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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
AG MTG INVT TR INC COM 001228105 7,696 400,000 SH   SOLE   400,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 33,168 18,726,000 PRN   SOLE   18,726,000 0 0
YAHOO INC NOTE 12/0 984332AF3 15,570 12,000,000 PRN   SOLE   12,000,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 12,137 88,800 SH   SOLE   88,800 0 0
ARCONIC INC COM 03965L100 345 13,862 SH   SOLE   13,862 0 0
AT&T INC COM 00206R102 13,048 333,100 SH Put SOLE   333,100 0 0
BBX CAP CORP NEW CL A 05491N104 31,488 4,272,458 SH   SOLE   4,272,458 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 42,727 570,000 SH   SOLE   570,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 6,851 6,000,000 PRN   SOLE   6,000,000 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 17,328 1,450,000 SH   SOLE   1,450,000 0 0
CALPINE CORP COM NEW 131347304 28,763 1,950,000 SH   SOLE   1,950,000 0 0
CF CORP SHS CL A G20307107 31,529 2,815,065 SH   SOLE   2,815,065 0 0
CF CORP *W EXP 05/25/202 G20307115 35,025 3,127,212 SH   SOLE   3,127,212 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 10,630 8,000,000 PRN   SOLE   8,000,000 0 0
CINEDIGM CORP COM NEW 172406209 200 137,757 SH   SOLE   137,757 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 13,056 5,500,000 PRN   SOLE   5,500,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 23,321 302,043 SH   SOLE   302,043 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 44,750 40,000,000 PRN   SOLE   40,000,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,677 18,600 SH   SOLE   18,600 0 0
FEDERAL STR ACQUISITION CORP CL A 31421V107 19,532 2,000,000 SH   SOLE   2,000,000 0 0
FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 9,766 1,000,000 SH   SOLE   1,000,000 0 0
FINISAR CORP COM NEW 31787A507 1,255 56,600 SH   SOLE   56,600 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 5,291 275,000 SH   SOLE   275,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 9,097 10,250,000 PRN   SOLE   10,250,000 0 0
GORES HLDGS II INC COM CL A 382867109 19,442 1,950,000 SH   SOLE   1,950,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 7,311 733,332 SH   SOLE   733,332 0 0
HENNESSY CAP ACQUSTON CORP I COM 42588L105 11,339 1,150,000 SH   SOLE   1,150,000 0 0
HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 7,518 762,500 SH   SOLE   762,500 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 10,452 765,181 SH   SOLE   765,181 0 0
IAC INTERACTIVECORP COM 44919P508 3,034 25,800 SH   SOLE   25,800 0 0
ILLUMINA INC COM 452327109 12,330 61,900 SH   SOLE   61,900 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 118,135 64,291,000 PRN   SOLE   64,291,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 14,625 1,500,000 SH   SOLE   1,500,000 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 4,875 500,000 SH   SOLE   500,000 0 0
KINDER MORGAN INC DEL COM 49456B101 8,192 427,100 SH   SOLE   427,100 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 24,629 13,500,000 PRN   SOLE   13,500,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,898 26,300 SH   SOLE   26,300 0 0
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAA5 5,222 5,000,000 PRN   SOLE   5,000,000 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 05/28/202 57682V114 7,840 800,000 SH   SOLE   800,000 0 0
MATLIN & PARTNERS ACQUISITIO CL A 57682V106 7,840 800,000 SH   SOLE   800,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 42,873 20,532,000 PRN   SOLE   20,532,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 27,048 15,500,000 PRN   SOLE   15,500,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 38,831 28,100,000 PRN   SOLE   28,100,000 0 0
MONSANTO CO NEW COM 61166W101 65,901 550,000 SH   SOLE   550,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4,500 10,000,000 PRN   SOLE   10,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 113,090 1,000,000 SH   SOLE   1,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 11,309 100,000 SH Call SOLE   100,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11,509 9,000,000 PRN   SOLE   9,000,000 0 0
OSPREY ENERGY ACQUISITION CO CL A COM 688397108 19,380 2,000,000 SH   SOLE   2,000,000 0 0
OSPREY ENERGY ACQUISITION CO *W EXP 07/21/202 688397116 9,690 1,000,000 SH   SOLE   1,000,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 15,203 11,047,000 PRN   SOLE   11,047,000 0 0
PRICELINE GRP INC COM NEW 741503403 21,238 11,600 SH   SOLE   11,600 0 0
PROOFPOINT INC COM 743424103 3,620 41,500 SH   SOLE   41,500 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 1,615 1,938,000 PRN   SOLE   1,938,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 23,238 20,000,000 PRN   SOLE   20,000,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 7,509 7,500,000 PRN   SOLE   7,500,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 15,779 150,000 SH   SOLE   150,000 0 0
RICE ENERGY INC COM 762760106 26,770 925,000 SH   SOLE   925,000 0 0
RPM INTL INC COM 749685103 3,132 61,000 SH   SOLE   61,000 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 12,048 1,200,000 SH   SOLE   1,200,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 6,024 600,000 SH   SOLE   600,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 36,929 23,000,000 PRN   SOLE   23,000,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 10,492 1,030,633 SH   SOLE   1,030,633 0 0
SILVER RUN ACQUISITION COM CL A 82812A103 26,708 2,623,575 SH   SOLE   2,623,575 0 0
SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 8,489 724,900 SH   SOLE   724,900 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 37,571 33,734,000 PRN   SOLE   33,734,000 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 321 335,000 PRN   SOLE   335,000 0 0
TERADYNE INC COM 880770102 8,823 236,600 SH   SOLE   236,600 0 0
TERRAFORM PWR INC CL A COM 88104R100 79,084 5,982,113 SH   SOLE   5,982,113 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 89,760 24,000,000 PRN   SOLE   24,000,000 0 0
TIME WARNER INC COM NEW 887317303 102,450 1,000,000 SH   SOLE   1,000,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 17,208 11,000,000 PRN   SOLE   11,000,000 0 0
TPG PACE ENERGY HLDGS CORP CL A 872656103 21,987 2,250,000 SH   SOLE   2,250,000 0 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 7,329 750,000 SH   SOLE   750,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 12,585 6,000,000 PRN   SOLE   6,000,000 0 0
TRIBUNE MEDIA CO CL A 896047503 31,085 760,775 SH   SOLE   760,775 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 28,691 31,250,000 PRN   SOLE   31,250,000 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 14,700 1,500,000 SH   SOLE   1,500,000 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 4,900 500,000 SH   SOLE   500,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 13,937 135,000 SH   SOLE   135,000 0 0
VISTRA ENERGY CORP COM 92840M102 342,407 18,320,311 SH   SOLE   18,320,311 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 60,055 946,687 SH   SOLE   946,687 0 0
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 412 10,000 SH   SOLE   10,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 7,130 8,000,000 PRN   SOLE   8,000,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 11,671 10,800,000 PRN   SOLE   10,800,000 0 0