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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
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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
AETNA INC NEW COM 00817Y108 5,987 35,427 SH   SOLE   35,427 0 0
AKORN INC COM 009728106 9,296 496,866 SH   SOLE   496,866 0 0
AKORN INC COM 009728106 1,403 75,000 SH Call SOLE   75,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 15,479 15,000,000 PRN   SOLE   15,000,000 0 0
ARBOR RLTY TR INC NOTE 6.500%10/0 038923AA6 12,258 11,250,000 PRN   SOLE   11,250,000 0 0
BANK N S HALIFAX COM 064149107 9,255 150,000 SH Put SOLE   150,000 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 1,583 33,468 SH   SOLE   33,468 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 15,144 338,787 SH   SOLE   338,787 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 2,457 2,500,000 PRN   SOLE   2,500,000 0 0
CALLIDUS SOFTWARE INC COM 13123E500 11,582 322,164 SH   SOLE   322,164 0 0
CAVIUM INC COM 14964U108 6,350 80,000 SH   SOLE   80,000 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 19,863 225,000 SH Put SOLE   225,000 0 0
CISION LTD *W EXP 06/22/202 G1992S117 324 138,579 SH   SOLE   138,579 0 0
DFB HEALTHCARE ACQUISTION CO UNIT 01/30/2023 23291E208 2,511 249,806 SH   SOLE   249,806 0 0
DST SYS INC DEL COM 233326107 3,080 36,815 SH   SOLE   36,815 0 0
ELECTRUM SPL ACQUISITION COR SHS G3105C104 13,235 1,275,000 SH   SOLE   1,275,000 0 0
FACEBOOK INC CL A 30303M102 15,979 100,000 SH   SOLE   100,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 10,602 10,000,000 PRN   SOLE   10,000,000 0 0
GGP INC COM 36174X101 11,843 578,830 SH   SOLE   578,830 0 0
GSV CAP CORP NOTE 4.750% 3/2 36191JAC5 498 500,000 PRN   SOLE   500,000 0 0
HALLIBURTON CO COM 406216101 1,033 22,000 SH   SOLE   22,000 0 0
HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 3,069 3,084,000 PRN   SOLE   3,084,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 21,217 17,500,000 PRN   SOLE   17,500,000 0 0
HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1,181 500,274 SH   SOLE   500,274 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 2,325 1,500,000 PRN   SOLE   1,500,000 0 0
IQIYI INC SPONSORED ADS 46267X108 15 1,000 SH   SOLE   1,000 0 0
ISHARES MSCI CDA ETF 464286509 1,378 50,000 SH   SOLE   50,000 0 0
ISHARES MSCI CDA ETF 464286509 14,469 525,000 SH Put SOLE   525,000 0 0
ISHARES MSCI BRZ CAP ETF 464286400 4,537 101,100 SH Call SOLE   101,100 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,961 22,900 SH Put SOLE   22,900 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 11,587 240,000 SH Put SOLE   240,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 3,185 2,500,000 PRN   SOLE   2,500,000 0 0
JAZZ US HLDGS INC NOTE 8.000%12/3 47216EAA8 8,150 3,000,000 PRN   SOLE   3,000,000 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 3,980 400,000 SH   SOLE   400,000 0 0
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 1,500 150,000 SH   SOLE   150,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 26,711 45,000,000 PRN   SOLE   45,000,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 4,595 4,000,000 PRN   SOLE   4,000,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 5,763 5,000,000 PRN   SOLE   5,000,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,295 7,500,000 PRN   SOLE   7,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 185 3,550 SH   SOLE   3,550 0 0
MICRON TECHNOLOGY INC COM 595112103 626 12,000 SH Put SOLE   12,000 0 0
