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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 UNIT 07/18/2016 68245V202 1,036 100,000 SH   SOLE   100,000 0 0
51JOB INC OTE 3.250% 4/1 316827AC8 7,140 7,000,000 PRN   SOLE   7,000,000 0 0
ACCURAY INC COM 004397105 337 50,000 SH Call SOLE   50,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 8,147 8,050,000 PRN   SOLE   8,050,000 0 0
AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 5,801 3,000,000 PRN   SOLE   3,000,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 377 5,400 SH   SOLE   5,400 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 8,030 6,450,000 PRN   SOLE   6,450,000 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 13,566 13,000 SH   SOLE   13,000 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 2,967 2,600,000 PRN   SOLE   2,600,000 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 810 5,945 SH   SOLE   5,945 0 0
AR CAP ACQUISITION CORP COM 00191R109 419 42,027 SH   SOLE   42,027 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 1,977 195,000 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 UNIT 99/99/9999 G05011138 1,570 155,000 SH   SOLE   155,000 0 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 156 15,312 SH   SOLE   15,312 0 0
BANK AMER CORP W EXP 10/28/201 060505153 47 91,600 SH   SOLE   91,600 0 0
BOULEVARD ACQUISITION CORP COM 10157P104 53 4,258 SH   SOLE   4,258 0 0
BOULEVARD ACQUISITION CORP W EXP 02/19/201 10157P112 136 37,329 SH   SOLE   37,329 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 14,425 10,975,000 PRN   SOLE   10,975,000 0 0
CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 2,314 231,403 SH   SOLE   231,403 0 0
CAMBRIDGE CAP ACQUISITION CO W EXP 12/17/201 13215Q114 21 142,655 SH   SOLE   142,655 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 1,470 1,500,000 PRN   SOLE   1,500,000 0 0
CARRIAGE SVCS INC OTE 2.750% 3/1 143905AM9 6,553 5,500,000 PRN   SOLE   5,500,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 21,871 18,475,000 PRN   SOLE   18,475,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 687 75,000 SH Put SOLE   75,000 0 0
CITIGROUP INC W EXP 01/04/201 172967226 60 81,500 SH   SOLE   81,500 0 0
CITIGROUP INC W EXP 10/28/201 172967234 3 115,500 SH   SOLE   115,500 0 0
COWEN GROUP INC NEW NOTE 3.000% 3/1 223622AB7 4,569 3,500,000 PRN   SOLE   3,500,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 203 5,000 SH   SOLE   5,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,510 5,850,000 PRN   SOLE   5,850,000 0 0
DHT HOLDINGS INC D EBT 4.500%10/0 23335SAB2 5,233 4,600,000 PRN   SOLE   4,600,000 0 0
DT ASIA INVTS LTD SHS G2615J104 239 24,107 SH   SOLE   24,107 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 53,713 25,700,000 PRN   SOLE   25,700,000 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,503 150,000 SH   SOLE   150,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 1,228 5,225,000 PRN   SOLE   5,225,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,283 20,800 SH   SOLE   20,800 0 0
FORESTAR GROUP INC COM 346233109 658 50,000 SH Put SOLE   50,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 6,464 65,000 SH   SOLE   65,000 0 0
GARNERO GROUP ACQUISITION CO *W EXP 06/24/201 G5866L116 22 179,900 SH   SOLE   179,900 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 36 200,000 SH   SOLE   200,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 2,097 2,500,000 PRN   SOLE   2,500,000 0 0
GLOBAL DEFENSE & NATL SEC SY COM 37953N108 1,523 145,000 SH   SOLE   145,000 0 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 2,780 275,000 SH   SOLE   275,000 0 0
HARMONY MERGER CORP COM 413247107 201 20,400 SH   SOLE   20,400 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 559 55,000 SH   SOLE   55,000 0 0
HARMONY MERGER CORP W EXP 01/01/202 413247123 4 9,971 SH   SOLE   9,971 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 3,030 1,000,000 PRN   SOLE   1,000,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 911 1,000,000 PRN   SOLE   1,000,000 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 23,981 14,347,000 PRN   SOLE   14,347,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 2,545 2,500,000 PRN   SOLE   2,500,000 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 532 55,000 SH   SOLE   55,000 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 10 30,000 SH   SOLE   30,000 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 1,724 170,000 SH   SOLE   170,000 0 0
HYDRA INDS ACQUISITION CORP W EXP 10/20/202 448740118 1 3,000 SH   SOLE   3,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 9,169 9,000,000 PRN   SOLE   9,000,000 0 0
ILLUMINA INC COM 452327109 2,446 11,200 SH   SOLE   11,200 0 0
INFINERA CORPORATION DBCV 1.750% 6/0 45667GAB9 4,764 2,750,000 PRN   SOLE   2,750,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,187 2,100,000 PRN   SOLE   2,100,000 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 6,529 19,650 SH   SOLE   19,650 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,009 9,450,000 PRN   SOLE   9,450,000 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 10,431 7,500,000 PRN   SOLE   7,500,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 27,277 16,250,000 PRN   SOLE   16,250,000 0 0
