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 | 291 | 29,318 | SH | | SOLE | | 29,318 | 0 | 0 |
1347 CAP CORP | RIGHT 07/21/2016 | 68245V111 | 5 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
1347 CAP CORP | UNIT 07/18/2016 | 68245V202 | 871 | 85,000 | SH | | SOLE | | 85,000 | 0 | 0 |
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 4,050 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
51JOB INC | SP ADR REP COM | 316827104 | 175 | 5,650 | SH | | SOLE | | 5,650 | 0 | 0 |
AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 3,608 | 1,500,000 | PRN | | SOLE | | 1,500,000 | 0 | 0 |
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 5,328 | 4,800,000 | PRN | | SOLE | | 4,800,000 | 0 | 0 |
ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 3,457 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 4,774 | 4,415,000 | PRN | | SOLE | | 4,415,000 | 0 | 0 |
AMSURG CORP | PFD CNV SR A-1 % | 03232P504 | 1,518 | 10,800 | SH | | SOLE | | 10,800 | 0 | 0 |
ANDINA ACQUISITION CORP II | SHS | G0441P104 | 194 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
AR CAP ACQUISITION CORP | *W EXP 10/06/201 | 00191R117 | 4 | 35,400 | SH | | SOLE | | 35,400 | 0 | 0 |
AR CAP ACQUISITION CORP | COM | 00191R109 | 2,238 | 227,178 | SH | | SOLE | | 227,178 | 0 | 0 |
AR CAP ACQUISITION CORP | UNIT 10/06/2019 | 00191R208 | 1,537 | 155,454 | SH | | SOLE | | 155,454 | 0 | 0 |
ARES CAP CORP | NOTE 5.125% 6/0 | 04010LAD5 | 6,348 | 6,324,000 | PRN | | SOLE | | 6,324,000 | 0 | 0 |
AROWANA INC | RIGHT 01/01/2017 | G05011120 | 1 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
AROWANA INC | SHS | G05011104 | 847 | 85,100 | SH | | SOLE | | 85,100 | 0 | 0 |
AROWANA INC | UNIT 99/99/9999 | G05011138 | 1,538 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
ARRAY BIOPHARMA INC | COM | 04269X105 | 148 | 50,000 | SH | Call | SOLE | | 50,000 | 0 | 0 |
ATLANTIC ALLIANCE PARTNER CO | SHS | G04897107 | 547 | 52,422 | SH | | SOLE | | 52,422 | 0 | 0 |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 1,445 | 1,700,000 | PRN | | SOLE | | 1,700,000 | 0 | 0 |
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 18 | 91,600 | SH | | SOLE | | 91,600 | 0 | 0 |
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 230 | 10,100 | SH | | SOLE | | 10,100 | 0 | 0 |
BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 8 | 26,349 | SH | | SOLE | | 26,349 | 0 | 0 |
BOULEVARD ACQUISITION | CL A | 10157Q102 | 2,423 | 248,482 | SH | | SOLE | | 248,482 | 0 | 0 |
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 2,926 | 294,120 | SH | | SOLE | | 294,120 | 0 | 0 |
CAPITOL ACQUISITION CORP III | *W EXP 10/13/202 | 14055M114 | 8 | 26,020 | SH | | SOLE | | 26,020 | 0 | 0 |
CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 493 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 4,308 | 3,900,000 | PRN | | SOLE | | 3,900,000 | 0 | 0 |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 5,824 | 5,595,000 | PRN | | SOLE | | 5,595,000 | 0 | 0 |
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 1,092 | 150,000 | SH | Call | SOLE | | 150,000 | 0 | 0 |
CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 1,456 | 200,000 | SH | Put | SOLE | | 200,000 | 0 | 0 |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 212 | 13,000 | SH | | SOLE | | 13,000 | 0 | 0 |
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 8 | 81,500 | SH | | SOLE | | 81,500 | 0 | 0 |
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 5,261 | 5,900,000 | PRN | | SOLE | | 5,900,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 5,269 | 6,734,000 | PRN | | SOLE | | 6,734,000 | 0 | 0 |
COWEN GROUP INC NEW | NOTE 3.000% 3/1 | 223622AB7 | 3,130 | 3,370,000 | PRN | | SOLE | | 3,370,000 | 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 | 7,132 | 5,555,000 | PRN | | SOLE | | 5,555,000 | 0 | 0 |
