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
Estimated average burden
hours per response: 23.8
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 7,220 400,000 SH   SOLE   400,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 19,125 22,500,000 PRN   SOLE   22,500,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 28,294 14,326,000 PRN   SOLE   14,326,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,475 24,700 SH   SOLE   24,700 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 423 500 SH   SOLE   500 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 11,983 11,000,000 PRN   SOLE   11,000,000 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 15,496 377,500 SH   SOLE   377,500 0 0
B/E AEROSPACE INC COM 073302101 26,676 416,100 SH   SOLE   416,100 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 41,650 570,000 SH   SOLE   570,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 6,874 6,000,000 PRN   SOLE   6,000,000 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 1,623 1,500,000 PRN   SOLE   1,500,000 0 0
CF CORP SHS CL A G20307107 48,091 4,804,300 SH   SOLE   4,804,300 0 0
CF CORP *W EXP 05/25/202 G20307115 28,529 2,850,000 SH   SOLE   2,850,000 0 0
CINEDIGM CORP COM NEW 172406209 214 137,757 SH   SOLE   137,757 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 10,852 5,500,000 PRN   SOLE   5,500,000 0 0
CONYERS PARK ACQUISITION CORP CL A COM 212894109 15,900 1,500,000 SH   SOLE   1,500,000 0 0
CONYERS PARK ACQUISITION CORP *W EXP 07/20/202 212894117 5,299 499,900 SH   SOLE   499,900 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 34,109 26,000,000 PRN   SOLE   26,000,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 24,059 375,454 SH   SOLE   375,454 0 0
DOMINION RES INC VA NEW UNIT 08/15/2019 25746U836 2,533 50,000 SH   SOLE   50,000 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 85,130 5,128,325 SH   SOLE   5,128,325 0 0
FINTECH ACQUISITION CORP II COM 31810G109 9,850 1,000,000 SH   SOLE   1,000,000 0 0
FINTECH ACQUISITION CORP II *W EXP 01/19/202 31810G117 4,925 500,000 SH   SOLE   500,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 13,527 275,000 SH   SOLE   275,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 7,950 10,250,000 PRN   SOLE   10,250,000 0 0
GORES HLDGS II INC COM CL A 382867109 22,000 2,200,000 SH   SOLE   2,200,000 0 0
GORES HLDGS II INC *W EXP 03/06/202 382867117 7,333 733,332 SH   SOLE   733,332 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 76,513 43,800,000 PRN   SOLE   43,800,000 0 0
KAYNE ANDERSON ACQUISITION UNIT 06/30/2022 48661U201 13,026 1,300,000 SH   SOLE   1,300,000 0 0
KINDER MORGAN INC DEL COM 49456B101 7,600 349,600 SH   SOLE   349,600 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 8/1 53220KAD0 10,430 7,000,000 PRN   SOLE   7,000,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,119 26,300 SH   SOLE   26,300 0 0
MATLIN & PARTNERS ACQUISITIO UNIT 05/28/2021A 57682V205 8,016 800,000 SH   SOLE   800,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 1,541 1,350,000 PRN   SOLE   1,350,000 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 19,168 11,032,000 PRN   SOLE   11,032,000 0 0
MICRON TECHNOLOGY INC COM 595112103 22,233 769,300 SH   SOLE   769,300 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 14,025 11,000,000 PRN   SOLE   11,000,000 0 0
MONSANTO CO NEW COM 61166W101 3,407 30,100 SH Put SOLE   30,100 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4,588 10,000,000 PRN   SOLE   10,000,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 9,546 7,000,000 PRN   SOLE   7,000,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 31,050 300,000 SH   SOLE   300,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 10,350 100,000 SH Call SOLE   100,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11,976 9,000,000 PRN   SOLE   9,000,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 9,591 619,200 SH   SOLE   619,200 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 22,075 18,550,000 PRN   SOLE   18,550,000 0 0
PRICELINE GRP INC COM NEW 741503403 16,732 9,400 SH   SOLE   9,400 0 0
PROOFPOINT INC COM 743424103 4,127 55,500 SH   SOLE   55,500 0 0
PROTALIX BIOTHERAPEUTICS INC NOTE 7.500%11/1 74365AAD3 3,096 1,938,000 PRN   SOLE   1,938,000 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 11,336 110,000 SH   SOLE   110,000 0 0
ROCKWELL COLLINS INC COM 774341101 7,870 81,000 SH Put SOLE   81,000 0 0
RPM INTL INC COM 749685103 3,357 61,000 SH   SOLE   61,000 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   SOLE   600,000 0 0
SILVER RUN ACQUISITION UNIT 99/99/9999 82812A202 32,249 3,091,900 SH   SOLE   3,091,900 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 12,032 13,500,000 PRN   SOLE   13,500,000 0 0
SOLAZYME INC NOTE 6.000% 2/0 83415TAB7 1,300 2,000,000 PRN   SOLE   2,000,000 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 19,854 1,671,231 SH   SOLE   1,671,231 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 22,458 19,700,000 PRN   SOLE   19,700,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 9,310 7,000,000 PRN   SOLE   7,000,000 0 0
SYNGENTA AG SPONSORED ADR 87160A100 44,250 500,000 SH   SOLE   500,000 0 0
TERADYNE INC COM 880770102 6,127 197,000 SH   SOLE   197,000 0 0
TERRAFORM PWR INC CL A COM 88104R100 65,407 5,287,518 SH   SOLE   5,287,518 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 106,350 24,000,000 PRN   SOLE   24,000,000 0 0
TIME WARNER INC COM NEW 887317303 39,084 400,000 SH   SOLE   400,000 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 19,278 11,000,000 PRN   SOLE   11,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 90,369 860,000 SH   SOLE   860,000 0 0
TRIBUNE MEDIA CO CL A 896047503 190,149 5,101,924 SH   SOLE   5,101,924 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 23,920 26,250,000 PRN   SOLE   26,250,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 11,059 10,770,000 PRN   SOLE   10,770,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 13,091 135,000 SH   SOLE   135,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9,338 9,200,000 PRN   SOLE   9,200,000 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 59,789 946,687 SH   SOLE   946,687 0 0
WESTAR ENERGY INC COM 95709T100 33,919 625,000 SH   SOLE   625,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 2,981 2,500,000 PRN   SOLE   2,500,000 0 0