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 | 3,686 | 3,500,000 | PRN | | SOLE | 0 | 3,500,000 | 0 | 0 |
51JOB INC | SP ADR REP COM | 316827104 | 375 | 11,080 | SH | | SOLE | 0 | 11,080 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 8,512 | 11,200,000 | PRN | | SOLE | 0 | 11,200,000 | 0 | 0 |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 727 | 10,900 | SH | | SOLE | 0 | 10,900 | 0 | 0 |
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 2,786 | 2,150,000 | PRN | | SOLE | 0 | 2,150,000 | 0 | 0 |
ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 511 | 50,000 | SH | Call | SOLE | 0 | 50,000 | 0 | 0 |
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 5,462 | 3,870,000 | PRN | | SOLE | 0 | 3,870,000 | 0 | 0 |
AMICUS THERAPEUTICS INC | COM | 03152W109 | 9 | 1,800 | SH | Put | SOLE | 0 | 1,800 | 0 | 0 |
ANDINA ACQUISITION CORP II | *W EXP 11/23/202 | G0441P138 | 4 | 15,000 | SH | | SOLE | 0 | 15,000 | 0 | 0 |
ANDINA ACQUISITION CORP II | RIGHT 09/01/2017 | G0441P120 | 16 | 40,000 | SH | | SOLE | 0 | 40,000 | 0 | 0 |
ANDINA ACQUISITION CORP II | SHS | G0441P104 | 1,510 | 152,054 | SH | | SOLE | 0 | 152,054 | 0 | 0 |
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 1,555 | 1,490,000 | PRN | | SOLE | 0 | 1,490,000 | 0 | 0 |
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 15,517 | 15,148,000 | PRN | | SOLE | 0 | 15,148,000 | 0 | 0 |
AXAR ACQUISITION CORP | *W EXP 12/31/202 | 05455L110 | 7 | 98,127 | SH | | SOLE | 0 | 98,127 | 0 | 0 |
AXAR ACQUISITION CORP | COM | 05455L102 | 739 | 75,000 | SH | | SOLE | 0 | 75,000 | 0 | 0 |
BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 48 | 50,000 | SH | | SOLE | 0 | 50,000 | 0 | 0 |
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 3,254 | 2,920,000 | PRN | | SOLE | 0 | 2,920,000 | 0 | 0 |
BOULEVARD ACQUISITION | *W EXP 09/25/202 | 10157Q110 | 4 | 8,949 | SH | | SOLE | 0 | 8,949 | 0 | 0 |
BOULEVARD ACQUISITION | CL A | 10157Q102 | 6,986 | 704,262 | SH | | SOLE | 0 | 704,262 | 0 | 0 |
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 905 | 89,120 | SH | | SOLE | 0 | 89,120 | 0 | 0 |
BROADSOFT INC | NOTE 1.000% 9/0 | 11133BAD4 | 2,118 | 1,750,000 | PRN | | SOLE | 0 | 1,750,000 | 0 | 0 |
BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 4,294 | 4,410,000 | PRN | | SOLE | 0 | 4,410,000 | 0 | 0 |
CAPITOL ACQUISITION CORP III | *W EXP 10/13/202 | 14055M114 | 4 | 5,000 | SH | | SOLE | 0 | 5,000 | 0 | 0 |
CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 309 | 30,000 | SH | | SOLE | 0 | 30,000 | 0 | 0 |
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 6,651 | 5,660,000 | PRN | | SOLE | 0 | 5,660,000 | 0 | 0 |
CARNIVAL PLC | ADR | 14365C103 | 456 | 8,900 | SH | | SOLE | 0 | 8,900 | 0 | 0 |
CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 6,738 | 5,000,000 | PRN | | SOLE | 0 | 5,000,000 | 0 | 0 |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 494 | 16,000 | SH | | SOLE | 0 | 16,000 | 0 | 0 |
CF CORP | SHS CL A | G20307107 | 6,047 | 605,887 | SH | | SOLE | 0 | 605,887 | 0 | 0 |
CF CORP | UNIT 99/99/9999E | G20307123 | 209 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 6,038 | 4,305,000 | PRN | | SOLE | 0 | 4,305,000 | 0 | 0 |
CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 12 | 81,500 | SH | | SOLE | 0 | 81,500 | 0 | 0 |
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 8,853 | 7,665,000 | PRN | | SOLE | 0 | 7,665,000 | 0 | 0 |
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 7,691 | 7,700,000 | PRN | | SOLE | 0 | 7,700,000 | 0 | 0 |
CONYERS PK ACQUISITION | CL A COM | 212894109 | 183 | 17,950 | SH | | SOLE | 0 | 17,950 | 0 | 0 |
CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 4,653 | 4,150,000 | PRN | | SOLE | 0 | 4,150,000 | 0 | 0 |
CREDIT SUISSE NASSAU BRH | INVRS VIX STERM | 22542D795 | 117 | 2,500 | SH | | SOLE | 0 | 2,500 | 0 | 0 |
CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 22,195 | 19,185,000 | PRN | | SOLE | 0 | 19,185,000 | 0 | 0 |
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 4,039 | 3,530,000 | PRN | | SOLE | 0 | 3,530,000 | 0 | 0 |
DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 14,221 | 15,500,000 | PRN | | SOLE | 0 | 15,500,000 | 0 | 0 |
DHT HOLDINGS INC | SHS NEW | Y2065G121 | 769 | 185,600 | SH | | SOLE | 0 | 185,600 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 4 | 8,666 | SH | | SOLE | 0 | 8,666 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 5,802 | 583,097 | SH | | SOLE | 0 | 583,097 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 787 | 75,000 | SH | | SOLE | 0 | 75,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 17 | 46,525 | SH | | SOLE | 0 | 46,525 | 0 | 0 |
EASTERLY ACQUISITION CORP | COM | 27616L102 | 5,122 | 520,020 | SH | | SOLE | 0 | 520,020 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | *W EXP 99/99/999 | G3105C112 | 5 | 17,000 | SH | | SOLE | 0 | 17,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | SHS | G3105C104 | 4,554 | 459,952 | SH | | SOLE | 0 | 459,952 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 1,265 | 124,900 | SH | | SOLE | 0 | 124,900 | 0 | 0 |
EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 459 | 16,248 | SH | | SOLE | 0 | 16,248 | 0 | 0 |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 7,167 | 6,175,000 | PRN | | SOLE | 0 | 6,175,000 | 0 | 0 |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 2,001 | 2,230,000 | PRN | | SOLE | 0 | 2,230,000 | 0 | 0 |
FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,325 | 3,370,000 | PRN | | SOLE | 0 | 3,370,000 | 0 | 0 |
FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 1,690 | 500,000 | SH | Call | SOLE | 0 | 500,000 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | COM | 369300108 | 476 | 25,000 | SH | Put | SOLE | 0 | 25,000 | 0 | 0 |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,972 | 5,060,000 | PRN | | SOLE | 0 | 5,060,000 | 0 | 0 |
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,361 | 1,750,000 | PRN | | SOLE | 0 | 1,750,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 2,348 | 236,226 | SH | | SOLE | 0 | 236,226 | 0 | 0 |
GOLAR LNG LTD BERMUDA | SHS | G9456A100 | 459 | 20,000 | SH | Put | SOLE | 0 | 20,000 | 0 | 0 |
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 20 | 43,500 | SH | | SOLE | 0 | 43,500 | 0 | 0 |
GP INVTS ACQUISITION COR | SHS | G40357124 | 9,469 | 956,510 | SH | | SOLE | 0 | 956,510 | 0 | 0 |
GREAT ELM CAP CORP | COM | 390320109 | 506 | 43,367 | SH | | SOLE | 0 | 43,367 | 0 | 0 |
GREAT PLAINS ENERGY INC | DEP SHS 1/20 B | 391164878 | 32 | 641 | SH | | SOLE | 0 | 641 | 0 | 0 |
GTY TECHNOLOGY HOLDINGS INC | *W EXP 99/99/999 | G4182A128 | 3 | 3,333 | SH | | SOLE | 0 | 3,333 | 0 | 0 |
GTY TECHNOLOGY HOLDINGS INC | CL A | G4182A102 | 72 | 6,691 | SH | | SOLE | 0 | 6,691 | 0 | 0 |
GTY TECHNOLOGY HOLDINGS INC | UNIT 99/99/9999 | G4182A110 | 5,851 | 557,200 | SH | | SOLE | 0 | 557,200 | 0 | 0 |
HARMONY MERGER CORP | COM | 413247107 | 3,703 | 365,908 | SH | | SOLE | 0 | 365,908 | 0 | 0 |
HARMONY MERGER CORP | UNIT 99/99/9999 | 413247206 | 309 | 30,000 | SH | | SOLE | 0 | 30,000 | 0 | 0 |
HEALTHSOUTH CORP | DEBT 2.000%12/0 | 421924BL4 | 9,535 | 8,076,000 | PRN | | SOLE | 0 | 8,076,000 | 0 | 0 |
HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 8,721 | 6,800,000 | PRN | | SOLE | 0 | 6,800,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 35 | 40,600 | SH | | SOLE | 0 | 40,600 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 7,356 | 729,047 | SH | | SOLE | 0 | 729,047 | 0 | 0 |
HORNBECK OFFSHORE SVCS INC N | NOTE 1.500% 9/0 | 440543AN6 | 1,894 | 2,682,000 | PRN | | SOLE | 0 | 2,682,000 | 0 | 0 |
HUNTER MARITIME ACQUISITION | UNIT 99/99/9999 | Y37828103 | 7,105 | 700,000 | SH | | SOLE | 0 | 700,000 | 0 | 0 |
ICONIX BRAND GROUP INC | NOTE 1.500% 3/1 | 451055AF4 | 2,309 | 2,500,000 | PRN | | SOLE | 0 | 2,500,000 | 0 | 0 |
INSPIRED ENTMT INC | *W EXP 10/20/202 | 45782N116 | 41 | 57,900 | SH | | SOLE | 0 | 57,900 | 0 | 0 |
INSPIRED ENTMT INC | COM | 45782N108 | 85 | 10,000 | SH | | SOLE | 0 | 10,000 | 0 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 9,456 | 5,360,000 | PRN | | SOLE | 0 | 5,360,000 | 0 | 0 |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 4,456 | 3,290,000 | PRN | | SOLE | 0 | 3,290,000 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 11,012 | 8,340,000 | PRN | | SOLE | 0 | 8,340,000 | 0 | 0 |
JENSYN ACQUISITION CORP | COM | 47632B102 | 5 | 479 | SH | | SOLE | 0 | 479 | 0 | 0 |
JENSYN ACQUISITION CORP | UNIT 99/99/9999 | 47632B201 | 210 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
JM GLOBAL HLDG CO | *W EXP 07/29/201 | 46590H119 | 1 | 4,200 | SH | | SOLE | 0 | 4,200 | 0 | 0 |
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 2 | 337,000 | SH | | SOLE | 0 | 337,000 | 0 | 0 |
KINDRED HEALTHCARE INC | COM | 494580103 | 196 | 25,000 | SH | Call | SOLE | 0 | 25,000 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | CL A | 49877M108 | 316 | 30,556 | SH | | SOLE | 0 | 30,556 | 0 | 0 |
KLR ENERGY ACQUISITION CORP | UNIT 12/31/2020 | 49877M207 | 170 | 15,000 | SH | | SOLE | 0 | 15,000 | 0 | 0 |
LANDCADIA HLDGS INC | CL A | 51476W107 | 2,293 | 234,501 | SH | | SOLE | 0 | 234,501 | 0 | 0 |
LANDCADIA HLDGS INC | UNIT 12/31/2021T | 51476W206 | 208 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 11,584 | 8,010,000 | PRN | | SOLE | 0 | 8,010,000 | 0 | 0 |
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 604 | 22,700 | SH | | SOLE | 0 | 22,700 | 0 | 0 |
M I ACQUISITIONS INC | UNIT 99/99/9999 | 55304A203 | 268 | 26,411 | SH | | SOLE | 0 | 26,411 | 0 | 0 |