MICROSEMI CORP COM 595137100 7,378 114,000 SH   SOLE   114,000 0 0
MONSANTO CO NEW COM 61166W101 14,419 123,570 SH   SOLE   123,570 0 0
NEBULA ACQUISITION CORP UNIT 03/12/2025 629076209 2,024 200,000 SH   SOLE   200,000 0 0
NUTANIX INC CL A 67059N108 3,796 77,300 SH   SOLE   77,300 0 0
NXP SEMICONDUCTORS N V COM N6596X109 36,898 315,367 SH   SOLE   315,367 0 0
NXSTAGE MEDICAL INC COM 67072V103 14,567 585,956 SH   SOLE   585,956 0 0
ONE MADISON CORP UNIT 99/99/9999 G6772P118 2,000 200,000 SH   SOLE   200,000 0 0
OPES ACQUISITION CORP UNIT 03/07/2023 68373P209 2,513 250,000 SH   SOLE   250,000 0 0
ORBITAL ATK INC COM 68557N103 13,924 105,000 SH   SOLE   105,000 0 0
PENSARE ACQUISITION CORP UNIT 07/27/2022 70957E204 2,083 200,000 SH   SOLE   200,000 0 0
PLATINUM EAGLE ACQUISITIN CO UNIT 01/09/2023 G7126L126 2,030 200,000 SH   SOLE   200,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 3,978 172,000 SH Put SOLE   172,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 348,409 2,175,790 SH   SOLE   2,175,790 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 313,582 1,958,300 SH Put SOLE   1,958,300 0 0
REGALWOOD GLOBAL ENERGY LTD UNIT 99/99/9999 G74760110 2,016 200,000 SH   SOLE   200,000 0 0
ROCKWELL COLLINS INC COM 774341101 5,682 42,136 SH   SOLE   42,136 0 0
ROSEHILL RES INC *W EXP 09/16/202 777385113 415 500,000 SH   SOLE   500,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 9,661 125,000 SH Put SOLE   125,000 0 0
SENSEONICS HLDGS INC COM 81727U105 225 75,000 SH   SOLE   75,000 0 0
SENSEONICS HLDGS INC NOTE 5.250% 2/0 81727UAA3 2,169 2,000,000 PRN   SOLE   2,000,000 0 0
SENTINEL ENERGY SVCS INC UNIT 11/02/2022 G8062D128 1,240 125,000 SH   SOLE   125,000 0 0
SOCIAL CAP HEDOSOPHIA HLDGS CL A G8250R103 1,003 100,000 SH   SOLE   100,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,578 25,000 SH   SOLE   25,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,158 50,000 SH Put SOLE   50,000 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 18,202 516,800 SH Call SOLE   516,800 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 1,434 40,000 SH Put SOLE   40,000 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 14,198 235,100 SH Call SOLE   235,100 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 12,905 366,400 SH Call SOLE   366,400 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 2,012 200,000 SH   SOLE   200,000 0 0
TIME WARNER INC COM NEW 887317303 11,391 120,437 SH   SOLE   120,437 0 0
TRIBUNE MEDIA CO CL A 896047503 15,569 384,330 SH   SOLE   384,330 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 532 5,263 SH   SOLE   5,263 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 8,838 555,181 SH   SOLE   555,181 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 83,580 5,250,000 SH Call SOLE   5,250,000 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,011 46,000 SH   SOLE   46,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 137,943 40,000,000 PRN   SOLE   40,000,000 0 0
WELLS FARGO & CO NEW COM 949746101 20,959 399,900 SH Call SOLE   399,900 0 0
XL GROUP LTD COM G98294104 7,736 140,000 SH   SOLE   140,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,802 33,500 SH   SOLE   33,500 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 31,954 30,000,000 PRN   SOLE   30,000,000 0 0
VANECK VEC OIL SERVICES ETF TR OIL SVCS ETF 92189F718 6,916 407,500 SH   SOLE   407,500 0 0
NORDIC AMERICAN TANKER LIMI COM G65773106 2,768 2,000,000 SH   SOLE   2,000,000 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,737 325,000 SH   SOLE   325,000 0 0