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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
51JOB INC NOTE 3.250% 4/1 316827AC8 7,037 6,040,000 PRN   SOLE 0 6,040,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2,513 2,935,000 PRN   SOLE 0 2,935,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 1,117 640,000 PRN   SOLE 0 640,000 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 585 100,000 SH Put SOLE 0 100,000 0 0
ALBANY MOLECULAR RESH INC COM 012423109 14 630 SH   SOLE 0 630 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 12,635 8,851,000 PRN   SOLE 0 8,851,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 5,592 5,825,000 PRN   SOLE 0 5,825,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 2,508 2,500,000 PRN   SOLE 0 2,500,000 0 0
ANDINA ACQUISITION CORP II *W EXP 11/23/202 G0441P138 10 32,825 SH   SOLE 0 32,825 0 0
ANDINA ACQUISITION CORP II RIGHT 09/01/2017 G0441P120 45 101,700 SH   SOLE 0 101,700 0 0
ANDINA ACQUISITION CORP II SHS G0441P104 3,031 299,809 SH   SOLE 0 299,809 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 2,131 1,945,000 PRN   SOLE 0 1,945,000 0 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 1,061 1,000,000 PRN   SOLE 0 1,000,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,343 14,148,000 PRN   SOLE 0 14,148,000 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 2 5,400 SH   SOLE 0 5,400 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 3,645 370,000 SH   SOLE 0 370,000 0 0
AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 8 98,127 SH   SOLE 0 98,127 0 0
AXAR ACQUISITION CORP COM 05455L102 739 75,000 SH   SOLE 0 75,000 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 40 50,000 SH   SOLE 0 50,000 0 0
BISON CAP ACQUISITION CORP UNIT 99/99/9999T G1142P120 510 50,000 SH   SOLE 0 50,000 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 2,994 2,925,000 PRN   SOLE 0 2,925,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 2,761 2,710,000 PRN   SOLE 0 2,710,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 6,804 5,878,000 PRN   SOLE 0 5,878,000 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 3 3,949 SH   SOLE 0 3,949 0 0
BOULEVARD ACQUISITION CL A 10157Q102 7,458 744,262 SH   SOLE 0 744,262 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 507 49,120 SH   SOLE 0 49,120 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 4,151 3,330,000 PRN   SOLE 0 3,330,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 2,297 2,320,000 PRN   SOLE 0 2,320,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 5,786 6,080,000 PRN   SOLE 0 6,080,000 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 4,541 3,500,000 PRN   SOLE 0 3,500,000 0 0
CF CORP SHS CL A G20307107 1,529 135,887 SH   SOLE 0 135,887 0 0
CF CORP UNIT 99/99/9999E G20307123 246 20,000 SH   SOLE 0 20,000 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 2,473 1,750,000 PRN   SOLE 0 1,750,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 12 81,500 SH   SOLE 0 81,500 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 8,682 7,231,000 PRN   SOLE 0 7,231,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 5,716 5,630,000 PRN   SOLE 0 5,630,000 0 0
CONSTELLATION ALPHA CAPITAL UNIT 99/99/9999 G2379F124 1,065 105,000 SH   SOLE 0 105,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 7,321 6,562,000 PRN   SOLE 0 6,562,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 1,873 1,625,000 PRN   SOLE 0 1,625,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 6,356 4,500,000 PRN   SOLE 0 4,500,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 13,020 13,168,000 PRN   SOLE 0 13,168,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 166 40,000 SH   SOLE 0 40,000 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 4 7,466 SH   SOLE 0 7,466 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 6,189 618,924 SH   SOLE 0 618,924 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 532 50,000 SH   SOLE 0 50,000 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 6 6,525 SH   SOLE 0 6,525 0 0
EASTERLY ACQUISITION CORP COM 27616L102 9,564 951,689 SH   SOLE 0 951,689 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 1,747 1,625,000 PRN   SOLE 0 1,625,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 11 29,900 SH   SOLE 0 29,900 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 9,120 903,893 SH   SOLE 0 903,893 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 12,522 9,805,000 PRN   SOLE 0 9,805,000 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 412 15,300 SH   SOLE 0 15,300 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 19 15,800 SH   SOLE 0 15,800 0 0
FINTECH ACQUISITION CORP II COM 31810G109 6,583 671,700 SH   SOLE 0 671,700 0 0
FINTECH ACQUISITION CORP II UNIT 99/99/9999 31810G208 1,254 120,857 SH   SOLE 0 120,857 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,021 2,230,000 PRN   SOLE 0 2,230,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 3,278 5,330,000 PRN   SOLE 0 5,330,000 0 0
FORUM MERGER CORP COM CL A 34985B103 634 65,300 SH   SOLE 0 65,300 0 0