JASON INDS INC W EXP 06/30/201 471172114 3 5,000 SH   SOLE   5,000 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 29,459 6,895,000 PRN   SOLE   6,895,000 0 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 2,922 2,500,000 PRN   SOLE   2,500,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 29,120 15,263,000 PRN   SOLE   15,263,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 21,533 12,200,000 PRN   SOLE   12,200,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 9,776 9,893,000 PRN   SOLE   9,893,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 36,604 15,380,000 PRN   SOLE   15,380,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 8,568 7,450,000 PRN   SOLE   7,450,000 0 0
OFG BANCORP COM 67103X102 534 50,000 SH Call SOLE   50,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 2,471 2,000,000 PRN   SOLE   2,000,000 0 0
PDL BIOPHARMA INC COM 69329Y104 418 65,082 SH   SOLE   65,082 0 0
PDL BIOPHARMA INC COM 69329Y104 322 50,000 SH Put SOLE   50,000 0 0
PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 13,250 14,000,000 PRN   SOLE   14,000,000 0 0
PENN VA CORP COM 707882106 175 40,000 SH Call SOLE   40,000 0 0
PENN VA CORP COM 707882106 438 100,000 SH Put SOLE   100,000 0 0
PRICELINE GRP INC D EBT 1.000% 3/1 741503AQ9 11,018 8,300,000 PRN   SOLE   8,300,000 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 13,506 7,980,000 PRN   SOLE   7,980,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1 74348TAC6 1,521 1,500,000 PRN   SOLE   1,500,000 0 0
QIAGEN NV REG SHS N72482107 57 2,500 SH   SOLE   2,500 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 784 75,000 SH   SOLE   75,000 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 1,293 130,100 SH   SOLE   130,100 0 0
QUINPARIO ACQUISITION CORP 2 W EXP 01/01/202 74874U119 15 25,000 SH   SOLE   25,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,381 23,250 SH   SOLE   23,250 0 0
RED HAT INC COM 756577102 630 8,300 SH   SOLE   8,300 0 0
ROI ACQUISITION CORP II COM 74966G101 3,589 350,168 SH   SOLE   350,168 0 0
ROI ACQUISITION CORP II UNIT 09/17/2018 74966G200 21 2,000 SH   SOLE   2,000 0 0
ROI ACQUISITION CORP II W EXP 09/17/201 74966G119 75 269,538 SH   SOLE   269,538 0 0
SANOFI RIGHT 12/31/2020 80105N113 154 220,000 SH   SOLE   220,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 558 55,000 SH Put SOLE   55,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 9,524 9,320,000 PRN   SOLE   9,320,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 8,687 8,250,000 PRN   SOLE   8,250,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 1,094 1,150,000 PRN   SOLE   1,150,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 32 1,400 SH   SOLE   1,400 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,273 100,000 SH Put SOLE   100,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 967 100,000 SH Put SOLE   100,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 12,225 13,000,000 PRN   SOLE   13,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,610 7,136,000 PRN   SOLE   7,136,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10,163 10,100,000 PRN   SOLE   10,100,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 2,054 1,950,000 PRN   SOLE   1,950,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 16,836 12,178,000 PRN   SOLE   12,178,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 9,793 6,570,000 PRN   SOLE   6,570,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 11,026 5,000,000 PRN   SOLE   5,000,000 0 0
TERRAPIN 3 ACQUISITION CORP UNIT 06/27/2019 88104P203 1,119 106,801 SH   SOLE   106,801 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 151 15,000 SH   SOLE   15,000 0 0
TRINA SOLAR LIMITED BCV 3.500% 6/1 89628EAC8 5,605 5,500,000 PRN   SOLE   5,500,000 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 203 17,400 SH   SOLE   17,400 0 0
TWITTER INC COM 90184L102 1,087 30,000 SH Call SOLE   30,000 0 0
UNIVERSAL CORP VA COM 913456109 537 9,361 SH   SOLE   9,361 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 21,592 400,000 SH Put SOLE   400,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 10,189 9,300,000 PRN   SOLE   9,300,000 0 0
VERISIGN INC DCV 3.250% 8/1 92343EAD4 4,605 2,500,000 PRN   SOLE   2,500,000 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 10,351 8,150,000 PRN   SOLE   8,150,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,168 100,000 SH Call SOLE   100,000 0 0
WL ROSS HLDG CORP UNIT 06/11/2019 92939D203 976 85,800 SH   SOLE   85,800 0 0
WL ROSS HLDG CORP W EXP 06/11/201 92939D112 3 2,700 SH   SOLE   2,700 0 0
WL ROSS HLDG CORP COM SHS 92939D104 96 9,200 SH   SOLE   9,200 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 1,692 1,500,000 PRN   SOLE   1,500,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 5,869 5,000,000 PRN   SOLE   5,000,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 8,807 5,700,000 PRN   SOLE   5,700,000 0 0
ZIONS BANCORPORATION W EXP 11/14/201 989701131 175 50,000 SH   SOLE   50,000 0 0