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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
51JOB INC NOTE 3.250% 4/1 316827AC8 3,686 3,500,000 PRN   SOLE 0 3,500,000 0 0
51JOB INC SP ADR REP COM 316827104 375 11,080 SH   SOLE 0 11,080 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 8,512 11,200,000 PRN   SOLE 0 11,200,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 727 10,900 SH   SOLE 0 10,900 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 2,786 2,150,000 PRN   SOLE 0 2,150,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 511 50,000 SH Call SOLE 0 50,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 5,462 3,870,000 PRN   SOLE 0 3,870,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 9 1,800 SH Put SOLE 0 1,800 0 0
ANDINA ACQUISITION CORP II *W EXP 11/23/202 G0441P138 4 15,000 SH   SOLE 0 15,000 0 0
ANDINA ACQUISITION CORP II RIGHT 09/01/2017 G0441P120 16 40,000 SH   SOLE 0 40,000 0 0
ANDINA ACQUISITION CORP II SHS G0441P104 1,510 152,054 SH   SOLE 0 152,054 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 1,555 1,490,000 PRN   SOLE 0 1,490,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 15,517 15,148,000 PRN   SOLE 0 15,148,000 0 0
AXAR ACQUISITION CORP *W EXP 12/31/202 05455L110 7 98,127 SH   SOLE 0 98,127 0 0
AXAR ACQUISITION CORP COM 05455L102 739 75,000 SH   SOLE 0 75,000 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 48 50,000 SH   SOLE 0 50,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 3,254 2,920,000 PRN   SOLE 0 2,920,000 0 0
BOULEVARD ACQUISITION *W EXP 09/25/202 10157Q110 4 8,949 SH   SOLE 0 8,949 0 0
BOULEVARD ACQUISITION CL A 10157Q102 6,986 704,262 SH   SOLE 0 704,262 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 905 89,120 SH   SOLE 0 89,120 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 2,118 1,750,000 PRN   SOLE 0 1,750,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 4,294 4,410,000 PRN   SOLE 0 4,410,000 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/13/202 14055M114 4 5,000 SH   SOLE 0 5,000 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 309 30,000 SH   SOLE 0 30,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 6,651 5,660,000 PRN   SOLE 0 5,660,000 0 0
CARNIVAL PLC ADR 14365C103 456 8,900 SH   SOLE 0 8,900 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 6,738 5,000,000 PRN   SOLE 0 5,000,000 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 494 16,000 SH   SOLE 0 16,000 0 0
CF CORP SHS CL A G20307107 6,047 605,887 SH   SOLE 0 605,887 0 0
CF CORP UNIT 99/99/9999E G20307123 209 20,000 SH   SOLE 0 20,000 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 6,038 4,305,000 PRN   SOLE 0 4,305,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 12 81,500 SH   SOLE 0 81,500 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 8,853 7,665,000 PRN   SOLE 0 7,665,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 7,691 7,700,000 PRN   SOLE 0 7,700,000 0 0
CONYERS PK ACQUISITION CL A COM 212894109 183 17,950 SH   SOLE 0 17,950 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 4,653 4,150,000 PRN   SOLE 0 4,150,000 0 0
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 117 2,500 SH   SOLE 0 2,500 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 22,195 19,185,000 PRN   SOLE 0 19,185,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 4,039 3,530,000 PRN   SOLE 0 3,530,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 14,221 15,500,000 PRN   SOLE 0 15,500,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 769 185,600 SH   SOLE 0 185,600 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 4 8,666 SH   SOLE 0 8,666 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 5,802 583,097 SH   SOLE 0 583,097 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 787 75,000 SH   SOLE 0 75,000 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 17 46,525 SH   SOLE 0 46,525 0 0
EASTERLY ACQUISITION CORP COM 27616L102 5,122 520,020 SH   SOLE 0 520,020 0 0