M III ACQUISITION CORP | *W EXP 10/10/202 | 55378T112 | 1 | 5,100 | SH | | SOLE | 0 | 5,100 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 14,389 | 11,970,000 | PRN | | SOLE | 0 | 11,970,000 | 0 | 0 |
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 9,992 | 7,260,000 | PRN | | SOLE | 0 | 7,260,000 | 0 | 0 |
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 1,239 | 1,245,000 | PRN | | SOLE | 0 | 1,245,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 71 | 1,100 | SH | | SOLE | 0 | 1,100 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 9,770 | 3,637,000 | PRN | | SOLE | 0 | 3,637,000 | 0 | 0 |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 14,285 | 9,955,000 | PRN | | SOLE | 0 | 9,955,000 | 0 | 0 |
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 12,203 | 10,905,000 | PRN | | SOLE | 0 | 10,905,000 | 0 | 0 |
NUANCE COMMUNICATIONS INC | NOTE 2.750%11/0 | 67020YAF7 | 4,025 | 4,000,000 | PRN | | SOLE | 0 | 4,000,000 | 0 | 0 |
OFG BANCORP | COM | 67103X102 | 328 | 25,000 | SH | Put | SOLE | 0 | 25,000 | 0 | 0 |
ON SEMICONDUCTOR CORP | COM | 682189105 | 1,384 | 108,460 | SH | | SOLE | 0 | 108,460 | 0 | 0 |
PACE HLDGS CORP | *W EXP 99/99/999 | G6865N111 | 1 | 2,190 | SH | | SOLE | 0 | 2,190 | 0 | 0 |
PACE HLDGS CORP | CL A | G6865N103 | 5,585 | 551,885 | SH | | SOLE | 0 | 551,885 | 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 | 1,353 | 130,759 | SH | | SOLE | 0 | 130,759 | 0 | 0 |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 27,542 | 21,692,000 | PRN | | SOLE | 0 | 21,692,000 | 0 | 0 |
PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 3,050 | 3,142,000 | PRN | | SOLE | 0 | 3,142,000 | 0 | 0 |
PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 4,341 | 3,440,000 | PRN | | SOLE | 0 | 3,440,000 | 0 | 0 |
PRICELINE GRP INC | COM NEW | 741503403 | 938 | 640 | SH | | SOLE | 0 | 640 | 0 | 0 |
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 29,663 | 18,848,000 | PRN | | SOLE | 0 | 18,848,000 | 0 | 0 |
PROOFPOINT INC | COM | 743424103 | 1,060 | 15,000 | SH | | SOLE | 0 | 15,000 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | COM | 74874U101 | 3,543 | 356,050 | SH | | SOLE | 0 | 356,050 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023 | 74874U200 | 1,064 | 105,000 | SH | | SOLE | 0 | 105,000 | 0 | 0 |
RED HAT INC | COM | 756577102 | 812 | 11,650 | SH | | SOLE | 0 | 11,650 | 0 | 0 |
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 489 | 8,998 | SH | | SOLE | 0 | 8,998 | 0 | 0 |
SABAN CAP ACQUISITION CORP | UNIT 99/99/9999 | 78516C205 | 1,281 | 123,569 | SH | | SOLE | 0 | 123,569 | 0 | 0 |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 17,007 | 14,645,000 | PRN | | SOLE | 0 | 14,645,000 | 0 | 0 |
SANOFI | RIGHT 12/31/2020 | 80105N113 | 57 | 150,000 | SH | | SOLE | 0 | 150,000 | 0 | 0 |
SCORPIO TANKERS INC | SHS | Y7542C106 | 235 | 51,800 | SH | Call | SOLE | 0 | 51,800 | 0 | 0 |
SCORPIO TANKERS INC | SHS | Y7542C106 | 566 | 125,000 | SH | Put | SOLE | 0 | 125,000 | 0 | 0 |
