| 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 | COM | 68245V103 | 3,241 | 350,000 | SH | | SOLE | 0 | 350,000 | 0 | 0 |
| 1347 Capital Corp | RIGHT 07/21/2016 | 68245V111 | 89 | 341,700 | SH | | SOLE | 0 | 341,700 | 0 | 0 |
| 1347 Capital Corp | *W EXP 07/15/202 | 68245V129 | 82 | 272,749 | SH | | SOLE | 0 | 272,749 | 0 | 0 |
| Aegerion Pharmaceuticals Inc | NOTE 2.000% 8/1 | 00767EAB8 | 855 | 1,500,000 | PRN | | SOLE | 0 | 1,500,000 | 0 | 0 |
| AgroFresh Solutions Inc | *W EXP 07/31/202 | 00856G117 | 134 | 158,428 | SH | | SOLE | 0 | 158,428 | 0 | 0 |
| Alere Inc | PERP PFD CONV SE | 01449J204 | 49 | 15,000 | PRN | | SOLE | 0 | 15,000 | 0 | 0 |
| AMAG Pharmaceuticals Inc | NOTE 2.500% 2/1 | 00163UAA4 | 4,122 | 3,721,000 | PRN | | SOLE | 0 | 3,721,000 | 0 | 0 |
| Arowana Inc | SHS | G05011104 | 8,777 | 872,500 | SH | | SOLE | 0 | 872,500 | 0 | 0 |
| Arowana Inc | RIGHT 01/01/2017 | G05011120 | 123 | 700,000 | SH | | SOLE | 0 | 700,000 | 0 | 0 |
| Arowana Inc | *W EXP 04/29/202 | G05011112 | 56 | 700,000 | SH | | SOLE | 0 | 700,000 | 0 | 0 |
| Associated Banc-Corp | *W EXP 11/21/201 | 045487113 | 543 | 338,300 | SH | | SOLE | 0 | 338,300 | 0 | 0 |
| AT&T Inc | COM | 00206R102 | 3,889 | 90,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| Atlantic Alliance Partnership Corp | SHS | G04897107 | 5,178 | 500,000 | SH | | SOLE | 0 | 500,000 | 0 | 0 |
| Barington/Hilco Acquisition Corp | COM | 06759V101 | 247 | 24,740 | SH | | SOLE | 0 | 24,740 | 0 | 0 |
| Barington/Hilco Acquisition Corp | UNIT 99/99/9999T | 06759V200 | 2,034 | 200,000 | SH | | SOLE | 0 | 200,000 | 0 | 0 |
| Boulevard Acquisition Corp II | UNIT 99/99/9999 | 10157Q201 | 5,934 | 600,000 | SH | | SOLE | 0 | 600,000 | 0 | 0 |
| CalAtlantic Group Inc | NOTE 1.625% 5/1 | 783764AQ6 | 32,901 | 25,615,000 | PRN | | SOLE | 0 | 25,615,000 | 0 | 0 |
| Capitol Acquisition Corp III | UNIT 99/99/9999 | 14055M205 | 5,925 | 600,000 | SH | | SOLE | 0 | 600,000 | 0 | 0 |
| Cathay General Bancorp | *W EXP 12/05/201 | 149150112 | 1,526 | 186,818 | SH | | SOLE | 0 | 186,818 | 0 | 0 |
| Cathay General Bancorp | *W EXP 12/05/201 | 149150112 | 754 | 92,282 | SH | | SOLE | 0 | 92,282 | 0 | 0 |
| Cemex SAB de CV | NOTE 3.750% 3/1 | 151290BC6 | 38,040 | 36,850,000 | PRN | | SOLE | 0 | 36,850,000 | 0 | 0 |
| Chevron Corp | COM | 166764100 | 4,717 | 45,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| Ciena Corp | DEBT 4.000%12/1 | 171779AK7 | 19,776 | 15,714,000 | PRN | | SOLE | 0 | 15,714,000 | 0 | 0 |
| Cobalt International Energy Inc | NOTE 2.625%12/0 | 19075FAA4 | 6,243 | 16,644,000 | PRN | | SOLE | 0 | 16,644,000 | 0 | 0 |
