The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AG MTG INVT TR INC COM 001228105 7,320 400,000 SH   SOLE   400,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 23,162 13,226,000 PRN   SOLE   13,226,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 23,791 179,800 SH   SOLE   179,800 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 17,448 487,500 SH   SOLE   487,500 0 0
AT&T INC COM 00206R102 29,807 790,000 SH Put SOLE   790,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 42,049 570,000 SH   SOLE   570,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 6,945 6,000,000 PRN   SOLE   6,000,000 0 0
CF CORP SHS CL A G20307107 32,637 2,901,065 SH   SOLE   2,901,065 0 0
CF CORP *W EXP 05/25/202 G20307115 35,181 3,127,212 SH   SOLE   3,127,212 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 11,315 8,000,000 PRN   SOLE   8,000,000 0 0
CINEDIGM CORP COM NEW 172406209 240 137,757 SH   SOLE   137,757 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 12,134 5,500,000 PRN   SOLE   5,500,000 0 0
CONYERS PARK ACQUISITION CORP CL A COM 212894109 2,377 201,778 SH   SOLE   201,778 0 0
CONYERS PARK ACQUISITION CORP *W EXP 07/20/202 212894117 8,539 724,900 SH   SOLE   724,900 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 22,944 375,454 SH   SOLE   375,454 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 80,258 5,128,325 SH   SOLE   5,128,325 0 0
FINTECH ACQUISITION CORP II COM 31810G109 9,800 1,000,000 SH   SOLE   1,000,000 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 4,900 500,000 SH   SOLE   500,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 7,941 275,000 SH   SOLE   275,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,732 10,250,000 PRN   SOLE   10,250,000 0 0
GORES HLDGS II INC COM CL A 382867109 22,066 2,200,000 SH   SOLE   2,200,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 7,355 733,332 SH   SOLE   733,332 0 0
HENNESSY CAP ACQUSTON CORP I UNIT 06/15/2024 42588L204 14,077 1,400,000 SH   SOLE   1,400,000 0 0
ILLUMINA INC COM 452327109 6,247 36,000 SH   SOLE   36,000 0 0
IMMUNOGEN INC NOTE 4.500% 7/0 45253HAB7 6,398 3,500,000 PRN   SOLE   3,500,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 106,241 64,291,000 PRN   SOLE   64,291,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 12,662 1,300,000 SH   SOLE   1,300,000 0 0
KAYNE ANDERSON ACQUISITION UNIT 06/30/2022 48661U201 2,000 200,000 SH   SOLE   200,000 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 4,221 433,333 SH   SOLE   433,333 0 0
KINDER MORGAN INC DEL COM 49456B101 8,183 427,100 SH   SOLE   427,100 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 14,068 8,500,000 PRN   SOLE   8,500,000 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 11,520 9,550,000 PRN   SOLE   9,550,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,062 26,300 SH   SOLE   26,300 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 03/15/202 57682V114 7,720 800,000 SH   SOLE   800,000 0 0
MATLIN & PARTNERS ACQUISITIO CL A 57682V106 7,720 800,000 SH   SOLE   800,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 26,390 13,032,000 PRN   SOLE   13,032,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 17,300 11,500,000 PRN   SOLE   11,500,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 24,483 14,000,000 PRN   SOLE   14,000,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 6,378 5,000,000 PRN   SOLE   5,000,000 0 0
MONSANTO CO NEW COM 61166W101 65,098 550,000 SH   SOLE   550,000 0 0
MONSANTO CO NEW COM 61166W101 8,297 70,100 SH Put SOLE   70,100 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4,288 10,000,000 PRN   SOLE   10,000,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 9,660 7,000,000 PRN   SOLE   7,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 109,450 1,000,000 SH   SOLE   1,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 10,945 100,000 SH Call SOLE   100,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11,391 9,000,000 PRN   SOLE   9,000,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 2,258 160,800 SH   SOLE   160,800 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 24,963 19,047,000 PRN   SOLE   19,047,000 0 0
PRICELINE GRP INC COM NEW 741503403 17,583 9,400 SH   SOLE   9,400 0 0
PROOFPOINT INC COM 743424103 3,603 41,500 SH   SOLE   41,500 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 2,183 1,938,000 PRN   SOLE   1,938,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 18,680 15,200,000 PRN   SOLE   15,200,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 17,495 150,000 SH   SOLE   150,000 0 0
RPM INTL INC COM 749685103 3,328 61,000 SH   SOLE   61,000 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 12,000 1,200,000 SH   SOLE   1,200,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 6,000 600,000 SH   SOLE   600,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 33,623 23,000,000 PRN   SOLE   23,000,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 10,440 1,030,633 SH   SOLE   1,030,633 0 0
SILVER RUN ACQUISITION COM CL A 82812A103 31,321 3,091,900 SH   SOLE   3,091,900 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 12,741 13,500,000 PRN   SOLE   13,500,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 27,050 20,000,000 PRN   SOLE   20,000,000 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 3,807 3,807,000 PRN   SOLE   3,807,000 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 16,428 1,671,231 SH   SOLE   1,671,231 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 21,240 18,734,000 PRN   SOLE   18,734,000 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 320 335,000 PRN   SOLE   335,000 0 0
TERADYNE INC COM 880770102 5,916 197,000 SH   SOLE   197,000 0 0
TERRAFORM PWR INC CL A COM 88104R100 71,785 5,982,113 SH   SOLE   5,982,113 0 0
TERRAVIA HLDGS INC NOTE 6.000% 2/0 83415TAB7 1,300 2,000,000 PRN   SOLE   2,000,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 96,870 24,000,000 PRN   SOLE   24,000,000 0 0
TIME WARNER INC COM NEW 887317303 55,226 550,000 SH   SOLE   550,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 16,438 11,000,000 PRN   SOLE   11,000,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 12,293 6,000,000 PRN   SOLE   6,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 25,615 260,000 SH   SOLE   260,000 0 0
TPG PACE ENERGY HLDGS CORP UNIT 99/99/9999 872656202 23,455 2,250,000 SH   SOLE   2,250,000 0 0
TRIBUNE MEDIA CO CL A 896047503 82,908 2,033,566 SH   SOLE   2,033,566 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 28,594 31,250,000 PRN   SOLE   31,250,000 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 14,625 1,500,000 SH   SOLE   1,500,000 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 4,875 500,000 SH   SOLE   500,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 3,566 3,500,000 PRN   SOLE   3,500,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 13,509 135,000 SH   SOLE   135,000 0 0
VISTRA ENERGY CORP COM 92840M102 307,598 18,320,311 SH   SOLE   18,320,311 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9,482 9,200,000 PRN   SOLE   9,200,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 62,718 946,687 SH   SOLE   946,687 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 6,760 8,000,000 PRN   SOLE   8,000,000 0 0
WHOLE FOODS MKT INC COM 966837106 4,211 100,000 SH   SOLE   100,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 12,002 10,800,000 PRN   SOLE   10,800,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 1,554 1,100,000 PRN   SOLE   1,100,000 0 0