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 |
1347 CAP CORP | COM | 68245V103 | 240 | 24,318 | SH | | SOLE | | 24,318 | 0 | 0 |
1347 CAP CORP | RIGHT 07/21/2016 | 68245V111 | 2 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
1347 CAP CORP | UNIT 07/18/2016 | 68245V202 | 865 | 85,000 | SH | | SOLE | | 85,000 | 0 | 0 |
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 3,910 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
51JOB INC | SP ADR REP COM | 316827104 | 60 | 2,034 | SH | | SOLE | | 2,034 | 0 | 0 |
ABILITY INC | *W EXP 12/17/201 | G8789K116 | 39 | 27,655 | SH | | SOLE | | 27,655 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 5,243 | 4,550,000 | PRN | | SOLE | | 4,550,000 | 0 | 0 |
AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 7,188 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 6,125 | 4,550,000 | PRN | | SOLE | | 4,550,000 | 0 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 739 | 950 | SH | | SOLE | | 950 | 0 | 0 |
ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 5,238 | 4,850,000 | PRN | | SOLE | | 4,850,000 | 0 | 0 |
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 4,745 | 3,755,000 | PRN | | SOLE | | 3,755,000 | 0 | 0 |
AMSURG CORP | PFD CNV SR A-1 % | 03232P504 | 1,467 | 10,200 | SH | | SOLE | | 10,200 | 0 | 0 |
ANDINA ACQUISITION CORP II | SHS | G0441P104 | 111 | 11,700 | SH | | SOLE | | 11,700 | 0 | 0 |
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 2,033 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
APOLLO INVT CORP | NOTE 5.750% 1/1 | 03761UAE6 | 1,078 | 1,078,000 | PRN | | SOLE | | 1,078,000 | 0 | 0 |
AR CAP ACQUISITION CORP | *W EXP 10/06/201 | 00191R117 | 2 | 10,400 | SH | | SOLE | | 10,400 | 0 | 0 |
AR CAP ACQUISITION CORP | COM | 00191R109 | 1,070 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
AR CAP ACQUISITION CORP | UNIT 10/06/2019 | 00191R208 | 1,508 | 155,000 | SH | | SOLE | | 155,000 | 0 | 0 |
ARES CAP CORP | NOTE 5.750% 2/0 | 04010LAB9 | 4,125 | 4,130,000 | PRN | | SOLE | | 4,130,000 | 0 | 0 |
AROWANA INC | RIGHT 01/01/2017 | G05011120 | 1 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
AROWANA INC | SHS | G05011104 | 836 | 85,100 | SH | | SOLE | | 85,100 | 0 | 0 |
AROWANA INC | UNIT 99/99/9999 | G05011138 | 1,508 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
ATLANTIC ALLIANCE PARTNER CO | SHS | G04897107 | 417 | 41,212 | SH | | SOLE | | 41,212 | 0 | 0 |
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 25 | 91,600 | SH | | SOLE | | 91,600 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 5,071 | 3,950,000 | PRN | | SOLE | | 3,950,000 | 0 | 0 |
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 2,210 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 3,506 | 354,120 | SH | | SOLE | | 354,120 | 0 | 0 |
CAPITOL ACQUISITION CORP III | *W EXP 10/13/202 | 14055M114 | 2 | 4,200 | SH | | SOLE | | 4,200 | 0 | 0 |
CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 1,194 | 120,000 | SH | | SOLE | | 120,000 | 0 | 0 |
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 4,755 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
CEMEX SAB DE CV | NOTE 3.250% 3/1 | 151290BB8 | 2,981 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 8,398 | 8,985,000 | PRN | | SOLE | | 8,985,000 | 0 | 0 |
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 557 | 100,000 | SH | Call | SOLE | | 100,000 | 0 | 0 |
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 15 | 81,500 | SH | | SOLE | | 81,500 | 0 | 0 |
CITRIX SYS INC | COM | 177376100 | 893 | 11,800 | SH | | SOLE | | 11,800 | 0 | 0 |
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 2,564 | 2,750,000 | PRN | | SOLE | | 2,750,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 2,279 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
