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 | *W EXP 07/15/202 | 68245V129 | 20 | 67,000 | SH | | SOLE | | 67,000 | 0 | 0 |
1347 CAP CORP | COM | 68245V103 | 1,059 | 114,318 | SH | | SOLE | | 114,318 | 0 | 0 |
1347 CAP CORP | RIGHT 07/21/2016 | 68245V111 | 26 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 4,045 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
51JOB INC | SP ADR REP COM | 316827104 | 166 | 5,650 | SH | | SOLE | | 5,650 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 3,713 | 4,250,000 | PRN | | SOLE | | 4,250,000 | 0 | 0 |
AK STL HLDG CORP | COM | 001547108 | 466 | 100,000 | SH | Put | SOLE | | 100,000 | 0 | 0 |
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 2,893 | 2,810,000 | PRN | | SOLE | | 2,810,000 | 0 | 0 |
ALCOA INC | COM | 013817101 | 445 | 48,000 | SH | | SOLE | | 48,000 | 0 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 141 | 200 | SH | | SOLE | | 200 | 0 | 0 |
ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 1,138 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 4,097 | 3,695,000 | PRN | | SOLE | | 3,695,000 | 0 | 0 |
ANDINA ACQUISITION CORP II | SHS | G0441P104 | 195 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 711 | 700,000 | PRN | | SOLE | | 700,000 | 0 | 0 |
AR CAP ACQUISITION CORP | *W EXP 10/06/201 | 00191R117 | 2 | 35,400 | SH | | SOLE | | 35,400 | 0 | 0 |
AR CAP ACQUISITION CORP | COM | 00191R109 | 2,258 | 227,178 | SH | | SOLE | | 227,178 | 0 | 0 |
AR CAP ACQUISITION CORP | UNIT 10/06/2019 | 00191R208 | 1,547 | 155,454 | SH | | SOLE | | 155,454 | 0 | 0 |
AROWANA INC | RIGHT 01/01/2017 | G05011120 | 1 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
AROWANA INC | SHS | G05011104 | 853 | 85,100 | SH | | SOLE | | 85,100 | 0 | 0 |
AROWANA INC | UNIT 99/99/9999 | G05011138 | 1,530 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
ATLANTIC ALLIANCE PARTNER CO | SHS | G04897107 | 545 | 52,422 | SH | | SOLE | | 52,422 | 0 | 0 |
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 8 | 91,600 | SH | | SOLE | | 91,600 | 0 | 0 |
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 256 | 10,100 | SH | | SOLE | | 10,100 | 0 | 0 |
BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 5 | 14,949 | SH | | SOLE | | 14,949 | 0 | 0 |
BOULEVARD ACQUISITION | CL A | 10157Q102 | 3,056 | 313,482 | SH | | SOLE | | 313,482 | 0 | 0 |
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 2,266 | 229,120 | SH | | SOLE | | 229,120 | 0 | 0 |
CAPITOL ACQUISITION CORP III | *W EXP 10/13/202 | 14055M114 | 2 | 7,120 | SH | | SOLE | | 7,120 | 0 | 0 |
CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 496 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
CARNIVAL PLC | ADR | 14365C103 | 300 | 6,700 | SH | | SOLE | | 6,700 | 0 | 0 |
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 4,130 | 3,500,000 | PRN | | SOLE | | 3,500,000 | 0 | 0 |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 699 | 32,200 | SH | | SOLE | | 32,200 | 0 | 0 |
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 5 | 81,500 | SH | | SOLE | | 81,500 | 0 | 0 |
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 5,564 | 5,900,000 | PRN | | SOLE | | 5,900,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | COM NEW | 21870U502 | 721 | 25,000 | SH | Put | SOLE | | 25,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 4,223 | 4,219,000 | PRN | | SOLE | | 4,219,000 | 0 | 0 |
CREDIT SUISSE NASSAU BRH | INVRS VIX STERM | 22542D795 | 62 | 2,500 | SH | | SOLE | | 2,500 | 0 | 0 |
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 9,456 | 7,735,000 | PRN | | SOLE | | 7,735,000 | 0 | 0 |
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 23,688 | 25,100,000 | PRN | | SOLE | | 25,100,000 | 0 | 0 |
DHT HOLDINGS INC | SHS NEW | Y2065G121 | 604 | 120,000 | SH | Put | SOLE | | 120,000 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 174 | 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 | 2,326 | 237,574 | SH | | SOLE | | 237,574 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 848 | 85,000 | SH | | SOLE | | 85,000 | 0 | 0 |
DT ASIA INVTS LTD | *W EXP 03/29/202 | G2615J138 | 9 | 79,212 | SH | | SOLE | | 79,212 | 0 | 0 |
DT ASIA INVTS LTD | RIGHT 03/30/2016 | G2615J112 | 52 | 140,000 | SH | | SOLE | | 140,000 | 0 | 0 |
DT ASIA INVTS LTD | SHS | G2615J104 | 1,684 | 164,108 | SH | | SOLE | | 164,108 | 0 | 0 |
DYNEGY INC NEW DEL | COM | 26817R108 | 1,293 | 75,000 | SH | Put | SOLE | | 75,000 | 0 | 0 |
DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 5,360 | 49,850 | SH | | SOLE | | 49,850 | 0 | 0 |
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 8 | 12,500 | SH | | SOLE | | 12,500 | 0 | 0 |
