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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 *W EXP 07/15/202 68245V129 20 67,000 SH   SOLE   67,000 0 0
1347 CAP CORP COM 68245V103 1,059 114,318 SH   SOLE   114,318 0 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 26 100,000 SH   SOLE   100,000 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 4,045 4,000,000 PRN   SOLE   4,000,000 0 0
51JOB INC SP ADR REP COM 316827104 166 5,650 SH   SOLE   5,650 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,713 4,250,000 PRN   SOLE   4,250,000 0 0
AK STL HLDG CORP COM 001547108 466 100,000 SH Put SOLE   100,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,893 2,810,000 PRN   SOLE   2,810,000 0 0
ALCOA INC COM 013817101 445 48,000 SH   SOLE   48,000 0 0
ALPHABET INC CAP STK CL A 02079K305 141 200 SH   SOLE   200 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 1,138 1,000,000 PRN   SOLE   1,000,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 4,097 3,695,000 PRN   SOLE   3,695,000 0 0
ANDINA ACQUISITION CORP II SHS G0441P104 195 20,000 SH   SOLE   20,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 711 700,000 PRN   SOLE   700,000 0 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 2 35,400 SH   SOLE   35,400 0 0
AR CAP ACQUISITION CORP COM 00191R109 2,258 227,178 SH   SOLE   227,178 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 1,547 155,454 SH   SOLE   155,454 0 0
AROWANA INC RIGHT 01/01/2017 G05011120 1 5,000 SH   SOLE   5,000 0 0
AROWANA INC SHS G05011104 853 85,100 SH   SOLE   85,100 0 0
AROWANA INC UNIT 99/99/9999 G05011138 1,530 150,000 SH   SOLE   150,000 0 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 545 52,422 SH   SOLE   52,422 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 8 91,600 SH   SOLE   91,600 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 256 10,100 SH   SOLE   10,100 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 5 14,949 SH   SOLE   14,949 0 0
BOULEVARD ACQUISITION CL A 10157Q102 3,056 313,482 SH   SOLE   313,482 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 2,266 229,120 SH   SOLE   229,120 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 2 7,120 SH   SOLE   7,120 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 496 50,000 SH   SOLE   50,000 0 0
CARNIVAL PLC ADR 14365C103 300 6,700 SH   SOLE   6,700 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 4,130 3,500,000 PRN   SOLE   3,500,000 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 699 32,200 SH   SOLE   32,200 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 5 81,500 SH   SOLE   81,500 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 5,564 5,900,000 PRN   SOLE   5,900,000 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 721 25,000 SH Put SOLE   25,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 4,223 4,219,000 PRN   SOLE   4,219,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 62 2,500 SH   SOLE   2,500 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 9,456 7,735,000 PRN   SOLE   7,735,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 23,688 25,100,000 PRN   SOLE   25,100,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 604 120,000 SH Put SOLE   120,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 174 7,300 SH   SOLE   7,300 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 2 6,166 SH   SOLE   6,166 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 2,326 237,574 SH   SOLE   237,574 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 848 85,000 SH   SOLE   85,000 0 0
DT ASIA INVTS LTD *W EXP 03/29/202 G2615J138 9 79,212 SH   SOLE   79,212 0 0
DT ASIA INVTS LTD RIGHT 03/30/2016 G2615J112 52 140,000 SH   SOLE   140,000 0 0
DT ASIA INVTS LTD SHS G2615J104 1,684 164,108 SH   SOLE   164,108 0 0
DYNEGY INC NEW DEL COM 26817R108 1,293 75,000 SH Put SOLE   75,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 5,360 49,850 SH   SOLE   49,850 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 8 12,500 SH   SOLE   12,500 0 0
EASTERLY ACQUISITION CORP COM 27616L102 2,751 281,000 SH   SOLE   281,000 0 0
EASTERLY ACQUISITION CORP UNIT 99/99/9999 27616L201 2,388 236,000 SH   SOLE   236,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 4 15,400 SH   SOLE   15,400 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 3,046 311,502 SH   SOLE   311,502 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,654 164,900 SH   SOLE   164,900 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,596 2,980,000 PRN   SOLE   2,980,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 1,050 1,750,000 PRN   SOLE   1,750,000 0 0
FULL CIRCLE CAP CORP COM 359671104 528 195,438 SH   SOLE   195,438 0 0
GARNERO GROUP ACQUISITION CO *W EXP 06/24/201 G5866L116 7 164,800 SH   SOLE   164,800 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 17 200,000 SH   SOLE   200,000 0 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 3,246 329,535 SH   SOLE   329,535 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,313 7,500,000 PRN   SOLE   7,500,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,803 2,500,000 PRN   SOLE   2,500,000 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 4 20,000 SH   SOLE   20,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 1,835 190,601 SH   SOLE   190,601 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 3,224 208,000 SH Put SOLE   208,000 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 4 14,857 SH   SOLE   14,857 0 0
GORES HLDGS INC CL A 382866101 1,739 178,500 SH   SOLE   178,500 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 3,483 350,052 SH   SOLE   350,052 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 19 28,500 SH   SOLE   28,500 0 0
GP INVTS ACQUISITION COR SHS G40357124 4,615 461,522 SH   SOLE   461,522 0 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 1,313 130,000 SH   SOLE   130,000 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 1 5,000 SH   SOLE   5,000 0 0
