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
Advance Auto Parts Inc COM 00751Y106 1,370 9,000 SH   SOLE   0 0 9,000
Ally Financial Inc COM 02005N100 647 34,300 SH   SOLE   0 0 34,300
Amgen Inc COM 031162100 3,289 20,000 SH   SOLE   0 0 20,000
Ares Capital Corp COM 04010L103 2,878 200,000 SH   SOLE   0 0 200,000
Biogen Inc COM 09062X103 4,645 15,000 SH   SOLE   0 0 15,000
BioMarin Pharmaceutical Inc COM 09061G101 313 2,953 SH   SOLE   0 0 2,953
BlackRock Debt Strategies Fund COM 09255R103 1,911 572,045 SH   SOLE   0 0 572,045
BlackRock Floating Rate Income COM 09255X100 2,111 163,992 SH   SOLE   0 0 163,992
Blackstone Group LP/The COM 09253U108 4,752 157,500 SH   SOLE   0 0 157,500
Cemex SAB de CV COM 151290889 135 25,000 SH   SOLE   0 0 25,000
Cempra Inc COM 15130J109 1,415 46,000 SH   SOLE   0 0 46,000
Charles Schwab Corp/The COM 808513105 3,356 100,000 SH   SOLE   0 0 100,000
Ciena Corp COM 171779309 3,674 173,235 SH   SOLE   0 0 173,235
Cigna Corp COM 125509109 10,238 69,000 SH   SOLE   0 0 69,000
Citigroup Inc COM 172967424 5,298 100,000 SH   SOLE   0 0 100,000
CUMULUS MEDIA INC-CL A COM 231082116 2 7,103 SH   SOLE   0 0 7,103
Expedia Inc COM 30212P303 179 1,402 SH   SOLE   0 0 1,402
FireEye Inc COM 31816Q101 128 6,065 SH   SOLE   0 0 6,065
General Dynamics Corp COM 369550108 5,614 40,000 SH   SOLE   0 0 40,000
General Electric Co COM 369604103 3,224 103,070 SH   SOLE   0 0 103,070
Gilead Sciences Inc COM 375558103 6,718 65,000 SH   SOLE   0 0 65,000
GlaxoSmithKline PLC COM 37733W105 2,966 72,000 SH   SOLE   0 0 72,000
Hawaiian Telcom Holdco Inc COM 420031106 1,384 53,959 SH   SOLE   0 0 53,959
HeartWare International Inc COM 422368100 15 300 SH   SOLE   0 0 300
Helmerich & Payne Inc COM 423452101 539 9,960 SH   SOLE   0 0 9,960
Hilton Worldwide Holdings Inc COM 43300A104 34 1,550 SH   SOLE   0 0 1,550
Hologic Inc COM 436440101 68 1,716 SH   SOLE   0 0 1,716
Hospitality Properties Trust COM 44106M102 819 30,300 SH   SOLE   0 0 30,300
Host Hotels & Resorts Inc COM 44107P104 159 10,000 SH   SOLE   0 0 10,000
Incyte Corp COM 45337C102 775 7,000 SH   SOLE   0 0 7,000
Invesco Dynamic Credit Opportu COM 46132R104 1,162 110,206 SH   SOLE   0 0 110,206
iShares iBoxx $ High Yield Cor COM 464288513 7,242 90,000 SH   SOLE   0 0 90,000
MGM Holdings Inc COM 55303C101 595 7,781 SH   SOLE   0 0 7,781
MGM Resorts International COM 552953101 7,357 320,686 SH   SOLE   0 0 320,686
Noble Energy Inc COM 655044105 1,019 30,502 SH   SOLE   0 0 30,502
Nordstrom Inc COM 655664100 3,562 70,000 SH   SOLE   0 0 70,000
NorthStar Realty Finance Corp COM 66704R803 2,236 133,512 SH   SOLE   0 0 133,512
