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
AA US CONV 013817AT8 1,400 1,102,000 PRN   SOLE   0 0 1,102,000
ALU FP PFD CV 549462307 20,863 21,846 SH   SOLE   0 0 21,846
AMG US PFD CV 00169X203 11,519 186,598 SH   SOLE   0 0 186,598
AMG US PFD CV 00170F209 32,342 593,428 SH   SOLE   0 0 593,428
APA US PFD CV 37411808 12,293 257,500 SH   SOLE   0 0 257,500
ARE US PFD CV 15271505 32,991 1,274,268 SH   SOLE   0 0 1,274,268
ATO FP PFD CV EJ6028546 10,668 137,926 SH   SOLE   0 0 137,926
BAC US PFD CV 60505682 64,225 57,907 SH   SOLE   0 0 57,907
BG US PFD CV EP0237628 5,033 50,000 SH   SOLE   0 0 50,000
CAP FP PFD CV EH7867896 9,184 177,190 SH   SOLE   0 0 177,190
CHK US PFD CV 165167768 909 880 SH   SOLE   0 0 880
CHK US PFD CV 165167784 23,282 22,652 SH   SOLE   0 0 22,652
CHK US PFD CV 165167776 23,573 22,843 SH   SOLE   0 0 22,843
CNP US PFD CV 15189T206 27,363 572,554 SH   SOLE   0 0 572,554
D US PFD CV 25746U703 14,357 288,000 SH   SOLE   0 0 288,000
UG FP PFD CV EJ3589599 2,286 77,953 SH   SOLE   0 0 77,953
UG FP PFD CV EI0547832 18,152 651,675 SH   SOLE   0 0 651,675
GM US PFD CV 37045V209 25,737 534,405 SH   SOLE   0 0 534,405
HCN US PFD CV 42217K601 27,330 440,172 SH   SOLE   0 0 440,172
HLS US PFD CV 421924408 18,493 15,612 SH   SOLE   0 0 15,612
IIA AV PFD CV EI5992165 10,992 1,966,650 SH   SOLE   0 0 1,966,650
ING FP PFD CV EI5993247 1,058 14,178 SH   SOLE   0 0 14,178
IPG US PFD CV 460690803 29,796 23,702 SH   SOLE   0 0 23,702
KEY US PFD CV 493267405 37,505 301,125 SH   SOLE   0 0 301,125
MAU FP PFD CV EI3192347 7,646 362,742 SH   SOLE   0 0 362,742
MET US PFD CV 59156R116 40,277 735,112 SH   SOLE   0 0 735,112
MT NA PFD CV EP0436352 29,815 1,588,439 SH   SOLE   0 0 1,588,439
MT NA PFD CV EH7692674 6,254 225,075 SH   SOLE   0 0 225,075
NEE US PFD CV 65339F705 1,386 24,583 SH   SOLE   0 0 24,583
NEE US PFD CV 65339F887 10,307 185,278 SH   SOLE   0 0 185,278
NYCB US PFD CV 64944P307 143 2,968 SH   SOLE   0 0 2,968
PPL US PFD CV 69351T114 233 4,290 SH   SOLE   0 0 4,290
SD US PFD CV 80007P604 4,920 51,381 SH   SOLE   0 0 51,381
SWK US PFD CV 854502309 29,773 231,302 SH   SOLE   0 0 231,302
TEC FP PFD CV EI4641961 26,445 215,156 SH   SOLE   0 0 215,156
UL NA PFD CV EJ3604083 2,941 9,375 SH   SOLE   0 0 9,375
UTX US PFD CV 913017117 34,950 588,786 SH   SOLE   0 0 588,786
WFC US PFD CV 949746804 70,122 58,729 SH   SOLE   0 0 58,729
WY US PFD CV 962166872 5,864 115,000 SH   SOLE   0 0 115,000
1022337Z UH CONV EI6900860 10,170 7,400,000 PRN   SOLE   0 0 7,400,000
ADM US CONV 039483AW2 38,497 38,100,000 PRN   SOLE   0 0 38,100,000
AEL US CONV 025676AJ6 9,210 6,893,000 PRN   SOLE   0 0 6,893,000
AFSI US CONV 032359AC5 2,612 1,850,000 PRN   SOLE   0 0 1,850,000
AGCO US CONV 001084AM4 12,667 10,158,000 PRN   SOLE   0 0 10,158,000
AL US CONV 00912XAK0 15,654 12,561,000 PRN   SOLE   0 0 12,561,000
AMD US CONV 007903AL1 51,243 50,300,000 PRN   SOLE   0 0 50,300,000
AMG US CONV 008252AL2 4,476 3,423,000 PRN   SOLE   0 0 3,423,000
ANR US CONV 02076XAA0 11,198 12,261,000 PRN   SOLE   0 0 12,261,000
ANR US CONV 576203AJ2 27,776 30,720,000 PRN   SOLE   0 0 30,720,000
ANR US CONV 02076XAE2 7,563 8,789,000 PRN   SOLE   0 0 8,789,000
ARAY US CONV 004397AC9 4,191 3,334,000 PRN   SOLE   0 0 3,334,000
ARCC US CONV 04010LAG8 6,434 6,050,000 PRN   SOLE   0 0 6,050,000
ARCC US CONV 04010LAH6 17,378 16,561,000 PRN   SOLE   0 0 16,561,000
ARCC US CONV 04010LAD5 24,053 22,517,000 PRN   SOLE   0 0 22,517,000
ARCC US CONV 04010LAB9 10,638 9,701,000 PRN   SOLE   0 0 9,701,000
1102 TT CONV EI7007004 10,399 10,146,000 PRN   SOLE   0 0 10,146,000
ATI US CONV 01741RAD4 36,415 35,252,000 PRN   SOLE   0 0 35,252,000
ATK US CONV 018804AK0 8,349 7,250,000 PRN   SOLE   0 0 7,250,000
AUXL US CONV 05334DAA5 33,383 34,554,000 PRN   SOLE   0 0 34,554,000
BGC US CONV 369300AD0 3,395 3,400,000 PRN   SOLE   0 0 3,400,000
BKCC US CONV 092533AA6 5,348 5,300,000 PRN   SOLE   0 0 5,300,000
BKD US CONV 112463AA2 46,779 39,530,000 PRN   SOLE   0 0 39,530,000
