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 |
ALBERTON ACQUISITION CORP | ORD SHS | G35006108 | 6,899 | 693,340 | SH | | SOLE | | 6,899 | 0 | 0 |
ALLEGRO MERGER CORP | COM | 01749N103 | 3,458 | 346,500 | SH | | SOLE | | 3,458 | 0 | 0 |
AMCI ACQUISITION CORP | CLASS A | 00165R101 | 1,085 | 110,299 | SH | | SOLE | | 1,085 | 0 | 0 |
ANDINA ACQUISITION CORP III | SHS | G04415108 | 2,730 | 279,991 | SH | | SOLE | | 2,730 | 0 | 0 |
ARYA SCIENCES ACQUISITION CO | SHS CL A | G3165V109 | 736 | 75,000 | SH | | SOLE | | 736 | 0 | 0 |
BIG ROCK PARTNERS ACQUISI CO | COM | 089482103 | 2,359 | 228,589 | SH | | SOLE | | 2,359 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 1,340 | 15,084 | SH | | SOLE | | 1,340 | 0 | 0 |
BISON CAP ACQUISITION CORP | ORD SHS | G1142P104 | 1,946 | 185,164 | SH | | SOLE | | 1,946 | 0 | 0 |
BLACK RIDGE ACQUISITION CORP | COM | 09216T107 | 4,860 | 498,999 | SH | | SOLE | | 4,860 | 0 | 0 |
BOSTON PROPERTIES INC | COM | 101121101 | 1,339 | 10,000 | SH | | SOLE | | 1,339 | 0 | 0 |
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 7,205 | 5,048,000 | SH | | SOLE | | 7,205 | 0 | 0 |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 3,110 | 4,000,000 | SH | | SOLE | | 3,110 | 0 | 0 |
CLOVIS ONCOLOGY INC | COM | 189464100 | 261 | 10,500 | SH | | SOLE | | 261 | 0 | 0 |
CM SEVEN STAR ACQUISITION CO | SHS | G2345N102 | 13,469 | 1,842,599 | SH | | SOLE | | 13,469 | 0 | 0 |
COTY INC | COM CL A | 222070203 | 43 | 3,700 | SH | | SOLE | | 43 | 0 | 0 |
COTY INC | COM CL A | 222070203 | 709 | 3,700 | SH | Call | SOLE | | 709 | 0 | 0 |
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 4,426 | 3,738 | SH | | SOLE | | 4,426 | 0 | 0 |
CTRIP COM INTL LTD | SPONSORED ADS | 22943F100 | 350 | 8,000 | SH | | SOLE | | 350 | 0 | 0 |
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 1,915 | 1,500,000 | SH | | SOLE | | 1,915 | 0 | 0 |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,410 | 2,300 | SH | | SOLE | | 2,410 | 0 | 0 |
DEXCOM INC | NOTE 0.750% 5/1 | 252131AF4 | 6,720 | 5,000,000 | SH | | SOLE | | 6,720 | 0 | 0 |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 5,108 | 6,000,000 | SH | | SOLE | | 5,108 | 0 | 0 |
EDISON INTL | COM | 281020107 | 3,901 | 62,998 | SH | | SOLE | | 3,901 | 0 | 0 |
LILLY ELI & CO | COM | 532457108 | 3,945 | 30,400 | SH | | SOLE | | 3,945 | 0 | 0 |
LILLY ELI & CO | COM | 532457108 | 1 | 30,400 | SH | Call | SOLE | | 1 | 0 | 0 |
ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 4,367 | 45,000 | SH | | SOLE | | 4,367 | 0 | 0 |
EURONET WORLDWIDE INC | COM | 298736109 | 214 | 1,500 | SH | | SOLE | | 214 | 0 | 0 |
FAR PT ACQUISITION CORP | COM CL A | 30734W109 | 995 | 100,000 | SH | | SOLE | | 995 | 0 | 0 |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 521 | 560,000 | SH | | SOLE | | 521 | 0 | 0 |
FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 2,103 | 2,000 | SH | | SOLE | | 2,103 | 0 | 0 |
FORTIVE CORP | COM | 34959J108 | 419 | 5,000 | SH | | SOLE | | 419 | 0 | 0 |
FORUM MERGER II CORP | CL A | 34986F103 | 1,239 | 125,000 | SH | | SOLE | | 1,239 | 0 | 0 |
GIGCAPITAL INC | COM | 37518N106 | 4,412 | 432,500 | SH | | SOLE | | 4,412 | 0 | 0 |
GORDON POINTE ACQUISITION CO | COM CLASS A | 382788107 | 5,628 | 557,267 | SH | | SOLE | | 5,628 | 0 | 0 |
GRAF INDL CORP | COM | 384278107 | 1,436 | 146,106 | SH | | SOLE | | 1,436 | 0 | 0 |
GREENLAND ACQUISITIN CORPORA | SHS | G40981139 | 5,085 | 505,000 | SH | | SOLE | | 5,085 | 0 | 0 |
GS ACQUISITION HLDGS CORP | COM CL A | 36255F102 | 501 | 50,000 | SH | | SOLE | | 501 | 0 | 0 |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 3,572 | 3,277,000 | SH | | SOLE | | 3,572 | 0 | 0 |
HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 3,175 | 3,000,000 | SH | | SOLE | | 3,175 | 0 | 0 |
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 6,226 | 5,000,000 | SH | | SOLE | | 6,226 | 0 | 0 |
HL ACQUISITIONS CORP | SHS | G4603R106 | 2,086 | 210,101 | SH | | SOLE | | 2,086 | 0 | 0 |
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 1,133 | 1,000,000 | SH | | SOLE | | 1,133 | 0 | 0 |
II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 4,764 | 4,555,000 | SH | | SOLE | | 4,764 | 0 | 0 |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 2,461 | 1,810,000 | SH | | SOLE | | 2,461 | 0 | 0 |
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 9,199 | 7,500,000 | SH | | SOLE | | 9,199 | 0 | 0 |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 1,538 | 1,529,000 | SH | | SOLE | | 1,538 | 0 | 0 |
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 8,245 | 5,000,000 | SH | | SOLE | | 8,245 | 0 | 0 |
INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 2,838 | 15,788 | SH | | SOLE | | 2,838 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,310 | 4,714,000 | SH | | SOLE | | 6,310 | 0 | 0 |
KBL MERGER CORP IV | COM | 48242A104 | 8,727 | 881,500 | SH | | SOLE | | 8,727 | 0 | 0 |
LEGACY ACQUISITION CORP | COM CL A | 524643103 | 8,785 | 875,000 | SH | | SOLE | | 8,785 | 0 | 0 |
LEISURE ACQUISITION CORP | COM | 52539T107 | 106 | 10,522 | SH | | SOLE | | 106 | 0 | 0 |
LEO HOLDINGS CORP | COM CL A | G5463L105 | 2,532 | 252,158 | SH | | SOLE | | 2,532 | 0 | 0 |
LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 1,285 | 2,500,000 | SH | | SOLE | | 1,285 | 0 | 0 |
LONGEVITY ACQUISITION CORP | ORD SHS | G56372132 | 2,296 | 228,496 | SH | | SOLE | | 2,296 | 0 | 0 |
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 1,627 | 1,930,000 | SH | | SOLE | | 1,627 | 0 | 0 |
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 3,550 | 3,550,000 | SH | | SOLE | | 3,550 | 0 | 0 |
MEGALITH FINL ACQUISITION CO | CL A COM | 58518F109 | 671 | 67,200 | SH | | SOLE | | 671 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 17,999 | 11,000,000 | SH | | SOLE | | 17,999 | 0 | 0 |
MICRON TECHNOLOGY INC | COM | 595112103 | 2,769 | 67,000 | SH | | SOLE | | 2,769 | 0 | 0 |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 24,855 | 6,000,000 | SH | | SOLE | | 24,855 | 0 | 0 |
MODERN MEDIA ACQUISITION | COM | 60765P103 | 13,505 | 1,357,318 | SH | | SOLE | | 13,505 | 0 | 0 |
MONOCLE ACQUISITION CORP | COM | 609754106 | 980 | 100,000 | SH | | SOLE | | 980 | 0 | 0 |
NEW FRONTIER CORP | COM CL A | G6485P108 | 495 | 50,000 | SH | | SOLE | | 495 | 0 | 0 |
NEXTERA ENERGY INC | COM | 65339F101 | 6,235 | 32,250 | SH | | SOLE | | 6,235 | 0 | 0 |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 2,470 | 2,500,000 | SH | | SOLE | | 2,470 | 0 | 0 |
NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 2,572 | 2,500,000 | SH | | SOLE | | 2,572 | 0 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 8,608 | 6,956,000 | SH | | SOLE | | 8,608 | 0 | 0 |
OPES ACQUISITION CORP | COM | 68373P100 | 2,681 | 264,090 | SH | | SOLE | | 2,681 | 0 | 0 |
PACIRA PHARMACEUTICALS INC | COM | 695127100 | 932 | 24,500 | SH | | SOLE | | 932 | 0 | 0 |
PENSARE ACQUISITION CORP | COM | 70957E105 | 18,075 | 1,760,000 | SH | | SOLE | | 18,075 | 0 | 0 |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 5,945 | 4,385,000 | SH | | SOLE | | 5,945 | 0 | 0 |
REGALWOOD GLOBAL ENERGY LTD | COM CL A | G74760102 | 614 | 60,827 | SH | | SOLE | | 614 | 0 | 0 |