ELECTRUM SPL ACQUISITION COR *W EXP 99/99/999 G3105C112 5 17,000 SH   SOLE 0 17,000 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 4,554 459,952 SH   SOLE 0 459,952 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,265 124,900 SH   SOLE 0 124,900 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 459 16,248 SH   SOLE 0 16,248 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 7,167 6,175,000 PRN   SOLE 0 6,175,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 2,001 2,230,000 PRN   SOLE 0 2,230,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,325 3,370,000 PRN   SOLE 0 3,370,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,690 500,000 SH Call SOLE 0 500,000 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 476 25,000 SH Put SOLE 0 25,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,972 5,060,000 PRN   SOLE 0 5,060,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,361 1,750,000 PRN   SOLE 0 1,750,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 2,348 236,226 SH   SOLE 0 236,226 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 459 20,000 SH Put SOLE 0 20,000 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 20 43,500 SH   SOLE 0 43,500 0 0
GP INVTS ACQUISITION COR SHS G40357124 9,469 956,510 SH   SOLE 0 956,510 0 0
GREAT ELM CAP CORP COM 390320109 506 43,367 SH   SOLE 0 43,367 0 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 32 641 SH   SOLE 0 641 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 99/99/999 G4182A128 3 3,333 SH   SOLE 0 3,333 0 0
GTY TECHNOLOGY HOLDINGS INC CL A G4182A102 72 6,691 SH   SOLE 0 6,691 0 0
GTY TECHNOLOGY HOLDINGS INC UNIT 99/99/9999 G4182A110 5,851 557,200 SH   SOLE 0 557,200 0 0
HARMONY MERGER CORP COM 413247107 3,703 365,908 SH   SOLE 0 365,908 0 0
HARMONY MERGER CORP UNIT 99/99/9999 413247206 309 30,000 SH   SOLE 0 30,000 0 0
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 9,535 8,076,000 PRN   SOLE 0 8,076,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 8,721 6,800,000 PRN   SOLE 0 6,800,000 0 0
HENNESSY CAP ACQUISITION COR *W EXP 07/28/202 42588J118 35 40,600 SH   SOLE 0 40,600 0 0
HENNESSY CAP ACQUISITION COR COM 42588J100 7,356 729,047 SH   SOLE 0 729,047 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 1,894 2,682,000 PRN   SOLE 0 2,682,000 0 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 7,105 700,000 SH   SOLE 0 700,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 2,309 2,500,000 PRN   SOLE 0 2,500,000 0 0
INSPIRED ENTMT INC *W EXP 10/20/202 45782N116 41 57,900 SH   SOLE 0 57,900 0 0
INSPIRED ENTMT INC COM 45782N108 85 10,000 SH   SOLE 0 10,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,456 5,360,000 PRN   SOLE 0 5,360,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 4,456 3,290,000 PRN   SOLE 0 3,290,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,012 8,340,000 PRN   SOLE 0 8,340,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 5 479 SH   SOLE 0 479 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 210 20,000 SH   SOLE 0 20,000 0 0
JM GLOBAL HLDG CO *W EXP 07/29/201 46590H119 1 4,200 SH   SOLE 0 4,200 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 2 337,000 SH   SOLE 0 337,000 0 0
KINDRED HEALTHCARE INC COM 494580103 196 25,000 SH Call SOLE 0 25,000 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 316 30,556 SH   SOLE 0 30,556 0 0
KLR ENERGY ACQUISITION CORP UNIT 12/31/2020 49877M207 170 15,000 SH   SOLE 0 15,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 2,293 234,501 SH   SOLE 0 234,501 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 208 20,000 SH   SOLE 0 20,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 11,584 8,010,000 PRN   SOLE 0 8,010,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 604 22,700 SH   SOLE 0 22,700 0 0
M I ACQUISITIONS INC UNIT 99/99/9999 55304A203 268 26,411 SH   SOLE 0 26,411 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 1 5,100 SH   SOLE 0 5,100 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 14,389 11,970,000 PRN   SOLE 0 11,970,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 9,992 7,260,000 PRN   SOLE 0 7,260,000 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 1,239 1,245,000 PRN   SOLE 0 1,245,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 71 1,100 SH   SOLE 0 1,100 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 9,770 3,637,000 PRN   SOLE 0 3,637,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 14,285 9,955,000 PRN   SOLE 0 9,955,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 12,203 10,905,000 PRN   SOLE 0 10,905,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 4,025 4,000,000 PRN   SOLE 0 4,000,000 0 0
