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 5,095 4,800,000 PRN   SOLE 0 4,800,000 0 0
AK STL CORP NOTE 5.000%11/1 001546AP5 11,828 5,743,000 PRN   SOLE 0 5,743,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 27,195 309,700 SH   SOLE 0 309,700 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 2,677 2,000,000 PRN   SOLE 0 2,000,000 0 0
ALLERGAN PLC SHS G0177J108 3,361 16,002 SH   SOLE 0 16,002 0 0
COBALT INTL ENERGY INC COM 19075F106 6,863 5,625,346 SH   SOLE 0 5,625,346 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,000 5,000,000 PRN   SOLE 0 5,000,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 2,057 7,088,000 PRN   SOLE 0 7,088,000 0 0
CONSTELLIUM NV CL A N22035104 2,972 503,678 SH   SOLE 0 503,678 0 0
GNC HLDGS INC COM CL A 36191G107 4,528 410,100 SH Call SOLE 0 410,100 0 0
HERBALIFE LTD COM USD SHS G4412G101 15,335 318,555 SH   SOLE 0 318,555 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 7,105 7,756,000 PRN   SOLE 0 7,756,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 18,512 800,000 SH   SOLE 0 800,000 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 2,519 3,500,000 PRN   SOLE 0 3,500,000 0 0
IAC INTERACTIVECORP COM 44919P508 22,029 340,004 SH   SOLE 0 340,004 0 0
INTELSAT S A COM L5140P101 194 72,741 SH   SOLE 0 72,741 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,093 6,000,000 PRN   SOLE 0 6,000,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 9,150 15,492,000 PRN   SOLE 0 15,492,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 11,673 19,434,000 PRN   SOLE 0 19,434,000 0 0
MATCH GROUP INC COM 57665R106 4,013 234,692 SH   SOLE 0 234,692 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 65,299 47,316,000 PRN   SOLE 0 47,316,000 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 23,128 1,115,163 SH   SOLE 0 1,115,163 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 10,053 7,000,000 PRN   SOLE 0 7,000,000 0 0
RED HAT INC COM 756577102 9,779 140,300 SH   SOLE 0 140,300 0 0
SEADRILL LIMITED SHS G7945E105 7,093 2,080,028 SH   SOLE 0 2,080,028 0 0
SHIP FINANCE INTERNATIONAL L NOTE 5.750%10/1 G81075AF3 8,537 8,500,000 PRN   SOLE 0 8,500,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 23,007 24,797,000 PRN   SOLE 0 24,797,000 0 0
SINA CORP ORD G81477104 91,493 1,505,066 SH   SOLE 0 1,505,066 0 0
SINA CORP ORD G81477104 43,842 721,200 SH Put SOLE 0 721,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,769 80,000 SH Call SOLE 0 80,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 8,769 80,000 SH Put SOLE 0 80,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 22,253 19,811,000 PRN   SOLE 0 19,811,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 7,182 10,150,000 PRN   SOLE 0 10,150,000 0 0
TERADYNE INC COM 880770102 2,471 97,300 SH   SOLE 0 97,300 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 61,983 71,200,000 PRN   SOLE 0 71,200,000 0 0
TRONOX LTD SHS CL A Q9235V101 10,797 1,047,217 SH   SOLE 0 1,047,217 0 0
UNISYS CORP COM NEW 909214306 3,513 235,000 SH   SOLE 0 235,000 0 0
VERSO CORP CL A 92531L207 5,771 812,789 SH   SOLE 0 812,789 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 7,916 7,000,000 PRN   SOLE 0 7,000,000 0 0
YAHOO INC COM 984332106 265,936 6,877,053 SH   SOLE 0 6,877,053 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 2,440 66,900 SH   SOLE 0 66,900 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 18,532 1,577,179 SH   SOLE 0 1,577,179 0 0