| 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 |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 5,497 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
| ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 461 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
| ALTICE USA INC | CL A | 02156K103 | 4,345 | 235,100 | SH | Call | SOLE | | 235,100 | 0 | 0 |
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 281 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| ASSOCIATED BANC CORP | *W EXP 11/21/201 | 045487113 | 2,030 | 380,181 | SH | | SOLE | | 380,181 | 0 | 0 |
| AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 796 | 79,806 | SH | | SOLE | | 79,806 | 0 | 0 |
| AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 81 | 244,031 | SH | | SOLE | | 244,031 | 0 | 0 |
| BARINGTON HILCO ACQUISITION | RIGHT 02/13/2017 | 06759V119 | 33 | 121,896 | SH | | SOLE | | 121,896 | 0 | 0 |
| BARINGTON HILCO ACQUISITION | *W EXP 02/11/202 | 06759V127 | 31 | 168,689 | SH | | SOLE | | 168,689 | 0 | 0 |
| BLACK RIDGE ACQUISITION CORP | COM | 09216T107 | 6,783 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
| BLACK RIDGE ACQUISITION CORP | *W EXP 07/10/202 | 09216T115 | 273 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
| BLACK RIDGE ACQUISITION CORP | RIGHT 07/10/2019 | 09216T123 | 210 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
| CIENA CORP | NOTE 3.750%10/1 | 171779AJ0 | 9,250 | 7,000,000 | PRN | | SOLE | | 7,000,000 | 0 | 0 |
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 21,437 | 15,214,000 | PRN | | SOLE | | 15,214,000 | 0 | 0 |
| CISION LTD | *W EXP 06/22/202 | G1992S117 | 663 | 295,860 | SH | | SOLE | | 295,860 | 0 | 0 |
| CM SEVEN STAR ACQUISITION CO | UNIT 08/21/2022 | G2345N128 | 3,577 | 349,800 | SH | | SOLE | | 349,800 | 0 | 0 |
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 8,380 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
| CONVERGEONE HLDGS INC | *W EXP 04/12/202 | 212481113 | 150 | 125,345 | SH | | SOLE | | 125,345 | 0 | 0 |
| CTRIP COM INTL LTD | NOTE 1.250%10/1 | 22943FAD2 | 9,747 | 8,000,000 | PRN | | SOLE | | 8,000,000 | 0 | 0 |
| DASEKE INC | *W EXP 02/27/202 | 23753F115 | 362 | 325,696 | SH | | SOLE | | 325,696 | 0 | 0 |
| DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 343 | 16,000 | SH | | SOLE | | 16,000 | 0 | 0 |
| EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 172 | 207,001 | SH | | SOLE | | 207,001 | 0 | 0 |
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 7,286 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
| ESTRE AMBIENTAL INC | *W EXP 12/21/202 | G3206V118 | 162 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
| FINTECH ACQUISITION CORP II | COM | 31810G109 | 526 | 52,915 | SH | | SOLE | | 52,915 | 0 | 0 |
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 424 | 500,000 | PRN | | SOLE | | 500,000 | 0 | 0 |
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 13,781 | 13,000,000 | PRN | | SOLE | | 13,000,000 | 0 | 0 |
| GORDON POINTE ACQUISITION CO | UNIT 01/18/2023 | 382788206 | 5,145 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
| GORES HLDGS II INC | *W EXP 01/13/202 | 382867117 | 55 | 33,232 | SH | | SOLE | | 33,232 | 0 | 0 |
| HOSTESS BRANDS INC | *W EXP 11/04/202 | 44109J114 | 5,204 | 2,228,655 | SH | | SOLE | | 2,228,655 | 0 | 0 |
| INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 5,155 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
| INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 889 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
| INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 3,211 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 4,725 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 7,592 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
| LEISURE ACQUISITION CORP | UNIT 99/99/9999 | 52539T206 | 2,969 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
| MATLIN & PARTNERS ACQUISITIO | UNIT 05/28/2021A | 57682V205 | 3,594 | 349,800 | SH | | SOLE | | 349,800 | 0 | 0 |
