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 |
| 1347 Capital Corp | COM | 68245V103 | 3,462 | 350,000 | SH | SOLE | N/A | 350,000 | 0 | 0 | |
| 1347 Capital Corp | RIGHT 07/21/2016 | 68245V111 | 110 | 350,000 | SH | SOLE | N/A | 350,000 | 0 | 0 | |
| 1347 Capital Corp | *W EXP 07/15/202 | 68245V129 | 68 | 350,000 | SH | SOLE | N/A | 350,000 | 0 | 0 | |
| Aegerion Pharmaceuticals Inc | NOTE 2.000% 8/1 | 00767EAB8 | 2,081 | 4,000,000 | PRN | SOLE | N/A | 4,000,000 | 0 | 0 | |
| AgroFresh Solutions Inc | *W EXP 07/31/202 | 00856G117 | 135 | 158,428 | SH | SOLE | N/A | 158,428 | 0 | 0 | |
| Alere Inc | PERP PFD CONV SE | 01449J204 | 56 | 15,000 | PRN | SOLE | N/A | 15,000 | 0 | 0 | |
| AMAG Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | 22,487 | 20,721,000 | PRN | SOLE | N/A | 20,721,000 | 0 | 0 | |
| Arowana Inc | SHS | G05011104 | 8,681 | 872,500 | SH | SOLE | N/A | 872,500 | 0 | 0 | |
| Arowana Inc | RIGHT 01/01/2017 | G05011120 | 168 | 700,000 | SH | SOLE | N/A | 700,000 | 0 | 0 | |
| Arowana Inc | *W EXP 04/29/202 | G05011112 | 57 | 700,000 | SH | SOLE | N/A | 700,000 | 0 | 0 | |
| Associated Banc-Corp | *W EXP 11/21/201 | 045487113 | 832 | 338,300 | SH | SOLE | N/A | 338,300 | 0 | 0 | |
| Atlantic Alliance Partnership Corp | SHS | G04897107 | 5,215 | 500,000 | SH | SOLE | N/A | 500,000 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | COM | 06759V101 | 246 | 24,740 | SH | SOLE | N/A | 24,740 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | UNIT 99/99/9999T | 06759V200 | 2,030 | 200,000 | SH | SOLE | N/A | 200,000 | 0 | 0 | |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | 5,970 | 600,000 | SH | SOLE | N/A | 600,000 | 0 | 0 | |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | 31,304 | 25,615,000 | PRN | SOLE | N/A | 25,615,000 | 0 | 0 | |
| Capitol Acquisition Corp III | UNIT 99/99/9999 | 14055M205 | 5,910 | 600,000 | SH | SOLE | N/A | 600,000 | 0 | 0 | |
| Cathay General Bancorp | *W EXP 12/05/201 | 149150112 | 1,579 | 186,818 | SH | SOLE | N/A | 186,818 | 0 | 0 | |
| Cathay General Bancorp | *W EXP 12/05/201 | 149150112 | 780 | 92,282 | SH | SOLE | N/A | 92,282 | 0 | 0 | |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | 38,486 | 36,850,000 | PRN | SOLE | N/A | 36,850,000 | 0 | 0 | |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | 19,662 | 15,714,000 | PRN | SOLE | N/A | 15,714,000 | 0 | 0 | |
| Clovis Oncology Inc | NOTE 2.500% 9/1 | 189464AB6 | 3,755 | 5,500,000 | PRN | SOLE | N/A | 5,500,000 | 0 | 0 | |
| Cobalt International Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | 10,322 | 20,644,000 | PRN | SOLE | N/A | 20,644,000 | 0 | 0 | |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | 10,606 | 10,694,000 | PRN | SOLE | N/A | 10,694,000 | 0 | 0 | |
| Colony Starwood Homes | NOTE 4.500%10/1 | 85571WAD1 | 9,274 | 9,000,000 | PRN | SOLE | N/A | 9,000,000 | 0 | 0 | |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | 1,928 | 1,500,000 | PRN | SOLE | N/A | 1,500,000 | 0 | 0 | |
| Double Eagle Acquisition Corp | UNIT 99/99/9999 | G28195108 | 5,000 | 500,000 | SH | SOLE | N/A | 500,000 | 0 | 0 | |
| Easterly Acquisition Corp | UNIT 99/99/9999 | 27616L201 | 6,442 | 650,000 | SH | SOLE | N/A | 650,000 | 0 | 0 | |