HARMONY MERGER CORP COM 413247107 902 89,958 SH   SOLE   89,958 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 306 30,000 SH   SOLE   30,000 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 57 90,600 SH   SOLE   90,600 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 3,991 399,053 SH   SOLE   399,053 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 417 50,000 SH Put SOLE   50,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 3,895 6,796,000 PRN   SOLE   6,796,000 0 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 1 3,000 SH   SOLE   3,000 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 1,652 167,000 SH   SOLE   167,000 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 13 65,000 SH   SOLE   65,000 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 1,376 135,000 SH   SOLE   135,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 5,503 5,650,000 PRN   SOLE   5,650,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 10,380 6,380,000 PRN   SOLE   6,380,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 9,081 8,090,000 PRN   SOLE   8,090,000 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 202 20,000 SH   SOLE   20,000 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 5 300,000 SH   SOLE   300,000 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 56 5,614 SH   SOLE   5,614 0 0
KLR ENERGY ACQUISITION CORP UNIT 12/31/2020 49877M207 152 15,000 SH   SOLE   15,000 0 0
LGI HOMES INC NOTE 4.250%11/1 50187TAB2 2,325 1,500,000 PRN   SOLE   1,500,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 108 3,700 SH   SOLE   3,700 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 14,058 8,425,000 PRN   SOLE   8,425,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 5,922 6,000,000 PRN   SOLE   6,000,000 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 3,788 3,750,000 PRN   SOLE   3,750,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 14,109 11,925,000 PRN   SOLE   11,925,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 10,928 8,660,000 PRN   SOLE   8,660,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 37,383 17,772,000 PRN   SOLE   17,772,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9,852 7,295,000 PRN   SOLE   7,295,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 11,019 9,983,000 PRN   SOLE   9,983,000 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 3,564 3,650,000 PRN   SOLE   3,650,000 0 0
NEWS CORP NEW CL A 65249B109 438 38,600 SH   SOLE   38,600 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 4,015 4,000,000 PRN   SOLE   4,000,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 20,819 8,930,000 PRN   SOLE   8,930,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 588 7,500 SH   SOLE   7,500 0 0
OFG BANCORP COM 67103X102 21 2,500 SH Call SOLE   2,500 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 3 13,190 SH   SOLE   13,190 0 0
PACE HLDGS CORP CL A G6865N103 2,157 219,000 SH   SOLE   219,000 0 0
PACIFIC SPL ACQUISITION CORP *W EXP 10/20/202 G68588121 1 5,000 SH   SOLE   5,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 22,294 17,503,000 PRN   SOLE   17,503,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 442 61,700 SH   SOLE   61,700 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 5,146 4,600,000 PRN   SOLE   4,600,000 0 0
PRICELINE GRP INC COM NEW 741503403 624 500 SH   SOLE   500 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 21,301 15,338,000 PRN   SOLE   15,338,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 1 7,697 SH   SOLE   7,697 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 2,821 285,200 SH   SOLE   285,200 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 1,253 125,000 SH   SOLE   125,000 0 0
RED HAT INC COM 756577102 846 11,650 SH   SOLE   11,650 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 166 3,000 SH   SOLE   3,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6,847 5,295,000 PRN   SOLE   5,295,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 66 275,000 SH   SOLE   275,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 420 100,000 SH Put SOLE   100,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 10,801 10,250,000 PRN   SOLE   10,250,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 6,522 6,585,000 PRN   SOLE   6,585,000 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 54 7,000 SH   SOLE   7,000 0 0
SILVER RUN ACQUISITION CORP *W EXP 02/23/202 82811P119 2 2,000 SH   SOLE   2,000 0 0
SILVER RUN ACQUISITION CORP UNIT 99/99/9999T 82811P200 70 7,000 SH   SOLE   7,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 14,738 15,000,000 PRN   SOLE   15,000,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 68,079 325,000 SH Call SOLE   325,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,277 100,000 SH Put SOLE   100,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 5,952 5,530,000 PRN   SOLE   5,530,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 14,423 14,360,000 PRN   SOLE   14,360,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 35,984 20,103,000 PRN   SOLE   20,103,000 0 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 8,705 3,650,000 PRN   SOLE   3,650,000 0 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 0 2,595 SH   SOLE   2,595 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 1,263 126,461 SH   SOLE   126,461 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 473 46,801 SH   SOLE   46,801 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 4,639 2,730,000 PRN   SOLE   2,730,000 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 508 600,000 PRN   SOLE   600,000 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 2,528 3,000,000 PRN   SOLE   3,000,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 8,498 9,300,000 PRN   SOLE   9,300,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 4,349 4,900,000 PRN   SOLE   4,900,000 0 0
UNIVERSAL CORP VA COM 913456109 777 13,460 SH   SOLE   13,460 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 3,334 3,000,000 PRN   SOLE   3,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 53,514 21,204,000 PRN   SOLE   21,204,000 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 2,604 84,300 SH Call SOLE   84,300 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 3,015 2,740,000 PRN   SOLE   2,740,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 674 10,000 SH   SOLE   10,000 0 0
WPX ENERGY INC COM 98212B103 466 50,000 SH Put SOLE   50,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 3,407 3,730,000 PRN   SOLE   3,730,000 0 0
YAHOO INC NOTE 12/0 984332AF3 14,690 14,820,000 PRN   SOLE   14,820,000 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 50 50,000 SH   SOLE   50,000 0 0