Occidental Petroleum Corp COM 674599105 1,705 25,000 SH   SOLE   0 0 25,000
Oil States International Inc COM 678026105 506 18,150 SH   SOLE   0 0 18,150
Patterson-UTI Energy Inc COM 703481101 532 35,040 SH   SOLE   0 0 35,040
Priceline Group Inc/The COM 741503403 5,144 3,950 SH   SOLE   0 0 3,950
Prudential Short Duration High COM 74442F107 2,118 145,400 SH   SOLE   0 0 145,400
QUALCOMM Inc COM 747525103 6,106 120,000 SH   SOLE   0 0 120,000
Red Hat Inc COM 756577102 7,718 92,400 SH   SOLE   0 0 92,400
Starwood Hotels & Resorts Worl COM 85590A401 2,367 33,400 SH   SOLE   0 0 33,400
Synchrony Financial COM 87165B103 1,513 49,300 SH   SOLE   0 0 49,300
Tribune Publishing Co COM 896082104 119 12,649 SH   SOLE   0 0 12,649
Twitter Inc COM 90184L102 239 10,629 SH   SOLE   0 0 10,629
Verizon Communications Inc COM 92343V104 472 10,000 SH   SOLE   0 0 10,000
Vishay Intertechnology Inc COM 928298108 25 2,000 SH   SOLE   0 0 2,000
Visteon Corp COM 92839U206 2,328 20,000 SH   SOLE   0 0 20,000
Xilinx Inc COM 983919101 6,056 125,692 SH   SOLE   0 0 125,692
Yahoo! Inc COM 984332106 254 7,454 SH   SOLE   0 0 7,454
Yum! Brands Inc COM 988498101 4,454 60,000 SH   SOLE   0 0 60,000
ACCURAY INC CONV 004397AB1 4,413 4,353,000 PRN   SOLE   0 0 4,353,000
AIR LEASE CORP CONV 00912XAK0 44,971 32,809,000 PRN   SOLE   0 0 32,809,000
AIRTRAN HOLDINGS INC CONV 00949PAD0 3,037 1,000,000 PRN   SOLE   0 0 1,000,000
AKAMAI TECHNOLOGIES INC CONV 00971TAG6 54,607 56,664,000 PRN   SOLE   0 0 56,664,000
ALERE INC CONV 01449JAA3 5,430 5,227,000 PRN   SOLE   0 0 5,227,000
ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 19,803 18,250,000 PRN   SOLE   0 0 18,250,000
ALPHA NATURAL RESOURCES CONV 02076XAE2 225 10,000,000 PRN   SOLE   0 0 10,000,000
ALZA CORP CONV 02261WAB5 2,370 1,662,000 PRN   SOLE   0 0 1,662,000
ANTHEM INC CONV 94973VBG1 24,171 12,471,000 PRN   SOLE   0 0 12,471,000
Ares Capital Corp CONV 04010LAG8 3,129 3,096,000 PRN   SOLE   0 0 3,096,000
Ares Capital Corp CONV 04010LAJ2 25,588 25,474,000 PRN   SOLE   0 0 25,474,000
Ares Capital Corp CONV 04010LAM5 59,097 59,313,000 PRN   SOLE   0 0 59,313,000
ARRAY BIO INC CONV 04269XAA3 8,481 8,993,000 PRN   SOLE   0 0 8,993,000
ATLAS AIR WORLDWIDE HLDG CONV 049164BH8 5,821 6,996,000 PRN   SOLE   0 0 6,996,000
B2GOLD CORP CONV 11777QAB6 34,053 40,951,000 PRN   SOLE   0 0 40,951,000
BIOMARIN PHARMACEUTICAL CONV 09061GAE1 66,747 51,401,000 PRN   SOLE   0 0 51,401,000
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 32,458 24,058,000 PRN   SOLE   0 0 24,058,000
