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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 4,585 4,270,000 PRN   SOLE 0 4,270,000 0 0
51JOB INC SP ADR REP COM 316827104 244 6,650 SH   SOLE 0 6,650 0 0
ACORDA THERAPEUTICS INC COM 00484M106 36 1,700 PRN   SOLE 0 1,700 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 2,125 2,515,000 PRN   SOLE 0 2,515,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 7,162 6,575,000 PRN   SOLE 0 6,575,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 1,240 1,140,000 SH   SOLE 0 1,140,000 0 0
ANDINA ACQUISITION CORP II *W EXP 11/23/202 G0441P138 1 4,925 PRN   SOLE 0 4,925 0 0
ANDINA ACQUISITION CORP II RIGHT 09/01/2017 G0441P120 28 55,000 SH   SOLE 0 55,000 0 0
ANDINA ACQUISITION CORP II SHS G0441P104 2,494 246,909 SH   SOLE 0 246,909 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 4,238 3,870,000 SH   SOLE 0 3,870,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 17,448 17,148,000 PRN   SOLE 0 17,148,000 0 0
AVISTA HEALTHCARE PUB ACQ CO *W EXP 99/99/999 G0726L117 7 14,500 SH   SOLE 0 14,500 0 0
AVISTA HEALTHCARE PUB ACQ CO CL A G0726L125 1,692 170,000 SH   SOLE 0 170,000 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 737 75,000 SH   SOLE 0 75,000 0 0
BANK AMER CORP *W EXP 10/28/201 060505153 46 50,000 SH   SOLE 0 50,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 3,393 2,973,000 SH   SOLE 0 2,973,000 0 0
BOULEVARD ACQUISITION CL A 10157Q102 7,057 704,262 SH   SOLE 0 704,262 0 0
BOULEVARD ACQUISITION UNIT 99/99/9999 10157Q201 931 89,120 SH   SOLE 0 89,120 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 2,093 1,750,000 SH   SOLE 0 1,750,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 3,684 3,750,000 SH   SOLE 0 3,750,000 0 0
CAPITOL ACQUISITION CORP III *W EXP 10/19/202 14055M114 10 5,000 SH   SOLE 0 5,000 0 0
CAPITOL ACQUISITION CORP III COM 14055M106 390 36,985 SH   SOLE 0 36,985 0 0
CAPITOL ACQUISITION CORP III UNIT 99/99/9999 14055M205 347 30,000 SH   SOLE 0 30,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 5,751 5,310,000 SH   SOLE 0 5,310,000 0 0
CARNIVAL PLC ADR 14365C103 515 8,900 SH   SOLE 0 8,900 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 6,663 5,125,000 PRN   SOLE 0 5,125,000 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 556 16,000 SH   SOLE 0 16,000 0 0
CF CORP SHS CL A G20307107 6,115 610,887 SH   SOLE 0 610,887 0 0
CF CORP UNIT 99/99/9999E G20307123 215 20,000 SH   SOLE 0 20,000 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 5,448 3,980,000 SH   SOLE 0 3,980,000 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 12 81,500 PRN   SOLE 0 81,500 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 7,442 5,941,000 SH   SOLE 0 5,941,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 6,946 7,050,000 PRN   SOLE 0 7,050,000 0 0
CONYERS PK ACQUISITION CL A COM 212894109 187 17,950 SH   SOLE 0 17,950 0 0
CORENERGY INFRASTRUCTURE TR NOTE 7.000% 6/1 21870UAA4 6,191 5,562,000 SH   SOLE 0 5,562,000 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 21,025 16,030,000 PRN   SOLE 0 16,030,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 8,707 9,275,000 SH   SOLE 0 9,275,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 13,558 13,575,000 PRN   SOLE 0 13,575,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 179 40,000 SH   SOLE 0 40,000 0 0
DOUBLE EAGLE ACQUISITION COR *W EXP 09/16/202 G28195116 2 3,666 SH   SOLE 0 3,666 0 0
DOUBLE EAGLE ACQUISITION COR COM G28195124 6,063 606,324 SH   SOLE 0 606,324 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 791 75,000 SH   SOLE 0 75,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 6,413 110,000 SH   SOLE 0 110,000 0 0
EASTERLY ACQUISITION CORP *W EXP 07/29/202 27616L110 8 21,525 SH   SOLE 0 21,525 0 0
EASTERLY ACQUISITION CORP COM 27616L102 10,052 1,005,167 SH   SOLE 0 1,005,167 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 4,662 468,493 SH   SOLE 0 468,493 0 0
ELECTRUM SPL ACQUISITION COR UNIT 99/99/9999 G3105C120 1,305 124,900 SH   SOLE 0 124,900 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11,575 9,155,000 SH   SOLE 0 9,155,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 841 750,000 SH   SOLE 0 750,000 0 0