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 7,477 | 7,600,000 | PRN | | SOLE | | 7,600,000 | 0 | 0 |
DHT HOLDINGS INC | SHS NEW | Y2065G121 | 691 | 120,000 | SH | Put | SOLE | | 120,000 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 197 | 7,300 | SH | | SOLE | | 7,300 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 2 | 6,166 | SH | | SOLE | | 6,166 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 2,261 | 232,574 | SH | | SOLE | | 232,574 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 900 | 90,000 | SH | | SOLE | | 90,000 | 0 | 0 |
DT ASIA INVTS LTD | *W EXP 03/29/202 | G2615J138 | 6 | 139,998 | SH | | SOLE | | 139,998 | 0 | 0 |
DT ASIA INVTS LTD | RIGHT 03/30/2016 | G2615J112 | 24 | 140,000 | SH | | SOLE | | 140,000 | 0 | 0 |
DT ASIA INVTS LTD | SHS | G2615J104 | 1,667 | 164,208 | SH | | SOLE | | 164,208 | 0 | 0 |
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 10 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | COM | 27616L102 | 1,804 | 186,000 | SH | | SOLE | | 186,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | UNIT 99/99/9999 | 27616L201 | 3,032 | 306,000 | SH | | SOLE | | 306,000 | 0 | 0 |
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 2,922 | 2,810,000 | PRN | | SOLE | | 2,810,000 | 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 | 2,620 | 271,502 | SH | | SOLE | | 271,502 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 2,004 | 204,900 | SH | | SOLE | | 204,900 | 0 | 0 |
FORESTAR GROUP INC | COM | 346233109 | 652 | 50,000 | SH | Call | SOLE | | 50,000 | 0 | 0 |
FULL CIRCLE CAP CORP | COM | 359671104 | 516 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | *W EXP 06/24/201 | G5866L116 | 14 | 164,800 | SH | | SOLE | | 164,800 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | RIGHT 06/25/2016 | G5866L132 | 34 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 3,276 | 329,535 | SH | | SOLE | | 329,535 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | COM | 369300108 | 105 | 8,600 | SH | Call | SOLE | | 8,600 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,868 | 7,000,000 | PRN | | SOLE | | 7,000,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 1,184 | 120,601 | SH | | SOLE | | 120,601 | 0 | 0 |
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 3,738 | 208,000 | SH | Put | SOLE | | 208,000 | 0 | 0 |
GORES HLDGS INC | *W EXP 08/13/202 | 382866119 | 7 | 29,039 | SH | | SOLE | | 29,039 | 0 | 0 |
GORES HLDGS INC | CL A | 382866101 | 1,316 | 135,000 | SH | | SOLE | | 135,000 | 0 | 0 |
GORES HLDGS INC | UNIT 99/99/9999 | 382866200 | 3,793 | 380,052 | SH | | SOLE | | 380,052 | 0 | 0 |
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 4 | 14,600 | SH | | SOLE | | 14,600 | 0 | 0 |
GP INVTS ACQUISITION COR | SHS | G40357124 | 3,023 | 316,522 | SH | | SOLE | | 316,522 | 0 | 0 |
GP INVTS ACQUISITION COR | UNIT 99/99/9999 | G40357116 | 2,717 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
HARMONY MERGER CORP | COM | 413247107 | 693 | 69,958 | SH | | SOLE | | 69,958 | 0 | 0 |
HARMONY MERGER CORP | UNIT 99/99/9999 | 413247206 | 513 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
HEICO CORP NEW | CL A | 422806208 | 286 | 6,000 | SH | | SOLE | | 6,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 3 | 19,900 | SH | | SOLE | | 19,900 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 1,150 | 118,753 | SH | | SOLE | | 118,753 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | UNIT 99/99/9999 | 42588J209 | 2,556 | 260,300 | SH | | SOLE | | 260,300 | 0 | 0 |
HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 1,780 | 2,981,000 | PRN | | SOLE | | 2,981,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | *W EXP 10/20/202 | 448740118 | 2 | 12,265 | SH | | SOLE | | 12,265 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | COM | 448740100 | 1,543 | 155,900 | SH | | SOLE | | 155,900 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | RIGHT 99/99/9999 | 448740126 | 14 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | UNIT 10/20/2021 | 448740209 | 1,515 | 145,000 | SH | | SOLE | | 145,000 | 0 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 13,324 | 8,380,000 | PRN | | SOLE | | 8,380,000 | 0 | 0 |
INVACARE CORP | COM | 461203101 | 395 | 30,000 | SH | Put | SOLE | | 30,000 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 10,482 | 9,650,000 | PRN | | SOLE | | 9,650,000 | 0 | 0 |
JARDEN CORP | NOTE 1.500% 6/1 | 471109AL2 | 19,508 | 12,750,000 | PRN | | SOLE | | 12,750,000 | 0 | 0 |
JARDEN CORP | NOTE 1.875% 9/1 | 471109AH1 | 24,693 | 13,152,000 | PRN | | SOLE | | 13,152,000 | 0 | 0 |
JENSYN ACQUISITION CORP | UNIT 99/99/9999 | 47632B201 | 200 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 9 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
KINDRED HEALTHCARE INC | COM | 494580103 | 926 | 75,000 | SH | Call | SOLE | | 75,000 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | UNIT 12/31/2020 | 49877M207 | 201 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 3,773 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 331 | 8,600 | SH | | SOLE | | 8,600 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 13,870 | 9,100,000 | PRN | | SOLE | | 9,100,000 | 0 | 0 |
LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 4,361 | 4,830,000 | PRN | | SOLE | | 4,830,000 | 0 | 0 |
M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 4,060 | 4,055,000 | PRN | | SOLE | | 4,055,000 | 0 | 0 |
MEDICINES CO | DBCV 1.375% 6/0 | 584688AC9 | 6,801 | 5,350,000 | PRN | | SOLE | | 5,350,000 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 10,662 | 9,415,000 | PRN | | SOLE | | 9,415,000 | 0 | 0 |
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 9,732 | 8,660,000 | PRN | | SOLE | | 8,660,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 32,362 | 16,272,000 | PRN | | SOLE | | 16,272,000 | 0 | 0 |
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 6,101 | 4,850,000 | PRN | | SOLE | | 4,850,000 | 0 | 0 |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 14,289 | 8,680,000 | PRN | | SOLE | | 8,680,000 | 0 | 0 |
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 10,198 | 9,913,000 | PRN | | SOLE | | 9,913,000 | 0 | 0 |
NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 4,155 | 4,350,000 | PRN | | SOLE | | 4,350,000 | 0 | 0 |
NEW MTN FIN CORP | NOTE 5.000% 6/1 | 647551AB6 | 954 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 493 | 38,600 | SH | | SOLE | | 38,600 | 0 | 0 |
NUVASIVE INC | COM | 670704105 | 487 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 15,686 | 8,800,000 | PRN | | SOLE | | 8,800,000 | 0 | 0 |
OFG BANCORP | COM | 67103X102 | 17 | 2,500 | SH | Call | SOLE | | 2,500 | 0 | 0 |
PACE HLDGS CORP | *W EXP 99/99/999 | G6865N111 | 5 | 14,390 | SH | | SOLE | | 14,390 | 0 | 0 |
PACE HLDGS CORP | CL A | G6865N103 | 1,881 | 199,000 | SH | | SOLE | | 199,000 | 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 | 24,099 | 15,498,000 | PRN | | SOLE | | 15,498,000 | 0 | 0 |
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 274 | 46,900 | SH | | SOLE | | 46,900 | 0 | 0 |
POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 5,460 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 8,877 | 6,213,000 | PRN | | SOLE | | 6,213,000 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 4 | 22,697 | SH | | SOLE | | 22,697 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | COM | 74874U101 | 2,789 | 285,200 | SH | | SOLE | | 285,200 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023 | 74874U200 | 1,241 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 3,342 | 2,705,000 | PRN | | SOLE | | 2,705,000 | 0 | 0 |
