The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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 Capital Corp UNIT 07/18/2016 68245V202 3,563 350,000 SH   SOLE N/A 350,000 0 0
Aegerion Pharmaceuticals Inc NOTE 2.000% 8/1 00767EAB8 2,677 4,000,000 PRN   SOLE N/A 4,000,000 0 0
AgroFresh Solutions Inc *W EXP 07/31/202 00856G117 147 158,428 SH   SOLE N/A 158,428 0 0
Alere Inc PERP PFD CONV SE 01449J204 42 15,000 PRN   SOLE N/A 15,000 0 0
AMAG Pharmaceuticals Inc NOTE 2.500% 2/1 00163UAA4 26,144 20,721,000 PRN   SOLE N/A 20,721,000 0 0
Arowana Inc SHS G05011104 8,533 872,500 SH   SOLE N/A 872,500 0 0
Arowana Inc RIGHT 01/01/2017 G05011120 140 700,000 SH   SOLE N/A 700,000 0 0
Arowana Inc *W EXP 04/29/202 G05011112 74 700,000 SH   SOLE N/A 700,000 0 0
Associated Banc-Corp *W EXP 11/21/201 045487113 1,015 339,600 SH   SOLE N/A 339,600 0 0
Atlantic Alliance Partnership Corp SHS G04897107 5,055 500,000 SH   SOLE N/A 500,000 0 0
Barington/Hilco Acquisition Corp COM 06759V101 243 24,740 SH   SOLE N/A 24,740 0 0
Barington/Hilco Acquisition Corp UNIT 99/99/9999T 06759V200 2,016 200,000 SH   SOLE N/A 200,000 0 0
Blucora Inc NOTE 4.250% 4/0 095229AB6 4,766 5,700,000 PRN   SOLE N/A 5,700,000 0 0
Boulevard Acquisition Corp II UNIT 99/99/9999 10157Q201 5,940 600,000 SH   SOLE N/A 600,000 0 0
CalAtlantic Group Inc NOTE 1.625% 5/1 783764AQ6 33,815 25,615,000 PRN   SOLE N/A 25,615,000 0 0
Cathay General Bancorp *W EXP 12/05/201 149150112 2,036 186,818 SH   SOLE N/A 186,818 0 0
Cathay General Bancorp *W EXP 12/05/201 149150112 1,006 92,282 SH   SOLE N/A 92,282 0 0
Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 52,701 56,350,000 PRN   SOLE N/A 56,350,000 0 0
Cheniere Energy Inc NOTE 4.250% 3/1 16411RAG4 6,330 12,000,000 PRN   SOLE N/A 12,000,000 0 0
Ciena Corp DEBT 4.000%12/1 171779AK7 20,445 15,714,000 PRN   SOLE N/A 15,714,000 0 0
Clovis Oncology Inc NOTE 2.500% 9/1 189464AB6 4,723 5,500,000 PRN   SOLE N/A 5,500,000 0 0
Cobalt International Energy Inc NOTE 2.625%12/0 19075FAA4 13,502 23,644,000 PRN   SOLE N/A 23,644,000 0 0
Colony Starwood Homes NOTE 3.000% 7/0 85571WAB5 9,930 10,694,000 PRN   SOLE N/A 10,694,000 0 0
Comerica Inc COM 200340107 883 21,099 SH   SOLE N/A 21,099 0 0
Comerica Inc *W EXP 11/14/201 200340115 1,152 82,200 SH   SOLE N/A 82,200 0 0
Ctrip.com International Ltd NOTE 1.250%10/1 22943FAD2 1,988 1,500,000 PRN   SOLE N/A 1,500,000 0 0
Dick's Sporting Goods Inc COM 253393102 884 25,000 SH Call SOLE N/A 0 0 0
Dollar Tree Inc COM 256746108 3,861 50,000 SH Put SOLE N/A 0 0 0
Double Eagle Acquisition Corp UNIT 99/99/9999 G28195108 5,000 500,000 SH   SOLE N/A 500,000 0 0
