| 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 | 4,585 | 4,270,000 | PRN | | SOLE | 0 | 4,270,000 | 0 | 0 |
| 51JOB INC | SP ADR REP COM | 316827104 | 244 | 6,650 | SH | | SOLE | 0 | 6,650 | 0 | 0 |
| ACORDA THERAPEUTICS INC | COM | 00484M106 | 36 | 1,700 | PRN | | SOLE | 0 | 1,700 | 0 | 0 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 2,125 | 2,515,000 | PRN | | SOLE | 0 | 2,515,000 | 0 | 0 |
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 7,162 | 6,575,000 | PRN | | SOLE | 0 | 6,575,000 | 0 | 0 |
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 1,240 | 1,140,000 | SH | | SOLE | 0 | 1,140,000 | 0 | 0 |
| ANDINA ACQUISITION CORP II | *W EXP 11/23/202 | G0441P138 | 1 | 4,925 | PRN | | SOLE | 0 | 4,925 | 0 | 0 |
| ANDINA ACQUISITION CORP II | RIGHT 09/01/2017 | G0441P120 | 28 | 55,000 | SH | | SOLE | 0 | 55,000 | 0 | 0 |
| ANDINA ACQUISITION CORP II | SHS | G0441P104 | 2,494 | 246,909 | SH | | SOLE | 0 | 246,909 | 0 | 0 |
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 4,238 | 3,870,000 | SH | | SOLE | 0 | 3,870,000 | 0 | 0 |
| ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 17,448 | 17,148,000 | PRN | | SOLE | 0 | 17,148,000 | 0 | 0 |
| AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 7 | 14,500 | SH | | SOLE | 0 | 14,500 | 0 | 0 |
| AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 1,692 | 170,000 | SH | | SOLE | 0 | 170,000 | 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 | 737 | 75,000 | SH | | SOLE | 0 | 75,000 | 0 | 0 |
| BANK AMER CORP | *W EXP 10/28/201 | 060505153 | 46 | 50,000 | SH | | SOLE | 0 | 50,000 | 0 | 0 |
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 3,393 | 2,973,000 | SH | | SOLE | 0 | 2,973,000 | 0 | 0 |
| BOULEVARD ACQUISITION | CL A | 10157Q102 | 7,057 | 704,262 | SH | | SOLE | 0 | 704,262 | 0 | 0 |
| BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 931 | 89,120 | SH | | SOLE | 0 | 89,120 | 0 | 0 |
| BROADSOFT INC | NOTE 1.000% 9/0 | 11133BAD4 | 2,093 | 1,750,000 | SH | | SOLE | 0 | 1,750,000 | 0 | 0 |
| BROOKDALE SR LIVING INC | NOTE 2.750% 6/1 | 112463AA2 | 3,684 | 3,750,000 | SH | | SOLE | 0 | 3,750,000 | 0 | 0 |
| CAPITOL ACQUISITION CORP III | *W EXP 10/19/202 | 14055M114 | 10 | 5,000 | SH | | SOLE | 0 | 5,000 | 0 | 0 |
| CAPITOL ACQUISITION CORP III | COM | 14055M106 | 390 | 36,985 | SH | | SOLE | 0 | 36,985 | 0 | 0 |
| CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 347 | 30,000 | SH | | SOLE | 0 | 30,000 | 0 | 0 |
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 5,751 | 5,310,000 | SH | | SOLE | 0 | 5,310,000 | 0 | 0 |
| CARNIVAL PLC | ADR | 14365C103 | 515 | 8,900 | SH | | SOLE | 0 | 8,900 | 0 | 0 |
| CARRIAGE SVCS INC | NOTE 2.750% 3/1 | 143905AM9 | 6,663 | 5,125,000 | PRN | | SOLE | 0 | 5,125,000 | 0 | 0 |
| CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 556 | 16,000 | SH | | SOLE | 0 | 16,000 | 0 | 0 |
| CF CORP | SHS CL A | G20307107 | 6,115 | 610,887 | SH | | SOLE | 0 | 610,887 | 0 | 0 |
| CF CORP | UNIT 99/99/9999E | G20307123 | 215 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 5,448 | 3,980,000 | SH | | SOLE | 0 | 3,980,000 | 0 | 0 |
