The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AGROFRESH SOLUTIONS *W EXP 07/31/202 00856G117 27 49,210 SH   SOLE   49,210 0 0
ALLERGAN PLC SHS G0177J108 9,940 48,500 SH Call SOLE   0 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 13,953 18,911 SH   SOLE   18,911 0 0
AMAZON COM INC COM 023135106 96 100 SH   SOLE   100 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 645 32,240 SH   SOLE   32,240 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 227 3,700 SH Put SOLE   0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 765 5,600 SH Call SOLE   0 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 23,731 194,390 SH   SOLE   194,390 0 0
AMTRUST FINL SVCS INC COM 032359309 269 20,000 SH Put SOLE   0 0 0
AMTRUST FINL SVCS INC COM 032359309 470 34,900 SH Call SOLE   0 0 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 2,426 1,850,000 PRN   SOLE   1,850,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 13,844 5,335,000 PRN   SOLE   5,335,000 0 0
ARCONIC INC COM 03965L100 60 2,400 SH Put SOLE   0 0 0
ARCONIC INC 5.375% PFD B 1 03965L308 63,992 1,645,051 SH   SOLE   1,645,051 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 10 25,000 SH   SOLE   25,000 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 73 93,249 SH   SOLE   93,249 0 0
BECTON DICKINSON & CO COM 075887109 288 1,470 SH   SOLE   1,470 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 42,346 562,734 SH   SOLE   562,734 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,284 2,000,000 PRN   SOLE   2,000,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 45 5,000 SH Call SOLE   0 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 1,141 1,000,000 PRN   SOLE   1,000,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 45 5,000 SH Put SOLE   0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 25 2,700 SH Call SOLE   0 0 0
CF CORP *W EXP 05/25/202 G20307115 25 12,000 SH   SOLE   12,000 0 0
CISION LTD *W EXP 06/22/202 G1992S117 613 207,934 SH   SOLE   207,934 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 13,052 5,500,000 PRN   SOLE   5,500,000 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 11,424 10,697 SH   SOLE   10,697 0 0
DASEKE INC *W EXP 02/27/202 23753F115 1,136 696,681 SH   SOLE   696,681 0 0
DEL TACO RESTAURANTS INC *W EXP 06/30/202 245496112 363 69,863 SH   SOLE   69,863 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 7,928 239,737 SH   SOLE   239,737 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 3,236 48,023 SH   SOLE   48,023 0 0
DYNEGY INC NEW DEL COM 26817R108 13 1,300 SH Put SOLE   0 0 0
DYNEGY INC NEW DEL COM 26817R108 147 15,000 SH Call SOLE   0 0 0
EPR PPTYS CONV PFD 9% SR E 26884U307 821 22,559 SH   SOLE   22,559 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 19,643 708,886 SH   SOLE   708,886 0 0
EPR PPTYS COM SH BEN INT 26884U109 35 500 SH Call SOLE   0 0 0
EPR PPTYS COM SH BEN INT 26884U109 6,019 86,300 SH Put SOLE   0 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 1,480 125,500 SH Put SOLE   0 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 440 22,861 SH   SOLE   22,861 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 348 29,500 SH Call SOLE   0 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 33 2,834 SH   SOLE   2,834 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 8,687 387,645 SH   SOLE   387,645 0 0
GENERAL MTRS CO COM 37045V100 202 5,000 SH Put SOLE   0 0 0
HALCON RES CORP COM PAR NEW 40537Q605 0 67 SH   SOLE   67 0 0
HALCON RES CORP COM PAR NEW 40537Q605 67 9,800 SH Call SOLE   0 0 0
HESS CORP COM 42809H107 700 14,934 SH   SOLE   14,934 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1,048 513,732 SH   SOLE   513,732 0 0
HOSTESS BRANDS INC CL A 44109J106 14 1,000 SH Put SOLE   0 0 0
HOSTESS BRANDS INC CL A 44109J106 249 18,200 SH Call SOLE   0 0 0
IONIS PHARMACEUTICALS INC COM 462222100 324 6,400 SH Put SOLE   0 0 0