BLND LN CONV EJ3522228 8,166 5,100,000 PRN   SOLE   0 0 5,100,000
BMR US CONV 09064AAB7 17,389 14,406,000 PRN   SOLE   0 0 14,406,000
FDR FP CONV EJ5068006 18,053 13,300,000 PRN   SOLE   0 0 13,300,000
BSFT US CONV 11133BAB8 29,295 28,516,000 PRN   SOLE   0 0 28,516,000
BTU US CONV 704549AG9 4,755 6,821,000 PRN   SOLE   0 0 6,821,000
BXP US CONV 10112RAM6 86,689 83,564,000 PRN   SOLE   0 0 83,564,000
CACI US CONV 127190AD8 4,151 3,459,000 PRN   SOLE   0 0 3,459,000
CAPL SP CONV EJ6865004 29,588 40,500,000 PRN   SOLE   0 0 40,500,000
CBST US CONV 229678AD9 29,383 16,748,000 PRN   SOLE   0 0 16,748,000
CBZ US CONV 124805AC6 3,165 2,865,000 PRN   SOLE   0 0 2,865,000
CEMEXCPO MM CONV 151290BB8 11,391 9,350,000 PRN   SOLE   0 0 9,350,000
CEMEXCPO MM CONV 151290AV5 35,117 30,580,000 PRN   SOLE   0 0 30,580,000
PRCH CH CONV EI6434571 3,006 12,900,000 PRN   SOLE   0 0 12,900,000
CHK US CONV 165167CB1 31,560 35,834,000 PRN   SOLE   0 0 35,834,000
PRCH CH CONV EI4191348 8,404 8,300,000 PRN   SOLE   0 0 8,300,000
CIE US CONV 19075FAA4 18,820 17,756,000 PRN   SOLE   0 0 17,756,000
CIEN US CONV 171779AE1 26,525 27,562,000 PRN   SOLE   0 0 27,562,000
CIEN US CONV 171779AG6 21,063 16,747,000 PRN   SOLE   0 0 16,747,000
CIEN US CONV 171779AF8 23,477 19,900,000 PRN   SOLE   0 0 19,900,000
CIEN US CONV 171779AK7 18,680 14,538,000 PRN   SOLE   0 0 14,538,000
CKH US CONV 811904AL5 11,371 9,840,000 PRN   SOLE   0 0 9,840,000
CLNY US CONV 19624RAA4 9,515 9,275,000 PRN   SOLE   0 0 9,275,000
9984 JP CONV 18538TAG4 56,220 50,889,000 PRN   SOLE   0 0 50,889,000
CNQR US CONV 206708AB5 4,979 5,000,000 PRN   SOLE   0 0 5,000,000
CPA AU CONV EI0605721 2,757 2,660,000 PRN   SOLE   0 0 2,660,000
CRM US CONV 79466LAC8 44,675 46,961,000 PRN   SOLE   0 0 46,961,000
CSGS US CONV 126349AC3 6,005 5,287,000 PRN   SOLE   0 0 5,287,000
CSOD US CONV 21925YAA1 9,897 9,445,000 PRN   SOLE   0 0 9,445,000
9433 JP CONV EI8910164 2,540 140,000,000 PRN   SOLE   0 0 99,999,999
DDR US CONV 251591AX1 52,257 44,702,000 PRN   SOLE   0 0 44,702,000
DHR US CONV 235851AF9 4,790 2,604,000 PRN   SOLE   0 0 2,604,000
6146 JP CONV EI0643912 4,770 385,000,000 PRN   SOLE   0 0 99,999,999
DLLR US CONV 256664AC7 1,355 1,314,000 PRN   SOLE   0 0 1,314,000
DLLR US CONV 23324TAA5 27,394 27,328,000 PRN   SOLE   0 0 27,328,000
DLN LN CONV EI6826180 8,849 4,900,000 PRN   SOLE   0 0 4,900,000
DNDN US CONV 24823QAC1 17,392 23,579,000 PRN   SOLE   0 0 23,579,000
DPW GR CONV EJ4696336 5,514 3,700,000 PRN   SOLE   0 0 3,700,000
DST US CONV 233326AE7 16,409 11,815,000 PRN   SOLE   0 0 11,815,000
EA US CONV 285512AA7 40,012 38,361,000 PRN   SOLE   0 0 38,361,000
6361 JP CONV EJ5625649 11,577 893,000,000 PRN   SOLE   0 0 99,999,999
ECPG US CONV 292554AE2 6,220 6,500,000 PRN   SOLE   0 0 6,500,000
ELY US CONV 131193AB0 5,778 5,362,000 PRN   SOLE   0 0 5,362,000
EMC US CONV 268648AM4 60,670 41,087,000 PRN   SOLE   0 0 41,087,000
ENDP US CONV 29264FAB2 32,855 24,595,000 PRN   SOLE   0 0 24,595,000
EQIX US CONV 29444UAG1 15,781 9,354,000 PRN   SOLE   0 0 9,354,000
EXR US CONV 30225VAC1 33,218 34,494,000 PRN   SOLE   0 0 34,494,000
F US CONV 345370CN8 18,059 10,000,000 PRN   SOLE   0 0 10,000,000
FCE/A US CONV 345550AP2 71,847 64,152,000 PRN   SOLE   0 0 64,152,000
FNF US CONV 31620RAE5 8,025 6,162,000 PRN   SOLE   0 0 6,162,000
FXCM US CONV 302693AA4 5,932 5,500,000 PRN   SOLE   0 0 5,500,000
GBX US CONV 393657AH4 13,528 13,000,000 PRN   SOLE   0 0 13,000,000
G CN CONV 380956AB8 30,545 30,191,000 PRN   SOLE   0 0 30,191,000
GDP US CONV 382410AC2 16,380 16,492,000 PRN   SOLE   0 0 16,492,000
GIB GR CONV EJ4466649 15,741 10,900,000 PRN   SOLE   0 0 10,900,000
GILD US CONV 375558AN3 20,161 8,877,000 PRN   SOLE   0 0 8,877,000
GILD US CONV 375558AP8 56,659 25,003,000 PRN   SOLE   0 0 25,003,000
GLEN LN CONV EI2132369 90,233 82,200,000 PRN   SOLE   0 0 82,200,000
GPI US CONV 398905AE9 15,844 13,231,000 PRN   SOLE   0 0 13,231,000
GTLS US CONV 16115QAC4 10,639 7,049,000 PRN   SOLE   0 0 7,049,000
HCN US CONV 42217KAR7 30,632 23,320,000 PRN   SOLE   0 0 23,320,000