Easterly Acquisition Corp UNIT 99/99/9999 27616L201 6,549 650,000 SH   SOLE N/A 650,000 0 0
EnerNOC Inc DBCV 2.250% 8/1 292764AB3 1,735 3,000,000 PRN   SOLE N/A 3,000,000 0 0
Exelixis Inc NOTE 4.250% 8/1 30161QAC8 5,474 4,670,000 PRN   SOLE N/A 4,670,000 0 0
Fluidigm Corp NOTE 2.750% 2/0 34385PAA6 3,821 6,000,000 PRN   SOLE N/A 6,000,000 0 0
Garnero Group Acquisition Co *W EXP 06/24/201 G5866L116 35 284,000 SH   SOLE N/A 284,000 0 0
Global Partner Acquisition Corp UNIT 07/01/2020 37954X204 6,000 600,000 SH   SOLE N/A 600,000 0 0
Gores Holdings Inc UNIT 99/99/9999 382866200 9,000 900,000 SH   SOLE N/A 900,000 0 0
GP Investments Acquisition Corp UNIT 99/99/9999 G40357116 5,166 524,990 SH   SOLE N/A 524,990 0 0
Herbalife Ltd NOTE 2.000% 8/1 42703MAB9 3,038 3,600,000 PRN   SOLE N/A 3,600,000 0 0
Hologic Inc FRNT 2.000%12/1 436440AB7 13,000 7,670,000 PRN   SOLE N/A 7,670,000 0 0
Iconix Brand Group Inc NOTE 1.500% 3/1 451055AF4 6,494 12,955,000 PRN   SOLE N/A 12,955,000 0 0
Innoviva Inc NOTE 2.125% 1/1 88338TAB0 12,950 17,110,000 PRN   SOLE N/A 17,110,000 0 0
Intel Corp COM 458140100 5,168 150,000 SH Put SOLE N/A 0 0 0
InterDigital Inc/PA NOTE 2.500% 3/1 458660AB3 20,146 20,000,000 PRN   SOLE N/A 20,000,000 0 0
JetBlue Airways Corp COM 477143101 71 3,132 SH   SOLE N/A 3,132 0 0
Juniper Networks Inc COM 48203R104 8,280 300,000 SH Put SOLE N/A 0 0 0
Kinder Morgan Inc/DE *W EXP 05/25/201 49456B119 367 5,600,000 SH   SOLE N/A 5,600,000 0 0
Lincoln National Corp *W EXP 07/10/201 534187117 293 6,886 SH   SOLE N/A 6,886 0 0
Lindblad Expeditions Holdings Inc (OLD CLACW) *W EXP 07/08/202 535219117 656 218,663 SH   SOLE N/A 218,663 0 0
Mentor Graphics Corp SDCV 4.000% 4/0 587200AK2 28,022 26,790,000 PRN   SOLE N/A 26,790,000 0 0
MGIC Investment Corp NOTE 2.000% 4/0 552848AE3 3,477 2,500,000 PRN   SOLE N/A 2,500,000 0 0
Microchip Technology Inc SDCV 2.125%12/1 595017AB0 8,550 4,488,000 PRN   SOLE N/A 4,488,000 0 0
Micron Technology Inc COM 595112103 7,080 500,000 SH Put SOLE N/A 0 0 0
Micron Technology Inc NOTE 2.375% 5/0 595112AW3 110,710 70,171,000 PRN   SOLE N/A 70,171,000 0 0
Micron Technology Inc NOTE 3.125% 5/0 595112AX1 53,692 33,615,000 PRN   SOLE N/A 33,615,000 0 0
Micron Technology Inc NOTE 1.625% 2/1 595112AU7 25,834 18,042,000 PRN   SOLE N/A 18,042,000 0 0
Molina Healthcare Inc NOTE 1.125% 1/1 60855RAC4 15,563 10,000,000 PRN   SOLE N/A 10,000,000 0 0
Pace Holdings Corp UNIT 99/99/9999 G6865N129 4,854 481,326 SH   SOLE N/A 481,326 0 0
Pandora Media Inc COM 698354107 1,341 100,000 SH Call SOLE N/A 0 0 0
PNC Financial Services Group Inc/The *W EXP 12/31/201 693475121 14,290 499,400 SH   SOLE N/A 499,400 0 0