| CITIGROUP INC | *W EXP 01/04/201 | 172967226 | 12 | 81,500 | PRN | | SOLE | 0 | 81,500 | 0 | 0 |
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 7,442 | 5,941,000 | SH | | SOLE | 0 | 5,941,000 | 0 | 0 |
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 6,946 | 7,050,000 | PRN | | SOLE | 0 | 7,050,000 | 0 | 0 |
| CONYERS PK ACQUISITION | CL A COM | 212894109 | 187 | 17,950 | SH | | SOLE | 0 | 17,950 | 0 | 0 |
| CORENERGY INFRASTRUCTURE TR | NOTE 7.000% 6/1 | 21870UAA4 | 6,191 | 5,562,000 | SH | | SOLE | 0 | 5,562,000 | 0 | 0 |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 21,025 | 16,030,000 | PRN | | SOLE | 0 | 16,030,000 | 0 | 0 |
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 8,707 | 9,275,000 | SH | | SOLE | 0 | 9,275,000 | 0 | 0 |
| DHT HOLDINGS INC | DEBT 4.500%10/0 | 23335SAB2 | 13,558 | 13,575,000 | PRN | | SOLE | 0 | 13,575,000 | 0 | 0 |
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 179 | 40,000 | SH | | SOLE | 0 | 40,000 | 0 | 0 |
| DOUBLE EAGLE ACQUISITION COR | *W EXP 09/16/202 | G28195116 | 2 | 3,666 | SH | | SOLE | 0 | 3,666 | 0 | 0 |
| DOUBLE EAGLE ACQUISITION COR | COM | G28195124 | 6,063 | 606,324 | SH | | SOLE | 0 | 606,324 | 0 | 0 |
| DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 791 | 75,000 | SH | | SOLE | 0 | 75,000 | 0 | 0 |
| DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 6,413 | 110,000 | SH | | SOLE | 0 | 110,000 | 0 | 0 |
| EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 8 | 21,525 | SH | | SOLE | 0 | 21,525 | 0 | 0 |
| EASTERLY ACQUISITION CORP | COM | 27616L102 | 10,052 | 1,005,167 | SH | | SOLE | 0 | 1,005,167 | 0 | 0 |
| ELECTRUM SPL ACQUISITION COR | SHS | G3105C104 | 4,662 | 468,493 | SH | | SOLE | 0 | 468,493 | 0 | 0 |
| ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 1,305 | 124,900 | SH | | SOLE | 0 | 124,900 | 0 | 0 |
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 11,575 | 9,155,000 | SH | | SOLE | 0 | 9,155,000 | 0 | 0 |
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 841 | 750,000 | SH | | SOLE | 0 | 750,000 | 0 | 0 |
| FINTECH ACQUISITION CORP II | COM | 31810G109 | 1,970 | 200,000 | SH | | SOLE | 0 | 200,000 | 0 | 0 |
| FINTECH ACQUISITION CORP II | UNIT 99/99/9999 | 31810G208 | 4,523 | 440,857 | SH | | SOLE | 0 | 440,857 | 0 | 0 |
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,997 | 2,230,000 | PRN | | SOLE | 0 | 2,230,000 | 0 | 0 |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 2,365 | 3,530,000 | PRN | | SOLE | 0 | 3,530,000 | 0 | 0 |
| FRONTIER COMMUNICATIONS CORP | COM | 35906A108 | 963 | 450,000 | PRN | Call | SOLE | 0 | 450,000 | 0 | 0 |
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 691 | 14,050 | SH | | SOLE | 0 | 14,050 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 2,244 | 2,900,000 | PRN | | SOLE | 0 | 2,900,000 | 0 | 0 |
| GLOBAL EAGLE ENTMT INC | COM | 37951D102 | 96 | 30,000 | PRN | Call | SOLE | 0 | 30,000 | 0 | 0 |
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 663 | 1,250,000 | SH | | SOLE | 0 | 1,250,000 | 0 | 0 |
| GLOBAL PARTNER ACQUISITION C | COM | 37954X105 | 3,291 | 329,137 | SH | | SOLE | 0 | 329,137 | 0 | 0 |