1044 HK CONV EJ6865103 54,345 414,000,000 PRN   SOLE   0 0 99,999,999
388 HK CONV EJ3793498 26,123 25,559,000 PRN   SOLE   0 0 25,559,000
HLX US CONV 42330PAG2 7,684 6,159,000 PRN   SOLE   0 0 6,159,000
HOLX US CONV 436440AC5 43,602 43,956,000 PRN   SOLE   0 0 43,956,000
HOLX US CONV 436440AA9 7,009 7,000,000 PRN   SOLE   0 0 7,000,000
HOLX US CONV 436440AB7 29,034 26,045,000 PRN   SOLE   0 0 26,045,000
HOLX US CONV 436440AG6 21,630 21,038,000 PRN   SOLE   0 0 21,038,000
HOS US CONV 440543AE6 19,975 17,247,000 PRN   SOLE   0 0 17,247,000
HOS US CONV 440543AN6 25,608 21,120,000 PRN   SOLE   0 0 21,120,000
HST US CONV 44107TAG1 26,539 19,559,000 PRN   SOLE   0 0 19,559,000
HTWR US CONV 422368AA8 17,159 13,800,000 PRN   SOLE   0 0 13,800,000
000660 KS CONV EI2511620 23,500 21,000,000 PRN   SOLE   0 0 21,000,000
IAG LN CONV EH9105279 22,011 10,100,000 PRN   SOLE   0 0 10,100,000
ICON US CONV 451055AD9 19,046 16,998,000 PRN   SOLE   0 0 16,998,000
ICON US CONV 451055AE7 29,095 25,438,000 PRN   SOLE   0 0 25,438,000
IGT US CONV 459902AQ5 44,304 41,584,000 PRN   SOLE   0 0 41,584,000
ILMN US CONV 452327AC3 54,706 50,548,000 PRN   SOLE   0 0 50,548,000
INDUA SS CONV EI5354531 1,909 1,350,000 PRN   SOLE   0 0 1,350,000
INTC US CONV 458140AD2 39,156 36,015,000 PRN   SOLE   0 0 36,015,000
INTC US CONV 458140AF7 37,203 29,211,000 PRN   SOLE   0 0 29,211,000
ISAT LN CONV EH0348563 5,465 4,200,000 PRN   SOLE   0 0 4,200,000
7013 JP CONV EI6071084 12,821 910,000,000 PRN   SOLE   0 0 99,999,999
ISIS US CONV 464337AG9 19,931 11,425,000 PRN   SOLE   0 0 11,425,000
ITMN US CONV 45884XAE3 13,081 15,911,000 PRN   SOLE   0 0 15,911,000
ITMN US CONV 45884XAF0 5,101 4,755,000 PRN   SOLE   0 0 4,755,000
ITV LN CONV EI0099172 3,744 1,150,000 PRN   SOLE   0 0 1,150,000
IVR US CONV 44927XAA3 8,917 9,500,000 PRN   SOLE   0 0 9,500,000
JAH US CONV 471109AG3 15,460 13,722,000 PRN   SOLE   0 0 13,722,000
JAH US CONV 471109AJ7 38,969 39,985,000 PRN   SOLE   0 0 39,985,000
LUK US CONV 472319AG7 22,621 21,306,000 PRN   SOLE   0 0 21,306,000
JNJ US CONV 02261WAB5 995 843,000 PRN   SOLE   0 0 843,000
JNS US CONV 47102XAH8 20,401 19,924,000 PRN   SOLE   0 0 19,924,000
8267 JP CONV EI0442406 288 20,000,000 PRN   SOLE   0 0 20,000,000
KBH US CONV 48666KAS8 6,951 6,653,000 PRN   SOLE   0 0 6,653,000
KU2 GR CONV EJ5471192 720 500,000 PRN   SOLE   0 0 500,000
LEN US CONV 526057BC7 16,294 12,230,000 PRN   SOLE   0 0 12,230,000
LEN US CONV 526057BE3 9,161 5,350,000 PRN   SOLE   0 0 5,350,000
LH US CONV 50540RAG7 2,369 1,769,000 PRN   SOLE   0 0 1,769,000
LINTA US CONV 530610AA2 9,682 8,800,000 PRN   SOLE   0 0 8,800,000
LINTA US CONV 530715AN1 16,664 32,337,000 PRN   SOLE   0 0 32,337,000
LLL US CONV 502413AW7 23,404 22,965,000 PRN   SOLE   0 0 22,965,000
LLTC US CONV 535678AC0 30,139 28,751,000 PRN   SOLE   0 0 28,751,000
LPNT US CONV 53219LAH2 51,169 47,204,000 PRN   SOLE   0 0 47,204,000
LRCX US CONV 512807AJ7 19,432 18,292,000 PRN   SOLE   0 0 18,292,000
LRCX US CONV 512807AL2 26,961 24,369,000 PRN   SOLE   0 0 24,369,000
LRCX US CONV 670008AD3 20,538 14,538,000 PRN   SOLE   0 0 14,538,000
LKOH RM CONV EI5065947 40,532 37,600,000 PRN   SOLE   0 0 37,600,000
LVLT US CONV 52729NBR0 8,471 6,208,000 PRN   SOLE   0 0 6,208,000
LVLT US CONV 52729NBP4 9,708 8,287,000 PRN   SOLE   0 0 8,287,000
3487844Z JY CONV EF3251446 4,304 4,000,000 PRN   SOLE   0 0 4,000,000
MCHP US CONV 595017AB0 14,332 9,868,000 PRN   SOLE   0 0 9,868,000
MDCO US CONV 584688AB1 6,234 4,915,000 PRN   SOLE   0 0 4,915,000
MDRX US CONV 01988PAC2 14,195 14,424,000 PRN   SOLE   0 0 14,424,000
MDVN US CONV 58501NAA9 25,251 19,905,000 PRN   SOLE   0 0 19,905,000
MGM US CONV 55303QAE0 87,739 78,516,000 PRN   SOLE   0 0 78,516,000
MHO US CONV 55292PAB1 7,414 7,150,000 PRN   SOLE   0 0 7,150,000
MOH US CONV 60855RAB6 28,048 25,620,000 PRN   SOLE   0 0 25,620,000
MOH US CONV 60855RAA8 1,357 1,050,000 PRN   SOLE   0 0 1,050,000
MTH US CONV 59001AAR3 3,031 2,765,000 PRN   SOLE   0 0 2,765,000
