The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 |
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 9,916 | 9,803,000 | PRN | SOLE | 0 | 0 | 9,803,000 | ||
| ADVANCE AUTO PARTS INC | CALL | 00751Y106 | 468 | 30,000 | SH | Call | SOLE | 0 | 0 | 30,000 | |
| AMERICAN INTL GROUP INC | CALL | 026874904 | 11 | 300,000 | SH | Call | SOLE | 0 | 0 | 300,000 | |
| ARES CAP CORP | COM | 04010L103 | 594 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| ATLANTIC ALLIANCE PARTNER CO | COM | G04897107 | 5,029 | 482,200 | SH | SOLE | 482,200 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | CALL | 112463104 | 56 | 57,400 | SH | Call | SOLE | 0 | 0 | 57,400 | |
| CALLAWAY GOLF CO | COM | 131193104 | 1,039 | 113,880 | SH | SOLE | 113,880 | 0 | 0 | ||
| COLONY CAP INC | NOTE 5.000% 4/1 | 19624RAA4 | 8,981 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||
| DEERE & CO | PUT | 244199105 | 57 | 85,000 | SH | Put | SOLE | 0 | 0 | 85,000 | |
| EASTERLY ACQUISITION CORP | UNIT 99/99/9999 | 27616L201 | 13,883 | 1,406,618 | SH | SOLE | 1,406,618 | 0 | 0 | ||
| ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 9,458 | 967,110 | SH | SOLE | 967,110 | 0 | 0 | ||
| ELECTRUM SPL ACQUISITION COR | *W EXP 99/99/999 | G3105C112 | 19 | 48,303 | SH | SOLE | 0 | 0 | 48,303 | ||
| FASTENAL CO | PUT | 311900104 | 63 | 230,000 | SH | Put | SOLE | 0 | 0 | 230,000 | |
| GAP INC DEL | PUT | 364760108 | 46 | 100,000 | SH | Put | SOLE | 0 | 0 | 100,000 | |
| GILEAD SCIENCES INC | CALL | 375558103 | 221 | 30,000 | SH | Call | SOLE | 0 | 0 | 30,000 | |
| HELMERICH & PAYNE INC | CALL | 423452101 | 447 | 78,500 | SH | Call | SOLE | 0 | 0 | 78,500 | |
| HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588j118 | 61 | 408,510 | SH | SOLE | 0 | 0 | 408,510 | ||
| HI-CRUSH PARTNERS LP | CALL | 428337109 | 44 | 139,000 | SH | Call | SOLE | 0 | 0 | 139,000 | |
| HILL INTERNATIONAL INC | COM | 431466101 | 1,480 | 439,088 | SH | SOLE | 439,088 | 0 | 0 | ||
| JOY GLOBAL INC | PUT | 481165108 | 85 | 500,000 | SH | Put | SOLE | 0 | 0 | 500,000 | |
| MOLSON COORS BREWING CO | CALL | 60871R100 | 410 | 46,800 | SH | Call | SOLE | 0 | 0 | 46,800 | |
| NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 2,574 | 196,639 | SH | SOLE | 196,639 | 0 | 0 | ||
| RANGE RES CORP | PUT | 75281A109 | 238 | 250,000 | SH | Put | SOLE | 0 | 0 | 250,000 | |
| RITE AID CORP | CALL | 767754104 | 17 | 89,200 | SH | Call | SOLE | 0 | 0 | 89,200 | |
| SHIP FINANCE INTERNATIONAL L | NOTE 3.250% 2/0 | G81075AE6 | 12,048 | 12,306,000 | PRN | SOLE | 0 | 0 | 12,306,000 | ||
| SHIP FINANCE INTERNATIONAL L | PUT | G81075106 | 268 | 670,000 | SH | Put | SOLE | 0 | 0 | 670,000 | |
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 11,672 | 11,636,000 | PRN | SOLE | 0 | 0 | 11,636,000 | ||
| VALEANT PHARMACEUTICALS INTL | CALL | 91911K102 | 241 | 20,000 | SH | Call | SOLE | 0 | 0 | 20,000 | |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 29,982 | 26,606,000 | PRN | SOLE | 0 | 0 | 26,606,000 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 11,475 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||