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 6,088 400,000 SH   SOLE   400,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,029 87,300 SH   SOLE   87,300 0 0
ALCOA INC COM 013817101 9,278 960,500 SH   SOLE   960,500 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 34,333 36,500 SH   SOLE   36,500 0 0
ALLY FINL INC COM 02005N100 8,504 417,260 SH   SOLE   417,260 0 0
ALTERA CORP COM 021441100 51,793 1,034,200 SH   SOLE   1,034,200 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 3,508 238,000 SH   SOLE   238,000 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 12,838 343,000 SH   SOLE   343,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 2,003 2,500,000 PRN   SOLE   2,500,000 0 0
ATMEL CORP COM 049513104 807 100,000 SH Call SOLE   100,000 0 0
BAKER HUGHES INC COM 057224107 37,547 721,500 SH   SOLE   721,500 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 2,473 3,000,000 PRN   SOLE   3,000,000 0 0
BROADCOM CORP CL A 111320107 45,001 875,000 SH   SOLE   875,000 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,247 100,000 SH Put SOLE   100,000 0 0
CALLAWAY GOLF CO COM 131193104 1,766 211,445 SH   SOLE   211,445 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 9,811 160,000 SH   SOLE   160,000 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 6,132 100,000 SH Call SOLE   100,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 9,366 15,000,000 PRN   SOLE   15,000,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 766 104,500 SH   SOLE   104,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,833 250,000 SH Put SOLE   250,000 0 0
CINEDIGM CORP COM 172406100 771 1,377,613 SH   SOLE   1,377,613 0 0
CITRIX SYS INC COM 177376100 6,561 94,700 SH   SOLE   94,700 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 79,027 5,128,325 SH   SOLE   5,128,325 0 0
FINTECH ACQUISITION CORP UNIT 99/99/9999 31809H209 7,538 750,000 SH   SOLE   750,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,364 7,250,000 PRN   SOLE   7,250,000 0 0
GENERAL MTRS CO *W EXP 12/31/201 37045V134 15,785 525,814 SH   SOLE   525,814 0 0
GULF COAST ULTRA DEEP RTY TR ROYALTY TR UNT 40222T104 334 1,150,000 SH   SOLE   1,150,000 0 0
HEALTH NET INC COM 42222G108 7,004 116,300 SH   SOLE   116,300 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 7,681 4,500,000 PRN   SOLE   4,500,000 0 0
HUMANA INC COM 444859102 29,918 167,140 SH   SOLE   167,140 0 0
ILLUMINA INC COM 452327109 11,112 63,200 SH   SOLE   63,200 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,671 6,410,000 PRN   SOLE   6,410,000 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,102 90,000 SH   SOLE   90,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 8,013 5,000,000 PRN   SOLE   5,000,000 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 2,426 32,500 SH   SOLE   32,500 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 2,211 52,500 SH   SOLE   52,500 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 14,497 11,500,000 PRN   SOLE   11,500,000 0 0
MODUSLINK GLOBAL SOLUTIONS I NOTE 5.250% 3/0 60786LAB3 4,044 5,000,000 PRN   SOLE   5,000,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 13,050 7,500,000 PRN   SOLE   7,500,000 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 3,065 60,000 SH   SOLE   60,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 31,574 28,238,000 PRN   SOLE   28,238,000 0 0
PERRIGO CO PLC SHS G97822103 32,517 206,756 SH   SOLE   206,756 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 4.500% 9/1 74365AAB7 1,780 2,500,000 PRN   SOLE   2,500,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 35,426 23,500,000 PRN   SOLE   23,500,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 3,179 3,389,000 PRN   SOLE   3,389,000 0 0
RPM INTL INC COM 749685103 5,312 126,800 SH   SOLE   126,800 0 0
SIRIUS XM HLDGS INC COM 82968B103 11,220 3,000,000 SH   SOLE   3,000,000 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 1,701 3,000,000 PRN   SOLE   3,000,000 0 0
SOLERA HOLDINGS INC COM 83421A104 23,593 436,902 SH   SOLE   436,902 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 18,656 600,000 SH   SOLE   600,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4,656 5,000,000 PRN   SOLE   5,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 9,125 10,000,000 PRN   SOLE   10,000,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 29,260 29,500,000 PRN   SOLE   29,500,000 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 12,695 125,000 SH   SOLE   125,000 0 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 14,113 20,000,000 PRN   SOLE   20,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 42,127 610,000 SH   SOLE   610,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 24,660 16,000,000 PRN   SOLE   16,000,000 0 0
TIME WARNER CABLE INC COM 88732J207 62,780 350,000 SH   SOLE   350,000 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 201,433 15,236,979 SH   SOLE   15,236,979 0 0
TRIBUNE MEDIA CO CL A 896047503 237,373 6,667,790 SH   SOLE   6,667,790 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 1,282 25,000 SH   SOLE   25,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 14,608 7,000,000 PRN   SOLE   7,000,000 0 0
VIAVI SOLUTIONS INC COM 925550105 742 138,100 SH   SOLE   138,100 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 12,751 210,000 SH   SOLE   210,000 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 38,472 23,237,000 PRN   SOLE   23,237,000 0 0
WPX ENERGY INC COM 98212B103 662 100,000 SH Put SOLE   100,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 8,592 240,000 SH   SOLE   240,000 0 0
YAHOO INC COM 984332106 960 33,200 SH   SOLE   33,200 0 0