BLACKROCK CAPITAL INVEST CONV 092533AB4 2,432 2,353,000 PRN   SOLE   0 0 2,353,000
BOTTOMLINE TECHNOLOGIES CONV 101388AA4 18,888 16,586,000 PRN   SOLE   0 0 16,586,000
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 3,655 2,071,000 PRN   SOLE   0 0 2,071,000
BROADSOFT INC CONV 11133BAB8 23,092 21,106,000 PRN   SOLE   0 0 21,106,000
BROADSOFT INC CONV 11133BAC6 15,966 14,404,000 PRN   SOLE   0 0 14,404,000
BROCADE COMMUNICATIONS CONV 111621AQ1 27,052 28,050,000 PRN   SOLE   0 0 28,050,000
BROOKDALE SENIOR LIVING CONV 112463AA2 57,765 58,097,000 PRN   SOLE   0 0 58,097,000
CALAMP CORP CONV 128126AA7 17,400 17,508,000 PRN   SOLE   0 0 17,508,000
CALATLANTIC GROUP INC CONV 783764AS2 25,711 28,534,000 PRN   SOLE   0 0 28,534,000
CALATLANTIC GROUP INC CONV 85375CBC4 33,933 30,196,000 PRN   SOLE   0 0 30,196,000
Cemex SAB de CV CONV 151290BB8 17,933 18,000,000 PRN   SOLE   0 0 18,000,000
Cemex SAB de CV CONV 151290BR3 20,352 25,753,000 PRN   SOLE   0 0 25,753,000
Cemex SAB de CV CONV 151290BT9 4,911 6,228,000 PRN   SOLE   0 0 6,228,000
CENTERPOINT ENERGY INC CONV 15189T206 68,820 1,201,052 SH   SOLE   0 0 1,201,052
CEPHEID INC CONV 15670RAC1 28,174 31,093,000 PRN   SOLE   0 0 31,093,000
CHART INDUSTRIES INC CONV 16115QAC4 109 125,000 PRN   SOLE   0 0 125,000
Ciena Corp CONV 171779AE1 63,369 64,346,000 PRN   SOLE   0 0 64,346,000
Ciena Corp CONV 171779AK7 24,832 18,807,000 PRN   SOLE   0 0 18,807,000
CITRIX SYSTEMS INC CONV 177376AD2 112,861 102,580,000 PRN   SOLE   0 0 102,580,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 24,012 24,072,000 PRN   SOLE   0 0 24,072,000
CLOVIS ONCOLOGY INC CONV 189464AB6 9,492 11,000,000 PRN   SOLE   0 0 11,000,000
COLONY CAPITAL INC CONV 19624RAA4 26,792 27,862,000 PRN   SOLE   0 0 27,862,000
COLONY CAPITAL INC CONV 19624RAB2 59,995 63,909,000 PRN   SOLE   0 0 63,909,000
COLONY STARWOOD HOMES CONV 85571WAB5 12,239 13,145,000 PRN   SOLE   0 0 13,145,000
COLONY STARWOOD HOMES CONV 85571WAD1 11,255 11,247,000 PRN   SOLE   0 0 11,247,000
CORNERSTONE ONDEMAND INC CONV 21925YAB9 42,914 43,274,000 PRN   SOLE   0 0 43,274,000
CTRIP.COM INTER LTD. CONV 22943FAD2 22,669 16,705,000 PRN   SOLE   0 0 16,705,000
CTRIP.COM INTER LTD. CONV 22943FAE0 80,393 70,915,000 PRN   SOLE   0 0 70,915,000
DANAHER CORP CONV 235851AF9 1,916 703,000 PRN   SOLE   0 0 703,000
DEPOMED INC CONV 249908AA2 18,066 15,395,000 PRN   SOLE   0 0 15,395,000
DYCOM INDUSTRIES INC CONV 267475AA9 7,032 7,000,000 PRN   SOLE   0 0 7,000,000
ECHO GLOBAL LOGISTICS CONV 27875TAA9 7,988 9,122,000 PRN   SOLE   0 0 9,122,000
EMERGENT BIOSOLUTIONS CONV 29089QAB1 11,910 8,647,000 PRN   SOLE   0 0 8,647,000
