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 |
| ALBANY MOLECULAR RESH INC | NOTE 2.250% 11/1 | 012423AB5 | 11,071 | 8,500,000 | PRN | SOLE | 0 | 0 | 8,500,000 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 14,144 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||
| BROOKDALE SR LIVING INC | COM | 112463104 | 9 | 57,400 | SH | Call | SOLE | 0 | 0 | 57,400 | |
| DHT HOLDINGS INC | DEBT 4.500% 10/0 | 23335SAB2 | 9,440 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||
| EASTERY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 130 | 370,000 | SH | SOLE | 0 | 0 | 370,000 | ||
| ELECTRUM SPL ACQUISITION CORP | *W EXP 99/99/999 | G3105C112 | 298 | 531,858 | SH | SOLE | 0 | 0 | 531,858 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 8 | 20,000 | SH | Call | SOLE | 0 | 0 | 20,000 | |
| GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 94 | 206,110 | SH | SOLE | 0 | 0 | 206,110 | ||
| GP INVTS ACQUISITION COR | SHS | G40357124 | 5,450 | 544,480 | SH | SOLE | 544,480 | 0 | 0 | ||
| HELMERICH & PAYNE INC | COM | 423452101 | 168 | 140,000 | SH | Put | SOLE | 0 | 0 | 140,000 | |
| HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 347 | 408,510 | SH | SOLE | 0 | 0 | 408,510 | ||
| HILL INTERNATIONAL INC | COM | 431466101 | 423 | 97,302 | SH | SOLE | 97,302 | 0 | 0 | ||
| SHIP FINANCE INTERNATIONAL | NOTE 5.750% 10/1 | G81075AF3 | 8,035 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
| SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 11,832 | 11,636,000 | PRN | SOLE | 0 | 0 | 11,636,000 | ||
| VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 37 | 20,000 | SH | Call | SOLE | 0 | 0 | 20,000 | |
| VECTOR GROUP LTD | NOTE 1.750% 4/1 | 92240MBC1 | 30,896 | 26,606,000 | PRN | SOLE | 0 | 0 | 26,606,000 | ||
| VITAMIN SHOPPE INC | NOTE 2.250% 12/0 | 92849EAB7 | 11,345 | 12,000,000 | PRN | SOLE | 0 | 0 | 12,000,000 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 10,263 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||