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
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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
AG MTG INVT TR INC COM 001228105 5,776 400,000 SH   SOLE   400,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 10,922 12,500,000 PRN   SOLE   12,500,000 0 0
ALCOA INC COM 013817101 14,115 1,522,700 SH   SOLE   1,522,700 0 0
ALLY FINL INC COM 02005N100 1,707 100,000 SH   SOLE   100,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 38,825 550,000 SH   SOLE   550,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 2,846 3,000,000 PRN   SOLE   3,000,000 0 0
CF CORP UNIT 99/99/9999 G20307123 57,536 5,800,000 SH   SOLE   5,800,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 6,780 12,000,000 PRN   SOLE   12,000,000 0 0
CINEDIGM CORP COM NEW 172406209 167 137,757 SH   SOLE   137,757 0 0
CITRIX SYS INC COM 177376100 6,968 87,000 SH   SOLE   87,000 0 0
DIAMOND RESORTS INTL INC COM 25272T104 17,976 600,000 SH   SOLE   600,000 0 0
E M C CORP MASS COM 268648102 163,020 6,000,000 SH   SOLE   6,000,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 5,659 5,000,000 PRN   SOLE   5,000,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 75,284 5,128,325 SH   SOLE   5,128,325 0 0
FINTECH ACQUISITION CORP COM 31809H100 6,579 657,854 SH   SOLE   657,854 0 0
FINTECH ACQUISITION CORP *W EXP 02/19/202 31809H118 3,000 300,000 SH   SOLE   300,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 6,448 11,250,000 PRN   SOLE   11,250,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 2,752 3,750,000 PRN   SOLE   3,750,000 0 0
HUMANA INC COM 444859102 22,485 125,000 SH   SOLE   125,000 0 0
ILLUMINA INC COM 452327109 5,096 36,300 SH   SOLE   36,300 0 0
ITC HLDGS CORP COM 465685105 20,459 436,979 SH   SOLE   436,979 0 0
KLA-TENCOR CORP COM 482480100 27,469 375,000 SH   SOLE   375,000 0 0
LINKEDIN CORP COM CL A 53578A108 28,388 150,000 SH   SOLE   150,000 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1,948 26,300 SH   SOLE   26,300 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 2,461 52,500 SH   SOLE   52,500 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 2,739 2,497,000 PRN   SOLE   2,497,000 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 3,538 5,000,000 PRN   SOLE   5,000,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 16,914 12,500,000 PRN   SOLE   12,500,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11,498 9,000,000 PRN   SOLE   9,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 27,267 26,250,000 PRN   SOLE   26,250,000 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 4.500% 9/1 74365AAB7 1,666 2,500,000 PRN   SOLE   2,500,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 11,864 10,390,000 PRN   SOLE   10,390,000 0 0
RITE AID CORP COM 767754104 29,960 4,000,000 SH   SOLE   4,000,000 0 0
RPM INTL INC COM 749685103 6,334 126,800 SH   SOLE   126,800 0 0
ST JUDE MED INC COM 790849103 21,450 275,000 SH   SOLE   275,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 7,788 7,000,000 PRN   SOLE   7,000,000 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 1,111 2,000,000 PRN   SOLE   2,000,000 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 5,125 1,731,551 SH   SOLE   1,731,551 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 28,131 27,000,000 PRN   SOLE   27,000,000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 34,556 450,000 SH   SOLE   450,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 57,509 785,000 SH   SOLE   785,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 12,509 5,000,000 PRN   SOLE   5,000,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 4,733 4,500,000 PRN   SOLE   4,500,000 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 102,952 7,986,979 SH   SOLE   7,986,979 0 0
TRIBUNE MEDIA CO CL A 896047503 248,716 6,348,043 SH   SOLE   6,348,043 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 2,323 1,500,000 PRN   SOLE   1,500,000 0 0
TYCO INTL PLC SHS G91442106 26,625 625,000 SH   SOLE   625,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 30,203 12,000,000 PRN   SOLE   12,000,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 10,109 9,200,000 PRN   SOLE   9,200,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,283 4,000,000 PRN   SOLE   4,000,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 14,247 210,000 SH   SOLE   210,000 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 41,551 23,237,000 PRN   SOLE   23,237,000 0 0
WHITING PETE CORP NEW NOTE 5.000% 3/1 966387AW2 5,549 5,750,000 PRN   SOLE   5,750,000 0 0
WHITING PETE CORP NEW NOTE 5.750% 3/1 966387AV4 64,336 68,080,000 PRN   SOLE   68,080,000 0 0
WHITING PETE CORP NEW NOTE 6.500%10/0 966387AY8 11,445 11,799,000 PRN   SOLE   11,799,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 4,648 100,000 SH   SOLE   100,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 27,561 17,125,000 PRN   SOLE   17,125,000 0 0