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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
51JOB INC NOTE 3.250% 4/1 316827AC8 3,688 3,500,000 PRN   SOLE 0 3,500,000 0 0
51JOB INC SP ADR REP COM 316827104 370 11,080 SH   SOLE 0 11,080 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 6,439 7,900,000 PRN   SOLE 0 7,900,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 5,864 5,400,000 PRN   SOLE 0 5,400,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,534 2,150,000 PRN   SOLE 0 2,150,000 0 0
ALPHABET INC CAP STK CL A 02079K305 161 200 SH   SOLE 0 200 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 2,382 2,110,000 PRN   SOLE 0 2,110,000 0 0
ANDINA ACQUISITION CORP II *W EXP 11/23/202 G0441P138 1 5,000 SH   SOLE 0 5,000 0 0
ANDINA ACQUISITION CORP II RIGHT 09/01/2017 G0441P120 6 20,000 SH   SOLE 0 20,000 0 0
ANDINA ACQUISITION CORP II SHS G0441P104 465 47,203 SH   SOLE 0 47,203 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1,787 1,740,000 PRN   SOLE 0 1,740,000 0 0
AR CAP ACQUISITION CORP *W EXP 10/06/201 00191R117 1 20,400 SH   SOLE 0 20,400 0 0
AR CAP ACQUISITION CORP COM 00191R109 2,276 228,078 SH   SOLE 0 228,078 0 0
AR CAP ACQUISITION CORP UNIT 10/06/2019 00191R208 1,556 155,454 SH   SOLE 0 155,454 0 0
AROWANA INC *W EXP 04/29/202 G05011112 3 19,950 SH   SOLE 0 19,950 0 0
AROWANA INC RIGHT 01/01/2017 G05011120 6 30,000 SH   SOLE 0 30,000 0 0
AROWANA INC SHS G05011104 1,377 135,100 SH   SOLE 0 135,100 0 0
AROWANA INC UNIT 99/99/9999 G05011138 1,290 125,000 SH   SOLE 0 125,000 0 0
ATLANTIC ALLIANCE PARTNER CO SHS G04897107 1,086 103,408 SH   SOLE 0 103,408 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 9 91,600 SH   SOLE 0 91,600 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 483 15,900 SH   SOLE 0 15,900 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 5 8,949 SH   SOLE 0 8,949 0 0
BOULEVARD ACQUISITION CL A 10157Q102 4,427 454,096 SH   SOLE 0 454,096 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 910 89,120 SH   SOLE 0 89,120 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 503 50,000 SH   SOLE 0 50,000 0 0
CARNIVAL PLC ADR 14365C103 329 6,700 SH   SOLE 0 6,700 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 7,050 6,000,000 PRN   SOLE 0 6,000,000 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 399 16,100 SH   SOLE 0 16,100 0 0
CF CORP SHS CL A G20307107 1,967 200,874 SH   SOLE 0 200,874 0 0
CF CORP UNIT 99/99/9999E G20307123 204 20,000 SH   SOLE 0 20,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 4 81,500 SH   SOLE 0 81,500 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 8,110 8,350,000 PRN   SOLE 0 8,350,000 0 0
CONYERS PK ACQUISITION CL A COM 212894109 230 23,000 SH   SOLE 0 23,000 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 4,516 4,471,000 PRN   SOLE 0 4,471,000 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,467 50,000 SH Put SOLE 0 50,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 94 2,500 SH   SOLE 0 2,500 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 18,936 14,685,000 PRN   SOLE 0 14,685,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,309 100,000 SH Call SOLE 0 100,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 20,748 22,800,000 PRN   SOLE 0 22,800,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 192 7,300 SH   SOLE 0 7,300 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 3 8,666 SH   SOLE 0 8,666 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 2,649 267,574 SH   SOLE 0 267,574 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 773 75,000 SH   SOLE 0 75,000 0 0
DYNEGY INC NEW DEL COM 26817R108 620 50,000 SH Put SOLE 0 50,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 7,327 88,536 SH   SOLE 0 88,536 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 11 17,625 SH   SOLE 0 17,625 0 0
EASTERLY ACQUISITION CORP COM 27616L102 3,638 366,000 SH   SOLE 0 366,000 0 0
EASTERLY ACQUISITION CORP UNIT 99/99/9999 27616L201 1,555 151,000 SH   SOLE 0 151,000 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 0 1,100 SH   SOLE 0 1,100 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 3,554 361,502 SH   SOLE 0 361,502 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,652 164,900 SH   SOLE 0 164,900 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 82 2,700 SH   SOLE 0 2,700 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 2,206 1,750,000 PRN   SOLE 0 1,750,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,033 2,230,000 PRN   SOLE 0 2,230,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,103 3,420,000 PRN   SOLE 0 3,420,000 0 0
