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 |
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 3,688 | 3,500,000 | PRN | | SOLE | 0 | 3,500,000 | 0 | 0 |
51JOB INC | SP ADR REP COM | 316827104 | 370 | 11,080 | SH | | SOLE | 0 | 11,080 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 6,439 | 7,900,000 | PRN | | SOLE | 0 | 7,900,000 | 0 | 0 |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 5,864 | 5,400,000 | PRN | | SOLE | 0 | 5,400,000 | 0 | 0 |
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 2,534 | 2,150,000 | PRN | | SOLE | 0 | 2,150,000 | 0 | 0 |
ALPHABET INC | CAP STK CL A | 02079K305 | 161 | 200 | SH | | SOLE | 0 | 200 | 0 | 0 |
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 2,382 | 2,110,000 | PRN | | SOLE | 0 | 2,110,000 | 0 | 0 |
ANDINA ACQUISITION CORP II | *W EXP 11/23/202 | G0441P138 | 1 | 5,000 | SH | | SOLE | 0 | 5,000 | 0 | 0 |
ANDINA ACQUISITION CORP II | RIGHT 09/01/2017 | G0441P120 | 6 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
ANDINA ACQUISITION CORP II | SHS | G0441P104 | 465 | 47,203 | SH | | SOLE | 0 | 47,203 | 0 | 0 |
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,787 | 1,740,000 | PRN | | SOLE | 0 | 1,740,000 | 0 | 0 |
AR CAP ACQUISITION CORP | *W EXP 10/06/201 | 00191R117 | 1 | 20,400 | SH | | SOLE | 0 | 20,400 | 0 | 0 |
AR CAP ACQUISITION CORP | COM | 00191R109 | 2,276 | 228,078 | SH | | SOLE | 0 | 228,078 | 0 | 0 |
AR CAP ACQUISITION CORP | UNIT 10/06/2019 | 00191R208 | 1,556 | 155,454 | SH | | SOLE | 0 | 155,454 | 0 | 0 |
AROWANA INC | *W EXP 04/29/202 | G05011112 | 3 | 19,950 | SH | | SOLE | 0 | 19,950 | 0 | 0 |
AROWANA INC | RIGHT 01/01/2017 | G05011120 | 6 | 30,000 | SH | | SOLE | 0 | 30,000 | 0 | 0 |
AROWANA INC | SHS | G05011104 | 1,377 | 135,100 | SH | | SOLE | 0 | 135,100 | 0 | 0 |
AROWANA INC | UNIT 99/99/9999 | G05011138 | 1,290 | 125,000 | SH | | SOLE | 0 | 125,000 | 0 | 0 |
ATLANTIC ALLIANCE PARTNER CO | SHS | G04897107 | 1,086 | 103,408 | SH | | SOLE | 0 | 103,408 | 0 | 0 |
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 9 | 91,600 | SH | | SOLE | 0 | 91,600 | 0 | 0 |
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 483 | 15,900 | SH | | SOLE | 0 | 15,900 | 0 | 0 |
BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 5 | 8,949 | SH | | SOLE | 0 | 8,949 | 0 | 0 |
BOULEVARD ACQUISITION | CL A | 10157Q102 | 4,427 | 454,096 | SH | | SOLE | 0 | 454,096 | 0 | 0 |
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 910 | 89,120 | SH | | SOLE | 0 | 89,120 | 0 | 0 |
CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 503 | 50,000 | SH | | SOLE | 0 | 50,000 | 0 | 0 |
CARNIVAL PLC | ADR | 14365C103 | 329 | 6,700 | SH | | SOLE | 0 | 6,700 | 0 | 0 |
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 7,050 | 6,000,000 | PRN | | SOLE | 0 | 6,000,000 | 0 | 0 |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 399 | 16,100 | SH | | SOLE | 0 | 16,100 | 0 | 0 |
CF CORP | SHS CL A | G20307107 | 1,967 | 200,874 | SH | | SOLE | 0 | 200,874 | 0 | 0 |
CF CORP | UNIT 99/99/9999E | G20307123 | 204 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 4 | 81,500 | SH | | SOLE | 0 | 81,500 | 0 | 0 |
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 8,110 | 8,350,000 | PRN | | SOLE | 0 | 8,350,000 | 0 | 0 |
CONYERS PK ACQUISITION | CL A COM | 212894109 | 230 | 23,000 | SH | | SOLE | 0 | 23,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 4,516 | 4,471,000 | PRN | | SOLE | 0 | 4,471,000 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | COM NEW | 21870U502 | 1,467 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
CREDIT SUISSE NASSAU BRH | INVRS VIX STERM | 22542D795 | 94 | 2,500 | SH | | SOLE | 0 | 2,500 | 0 | 0 |
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 18,936 | 14,685,000 | PRN | | SOLE | 0 | 14,685,000 | 0 | 0 |
DEUTSCHE BANK AG | NAMEN AKT | D18190898 | 1,309 | 100,000 | SH | Call | SOLE | 0 | 100,000 | 0 | 0 |