ENCORE CAPITAL GROUP INC CONV 292554AF9 424 494,000 PRN   SOLE   0 0 494,000
ENCORE CAPITAL GROUP INC CONV 292554AH5 12,556 16,808,000 PRN   SOLE   0 0 16,808,000
ENDOLOGIX INC CONV 29266SAA4 4,283 5,148,000 PRN   SOLE   0 0 5,148,000
EURONET WORLDWIDE INC CONV 298736AH2 53,331 44,235,000 PRN   SOLE   0 0 44,235,000
EXTRA SPACE STORAGE LP CONV 30225VAD9 45,520 41,153,000 PRN   SOLE   0 0 41,153,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 52,810 28,986,000 PRN   SOLE   0 0 28,986,000
FINISAR CORP CONV 31787AAM3 34,505 36,788,000 PRN   SOLE   0 0 36,788,000
FireEye Inc CONV 31816QAA9 43,846 51,233,000 PRN   SOLE   0 0 51,233,000
FireEye Inc CONV 31816QAC5 35,433 43,992,000 PRN   SOLE   0 0 43,992,000
FLUIDIGM CORP CONV 34385PAA6 7,401 11,634,000 PRN   SOLE   0 0 11,634,000
FOREST CITY REALTY TRUST CONV 345550AP2 61,694 54,954,000 PRN   SOLE   0 0 54,954,000
FOREST CITY REALTY TRUST CONV 345550AR8 40,587 38,495,000 PRN   SOLE   0 0 38,495,000
Gilead Sciences Inc CONV 375558AP8 45,444 9,899,000 PRN   SOLE   0 0 9,899,000
GNC HOLDINGS INC CONV 36191GAA5 38,397 47,546,000 PRN   SOLE   0 0 47,546,000
GREENBRIER COS INC CONV 393657AH4 12,253 10,939,000 PRN   SOLE   0 0 10,939,000
HEALTHSOUTH CORP CONV 421924BL4 58,064 53,581,000 PRN   SOLE   0 0 53,581,000
HEARTWARE INTERNATIONAL CONV 422368AB6 19,881 23,576,000 PRN   SOLE   0 0 23,576,000
HELIX ENERGY SOLUTIONS CONV 42330PAG2 10,693 13,704,000 PRN   SOLE   0 0 13,704,000
HERBALIFE LTD CONV 42703MAB9 6,448 7,531,000 PRN   SOLE   0 0 7,531,000
Hologic Inc CONV 436440AC5 16,518 12,147,000 PRN   SOLE   0 0 12,147,000
Hologic Inc CONV 436440AG6 88,623 69,429,000 PRN   SOLE   0 0 69,429,000
HOMEAWAY INC CONV 43739QAB6 24,309 24,309,000 PRN   SOLE   0 0 24,309,000
HORIZON PHARMA INV LTD CONV 44052TAA9 18,403 18,050,000 PRN   SOLE   0 0 18,050,000
HORNBECK OFFSHORE SERV CONV 440543AN6 5,313 9,259,000 PRN   SOLE   0 0 9,259,000
HURON CONSULTING GROUP I CONV 447462AB8 15,019 15,248,000 PRN   SOLE   0 0 15,248,000
ICONIX BRAND GROUP INC CONV 451055AE7 76,833 84,898,000 PRN   SOLE   0 0 84,898,000
ILLUMINA INC CONV 452327AF6 54,618 49,733,000 PRN   SOLE   0 0 49,733,000
ILLUMINA INC CONV 452327AH2 78,553 67,211,000 PRN   SOLE   0 0 67,211,000
INCYTE CORP LTD CONV 45337CAM4 1,752 801,000 PRN   SOLE   0 0 801,000
INCYTE CORP LTD CONV 45337CAN2 8,721 3,937,000 PRN   SOLE   0 0 3,937,000
INNOVIVA INC CONV 88338TAB0 8,710 11,327,000 PRN   SOLE   0 0 11,327,000
INPHI CORP CONV 45772FAA5 4,383 4,500,000 PRN   SOLE   0 0 4,500,000
INSULET CORPORATION CONV 45784PAD3 21,367 20,359,000 PRN   SOLE   0 0 20,359,000