| GORES HLDGS II INC | *W EXP 03/06/202 | 382867117 | 26 | 20,500 | SH | | SOLE | 0 | 20,500 | 0 | 0 |
| GORES HLDGS II INC | COM CL A | 382867109 | 2,363 | 225,000 | SH | | SOLE | 0 | 225,000 | 0 | 0 |
| GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 22 | 43,500 | SH | | SOLE | 0 | 43,500 | 0 | 0 |
| GP INVTS ACQUISITION COR | SHS | G40357124 | 9,539 | 956,733 | SH | | SOLE | 0 | 956,733 | 0 | 0 |
| GREAT ELM CAP CORP | COM | 390320109 | 494 | 43,367 | SH | | SOLE | 0 | 43,367 | 0 | 0 |
| GTY TECHNOLOGY HOLDINGS INC | *W EXP 99/99/999 | G4182A128 | 2 | 1,633 | SH | | SOLE | 0 | 1,633 | 0 | 0 |
| GTY TECHNOLOGY HOLDINGS INC | CL A | G4182A102 | 3,012 | 298,191 | SH | | SOLE | 0 | 298,191 | 0 | 0 |
| GTY TECHNOLOGY HOLDINGS INC | UNIT 99/99/9999 | G4182A110 | 3,320 | 321,692 | SH | | SOLE | 0 | 321,692 | 0 | 0 |
| HARMONY MERGER CORP | *W EXP 01/01/202 | 413247123 | 15 | 30,000 | SH | | SOLE | 0 | 30,000 | 0 | 0 |
| HARMONY MERGER CORP | COM | 413247107 | 4,038 | 395,908 | SH | | SOLE | 0 | 395,908 | 0 | 0 |
| HEALTHSOUTH CORP | DEBT 2.000%12/0 | 421924BL4 | 5,054 | 4,151,000 | SH | | SOLE | 0 | 4,151,000 | 0 | 0 |
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 3,167 | 2,050,000 | PRN | | SOLE | 0 | 2,050,000 | 0 | 0 |
| HERCULES CAPITAL INC | COM | 427096508 | 454 | 30,000 | SH | Put | SOLE | 0 | 30,000 | 0 | 0 |
| HUNTER MARITIME ACQUISITION | *W EXP 99/99/999 | Y37828129 | 18 | 22,700 | SH | | SOLE | 0 | 22,700 | 0 | 0 |
| HUNTER MARITIME ACQUISITION | CL A | Y37828111 | 6,987 | 707,970 | PRN | | SOLE | 0 | 707,970 | 0 | 0 |
| HUNTER MARITIME ACQUISITION | UNIT 99/99/9999 | Y37828103 | 355 | 34,104 | SH | | SOLE | 0 | 34,104 | 0 | 0 |
| ICONIX BRAND GROUP INC | NOTE 1.500% 3/1 | 451055AF4 | 2,949 | 3,100,000 | SH | | SOLE | 0 | 3,100,000 | 0 | 0 |
| INNOVIVA INC | COM | 45781M101 | 692 | 50,000 | SH | Put | SOLE | 0 | 50,000 | 0 | 0 |
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 9,357 | 5,360,000 | SH | | SOLE | 0 | 5,360,000 | 0 | 0 |
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 9,154 | 7,025,000 | SH | | SOLE | 0 | 7,025,000 | 0 | 0 |
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 11,277 | 8,340,000 | PRN | | SOLE | 0 | 8,340,000 | 0 | 0 |
| JENSYN ACQUISITION CORP | COM | 47632B102 | 5 | 479 | PRN | | SOLE | 0 | 479 | 0 | 0 |
| JENSYN ACQUISITION CORP | UNIT 99/99/9999 | 47632B201 | 216 | 20,000 | PRN | | SOLE | 0 | 20,000 | 0 | 0 |
| JM GLOBAL HLDG CO | *W EXP 07/29/201 | 46590H119 | 2 | 4,200 | SH | | SOLE | 0 | 4,200 | 0 | 0 |
| KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B119 | 1 | 337,000 | SH | | SOLE | 0 | 337,000 | 0 | 0 |
| KINDRED HEALTHCARE INC | COM | 494580103 | 209 | 25,000 | SH | Call | SOLE | 0 | 25,000 | 0 | 0 |
| KLR ENERGY ACQUISITION CORP | *W EXP 09/16/202 | 49877M116 | 9 | 7,450 | SH | | SOLE | 0 | 7,450 | 0 | 0 |
| KLR ENERGY ACQUISITION CORP | CL A | 49877M108 | 442 | 43,056 | SH | | SOLE | 0 | 43,056 | 0 | 0 |
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 6,977 | 3,300,000 | SH | | SOLE | 0 | 3,300,000 | 0 | 0 |
| LANDCADIA HLDGS INC | CL A | 51476W107 | 2,338 | 234,505 | SH | | SOLE | 0 | 234,505 | 0 | 0 |