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 20,748 | 22,800,000 | PRN | | SOLE | 0 | 22,800,000 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 192 | 7,300 | SH | | SOLE | 0 | 7,300 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 3 | 8,666 | SH | | SOLE | 0 | 8,666 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 2,649 | 267,574 | SH | | SOLE | 0 | 267,574 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 773 | 75,000 | SH | | SOLE | 0 | 75,000 | 0 | 0 |
DYNEGY INC NEW DEL | COM | 26817R108 | 620 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 7,327 | 88,536 | SH | | SOLE | 0 | 88,536 | 0 | 0 |
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 11 | 17,625 | SH | | SOLE | 0 | 17,625 | 0 | 0 |
EASTERLY ACQUISITION CORP | COM | 27616L102 | 3,638 | 366,000 | SH | | SOLE | 0 | 366,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | UNIT 99/99/9999 | 27616L201 | 1,555 | 151,000 | SH | | SOLE | 0 | 151,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | *W EXP 99/99/999 | G3105C112 | 0 | 1,100 | SH | | SOLE | 0 | 1,100 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | SHS | G3105C104 | 3,554 | 361,502 | SH | | SOLE | 0 | 361,502 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 1,652 | 164,900 | SH | | SOLE | 0 | 164,900 | 0 | 0 |
EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 82 | 2,700 | SH | | SOLE | 0 | 2,700 | 0 | 0 |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 2,206 | 1,750,000 | PRN | | SOLE | 0 | 1,750,000 | 0 | 0 |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 2,033 | 2,230,000 | PRN | | SOLE | 0 | 2,230,000 | 0 | 0 |
FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,103 | 3,420,000 | PRN | | SOLE | 0 | 3,420,000 | 0 | 0 |
FULL CIRCLE CAP CORP | COM | 359671104 | 516 | 195,438 | SH | | SOLE | 0 | 195,438 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,403 | 5,060,000 | PRN | | SOLE | 0 | 5,060,000 | 0 | 0 |
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,965 | 2,385,000 | PRN | | SOLE | 0 | 2,385,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | *W EXP 07/01/202 | 37954X113 | 3 | 10,000 | SH | | SOLE | 0 | 10,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 2,278 | 230,601 | SH | | SOLE | 0 | 230,601 | 0 | 0 |
GNC HLDGS INC | COM CL A | 36191G107 | 511 | 25,000 | SH | Put | SOLE | 0 | 25,000 | 0 | 0 |
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 4,367 | 206,000 | SH | Put | SOLE | 0 | 206,000 | 0 | 0 |
GORES HLDGS INC | *W EXP 08/13/202 | 382866119 | 6 | 4,857 | SH | | SOLE | 0 | 4,857 | 0 | 0 |
GORES HLDGS INC | CL A | 382866101 | 128 | 11,845 | SH | | SOLE | 0 | 11,845 | 0 | 0 |
GORES HLDGS INC | UNIT 99/99/9999 | 382866200 | 1,622 | 140,052 | SH | | SOLE | 0 | 140,052 | 0 | 0 |
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 22 | 33,400 | SH | | SOLE | 0 | 33,400 | 0 | 0 |
GP INVTS ACQUISITION COR | SHS | G40357124 | 5,209 | 531,522 | SH | | SOLE | 0 | 531,522 | 0 | 0 |
GP INVTS ACQUISITION COR | UNIT 99/99/9999 | G40357116 | 600 | 60,000 | SH | | SOLE | 0 | 60,000 | 0 | 0 |
HARMONY MERGER CORP | COM | 413247107 | 904 | 89,958 | SH | | SOLE | 0 | 89,958 | 0 | 0 |
HARMONY MERGER CORP | UNIT 99/99/9999 | 413247206 | 305 | 30,000 | SH | | SOLE | 0 | 30,000 | 0 | 0 |
HEALTHSOUTH CORP | COM NEW | 421924309 | 2,029 | 50,000 | SH | Call | SOLE | 0 | 50,000 | 0 | 0 |
HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 4,056 | 2,800,000 | PRN | | SOLE | 0 | 2,800,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 16 | 40,600 | SH | | SOLE | 0 | 40,600 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 3,935 | 399,053 | SH | | SOLE | 0 | 399,053 | 0 | 0 |
HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 4,426 | 7,782,000 | PRN | | SOLE | 0 | 7,782,000 | 0 | 0 |