FORUM MERGER CORP RIGHT 06/01/2019 34985B129 22 60,000 SH   SOLE 0 60,000 0 0
FORUM MERGER CORP UNIT 06/01/2024 34985B202 153 15,000 SH   SOLE 0 15,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 4,350 250,000 SH Call SOLE 0 250,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 2,199 2,900,000 PRN   SOLE 0 2,900,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 174 270,000 PRN   SOLE 0 270,000 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 0 265 SH   SOLE 0 265 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 4,419 444,156 SH   SOLE 0 444,156 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,262 56,700 SH Put SOLE 0 56,700 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 30 20,000 SH   SOLE 0 20,000 0 0
GORES HLDGS II INC COM CL A 382867109 4,509 449,505 SH   SOLE 0 449,505 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 17 23,300 SH   SOLE 0 23,300 0 0
GP INVTS ACQUISITION COR SHS G40357124 9,649 963,949 SH   SOLE 0 963,949 0 0
GREAT ELM CAP CORP COM 390320109 416 39,141 SH   SOLE 0 39,141 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 99/99/999 G4182A128 34 18,904 SH   SOLE 0 18,904 0 0
GTY TECHNOLOGY HOLDINGS INC CL A G4182A102 7,420 733,191 SH   SOLE 0 733,191 0 0
GTY TECHNOLOGY HOLDINGS INC UNIT 99/99/9999 G4182A110 700 66,692 SH   SOLE 0 66,692 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 8 9,900 SH   SOLE 0 9,900 0 0
HARMONY MERGER CORP COM 413247107 2,437 235,896 SH   SOLE 0 235,896 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 9,992 4,865,000 PRN   SOLE 0 4,865,000 0 0
HENNESSY CAP ACQUSTON CORP I UNIT 06/15/2024 42588L204 9,045 900,000 SH   SOLE 0 900,000 0 0
HOLOGIC INC FRNT 436440AG6 1,696 1,350,000 PRN   SOLE 0 1,350,000 0 0
HUNTER MARITIME ACQUISITION *W EXP 99/99/999 Y37828129 7 25,954 SH   SOLE 0 25,954 0 0
HUNTER MARITIME ACQUISITION CL A Y37828111 7,946 803,409 SH   SOLE 0 803,409 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 4,220 4,350,000 PRN   SOLE 0 4,350,000 0 0
INNOVIVA INC COM 45781M101 640 50,000 SH Put SOLE 0 50,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,431 5,712,000 PRN   SOLE 0 5,712,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 15,936 13,180,000 PRN   SOLE 0 13,180,000 0 0
INVACARE CORP NOTE 5.000% 2/1 461203AF8 6,939 6,500,000 PRN   SOLE 0 6,500,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,373 8,340,000 PRN   SOLE 0 8,340,000 0 0
JANUS HENDERSON GROUP PLC NOTE 0.750% 7/1 47102XAH8 5,961 4,069,000 PRN   SOLE 0 4,069,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 86 8,363 SH   SOLE 0 8,363 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 213 20,000 SH   SOLE 0 20,000 0 0
JM GLOBAL HLDG CO *W EXP 07/29/201 46590H119 1 4,200 SH   SOLE 0 4,200 0 0
JONES ENERGY INC COM CL A 48019R108 48 30,000 SH Call SOLE 0 30,000 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 16 17,871 SH   SOLE 0 17,871 0 0
KBL MERGER CORP IV UNIT 01/15/2024 48242A203 1,531 150,100 SH   SOLE 0 150,100 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 8,163 3,500,000 PRN   SOLE 0 3,500,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 4,395 434,305 SH   SOLE 0 434,305 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 216 20,000 SH   SOLE 0 20,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 4,194 3,540,000 PRN   SOLE 0 3,540,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 20,273 12,245,000 PRN   SOLE 0 12,245,000 0 0
M I ACQUISITIONS INC *W EXP 99/99/999 55304A112 2 7,500 SH   SOLE 0 7,500 0 0
M I ACQUISITIONS INC COM 55304A104 101 10,000 SH   SOLE 0 10,000 0 0
M I ACQUISITIONS INC UNIT 99/99/9999 55304A203 168 16,411 SH   SOLE 0 16,411 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 03/15/202 57682V114 15 30,700 SH   SOLE 0 30,700 0 0
MATLIN & PARTNERS ACQUISITIO CL A 57682V106 3,378 350,000 SH   SOLE 0 350,000 0 0
MATLIN & PARTNERS ACQUISITIO UNIT 05/28/2021A 57682V205 7,035 700,000 SH   SOLE 0 700,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 11,559 8,886,000 PRN   SOLE 0 8,886,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 5,448 3,900,000 PRN   SOLE 0 3,900,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 8,476 4,183,000 PRN   SOLE 0 4,183,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,118 9,420,000 PRN   SOLE 0 9,420,000 0 0
MODERN MEDIA ACQUISITION *W EXP 05/17/202 60765P111 14 35,000 SH   SOLE 0 35,000 0 0
MODERN MEDIA ACQUISITION COM 60765P103 1,661 170,000 SH   SOLE 0 170,000 0 0
MODERN MEDIA ACQUISITION RIGHT 99/99/9999 60765P129 60 150,000 SH   SOLE 0 150,000 0 0
MODERN MEDIA ACQUISITION UNIT 99/99/9999 60765P202 1,824 177,750 SH   SOLE 0 177,750 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 22,520 12,878,000 PRN   SOLE 0 12,878,000 0 0
NATIONAL ENERGY SERVICES REU *W EXP 05/05/202 G6375R115 32 58,900 SH   SOLE 0 58,900 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 661 69,400 SH   SOLE 0 69,400 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 12,544 10,744,000 PRN   SOLE 0 10,744,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,008 1,000,000 PRN   SOLE 0 1,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 15,692 3,745,000 PRN   SOLE 0 3,745,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5,489 3,970,000 PRN   SOLE 0 3,970,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 658 46,900 SH   SOLE 0 46,900 0 0