| LANDCADIA HLDGS INC | UNIT 12/31/2021T | 51476W206 | 214 | 20,000 | SH | | SOLE | 0 | 20,000 | 0 | 0 |
| LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 9,632 | 6,470,000 | SH | | SOLE | 0 | 6,470,000 | 0 | 0 |
| M I ACQUISITIONS INC | UNIT 99/99/9999 | 55304A203 | 270 | 26,411 | SH | | SOLE | 0 | 26,411 | 0 | 0 |
| M III ACQUISITION CORP | *W EXP 10/10/202 | 55378T112 | 2 | 5,100 | PRN | | SOLE | 0 | 5,100 | 0 | 0 |
| MATLIN & PARTNERS ACQUISITIO | UNIT 05/28/2021A | 57682V205 | 8,016 | 800,000 | PRN | | SOLE | 0 | 800,000 | 0 | 0 |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 10,188 | 6,461,000 | SH | | SOLE | 0 | 6,461,000 | 0 | 0 |
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 6,054 | 5,305,000 | SH | | SOLE | 0 | 5,305,000 | 0 | 0 |
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 11,889 | 6,833,000 | PRN | | SOLE | 0 | 6,833,000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 8,549 | 5,960,000 | PRN | | SOLE | 0 | 5,960,000 | 0 | 0 |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 12,735 | 9,988,000 | PRN | | SOLE | 0 | 9,988,000 | 0 | 0 |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 11,723 | 10,547,000 | PRN | | SOLE | 0 | 10,547,000 | 0 | 0 |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 1,946 | 2,000,000 | PRN | | SOLE | 0 | 2,000,000 | 0 | 0 |
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 25,484 | 6,720,000 | SH | | SOLE | 0 | 6,720,000 | 0 | 0 |
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 4,047 | 2,965,000 | PRN | | SOLE | 0 | 2,965,000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 | 1,462 | 94,400 | PRN | | SOLE | 0 | 94,400 | 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 | 20,520 | 17,244,000 | SH | | SOLE | 0 | 17,244,000 | 0 | 0 |
| PATTERN ENERGY GROUP INC | NOTE 4.000% 7/1 | 70338PAB6 | 1,556 | 1,565,000 | SH | | SOLE | 0 | 1,565,000 | 0 | 0 |
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 4,160 | 3,440,000 | SH | | SOLE | 0 | 3,440,000 | 0 | 0 |
| PRICELINE GRP INC | COM NEW | 741503403 | 1,460 | 820 | PRN | | SOLE | 0 | 820 | 0 | 0 |
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 21,556 | 11,456,000 | PRN | | SOLE | 0 | 11,456,000 | 0 | 0 |
| PROOFPOINT INC | COM | 743424103 | 1,115 | 15,000 | SH | | SOLE | 0 | 15,000 | 0 | 0 |
| QUINPARIO ACQUISITION CORP 2 | *W EXP 01/01/202 | 74874U119 | 7 | 13,992 | SH | | SOLE | 0 | 13,992 | 0 | 0 |
| QUINPARIO ACQUISITION CORP 2 | COM | 74874U101 | 3,710 | 371,025 | PRN | | SOLE | 0 | 371,025 | 0 | 0 |
| QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023X | 74874U200 | 889 | 85,000 | PRN | | SOLE | 0 | 85,000 | 0 | 0 |
| ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 474 | 8,998 | SH | | SOLE | 0 | 8,998 | 0 | 0 |
| SABAN CAP ACQUISITION CORP | *W EXP 09/21/202 | 78516C114 | 33 | 24,800 | SH | | SOLE | 0 | 24,800 | 0 | 0 |
| SABAN CAP ACQUISITION CORP | UNIT 99/99/9999 | 78516C205 | 367 | 32,878 | SH | | SOLE | 0 | 32,878 | 0 | 0 |
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 16,110 | 12,508,000 | SH | | SOLE | 0 | 12,508,000 | 0 | 0 |