HORNBECK OFFSHORE SVCS INC N | COM | 440543106 | 275 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | *W EXP 10/20/202 | 448740118 | 1 | 3,248 | SH | | SOLE | 0 | 3,248 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | COM | 448740100 | 2,261 | 227,000 | SH | | SOLE | 0 | 227,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | RIGHT 99/99/9999 | 448740126 | 56 | 125,000 | SH | | SOLE | 0 | 125,000 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | UNIT 10/20/2021 | 448740209 | 799 | 75,000 | SH | | SOLE | 0 | 75,000 | 0 | 0 |
INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 2,746 | 2,500,000 | PRN | | SOLE | 0 | 2,500,000 | 0 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 9,882 | 5,400,000 | PRN | | SOLE | 0 | 5,400,000 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 9,395 | 8,090,000 | PRN | | SOLE | 0 | 8,090,000 | 0 | 0 |
JENSYN ACQUISITION CORP | COM | 47632B102 | 5 | 479 | SH | | SOLE | 0 | 479 | 0 | 0 |
JENSYN ACQUISITION CORP | UNIT 99/99/9999 | 47632B201 | 204 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
JM GLOBAL HLDG CO | *W EXP 07/29/201 | 46590H119 | 1 | 5,900 | SH | | SOLE | 0 | 5,900 | 0 | 0 |
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 5 | 337,000 | SH | | SOLE | 0 | 337,000 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | CL A | 49877M108 | 259 | 25,614 | SH | | SOLE | 0 | 25,614 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | UNIT 12/31/2020 | 49877M207 | 155 | 15,000 | SH | | SOLE | 0 | 15,000 | 0 | 0 |
KNOWLES CORP | COM | 49926D109 | 213 | 15,190 | SH | | SOLE | 0 | 15,190 | 0 | 0 |
LANDCADIA HLDGS INC | CL A | 51476W107 | 238 | 24,500 | SH | | SOLE | 0 | 24,500 | 0 | 0 |
LANDCADIA HLDGS INC | UNIT 12/31/2021T | 51476W206 | 204 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 321 | 9,400 | SH | | SOLE | 0 | 9,400 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 9,344 | 6,400,000 | PRN | | SOLE | 0 | 6,400,000 | 0 | 0 |
LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 16,789 | 16,950,000 | PRN | | SOLE | 0 | 16,950,000 | 0 | 0 |
M I ACQUISITIONS INC | UNIT 99/99/9999 | 55304A203 | 251 | 25,000 | SH | | SOLE | 0 | 25,000 | 0 | 0 |
M III ACQUISITION CORP | *W EXP 10/10/202 | 55378T112 | 0 | 100 | SH | | SOLE | 0 | 100 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 13,343 | 10,325,000 | PRN | | SOLE | 0 | 10,325,000 | 0 | 0 |
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 11,317 | 7,260,000 | PRN | | SOLE | 0 | 7,260,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 36,319 | 14,047,000 | PRN | | SOLE | 0 | 14,047,000 | 0 | 0 |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 12,805 | 8,445,000 | PRN | | SOLE | 0 | 8,445,000 | 0 | 0 |
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 12,006 | 10,515,000 | PRN | | SOLE | 0 | 10,515,000 | 0 | 0 |
NEWS CORP NEW | CL A | 65249B109 | 540 | 38,600 | SH | | SOLE | 0 | 38,600 | 0 | 0 |
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 5,025 | 5,000,000 | PRN | | SOLE | 0 | 5,000,000 | 0 | 0 |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 17,130 | 5,030,000 | PRN | | SOLE | 0 | 5,030,000 | 0 | 0 |
PACE HLDGS CORP | *W EXP 99/99/999 | G6865N111 | 6 | 13,190 | SH | | SOLE | 0 | 13,190 | 0 | 0 |
PACE HLDGS CORP | CL A | G6865N103 | 2,502 | 254,000 | SH | | SOLE | 0 | 254,000 | 0 | 0 |
PACIFIC SPL ACQUISITION CORP | *W EXP 10/20/202 | G68588121 | 1 | 5,000 | SH | | SOLE | 0 | 5,000 | 0 | 0 |
PACIFIC SPL ACQUISITION CORP | SHS | G68588105 | 305 | 29,752 | SH | | SOLE | 0 | 29,752 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 26,601 | 17,472,000 | PRN | | SOLE | 0 | 17,472,000 | 0 | 0 |
PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 8,754 | 8,732,000 | PRN | | SOLE | 0 | 8,732,000 | 0 | 0 |
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 1,125 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 636 | 68,200 | SH | | SOLE | 0 | 68,200 | 0 | 0 |
PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 5,599 | 4,690,000 | PRN | | SOLE | 0 | 4,690,000 | 0 | 0 |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 32,039 | 20,238,000 | PRN | | SOLE | 0 | 20,238,000 | 0 | 0 |
