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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 6,300 400,000 SH   SOLE   400,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 18,352 22,500,000 PRN   SOLE   22,500,000 0 0
ALCOA INC COM 013817101 10,238 1,009,700 SH   SOLE   1,009,700 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 19,650 24,000 SH   SOLE   24,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 35,776 520,000 SH   SOLE   520,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 3,098 3,000,000 PRN   SOLE   3,000,000 0 0
CARDCONNECT CORP COM 14141X108 2,121 217,081 SH   SOLE   217,081 0 0
CARDCONNECT CORP *W EXP 07/29/202 14141X116 2,658 272,100 SH   SOLE   272,100 0 0
CF CORP SHS CL A G20307107 56,782 5,800,000 SH   SOLE   5,800,000 0 0
CF CORP *W EXP 05/25/202 G20307115 28,391 2,900,000 SH   SOLE   2,900,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 7,613 12,000,000 PRN   SOLE   12,000,000 0 0
CINEDIGM CORP COM NEW 172406209 280 137,757 SH   SOLE   137,757 0 0
CITRIX SYS INC COM 177376100 7,414 87,000 SH   SOLE   87,000 0 0
CONYERS PARK ACQUISITION CORP CL A COM 212894109 15,000 1,500,000 SH   SOLE   1,500,000 0 0
CONYERS PARK ACQUISITION CORP *W EXP 07/20/202 212894117 5,000 500,000 SH   SOLE   500,000 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 14,133 125,000 SH   SOLE   125,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 29,368 614,397 SH   SOLE   614,397 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 12,231 10,000,000 PRN   SOLE   10,000,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 77,079 5,128,325 SH   SOLE   5,128,325 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,530 11,250,000 PRN   SOLE   11,250,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 3,136 3,750,000 PRN   SOLE   3,750,000 0 0
INGRAM MICRO INC CL A 457153104 19,613 550,000 SH   SOLE   550,000 0 0
ITC HLDGS CORP COM 465685105 9,392 202,059 SH   SOLE   202,059 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 22,563 10,000,000 PRN   SOLE   10,000,000 0 0
LINKEDIN CORP COM CL A 53578A108 57,107 298,800 SH   SOLE   298,800 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,189 26,300 SH   SOLE   26,300 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 2,589 2,000,000 PRN   SOLE   2,000,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 4,249 76,200 SH   SOLE   76,200 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 8,626 5,532,000 PRN   SOLE   5,532,000 0 0
MICRON TECHNOLOGY INC COM 595112103 5,082 285,800 SH   SOLE   285,800 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 23,132 15,250,000 PRN   SOLE   15,250,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 10,806 9,000,000 PRN   SOLE   9,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 31,270 26,250,000 PRN   SOLE   26,250,000 0 0
PRICELINE GRP INC COM NEW 741503403 1,766 1,200 SH   SOLE   1,200 0 0
PROOFPOINT INC COM 743424103 389 5,200 SH   SOLE   5,200 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 4.500% 9/1 74365AAB7 1,669 2,500,000 PRN   SOLE   2,500,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 9,589 7,390,000 PRN   SOLE   7,390,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 7,294 70,000 SH   SOLE   70,000 0 0
RITE AID CORP COM 767754104 33,990 4,420,000 SH   SOLE   4,420,000 0 0
RITE AID CORP COM 767754104 77 10,000 SH Call SOLE   10,000 0 0
RPM INTL INC COM 749685103 3,019 56,200 SH   SOLE   56,200 0 0
SABAN CAP ACQUISITION CORP UNIT 99/99/9999 78516C205 12,096 1,200,000 SH   SOLE   1,200,000 0 0
ST JUDE MED INC COM 790849103 39,880 500,000 SH   SOLE   500,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 6,088 5,000,000 PRN   SOLE   5,000,000 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 1,185 2,000,000 PRN   SOLE   2,000,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 633 20,000 SH   SOLE   20,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 17,157 15,200,000 PRN   SOLE   15,200,000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 52,560 600,000 SH   SOLE   600,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 61,159 785,000 SH   SOLE   785,000 0 0
TERRAFORM PWR INC CL A COM 88104R100 20,329 1,461,451 SH   SOLE   1,461,451 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 70,485 24,000,000 PRN   SOLE   24,000,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 9,889 9,000,000 PRN   SOLE   9,000,000 0 0
TRIBUNE MEDIA CO CL A 896047503 231,831 6,348,043 SH   SOLE   6,348,043 0 0
TRULIA INC NOTE 2.750%12/1 897888AB9 5,307 3,500,000 PRN   SOLE   3,500,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 27,503 12,000,000 PRN   SOLE   12,000,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9,551 9,200,000 PRN   SOLE   9,200,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 24,668 370,250 SH   SOLE   370,250 0 0
WESTAR ENERGY INC COM 95709T100 17,935 316,031 SH   SOLE   316,031 0 0
WHITEWAVE FOODS CO COM 966244105 16,280 299,100 SH   SOLE   299,100 0 0
WHITING PETE CORP NEW DBCV 1.250% 6/0 966387AU6 3,264 3,400,000 PRN   SOLE   3,400,000 0 0
WHITING PETE CORP NEW NOTE 5.750% 3/1 966387AV4 50,243 49,017,600 PRN   SOLE   49,017,600 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 32,216 17,125,000 PRN   SOLE   17,125,000 0 0