| EnerNOC Inc | DBCV 2.250% 8/1 | 292764AB3 | 2,141 | 3,000,000 | PRN | SOLE | N/A | 3,000,000 | 0 | 0 | |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | 4,644 | 4,670,000 | PRN | SOLE | N/A | 4,670,000 | 0 | 0 | |
| Fluidigm Corp | NOTE 2.750% 2/0 | 34385PAA6 | 3,322 | 6,000,000 | PRN | SOLE | N/A | 6,000,000 | 0 | 0 | |
| Garnero Group Acquisition Co | *W EXP 06/24/201 | G5866L116 | 26 | 284,000 | SH | SOLE | N/A | 284,000 | 0 | 0 | |
| Global Partner Acquisition Corp | UNIT 07/01/2020 | 37954X204 | 5,880 | 600,000 | SH | SOLE | N/A | 600,000 | 0 | 0 | |
| Gores Holdings Inc | UNIT 99/99/9999 | 382866200 | 8,982 | 900,000 | SH | SOLE | N/A | 900,000 | 0 | 0 | |
| GP Investments Acquisition Corp | UNIT 99/99/9999 | G40357116 | 5,187 | 524,990 | SH | SOLE | N/A | 524,990 | 0 | 0 | |
| Iconix Brand Group Inc | NOTE 1.500% 3/1 | 451055AF4 | 9,009 | 12,955,000 | PRN | SOLE | N/A | 12,955,000 | 0 | 0 | |
| Immunomedics Inc | NOTE 4.750% 2/1 | 452907AK4 | 3,361 | 4,912,000 | PRN | SOLE | N/A | 4,912,000 | 0 | 0 | |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | 13,579 | 17,110,000 | PRN | SOLE | N/A | 17,110,000 | 0 | 0 | |
| Integra LifeSciences Holdings Corp | NOTE 1.625%12/1 | 457985AK5 | 11,668 | 9,000,000 | PRN | SOLE | N/A | 9,000,000 | 0 | 0 | |
| Ionis Pharmaceuticals Inc | NOTE 1.000%11/1 | 464337AJ3 | 4,564 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| Kinder Morgan Inc/DE | *W EXP 05/25/201 | 49456B119 | 209 | 5,600,000 | SH | SOLE | N/A | 5,600,000 | 0 | 0 | |
| KLR Energy Acquisition Corp | UNIT 12/31/2020 | 49877M207 | 4,014 | 399,000 | SH | SOLE | N/A | 399,000 | 0 | 0 | |
| Lincoln National Corp | *W EXP 07/10/201 | 534187117 | 212 | 6,886 | SH | SOLE | N/A | 6,886 | 0 | 0 | |
| Lindblad Expeditions Holdings Inc (OLD CLACW) | *W EXP 07/08/202 | 535219117 | 536 | 218,663 | SH | SOLE | N/A | 218,663 | 0 | 0 | |
| LinkedIn Corp | NOTE 0.500%11/0 | 53578AAB4 | 12,690 | 14,000,000 | PRN | SOLE | N/A | 14,000,000 | 0 | 0 | |
| Medicines Co/The | NOTE 2.500% 1/1 | 584688AE5 | 1,136 | 1,000,000 | PRN | SOLE | N/A | 1,000,000 | 0 | 0 | |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | 28,103 | 26,790,000 | PRN | SOLE | N/A | 26,790,000 | 0 | 0 | |
| MGIC Investment Corp | NOTE 2.000% 4/0 | 552848AE3 | 3,133 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | 8,929 | 4,488,000 | PRN | SOLE | N/A | 4,488,000 | 0 | 0 | |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | 16,881 | 16,500,000 | PRN | SOLE | N/A | 16,500,000 | 0 | 0 | |
| Micron Technology Inc | COM | 595112103 | 17,262 | 1,648,700 | SH | Put | SOLE | N/A | 0 | 0 | 0 |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | 88,159 | 70,171,000 | PRN | SOLE | N/A | 70,171,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | 43,005 | 33,615,000 | PRN | SOLE | N/A | 33,615,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 1.625% 2/1 | 595112AU7 | 8,311 | 7,072,000 | PRN | SOLE | N/A | 7,072,000 | 0 | 0 | |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | 16,482 | 10,000,000 | PRN | SOLE | N/A | 10,000,000 | 0 | 0 | |
| NVIDIA Corp | NOTE 1.000%12/0 | 67066GAC8 | 10,712 | 6,000,000 | PRN | SOLE | N/A | 6,000,000 | 0 | 0 | |
| Pace Holdings Corp | UNIT 99/99/9999 | G6865N129 | 4,808 | 481,326 | SH | SOLE | N/A | 481,326 | 0 | 0 | |
| Pacific Special Acquisition Corp | UNIT 99/99/9999 | G68588139 | 2,034 | 200,000 | SH | SOLE | N/A | 200,000 | 0 | 0 | |