FULL CIRCLE CAP CORP COM 359671104 516 195,438 SH   SOLE 0 195,438 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,403 5,060,000 PRN   SOLE 0 5,060,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,965 2,385,000 PRN   SOLE 0 2,385,000 0 0
GLOBAL PARTNER ACQUISITION C *W EXP 07/01/202 37954X113 3 10,000 SH   SOLE 0 10,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 2,278 230,601 SH   SOLE 0 230,601 0 0
GNC HLDGS INC COM CL A 36191G107 511 25,000 SH Put SOLE 0 25,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 4,367 206,000 SH Put SOLE 0 206,000 0 0
GORES HLDGS INC *W EXP 08/13/202 382866119 6 4,857 SH   SOLE 0 4,857 0 0
GORES HLDGS INC CL A 382866101 128 11,845 SH   SOLE 0 11,845 0 0
GORES HLDGS INC UNIT 99/99/9999 382866200 1,622 140,052 SH   SOLE 0 140,052 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 22 33,400 SH   SOLE 0 33,400 0 0
GP INVTS ACQUISITION COR SHS G40357124 5,209 531,522 SH   SOLE 0 531,522 0 0
GP INVTS ACQUISITION COR UNIT 99/99/9999 G40357116 600 60,000 SH   SOLE 0 60,000 0 0
HARMONY MERGER CORP COM 413247107 904 89,958 SH   SOLE 0 89,958 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 305 30,000 SH   SOLE 0 30,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 2,029 50,000 SH Call SOLE 0 50,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 4,056 2,800,000 PRN   SOLE 0 2,800,000 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 16 40,600 SH   SOLE 0 40,600 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 3,935 399,053 SH   SOLE 0 399,053 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 4,426 7,782,000 PRN   SOLE 0 7,782,000 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 275 50,000 SH Put SOLE 0 50,000 0 0
HYDRA INDS ACQUISITION CORP *W EXP 10/20/202 448740118 1 3,248 SH   SOLE 0 3,248 0 0
HYDRA INDS ACQUISITION CORP COM 448740100 2,261 227,000 SH   SOLE 0 227,000 0 0
HYDRA INDS ACQUISITION CORP RIGHT 99/99/9999 448740126 56 125,000 SH   SOLE 0 125,000 0 0
HYDRA INDS ACQUISITION CORP UNIT 10/20/2021 448740209 799 75,000 SH   SOLE 0 75,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 2,746 2,500,000 PRN   SOLE 0 2,500,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,882 5,400,000 PRN   SOLE 0 5,400,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 9,395 8,090,000 PRN   SOLE 0 8,090,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 5 479 SH   SOLE 0 479 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 204 20,000 SH   SOLE 0 20,000 0 0
JM GLOBAL HLDG CO *W EXP 07/29/201 46590H119 1 5,900 SH   SOLE 0 5,900 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 5 337,000 SH   SOLE 0 337,000 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 259 25,614 SH   SOLE 0 25,614 0 0
KLR ENERGY ACQUISITION CORP UNIT 12/31/2020 49877M207 155 15,000 SH   SOLE 0 15,000 0 0
KNOWLES CORP COM 49926D109 213 15,190 SH   SOLE 0 15,190 0 0
LANDCADIA HLDGS INC CL A 51476W107 238 24,500 SH   SOLE 0 24,500 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 204 20,000 SH   SOLE 0 20,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 321 9,400 SH   SOLE 0 9,400 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 9,344 6,400,000 PRN   SOLE 0 6,400,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 16,789 16,950,000 PRN   SOLE 0 16,950,000 0 0
M I ACQUISITIONS INC UNIT 99/99/9999 55304A203 251 25,000 SH   SOLE 0 25,000 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 0 100 SH   SOLE 0 100 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 13,343 10,325,000 PRN   SOLE 0 10,325,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 11,317 7,260,000 PRN   SOLE 0 7,260,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 36,319 14,047,000 PRN   SOLE 0 14,047,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 12,805 8,445,000 PRN   SOLE 0 8,445,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 12,006 10,515,000 PRN   SOLE 0 10,515,000 0 0