PRICELINE GRP INC | COM NEW | 741503403 | 942 | 640 | SH | | SOLE | 0 | 640 | 0 | 0 |
PROOFPOINT INC | COM | 743424103 | 1,123 | 15,000 | SH | | SOLE | 0 | 15,000 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 4 | 24,197 | SH | | SOLE | 0 | 24,197 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | COM | 74874U101 | 3,227 | 325,650 | SH | | SOLE | 0 | 325,650 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023 | 74874U200 | 1,058 | 105,000 | SH | | SOLE | 0 | 105,000 | 0 | 0 |
RED HAT INC | COM | 756577102 | 942 | 11,650 | SH | | SOLE | 0 | 11,650 | 0 | 0 |
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 350 | 7,000 | SH | | SOLE | 0 | 7,000 | 0 | 0 |
SABAN CAP ACQUISITION CORP | UNIT 99/99/9999 | 78516C205 | 1,251 | 124,064 | SH | | SOLE | 0 | 124,064 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 20,826 | 17,445,000 | PRN | | SOLE | 0 | 17,445,000 | 0 | 0 |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 47 | 175,000 | SH | | SOLE | 0 | 175,000 | 0 | 0 |
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 4,269 | 5,250,000 | PRN | | SOLE | 0 | 5,250,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 2,895 | 150,000 | SH | Put | SOLE | 0 | 150,000 | 0 | 0 |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,505 | 3,700,000 | PRN | | SOLE | 0 | 3,700,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 4,089 | 3,880,000 | PRN | | SOLE | 0 | 3,880,000 | 0 | 0 |
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 6,462 | 6,585,000 | PRN | | SOLE | 0 | 6,585,000 | 0 | 0 |
SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 52 | 7,000 | SH | | SOLE | 0 | 7,000 | 0 | 0 |
SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 20,452 | 20,503,000 | PRN | | SOLE | 0 | 20,503,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 32,445 | 150,000 | SH | Put | SOLE | 0 | 150,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 2,038 | 1,845,000 | PRN | | SOLE | 0 | 1,845,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 1,333 | 100,000 | SH | Put | SOLE | 0 | 100,000 | 0 | 0 |
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 14,268 | 13,871,000 | PRN | | SOLE | 0 | 13,871,000 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 42,191 | 20,103,000 | PRN | | SOLE | 0 | 20,103,000 | 0 | 0 |
TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 11,780 | 4,350,000 | PRN | | SOLE | 0 | 4,350,000 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | *W EXP 06/27/201 | 88104P112 | 1 | 3,530 | SH | | SOLE | 0 | 3,530 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | COM CL A | 88104P104 | 1,721 | 173,262 | SH | | SOLE | 0 | 173,262 | 0 | 0 |
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 2,809 | 3,000,000 | PRN | | SOLE | 0 | 3,000,000 | 0 | 0 |
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 7,364 | 5,597,000 | PRN | | SOLE | 0 | 5,597,000 | 0 | 0 |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 8,509 | 8,910,000 | PRN | | SOLE | 0 | 8,910,000 | 0 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 2,168 | 2,300,000 | PRN | | SOLE | 0 | 2,300,000 | 0 | 0 |
UNIVERSAL CORP VA | COM | 913456109 | 279 | 4,786 | SH | | SOLE | 0 | 4,786 | 0 | 0 |
VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 2,276 | 2,000,000 | PRN | | SOLE | 0 | 2,000,000 | 0 | 0 |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 43,910 | 19,204,000 | PRN | | SOLE | 0 | 19,204,000 | 0 | 0 |
VODAFONE GROUP PLC NEW | SPNSR ADR | 92857W308 | 2,457 | 84,300 | SH | Call | SOLE | 0 | 84,300 | 0 | 0 |
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 7,568 | 7,290,000 | PRN | | SOLE | 0 | 7,290,000 | 0 | 0 |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 667 | 10,000 | SH | | SOLE | 0 | 10,000 | 0 | 0 |
WPX ENERGY INC | COM | 98212B103 | 660 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 14,103 | 13,770,000 | PRN | | SOLE | 0 | 13,770,000 | 0 | 0 |
ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 107 | 50,000 | SH | | SOLE | 0 | 50,000 | 0 | 0 |