EASTERLY ACQUISITION CORP | COM | 27616L102 | 2,751 | 281,000 | SH | | SOLE | | 281,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | UNIT 99/99/9999 | 27616L201 | 2,388 | 236,000 | SH | | SOLE | | 236,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | *W EXP 99/99/999 | G3105C112 | 4 | 15,400 | SH | | SOLE | | 15,400 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | SHS | G3105C104 | 3,046 | 311,502 | SH | | SOLE | | 311,502 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 1,654 | 164,900 | SH | | SOLE | | 164,900 | 0 | 0 |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 2,596 | 2,980,000 | PRN | | SOLE | | 2,980,000 | 0 | 0 |
FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 1,050 | 1,750,000 | PRN | | SOLE | | 1,750,000 | 0 | 0 |
FULL CIRCLE CAP CORP | COM | 359671104 | 528 | 195,438 | SH | | SOLE | | 195,438 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | *W EXP 06/24/201 | G5866L116 | 7 | 164,800 | SH | | SOLE | | 164,800 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | RIGHT 06/25/2016 | G5866L132 | 17 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 3,246 | 329,535 | SH | | SOLE | | 329,535 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,313 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,803 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | *W EXP 07/01/202 | 37954X113 | 4 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 1,835 | 190,601 | SH | | SOLE | | 190,601 | 0 | 0 |
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 3,224 | 208,000 | SH | Put | SOLE | | 208,000 | 0 | 0 |
GORES HLDGS INC | *W EXP 08/13/202 | 382866119 | 4 | 14,857 | SH | | SOLE | | 14,857 | 0 | 0 |
GORES HLDGS INC | CL A | 382866101 | 1,739 | 178,500 | SH | | SOLE | | 178,500 | 0 | 0 |
GORES HLDGS INC | UNIT 99/99/9999 | 382866200 | 3,483 | 350,052 | SH | | SOLE | | 350,052 | 0 | 0 |
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 19 | 28,500 | SH | | SOLE | | 28,500 | 0 | 0 |
GP INVTS ACQUISITION COR | SHS | G40357124 | 4,615 | 461,522 | SH | | SOLE | | 461,522 | 0 | 0 |
GP INVTS ACQUISITION COR | UNIT 99/99/9999 | G40357116 | 1,313 | 130,000 | SH | | SOLE | | 130,000 | 0 | 0 |
HARMONY MERGER CORP | *W EXP 01/01/202 | 413247123 | 1 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
HARMONY MERGER CORP | COM | 413247107 | 902 | 89,958 | SH | | SOLE | | 89,958 | 0 | 0 |
HARMONY MERGER CORP | UNIT 99/99/9999 | 413247206 | 306 | 30,000 | SH | | SOLE | | 30,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 57 | 90,600 | SH | | SOLE | | 90,600 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 3,991 | 399,053 | SH | | SOLE | | 399,053 | 0 | 0 |
HORNBECK OFFSHORE SVCS INC N | COM | 440543106 | 417 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 3,895 | 6,796,000 | PRN | | SOLE | | 6,796,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | *W EXP 10/20/202 | 448740118 | 1 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | COM | 448740100 | 1,652 | 167,000 | SH | | SOLE | | 167,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | RIGHT 99/99/9999 | 448740126 | 13 | 65,000 | SH | | SOLE | | 65,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | UNIT 10/20/2021 | 448740209 | 1,376 | 135,000 | SH | | SOLE | | 135,000 | 0 | 0 |
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 5,503 | 5,650,000 | PRN | | SOLE | | 5,650,000 | 0 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 10,380 | 6,380,000 | PRN | | SOLE | | 6,380,000 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 9,081 | 8,090,000 | PRN | | SOLE | | 8,090,000 | 0 | 0 |
JENSYN ACQUISITION CORP | UNIT 99/99/9999 | 47632B201 | 202 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 5 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | CL A | 49877M108 | 56 | 5,614 | SH | | SOLE | | 5,614 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | UNIT 12/31/2020 | 49877M207 | 152 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 2,325 | 1,500,000 | PRN | | SOLE | | 1,500,000 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 108 | 3,700 | SH | | SOLE | | 3,700 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 14,058 | 8,425,000 | PRN | | SOLE | | 8,425,000 | 0 | 0 |
LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 5,922 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 3,788 | 3,750,000 | PRN | | SOLE | | 3,750,000 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 14,109 | 11,925,000 | PRN | | SOLE | | 11,925,000 | 0 | 0 |
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 10,928 | 8,660,000 | PRN | | SOLE | | 8,660,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 37,383 | 17,772,000 | PRN | | SOLE | | 17,772,000 | 0 | 0 |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 9,852 | 7,295,000 | PRN | | SOLE | | 7,295,000 | 0 | 0 |
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 11,019 | 9,983,000 | PRN | | SOLE | | 9,983,000 | 0 | 0 |
NETSUITE INC | NOTE 0.250% 6/0 | 64118QAB3 | 3,564 | 3,650,000 | PRN | | SOLE | | 3,650,000 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 438 | 38,600 | SH | | SOLE | | 38,600 | 0 | 0 |
