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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 7,604 400,000 SH   SOLE   400,000 0 0
AETNA INC NEW COM 00817Y108 13,529 75,000 SH   SOLE   75,000 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 18,562 1,871,123 SH   SOLE   1,871,123 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 693 2,474,077 SH   SOLE   2,474,077 0 0
YAHOO INC NOTE 12/0 984332AF3 16,178 12,000,000 PRN   SOLE   12,000,000 0 0
BBX CAP CORP NEW CL A 05491N104 34,051 4,272,458 SH   SOLE   4,272,458 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 37,654 570,000 SH   SOLE   570,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 7,043 6,000,000 PRN   SOLE   6,000,000 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 10,430 8,000,000 PRN   SOLE   8,000,000 0 0
CINEDIGM CORP COM NEW 172406209 207 137,757 SH   SOLE   137,757 0 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 4,455 968,472 SH   SOLE   968,472 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 12,055 5,500,000 PRN   SOLE   5,500,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 28,451 350,038 SH   SOLE   350,038 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 8,324 8,632,000 PRN   SOLE   8,632,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,228 18,600 SH   SOLE   18,600 0 0
FEDERAL STR ACQUISITION CORP CL A 31421V107 19,420 2,000,000 SH   SOLE   2,000,000 0 0
FEDERAL STR ACQUISITION CORP *W EXP 07/24/202 31421V115 9,710 1,000,000 SH   SOLE   1,000,000 0 0
FINISAR CORP COM NEW 31787A507 1,152 56,600 SH   SOLE   56,600 0 0
FINTECH ACQUISITION CORP II COM 31810G109 9,920 1,000,000 SH   SOLE   1,000,000 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 4,960 500,000 SH   SOLE   500,000 0 0
GORES HLDGS II INC COM CL A 382867109 19,383 1,950,000 SH   SOLE   1,950,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 7,289 733,332 SH   SOLE   733,332 0 0
GREENBRIER COS INC COM 393657101 2,745 51,500 SH   SOLE   51,500 0 0
HAYMAKER ACQUISITION CORP COM CLASS A 420870107 11,472 1,200,000 SH   SOLE   1,200,000 0 0
HENNESSY CAP ACQUSTON CORP I COM 42588L105 11,270 1,150,000 SH   SOLE   1,150,000 0 0
HENNESSY CAP ACQUSTON CORP I *W EXP 06/15/202 42588L113 6,169 629,500 SH   SOLE   629,500 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 11,332 765,181 SH   SOLE   765,181 0 0
ILLUMINA INC COM 452327109 13,525 61,900 SH   SOLE   61,900 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 142,806 64,291,000 PRN   SOLE   64,291,000 0 0
KAYNE ANDERSON ACQUISITION COM CL A 48661U102 15,536 1,600,000 SH   SOLE   1,600,000 0 0
KAYNE ANDERSON ACQUISITION *W EXP 06/30/202 48661U110 4,855 500,000 SH   SOLE   500,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 24,595 13,500,000 PRN   SOLE   13,500,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,688 26,300 SH   SOLE   26,300 0 0
MATLIN & PARTNERS ACQUISITIO *W EXP 05/28/202 57682V114 7,808 800,000 SH   SOLE   800,000 0 0
MATLIN & PARTNERS ACQUISITIO CL A 57682V106 7,808 800,000 SH   SOLE   800,000 0 0
MCDERMOTT INTL INC COM 580037109 3,257 495,000 SH   SOLE   495,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 51,368 20,532,000 PRN   SOLE   20,532,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 26,389 15,500,000 PRN   SOLE   15,500,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 47,726 33,100,000 PRN   SOLE   33,100,000 0 0
MONSANTO CO NEW COM 61166W101 84,666 725,000 SH   SOLE   725,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4,675 10,000,000 PRN   SOLE   10,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 122,945 1,050,000 SH   SOLE   1,050,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 31,614 270,000 SH Call SOLE   270,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 12,476 9,000,000 PRN   SOLE   9,000,000 0 0
OSPREY ENERGY ACQUISITION CO CL A COM 688397108 19,200 2,000,000 SH   SOLE   2,000,000 0 0
OSPREY ENERGY ACQUISITION CO *W EXP 07/21/202 688397116 9,600 1,000,000 SH   SOLE   1,000,000 0 0
PRICELINE GRP INC COM NEW 741503403 20,158 11,600 SH   SOLE   11,600 0 0
PROOFPOINT INC COM 743424103 5,462 61,500 SH   SOLE   61,500 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 2,776 2,879,000 PRN   SOLE   2,879,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 11,500 10,000,000 PRN   SOLE   10,000,000 0 0
QUALCOMM INC COM 747525103 17,606 275,000 SH   SOLE   275,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 21,687 150,000 SH   SOLE   150,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 12,831 7,800,000 PRN   SOLE   7,800,000 0 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 19,900 2,000,000 SH   SOLE   2,000,000 0 0
RPM INTL INC COM 749685103 3,198 61,000 SH   SOLE   61,000 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 11,892 1,200,000 SH   SOLE   1,200,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 5,946 600,000 SH   SOLE   600,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 40,552 23,000,000 PRN   SOLE   23,000,000 0 0
SILVER RUN ACQUISITION *W EXP 03/28/202 82812A111 10,214 1,030,633 SH   SOLE   1,030,633 0 0
SILVER RUN ACQUISITION COM CL A 82812A103 26,000 2,623,575 SH   SOLE   2,623,575 0 0
SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 10,337 724,900 SH   SOLE   724,900 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 37,128 33,734,000 PRN   SOLE   33,734,000 0 0
TERADYNE INC COM 880770102 2,424 57,900 SH   SOLE   57,900 0 0
TERRAFORM PWR INC CL A COM 88104R209 44,814 3,746,991 SH   SOLE   3,746,991 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 59,115 24,000,000 PRN   SOLE   24,000,000 0 0
TIME WARNER INC COM NEW 887317303 91,470 1,000,000 SH   SOLE   1,000,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 16,445 11,000,000 PRN   SOLE   11,000,000 0 0
TPG PACE ENERGY HLDGS CORP CL A 872656103 21,915 2,250,000 SH   SOLE   2,250,000 0 0
TPG PACE ENERGY HLDGS CORP *W EXP 99/99/999 872656111 7,305 750,000 SH   SOLE   750,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 11,261 6,000,000 PRN   SOLE   6,000,000 0 0
TRIBUNE MEDIA CO CL A 896047503 5,309 125,000 SH   SOLE   125,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,009 289,861 SH   SOLE   289,861 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 28,189 30,250,000 PRN   SOLE   30,250,000 0 0
VANTAGE ENERGY ACQUISITION COM CL A 92211L105 14,580 1,500,000 SH   SOLE   1,500,000 0 0
VANTAGE ENERGY ACQUISITION *W EXP 04/12/202 92211L113 4,860 500,000 SH   SOLE   500,000 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,170 2,500,000 PRN   SOLE   2,500,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 13,766 135,000 SH   SOLE   135,000 0 0
VISTRA ENERGY CORP COM 92840M102 227,149 12,398,955 SH   SOLE   12,398,955 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 56,683 946,687 SH   SOLE   946,687 0 0