| Colony Starwood Homes | NOTE 3.000% 7/0 | 85571WAB5 | 6,286 | 5,694,000 | PRN | | SOLE | 0 | 5,694,000 | 0 | 0 |
| Colony Starwood Homes | NOTE 4.500%10/1 | 85571WAD1 | 9,922 | 9,000,000 | PRN | | SOLE | 0 | 9,000,000 | 0 | 0 |
| Comcast Corp | CL A | 20030N101 | 2,934 | 45,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| ConAgra Foods Inc | COM | 205887102 | 2,391 | 50,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| Ctrip.com International Ltd | NOTE 1.250%10/1 | 22943FAD2 | 13,464 | 11,000,000 | PRN | | SOLE | 0 | 11,000,000 | 0 | 0 |
| Dick's Sporting Goods Inc | COM | 253393102 | 1,127 | 25,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| Double Eagle Acquisition Corp | UNIT 99/99/9999 | G28195108 | 4,990 | 500,000 | SH | | SOLE | 0 | 500,000 | 0 | 0 |
| Easterly Acquisition Corp | COM | 27616L102 | 6,360 | 650,000 | SH | | SOLE | 0 | 650,000 | 0 | 0 |
| Easterly Acquisition Corp | *W EXP 07/29/202 | 27616L110 | 218 | 325,001 | SH | | SOLE | 0 | 325,001 | 0 | 0 |
| EnerNOC Inc | DBCV 2.250% 8/1 | 292764AB3 | 2,153 | 3,000,000 | PRN | | SOLE | 0 | 3,000,000 | 0 | 0 |
| Exelixis Inc | NOTE 4.250% 8/1 | 30161QAC8 | 6,943 | 4,670,000 | PRN | | SOLE | 0 | 4,670,000 | 0 | 0 |
| Fluidigm Corp | NOTE 2.750% 2/0 | 34385PAA6 | 3,642 | 6,000,000 | PRN | | SOLE | 0 | 6,000,000 | 0 | 0 |
| Garnero Group Acquisition Co | *W EXP 06/24/201 | G5866L116 | 12 | 284,000 | SH | | SOLE | 0 | 284,000 | 0 | 0 |
| Global Partner Acquisition Corp | UNIT 07/01/2020 | 37954X204 | 5,856 | 600,000 | SH | | SOLE | 0 | 600,000 | 0 | 0 |
| Gores Holdings Inc | UNIT 99/99/9999 | 382866200 | 9,000 | 900,000 | SH | | SOLE | 0 | 900,000 | 0 | 0 |
| GP Investments Acquisition Corp | SHS | G40357124 | 5,092 | 524,990 | SH | | SOLE | 0 | 524,990 | 0 | 0 |
| GP Investments Acquisition Corp | *W EXP 05/19/202 | G40357108 | 160 | 262,495 | SH | | SOLE | 0 | 262,495 | 0 | 0 |
| Immunomedics Inc | NOTE 4.750% 2/1 | 452907AK4 | 4,545 | 6,512,000 | PRN | | SOLE | 0 | 6,512,000 | 0 | 0 |
| Innoviva Inc | NOTE 2.125% 1/1 | 88338TAB0 | 13,730 | 17,110,000 | PRN | | SOLE | 0 | 17,110,000 | 0 | 0 |
| Integra LifeSciences Holdings Corp | NOTE 1.625%12/1 | 457985AK5 | 13,687 | 9,000,000 | PRN | | SOLE | 0 | 9,000,000 | 0 | 0 |
| Intel Corp | COM | 458140100 | 6,560 | 200,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Ionis Pharmaceuticals Inc | NOTE 1.000%11/1 | 464337AJ3 | 3,556 | 5,000,000 | PRN | | SOLE | 0 | 5,000,000 | 0 | 0 |
| Kinder Morgan Inc/DE | *W EXP 05/25/201 | 49456B119 | 99 | 5,600,000 | SH | | SOLE | 0 | 5,600,000 | 0 | 0 |