INTEGRA LIFESCIENCES HLD CONV 457985AK5 6,517 4,949,000 PRN   SOLE   0 0 4,949,000
INTEL CORP CONV 458140AD2 90,965 69,614,000 PRN   SOLE   0 0 69,614,000
INTEL CORP CONV 458140AF7 60,703 35,646,000 PRN   SOLE   0 0 35,646,000
INTERACTIVE INTELLIGENCE CONV 45841VAA7 9,554 11,494,000 PRN   SOLE   0 0 11,494,000
IONIS PHARMACEUTICALS IN CONV 464337AJ3 59,882 53,683,000 PRN   SOLE   0 0 53,683,000
ISTAR INC CONV 45031UBR1 19,576 17,731,000 PRN   SOLE   0 0 17,731,000
J2 GLOBAL COMMUNICATIONS CONV 48123VAC6 2,580 1,930,000 PRN   SOLE   0 0 1,930,000
JANUS CAPITAL GROUP INC CONV 47102XAH8 10,016 7,016,000 PRN   SOLE   0 0 7,016,000
JARDEN CORP CONV 471109AM0 84,560 68,762,000 PRN   SOLE   0 0 68,762,000
JAZZ INVESTMENTS I LTD CONV 472145AB7 41,479 39,270,000 PRN   SOLE   0 0 39,270,000
JEFFERIES GROUP LLC CONV 472319AG7 52,665 53,060,000 PRN   SOLE   0 0 53,060,000
LAB CORP OF AMER HLDGS CONV 50540RAG7 3,621 2,153,000 PRN   SOLE   0 0 2,153,000
LAM RESEARCH CORP CONV 512807AJ7 42,507 32,393,000 PRN   SOLE   0 0 32,393,000
LAM RESEARCH CORP CONV 512807AL2 42,753 29,364,000 PRN   SOLE   0 0 29,364,000
LIBERTY INTERACTIVE LLC CONV 530610AB0 46,468 53,332,000 PRN   SOLE   0 0 53,332,000
LIBERTY INTERACTIVE LLC CONV 530715AN1 32,466 62,851,000 PRN   SOLE   0 0 62,851,000
LIBERTY MEDIA CORP CONV 531229AB8 56,138 56,864,000 PRN   SOLE   0 0 56,864,000
LIGAND PHARMACEUTICALS I CONV 53220KAD0 6,193 3,922,000 PRN   SOLE   0 0 3,922,000
LINKEDIN CORP CONV 53578AAB4 50,180 47,198,000 PRN   SOLE   0 0 47,198,000
LIVE NATION ENTERTAINMEN CONV 538034AJ8 39,893 38,823,000 PRN   SOLE   0 0 38,823,000
MACQUARIE INFRASTRUCTURE CONV 55608BAA3 42,996 38,363,000 PRN   SOLE   0 0 38,363,000
MEDICINES COMPANY CONV 584688AC9 149 102,000 PRN   SOLE   0 0 102,000
MEDICINES COMPANY CONV 584688AE5 8,873 7,000,000 PRN   SOLE   0 0 7,000,000
MEDIDATA SOLUTIONS INC CONV 58471AAB1 28,290 25,663,000 PRN   SOLE   0 0 25,663,000
MENTOR GRAPHICS CORP CONV 587200AK2 4,732 4,478,000 PRN   SOLE   0 0 4,478,000
MERITOR INC CONV 043353AH4 15,748 16,936,000 PRN   SOLE   0 0 16,936,000
MERITOR INC CONV 59001KAC4 8,234 6,875,000 PRN   SOLE   0 0 6,875,000
MICROCHIP TECHNOLOGY INC CONV 595017AB0 302 154,000 PRN   SOLE   0 0 154,000
MICROCHIP TECHNOLOGY INC CONV 595017AC8 56,017 54,767,000 PRN   SOLE   0 0 54,767,000
MICRON TECHNOLOGY INC CONV 595112AY9 81,981 98,270,000 PRN   SOLE   0 0 98,270,000
MOLINA HEALTHCARE INC CONV 60855RAD2 69,622 56,995,000 PRN   SOLE   0 0 56,995,000
MOLYCORP INC CONV 608753AF6 125 10,000,000 PRN   SOLE   0 0 10,000,000