IONIS PHARMACEUTICALS INC COM 462222100 8 158 SH   SOLE   158 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 412 1,143 SH   SOLE   1,143 0 0
ISTAR INC COM 45031U101 30 2,500 SH Put SOLE   0 0 0
ISTAR INC COM 45031U101 59 5,000 SH Call SOLE   0 0 0
JANUS HENDERSON GROUP PLC NOTE 0.750% 7/1 47102XAH8 6,522 4,199,000 PRN   SOLE   4,199,000 0 0
JAZZ US HLDGS INC NOTE 8.000%12/3 47216EAA8 7,649 2,465,000 PRN   SOLE   2,465,000 0 0
JONES ENERGY INC COM CL A 48019R108 103 53,900 SH Put SOLE   0 0 0
KINDRED HEALTHCARE INC COM 494580103 41 6,000 SH Put SOLE   0 0 0
KINDRED HEALTHCARE INC COM 494580103 330 48,500 SH Call SOLE   0 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 33,197 10,862,000 PRN   SOLE   10,862,000 0 0
MANNKIND CORP COM NEW 56400P706 26 11,800 SH Put SOLE   0 0 0
MANNKIND CORP COM NEW 56400P706 426 196,300 SH Call SOLE   0 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 22,406 6,275,000 PRN   SOLE   6,275,000 0 0
MICRON TECHNOLOGY INC COM 595112103 197 5,000 SH Call SOLE   0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 8,291 6,000,000 PRN   SOLE   6,000,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 2,871 800,000 PRN   SOLE   800,000 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 82 186,630 SH   SOLE   186,630 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 20,553 309,952 SH   SOLE   309,952 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 45,604 8,301,000 PRN   SOLE   8,301,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 22,623 2,545,000 PRN   SOLE   2,545,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 65 5,000 SH Put SOLE   0 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,854 52,729 SH   SOLE   52,729 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 245 17,900 SH Call SOLE   0 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 7 500 SH Put SOLE   0 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 6,890 65,267 SH   SOLE   65,267 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 683 486,000 PRN   SOLE   486,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 74 48,600 SH   SOLE   48,600 0 0
SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 65 27,545 SH   SOLE   27,545 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,861 130,487 SH   SOLE   130,487 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 0 1 SH   SOLE   1 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 3,176 3,000,000 PRN   SOLE   3,000,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 1,114 1,000,000 PRN   SOLE   1,000,000 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 9 3,000 SH   SOLE   3,000 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 9 3,000 SH Put SOLE   0 0 0
T MOBILE US INC CONV PFD SER A 872590203 145,441 1,455,724 SH   SOLE   1,455,724 0 0
T MOBILE US INC COM 872590104 123 2,000 SH Put SOLE   0 0 0
T MOBILE US INC COM 872590104 37 600 SH Call SOLE   0 0 0
TESLA INC COM 88160R101 68 200 SH Put SOLE   0 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 623 35,400 SH Call SOLE   0 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,105 119,600 SH Put SOLE   0 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 200 6,500 SH Call SOLE   0 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 7,047 4,784,000 PRN   SOLE   4,784,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 21,194 6,812,000 PRN   SOLE   6,812,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 6,756 65,294 SH   SOLE   65,294 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 13,492 212,712 SH   SOLE   212,712 0 0
WESTERN DIGITAL CORP COM 958102105 5,901 68,300 SH Put SOLE   0 0 0
WPX ENERGY INC PFD SER A CV 98212B202 435 8,154 SH   SOLE   8,154 0 0
XENCOR INC COM 98401F105 126 5,489 SH   SOLE   5,489 0 0
XPO LOGISTICS INC COM 983793100 2,304 33,993 SH   SOLE   33,993 0 0
XPO LOGISTICS INC COM 983793100 291 4,300 SH Put SOLE   0 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 460 30,272 SH   SOLE   30,272 0 0