MT NA CONV 03938LAK0 15,951 15,597,000 PRN   SOLE   0 0 15,597,000
MTOR US CONV 043353AH4 12,497 14,151,000 PRN   SOLE   0 0 14,151,000
MTOR US CONV 59001KAA8 22,848 18,848,000 PRN   SOLE   0 0 18,848,000
MU US CONV 595112AS2 15,370 10,663,000 PRN   SOLE   0 0 10,663,000
MU US CONV 595112AK9 13,487 10,076,000 PRN   SOLE   0 0 10,076,000
MU US CONV 595112AQ6 31,314 20,388,000 PRN   SOLE   0 0 20,388,000
MU US CONV 595112AT0 2,274 1,560,000 PRN   SOLE   0 0 1,560,000
MU US CONV 595112AW3 8,243 5,162,000 PRN   SOLE   0 0 5,162,000
MYL US CONV 628530AJ6 15,085 6,361,000 PRN   SOLE   0 0 6,361,000
NAV US CONV 63934EAL2 47,851 49,202,000 PRN   SOLE   0 0 49,202,000
1022337Z UH CONV EJ6920650 7,839 7,800,000 PRN   SOLE   0 0 7,800,000
NEM US CONV 651639AJ5 52,787 49,189,000 PRN   SOLE   0 0 49,189,000
NEM US CONV 651639AH9 16,915 16,695,000 PRN   SOLE   0 0 16,695,000
6594 JP CONV EI3945041 8,407 800,000,000 PRN   SOLE   0 0 99,999,999
NLY US CONV 035710AA0 6,324 5,674,000 PRN   SOLE   0 0 5,674,000
NLY US CONV 035710AB8 30,403 30,159,000 PRN   SOLE   0 0 30,159,000
NOK1V FH CONV EJ4168971 4,207 2,400,000 PRN   SOLE   0 0 2,400,000
4307 JP CONV EF9131196 10,162 976,000,000 PRN   SOLE   0 0 99,999,999
NR US CONV 651718AC2 12,038 9,278,000 PRN   SOLE   0 0 9,278,000
NRF US CONV 66705PAC7 29,452 29,523,000 PRN   SOLE   0 0 29,523,000
NRF US CONV 66705PAA1 15,454 10,017,000 PRN   SOLE   0 0 10,017,000
NUAN US CONV 67020YAB6 33,033 28,269,000 PRN   SOLE   0 0 28,269,000
NUAN US CONV 67020YAF7 46,169 44,974,000 PRN   SOLE   0 0 44,974,000
NUVA US CONV 670704AC9 3,631 3,671,000 PRN   SOLE   0 0 3,671,000
OCR US CONV 681904AL2 15,105 14,625,000 PRN   SOLE   0 0 14,625,000
OCR US CONV 681904AP3 25,844 20,820,000 PRN   SOLE   0 0 20,820,000
OHL SM CONV EJ6118495 8,863 6,900,000 PRN   SOLE   0 0 6,900,000
OI US CONV 69073TAQ6 21,964 21,617,000 PRN   SOLE   0 0 21,617,000
OMC US CONV 681919AV8 3,453 3,000,000 PRN   SOLE   0 0 3,000,000
ONNN US CONV 682189AG0 1,607 1,542,000 PRN   SOLE   0 0 1,542,000
ONNN US CONV 682189AH8 51,793 44,959,000 PRN   SOLE   0 0 44,959,000
3487172Z LX CONV EF7882543 4,015 5,000,000 PRN   SOLE   0 0 5,000,000
ORI US CONV 680223AH7 14,778 13,065,000 PRN   SOLE   0 0 13,065,000
6136 JP CONV EJ0966691 13,548 1,110,000,000 PRN   SOLE   0 0 99,999,999
4666 JP CONV EJ6317998 25,733 2,400,000,000 PRN   SOLE   0 0 99,999,999
PCLN US CONV 741503AR7 36,588 38,562,000 PRN   SOLE   0 0 38,562,000
PCLN US CONV 741503AQ9 91,450 78,462,000 PRN   SOLE   0 0 78,462,000
PCLN US CONV 741503AN6 7,450 2,728,000 PRN   SOLE   0 0 2,728,000
PCRX US CONV 695127AA8 12,125 8,731,000 PRN   SOLE   0 0 8,731,000
PLD US CONV 74340XAT8 55,265 48,079,000 PRN   SOLE   0 0 48,079,000
PMO LN CONV EJ4170621 10,218 9,145,000 PRN   SOLE   0 0 9,145,000
PMT US CONV 70932AAA1 6,953 7,250,000 PRN   SOLE   0 0 7,250,000
PNN LN CONV EH9250091 2,845 1,600,000 PRN   SOLE   0 0 1,600,000
PSEC US CONV 74348TAK8 4,373 4,200,000 PRN   SOLE   0 0 4,200,000
PSEC US CONV 74348TAH5 2,492 2,450,000 PRN   SOLE   0 0 2,450,000
PSEC US CONV 74348TAD4 504 470,000 PRN   SOLE   0 0 470,000
PSEC US CONV 74348TAL6 5,055 4,850,000 PRN   SOLE   0 0 4,850,000
QGEN US CONV ED5678484 281 180,000 PRN   SOLE   0 0 180,000
QGEN US CONV EF4062610 4,983 4,100,000 PRN   SOLE   0 0 4,100,000
RDN US CONV 750236AN1 15,199 11,903,000 PRN   SOLE   0 0 11,903,000
RDN US CONV 750236AK7 13,536 10,730,000 PRN   SOLE   0 0 10,730,000
RGLD US CONV 780287AA6 50,037 55,000,000 PRN   SOLE   0 0 55,000,000
RGS US CONV 758932AA5 8,392 7,147,000 PRN   SOLE   0 0 7,147,000
RTI US CONV 74973WAB3 13,708 14,475,000 PRN   SOLE   0 0 14,475,000
RWT US CONV 758075AB1 33,513 33,650,000 PRN   SOLE   0 0 33,650,000
RYL US CONV 783764AS2 17,857 19,782,000 PRN   SOLE   0 0 19,782,000
RYL US CONV 783764AQ6 8,685 5,995,000 PRN   SOLE   0 0 5,995,000
RYN US CONV 75508AAC0 5,313 3,164,000 PRN   SOLE   0 0 3,164,000
4555 JP CONV EI3939747 17,649 1,340,000,000 PRN   SOLE   0 0 99,999,999
SBRY LN CONV EH8716415 16,006 9,750,000 PRN   SOLE   0 0 9,750,000