NATIONAL HEALTH INVESTOR CONV 63633DAE4 29,093 29,497,000 PRN   SOLE   0 0 29,497,000
NETSUITE INC CONV 64118QAB3 26,752 26,909,000 PRN   SOLE   0 0 26,909,000
NEWMONT MINING CORP CONV 651639AJ5 35,185 35,585,000 PRN   SOLE   0 0 35,585,000
NEWPARK RESOURCES INC CONV 651718AC2 5,591 6,173,000 PRN   SOLE   0 0 6,173,000
NOVELLUS SYSTEMS INC CONV 670008AD3 1,480 620,000 PRN   SOLE   0 0 620,000
NRG YIELD INC CONV 62942XAA6 1,843 2,000,000 PRN   SOLE   0 0 2,000,000
NRG YIELD INC CONV 62942XAD0 25,911 30,044,000 PRN   SOLE   0 0 30,044,000
NUANCE COMMUNICATIONS CONV 67020YAF7 526 514,000 PRN   SOLE   0 0 514,000
NUANCE COMMUNICATIONS CONV 67020YAH3 14,145 14,500,000 PRN   SOLE   0 0 14,500,000
NUVASIVE INC CONV 670704AC9 32,077 23,201,000 PRN   SOLE   0 0 23,201,000
NVIDIA CORP CONV 67066GAC8 22,600 13,355,000 PRN   SOLE   0 0 13,355,000
NXP SEMICONDUCTOR NV CONV 62952QAB6 40,576 36,545,000 PRN   SOLE   0 0 36,545,000
OLD REPUBLIC INTL CORP CONV 680223AH7 25,910 20,163,000 PRN   SOLE   0 0 20,163,000
OMNICARE INC CONV 681904AR9 4,660 4,683,000 PRN   SOLE   0 0 4,683,000
ON SEMICONDUCTOR CORP CONV 682189AH8 11,057 9,805,000 PRN   SOLE   0 0 9,805,000
ON SEMICONDUCTOR CORP CONV 682189AJ4 55,259 58,566,000 PRN   SOLE   0 0 58,566,000
PANDORA MEDIA INC CONV 698354AA5 8,612 8,000,000 PRN   SOLE   0 0 8,000,000
PDL BIOPHARMA INC CONV 69329YAF1 228 283,000 PRN   SOLE   0 0 283,000
PRA GROUP INC CONV 73640QAB1 26,176 30,623,000 PRN   SOLE   0 0 30,623,000
Priceline Group Inc/The CONV 741503AQ9 44,010 30,307,000 PRN   SOLE   0 0 30,307,000
Priceline Group Inc/The CONV 741503AS5 105,030 87,476,000 PRN   SOLE   0 0 87,476,000
Priceline Group Inc/The CONV 741503AX4 61,778 60,910,000 PRN   SOLE   0 0 60,910,000
PROOFPOINT INC CONV 743424AC7 27,963 26,264,000 PRN   SOLE   0 0 26,264,000
PROS HOLDINGS INC CONV 74346YAA1 11,558 11,707,000 PRN   SOLE   0 0 11,707,000
PROSPECT CAPITAL CORP CONV 74348TAQ5 5,439 6,240,000 PRN   SOLE   0 0 6,240,000
PTC THERAPEUTICS INC CONV 69366JAA9 10,183 10,998,000 PRN   SOLE   0 0 10,998,000
QIHOO 360 TECH CO LTD CONV 74734MAE9 11,621 12,000,000 PRN   SOLE   0 0 12,000,000
QUIDEL CORP CONV 74838JAA9 7,569 7,725,000 PRN   SOLE   0 0 7,725,000
RADIAN GROUP INC CONV 750236AN1 24,612 18,806,000 PRN   SOLE   0 0 18,806,000
Red Hat Inc CONV 756577AD4 80,945 62,060,000 PRN   SOLE   0 0 62,060,000
REDWOOD TRUST INC CONV 758075AB1 13,431 14,220,000 PRN   SOLE   0 0 14,220,000
RESTORATION HARDWARE HOL CONV 761283AA8 5,554 6,000,000 PRN   SOLE   0 0 6,000,000
ROYAL GOLD INC CONV 780287AA6 31,608 34,549,000 PRN   SOLE   0 0 34,549,000
RPM INTERNATIONAL INC CONV 749685AT0 15,377 13,615,000 PRN   SOLE   0 0 13,615,000
