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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
1347 CAP CORP COM 68245V103 240 24,318 SH   SOLE   24,318 0 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 2 15,000 SH   SOLE   15,000 0 0
1347 CAP CORP UNIT 07/18/2016 68245V202 865 85,000 SH   SOLE   85,000 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 3,910 4,000,000 PRN   SOLE   4,000,000 0 0
51JOB INC SP ADR REP COM 316827104 60 2,034 SH   SOLE   2,034 0 0
ABILITY INC *W EXP 12/17/201 G8789K116 39 27,655 SH   SOLE   27,655 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 5,243 4,550,000 PRN   SOLE   4,550,000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 7,188 4,000,000 PRN   SOLE   4,000,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 6,125 4,550,000 PRN   SOLE   4,550,000 0 0
ALPHABET INC CAP STK CL A 02079K305 739 950 SH   SOLE   950 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 5,238 4,850,000 PRN   SOLE   4,850,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 4,745 3,755,000 PRN   SOLE   3,755,000 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,467 10,200 SH   SOLE   10,200 0 0
ANDINA ACQUISITION CORP II SHS G0441P104 111 11,700 SH   SOLE   11,700 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 2,033 2,000,000 PRN   SOLE   2,000,000 0 0
APOLLO INVT CORP NOTE 5.750% 1/1 03761UAE6 1,078 1,078,000 PRN   SOLE   1,078,000 0 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 2 10,400 SH   SOLE   10,400 0 0
AR CAP ACQUISITION CORP COM 00191R109 1,070 110,000 SH   SOLE   110,000 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 1,508 155,000 SH   SOLE   155,000 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 4,125 4,130,000 PRN   SOLE   4,130,000 0 0
AROWANA INC RIGHT 01/01/2017 G05011120 1 5,000 SH   SOLE   5,000 0 0
AROWANA INC SHS G05011104 836 85,100 SH   SOLE   85,100 0 0
AROWANA INC UNIT 99/99/9999 G05011138 1,508 150,000 SH   SOLE   150,000 0 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 417 41,212 SH   SOLE   41,212 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 25 91,600 SH   SOLE   91,600 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 5,071 3,950,000 PRN   SOLE   3,950,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 2,210 40,000 SH   SOLE   40,000 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 3,506 354,120 SH   SOLE   354,120 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 2 4,200 SH   SOLE   4,200 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 1,194 120,000 SH   SOLE   120,000 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 4,755 4,000,000 PRN   SOLE   4,000,000 0 0
CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 2,981 3,000,000 PRN   SOLE   3,000,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 8,398 8,985,000 PRN   SOLE   8,985,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 557 100,000 SH Call SOLE   100,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 15 81,500 SH   SOLE   81,500 0 0
CITRIX SYS INC COM 177376100 893 11,800 SH   SOLE   11,800 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 2,564 2,750,000 PRN   SOLE   2,750,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 2,279 3,000,000 PRN   SOLE   3,000,000 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 3,360 3,500,000 PRN   SOLE   3,500,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 194 7,500 SH   SOLE   7,500 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 7,650 5,790,000 PRN   SOLE   5,790,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 3,094 2,600,000 PRN   SOLE   2,600,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 494 18,500 SH   SOLE   18,500 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 3 5,600 SH   SOLE   5,600 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 1,242 129,900 SH   SOLE   129,900 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 1,150 115,000 SH   SOLE   115,000 0 0
DT ASIA INVTS LTD *W EXP 03/29/202 G2615J138 2 14,998 SH   SOLE   14,998 0 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 2 15,000 SH   SOLE   15,000 0 0
DT ASIA INVTS LTD SHS G2615J104 395 39,208 SH   SOLE   39,208 0 0
EASTERLY ACQUISITION CORP COM 27616L102 802 81,000 SH   SOLE   81,000 0 0
EASTERLY ACQUISITION CORP UNIT 99/99/9999 27616L201 2,944 290,000 SH   SOLE   290,000 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 42,429 19,700,000 PRN   SOLE   19,700,000 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 7,613 7,150,000 PRN   SOLE   7,150,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 2 9,000 SH   SOLE   9,000 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 2,367 245,502 SH   SOLE   245,502 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,542 155,000 SH   SOLE   155,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 200 4,000,000 PRN   SOLE   4,000,000 0 0
ENERNOC INC COM 292764107 193 50,000 SH Call SOLE   50,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,507 20,800 SH   SOLE   20,800 0 0
FORESTAR GROUP INC COM 346233109 547 50,000 SH Put SOLE   50,000 0 0
FS INVT CORP COM 302635107 225 25,000 SH   SOLE   25,000 0 0
GARNERO GROUP ACQUISITION CO *W EXP 06/24/201 G5866L116 21 164,800 SH   SOLE   164,800 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 48 200,000 SH   SOLE   200,000 0 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 3,233 329,535 SH   SOLE   329,535 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,341 5,500,000 PRN   SOLE   5,500,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 699 70,601 SH   SOLE   70,601 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 3,264 206,700 SH Put SOLE   206,700 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 2 4,800 SH   SOLE   4,800 0 0
GORES HLDGS INC CL A 382866101 550 55,000 SH   SOLE   55,000 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 3,451 345,052 SH   SOLE   345,052 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 2 4,600 SH   SOLE   4,600 0 0
GP INVTS ACQUISITION COR SHS G40357124 2,177 226,522 SH   SOLE   226,522 0 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 2,139 215,000 SH   SOLE   215,000 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 2 5,000 SH   SOLE   5,000 0 0
