The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
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
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 9,057 11,250,000 PRN   SOLE   0 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,310 247,700 SH   SOLE   247,700 0 0
ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 35,669 36,500,000 PRN   SOLE   0 0 0
ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 24,871 21,700,000 PRN   SOLE   0 0 0
AMAZON COM INC COM 023135106 8,430 14,200 SH Put SOLE   14,200 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 1,283 24,000 SH   SOLE   24,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 5,194 5,135,000 PRN   SOLE   0 0 0
ARAMARK COM 03852U106 58,699 1,772,303 SH   SOLE   1,772,303 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 16,032 159,700 SH Put SOLE   159,700 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 21,044 24,750,000 PRN   SOLE   0 0 0
AUTODESK INC COM 052769106 4,455 76,400 SH Put SOLE   76,400 0 0
BAXALTA INC COM 07177M103 72,356 1,791,000 SH   SOLE   1,791,000 0 0
BLACKBERRY LTD DBCV 6.000%11/1 C10268AA5 5,346 5,000,000 PRN   SOLE   0 0 0
BLUCORA INC NOTE 4.250% 4/0 095229AB6 7,816 10,410,000 PRN   SOLE   0 0 0
BOSTON PRIVATE FINL HLDGS IN *W EXP 11/21/201 101119113 1,092 223,853 SH   SOLE   223,853 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 4,852 4,268,000 PRN   SOLE   0 0 0
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 2,318 2,095,000 PRN   SOLE   0 0 0
CATERPILLAR INC DEL COM 149123101 35,040 457,800 SH Put SOLE   457,800 0 0
CIT GROUP INC COM NEW 125581801 9,310 300,030 SH   SOLE   300,030 0 0
CITIZENS FINL GROUP INC COM 174610105 27,304 1,303,310 SH   SOLE   1,303,310 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 2,510 100,000 SH   SOLE   100,000 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 105,054 944,900 SH Put SOLE   944,900 0 0
DYNEGY INC NEW DEL COM 26817R108 17,244 1,200,000 SH   SOLE   1,200,000 0 0
E M C CORP MASS COM 268648102 99,643 3,738,968 SH   SOLE   3,738,968 0 0
ENDO INTL PLC SHS G30401106 32,772 1,164,200 SH   SOLE   1,164,200 0 0
ENOVA INTL INC COM 29357K103 1,299 205,916 SH   SOLE   205,916 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 1,134 1,800,000 PRN   SOLE   0 0 0
FACEBOOK INC CL A 30303M102 11,068 97,000 SH Put SOLE   97,000 0 0
FRESH MKT INC COM 35804H106 3,133 109,800 SH   SOLE   109,800 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,164 70,000 SH   SOLE   70,000 0 0
GARNERO GROUP ACQUISITION CO SHS G5866L108 3,261 328,388 SH   SOLE   328,388 0 0
GARNERO GROUP ACQUISITION CO RIGHT 06/25/2016 G5866L132 68 398,710 SH   SOLE   398,710 0 0
GARNERO GROUP ACQUISITION CO *W EXP 06/24/201 G5866L116 18 212,124 SH   SOLE   212,124 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 5,860 7,450,000 PRN   SOLE   0 0 0
GOLDCORP INC NEW COM 380956409 4,369 269,200 SH   SOLE   269,200 0 0
HUMANA INC COM 444859102 66,978 366,100 SH   SOLE   366,100 0 0
HYATT HOTELS CORP COM CL A 448579102 13,573 274,254 SH   SOLE   274,254 0 0
INNOVIVA INC COM 45781M101 46,139 3,664,758 SH   SOLE   3,664,758 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 16,385 17,500,000 PRN   SOLE   0 0 0
INTEL CORP COM 458140100 13,943 431,000 SH Put SOLE   431,000 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 922 1,000,000 PRN   SOLE   0 0 0
INVESTORS BANCORP INC NEW COM 46146L101 46,560 4,000,000 SH   SOLE   4,000,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 50,346 616,300 SH Call SOLE   616,300 0 0
ISHARES TR U.S. REAL ES ETF 464287739 7,140 91,700 SH Put SOLE   91,700 0 0
ITC HLDGS CORP COM 465685105 132,209 3,034,411 SH   SOLE   3,034,411 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 20,397 528,000 SH   SOLE   528,000 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 38,350 1,006,831 SH   SOLE   1,006,831 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 68,608 3,096,032 SH   SOLE   3,096,032 0 0
MANITOWOC INC COM 563571108 4,763 1,100,000 SH   SOLE   1,100,000 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 36,156 1,810,500 SH Call SOLE   1,810,500 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 8,388 8,000,000 PRN   SOLE   0 0 0
MOLSON COORS BREWING CO CL B 60871R209 89,928 935,000 SH   SOLE   935,000 0 0
NEW GOLD INC CDA COM 644535106 1,747 468,253 SH   SOLE   468,253 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 17,062 19,676,000 PRN   SOLE   0 0 0
NII HLDGS INC COM PAR $0.001 62913F508 22,164 4,007,912 SH   SOLE   4,007,912 0 0
NOVAGOLD RES INC COM NEW 66987E206 9,979 1,980,000 SH   SOLE   1,980,000 0 0
NUVASIVE INC COM 670704105 1,314 27,000 SH   SOLE   27,000 0 0
NVIDIA CORP COM 67066G104 7,853 220,400 SH Put SOLE   220,400 0 0
OFFICE DEPOT INC COM 676220106 5,680 800,000 SH   SOLE   800,000 0 0
OVERSEAS SHIPHOLDING GROUP I COM CL A 69036R301 4,136 2,200,000 SH   SOLE   2,200,000 0 0
PFIZER INC COM 717081103 74,643 2,518,310 SH   SOLE   2,518,310 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 18,972 15,936,000 PRN   SOLE   0 0 0
PRICELINE GRP INC COM NEW 741503403 9,925 7,700 SH Put SOLE   7,700 0 0
RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 2,929 3,500,000 PRN   SOLE   0 0 0
RITE AID CORP COM 767754104 52,853 6,485,000 SH   SOLE   6,485,000 0 0
SALESFORCE COM INC COM 79466L302 8,756 118,600 SH Put SOLE   118,600 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 13,556 200,000 SH Put SOLE   200,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 62,368 1,248,111 SH   SOLE   1,248,111 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 2,628 3,250,000 PRN   SOLE   0 0 0
SMART & FINAL STORES INC COM 83190B101 14,817 914,619 SH   SOLE   914,619 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 61,832 300,857 SH   SOLE   300,857 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 330,620 1,608,700 SH Put SOLE   1,608,700 0 0
STAPLES INC COM 855030102 3,464 314,020 SH   SOLE   314,020 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 66,744 800,000 SH   SOLE   800,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 3,956 4,000,000 PRN   SOLE   0 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 51,725 48,145,000 PRN   SOLE   0 0 0
TERRAFORM PWR INC CL A COM 88104R100 891 103,000 SH Put SOLE   103,000 0 0
TFS FINL CORP COM 87240R107 40,212 2,315,000 SH   SOLE   2,315,000 0 0
TIME WARNER CABLE INC COM 88732J207 118,827 580,719 SH   SOLE   580,719 0 0
TIVO INC COM 888706108 5,102 536,539 SH   SOLE   536,539 0 0
TREEHOUSE FOODS INC COM 89469A104 33,399 385,000 SH   SOLE   385,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 2,215 2,500,000 PRN   SOLE   0 0 0
VWR CORP COM 91843L103 4,059 150,000 SH   SOLE   150,000 0 0
WHITEWAVE FOODS CO COM 966244105 38,616 950,200 SH   SOLE   950,200 0 0