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 6,920 | 6,000,000 | PRN | | SOLE | | 6,000,000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 47,039 | 26,500,000 | PRN | | SOLE | | 26,500,000 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC | SDCV 2.250% 2/1 | 595017AH7 | 6,223 | 5,201,000 | PRN | | SOLE | | 5,201,000 | 0 | 0 |
| MICRON TECHNOLOGY INC | NOTE 2.375% 5/0 | 595112AW3 | 314,119 | 58,077,000 | PRN | | SOLE | | 58,077,000 | 0 | 0 |
| MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 255,278 | 48,912,000 | PRN | | SOLE | | 48,912,000 | 0 | 0 |
| MODERN MEDIA ACQUISITION | *W EXP 05/17/202 | 60765P111 | 143 | 274,999 | SH | | SOLE | | 274,999 | 0 | 0 |
| MODERN MEDIA ACQUISITION | RIGHT 99/99/9999 | 60765P129 | 179 | 447,200 | SH | | SOLE | | 447,200 | 0 | 0 |
| MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 15,071 | 7,483,000 | PRN | | SOLE | | 7,483,000 | 0 | 0 |
| MUDRICK CAP ACQUISITION CORP | UNIT 02/01/2023 | 624745204 | 2,549 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 347 | 49,700 | SH | | SOLE | | 49,700 | 0 | 0 |
| NATIONAL ENERGY SERVICES REU | SHS | G6375R107 | 1,827 | 183,948 | SH | | SOLE | | 183,948 | 0 | 0 |
| NATIONAL ENERGY SERVICES REU | *W EXP 05/05/202 | G6375R115 | 111 | 123,105 | SH | | SOLE | | 123,105 | 0 | 0 |
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 2,126 | 3,000,000 | PRN | | SOLE | | 3,000,000 | 0 | 0 |
| OPES ACQUISITION CORP | UNIT 03/07/2023 | 68373P209 | 2,262 | 225,000 | SH | | SOLE | | 225,000 | 0 | 0 |
| OSPREY ENERGY ACQUISITION CO | UNIT 07/21/2022 | 688397207 | 3,744 | 374,000 | SH | | SOLE | | 374,000 | 0 | 0 |
| RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 10,111 | 10,000,000 | PRN | | SOLE | | 10,000,000 | 0 | 0 |
| RENEWABLE ENERGY GROUP INC | NOTE 2.750% 6/1 | 75972AAA1 | 651 | 585,000 | PRN | | SOLE | | 585,000 | 0 | 0 |
| RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 2,701 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| ROSEHILL RES INC | *W EXP 09/16/202 | 777385113 | 249 | 299,900 | SH | | SOLE | | 299,900 | 0 | 0 |
| SABAN CAP ACQUISITION CORP | UNIT 99/99/9999 | 78516C205 | 1,050 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| SAFEGUARD SCIENTIFICS INC | DBCV 5.250% 5/1 | 786449AK4 | 2,025 | 2,021,000 | PRN | | SOLE | | 2,021,000 | 0 | 0 |
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 5,582 | 2,500,000 | PRN | | SOLE | | 2,500,000 | 0 | 0 |
| SIMPLY GOOD FOODS CO | *W EXP 07/07/202 | 82900L110 | 436 | 122,910 | SH | | SOLE | | 122,910 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 | 5,013 | 50,000 | SH | Put | SOLE | | 50,000 | 0 | 0 |
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 16,569 | 13,194,000 | PRN | | SOLE | | 13,194,000 | 0 | 0 |
| TESARO INC | NOTE 3.000%10/0 | 881569AA5 | 32,391 | 18,027,000 | PRN | | SOLE | | 18,027,000 | 0 | 0 |
| TESLA INC | COM | 88160R101 | 12,109 | 45,500 | SH | Put | SOLE | | 45,500 | 0 | 0 |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 7,728 | 7,743,000 | PRN | | SOLE | | 7,743,000 | 0 | 0 |
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 7,444 | 7,500,000 | PRN | | SOLE | | 7,500,000 | 0 | 0 |
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 2,090 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 11,332 | 11,166,000 | PRN | | SOLE | | 11,166,000 | 0 | 0 |
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 6,516 | 6,070,000 | PRN | | SOLE | | 6,070,000 | 0 | 0 |
| TIBERIUS ACQUISITION CORP | UNIT 02/28/2021 | 88633A206 | 2,018 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
| TPG PACE ENERGY HLDGS CORP | CL A | 872656103 | 552 | 54,690 | SH | | SOLE | | 54,690 | 0 | 0 |
| TPG PACE ENERGY HLDGS CORP | *W EXP 99/99/999 | 872656111 | 80 | 43,230 | SH | | SOLE | | 43,230 | 0 | 0 |
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 1,439 | 1,500,000 | PRN | | SOLE | | 1,500,000 | 0 | 0 |
| VANTAGE ENERGY ACQUISITION | UNIT 04/12/2024 | 92211L204 | 4,814 | 472,638 | SH | | SOLE | | 472,638 | 0 | 0 |
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 438,669 | 127,191,000 | PRN | | SOLE | | 127,191,000 | 0 | 0 |
| VIVOPOWER INTERNATIONAL PLC | SHS | G9376R100 | 27 | 12,146 | SH | | SOLE | | 12,146 | 0 | 0 |
| WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 388 | 233,140 | SH | | SOLE | | 233,140 | 0 | 0 |