| PNC Financial Services Group Inc/The | *W EXP 12/31/201 | 693475121 | 10,053 | 499,400 | SH | SOLE | N/A | 499,400 | 0 | 0 | |
| Qihoo 360 Technology Co Ltd | NOTE 0.500% 8/1 | 74734MAE9 | 5,434 | 5,500,000 | PRN | SOLE | N/A | 5,500,000 | 0 | 0 | |
| Quinpario Acquisition Corp 2 | COM | 74874U101 | 2,940 | 300,600 | SH | SOLE | N/A | 300,600 | 0 | 0 | |
| SanDisk Corp | NOTE 1.500% 8/1 | 80004CAD3 | 67,854 | 42,994,000 | PRN | SOLE | N/A | 42,994,000 | 0 | 0 | |
| SanDisk Corp | NOTE 0.500%10/1 | 80004CAF8 | 10,414 | 10,000,000 | PRN | SOLE | N/A | 10,000,000 | 0 | 0 | |
| Signature Bank/New York NY | *W EXP 12/12/201 | 82669G112 | 601 | 5,649 | SH | SOLE | N/A | 5,649 | 0 | 0 | |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | 8,405 | 8,500,000 | PRN | SOLE | N/A | 8,500,000 | 0 | 0 | |
| SunEdison Inc | NOTE 2.000%10/0 | 86732YAC3 | 704 | 16,500,000 | PRN | SOLE | N/A | 16,500,000 | 0 | 0 | |
| SunEdison Inc | NOTE 2.750% 1/0 | 86732YAD1 | 588 | 13,381,000 | PRN | SOLE | N/A | 13,381,000 | 0 | 0 | |
| SunTrust Banks Inc | *W EXP 12/31/201 | 867914129 | 320 | 44,800 | SH | SOLE | N/A | 44,800 | 0 | 0 | |
| SunTrust Banks Inc | *W EXP 11/14/201 | 867914111 | 214 | 58,438 | SH | SOLE | N/A | 58,438 | 0 | 0 | |
| Terrapin 3 Acquisition Corp | UNIT 06/27/2019 | 88104P203 | 6,010 | 595,000 | SH | SOLE | N/A | 595,000 | 0 | 0 | |
| Terrapin 3 Acquisition Corp | *W EXP 06/27/201 | 88104P112 | 64 | 250,000 | SH | SOLE | N/A | 250,000 | 0 | 0 | |
| TerraVia Holdings Inc (OLD SOLAZYME) | NOTE 6.000% 2/0 | 83415TAB7 | 4,985 | 9,455,000 | PRN | SOLE | N/A | 9,455,000 | 0 | 0 | |
| TESARO Inc | NOTE 3.000%10/0 | 881569AA5 | 25,033 | 17,027,000 | PRN | SOLE | N/A | 17,027,000 | 0 | 0 | |
| Tesla Motors Inc | NOTE 1.500% 6/0 | 88160RAA9 | 147,469 | 80,030,000 | PRN | SOLE | N/A | 80,030,000 | 0 | 0 | |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | 10,461 | 11,500,000 | PRN | SOLE | N/A | 11,500,000 | 0 | 0 | |
| Texas Capital Bancshares Inc | *W EXP 01/16/201 | 88224Q115 | 995 | 40,700 | SH | SOLE | N/A | 40,700 | 0 | 0 | |
| Trina Solar Ltd | DBCV 3.500% 6/1 | 89628EAC8 | 2,302 | 2,500,000 | PRN | SOLE | N/A | 2,500,000 | 0 | 0 | |
| Trina Solar Ltd | NOTE 4.000%10/1 | 89628EAE4 | 6,068 | 6,750,000 | PRN | SOLE | N/A | 6,750,000 | 0 | 0 | |
| Trulia Inc | NOTE 2.750%12/1 | 897888AB9 | 19,743 | 16,800,000 | PRN | SOLE | N/A | 16,800,000 | 0 | 0 | |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | 296,753 | 114,695,000 | PRN | SOLE | N/A | 114,695,000 | 0 | 0 | |
| Washington Federal Inc | *W EXP 11/14/201 | 938824117 | 604 | 89,382 | SH | SOLE | N/A | 89,382 | 0 | 0 | |
| WebMD Health Corp | NOTE 2.500% 1/3 | 94770VAF9 | 7,997 | 7,000,000 | PRN | SOLE | N/A | 7,000,000 | 0 | 0 | |
| WESCO International Inc | DBCV 6.000% 9/1 | 95082PAH8 | 66,557 | 34,614,000 | PRN | SOLE | N/A | 34,614,000 | 0 | 0 | |
| WL Ross Holding Corp | COM SHS | 92939D104 | 2,909 | 290,000 | SH | SOLE | N/A | 290,000 | 0 | 0 | |
| WL Ross Holding Corp | *W EXP 06/11/201 | 92939D112 | 229 | 470,000 | SH | SOLE | N/A | 470,000 | 0 | 0 | |
| Wright Medical Group Inc | NOTE 2.000% 2/1 | 98235TAE7 | 4,506 | 5,000,000 | PRN | SOLE | N/A | 5,000,000 | 0 | 0 | |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | 1,773 | 782,750 | SH | SOLE | N/A | 782,750 | 0 | 0 | |