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
ACCURAY INC DEBT 3.500% 2/0 004397AF2 13,253 9,800,000 PRN   SOLE 0 9,800,000 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 17,055 16,500,000 PRN   SOLE 0 16,500,000 0 0
CAESARS ENTMT CORP COM 127686103 1,679 212,752 SH   SOLE 0 212,752 0 0
CARNIVAL CORP PAIRED CTF 143658300 68,451 1,256,448 SH   SOLE 0 1,256,448 0 0
CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 12,163 16,360,000 PRN   SOLE 0 16,360,000 0 0
CENVEO INC COM 15670S105 891 1,022,335 SH   SOLE 0 1,022,335 0 0
CHESAPEAKE ENERGY CORP COM 165167107 11,316 2,514,644 SH   SOLE 0 2,514,644 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 825 2,500,000 PRN   SOLE 0 2,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 724 1,500,000 PRN   SOLE 0 1,500,000 0 0
CLIFFS NAT RES INC COM 18683K101 1,896 1,200,000 SH Call SOLE 0 1,200,000 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 57,214 99,434,000 PRN   SOLE 0 99,434,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 19,950 37,850,000 PRN   SOLE 0 37,850,000 0 0
CORSICANTO LTD NOTE 3.500% 1/1 220480AB3 16,655 18,378,000 PRN   SOLE 0 18,378,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 30,093 26,300,000 PRN   SOLE 0 26,300,000 0 0
DHT HOLDINGS INC DEBT 4.500%10/0 23335SAB2 16,235 13,500,000 PRN   SOLE 0 13,500,000 0 0
ENCORE CAP GROUP INC NOTE 3.000%11/2 292554AD4 13,141 12,580,000 PRN   SOLE 0 12,580,000 0 0
ENERGY XXI BERMUDA LTD NOTE 3.000%12/1 29274UAB7 3,295 43,928,000 PRN   SOLE 0 43,928,000 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 42,560 36,392,000 PRN   SOLE 0 36,392,000 0 0
GENER8 MARITIME INC COM Y26889108 21,031 2,225,499 SH   SOLE 0 2,225,499 0 0
HERBALIFE LTD COM USD SHS G4412G101 13,501 251,787 SH   SOLE 0 251,787 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 54,550 64,659,000 PRN   SOLE 0 64,659,000 0 0
HYCROFT MNG CORP DEBT 15.000%10/2 448629AC9 11,470 10,795,333 PRN   SOLE 0 10,795,333 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 3,088 3,000,000 PRN   SOLE 0 3,000,000 0 0
JM GLOBAL HLDG CO UNIT 99/99/9999 46590H200 855 89,263 SH   SOLE 0 89,263 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 1,425 2,750,000 PRN   SOLE 0 2,750,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 13,922 24,917,000 PRN   SOLE 0 24,917,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 19,525 34,634,000 PRN   SOLE 0 34,634,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 6,865 6,550,000 PRN   SOLE 0 6,550,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 31,436 28,071,000 PRN   SOLE 0 28,071,000 0 0
MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 18,501 12,522,000 PRN   SOLE 0 12,522,000 0 0
NRG YIELD INC CL A NEW 62942X306 12,137 872,562 SH   SOLE 0 872,562 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 128,682 77,500,000 PRN   SOLE 0 77,500,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 24,393 22,165,000 PRN   SOLE 0 22,165,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 5,675 579,126 SH   SOLE 0 579,126 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 47,580 28,700,000 PRN   SOLE 0 28,700,000 0 0
PRETIUM RES INC COM 74139C102 7,041 1,396,928 SH   SOLE 0 1,396,928 0 0
PRICELINE GRP INC COM NEW 741503403 14,012 10,990 SH   SOLE 0 10,990 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 43,871 33,975,000 PRN   SOLE 0 33,975,000 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,969 118,811 SH   SOLE 0 118,811 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 12,709 11,751,000 PRN   SOLE 0 11,751,000 0 0
SINA CORP ORD G81477104 43,902 888,700 SH   SOLE 0 888,700 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 8,235 8,500,000 PRN   SOLE 0 8,500,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 264 2,600 SH   SOLE 0 2,600 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 20,799 205,000 SH Put SOLE 0 205,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 17,747 18,500,000 PRN   SOLE 0 18,500,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 24,487 23,625,000 PRN   SOLE 0 23,625,000 0 0
SUNEDISON INC COM 86732Y109 512 100,500 SH   SOLE 0 100,500 0 0
SUNEDISON INC NOTE 2.750% 1/0 86732YAD1 2,496 5,000,000 PRN   SOLE 0 5,000,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 39,021 23,200,000 PRN   SOLE 0 23,200,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 42,854 46,500,000 PRN   SOLE 0 46,500,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 41,106 21,000,000 PRN   SOLE 0 21,000,000 0 0
UNITED STATES STL CORP NEW COM 912909108 6,931 868,600 SH Put SOLE 0 868,600 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 43,362 36,469,000 PRN   SOLE 0 36,469,000 0 0
YAHOO INC COM 984332106 225,440 6,778,100 SH   SOLE 0 6,778,100 0 0
YY INC ADS REPCOM CLA 98426T106 13,406 214,600 SH Put SOLE 0 214,600 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 5,998 1,769,337 SH   SOLE 0 1,769,337 0 0