SDRL NO CONV EI4458945 12,384 8,600,000 PRN   SOLE   0 0 8,600,000
SDTH US CONV 823213AD5 43 2,975,000 PRN   SOLE   0 0 2,975,000
SEMUF US CONV EJ3522178 17,415 18,600,000 PRN   SOLE   0 0 18,600,000
SFI US CONV 45031UBR1 12,302 10,303,000 PRN   SOLE   0 0 10,303,000
SFL US CONV EJ5320514 18,405 19,147,000 PRN   SOLE   0 0 19,147,000
SGY US CONV 861642AN6 25,768 27,842,000 PRN   SOLE   0 0 27,842,000
8355 JP CONV EJ6282960 9,055 8,000,000 PRN   SOLE   0 0 8,000,000
SHP LN CONV EG4236642 52,842 47,995,000 PRN   SOLE   0 0 47,995,000
SIE GR CONV EJ0195366 14,918 14,500,000 PRN   SOLE   0 0 14,500,000
SIE GR CONV EJ0220339 3,118 3,000,000 PRN   SOLE   0 0 3,000,000
SIIC 0 02/18/18 363 CONV EJ5205350 38,246 302,000,000 PRN   SOLE   0 0 99,999,999
SIRI US CONV 98375YAU0 1,578 828,000 PRN   SOLE   0 0 828,000
SLG US CONV 78444FAC0 54,427 45,133,000 PRN   SOLE   0 0 45,133,000
SLXP US CONV 795435AE6 48,749 40,673,000 PRN   SOLE   0 0 40,673,000
SLXP US CONV 795435AC0 2,788 1,829,000 PRN   SOLE   0 0 1,829,000
SNDK US CONV 80004CAD3 28,703 21,429,000 PRN   SOLE   0 0 21,429,000
6758 JP CONV EJ4440941 2,643 120,000,000 PRN   SOLE   0 0 99,999,999
STLD US CONV 858119AP5 22,044 20,427,000 PRN   SOLE   0 0 20,427,000
STWD US CONV 85571BAB1 33,637 32,849,000 PRN   SOLE   0 0 32,849,000
STWD US CONV 85571BAA3 35,094 33,908,000 PRN   SOLE   0 0 33,908,000
SUBC NO CONV EJ3827213 5,411 5,600,000 PRN   SOLE   0 0 5,600,000
SUBC NO CONV EF6907051 602 600,000 PRN   SOLE   0 0 600,000
TAP US CONV 60871RAA8 1,205 1,197,000 PRN   SOLE   0 0 1,197,000
1545Z SP CONV EI8480549 19,061 23,500,000 PRN   SOLE   0 0 23,500,000
TEVA IT CONV 88163VAE9 1,270 1,211,000 PRN   SOLE   0 0 1,211,000
TFX US CONV 879369AA4 10,101 7,467,000 PRN   SOLE   0 0 7,467,000
THRX US CONV 88338TAB0 22,916 14,844,000 PRN   SOLE   0 0 14,844,000
TIBX US CONV 88632QAB9 15,250 15,621,000 PRN   SOLE   0 0 15,621,000
TICC US CONV 87244TAA7 9,936 9,606,000 PRN   SOLE   0 0 9,606,000
TITN US CONV 88830RAB7 16,032 17,062,000 PRN   SOLE   0 0 17,062,000
TOL US CONV 88947EAL4 36,670 36,275,000 PRN   SOLE   0 0 36,275,000
3673 TT CONV EI6040139 3,651 3,700,000 PRN   SOLE   0 0 3,700,000
3673 TT CONV EJ3407701 8,910 8,000,000 PRN   SOLE   0 0 8,000,000
TRAK US CONV 242309AB8 13,001 11,216,000 PRN   SOLE   0 0 11,216,000
TRN US CONV 896522AF6 15,299 13,056,000 PRN   SOLE   0 0 13,056,000
TSLA US CONV 88160RAA9 4,786 4,250,000 PRN   SOLE   0 0 4,250,000
TUI1 GR CONV EH9941087 6,798 3,900,000 PRN   SOLE   0 0 3,900,000
TTMI US CONV 87305RAC3 13,001 12,923,000 PRN   SOLE   0 0 12,923,000
TTWO US CONV 874054AD1 12,188 12,494,000 PRN   SOLE   0 0 12,494,000
TTWO US CONV 874054AC3 27,307 24,830,000 PRN   SOLE   0 0 24,830,000
TTWO US CONV 874054AA7 8,436 5,933,000 PRN   SOLE   0 0 5,933,000
TWGP US CONV 891777AC8 4,635 4,348,000 PRN   SOLE   0 0 4,348,000
UAL US CONV 210795PU8 18,205 10,392,000 PRN   SOLE   0 0 10,392,000
VOLC US CONV 928645AB6 38,043 41,433,000 PRN   SOLE   0 0 41,433,000
VSH US CONV 928298AJ7 507 557,000 PRN   SOLE   0 0 557,000
VSH US CONV 928298AG3 8,000 7,190,000 PRN   SOLE   0 0 7,190,000
PAH3 GR CONV EJ4340075 267 200,000 PRN   SOLE   0 0 200,000
WAC US CONV 93317WAA0 40,028 39,652,000 PRN   SOLE   0 0 39,652,000
WBMD US CONV 94770VAF9 65,151 69,710,000 PRN   SOLE   0 0 69,710,000
WLP US CONV 94973VBD8 47,055 37,529,000 PRN   SOLE   0 0 37,529,000
WMGI US CONV 98235TAB3 6,550 5,395,000 PRN   SOLE   0 0 5,395,000
WPP LN CONV EH8107631 1,156 400,000 PRN   SOLE   0 0 400,000
X US CONV 912909AH1 4,070 4,125,000 PRN   SOLE   0 0 4,125,000
X US CONV 912909AE8 13,104 12,794,000 PRN   SOLE   0 0 12,794,000
2688 HK CONV EJ5367564 31,901 29,250,000 PRN   SOLE   0 0 29,250,000
XLNX US CONV 983919AF8 30,190 21,060,000 PRN   SOLE   0 0 21,060,000
XLNX US CONV 983919AD3 200 145,000 PRN   SOLE   0 0 145,000
XXIA US CONV 45071RAB5 17,658 14,682,000 PRN   SOLE   0 0 14,682,000
YTL MK CONV EI1864871 658 600,000 PRN   SOLE   0 0 600,000
4958 TT CONV EJ2199127 8,903 8,600,000 PRN   SOLE   0 0 8,600,000
