The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 | 9,827 | 9,803,000 | PRN | SOLE | 0 | 0 | 9,803,000 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250% 11/1 | 012423AB5 | 8,750 | 8,500,000 | PRN | SOLE | 0 | 0 | 8,500,000 | ||
| AMAG PHARMACEUTICALS INC | PUT | 00163U956 | 228 | 207,000 | SH | Put | SOLE | 0 | 0 | 207,000 | |
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 19,146 | 17,250,000 | PRN | SOLE | 0 | 0 | 17,250,000 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 2,130 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| ATLANTIC ALLIANCE PARTNER CO | COM | G04897107 | 5,010 | 482,200 | SH | SOLE | 482,200 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | CALL | 112463904 | 24 | 57,400 | SH | Call | SOLE | 0 | 0 | 57,400 | |
| COLONY FINANCIAL INC | NOTE 5.000% 4/1 | 19624RAA4 | 7,790 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
| DHT HOLDINGS INC | DEBT 4.500% 10/0 | 23335SAB2 | 11,882 | 12,450,000 | PRN | SOLE | 0 | 0 | 12,450,000 | ||
| EASTERY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 222 | 370,000 | SH | SOLE | 370,000 | 0 | 0 | ||
| ELECTRUM SPL ACQUISITION CORP | UNIT 99/99/9999 | G3105C120 | 9,697 | 967,110 | SH | SOLE | 967,110 | 0 | 0 | ||
| ELECTRUM SPL ACQUISITION CORP | *W EXP 99/99/999 | G3105C112 | 24 | 48,303 | SH | SOLE | 0 | 0 | 48,303 | ||
| GILEAD SCIENCES INC | CALL | 375558903 | 72 | 30,000 | SH | Call | SOLE | 0 | 0 | 30,000 | |
| GP INVTS ACQUISITION COR | UNIT 99/99/9999 | G40357116 | 5,496 | 544,480 | SH | SOLE | 544,480 | 0 | 0 | ||
| GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 140 | 206,110 | SH | SOLE | 0 | 0 | 206,110 | ||
| HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 257 | 408,510 | SH | SOLE | 0 | 0 | 408,510 | ||
| HILL INTERNATIONAL INC | COM | 431466101 | 1,232 | 302,702 | SH | SOLE | 302,702 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 26,340 | 24,000,000 | PRN | SOLE | 0 | 0 | 24,000,000 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 25,326 | 20,000,000 | PRN | SOLE | 0 | 0 | 20,000,000 | ||
| NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 1,799 | 98,849 | SH | SOLE | 98,849 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL | NOTE 3.250% 2/0 | G81075AE6 | 13,072 | 12,306,000 | PRN | SOLE | 0 | 0 | 12,306,000 | ||
| SHIP FINANCE INTERNATIONAL | PUT | G81075956 | 195 | 870,000 | SH | Put | SOLE | 0 | 0 | 870,000 | |
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 11,655 | 11,636,000 | PRN | SOLE | 0 | 0 | 11,636,000 | ||
| VALEANT PHARMACEUTICALS INTL | CALL | 91911K102 | 110 | 20,000 | SH | Call | SOLE | 0 | 0 | 20,000 | |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 29,634 | 26,606,000 | PRN | SOLE | 0 | 0 | 26,606,000 | ||