Powershares QQQ Trust Series 1 UNIT SER 1 73935A104 11,186 100,000 SH Put SOLE N/A 0 0 0
Qihoo 360 Technology Co Ltd NOTE 0.500% 8/1 74734MAE9 5,321 5,500,000 PRN   SOLE N/A 5,500,000 0 0
Quinpario Acquisition Corp 2 COM 74874U101 2,910 300,600 SH   SOLE N/A 300,600 0 0
SanDisk Corp NOTE 1.500% 8/1 80004CAD3 67,526 42,994,000 PRN   SOLE N/A 42,994,000 0 0
SEACOR Holdings Inc NOTE 3.000%11/1 81170YAB5 1,987 2,500,000 PRN   SOLE N/A 2,500,000 0 0
Ship Finance International Ltd NOTE 3.250% 2/0 G81075AE6 15,771 14,652,000 PRN   SOLE N/A 14,652,000 0 0
Signature Bank/New York NY *W EXP 12/12/201 82669G112 698 5,649 SH   SOLE N/A 5,649 0 0
Solazyme Inc NOTE 6.000% 2/0 83415TAB7 5,131 9,455,000 PRN   SOLE N/A 9,455,000 0 0
SPDR Gold Shares GOLD SHS 78463V107 1,522 15,000 SH Call SOLE N/A 0 0 0
SPDR Gold Shares GOLD SHS 78463V107 3,044 30,000 SH Call SOLE N/A 0 0 0
Starwood Property Trust Inc NOTE 3.750%10/1 85571BAC9 8,386 8,500,000 PRN   SOLE N/A 8,500,000 0 0
SunEdison Inc NOTE 2.000%10/0 86732YAC3 9,032 16,500,000 PRN   SOLE N/A 16,500,000 0 0
SunEdison Inc NOTE 2.750% 1/0 86732YAD1 6,759 13,381,000 PRN   SOLE N/A 13,381,000 0 0
SunTrust Banks Inc *W EXP 12/31/201 867914129 506 45,800 SH   SOLE N/A 45,800 0 0
SunTrust Banks Inc *W EXP 11/14/201 867914111 339 59,100 SH   SOLE N/A 59,100 0 0
Terrapin 3 Acquisition Corp UNIT 06/27/2019 88104P203 5,980 595,000 SH   SOLE N/A 595,000 0 0
Terrapin 3 Acquisition Corp *W EXP 06/27/201 88104P112 74 250,000 SH   SOLE N/A 250,000 0 0
TESARO Inc NOTE 3.000%10/0 881569AA5 28,665 17,027,000 PRN   SOLE N/A 17,027,000 0 0
Tesla Motors Inc NOTE 1.500% 6/0 88160RAA9 116,735 59,577,000 PRN   SOLE N/A 59,577,000 0 0
Tesla Motors Inc NOTE 0.250% 3/0 88160RAB7 10,817 11,500,000 PRN   SOLE N/A 11,500,000 0 0
Texas Capital Bancshares Inc *W EXP 01/16/201 88224Q115 1,413 40,700 SH   SOLE N/A 40,700 0 0
Trina Solar Ltd DBCV 3.500% 6/1 89628EAC8 2,468 2,500,000 PRN   SOLE N/A 2,500,000 0 0
Trulia Inc NOTE 2.750%12/1 897888AB9 33,310 28,025,000 PRN   SOLE N/A 28,025,000 0 0
VeriSign Inc SDCV 3.250% 8/1 92343EAD4 293,440 114,695,000 PRN   SOLE N/A 114,695,000 0 0
Washington Federal Inc *W EXP 11/14/201 938824117 622 89,382 SH   SOLE N/A 89,382 0 0
Wells Fargo & Co COM 949746101 9,490 174,582 SH   SOLE N/A 174,582 0 0
WESCO International Inc DBCV 6.000% 9/1 95082PAH8 53,927 34,614,000 PRN   SOLE N/A 34,614,000 0 0
WL Ross Holding Corp COM SHS 92939D104 1,897 190,500 SH   SOLE N/A 190,500 0 0
WL Ross Holding Corp *W EXP 06/11/201 92939D112 155 470,000 SH   SOLE N/A 470,000 0 0
Yahoo! Inc COM 984332106 1,663 50,000 SH Call SOLE N/A 0 0 0
Zions Bancorporation *W EXP 05/22/202 989701115 2,544 782,750 SH   SOLE N/A 782,750 0 0