.LEAR 0 01/01/20 CORP PP8J05WL7 49 4,932,000 PRN   SOLE   0 0 4,932,000
.LEAR 0 08/01/14 CORP PPB004AH0 50 5,000,000 PRN   SOLE   0 0 5,000,000
AES 8 06/01/20 CORP 00130HBN4 285 250,000 PRN   SOLE   0 0 250,000
AGTC 11 1/2 09/01/17 144A CORP 02636PAA0 2,105 2,000,000 PRN   SOLE   0 0 2,000,000
AIG 8 1/4 12/15/20 CORP 459745GF6 7,172 6,345,000 PRN   SOLE   0 0 6,345,000
AKS 8 3/8 04/01/22 CORP 001546AM2 52 60,000 PRN   SOLE   0 0 60,000
AL 5 5/8 04/01/17 CORP 00912XAF1 12,386 11,967,000 PRN   SOLE   0 0 11,967,000
ALLY 7 1/2 09/15/20 CORP 02005NAJ9 2,593 2,250,000 PRN   SOLE   0 0 2,250,000
ALTMES 9 5/8 10/15/18 CORP 021332AC5 5,084 4,900,000 PRN   SOLE   0 0 4,900,000
AMD 7 1/2 08/15/22 WI CORP 007903AX5 3,322 3,434,000 PRN   SOLE   0 0 3,434,000
AMD 7 1/2 08/15/22 REGS CORP EJ3140518 68 70,000 PRN   SOLE   0 0 70,000
ANSCN 7 1/2 12/15/17 144A CORP 008914AE3 1,922 1,813,000 PRN   SOLE   0 0 1,813,000
APPPAP 11 1/4 12/15/15 CORP 038101AM3 7,927 7,015,000 PRN   SOLE   0 0 7,015,000
ASH 4 3/4 08/15/22 144a CORP 044209AE4 990 1,000,000 PRN   SOLE   0 0 1,000,000
ASH 4 3/4 08/15/22 144a CORP 044209AN4 8,274 8,358,000 PRN   SOLE   0 0 8,358,000
ASH 4 3/4 08/15/22 REGs CORP EJ5673565 149 150,000 PRN   SOLE   0 0 150,000
BARPTY 9 06/01/18 144A CORP 067687AA1 851 967,000 PRN   SOLE   0 0 967,000
BBEP 7 7/8 04/15/22 CORP 106777AD7 1,326 1,300,000 PRN   SOLE   0 0 1,300,000
BBG 7 5/8 10/01/19 CORP 06846NAC8 1,811 1,750,000 PRN   SOLE   0 0 1,750,000
BCC 6 3/8 11/01/20 CORP 09739DAA8 1,721 1,700,000 PRN   SOLE   0 0 1,700,000
BCFACT 10 02/15/19 CORP 121579AG1 1,105 1,000,000 PRN   SOLE   0 0 1,000,000
BID 5 1/4 10/01/22 144A CORP 835898AF4 631 650,000 PRN   SOLE   0 0 650,000
BUMBLE 9 12/15/17 144A CORP 120462AA4 2,517 2,359,000 PRN   SOLE   0 0 2,359,000
BUMBLE 9 12/15/17 REGS CORP EI4966756 53 50,000 PRN   SOLE   0 0 50,000
CARWAG 6 7/8 06/15/19 144A CORP 142812AB2 505 500,000 PRN   SOLE   0 0 500,000
CBB 8 3/4 03/15/18 CORP 171871AM8 2,003 2,000,000 PRN   SOLE   0 0 2,000,000
CCMO 11 1/4 03/01/21 144A CORP 184502BM3 521 500,000 PRN   SOLE   0 0 500,000
CCMO 9 12/15/19 144A CORP 184502BJ0 2,809 2,896,000 PRN   SOLE   0 0 2,896,000
CCO 6 1/2 11/15/22 144a CORP 18451QAK4 1,030 1,000,000 PRN   SOLE   0 0 1,000,000
CE 4 5/8 11/15/22 CORP 15089QAD6 5,626 5,733,000 PRN   SOLE   0 0 5,733,000
CHK 7 1/4 12/15/18 CORP 165167CC9 1,673 1,500,000 PRN   SOLE   0 0 1,500,000
CHRYGR 8 06/15/19 CORP 17121EAB3 1,091 1,000,000 PRN   SOLE   0 0 1,000,000
CHTR 6 1/2 04/30/21 CORP 1248EPAU7 2,606 2,500,000 PRN   SOLE   0 0 2,500,000
CIT 5 1/2 02/15/19 144A CORP 125581GH5 22,715 22,000,000 PRN   SOLE   0 0 22,000,000
CLEAVB 8 3/4 12/15/19 144A CORP 185401AD8 1,050 1,000,000 PRN   SOLE   0 0 1,000,000
CLMT 9 5/8 08/01/20 144A CORP 131477AH4 326 300,000 PRN   SOLE   0 0 300,000
CLR 4 1/2 04/15/23 144A CORP 212015AK7 3,789 3,896,000 PRN   SOLE   0 0 3,896,000
CMC 4 7/8 05/15/23 CORP 201723AK9 460 500,000 PRN   SOLE   0 0 500,000
CNH 7 7/8 12/01/17 CORP 147446AR9 1,076 950,000 PRN   SOLE   0 0 950,000
COMHSS 10 3/4 09/29/19 144A CORP EI8693992 1,629 1,180,000 PRN   SOLE   0 0 1,180,000
CRNRCH 9 3/8 03/15/18 AI CORP 21925AAB1 2,100 2,000,000 PRN   SOLE   0 0 2,000,000
CVO 11 1/2 05/15/17 CORP 15671BAG6 1,672 1,950,000 PRN   SOLE   0 0 1,950,000
CVO 8 7/8 02/01/18 CORP 15671BAE1 4,021 4,117,000 PRN   SOLE   0 0 4,117,000
CWEI 7 3/4 04/01/19 CORP 969490AE1 398 400,000 PRN   SOLE   0 0 400,000
CWST 7 3/4 02/15/19 CORP 147448AG9 6,130 6,453,000 PRN   SOLE   0 0 6,453,000
CTLCN 11 10/30/17 CORP 14889BAB8 2,186 3,057,000 PRN   SOLE   0 0 3,057,000
CZR 8 1/2 02/15/20 CORP 12768RAD9 1,414 1,500,000 PRN   SOLE   0 0 1,500,000
DAB 11 06/01/18 CORP 23833NAG9 4,539 4,098,000 PRN   SOLE   0 0 4,098,000
DAN 6 3/4 02/15/21 CORP 235825AB2 2,391 2,250,000 PRN   SOLE   0 0 2,250,000
DISDYN 12 1/2 01/01/18 144A CORP 25471QAA7 1,010 1,000,000 PRN   SOLE   0 0 1,000,000
EDG 8 3/4 11/01/20 144A CORP 280148AD9 1,174 1,180,000 PRN   SOLE   0 0 1,180,000
EIRCMF 9 1/4 05/15/20 144A CORP EJ6732667 607 500,000 PRN   SOLE   0 0 500,000