RESTORATION HARDWARE HLDGS I | NOTE 6/1 | 761283AD2 | 20,175 | 20,075,000 | SH | | SOLE | | 20,175 | 0 | 0 |
RESTORATION HARDWARE HLDGS I | DBCV 7/1 | 761283AC4 | 8,468 | 7,735,000 | SH | | SOLE | | 8,468 | 0 | 0 |
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 5,905 | 5,913,000 | SH | | SOLE | | 5,905 | 0 | 0 |
KBL MERGER CORP IV | RIGHT 06/07/2019 | 48242A120 | 11 | 49,900 | SH | | SOLE | | 11 | 0 | 0 |
SABAN CAP ACQUISITION CORP | COM CL A | 78516C106 | 15,277 | 1,486,075 | SH | | SOLE | | 15,277 | 0 | 0 |
SCORPIO TANKERS INC | NOTE 3.000% 5/1 | 80918TAB5 | 3,538 | 4,028,000 | SH | | SOLE | | 3,538 | 0 | 0 |
SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 5,283 | 50,000 | SH | | SOLE | | 5,283 | 0 | 0 |
SENTINEL ENERGY SVCS INC | CL A | 81728P105 | 252 | 25,000 | SH | | SOLE | | 252 | 0 | 0 |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 1,615 | 1,500,000 | SH | | SOLE | | 1,615 | 0 | 0 |
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,006 | 3,000,000 | SH | | SOLE | | 3,006 | 0 | 0 |
SOCIAL CAP HEDOSOPHIA HLDGS | CL A | G8250R103 | 9,925 | 973,986 | SH | | SOLE | | 9,925 | 0 | 0 |
SPARTAN ENERGY ACQUISITON CO | CL A COM STK | 846784106 | 934 | 95,072 | SH | | SOLE | | 934 | 0 | 0 |
SPDR DOW JONES INDL AVRG ETF | UT SER 1 | 78467X109 | 7,373 | 28,453 | SH | | SOLE | | 7,373 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 889,427 | 3,146,542 | SH | | SOLE | | 889,427 | 0 | 0 |
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 3,268 | 1,000,000 | SH | | SOLE | | 3,268 | 0 | 0 |
SUNCOKE ENERGY PARTNERS L P | COMUNIT REP LT | 86722Y101 | 326 | 26,218 | SH | | SOLE | | 326 | 0 | 0 |
TELLURIAN INC NEW | COM | 87968A104 | 113 | 10,069 | SH | | SOLE | | 113 | 0 | 0 |
TENZING ACQUISITION CORP | ORD SHS | G8708A116 | 4,492 | 446,100 | SH | | SOLE | | 4,492 | 0 | 0 |
THUNDER BRIDGE ACQUISITION L | SHS CLASS A | G8857R100 | 6,178 | 605,689 | SH | | SOLE | | 6,178 | 0 | 0 |
TIBERIUS ACQUISITION CORP | COM | 88633A107 | 2,205 | 218,770 | SH | | SOLE | | 2,205 | 0 | 0 |
TOTTENHAM ACQUISITION I LTD | SHS | G8959N106 | 2,972 | 294,282 | SH | | SOLE | | 2,972 | 0 | 0 |
TRANSOCEAN LTD | REG SHS | H8817H100 | 1,611 | 185,000 | SH | | SOLE | | 1,611 | 0 | 0 |
TRIDENT ACQUISITIONS CORP | COM | 89615T106 | 2,853 | 280,000 | SH | | SOLE | | 2,853 | 0 | 0 |
TRINITY MERGER CORP | COM CL A | 89653L106 | 3,332 | 326,000 | SH | | SOLE | | 3,332 | 0 | 0 |
TUSCAN HOLDINGS CORP | COM | 90069K104 | 244 | 25,000 | SH | | SOLE | | 244 | 0 | 0 |
TWELVE SEAS INVESTMENT COMPA | SHS | G9145A107 | 8,547 | 854,727 | SH | | SOLE | | 8,547 | 0 | 0 |
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 1,106 | 20,000 | SH | | SOLE | | 1,106 | 0 | 0 |
GORES METROPOULOS INC | UNIT 99/99/9999 | 382872208 | 218 | 21,326 | SH | | SOLE | | 218 | 0 | 0 |
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 1,904 | 60,000 | SH | | SOLE | | 1,904 | 0 | 0 |
VANECK VECTORS ETF TR | JR GOLD MINERS E | 92189F791 | 15 | 60,000 | SH | Call | SOLE | | 15 | 0 | 0 |
VANTAGE ENERGY ACQUISITION | COM CL A | 92211L105 | 15,005 | 1,468,223 | SH | | SOLE | | 15,005 | 0 | 0 |
VIPSHOP HLDGS LTD | SPONSORED ADS A | 92763W103 | 129 | 16,089 | SH | | SOLE | | 129 | 0 | 0 |
WIX COM LTD | SHS | M98068105 | 1,208 | 10,000 | SH | | SOLE | | 1,208 | 0 | 0 |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 3,901 | 2,761,000 | SH | | SOLE | | 3,901 | 0 | 0 |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 1,721 | 1,494,000 | SH | | SOLE | | 1,721 | 0 | 0 |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 3,068 | 3,000,000 | SH | | SOLE | | 3,068 | 0 | 0 |