| KLR Energy Acquisition Corp | UNIT 12/31/2020 | 49877M207 | 4,044 | 399,000 | SH | | SOLE | 0 | 399,000 | 0 | 0 |
| Lincoln National Corp | *W EXP 07/10/201 | 534187117 | 211 | 6,886 | SH | | SOLE | 0 | 6,886 | 0 | 0 |
| Lindblad Expeditions Holdings Inc (OLD CLACW) | *W EXP 07/08/202 | 535219117 | 434 | 218,663 | SH | | SOLE | 0 | 218,663 | 0 | 0 |
| Lockheed Martin Corp | COM | 539830109 | 546 | 2,200 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| MasterCard Inc | CL A | 57636Q104 | 4,403 | 50,000 | SH | Call | SOLE | 0 | 0 | 0 | 0 |
| Medicines Co/The | NOTE 2.500% 1/1 | 584688AE5 | 7,109 | 6,000,000 | PRN | | SOLE | 0 | 6,000,000 | 0 | 0 |
| Mentor Graphics Corp | SDCV 4.000% 4/0 | 587200AK2 | 9,100 | 8,290,000 | PRN | | SOLE | 0 | 8,290,000 | 0 | 0 |
| Microchip Technology Inc | SDCV 2.125%12/1 | 595017AB0 | 9,452 | 4,488,000 | PRN | | SOLE | 0 | 4,488,000 | 0 | 0 |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | 18,360 | 16,500,000 | PRN | | SOLE | 0 | 16,500,000 | 0 | 0 |
| Micron Technology Inc | COM | 595112103 | 22,686 | 1,648,700 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Micron Technology Inc | COM | 595112103 | 6,880 | 500,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Micron Technology Inc | COM | 595112103 | 6,880 | 500,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Micron Technology Inc | NOTE 2.375% 5/0 | 595112AW3 | 96,044 | 64,171,000 | PRN | | SOLE | 0 | 64,171,000 | 0 | 0 |
| Micron Technology Inc | NOTE 3.125% 5/0 | 595112AX1 | 51,679 | 33,615,000 | PRN | | SOLE | 0 | 33,615,000 | 0 | 0 |
| Molina Healthcare Inc | NOTE 1.125% 1/1 | 60855RAC4 | 13,539 | 10,000,000 | PRN | | SOLE | 0 | 10,000,000 | 0 | 0 |
| NVIDIA Corp | NOTE 1.000%12/0 | 67066GAC8 | 13,997 | 6,000,000 | PRN | | SOLE | 0 | 6,000,000 | 0 | 0 |
| Pace Holdings Corp | UNIT 99/99/9999 | G6865N129 | 4,780 | 481,326 | SH | | SOLE | 0 | 481,326 | 0 | 0 |
| Pacific Special Acquisition Corp | UNIT 99/99/9999 | G68588139 | 2,070 | 200,000 | SH | | SOLE | 0 | 200,000 | 0 | 0 |
| PNC Financial Services Group Inc/The | *W EXP 12/31/201 | 693475121 | 8,637 | 499,400 | SH | | SOLE | 0 | 499,400 | 0 | 0 |
| Qihoo 360 Technology Co Ltd | NOTE 0.500% 8/1 | 74734MAE9 | 5,425 | 5,500,000 | PRN | | SOLE | 0 | 5,500,000 | 0 | 0 |
| Quinpario Acquisition Corp 2 | COM | 74874U101 | 2,970 | 300,600 | SH | | SOLE | 0 | 300,600 | 0 | 0 |
| Renewable Energy Group Inc | MTNF 2.750% 6/1 | 75972AAA1 | 535 | 585,000 | PRN | | SOLE | 0 | 585,000 | 0 | 0 |
| Signature Bank/New York NY | *W EXP 12/12/201 | 82669G112 | 537 | 5,649 | SH | | SOLE | 0 | 5,649 | 0 | 0 |
| SPDR S&P500 ETF Trust | TR UNIT | 78462F103 | 35,611 | 170,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| SPDR S&P500 ETF Trust | TR UNIT | 78462F103 | 8,379 | 40,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Starwood Property Trust Inc | NOTE 3.750%10/1 | 85571BAC9 | 8,569 | 8,500,000 | PRN | | SOLE | 0 | 8,500,000 | 0 | 0 |
| Steel Dynamics Inc | COM | 858119100 | 2,450 | 100,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| SunEdison Inc | NOTE 2.000%10/0 | 86732YAC3 | 270 | 5,000,000 | PRN | | SOLE | 0 | 5,000,000 | 0 | 0 |
| SunTrust Banks Inc | *W EXP 12/31/201 | 867914129 | 424 | 44,700 | SH | | SOLE | 0 | 44,700 | 0 | 0 |
| SunTrust Banks Inc | *W EXP 11/14/201 | 867914111 | 243 | 56,038 | SH | | SOLE | 0 | 56,038 | 0 | 0 |
| Terrapin 3 Acquisition Corp | COM CL A | 88104P104 | 5,926 | 595,000 | SH | | SOLE | 0 | 595,000 | 0 | 0 |
| Terrapin 3 Acquisition Corp | *W EXP 06/27/201 | 88104P112 | 158 | 845,000 | SH | | SOLE | 0 | 845,000 | 0 | 0 |
| TerraVia Holdings Inc (OLD SOLAZYME) | NOTE 6.000% 2/0 | 83415TAB7 | 5,504 | 9,455,000 | PRN | | SOLE | 0 | 9,455,000 | 0 | 0 |
| TESARO Inc | NOTE 3.000%10/0 | 881569AA5 | 42,755 | 17,027,000 | PRN | | SOLE | 0 | 17,027,000 | 0 | 0 |
| Tesla Motors Inc | NOTE 1.500% 6/0 | 88160RAA9 | 140,293 | 82,630,000 | PRN | | SOLE | 0 | 82,630,000 | 0 | 0 |
| Tesla Motors Inc | NOTE 0.250% 3/0 | 88160RAB7 | 3,992 | 4,500,000 | PRN | | SOLE | 0 | 4,500,000 | 0 | 0 |
| Texas Capital Bancshares Inc | *W EXP 01/16/201 | 88224Q115 | 1,304 | 40,700 | SH | | SOLE | 0 | 40,700 | 0 | 0 |
| Trina Solar Ltd | NOTE 4.000%10/1 | 89628EAE4 | 5,744 | 6,750,000 | PRN | | SOLE | 0 | 6,750,000 | 0 | 0 |
| Trulia Inc | NOTE 2.750%12/1 | 897888AB9 | 26,351 | 16,800,000 | PRN | | SOLE | 0 | 16,800,000 | 0 | 0 |
| VeriSign Inc | SDCV 3.250% 8/1 | 92343EAD4 | 289,502 | 114,695,000 | PRN | | SOLE | 0 | 114,695,000 | 0 | 0 |
| Washington Federal Inc | *W EXP 11/14/201 | 938824117 | 610 | 89,382 | SH | | SOLE | 0 | 89,382 | 0 | 0 |
| WebMD Health Corp | NOTE 2.500% 1/3 | 94770VAF9 | 6,606 | 6,000,000 | PRN | | SOLE | 0 | 6,000,000 | 0 | 0 |
| WESCO International Inc | DBCV 6.000% 9/1 | 95082PAH8 | 62,055 | 34,614,000 | PRN | | SOLE | 0 | 34,614,000 | 0 | 0 |
| Wright Medical Group Inc | NOTE 2.000% 2/1 | 98235TAE7 | 4,588 | 5,000,000 | PRN | | SOLE | 0 | 5,000,000 | 0 | 0 |
| Zillow Group Inc | CL C CAP STK | 98954M200 | 1,814 | 50,000 | SH | Put | SOLE | 0 | 0 | 0 | 0 |
| Zions Bancorporation | *W EXP 05/22/202 | 989701115 | 1,631 | 747,948 | SH | | SOLE | 0 | 747,948 | 0 | 0 |