SANDISK CORP | NOTE 1.500% 8/1 | 80004CAD3 | 8,187 | 5,200,000 | PRN | | SOLE | | 5,200,000 | 0 | 0 |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 42 | 370,000 | SH | | SOLE | | 370,000 | 0 | 0 |
SCORPIO TANKERS INC | SHS | Y7542C106 | 583 | 100,000 | SH | Put | SOLE | | 100,000 | 0 | 0 |
SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 2,580 | 2,730,000 | PRN | | SOLE | | 2,730,000 | 0 | 0 |
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 2,139 | 2,800,000 | PRN | | SOLE | | 2,800,000 | 0 | 0 |
SEADRILL LIMITED | SHS | G7945E105 | 396 | 120,000 | SH | Put | SOLE | | 120,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 9,904 | 10,250,000 | PRN | | SOLE | | 10,250,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 631 | 45,400 | SH | Put | SOLE | | 45,400 | 0 | 0 |
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 3,422 | 3,450,000 | PRN | | SOLE | | 3,450,000 | 0 | 0 |
SILVER RUN ACQUISITION CORP | UNIT 99/99/9999T | 82811P200 | 259 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 980 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 404 | 50,000 | SH | Call | SOLE | | 50,000 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 605 | 75,000 | SH | Put | SOLE | | 75,000 | 0 | 0 |
SOUTHWESTERN ENERGY CO | COM | 845467109 | 161 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,028 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
SPDR SERIES TRUST | BRC HGH YLD BD | 78464A417 | 3,425 | 100,000 | SH | Call | SOLE | | 100,000 | 0 | 0 |
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 1,573 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 13,613 | 13,630,000 | PRN | | SOLE | | 13,630,000 | 0 | 0 |
STARWOOD PPTY TR INC | COM | 85571B105 | 1,902 | 100,500 | SH | Call | SOLE | | 100,500 | 0 | 0 |
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 15,258 | 15,510,000 | PRN | | SOLE | | 15,510,000 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 30,976 | 17,378,000 | PRN | | SOLE | | 17,378,000 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | *W EXP 06/27/201 | 88104P112 | 3 | 9,980 | SH | | SOLE | | 9,980 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | COM CL A | 88104P104 | 1,002 | 101,261 | SH | | SOLE | | 101,261 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | UNIT 06/27/2019 | 88104P203 | 574 | 56,801 | SH | | SOLE | | 56,801 | 0 | 0 |
TRINA SOLAR LIMITED | DBCV 3.500% 6/1 | 89628EAC8 | 1,845 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 2,723 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 9,949 | 11,390,000 | PRN | | SOLE | | 11,390,000 | 0 | 0 |
UNIVERSAL CORP VA | COM | 913456109 | 765 | 13,460 | SH | | SOLE | | 13,460 | 0 | 0 |
VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 3,321 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 54,812 | 21,204,000 | PRN | | SOLE | | 21,204,000 | 0 | 0 |
VIACOM INC NEW | CL B | 92553P201 | 285 | 6,900 | SH | | SOLE | | 6,900 | 0 | 0 |
VODAFONE GROUP PLC NEW | SPNSR ADR NO PAR | 92857W308 | 2,702 | 84,300 | SH | Call | SOLE | | 84,300 | 0 | 0 |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 2,671 | 1,400,000 | PRN | | SOLE | | 1,400,000 | 0 | 0 |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 616 | 10,000 | SH | | SOLE | | 10,000 | 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 | 175 | 17,402 | SH | | SOLE | | 17,402 | 0 | 0 |
WL ROSS HLDG CORP | UNIT 06/11/2019 | 92939D203 | 795 | 75,800 | SH | | SOLE | | 75,800 | 0 | 0 |
WPX ENERGY INC | COM | 98212B103 | 350 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 8,449 | 5,140,000 | PRN | | SOLE | | 5,140,000 | 0 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 12,087 | 12,240,000 | PRN | | SOLE | | 12,240,000 | 0 | 0 |
ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 68 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |