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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
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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 239 24,318 SH   SOLE   24,318 0 0
1347 CAP CORP RIGHT 07/21/2016 68245V111 5 15,000 SH   SOLE   15,000 0 0
1347 CAP CORP UNIT 07/18/2016 68245V202 875 85,000 SH   SOLE   85,000 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 4,716 5,000,000 PRN   SOLE   5,000,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,837 5,345,000 PRN   SOLE   5,345,000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 7,813 5,000,000 PRN   SOLE   5,000,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 373 5,400 SH   SOLE   5,400 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 3,455 2,800,000 PRN   SOLE   2,800,000 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 2,235 1,950,000 PRN   SOLE   1,950,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 2,955 2,850,000 PRN   SOLE   2,850,000 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 955 6,445 SH   SOLE   6,445 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 2,464 2,500,000 PRN   SOLE   2,500,000 0 0
AR CAP ACQUISITION CORP COM 00191R109 675 70,000 SH   SOLE   70,000 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 1,938 195,000 SH   SOLE   195,000 0 0
AR CAP ACQUISITION CORP W EXP 10/06/201 00191R117 0 400 SH   SOLE   400 0 0
AROWANA INC RIGHT 01/01/2017 G05011120 1 5,000 SH   SOLE   5,000 0 0
AROWANA INC SHS G05011104 49 5,000 SH   SOLE   5,000 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 277 27,334 SH   SOLE   27,334 0 0
BANK AMER CORP W EXP 10/28/201 060505153 26 91,600 SH   SOLE   91,600 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 2,217 150,000 SH Put SOLE   150,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 148 10,000 SH Call SOLE   10,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 2,545 1,950,000 PRN   SOLE   1,950,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 2,050 1,925,000 PRN   SOLE   1,925,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 2,374 236,731 SH   SOLE   236,731 0 0
CAMBRIDGE CAP ACQUISITION CO W EXP 12/17/201 13215Q114 31 122,655 SH   SOLE   122,655 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 7,364 6,653,000 PRN   SOLE   6,653,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10,681 10,295,000 PRN   SOLE   10,295,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 699 100,000 SH Put SOLE   100,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 4,913 4,950,000 PRN   SOLE   4,950,000 0 0
CITIGROUP INC W EXP 01/04/201 172967226 38 81,500 SH   SOLE   81,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 1 115,500 SH   SOLE   115,500 0 0
CORENERGY INFRASTRUCTURE TR OTE 7.000% 6/1 21870UAA4 888 1,000,000 PRN   SOLE   1,000,000 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 4,756 4,500,000 PRN   SOLE   4,500,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 207 8,500 SH   SOLE   8,500 0 0
DHT HOLDINGS INC D EBT 4.500%10/0 23335SAB2 5,141 4,600,000 PRN   SOLE   4,600,000 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 1,521 150,000 SH   SOLE   150,000 0 0
DT ASIA INVTS LTD SHS G2615J104 241 24,208 SH   SOLE   24,208 0 0
DYCOM INDS INC COM 267475101 897 12,400 SH   SOLE   12,400 0 0
EASTERLY ACQUISITION CORP UNIT 99/99/9999 27616L201 3,015 300,000 SH   SOLE   300,000 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 49,344 23,200,000 PRN   SOLE   23,200,000 0 0
ELECTRONICS FOR IMAGING INC OTE 0.750% 9/0 286082AC6 9,001 8,800,000 PRN   SOLE   8,800,000 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 849 87,500 SH   SOLE   87,500 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,680 170,000 SH   SOLE   170,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 594 5,944,000 PRN   SOLE   5,944,000 0 0
ENERNOC INC BCV 2.250% 8/1 292764AB3 3,825 5,550,000 PRN   SOLE   5,550,000 0 0
ENERNOC INC COM 292764107 395 50,000 SH Put SOLE   50,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,541 20,800 SH   SOLE   20,800 0 0
FORESTAR GROUP INC COM 346233109 658 50,000 SH Put SOLE   50,000 0 0
GARNERO GROUP ACQUISITION CO *W EXP 06/24/201 G5866L116 20 164,800 SH   SOLE   164,800 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 44 200,000 SH   SOLE   200,000 0 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 3,176 323,457 SH   SOLE   323,457 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 476 40,000 SH Put SOLE   40,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,121 7,000,000 PRN   SOLE   7,000,000 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 1,736 165,000 SH   SOLE   165,000 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 3,549 350,000 SH   SOLE   350,000 0 0
GP INVTS ACQUISITION COR *W EXP 99/99/999 G40357108 1 1,500 SH   SOLE   1,500 0 0
GP INVTS ACQUISITION COR SHS G40357124 1,035 107,726 SH   SOLE   107,726 0 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 2,230 225,000 SH   SOLE   225,000 0 0
HARMONY MERGER CORP COM 413247107 209 21,154 SH   SOLE   21,154 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 561 55,000 SH   SOLE   55,000 0 0
HARMONY MERGER CORP W EXP 01/01/202 413247123 2 5,000 SH   SOLE   5,000 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 3,154 1,000,000 PRN   SOLE   1,000,000 0 0
HENNESSY CAP ACQUISITION COR UNIT 99/99/9999 42588J209 2,852 289,300 SH   SOLE   289,300 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 1,261 130,000 SH   SOLE   130,000 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 21 55,000 SH   SOLE   55,000 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 1,479 145,000 SH   SOLE   145,000 0 0
HYDRA INDS ACQUISITION CORP W EXP 10/20/202 448740118 4 13,000 SH   SOLE   13,000 0 0
ILLUMINA INC COM 452327109 1,389 7,900 SH   SOLE   7,900 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 5,436 3,600,000 PRN   SOLE   3,600,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 27,169 248,800 SH Put SOLE   248,800 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 12,449 10,450,000 PRN   SOLE   10,450,000 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 11,489 8,550,000 PRN   SOLE   8,550,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 15,661 9,750,000 PRN   SOLE   9,750,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 36,449 6,895,000 PRN   SOLE   6,895,000 0 0
LIGAND PHARMACEUTICALS INC OTE 0.750% 8/1 53220KAD0 9,323 7,220,000 PRN   SOLE   7,220,000 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 2,818 2,500,000 PRN   SOLE   2,500,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 4,050 2,800,000 PRN   SOLE   2,800,000 0 0
MERCADOLIBRE INC OTE 2.250% 7/0 58733RAB8 5,778 5,900,000 PRN   SOLE   5,900,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 3,067 2,140,000 PRN   SOLE   2,140,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 28,460 16,263,000 PRN   SOLE   16,263,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 25,536 14,650,000 PRN   SOLE   14,650,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 7,982 8,203,000 PRN   SOLE   8,203,000 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 2,503 2,500,000 PRN   SOLE   2,500,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 23,639 12,080,000 PRN   SOLE   12,080,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 8,428 6,400,000 PRN   SOLE   6,400,000 0 0
OFG BANCORP COM 67103X102 655 75,000 SH Call SOLE   75,000 0 0
PALO ALTO NETWORKS INC OTE 7/0 697435AB1 16,631 10,203,000 PRN   SOLE   10,203,000 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 955 50,000 SH Put SOLE   50,000 0 0
PDL BIOPHARMA INC COM 69329Y104 503 100,000 SH Put SOLE   100,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 13,029 15,000,000 PRN   SOLE   15,000,000 0 0
PENN VA CORP COM 707882106 53 100,000 SH Call SOLE   100,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 9,255 6,600,000 PRN   SOLE   6,600,000 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 11,334 6,980,000 PRN   SOLE   6,980,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1 74348TAC6 2,767 2,750,000 PRN   SOLE   2,750,000 0 0
QIHOO 360 TECHNOLOGY CO LTD OTE 0.500% 8/1 74734MAE9 6,491 7,450,000 PRN   SOLE   7,450,000 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 1,767 180,100 SH   SOLE   180,100 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 771 75,000 SH   SOLE   75,000 0 0
QUINPARIO ACQUISITION CORP 2 W EXP 01/01/202 74874U119 6 24,997 SH   SOLE   24,997 0 0
ROI ACQUISITION CORP II COM 74966G101 3,548 354,768 SH   SOLE   354,768 0 0
ROI ACQUISITION CORP II W EXP 09/17/201 74966G119 94 261,538 SH   SOLE   261,538 0 0
SANOFI RIGHT 12/31/2020 80105N113 42 220,000 SH   SOLE   220,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 505 55,000 SH Put SOLE   55,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 7,800 8,189,000 PRN   SOLE   8,189,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,266 100,000 SH Call SOLE   100,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 10,827 10,250,000 PRN   SOLE   10,250,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 1,087 1,150,000 PRN   SOLE   1,150,000 0 0
SONY CORP ADR NEW 835699307 289 12,000 SH   SOLE   12,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 12 948 SH   SOLE   948 0 0
SOUTHWESTERN ENERGY CO COM 845467109 952 75,000 SH Put SOLE   75,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,916 10,000 SH   SOLE   10,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,916 10,000 SH Put SOLE   10,000 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 2,236 50,000 SH Call SOLE   50,000 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 1,906 2,500,000 PRN   SOLE   2,500,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 12,090 13,000,000 PRN   SOLE   13,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,515 7,136,000 PRN   SOLE   7,136,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 12,692 12,800,000 PRN   SOLE   12,800,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 18,746 13,178,000 PRN   SOLE   13,178,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 6,255 4,070,000 PRN   SOLE   4,070,000 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 783 76,801 SH   SOLE   76,801 0 0
TERRAPIN 3 ACQUISITION CORP W EXP 06/27/201 88104P112 6 10,000 SH   SOLE   10,000 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 473 47,853 SH   SOLE   47,853 0 0
TRINA SOLAR LIMITED DBCV 3.500% 6/1 89628EAC8 3,098 3,500,000 PRN   SOLE   3,500,000 0 0
UNIVERSAL CORP VA COM 913456109 759 15,308 SH   SOLE   15,308 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 49 1,000 SH   SOLE   1,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 8,169 7,300,000 PRN   SOLE   7,300,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 9,388 4,500,000 PRN   SOLE   4,500,000 0 0
WL ROSS HLDG CORP UNIT 06/11/2019 92939D203 907 80,800 SH   SOLE   80,800 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 147 14,200 SH   SOLE   14,200 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 5,256 5,000,000 PRN   SOLE   5,000,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 10,017 6,700,000 PRN   SOLE   6,700,000 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 98 50,000 SH   SOLE   50,000 0 0