FINTECH ACQUISITION CORP II COM 31810G109 1,970 200,000 SH   SOLE 0 200,000 0 0
FINTECH ACQUISITION CORP II UNIT 99/99/9999 31810G208 4,523 440,857 SH   SOLE 0 440,857 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,997 2,230,000 PRN   SOLE 0 2,230,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,365 3,530,000 PRN   SOLE 0 3,530,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 963 450,000 PRN Call SOLE 0 450,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 691 14,050 SH   SOLE 0 14,050 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 2,244 2,900,000 PRN   SOLE 0 2,900,000 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 96 30,000 PRN Call SOLE 0 30,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 663 1,250,000 SH   SOLE 0 1,250,000 0 0
GLOBAL PARTNER ACQUISITION C COM 37954X105 3,291 329,137 SH   SOLE 0 329,137 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 26 20,500 SH   SOLE 0 20,500 0 0
GORES HLDGS II INC COM CL A 382867109 2,363 225,000 SH   SOLE 0 225,000 0 0
GP INVTS ACQUISITION COR *W EXP 05/19/202 G40357108 22 43,500 SH   SOLE 0 43,500 0 0
GP INVTS ACQUISITION COR SHS G40357124 9,539 956,733 SH   SOLE 0 956,733 0 0
GREAT ELM CAP CORP COM 390320109 494 43,367 SH   SOLE 0 43,367 0 0
GTY TECHNOLOGY HOLDINGS INC *W EXP 99/99/999 G4182A128 2 1,633 SH   SOLE 0 1,633 0 0
GTY TECHNOLOGY HOLDINGS INC CL A G4182A102 3,012 298,191 SH   SOLE 0 298,191 0 0
GTY TECHNOLOGY HOLDINGS INC UNIT 99/99/9999 G4182A110 3,320 321,692 SH   SOLE 0 321,692 0 0
HARMONY MERGER CORP *W EXP 01/01/202 413247123 15 30,000 SH   SOLE 0 30,000 0 0
HARMONY MERGER CORP COM 413247107 4,038 395,908 SH   SOLE 0 395,908 0 0
HEALTHSOUTH CORP DEBT 2.000%12/0 421924BL4 5,054 4,151,000 SH   SOLE 0 4,151,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 3,167 2,050,000 PRN   SOLE 0 2,050,000 0 0
HERCULES CAPITAL INC COM 427096508 454 30,000 SH Put SOLE 0 30,000 0 0
HUNTER MARITIME ACQUISITION *W EXP 99/99/999 Y37828129 18 22,700 SH   SOLE 0 22,700 0 0
HUNTER MARITIME ACQUISITION CL A Y37828111 6,987 707,970 PRN   SOLE 0 707,970 0 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 355 34,104 SH   SOLE 0 34,104 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 2,949 3,100,000 SH   SOLE 0 3,100,000 0 0
INNOVIVA INC COM 45781M101 692 50,000 SH Put SOLE 0 50,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,357 5,360,000 SH   SOLE 0 5,360,000 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 9,154 7,025,000 SH   SOLE 0 7,025,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,277 8,340,000 PRN   SOLE 0 8,340,000 0 0
JENSYN ACQUISITION CORP COM 47632B102 5 479 PRN   SOLE 0 479 0 0
JENSYN ACQUISITION CORP UNIT 99/99/9999 47632B201 216 20,000 PRN   SOLE 0 20,000 0 0
JM GLOBAL HLDG CO *W EXP 07/29/201 46590H119 2 4,200 SH   SOLE 0 4,200 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 1 337,000 SH   SOLE 0 337,000 0 0
KINDRED HEALTHCARE INC COM 494580103 209 25,000 SH Call SOLE 0 25,000 0 0
KLR ENERGY ACQUISITION CORP *W EXP 09/16/202 49877M116 9 7,450 SH   SOLE 0 7,450 0 0
KLR ENERGY ACQUISITION CORP CL A 49877M108 442 43,056 SH   SOLE 0 43,056 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 6,977 3,300,000 SH   SOLE 0 3,300,000 0 0
LANDCADIA HLDGS INC CL A 51476W107 2,338 234,505 SH   SOLE 0 234,505 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 214 20,000 SH   SOLE 0 20,000 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 9,632 6,470,000 SH   SOLE 0 6,470,000 0 0
M I ACQUISITIONS INC UNIT 99/99/9999 55304A203 270 26,411 SH   SOLE 0 26,411 0 0
M III ACQUISITION CORP *W EXP 10/10/202 55378T112 2 5,100 PRN   SOLE 0 5,100 0 0
MATLIN & PARTNERS ACQUISITIO UNIT 05/28/2021A 57682V205 8,016 800,000 PRN   SOLE 0 800,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 10,188 6,461,000 SH   SOLE 0 6,461,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 6,054 5,305,000 SH   SOLE 0 5,305,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 11,889 6,833,000 PRN   SOLE 0 6,833,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 8,549 5,960,000 PRN   SOLE 0 5,960,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 12,735 9,988,000 PRN   SOLE 0 9,988,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 11,723 10,547,000 PRN   SOLE 0 10,547,000 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 1,946 2,000,000 PRN   SOLE 0 2,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 25,484 6,720,000 SH   SOLE 0 6,720,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,047 2,965,000 PRN   SOLE 0 2,965,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,462 94,400 PRN   SOLE 0 94,400 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 20,520 17,244,000 SH   SOLE 0 17,244,000 0 0
PATTERN ENERGY GROUP INC NOTE 4.000% 7/1 70338PAB6 1,556 1,565,000 SH   SOLE 0 1,565,000 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 4,160 3,440,000 SH   SOLE 0 3,440,000 0 0
PRICELINE GRP INC COM NEW 741503403 1,460 820 PRN   SOLE 0 820 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 21,556 11,456,000 PRN   SOLE 0 11,456,000 0 0
PROOFPOINT INC COM 743424103 1,115 15,000 SH   SOLE 0 15,000 0 0
QUINPARIO ACQUISITION CORP 2 *W EXP 01/01/202 74874U119 7 13,992 SH   SOLE 0 13,992 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 3,710 371,025 PRN   SOLE 0 371,025 0 0
QUINPARIO ACQUISITION CORP 2 UNIT 01/01/2023X 74874U200 889 85,000 PRN   SOLE 0 85,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 474 8,998 SH   SOLE 0 8,998 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 33 24,800 SH   SOLE 0 24,800 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 367 32,878 SH   SOLE 0 32,878 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 16,110 12,508,000 SH   SOLE 0 12,508,000 0 0
SANOFI RIGHT 12/31/2020 80105N113 56 125,000 SH   SOLE 0 125,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 363 81,800 SH Call SOLE 0 81,800 0 0
SCORPIO TANKERS INC SHS Y7542C106 555 125,000 SH Put SOLE 0 125,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 3,749 3,700,000 SH   SOLE 0 3,700,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,673 7,540,000 PRN   SOLE 0 7,540,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 9,969 7,736,000 SH   SOLE 0 7,736,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 3,770 3,493,000 PRN   SOLE 0 3,493,000 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 9,236 9,282,000 SH   SOLE 0 9,282,000 0 0
SHUTTERFLY INC COM 82568P304 34 700 PRN   SOLE 0 700 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 4,869 4,905,000 PRN   SOLE 0 4,905,000 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 0 50 PRN   SOLE 0 50 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 15,299 15,064,000 SH   SOLE 0 15,064,000 0 0
STELLAR ACQUISITION III INC COM Y8172W107 216 21,518 PRN   SOLE 0 21,518 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 356 14,600 SH   SOLE 0 14,600 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 45,656 16,602,000 PRN   SOLE 0 16,602,000 0 0
TAL ED GROUP NOTE 2.500% 5/1 874080AB0 11,131 2,745,000 SH   SOLE 0 2,745,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 11,566 11,125,000 PRN   SOLE 0 11,125,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 3,599 3,790,000 PRN   SOLE 0 3,790,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 6,885 3,902,000 PRN   SOLE 0 3,902,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 6,413 6,840,000 SH   SOLE 0 6,840,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 3,913 4,300,000 SH   SOLE 0 4,300,000 0 0
TWO HBRS INVT CORP COM 90187B101 480 50,000 PRN Put SOLE 0 50,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 2,875 2,815,000 PRN   SOLE 0 2,815,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 2,260 2,000,000 PRN   SOLE 0 2,000,000 0 0
VEON LTD SPONSORED ADR 91822M106 1,956 479,350 PRN   SOLE 0 479,350 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 24,784 9,709,000 SH   SOLE 0 9,709,000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 695 26,300 PRN Call SOLE 0 26,300 0 0
YAHOO INC NOTE 12/0 984332AF3 17,274 16,680,000 PRN   SOLE 0 16,680,000 0 0
ZIONS BANCORPORATION *W EXP 11/14/201 989701131 454 50,000 SH   SOLE 0 50,000 0 0