EIRCMF 9 1/4 05/15/20 REGS CORP EJ6591238 607 500,000 PRN   SOLE   0 0 500,000
ELNK 7 3/8 06/01/20 144A CORP 270321AD4 168 175,000 PRN   SOLE   0 0 175,000
EPENEG 9 3/8 05/01/20 CORP 29977HAB6 339 300,000 PRN   SOLE   0 0 300,000
EPL 8 1/4 02/15/18 CORP 29270UAN5 175 170,000 PRN   SOLE   0 0 170,000
EQIX 5 3/8 04/01/23 CORP 29444UAM8 9,300 9,490,000 PRN   SOLE   0 0 9,490,000
EROC 8 3/8 06/01/19 CORP 26985UAB3 1,959 1,925,000 PRN   SOLE   0 0 1,925,000
F 12 05/15/15 CORP 345397VH3 1,179 1,000,000 PRN   SOLE   0 0 1,000,000
F 6 5/8 10/01/28 CORP 345370BY5 2,181 2,000,000 PRN   SOLE   0 0 2,000,000
FCX 6 1/8 06/15/19 CORP 726505AM2 12,228 11,532,000 PRN   SOLE   0 0 11,532,000
PXP 6 3/4 02/01/22 CORP 726505AL4 1,060 1,000,000 PRN   SOLE   0 0 1,000,000
FDC 12 5/8 01/15/21 CORP 319963BB9 5,363 5,071,000 PRN   SOLE   0 0 5,071,000
FDC 8 1/4 01/15/21 144A CORP 319963AY0 1,987 1,948,000 PRN   SOLE   0 0 1,948,000
FDC 8 1/4 01/15/21 REGS CORP EI4925174 72 71,000 PRN   SOLE   0 0 71,000
FES 9 06/15/19 CORP 345143AC5 1,133 1,150,000 PRN   SOLE   0 0 1,150,000
HRG 6 3/8 04/01/21 144A CORP 315786AA1 485 500,000 PRN   SOLE   0 0 500,000
IMNCN 8 3/4 06/01/20 144A CORP 457983AC8 2,301 2,250,000 PRN   SOLE   0 0 2,250,000
FMGAU 6 7/8 02/01/18 144A CORP 30251GAC1 9,875 10,000,000 PRN   SOLE   0 0 10,000,000
FMGAU 8 1/4 11/01/19 144A CORP 30251GAH0 541 525,000 PRN   SOLE   0 0 525,000
FRGI 8 7/8 08/15/16 CORP 31660BAB7 1,598 1,500,000 PRN   SOLE   0 0 1,500,000
GEL 5 3/4 02/15/21 144A CORP 37185LAD4 488 500,000 PRN   SOLE   0 0 500,000
GLF 6 3/8 03/15/22 CORP 402629AG4 308 310,000 PRN   SOLE   0 0 310,000
GM 4 1/4 05/15/23 144A CORP 37045XAK2 47 50,000 PRN   SOLE   0 0 50,000
GT 8 1/4 08/15/20 CORP 382550BB6 2,267 2,070,000 PRN   SOLE   0 0 2,070,000
HCA 7 3/4 05/15/21 CORP 40412CAB7 8,676 8,033,000 PRN   SOLE   0 0 8,033,000
HERO 10 1/4 04/01/19 144A CORP 427093AE9 2,180 2,000,000 PRN   SOLE   0 0 2,000,000
HKUS 9 3/4 07/15/20 CORP 40537QAB6 1,995 2,000,000 PRN   SOLE   0 0 2,000,000
HLS 8 1/8 02/15/20 CORP 421924BG5 1,083 1,000,000 PRN   SOLE   0 0 1,000,000
HNT 6 3/8 06/01/17 CORP 422248AA2 3,116 3,000,000 PRN   SOLE   0 0 3,000,000
HOTT 9 1/4 06/15/21 144A CORP 441339AA6 152 150,000 PRN   SOLE   0 0 150,000
HST 6 10/01/21 CORP 44107TAQ9 3,620 3,340,000 PRN   SOLE   0 0 3,340,000
IAS 8 3/8 05/15/19 CORP 45072PAD4 5,081 5,000,000 PRN   SOLE   0 0 5,000,000
ICECR 9 1/4 05/10/18 144A CORP EJ6625622 634 500,000 PRN   SOLE   0 0 500,000
INNMTN 1 1/4 11/30/20 144A CORP 45771VAE3 5,611 6,082,470 PRN   SOLE   0 0 6,082,470
INNMTN 1 1/4 11/30/20 REGS CORP EI5754540 46 50,000 PRN   SOLE   0 0 50,000
INTEL 7 3/4 06/01/21 144A CORP 458204AK0 1,010 1,000,000 PRN   SOLE   0 0 1,000,000
ITWG 8 1/2 10/15/17 144A CORP 460933AK0 2,030 2,000,000 PRN   SOLE   0 0 2,000,000
NEEDLE 8 1/8 03/15/19 144A CORP 639888AA4 1,275 1,250,000 PRN   SOLE   0 0 1,250,000
KALU 8 1/4 06/01/20 CORP 483007AE0 1,108 1,000,000 PRN   SOLE   0 0 1,000,000
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KW 8 3/4 04/01/19 CORP 489399AC9 1,344 1,250,000 PRN   SOLE   0 0 1,250,000
LEAP 7 3/4 10/15/20 CORP 226566AM9 1,687 1,757,000 PRN   SOLE   0 0 1,757,000
LLAKES 7.45 03/15/28 144A CORP 514665AA6 2,450 2,500,000 PRN   SOLE   0 0 2,500,000
PBNCN 8 5/8 02/01/20 144A CORP 71645AAA7 15,745 16,274,000 PRN   SOLE   0 0 16,274,000
PBNCN 8 5/8 02/01/20 REGS CORP EJ0011217 164 170,000 PRN   SOLE   0 0 170,000
LVLT 11 7/8 02/01/19 CORP 52729NBT6 1,982 1,750,000 PRN   SOLE   0 0 1,750,000
MEG 11 3/4 02/15/17 CORP 584404AC1 11,790 10,670,000 PRN   SOLE   0 0 10,670,000
MNTG 11 1/2 08/01/19 CORP 553769AL4 13,756 13,163,600 PRN   SOLE   0 0 13,163,600
MPEL 5 02/15/21 144A CORP 55277BAC9 469 500,000 PRN   SOLE   0 0 500,000
MPO 9 1/4 06/01/21 144A CORP 59804VAC9 541 575,000 PRN   SOLE   0 0 575,000
MARFRI 9 7/8 07/24/17 144A CORP 56656UAD4 1,508 1,500,000 PRN   SOLE   0 0 1,500,000
NAV 8 1/4 11/01/21 CORP 63934EAM0 6,881 7,004,000 PRN   SOLE   0 0 7,004,000
NEFF 9 5/8 05/15/16 144A CORP 640096AD5 1,838 1,750,000 PRN   SOLE   0 0 1,750,000
