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 |
| BARCLAYS BANK PLC | SP ADR 7.1%PF3 | 06739H776 | 1,131 | 44,582 | SH | OTR | 2 | 44,582 | 0 | 0 | |
| FITBIT INC | CL A | 33812L102 | 2,480 | 338,839 | SH | SOLE | 338,839 | 0 | 0 | ||
| GLOBALSTAR INC | COM | 378973408 | 6,564 | 4,154,400 | SH | SOLE | 4,154,400 | 0 | 0 | ||
| HSBC HLDGS PLC | NOTE 6.875%12/3 | 404280BC2 | 5,275 | 5,000,000 | PRN | OTR | 3 | 5,000,000 | 0 | 0 | |
| HSBC HLDGS PLC | NOTE 6.875%12/3 | 404280BC2 | 5,866 | 5,560,000 | PRN | OTR | 2 | 5,560,000 | 0 | 0 | |
| ING GROEP N V | DBCV 6.500%12/3 | 456837AF0 | 5,187 | 5,405,000 | PRN | OTR | 2 | 5,405,000 | 0 | 0 | |
| LLOYDS BANKING GROUP PLC | SDCV 7.500%12/3 | 539439AG4 | 1,030 | 1,000,000 | PRN | OTR | 3 | 1,000,000 | 0 | 0 | |
| QUALCOMM INC | COM | 747525103 | 54,211 | 831,453 | SH | SOLE | 831,453 | 0 | 0 | ||
| QUANTENNA COMMUNICATIONS, INC. | COM | 74766D100 | 8,143 | 449,155 | SH | SOLE | 449,155 | 0 | 0 | ||
| ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 2,040 | 2,000,000 | PRN | OTR | 3 | 2,000,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 1,895 | 2,000,000 | PRN | OTR | 3 | 2,000,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 2,394 | 2,500,000 | PRN | OTR | 2 | 2,500,000 | 0 | 0 | |