NEWS CORP NEW CL A 65249B109 540 38,600 SH   SOLE 0 38,600 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 5,025 5,000,000 PRN   SOLE 0 5,000,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 17,130 5,030,000 PRN   SOLE 0 5,030,000 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 6 13,190 SH   SOLE 0 13,190 0 0
PACE HLDGS CORP CL A G6865N103 2,502 254,000 SH   SOLE 0 254,000 0 0
PACIFIC SPL ACQUISITION CORP *W EXP 10/20/202 G68588121 1 5,000 SH   SOLE 0 5,000 0 0
PACIFIC SPL ACQUISITION CORP SHS G68588105 305 29,752 SH   SOLE 0 29,752 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 26,601 17,472,000 PRN   SOLE 0 17,472,000 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 8,754 8,732,000 PRN   SOLE 0 8,732,000 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,125 50,000 SH Put SOLE 0 50,000 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 636 68,200 SH   SOLE 0 68,200 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 5,599 4,690,000 PRN   SOLE 0 4,690,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 32,039 20,238,000 PRN   SOLE 0 20,238,000 0 0
PRICELINE GRP INC COM NEW 741503403 942 640 SH   SOLE 0 640 0 0
PROOFPOINT INC COM 743424103 1,123 15,000 SH   SOLE 0 15,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 4 24,197 SH   SOLE 0 24,197 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 3,227 325,650 SH   SOLE 0 325,650 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 1,058 105,000 SH   SOLE 0 105,000 0 0
RED HAT INC COM 756577102 942 11,650 SH   SOLE 0 11,650 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 350 7,000 SH   SOLE 0 7,000 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 1,251 124,064 SH   SOLE 0 124,064 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 20,826 17,445,000 PRN   SOLE 0 17,445,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 47 175,000 SH   SOLE 0 175,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 4,269 5,250,000 PRN   SOLE 0 5,250,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,895 150,000 SH Put SOLE 0 150,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 4,505 3,700,000 PRN   SOLE 0 3,700,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 4,089 3,880,000 PRN   SOLE 0 3,880,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 6,462 6,585,000 PRN   SOLE 0 6,585,000 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 52 7,000 SH   SOLE 0 7,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 20,452 20,503,000 PRN   SOLE 0 20,503,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 32,445 150,000 SH Put SOLE 0 150,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,038 1,845,000 PRN   SOLE 0 1,845,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,333 100,000 SH Put SOLE 0 100,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 14,268 13,871,000 PRN   SOLE 0 13,871,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 42,191 20,103,000 PRN   SOLE 0 20,103,000 0 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 11,780 4,350,000 PRN   SOLE 0 4,350,000 0 0
TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 1 3,530 SH   SOLE 0 3,530 0 0
TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 1,721 173,262 SH   SOLE 0 173,262 0 0
TRINA SOLAR LIMITED NOTE 4.000%10/1 89628EAE4 2,809 3,000,000 PRN   SOLE 0 3,000,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 7,364 5,597,000 PRN   SOLE 0 5,597,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 8,509 8,910,000 PRN   SOLE 0 8,910,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 2,168 2,300,000 PRN   SOLE 0 2,300,000 0 0
UNIVERSAL CORP VA COM 913456109 279 4,786 SH   SOLE 0 4,786 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 2,276 2,000,000 PRN   SOLE 0 2,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 43,910 19,204,000 PRN   SOLE 0 19,204,000 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 2,457 84,300 SH Call SOLE 0 84,300 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 7,568 7,290,000 PRN   SOLE 0 7,290,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 667 10,000 SH   SOLE 0 10,000 0 0
WPX ENERGY INC COM 98212B103 660 50,000 SH Put SOLE 0 50,000 0 0
YAHOO INC NOTE 12/0 984332AF3 14,103 13,770,000 PRN   SOLE 0 13,770,000 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 107 50,000 SH   SOLE 0 50,000 0 0