NFLX 5 3/8 02/01/21 144A CORP 64110LAD8 746 750,000 PRN   SOLE   0 0 750,000
NIHD 7 5/8 04/01/21 CORP 67021BAE9 1,711 2,200,000 PRN   SOLE   0 0 2,200,000
NKA 8 7/8 03/15/18 CORP 654679AB5 11,386 10,974,000 PRN   SOLE   0 0 10,974,000
NM 8 1/8 02/15/19 CORP 639365AF2 948 1,000,000 PRN   SOLE   0 0 1,000,000
NM 8 7/8 11/01/17 CORP 639365AD7 1,553 1,500,000 PRN   SOLE   0 0 1,500,000
NM 9 1/4 04/15/19 CORP 63938NAB0 483 450,000 PRN   SOLE   0 0 450,000
NM 9 1/4 04/15/19 144a CORP 63938NAC8 1,073 1,000,000 PRN   SOLE   0 0 1,000,000
NP 5 1/4 05/15/21 144A CORP 640079AD1 488 500,000 PRN   SOLE   0 0 500,000
NSM 6 1/2 06/01/22 CORP 63860UAL4 244 250,000 PRN   SOLE   0 0 250,000
NSM 6 1/2 07/01/21 CORP 63860UAK6 288 300,000 PRN   SOLE   0 0 300,000
NSM 7 7/8 10/01/20 CORP 63860UAH3 265 250,000 PRN   SOLE   0 0 250,000
DRYS 6 1/2 10/01/17 144A CORP 262049AA7 2,095 2,100,000 PRN   SOLE   0 0 2,100,000
OGXPBZ 8 3/8 04/01/22 144A CORP 67089WAA0 1,073 3,700,000 PRN   SOLE   0 0 3,700,000
OHI 5 7/8 03/15/24 CORP 681936AZ3 960 930,000 PRN   SOLE   0 0 930,000
OPTSTL 12 1/2 12/15/16 144A CORP 68403RAA8 260 250,000 PRN   SOLE   0 0 250,000
PFCB 10 1/4 06/30/20 144A CORP 977584AA9 374 340,000 PRN   SOLE   0 0 340,000
PHIBRO 9 1/4 07/01/18 144A CORP 71742QAQ9 1,075 1,000,000 PRN   SOLE   0 0 1,000,000
PITGLS 8 1/2 04/15/16 144A CORP 725143AA9 495 500,000 PRN   SOLE   0 0 500,000
PKD 9 1/8 04/01/18 CORP 701081AT8 608 575,000 PRN   SOLE   0 0 575,000
PRFDAS 6 3/4 06/15/21 144A CORP 74387UAG6 100 100,000 PRN   SOLE   0 0 100,000
PRMIAN 10 1/2 01/15/18 144A CORP 714239AA8 243 250,000 PRN   SOLE   0 0 250,000
RAD 6 3/4 06/15/21 144A CORP 767754CF9 1,474 1,500,000 PRN   SOLE   0 0 1,500,000
RAD 9 1/4 03/15/20 CORP 767754CD4 8,502 7,703,000 PRN   SOLE   0 0 7,703,000
RCL 5 1/4 11/15/22 CORP 780153AU6 160 163,000 PRN   SOLE   0 0 163,000
REYNOL 5 3/4 10/15/20 CORP 761735AP4 856 850,000 PRN   SOLE   0 0 850,000
REYNOL 8 1/4 02/15/21 CORP 761735AF6 2,806 2,834,000 PRN   SOLE   0 0 2,834,000
REYNOL 8 1/2 05/15/18 CORP 761735AB5 16,738 16,250,000 PRN   SOLE   0 0 16,250,000
REYNOL 9 7/8 08/15/19 CORP 761735AH2 1,659 1,550,000 PRN   SOLE   0 0 1,550,000
RFP 5 7/8 05/15/23 144A CORP 76117WAA7 2,678 3,000,000 PRN   SOLE   0 0 3,000,000
ROC 4 5/8 10/15/20 CORP 774477AJ2 2,010 2,000,000 PRN   SOLE   0 0 2,000,000
RRC 5 08/15/22 CORP 75281AAN9 313 320,000 PRN   SOLE   0 0 320,000
RRC 8 05/15/19 CORP 75281AAK5 533 500,000 PRN   SOLE   0 0 500,000
S 7 03/01/20 144A CORP 852061AQ3 1,080 1,000,000 PRN   SOLE   0 0 1,000,000
S 9 11/15/18 144A CORP 852061AK6 32,859 28,085,000 PRN   SOLE   0 0 28,085,000
S 9 1/4 04/15/22 CORP 852061AA8 8,254 6,724,000 PRN   SOLE   0 0 6,724,000
SAIVST 9 3/4 02/15/20 144A CORP 796038AA5 2,371 2,250,000 PRN   SOLE   0 0 2,250,000
SAPSJ 6 5/8 04/15/21 144A CORP 803071AA7 1,940 2,000,000 PRN   SOLE   0 0 2,000,000
SATS 6 1/2 06/15/19 CORP 444454AB8 318 300,000 PRN   SOLE   0 0 300,000
SBH 5 3/4 06/01/22 CORP 79546VAJ5 102 100,000 PRN   SOLE   0 0 100,000
SBMAU 8 7/8 04/15/18 144A CORP 852278AA8 1,840 2,000,000 PRN   SOLE   0 0 2,000,000
SD 7 1/2 02/15/23 CORP 80007PAT6 1,468 1,545,000 PRN   SOLE   0 0 1,545,000
SD 7 1/2 03/15/21 CORP 80007PAN9 960 1,005,000 PRN   SOLE   0 0 1,005,000
SD 8 1/8 10/15/22 CORP 80007PAQ2 6,683 6,750,000 PRN   SOLE   0 0 6,750,000
SEE 8 3/8 09/15/21 144A CORP 81211KAR1 141 125,000 PRN   SOLE   0 0 125,000
SIGCOR 0 12/04/17 CORP EJ4697383 24,571 1,900,000,000 PRN   SOLE   0 0 99,999,999
SIX 5 1/4 01/15/21 144A CORP 83001AAA0 1,861 1,929,000 PRN   SOLE   0 0 1,929,000
SIX 5 1/4 01/15/21 REGS CORP EJ4805291 29 30,000 PRN   SOLE   0 0 30,000
SNV 5 1/8 06/15/17 CORP 87161CAG0 7,860 8,000,000 PRN   SOLE   0 0 8,000,000
SPB 6 5/8 11/15/22 144A CORP 84763BAC0 210 200,000 PRN   SOLE   0 0 200,000
SPB 6 3/8 11/15/20 144A CORP 84763BAA4 210 200,000 PRN   SOLE   0 0 200,000
SPB 9 1/2 06/15/18 CORP 84762LAG0 3,331 3,042,000 PRN   SOLE   0 0 3,042,000
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