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,015 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 20,819 | 8,930,000 | PRN | | SOLE | | 8,930,000 | 0 | 0 |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 588 | 7,500 | SH | | SOLE | | 7,500 | 0 | 0 |
OFG BANCORP | COM | 67103X102 | 21 | 2,500 | SH | Call | SOLE | | 2,500 | 0 | 0 |
PACE HLDGS CORP | *W EXP 99/99/999 | G6865N111 | 3 | 13,190 | SH | | SOLE | | 13,190 | 0 | 0 |
PACE HLDGS CORP | CL A | G6865N103 | 2,157 | 219,000 | SH | | SOLE | | 219,000 | 0 | 0 |
PACIFIC SPL ACQUISITION CORP | *W EXP 10/20/202 | G68588121 | 1 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 22,294 | 17,503,000 | PRN | | SOLE | | 17,503,000 | 0 | 0 |
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 442 | 61,700 | SH | | SOLE | | 61,700 | 0 | 0 |
PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 5,146 | 4,600,000 | PRN | | SOLE | | 4,600,000 | 0 | 0 |
PRICELINE GRP INC | COM NEW | 741503403 | 624 | 500 | SH | | SOLE | | 500 | 0 | 0 |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 21,301 | 15,338,000 | PRN | | SOLE | | 15,338,000 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 1 | 7,697 | SH | | SOLE | | 7,697 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | COM | 74874U101 | 2,821 | 285,200 | SH | | SOLE | | 285,200 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023 | 74874U200 | 1,253 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
RED HAT INC | COM | 756577102 | 846 | 11,650 | SH | | SOLE | | 11,650 | 0 | 0 |
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 166 | 3,000 | SH | | SOLE | | 3,000 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 6,847 | 5,295,000 | PRN | | SOLE | | 5,295,000 | 0 | 0 |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 66 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
SCORPIO TANKERS INC | SHS | Y7542C106 | 420 | 100,000 | SH | Put | SOLE | | 100,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 10,801 | 10,250,000 | PRN | | SOLE | | 10,250,000 | 0 | 0 |
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 6,522 | 6,585,000 | PRN | | SOLE | | 6,585,000 | 0 | 0 |
SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 54 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
SILVER RUN ACQUISITION CORP | *W EXP 02/23/202 | 82811P119 | 2 | 2,000 | SH | | SOLE | | 2,000 | 0 | 0 |
SILVER RUN ACQUISITION CORP | UNIT 99/99/9999T | 82811P200 | 70 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 14,738 | 15,000,000 | PRN | | SOLE | | 15,000,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 68,079 | 325,000 | SH | Call | SOLE | | 325,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 1,277 | 100,000 | SH | Put | SOLE | | 100,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 5,952 | 5,530,000 | PRN | | SOLE | | 5,530,000 | 0 | 0 |
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 14,423 | 14,360,000 | PRN | | SOLE | | 14,360,000 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 35,984 | 20,103,000 | PRN | | SOLE | | 20,103,000 | 0 | 0 |
TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 8,705 | 3,650,000 | PRN | | SOLE | | 3,650,000 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | *W EXP 06/27/201 | 88104P112 | 0 | 2,595 | SH | | SOLE | | 2,595 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | COM CL A | 88104P104 | 1,263 | 126,461 | SH | | SOLE | | 126,461 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | UNIT 06/27/2019 | 88104P203 | 473 | 46,801 | SH | | SOLE | | 46,801 | 0 | 0 |
TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 4,639 | 2,730,000 | PRN | | SOLE | | 2,730,000 | 0 | 0 |
TRINA SOLAR LIMITED | DBCV 3.500% 6/1 | 89628EAC8 | 508 | 600,000 | PRN | | SOLE | | 600,000 | 0 | 0 |
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 2,528 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 8,498 | 9,300,000 | PRN | | SOLE | | 9,300,000 | 0 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 4,349 | 4,900,000 | PRN | | SOLE | | 4,900,000 | 0 | 0 |
UNIVERSAL CORP VA | COM | 913456109 | 777 | 13,460 | SH | | SOLE | | 13,460 | 0 | 0 |
VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 3,334 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 53,514 | 21,204,000 | PRN | | SOLE | | 21,204,000 | 0 | 0 |
VODAFONE GROUP PLC NEW | SPNSR ADR | 92857W308 | 2,604 | 84,300 | SH | Call | SOLE | | 84,300 | 0 | 0 |
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 3,015 | 2,740,000 | PRN | | SOLE | | 2,740,000 | 0 | 0 |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 674 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
WPX ENERGY INC | COM | 98212B103 | 466 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 3,407 | 3,730,000 | PRN | | SOLE | | 3,730,000 | 0 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 14,690 | 14,820,000 | PRN | | SOLE | | 14,820,000 | 0 | 0 |
ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 50 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |