Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	ALIBABA GROUP HLDG LTD	2,799,700	$228M	12.9%	—	—	Put	01609W952
—	MGIC INVT CORP WIS	87,325,000	$120M	6.8%	$1.31	—	NOTE 2.000% 4/0	552848AE3
—	NVIDIA CORP	56,530,000	$93.87M	5.3%	$1.66	—	NOTE 1.000%12/0	67066GAC8
—	ELECTRONIC ARTS INC	41,045,000	$88.48M	5.0%	$1.67	—	NOTE 0.750% 7/1	285512AA7
—	YAHOO INC	2,013,600	$66.97M	3.8%	—	—	Call	984332906
—	MICRON TECHNOLOGY INC	39,970,000	$58.74M	3.3%	$2.34	—	NOTE 2.125% 2/1	595112AV5
—	MGIC INVT CORP WIS	49,000,000	$50.83M	2.9%	$1.06	—	NOTE 5.000% 5/0	552848AD5
—	CHESAPEAKE ENERGY CORP	93,025,000	$45.58M	2.6%	$0.92	—	NOTE 2.500% 5/1	165167CA3
XRT	SPDR SERIES TRUST	967,000	$41.81M	2.4%	$43.24	—	S&P RETAIL ETF	78464A714
—	PRECISION CASTPARTS CORP	162,772	$37.77M	2.1%	$229.88	—	COM	740189105
PFE	PFIZER INC	1,161,847	$37.5M	2.1%	$20.38	0.0%	COM	717081103
—	TIME WARNER CABLE INC	163,002	$30.25M	1.7%	$181.08	—	COM	88732J207
BABA	ALIBABA GROUP HLDG LTD	340,895	$27.7M	1.6%	$87.96	—	SPONSORED ADS	01609W102
—	SPDR S&P 500 ETF TR	126,600	$25.81M	1.5%	—	—	Put	78462F953
—	AIRGAS INC	184,958	$25.58M	1.5%	$138.32	—	COM	009363102
—	YAHOO INC	763,053	$25.38M	1.4%	$42.96	—	COM	984332106
—	STARWOOD PPTY TR INC	24,303,000	$23.96M	1.4%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	STARWOOD HOTELS&RESORTS WRLD	275,301	$19.07M	1.1%	$69.28	—	COM	85590A401
—	HC2 HLDGS INC	12,670	$18.3M	1.0%	$8.02	—	COM	404139107
—	CHUBB CORP	132,342	$17.55M	1.0%	$132.64	—	COM	171232101
KLAC	KLA-TENCOR CORP	250,000	$17.34M	1.0%	$53.38	0.0%	COM	482480100
—	CAMERON INTERNATIONAL CORP	257,112	$16.25M	0.9%	$60.54	—	COM	13342B105
—	INTERDIGITAL INC	16,000,000	$16.16M	0.9%	$1.08	—	NOTE 2.500% 3/1	458660AB3
—	BROADCOM CORP	277,922	$16.07M	0.9%	$51.49	—	CL A	111320107
—	ANADARKO PETE CORP	330,437	$16.05M	0.9%	$88.51	—	COM	032511107
—	HEALTH NET INC	234,410	$16.05M	0.9%	$68.46	—	COM	42222G108
WMB	WILLIAMS COS INC DEL	606,679	$15.59M	0.9%	$21.51	-9.0%	COM	969457100
SYF	SYNCHRONY FINL	492,596	$14.98M	0.8%	$25.00	0.0%	COM	87165B103
—	TERRAPIN 3 ACQUISITION CORP	1,500,000	$14.73M	0.8%	$9.73	—	COM CL A	88104P104
—	BOULEVARD ACQUISITION	1,450,000	$14.18M	0.8%	$9.98	—	UNIT 99/99/9999	10157Q201
—	RED HAT INC	164,200	$13.6M	0.8%	$80.27	—	COM	756577102
—	OFFICE DEPOT INC	2,300,101	$12.97M	0.7%	$8.48	—	COM	676220106
DG	DOLLAR GEN CORP NEW	180,000	$12.94M	0.7%	$59.54	0.0%	COM	256677105
—	GORES HLDGS INC	1,229,900	$12.3M	0.7%	$10.14	—	UNIT 99/99/9999	382866200
—	JPMORGAN CHASE & CO	390,200	$11.3M	0.6%	—	—	Call	46625H905
—	STAPLES INC	1,193,600	$11.3M	0.6%	—	—	Call	855030902
—	BAXALTA INC	275,000	$10.73M	0.6%	$39.03	—	COM	07177M103
HAL	HALLIBURTON CO	295,918	$10.07M	0.6%	$32.41	-4.4%	COM	406216101
—	ANADARKO PETE CORP	206,400	$10.03M	0.6%	—	—	Call	032511907
—	CHARTER COMMUNICATIONS INC D	53,594	$9.813M	0.6%	$171.65	—	CL A NEW	16117M305
—	VALEANT PHARMACEUTICALS INTL	95,000	$9.657M	0.5%	—	—	Put	91911K952
—	ATMEL CORP	1,104,300	$9.508M	0.5%	$8.61	—	COM	049513104
—	CHARTER COMMUNICATIONS INC D	51,400	$9.411M	0.5%	—	—	Put	16117M955
SPY	SPDR S&P 500 ETF TR	45,900	$9.358M	0.5%	$191.63	—	TR UNIT	78462F103
—	AGL RES INC	145,928	$9.312M	0.5%	$61.04	—	COM	001204106
—	BAKER HUGHES INC	201,600	$9.304M	0.5%	—	—	Put	057224957
—	STANCORP FINL GROUP INC	80,713	$9.192M	0.5%	$113.92	—	COM	852891100
—	KING DIGITAL ENTMT PLC	505,100	$9.031M	0.5%	—	—	Call	G5258J909
—	KING DIGITAL ENTMT PLC	503,000	$8.993M	0.5%	$17.88	—	ORD SHS	G5258J109
—	PMC-SIERRA INC	741,268	$8.614M	0.5%	$11.62	—	COM	69344F106
TMUS	T MOBILE US INC	210,579	$8.239M	0.5%	$34.75	+7.4%	COM	872590104
—	EQT CORP	151,000	$7.872M	0.4%	—	—	Call	26884L909
—	KANSAS CITY SOUTHERN	104,100	$7.773M	0.4%	$74.67	—	COM NEW	485170302
—	SPDR SERIES TRUST	250,000	$7.555M	0.4%	—	—	Put	78464A950
CWGL	CRIMSON WINE GROUP LTD	854,990	$7.524M	0.4%	$9.09	-1.2%	COM	22662X100
—	RADIAN GROUP INC	5,745,000	$7.195M	0.4%	$1.38	—	NOTE 3.000%11/1	750236AK7
ELV	ANTHEM INC	51,500	$7.181M	0.4%	$132.73	-9.9%	COM	036752103
—	GLOBAL PARTNER ACQUISITION C	700,000	$6.986M	0.4%	$10.10	—	UNIT 07/01/2020	37954X204
—	MARKET VECTORS ETF TR	250,000	$6.613M	0.4%	—	—	Call	57060U901
—	HESS CORP	131,864	$6.393M	0.4%	$73.55	—	COM	42809H107
—	MONSTER WORLDWIDE INC	5,000,000	$6.356M	0.4%	$1.27	—	NOTE 3.500%10/1	611742AB3
—	AR CAP ACQUISITION CORP	625,000	$6.081M	0.3%	$9.71	—	COM	00191R109
—	AMAG PHARMACEUTICALS INC	4,654,000	$5.873M	0.3%	$2.33	—	NOTE 2.500% 2/1	00163UAA4
—	OFFICE DEPOT INC	1,030,700	$5.813M	0.3%	—	—	Call	676220906
—	DISH NETWORK CORP	100,000	$5.718M	0.3%	—	—	Call	25470M909
—	PACE HLDGS CORP	546,902	$5.578M	0.3%	$10.25	—	UNIT 99/99/9999	G6865N129
HEDJ	WISDOMTREE TR	99,000	$5.327M	0.3%	$54.41	—	EUROPE HEDGED EQ	97717X701
ZTS	ZOETIS INC	105,700	$5.065M	0.3%	$38.82	+7.6%	CL A	98978V103
—	HARMONY MERGER CORP	500,000	$5.03M	0.3%	$10.00	—	UNIT 99/99/9999	413247206
—	HARMONY MERGER CORP	500,000	$4.91M	0.3%	$9.85	—	COM	413247107
—	GARNERO GROUP ACQUISITION CO	500,000	$4.895M	0.3%	$9.53	—	SHS	G5866L108
—	GENERAL ELECTRIC CO	153,100	$4.769M	0.3%	—	—	Put	369604953
SNY	SANOFI	109,882	$4.686M	0.3%	$47.47	—	SPONSORED ADR	80105N105
—	PARSLEY ENERGY INC	250,000	$4.613M	0.3%	$16.68	—	CL A	701877102
—	PHARMATHENE INC	2,341,291	$4.448M	0.3%	$1.70	—	COM	71714G102
AL	AIR LEASE CORP	131,531	$4.404M	0.2%	$29.77	-4.6%	CL A	00912X302
—	SPDR S&P 500 ETF TR	21,600	$4.404M	0.2%	—	—	Call	78462F903
—	ENERGEN CORP	105,000	$4.304M	0.2%	—	—	Call	29265N908
BMRN	BIOMARIN PHARMACEUTICAL INC	40,500	$4.243M	0.2%	$105.95	-1.5%	COM	09061G101
—	ELECTRUM SPL ACQUISITION COR	400,000	$3.98M	0.2%	$9.95	—	UNIT 99/99/9999	G3105C120
—	HENNESSY CAP ACQUISITION COR	400,000	$3.92M	0.2%	$9.86	—	UNIT 99/99/9999	42588J209
—	ELECTRUM SPL ACQUISITION COR	400,000	$3.86M	0.2%	$9.46	—	SHS	G3105C104
—	FINTECH ACQUISITION CORP	399,900	$3.851M	0.2%	$9.85	—	COM	31809H100
—	MEDIA GEN INC NEW	229,161	$3.701M	0.2%	$16.15	—	COM	58441K100
—	CAPITOL ACQUISITION CORP III	350,000	$3.483M	0.2%	$9.95	—	UNIT 99/99/9999	14055M205
FANG	DIAMONDBACK ENERGY INC	50,300	$3.365M	0.2%	$59.88	-3.9%	COM	25278X109
—	CSRA INC	111,851	$3.356M	0.2%	$30.00	—	COM	12650T104
—	LIBERTY INTERACTIVE CORP	70,500	$3.18M	0.2%	$45.11	—	LBT VENT COM A	53071M880
—	WEATHERFORD INTL PLC	375,000	$3.146M	0.2%	$8.91	—	ORD SHS	G48833100
—	PIONEER NAT RES CO	25,000	$3.135M	0.2%	—	—	Call	723787907
UAL	UNITED CONTL HLDGS INC	52,978	$3.036M	0.2%	$57.83	-0.2%	COM	910047109
—	DOUBLE EAGLE ACQUISITION COR	300,000	$3M	0.2%	$10.14	—	UNIT 99/99/9999	G28195108
—	KINDER MORGAN INC DEL	200,000	$2.984M	0.2%	—	—	Call	49456B901
UNP	UNION PAC CORP	38,000	$2.972M	0.2%	$68.29	0.0%	COM	907818108
—	GLOBAL PARTNER ACQUISITION C	300,000	$2.97M	0.2%	$9.82	—	COM	37954X105
—	HENNESSY CAP ACQUISITION COR	300,000	$2.91M	0.2%	$9.68	—	COM	42588J100
—	POWERSHARES ETF TRUST II	125,000	$2.8M	0.2%	—	—	Put	73936Q959
—	ILLUMINA INC	2,500,000	$2.73M	0.2%	$1.09	—	NOTE 6/1	452327AF6
—	CORE LABORATORIES N V	25,000	$2.719M	0.2%	—	—	Call	N22717907
—	SBA COMMUNICATIONS CORP	25,462	$2.675M	0.2%	$105.06	—	COM	78388J106
—	SPDR SERIES TRUST	84,835	$2.564M	0.1%	$30.22	—	S&P OILGAS EXP	78464A730
—	CHESAPEAKE ENERGY CORP	5,201,000	$2.548M	0.1%	$0.96	—	NOTE 2.500% 5/1	165167BZ9
HUBB	HUBBELL INC	23,898	$2.415M	0.1%	$76.44	0.0%	COM	443510607
—	PENNEY J C INC	350,000	$2.331M	0.1%	—	—	Put	708160956
—	DT ASIA INVTS LTD	230,000	$2.314M	0.1%	$9.70	—	SHS	G2615J104
—	FORUM ENERGY TECHNOLOGIES IN	175,000	$2.181M	0.1%	$12.46	—	COM	34984V100
—	ARCHROCK PARTNERS L P	173,800	$2.139M	0.1%	—	—	Put	03957U950
—	XEROX CORP	200,000	$2.126M	0.1%	$10.63	—	COM	984121103
—	KEURIG GREEN MTN INC	23,500	$2.115M	0.1%	$90.00	—	COM	49271M100
—	LORAL SPACE & COMMUNICATNS I	51,369	$2.091M	0.1%	$40.71	—	COM	543881106
—	AROWANA INC	210,000	$2.058M	0.1%	$8.51	—	SHS	G05011104
AXTA	AXALTA COATING SYS LTD	76,053	$2.027M	0.1%	$30.61	-8.8%	COM	G0750C108
CLLS	CELLECTIS S A	63,335	$1.965M	0.1%	$36.08	—	SPONSORED ADS	15117K103
—	DOUBLE EAGLE ACQUISITION COR	200,000	$1.912M	0.1%	$9.56	—	COM	G28195124
—	U S SILICA HLDGS INC	100,000	$1.873M	0.1%	$18.73	—	COM	90346E103
EXPE	EXPEDIA INC DEL	14,890	$1.851M	0.1%	$120.15	0.0%	COM NEW	30212P303
—	1347 CAP CORP	175,000	$1.724M	0.1%	$9.60	—	COM	68245V103
—	GORES HLDGS INC	170,000	$1.7M	0.1%	$10.00	—	CL A	382866101
—	STARWOOD WAYPOINT RESIDENTL	73,952	$1.674M	0.1%	$23.83	—	COM SHS	85571W109
—	HARMAN INTL INDS INC	17,520	$1.651M	0.1%	$94.24	—	COM	413086109
IYR	ISHARES TR	21,300	$1.599M	0.1%	$75.07	—	U.S. REAL ES ETF	464287739
—	WAUSAU PAPER CORP	153,000	$1.565M	0.1%	—	—	Put	943315951
—	WAUSAU PAPER CORP	150,131	$1.536M	0.1%	$10.23	—	COM	943315101
—	CONSTANT CONTACT INC	51,946	$1.519M	0.1%	$29.24	—	COM	210313102
—	RSP PERMIAN INC	60,000	$1.463M	0.1%	—	—	Call	74978Q905
—	CAPITOL ACQUISITION CORP III	150,000	$1.434M	0.1%	$9.56	—	COM	14055M106
—	PACE HLDGS CORP	140,000	$1.344M	0.1%	$9.60	—	CL A	G6865N103
—	QEP RES INC	100,000	$1.34M	0.1%	—	—	Call	74733V900
CTRA	CABOT OIL & GAS CORP	75,000	$1.327M	0.1%	$14.58	0.0%	COM	127097103
TTI	TETRA TECHNOLOGIES INC DEL	175,000	$1.316M	0.1%	$7.78	0.0%	COM	88162F105
IBB	ISHARES TR	3,632	$1.229M	0.1%	$338.38	—	NASDQ BIOTEC ETF	464287556
—	AR CAP ACQUISITION CORP	125,000	$1.216M	0.1%	$9.73	—	UNIT 10/06/2019	00191R208
—	UNITED CONTL HLDGS INC	20,000	$1.146M	0.1%	—	—	Call	910047909
ILMN	ILLUMINA INC	5,550	$1.065M	0.1%	$202.14	-20.2%	COM	452327109
—	GENERAL MTRS CO	38,180	$929K	0.1%	$24.33	—	*W EXP 07/10/201	37045V118
ACWI	ISHARES TR	16,400	$915K	0.1%	$55.79	—	MSCI ACWI ETF	464288257
—	CHINA INFORMATION TECHNOLOGY	521,966	$877K	0.0%	$1.23	—	COM	G21174100
ACTG	ACACIA RESH CORP	200,000	$858K	0.0%	$6.57	0.0%	ACACIA TCH COM	003881307
—	EXTERRAN CORP	50,000	$803K	0.0%	$16.06	—	COM	30227H106
—	CARRIZO OIL & GAS INC	25,000	$740K	0.0%	$29.60	—	COM	144577103
—	CRH PLC	25,124	$724K	0.0%	$28.82	—	ADR	12626K203
—	CONTINENTAL RESOURCES INC	31,000	$712K	0.0%	$38.67	—	COM	212015101
—	AIR LEASE CORP	20,000	$670K	0.0%	—	—	Call	00912X902
—	MICRON TECHNOLOGY INC	45,800	$649K	0.0%	—	—	Put	595112953
CSTE	CAESARSTONE SDOT-YAM LTD	12,800	$555K	0.0%	$48.21	-27.0%	ORD SHS	M20598104
—	SOUTHWESTERN ENERGY CO	75,200	$535K	0.0%	$7.11	—	COM	845467109
—	ISHARES TR	32,100	$518K	0.0%	$16.14	—	MSCI UTD KNGDM	46434V548
—	SPIRIT AEROSYSTEMS HLDGS INC	10,000	$501K	0.0%	—	—	Put	848574959
—	BOULEVARD ACQUISITION	50,000	$495K	0.0%	$9.90	—	CL A	10157Q102
—	CTRIP COM INTL LTD	10,400	$482K	0.0%	$46.35	—	AMERICAN DEP SHS	22943F100
—	ISHARES	46,000	$473K	0.0%	$10.28	—	MSCI SINGAP ETF	464286673
—	BIOMED REALTY TRUST INC	19,195	$455K	0.0%	$23.70	—	COM	09063H107
—	TETRALOGIC PHARMACEUTICALS C	1,000,000	$426K	0.0%	$0.60	—	NOTE 8.000% 6/1	88165UAB5
—	AMEDICA CORP	3,766,964	$423K	0.0%	$0.26	—	COM	023435100
—	POTASH CORP SASK INC	24,000	$411K	0.0%	$17.13	—	COM	73755L107
TAC	TRANSALTA CORP	100,000	$355K	0.0%	$4.32	0.0%	COM	89346D107
—	ABILITY INC	30,000	$297K	0.0%	$9.90	—	SHS	G8789K108
IWM	ISHARES TR	2,600	$293K	0.0%	$112.69	—	RUSSELL 2000 ETF	464287655
—	JARDEN CORP	5,000	$286K	0.0%	$57.20	—	COM	471109108
—	CSX CORP	10,700	$278K	0.0%	—	—	Call	126408903
—	FERRO CORP	24,535	$273K	0.0%	$12.48	—	COM	315405100
—	VAPOR CORP DEL	24,112	$260K	0.0%	$8.96	—	UNIT 99/99/9999	922099502
—	PHH CORP	14,420	$234K	0.0%	$14.14	—	COM NEW	693320202
—	FIDELITY & GTY LIFE	8,850	$225K	0.0%	$25.42	—	COM	315785105
—	CHESAPEAKE ENERGY CORP	600,000	$197K	0.0%	$0.72	—	NOTE 2.250%12/1	165167CB1
—	CONSTELLIUM NV	24,091	$186K	0.0%	$7.72	—	CL A	N22035104
CLNE	CLEAN ENERGY FUELS CORP	47,000	$169K	0.0%	$5.66	-15.3%	COM	184499101
—	WRIGHT MED GROUP N V	160,617	$161K	0.0%	$1.00	—	RIGHT 03/01/2019	N96617126
—	NORTHERN OIL & GAS INC NEV	35,378	$137K	0.0%	$3.87	—	COM	665531109
—	FINJAN HLDGS INC	87,556	$101K	0.0%	$1.64	—	COM NEW	31788H303
—	DOUBLE EAGLE ACQUISITION COR	121,800	$69,000	0.0%	$0.57	—	*W EXP 09/16/202	G28195116
—	APRICUS BIOSCIENCES INC	51,814	$51,000	0.0%	$1.47	—	COM	03832V109
MGTI	MGT CAPITAL INVTS INC	210,300	$50,000	0.0%	$0.77	-63.3%	COM NEW	55302P202
—	PACE HLDGS CORP	79,640	$40,000	0.0%	$0.50	—	*W EXP 99/99/999	G6865N111
—	QUICKLOGIC CORP	34,218	$39,000	0.0%	$1.14	—	COM	74837P108
—	GORES HLDGS INC	74,600	$30,000	0.0%	$0.40	—	*W EXP 08/13/202	382866119
—	FINTECH ACQUISITION CORP	75,000	$26,000	0.0%	$0.37	—	*W EXP 02/19/202	31809H118
—	GLOBAL PARTNER ACQUISITION C	80,000	$23,000	0.0%	$0.29	—	*W EXP 07/01/202	37954X113
—	BOULEVARD ACQUISITION	24,700	$19,000	0.0%	$0.77	—	*W EXP 09/25/202	10157Q110
—	CAPNIA INC	30,000	$15,000	0.0%	$0.36	—	*W EXP 11/12/201	14066L113
—	CAPITOL ACQUISITION CORP III	30,464	$15,000	0.0%	$0.49	—	*W EXP 10/13/202	14055M114
—	ELECTRUM SPL ACQUISITION COR	58,400	$13,000	0.0%	$0.22	—	*W EXP 99/99/999	G3105C112
—	PERSEON CORP	293,450	$8,000	0.0%	$0.09	—	*W EXP 99/99/999	715270112
—	HARMONY MERGER CORP	120,000	$0	0.0%	$0.30	—	*W EXP 01/01/202	413247123
—	AROWANA INC	45,000	$0	0.0%	—	—	RIGHT 01/01/2017	G05011120