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 6,844 400,000 SH   SOLE   400,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 17,100 22,500,000 PRN   SOLE   22,500,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,681 55,200 SH   SOLE   55,200 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 9,230 12,125 SH   SOLE   12,125 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 9,897 327,500 SH   SOLE   327,500 0 0
B/E AEROSPACE INC COM 073302101 13,543 225,000 SH   SOLE   225,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 35,667 520,000 SH   SOLE   520,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 3,002 3,000,000 PRN   SOLE   3,000,000 0 0
CABELAS INC COM 126804301 17,565 300,000 SH   SOLE   300,000 0 0
CARDCONNECT CORP *W EXP 07/29/202 14141X116 3,456 272,100 SH Call SOLE   272,100 0 0
CF CORP SHS CL A G20307107 57,536 5,800,000 SH   SOLE   5,800,000 0 0
CF CORP *W EXP 05/25/202 G20307115 28,768 2,900,000 SH Call SOLE   2,900,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 7,268 12,000,000 PRN   SOLE   12,000,000 0 0
CINEDIGM CORP COM NEW 172406209 198 137,757 SH   SOLE   137,757 0 0
CONYERS PARK ACQUISITION CORP CL A COM 212894109 15,345 1,500,000 SH   SOLE   1,500,000 0 0
CONYERS PARK ACQUISITION CORP *W EXP 07/20/202 212894117 5,114 499,900 SH Call SOLE   499,900 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 26,158 475,854 SH   SOLE   475,854 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 10,827 8,500,000 PRN   SOLE   8,500,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 95,900 5,128,325 SH   SOLE   5,128,325 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 8,014 10,250,000 PRN   SOLE   10,250,000 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 3,005 3,750,000 PRN   SOLE   3,750,000 0 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 11,377 225,000 SH   SOLE   225,000 0 0
HARMAN INTL INDS INC COM 413086109 5,558 50,000 SH   SOLE   50,000 0 0
KINDER MORGAN INC DEL COM 49456B101 7,240 349,600 SH   SOLE   349,600 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 17,913 10,000,000 PRN   SOLE   10,000,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,149 26,300 SH   SOLE   26,300 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 15,176 11,032,000 PRN   SOLE   11,032,000 0 0
MICRON TECHNOLOGY INC COM 595112103 10,585 482,900 SH   SOLE   482,900 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 7,166 5,000,000 PRN   SOLE   5,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 36,754 375,000 SH   SOLE   375,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11,261 9,000,000 PRN   SOLE   9,000,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 21,558 17,000,000 PRN   SOLE   17,000,000 0 0
PRICELINE GRP INC COM NEW 741503403 6,744 4,600 SH   SOLE   4,600 0 0
PROOFPOINT INC COM 743424103 5,030 71,200 SH   SOLE   71,200 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 470 1,057,068 SH   SOLE   1,057,068 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 1,679 1,938,000 PRN   SOLE   1,938,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 16,712 10,163,000 PRN   SOLE   10,163,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 9,284 80,000 SH   SOLE   80,000 0 0
REYNOLDS AMERICAN INC COM 761713106 23,873 426,000 SH   SOLE   426,000 0 0
RITE AID CORP COM 767754104 35,926 4,360,000 SH   SOLE   4,360,000 0 0
ROCKWELL COLLINS INC COM 774341101 7,514 81,000 SH Put SOLE   81,000 0 0
RPM INTL INC COM 749685103 1,733 32,200 SH   SOLE   32,200 0 0
SABAN CAP ACQUISITION CORP COM CL A 78516C106 12,000 1,200,000 SH   SOLE   1,200,000 0 0
SABAN CAP ACQUISITION CORP *W EXP 09/21/202 78516C114 6,000 600,000 SH Call SOLE   600,000 0 0
ST JUDE MED INC COM 790849103 28,067 350,000 SH   SOLE   350,000 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 1,310 2,000,000 PRN   SOLE   2,000,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 3,938 155,000 SH   SOLE   155,000 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 8,240 1,612,431 SH   SOLE   1,612,431 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 19,296 17,200,000 PRN   SOLE   17,200,000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 47,430 600,000 SH   SOLE   600,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 73,814 785,000 SH   SOLE   785,000 0 0
TERRAFORM PWR INC CL A COM 88104R100 22,943 1,791,018 SH   SOLE   1,791,018 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 92,940 24,000,000 PRN   SOLE   24,000,000 0 0
TIME WARNER INC COM NEW 887317303 4,827 50,000 SH   SOLE   50,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 13,089 9,000,000 PRN   SOLE   9,000,000 0 0
TRIBUNE MEDIA CO CL A 896047503 217,808 6,226,655 SH   SOLE   6,226,655 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 17,710 19,250,000 PRN   SOLE   19,250,000 0 0
VALSPAR CORP COM 920355104 1,844 17,800 SH Call SOLE   17,800 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 26,708 12,000,000 PRN   SOLE   12,000,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9,396 9,200,000 PRN   SOLE   9,200,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 28,288 470,250 SH   SOLE   470,250 0 0
WESTAR ENERGY INC COM 95709T100 28,175 500,000 SH   SOLE   500,000 0 0
WHITEWAVE FOODS CO COM 966244105 16,184 291,083 SH   SOLE   291,083 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 35,984 17,125,000 PRN   SOLE   17,125,000 0 0
YAHOO INC NOTE 12/0 984332AF3 9,881 10,000,000 PRN   SOLE   10,000,000 0 0