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 |
| Acorda Therapeutics Inc | NOTE 1.750% 6/1 | 00484MAA4 | 4,576 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| AgroFresh Solutions Inc | *W EXP 07/31/202 | 00856G117 | 26 | 144,248 | SH | SOLE | 0 | 144,248 | 0 | 0 | |
| Alere Inc | PERP PFD CONV SE | 01449J204 | 2,404 | 7,450 | PRN | SOLE | 0 | 7,450 | 0 | 0 | |
| Allegheny Technologies Inc | NOTE 4.750% 7/0 | 01741RAG7 | 3,351 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| AMAG Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | 5,265 | 3,721,000 | PRN | SOLE | 0 | 3,721,000 | 0 | 0 | |
| Associated Banc-Corp | *W EXP 11/21/201 | 045487113 | 1,975 | 339,897 | SH | SOLE | 0 | 339,897 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | COM | 06759V101 | 1,297 | 127,740 | SH | SOLE | 0 | 127,740 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | COM | 06759V101 | 985 | 97,000 | SH | SOLE | 0 | 97,000 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | RIGHT 02/13/2017 | 06759V119 | 50 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
| Barington/Hilco Acquisition Corp | *W EXP 02/11/201 | 06759V127 | 26 | 200,000 | SH | SOLE | 0 | 200,000 | 0 | 0 | |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | 6,096 | 600,000 | SH | SOLE | 0 | 600,000 | 0 | 0 | |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | 30,724 | 25,615,000 | PRN | SOLE | 0 | 25,615,000 | 0 | 0 | |
| Capitol Acquisition Corp III | UNIT 99/99/9999 | 14055M205 | 6,177 | 600,000 | SH | SOLE | 0 | 600,000 | 0 | 0 | |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | 39,191 | 34,850,000 | PRN | SOLE | 0 | 34,850,000 | 0 | 0 | |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | 22,056 | 15,714,000 | PRN | SOLE | 0 | 15,714,000 | 0 | 0 | |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | 6,233 | 5,694,000 | PRN | SOLE | 0 | 5,694,000 | 0 | 0 | |
| Colony Starwood Homes | NOTE 4.500%10/1 | 85571WAD1 | 9,626 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
| Conyers Park Acquisition Corp | UNIT 99/99/99991 | 212894208 | 1,356 | 125,000 | SH | SOLE | 0 | 125,000 | 0 | 0 | |
| Cornerstone OnDemand Inc | NOTE 1.500% 7/0 | 21925YAB9 | 6,265 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | 12,727 | 11,000,000 | PRN | SOLE | 0 | 11,000,000 | 0 | 0 | |
| Ctrip.com International Ltd | NOTE 1.000% 7/0 | 22943FAF7 | 5,139 | 5,000,000 | PRN | SOLE | 0 | 5,000,000 | 0 | 0 | |
| Dick's Sporting Goods Inc | COM | 253393102 | 664 | 12,500 | SH | SOLE | 0 | 12,500 | 0 | 0 | |
| Double Eagle Acquisition Corp | UNIT 99/99/9999 | G28195108 | 5,250 | 500,000 | SH | SOLE | 0 | 500,000 | 0 | 0 | |
| Easterly Acquisition Corp | COM | 27616L102 | 6,403 | 650,000 | SH | SOLE | 0 | 650,000 | 0 | 0 | |
| Easterly Acquisition Corp | *W EXP 07/29/202 | 27616L110 | 119 | 325,001 | SH | SOLE | 0 | 325,001 | 0 | 0 | |
| EnerNOC Inc | DBCV 2.250% 8/1 | 292764AB3 | 2,342 | 3,000,000 | PRN | SOLE | 0 | 3,000,000 | 0 | 0 | |
| Fluidigm Corp | NOTE 2.750% 2/0 | 34385PAA6 | 4,210 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| General Motors Co | *W EXP 07/10/201 | 37045V126 | 4,346 | 253,501 | SH | SOLE | 0 | 253,501 | 0 | 0 | |
| Global Partner Acquisition Corp | UNIT 07/01/2020 | 37954X204 | 6,000 | 600,000 | SH | SOLE | 0 | 600,000 | 0 | 0 | |
| GP Investments Acquisition Corp | SHS | G40357124 | 5,203 | 524,990 | SH | SOLE | 0 | 524,990 | 0 | 0 | |
| GP Investments Acquisition Corp | *W EXP 05/19/202 | G40357108 | 120 | 262,495 | SH | SOLE | 0 | 262,495 | 0 | 0 | |
| Immunomedics Inc | NOTE 4.750% 2/1 | 452907AK4 | 5,483 | 5,512,000 | PRN | SOLE | 0 | 5,512,000 | 0 | 0 | |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | 14,609 | 17,110,000 | PRN | SOLE | 0 | 17,110,000 | 0 | 0 | |
| Ironwood Pharmaceuticals Inc | DBCV 2.250% 6/1 | 46333XAD0 | 10,358 | 9,000,000 | PRN | SOLE | 0 | 9,000,000 | 0 | 0 | |
| Kinder Morgan Inc/DE | *W EXP 05/25/201 | 49456B119 | 34 | 5,600,000 | SH | SOLE | 0 | 5,600,000 | 0 | 0 | |
