRN | SOLE | 13,500 | 0 | 20,120 | ||
PROSHARES TR | ULTPRO SHT RUSS | 74348A335 | 506 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
PROSHARES TR | ULTRAPRO SH NW14 | 74348A418 | 1,002 | 54,217 | SH | SOLE | 54,217 | 0 | 0 | ||
PROSHARES TR | ULTRAPRO SHORT S | 74348A442 | 1,053 | 36,311 | SH | SOLE | 36,311 | 0 | 0 | ||
PSEC | 5.875% 01/15/19 | 74348TAM4 | 1,772 | 1,894 | PRN | SOLE | 1,815 | 0 | 79 | ||
PSEC | 4.75% 04/15/20 | 74348TAQ5 | 1,892 | 2,148 | PRN | SOLE | 0 | 0 | 2,148 | ||
RWT | 5.625% 11/15/19 | 749772AB5 | 25,853 | 28,429 | PRN | SOLE | 23,100 | 0 | 5,329 | ||
RWT | 4.625% 04/15/18 | 758075AB1 | 41,565 | 44,395 | PRN | SOLE | 1,500 | 0 | 42,895 | ||
REGI | 2.75% 06/15/19 | 75972AAA1 | 36,187 | 41,416 | PRN | SOLE | 14,932 | 0 | 26,484 | ||
RSO | 6% 12/01/18 | 76120WAA2 | 26,472 | 28,696 | PRN | SOLE | 4,000 | 0 | 24,696 | ||
RSO | 8% 01/15/20 | 76120WAB0 | 30,607 | 32,028 | PRN | SOLE | 21,300 | 0 | 10,728 | ||
CAA | 0.25% 06/01/19 | 783764AS2 | 20,884 | 23,465 | PRN | SOLE | 500 | 0 | 22,965 | ||
SNDK | 0.5% 10/15/20 | 80004CAF8 | 24,318 | 23,425 | PRN | SOLE | 0 | 0 | 23,425 | ||
CKH | 3% 11/15/28 | 81170YAB5 | 36,183 | 46,688 | PRN | SOLE | 19,968 | 0 | 26,720 | ||
SPWR | 0.875% 06/01/21 | 867652AJ8 | 7,326 | 9,392 | PRN | SOLE | 3,000 | 0 | 6,392 | ||
SNCR | 0.75% 08/15/19 | 87157BAA1 | 22,954 | 23,694 | PRN | SOLE | 18,000 | 0 | 5,694 | ||
TCPC | 5.25% 12/15/19 | 87238QAB9 | 6,849 | 6,967 | PRN | SOLE | 2,500 | 0 | 4,467 | ||
TICC | 7.5% 11/01/17 | 87244TAB5 | 25,097 | 25,724 | PRN | SOLE | 1,918 | 0 | 23,806 | ||
TSLX | 4.5% 12/15/19 | 87265KAB8 | 3,633 | 3,670 | PRN | SOLE | 500 | 0 | 3,170 | ||
TTMI | 1.75% 12/15/20 | 87305RAD1 | 67,229 | 75,063 | PRN | SOLE | 27,930 | 0 | 47,133 | ||
TOL | 0.5% 09/15/32 | 88947EAM2 | 13,846 | 14,201 | PRN | SOLE | 11,000 | 0 | 3,201 | ||
TRN | 4% 04/01/45 | 89643QAB4 | 17,932 | 20,050 | PRN | SOLE | 16,400 | 0 | 3,650 | ||
UBS/GOOG | 0% 02/15/21 | 90270KAW9 | 40,218 | 37,735 | PRN | SOLE | 15,250 | 0 | 22,485 | ||
VRNT | 1.5% 06/01/21 | 92343XAA8 | 43,108 | 48,675 | PRN | SOLE | 18,154 | 0 | 30,521 | ||
WF/AAPL | 0% 01/24/20 | 94986RPJ4 | 11,529 | 9,822 | PRN | SOLE | 8,028 | 0 | 1,794 | ||
WF/INTC | 0% 06/05/20 | 94986RQF1 | 39,372 | 34,216 | PRN | SOLE | 10,000 | 0 | 24,216 | ||
WF/IP | 0% 06/10/20 | 94986RQH7 | 32,779 | 35,227 | PRN | SOLE | 10,500 | 0 | 24,727 | ||
WF/AAPL | 0% 01/24/20 | 94986RQJ3 | 2,259 | 1,933 | PRN | SOLE | 0 | 0 | 1,933 | ||
YHOO | 0% 12/01/18 | 984332AF3 | 1,616 | 1,627 | PRN | SOLE | 1,000 | 0 | 627 |