COWEN GROUP INC NEW | NOTE 3.000% 3/1 | 223622AB7 | 3,360 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
CREDIT SUISSE NASSAU BRH | INVRS VIX STERM | 22542D795 | 194 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 7,650 | 5,790,000 | PRN | | SOLE | | 5,790,000 | 0 | 0 |
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 3,094 | 2,600,000 | PRN | | SOLE | | 2,600,000 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 494 | 18,500 | SH | | SOLE | | 18,500 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 3 | 5,600 | SH | | SOLE | | 5,600 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 1,242 | 129,900 | SH | | SOLE | | 129,900 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 1,150 | 115,000 | SH | | SOLE | | 115,000 | 0 | 0 |
DT ASIA INVTS LTD | *W EXP 03/29/202 | G2615J138 | 2 | 14,998 | SH | | SOLE | | 14,998 | 0 | 0 |
DT ASIA INVTS LTD | RIGHT 03/30/2016 | G2615J112 | 2 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
DT ASIA INVTS LTD | SHS | G2615J104 | 395 | 39,208 | SH | | SOLE | | 39,208 | 0 | 0 |
EASTERLY ACQUISITION CORP | COM | 27616L102 | 802 | 81,000 | SH | | SOLE | | 81,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | UNIT 99/99/9999 | 27616L201 | 2,944 | 290,000 | SH | | SOLE | | 290,000 | 0 | 0 |
ELECTRONIC ARTS INC | NOTE 0.750% 7/1 | 285512AA7 | 42,429 | 19,700,000 | PRN | | SOLE | | 19,700,000 | 0 | 0 |
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 7,613 | 7,150,000 | PRN | | SOLE | | 7,150,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | *W EXP 99/99/999 | G3105C112 | 2 | 9,000 | SH | | SOLE | | 9,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | SHS | G3105C104 | 2,367 | 245,502 | SH | | SOLE | | 245,502 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 1,542 | 155,000 | SH | | SOLE | | 155,000 | 0 | 0 |
ENERGY XXI BERMUDA LTD | NOTE 3.000%12/1 | 29274UAB7 | 200 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
ENERNOC INC | COM | 292764107 | 193 | 50,000 | SH | Call | SOLE | | 50,000 | 0 | 0 |
EURONET WORLDWIDE INC | COM | 298736109 | 1,507 | 20,800 | SH | | SOLE | | 20,800 | 0 | 0 |
FORESTAR GROUP INC | COM | 346233109 | 547 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
FS INVT CORP | COM | 302635107 | 225 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | *W EXP 06/24/201 | G5866L116 | 21 | 164,800 | SH | | SOLE | | 164,800 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | RIGHT 06/25/2016 | G5866L132 | 48 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 3,233 | 329,535 | SH | | SOLE | | 329,535 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,341 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 699 | 70,601 | SH | | SOLE | | 70,601 | 0 | 0 |
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 3,264 | 206,700 | SH | Put | SOLE | | 206,700 | 0 | 0 |
GORES HLDGS INC | *W EXP 08/13/202 | 382866119 | 2 | 4,800 | SH | | SOLE | | 4,800 | 0 | 0 |
GORES HLDGS INC | CL A | 382866101 | 550 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
GORES HLDGS INC | UNIT 99/99/9999 | 382866200 | 3,451 | 345,052 | SH | | SOLE | | 345,052 | 0 | 0 |
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 2 | 4,600 | SH | | SOLE | | 4,600 | 0 | 0 |
GP INVTS ACQUISITION COR | SHS | G40357124 | 2,177 | 226,522 | SH | | SOLE | | 226,522 | 0 | 0 |
GP INVTS ACQUISITION COR | UNIT 99/99/9999 | G40357116 | 2,139 | 215,000 | SH | | SOLE | | 215,000 | 0 | 0 |
HARMONY MERGER CORP | *W EXP 01/01/202 | 413247123 | 2 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
HARMONY MERGER CORP | COM | 413247107 | 687 | 69,958 | SH | | SOLE | | 69,958 | 0 | 0 |