| KLR Energy Acquisition Corp | CL A | 49877M108 | 4,142 | 399,000 | SH | SOLE | 0 | 399,000 | 0 | 0 | |
| KLR Energy Acquisition Corp | *W EXP 09/16/202 | 49877M116 | 549 | 399,000 | SH | SOLE | 0 | 399,000 | 0 | 0 | |
| Landcadia Holdings Inc | UNIT 12/31/2021T | 51476W206 | 4,150 | 400,000 | SH | SOLE | 0 | 400,000 | 0 | 0 | |
| Lincoln National Corp | *W EXP 07/10/201 | 534187117 | 423 | 6,886 | SH | SOLE | 0 | 6,886 | 0 | 0 | |
| Lindblad Expeditions Holdings Inc (OLD CLACW) | *W EXP 07/08/202 | 535219117 | 119 | 55,863 | SH | SOLE | 0 | 55,863 | 0 | 0 | |
| MasterCard Inc | CL A | 57636Q104 | 5,163 | 50,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| Medicines Co/The | NOTE 2.500% 1/1 | 584688AE5 | 7,212 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | 39,151 | 21,040,000 | PRN | SOLE | 0 | 21,040,000 | 0 | 0 | |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | 12,067 | 4,488,000 | PRN | SOLE | 0 | 4,488,000 | 0 | 0 | |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | 21,435 | 16,500,000 | PRN | SOLE | 0 | 16,500,000 | 0 | 0 | |
| Micron Technology Inc | COM | 595112103 | 36,140 | 1,648,700 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | 134,522 | 58,077,000 | PRN | SOLE | 0 | 58,077,000 | 0 | 0 | |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | 77,165 | 33,615,000 | PRN | SOLE | 0 | 33,615,000 | 0 | 0 | |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | 14,369 | 10,000,000 | PRN | SOLE | 0 | 10,000,000 | 0 | 0 | |
| Nexeo Solutions Inc | *W EXP 06/09/202 | 65342H110 | 191 | 276,441 | SH | SOLE | 0 | 276,441 | 0 | 0 | |
| NVIDIA Corp | NOTE 1.000%12/0 | 67066GAC8 | 31,745 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| Pacific Special Acquisition Corp | UNIT 99/99/9999 | G68588139 | 2,203 | 199,400 | SH | SOLE | 0 | 199,400 | 0 | 0 | |
| PNC Financial Services Group Inc/The | *W EXP 12/31/201 | 693475121 | 39,346 | 792,555 | SH | SOLE | 0 | 792,555 | 0 | 0 | |
| Quinpario Acquisition Corp 2 | COM | 74874U101 | 2,989 | 300,600 | SH | SOLE | 0 | 300,600 | 0 | 0 | |
| Renewable Energy Group Inc | MTNF 2.750% 6/1 | 75972AAA1 | 567 | 585,000 | PRN | SOLE | 0 | 585,000 | 0 | 0 | |
| Saban Capital Acquisition Corp | UNIT 99/99/9999 | 78516C205 | 1,039 | 100,000 | SH | SOLE | 0 | 100,000 | 0 | 0 | |
| Signature Bank/New York NY | *W EXP 12/12/201 | 82669G112 | 680 | 5,649 | SH | SOLE | 0 | 5,649 | 0 | 0 | |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | 8,711 | 8,500,000 | PRN | SOLE | 0 | 8,500,000 | 0 | 0 | |
| SunTrust Banks Inc | *W EXP 12/31/201 | 867914129 | 1,699 | 78,151 | SH | SOLE | 0 | 78,151 | 0 | 0 | |
| SunTrust Banks Inc | *W EXP 11/14/201 | 867914111 | 730 | 56,038 | SH | SOLE | 0 | 56,038 | 0 | 0 | |
| TESARO Inc | NOTE 3.000%10/0 | 881569AA5 | 69,949 | 18,027,000 | PRN | SOLE | 0 | 18,027,000 | 0 | 0 | |
| Tesla Motors Inc | COM | 88160R101 | 311 | 1,456 | SH | SOLE | 0 | 1,456 | 0 | 0 | |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | 4,174 | 4,500,000 | PRN | SOLE | 0 | 4,500,000 | 0 | 0 | |
| Texas Capital Bancshares Inc | *W EXP 01/16/201 | 88224Q115 | 2,597 | 40,700 | SH | SOLE | 0 | 40,700 | 0 | 0 | |
| Twitter Inc | NOTE 0.250% 9/1 | 90184LAB8 | 1,407 | 1,500,000 | PRN | SOLE | 0 | 1,500,000 | 0 | 0 | |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | 255,306 | 114,695,000 | PRN | SOLE | 0 | 114,695,000 | 0 | 0 | |
| Verso Corp | CL A | 92531L207 | 185 | 26,092 | SH | SOLE | 0 | 26,092 | 0 | 0 | |
| Washington Federal Inc | *W EXP 11/14/201 | 938824117 | 1,512 | 89,382 | SH | SOLE | 0 | 89,382 | 0 | 0 | |
| WebMD Health Corp | NOTE 2.500% 1/3 | 94770VAF9 | 6,152 | 6,000,000 | PRN | SOLE | 0 | 6,000,000 | 0 | 0 | |
| Wells Fargo & Co | *W EXP 10/28/201 | 949746119 | 9,556 | 446,441 | SH | SOLE | 0 | 446,441 | 0 | 0 | |
| Workday Inc | NOTE 0.750% 7/1 | 98138HAC5 | 11,315 | 10,754,000 | PRN | SOLE | 0 | 10,754,000 | 0 | 0 | |
| Yahoo! Inc | NOTE 12/0 | 984332AF3 | 2,476 | 2,500,000 | PRN | SOLE | 0 | 2,500,000 | 0 | 0 | |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | 7,580 | 648,099 | SH | SOLE | 0 | 648,099 | 0 | 0 | |