HARMONY MERGER CORP COM 413247107 687 69,958 SH   SOLE   69,958 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 503 50,000 SH   SOLE   50,000 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 735 76,253 SH   SOLE   76,253 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 2,835 289,300 SH   SOLE   289,300 0 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 3 12,775 SH   SOLE   12,775 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 1,266 130,200 SH   SOLE   130,200 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 12 55,000 SH   SOLE   55,000 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 1,463 145,000 SH   SOLE   145,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 12,781 7,680,000 PRN   SOLE   7,680,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12,804 9,750,000 PRN   SOLE   9,750,000 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 18,990 12,750,000 PRN   SOLE   12,750,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 24,189 13,285,000 PRN   SOLE   13,285,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 32,062 6,895,000 PRN   SOLE   6,895,000 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 8 125,000 SH   SOLE   125,000 0 0
KINDER MORGAN INC DEL COM 49456B101 1,492 100,000 SH Put SOLE   100,000 0 0
KINDER MORGAN INC DEL COM 49456B101 1,492 100,000 SH   SOLE   100,000 0 0
KINDRED HEALTHCARE INC COM 494580103 596 50,000 SH Put SOLE   50,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 517 12,200 SH   SOLE   12,200 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 11,947 7,720,000 PRN   SOLE   7,720,000 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 4,866 4,500,000 PRN   SOLE   4,500,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 9,140 6,400,000 PRN   SOLE   6,400,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 9,007 8,060,000 PRN   SOLE   8,060,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,937 2,140,000 PRN   SOLE   2,140,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 30,968 16,272,000 PRN   SOLE   16,272,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 7,485 6,210,000 PRN   SOLE   6,210,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 12,891 8,300,000 PRN   SOLE   8,300,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 8,649 8,803,000 PRN   SOLE   8,803,000 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 2,477 2,500,000 PRN   SOLE   2,500,000 0 0
NEWS CORP NEW CL A 65249B109 406 30,400 SH   SOLE   30,400 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13,099 5,580,000 PRN   SOLE   5,580,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 18,196 10,970,000 PRN   SOLE   10,970,000 0 0
PACE HLDGS CORP CL A G6865N103 1,536 160,000 SH   SOLE   160,000 0 0
PACIFIC SPL ACQUISITION CORP *W EXP 10/20/202 G68588121 0 5,000 SH   SOLE   5,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 24,197 14,623,000 PRN   SOLE   14,623,000 0 0
PANDORA MEDIA INC COM 698354107 1,012 75,444 SH   SOLE   75,444 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,046 50,000 SH Put SOLE   50,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 103 30,380 SH   SOLE   30,380 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AH5 3,034 2,500,000 PRN   SOLE   2,500,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 12,535 8,808,000 PRN   SOLE   8,808,000 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 12,023 6,980,000 PRN   SOLE   6,980,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 5 24,997 SH   SOLE   24,997 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 2,232 230,100 SH   SOLE   230,100 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 735 75,000 SH   SOLE   75,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 8,281 6,440,000 PRN   SOLE   6,440,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 42 370,000 SH   SOLE   370,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 61 7,600 SH Put SOLE   7,600 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2,992 3,199,000 PRN   SOLE   3,199,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 11,044 10,250,000 PRN   SOLE   10,250,000 0 0
SONY CORP ADR NEW 835699307 295 12,000 SH   SOLE   12,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 533 75,000 SH Call SOLE   75,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,019 5,000 SH   SOLE   5,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 3,111 4,100,000 PRN   SOLE   4,100,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 12,029 12,580,000 PRN   SOLE   12,580,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,616 2,756,000 PRN   SOLE   2,756,000 0 0
STARWOOD PPTY TR INC COM 85571B105 10 500 SH Call SOLE   500 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 15,396 15,660,000 PRN   SOLE   15,660,000 0 0
SUNEDISON INC COM 86732Y109 255 50,000 SH Put SOLE   50,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 21,955 13,178,000 PRN   SOLE   13,178,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 7,443 4,070,000 PRN   SOLE   4,070,000 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 770 78,101 SH   SOLE   78,101 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 772 76,801 SH   SOLE   76,801 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 1,971 2,000,000 PRN   SOLE   2,000,000 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 2,870 3,000,000 PRN   SOLE   3,000,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 687 25,300 SH   SOLE   25,300 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 8,165 9,620,000 PRN   SOLE   9,620,000 0 0
UNIVERSAL CORP VA COM 913456109 755 13,460 SH   SOLE   13,460 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 24,940 500,000 SH Put SOLE   500,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 3,429 3,000,000 PRN   SOLE   3,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 38,702 15,140,000 PRN   SOLE   15,140,000 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 2,541 84,300 SH Call SOLE   84,300 0 0
WL ROSS HLDG CORP *W EXP 06/11/201 92939D112 0 200 SH   SOLE   200 0 0
WL ROSS HLDG CORP COM SHS 92939D104 390 39,200 SH   SOLE   39,200 0 0
WL ROSS HLDG CORP UNIT 06/11/2019 92939D203 828 80,800 SH   SOLE   80,800 0 0
WPX ENERGY INC COM 98212B103 718 125,000 SH Put SOLE   125,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 13,234 8,140,000 PRN   SOLE   8,140,000 0 0
YAHOO INC NOTE 12/0 984332AF3 4,927 5,050,000 PRN   SOLE   5,050,000 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 107 50,000 SH   SOLE   50,000 0 0