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 6,663 | 7,540,000 | PRN | | SOLE | 0 | 7,540,000 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 2,325 | 100,000 | SH | Put | SOLE | 0 | 100,000 | 0 | 0 |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 5,224 | 4,440,000 | PRN | | SOLE | 0 | 4,440,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 4,290 | 3,993,000 | PRN | | SOLE | 0 | 3,993,000 | 0 | 0 |
SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 20,000 | 19,900,000 | PRN | | SOLE | 0 | 19,900,000 | 0 | 0 |
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 7,321 | 7,285,000 | PRN | | SOLE | 0 | 7,285,000 | 0 | 0 |
SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 51 | 7,000 | SH | | SOLE | 0 | 7,000 | 0 | 0 |
SM ENERGY CO | COM | 78454L100 | 1,358 | 39,400 | SH | | SOLE | 0 | 39,400 | 0 | 0 |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 8,221 | 75,000 | SH | Put | SOLE | 0 | 75,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 1,640 | 150,000 | SH | Put | SOLE | 0 | 150,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 118 | 10,843 | SH | | SOLE | 0 | 10,843 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 358 | 345,000 | PRN | | SOLE | 0 | 345,000 | 0 | 0 |
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 17,384 | 17,001,000 | PRN | | SOLE | 0 | 17,001,000 | 0 | 0 |
STELLAR ACQUISITION III INC | COM | Y8172W107 | 30 | 3,018 | SH | | SOLE | 0 | 3,018 | 0 | 0 |
SUNPOWER CORP | COM | 867652406 | 331 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,478 | 3,500,000 | PRN | | SOLE | 0 | 3,500,000 | 0 | 0 |
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 559 | 14,600 | SH | | SOLE | 0 | 14,600 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 40,508 | 17,718,000 | PRN | | SOLE | 0 | 17,718,000 | 0 | 0 |
TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 11,621 | 4,350,000 | PRN | | SOLE | 0 | 4,350,000 | 0 | 0 |
TOLL BROS FIN CORP | NOTE 0.500% 9/1 | 88947EAM2 | 1,967 | 2,000,000 | PRN | | SOLE | 0 | 2,000,000 | 0 | 0 |
TRINITY INDS INC | COM | 896522109 | 1,388 | 50,000 | SH | Call | SOLE | 0 | 50,000 | 0 | 0 |
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 10,259 | 6,722,000 | PRN | | SOLE | 0 | 6,722,000 | 0 | 0 |
TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 6,395 | 6,840,000 | PRN | | SOLE | 0 | 6,840,000 | 0 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 2,102 | 2,300,000 | PRN | | SOLE | 0 | 2,300,000 | 0 | 0 |
UNIVERSAL CORP VA | COM | 913456109 | 305 | 4,786 | SH | | SOLE | 0 | 4,786 | 0 | 0 |
VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 2,307 | 2,000,000 | PRN | | SOLE | 0 | 2,000,000 | 0 | 0 |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 33,766 | 15,180,000 | PRN | | SOLE | 0 | 15,180,000 | 0 | 0 |
VIVOPOWER INTERNATIONAL PLC | SHS | G9376R100 | 115 | 20,997 | SH | | SOLE | 0 | 20,997 | 0 | 0 |
VODAFONE GROUP PLC NEW | SPNSR ADR | 92857W308 | 2,059 | 84,300 | SH | Call | SOLE | 0 | 84,300 | 0 | 0 |
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 600 | 10,000 | SH | | SOLE | 0 | 10,000 | 0 | 0 |
WPX ENERGY INC | COM | 98212B103 | 729 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
YAHOO INC | NOTE 12/0 | 984332AF3 | 17,492 | 17,690,000 | PRN | | SOLE | 0 | 17,690,000 | 0 | 0 |
ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 433 | 50,000 | SH | | SOLE | 0 | 50,000 | 0 | 0 |