OFG BANCORP COM 67103X102 328 25,000 SH Put SOLE 0 25,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,384 108,460 SH   SOLE 0 108,460 0 0
PACE HLDGS CORP *W EXP 99/99/999 G6865N111 1 2,190 SH   SOLE 0 2,190 0 0
PACE HLDGS CORP CL A G6865N103 5,585 551,885 SH   SOLE 0 551,885 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 1,353 130,759 SH   SOLE 0 130,759 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 27,542 21,692,000 PRN   SOLE 0 21,692,000 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 3,050 3,142,000 PRN   SOLE 0 3,142,000 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 4,341 3,440,000 PRN   SOLE 0 3,440,000 0 0
PRICELINE GRP INC COM NEW 741503403 938 640 SH   SOLE 0 640 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 29,663 18,848,000 PRN   SOLE 0 18,848,000 0 0
PROOFPOINT INC COM 743424103 1,060 15,000 SH   SOLE 0 15,000 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 3,543 356,050 SH   SOLE 0 356,050 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023 74874U200 1,064 105,000 SH   SOLE 0 105,000 0 0
RED HAT INC COM 756577102 812 11,650 SH   SOLE 0 11,650 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 489 8,998 SH   SOLE 0 8,998 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 1,281 123,569 SH   SOLE 0 123,569 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 17,007 14,645,000 PRN   SOLE 0 14,645,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 57 150,000 SH   SOLE 0 150,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 235 51,800 SH Call SOLE 0 51,800 0 0
SCORPIO TANKERS INC SHS Y7542C106 566 125,000 SH Put SOLE 0 125,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,663 7,540,000 PRN   SOLE 0 7,540,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,325 100,000 SH Put SOLE 0 100,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 5,224 4,440,000 PRN   SOLE 0 4,440,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 4,290 3,993,000 PRN   SOLE 0 3,993,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 20,000 19,900,000 PRN   SOLE 0 19,900,000 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 7,321 7,285,000 PRN   SOLE 0 7,285,000 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 51 7,000 SH   SOLE 0 7,000 0 0
SM ENERGY CO COM 78454L100 1,358 39,400 SH   SOLE 0 39,400 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,221 75,000 SH Put SOLE 0 75,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,640 150,000 SH Put SOLE 0 150,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 118 10,843 SH   SOLE 0 10,843 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 358 345,000 PRN   SOLE 0 345,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 17,384 17,001,000 PRN   SOLE 0 17,001,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 30 3,018 SH   SOLE 0 3,018 0 0
SUNPOWER CORP COM 867652406 331 50,000 SH Put SOLE 0 50,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,478 3,500,000 PRN   SOLE 0 3,500,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 559 14,600 SH   SOLE 0 14,600 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 40,508 17,718,000 PRN   SOLE 0 17,718,000 0 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 11,621 4,350,000 PRN   SOLE 0 4,350,000 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 1,967 2,000,000 PRN   SOLE 0 2,000,000 0 0
TRINITY INDS INC COM 896522109 1,388 50,000 SH Call SOLE 0 50,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 10,259 6,722,000 PRN   SOLE 0 6,722,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,395 6,840,000 PRN   SOLE 0 6,840,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 2,102 2,300,000 PRN   SOLE 0 2,300,000 0 0
UNIVERSAL CORP VA COM 913456109 305 4,786 SH   SOLE 0 4,786 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 2,307 2,000,000 PRN   SOLE 0 2,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 33,766 15,180,000 PRN   SOLE 0 15,180,000 0 0
VIVOPOWER INTERNATIONAL PLC SHS G9376R100 115 20,997 SH   SOLE 0 20,997 0 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 2,059 84,300 SH Call SOLE 0 84,300 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 600 10,000 SH   SOLE 0 10,000 0 0
WPX ENERGY INC COM 98212B103 729 50,000 SH Put SOLE 0 50,000 0 0
YAHOO INC NOTE 12/0 984332AF3 17,492 17,690,000 PRN   SOLE 0 17,690,000 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 433 50,000 SH   SOLE 0 50,000 0 0