PACIFIC SPL ACQUISITION CORP RIGHT 03/15/2017 G68588113 21 34,900 SH   SOLE 0 34,900 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 1,749 170,659 SH   SOLE 0 170,659 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 19,877 15,144,000 PRN   SOLE 0 15,144,000 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,788 75,000 SH Put SOLE 0 75,000 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 1,738 1,665,000 PRN   SOLE 0 1,665,000 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 6,123 5,440,000 PRN   SOLE 0 5,440,000 0 0
PRICELINE GRP INC COM NEW 741503403 1,534 820 SH   SOLE 0 820 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 18,555 9,406,000 PRN   SOLE 0 9,406,000 0 0
PROOFPOINT INC COM 743424103 1,302 15,000 SH   SOLE 0 15,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 1,980 2,000,000 PRN   SOLE 0 2,000,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 10 25,992 SH   SOLE 0 25,992 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 4,186 421,974 SH   SOLE 0 421,974 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023X 74874U200 358 35,000 SH   SOLE 0 35,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 525 40,700 SH Put SOLE 0 40,700 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 4,046 2,925,000 PRN   SOLE 0 2,925,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 2,700 2,000,000 PRN   SOLE 0 2,000,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 19 14,800 SH   SOLE 0 14,800 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 353 32,878 SH   SOLE 0 32,878 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 8,080 6,108,000 PRN   SOLE 0 6,108,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 48 125,000 SH   SOLE 0 125,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 5,437 5,442,000 PRN   SOLE 0 5,442,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 7,740 9,130,000 PRN   SOLE 0 9,130,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 10,605 7,254,000 PRN   SOLE 0 7,254,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 1,805 1,693,000 PRN   SOLE 0 1,693,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 8,841 9,282,000 PRN   SOLE 0 9,282,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 4,880 4,905,000 PRN   SOLE 0 4,905,000 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 0 50 SH   SOLE 0 50 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 40 22,467 SH   SOLE 0 22,467 0 0
SILVER RUN ACQUISITION COM CL A 82812A103 5,251 512,300 SH   SOLE 0 512,300 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 17,216 17,139,000 PRN   SOLE 0 17,139,000 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 1,868 1,850,000 PRN   SOLE 0 1,850,000 0 0
STELLAR ACQUISITION III INC *W EXP 03/22/202 Y8172W115 17 52,500 SH   SOLE 0 52,500 0 0
STELLAR ACQUISITION III INC COM Y8172W107 844 84,018 SH   SOLE 0 84,018 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 45,790 13,453,000 PRN   SOLE 0 13,453,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 7,537 6,000,000 PRN   SOLE 0 6,000,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,456 2,560,000 PRN   SOLE 0 2,560,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5,256 5,750,000 PRN   SOLE 0 5,750,000 0 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 19 14,100 SH   SOLE 0 14,100 0 0
TPG PACE ENERGY HLDGS CORP CL A 872656103 1,509 150,000 SH   SOLE 0 150,000 0 0
TPG PACE ENERGY HLDGS CORP UNIT 99/99/9999 872656202 5,224 500,358 SH   SOLE 0 500,358 0 0
TPG PACE HLDGS CORP UNIT 99/99/9999 G89827102 3,591 350,000 SH   SOLE 0 350,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,778 4,672,000 PRN   SOLE 0 4,672,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,322 3,525,000 PRN   SOLE 0 3,525,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 9,425 10,300,000 PRN   SOLE 0 10,300,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 5,750 5,455,000 PRN   SOLE 0 5,455,000 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 35 30,000 SH   SOLE 0 30,000 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 3,169 325,000 SH   SOLE 0 325,000 0 0
VANTAGE ENERGY ACQUISITION UNIT 04/12/2024 92211L204 3,051 301,210 SH   SOLE 0 301,210 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 2,290 2,000,000 PRN   SOLE 0 2,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 26,573 9,759,000 PRN   SOLE 0 9,759,000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 756 26,300 SH Call SOLE 0 26,300 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 7,348 5,530,000 PRN   SOLE 0 5,530,000 0 0
WPX ENERGY INC COM 98212B103 242 25,000 SH Put SOLE 0 25,000 0 0
WPX ENERGY INC COM 98212B103 193 20,000 SH   SOLE 0 20,000 0 0
YAHOO INC NOTE 12/0 984332AF3 14,247 12,570,000 PRN   SOLE 0 12,570,000 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 420 50,000 SH   SOLE 0 50,000 0 0