| SANOFI | RIGHT 12/31/2020 | 80105N113 | 56 | 125,000 | SH | | SOLE | 0 | 125,000 | 0 | 0 |
| SCORPIO TANKERS INC | SHS | Y7542C106 | 363 | 81,800 | SH | Call | SOLE | 0 | 81,800 | 0 | 0 |
| SCORPIO TANKERS INC | SHS | Y7542C106 | 555 | 125,000 | SH | Put | SOLE | 0 | 125,000 | 0 | 0 |
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 3,749 | 3,700,000 | SH | | SOLE | 0 | 3,700,000 | 0 | 0 |
| SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 6,673 | 7,540,000 | PRN | | SOLE | 0 | 7,540,000 | 0 | 0 |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 9,969 | 7,736,000 | SH | | SOLE | 0 | 7,736,000 | 0 | 0 |
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 3,770 | 3,493,000 | PRN | | SOLE | 0 | 3,493,000 | 0 | 0 |
| SHIP FINANCE INTERNATIONAL L | NOTE 5.750%10/1 | G81075AF3 | 9,236 | 9,282,000 | SH | | SOLE | 0 | 9,282,000 | 0 | 0 |
| SHUTTERFLY INC | COM | 82568P304 | 34 | 700 | PRN | | SOLE | 0 | 700 | 0 | 0 |
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 4,869 | 4,905,000 | PRN | | SOLE | 0 | 4,905,000 | 0 | 0 |
| SILICONWARE PRECISION INDS L | SPONSD ADR SPL | 827084864 | 0 | 50 | PRN | | SOLE | 0 | 50 | 0 | 0 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 15,299 | 15,064,000 | SH | | SOLE | 0 | 15,064,000 | 0 | 0 |
| STELLAR ACQUISITION III INC | COM | Y8172W107 | 216 | 21,518 | PRN | | SOLE | 0 | 21,518 | 0 | 0 |
| SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 356 | 14,600 | SH | | SOLE | 0 | 14,600 | 0 | 0 |
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 45,656 | 16,602,000 | PRN | | SOLE | 0 | 16,602,000 | 0 | 0 |
| TAL ED GROUP | NOTE 2.500% 5/1 | 874080AB0 | 11,131 | 2,745,000 | SH | | SOLE | 0 | 2,745,000 | 0 | 0 |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 11,566 | 11,125,000 | PRN | | SOLE | 0 | 11,125,000 | 0 | 0 |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 3,599 | 3,790,000 | PRN | | SOLE | 0 | 3,790,000 | 0 | 0 |
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 6,885 | 3,902,000 | PRN | | SOLE | 0 | 3,902,000 | 0 | 0 |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 6,413 | 6,840,000 | SH | | SOLE | 0 | 6,840,000 | 0 | 0 |
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 3,913 | 4,300,000 | SH | | SOLE | 0 | 4,300,000 | 0 | 0 |
| TWO HBRS INVT CORP | COM | 90187B101 | 480 | 50,000 | PRN | Put | SOLE | 0 | 50,000 | 0 | 0 |
| TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 2,875 | 2,815,000 | PRN | | SOLE | 0 | 2,815,000 | 0 | 0 |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 2,260 | 2,000,000 | PRN | | SOLE | 0 | 2,000,000 | 0 | 0 |
| VEON LTD | SPONSORED ADR | 91822M106 | 1,956 | 479,350 | PRN | | SOLE | 0 | 479,350 | 0 | 0 |
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 24,784 | 9,709,000 | SH | | SOLE | 0 | 9,709,000 | 0 | 0 |
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 92857W308 | 695 | 26,300 | PRN | Call | SOLE | 0 | 26,300 | 0 | 0 |
| YAHOO INC | NOTE 12/0 | 984332AF3 | 17,274 | 16,680,000 | PRN | | SOLE | 0 | 16,680,000 | 0 | 0 |
| ZIONS BANCORPORATION | *W EXP 11/14/201 | 989701131 | 454 | 50,000 | SH | | SOLE | 0 | 50,000 | 0 | 0 |