RTI INTERNATIONAL METALS CONV 74973WAB3 44,522 43,108,000 PRN   SOLE   0 0 43,108,000
RWT HOLDINGS INC CONV 749772AB5 7,826 8,458,000 PRN   SOLE   0 0 8,458,000
SALESFORCE.COM INC CONV 79466LAD6 44,664 34,305,000 PRN   SOLE   0 0 34,305,000
SANDISK CORP CONV 80004CAD3 48,510 30,831,000 PRN   SOLE   0 0 30,831,000
SANDISK CORP CONV 80004CAF8 76,344 73,225,000 PRN   SOLE   0 0 73,225,000
SEACOR HOLDINGS INC CONV 81170YAB5 22,375 28,359,000 PRN   SOLE   0 0 28,359,000
SEACOR HOLDINGS INC CONV 811904AM3 9,835 10,343,000 PRN   SOLE   0 0 10,343,000
SERVICENOW INC CONV 81762PAB8 31,182 24,037,000 PRN   SOLE   0 0 24,037,000
SINA CORP CONV 82922RAD5 12,816 13,183,000 PRN   SOLE   0 0 13,183,000
SPECTRANETICS CORP CONV 84760CAA5 6,200 8,122,000 PRN   SOLE   0 0 8,122,000
SPIRIT REALTY CAPITAL IN CONV 84860WAA0 15,565 16,250,000 PRN   SOLE   0 0 16,250,000
SPIRIT REALTY CAPITAL IN CONV 84860WAB8 7,640 8,000,000 PRN   SOLE   0 0 8,000,000
STARWOOD PROPERTY TRUST CONV 85571BAA3 41,891 41,070,000 PRN   SOLE   0 0 41,070,000
STARWOOD PROPERTY TRUST CONV 85571BAB1 29,412 29,064,000 PRN   SOLE   0 0 29,064,000
STONE ENERGY CORP CONV 861642AN6 90 107,000 PRN   SOLE   0 0 107,000
SUNPOWER CORP CONV 867652AK5 10,371 8,500,000 PRN   SOLE   0 0 8,500,000
SYNCHRONOSS TECHNOLOGIES CONV 87157BAA1 35,735 35,157,000 PRN   SOLE   0 0 35,157,000
TESLA MOTORS INC CONV 88160RAB7 14,935 15,932,000 PRN   SOLE   0 0 15,932,000
TESLA MOTORS INC CONV 88160RAC5 9,800 10,694,000 PRN   SOLE   0 0 10,694,000
TEVA PHARM FIN CO LLC CONV 88163VAE9 23,021 14,543,000 PRN   SOLE   0 0 14,543,000
TIBCO SOFTWARE INC CONV 88632QAB9 14 14,000 PRN   SOLE   0 0 14,000
TOLL BROS FINANCE CORP CONV 88947EAM2 37,799 37,282,000 PRN   SOLE   0 0 37,282,000
TPG SPECIALTY LENDING IN CONV 87265KAB8 1,149 1,163,000 PRN   SOLE   0 0 1,163,000
Twitter Inc CONV 90184LAB8 56,807 66,652,000 PRN   SOLE   0 0 66,652,000
Twitter Inc CONV 90184LAD4 71,171 85,000,000 PRN   SOLE   0 0 85,000,000
VEREIT INC CONV 02917TAA2 15,717 16,815,000 PRN   SOLE   0 0 16,815,000
VEREIT INC CONV 02917TAB0 9,550 10,535,000 PRN   SOLE   0 0 10,535,000
VERINT SYSTEMS INC CONV 92343XAA8 34,194 36,243,000 PRN   SOLE   0 0 36,243,000
VIAVI SOLUTIONS INC CONV 46612JAF8 41,086 43,517,000 PRN   SOLE   0 0 43,517,000
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CARAUSTAR INDUSTRIES INC TERM 14076CAB9 1,391 1,403,340 PRN   SOLE   0 0 1,403,340
SPRINT INDUSTRIAL LLC TERM 85208BAE6 2,295 3,000,000 PRN   SOLE   0 0 3,000,000
VERTELLUS SPECIALTIES TERM 92531NAH7 2,397 2,977,970 PRN   SOLE   0 0 2,977,970