HARMONY MERGER CORP | UNIT 99/99/9999 | 413247206 | 503 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 735 | 76,253 | SH | | SOLE | | 76,253 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | UNIT 99/99/9999 | 42588J209 | 2,835 | 289,300 | SH | | SOLE | | 289,300 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | *W EXP 10/20/202 | 448740118 | 3 | 12,775 | SH | | SOLE | | 12,775 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | COM | 448740100 | 1,266 | 130,200 | SH | | SOLE | | 130,200 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | RIGHT 99/99/9999 | 448740126 | 12 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | UNIT 10/20/2021 | 448740209 | 1,463 | 145,000 | SH | | SOLE | | 145,000 | 0 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 12,781 | 7,680,000 | PRN | | SOLE | | 7,680,000 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 12,804 | 9,750,000 | PRN | | SOLE | | 9,750,000 | 0 | 0 |
JARDEN CORP | NOTE 1.500% 6/1 | 471109AL2 | 18,990 | 12,750,000 | PRN | | SOLE | | 12,750,000 | 0 | 0 |
JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 24,189 | 13,285,000 | PRN | | SOLE | | 13,285,000 | 0 | 0 |
JETBLUE AIRWAYS CORP | DBCV 6.750%10/1 | 477143AG6 | 32,062 | 6,895,000 | PRN | | SOLE | | 6,895,000 | 0 | 0 |
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 8 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
KINDER MORGAN INC DEL | COM | 49456B101 | 1,492 | 100,000 | SH | Put | SOLE | | 100,000 | 0 | 0 |
KINDER MORGAN INC DEL | COM | 49456B101 | 1,492 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
KINDRED HEALTHCARE INC | COM | 494580103 | 596 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 517 | 12,200 | SH | | SOLE | | 12,200 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 11,947 | 7,720,000 | PRN | | SOLE | | 7,720,000 | 0 | 0 |
M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 4,866 | 4,500,000 | PRN | | SOLE | | 4,500,000 | 0 | 0 |
MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 9,140 | 6,400,000 | PRN | | SOLE | | 6,400,000 | 0 | 0 |
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 9,007 | 8,060,000 | PRN | | SOLE | | 8,060,000 | 0 | 0 |
MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 2,937 | 2,140,000 | PRN | | SOLE | | 2,140,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 30,968 | 16,272,000 | PRN | | SOLE | | 16,272,000 | 0 | 0 |
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 7,485 | 6,210,000 | PRN | | SOLE | | 6,210,000 | 0 | 0 |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 12,891 | 8,300,000 | PRN | | SOLE | | 8,300,000 | 0 | 0 |
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 8,649 | 8,803,000 | PRN | | SOLE | | 8,803,000 | 0 | 0 |
NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 2,477 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 406 | 30,400 | SH | | SOLE | | 30,400 | 0 | 0 |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 13,099 | 5,580,000 | PRN | | SOLE | | 5,580,000 | 0 | 0 |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 18,196 | 10,970,000 | PRN | | SOLE | | 10,970,000 | 0 | 0 |
PACE HLDGS CORP | CL A | G6865N103 | 1,536 | 160,000 | SH | | SOLE | | 160,000 | 0 | 0 |
PACIFIC SPL ACQUISITION CORP | *W EXP 10/20/202 | G68588121 | 0 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 24,197 | 14,623,000 | PRN | | SOLE | | 14,623,000 | 0 | 0 |
PANDORA MEDIA INC | COM | 698354107 | 1,012 | 75,444 | SH | | SOLE | | 75,444 | 0 | 0 |
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 1,046 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 71654V101 | 103 | 30,380 | SH | | SOLE | | 30,380 | 0 | 0 |
PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 3,034 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 12,535 | 8,808,000 | PRN | | SOLE | | 8,808,000 | 0 | 0 |
PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 12,023 | 6,980,000 | PRN | | SOLE | | 6,980,000 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 5 | 24,997 | SH | | SOLE | | 24,997 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | COM | 74874U101 | 2,232 | 230,100 | SH | | SOLE | | 230,100 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023 | 74874U200 | 735 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 8,281 | 6,440,000 | PRN | | SOLE | | 6,440,000 | 0 | 0 |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 42 | 370,000 | SH | | SOLE | | 370,000 | 0 | 0 |
SCORPIO TANKERS INC | SHS | Y7542C106 | 61 | 7,600 | SH | Put | SOLE | | 7,600 | 0 | 0 |
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 2,992 | 3,199,000 | PRN | | SOLE | | 3,199,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 11,044 | 10,250,000 | PRN | | SOLE | | 10,250,000 | 0 | 0 |
SONY CORP | ADR NEW | 835699307 | 295 | 12,000 | SH | | SOLE | | 12,000 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 533 | 75,000 | SH | Call | SOLE | | 75,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,019 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 3,111 | 4,100,000 | PRN | | SOLE | | 4,100,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 12,029 | 12,580,000 | PRN | | SOLE | | 12,580,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 2,616 | 2,756,000 | PRN | | SOLE | | 2,756,000 | 0 | 0 |
STARWOOD PPTY TR INC | COM | 85571B105 | 10 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 15,396 | 15,660,000 | PRN | | SOLE | | 15,660,000 | 0 | 0 |
SUNEDISON INC | COM | 86732Y109 | 255 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 21,955 | 13,178,000 | PRN | | SOLE | | 13,178,000 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.750%12/0 | 874054AC3 | 7,443 | 4,070,000 | PRN | | SOLE | | 4,070,000 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | COM CL A | 88104P104 | 770 | 78,101 | SH | | SOLE | | 78,101 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | UNIT 06/27/2019 | 88104P203 | 772 | 76,801 | SH | | SOLE | | 76,801 | 0 | 0 |
TRINA SOLAR LIMITED | DBCV 3.500% 6/1 | 89628EAC8 | 1,971 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 2,870 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 687 | 25,300 | SH | | SOLE | | 25,300 | 0 | 0 |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 8,165 | 9,620,000 | PRN | | SOLE | | 9,620,000 | 0 | 0 |
UNIVERSAL CORP VA | COM | 913456109 | 755 | 13,460 | SH | | SOLE | | 13,460 | 0 | 0 |
VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 922042874 | 24,940 | 500,000 | SH | Put | SOLE | | 500,000 | 0 | 0 |
VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 3,429 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 38,702 | 15,140,000 | PRN | | SOLE | | 15,140,000 | 0 | 0 |
VODAFONE GROUP PLC NEW | SPNSR ADR NO PAR | 92857W308 | 2,541 | 84,300 | SH | Call | SOLE | | 84,300 | 0 | 0 |
WL ROSS HLDG CORP | *W EXP 06/11/201 | 92939D112 | 0 | 200 | SH | | SOLE | | 200 | 0 | 0 |
WL ROSS HLDG CORP | COM SHS | 92939D104 | 390 | 39,200 | SH | | SOLE | | 39,200 | 0 | 0 |
WL ROSS HLDG CORP | UNIT 06/11/2019 | 92939D203 | 828 | 80,800 | SH | | SOLE | | 80,800 | 0 | 0 |
WPX ENERGY INC | COM | 98212B103 | 718 | 125,000 | SH | Put | SOLE | | 125,000 | 0 | 0 |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 13,234 | 8,140,000 | PRN | | SOLE | | 8,140,000 | 0 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 4,927 | 5,050,000 | PRN | | SOLE | | 5,050,000 | 0 | 0 |
ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 107 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |