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
Accuray Inc CONV 004397AB1 9,165 8,779,000 PRN   SOLE   0 0 8,779,000
Air Lease Corp CONV 00912XAK0 39,504 29,070,000 PRN   SOLE   0 0 29,070,000
Akamai Technologies Inc CONV 00971TAF8 55,724 53,969,000 PRN   SOLE   0 0 53,969,000
Alere Inc CONV 01449JAA3 3,609 3,453,000 PRN   SOLE   0 0 3,453,000
Allscripts Healthcare Solution CONV 01988PAD0 33,651 34,090,000 PRN   SOLE   0 0 34,090,000
American Realty Capital Proper CONV 02917TAA2 22,706 24,523,000 PRN   SOLE   0 0 24,523,000
American Realty Capital Proper CONV 02917TAB0 9,706 10,506,000 PRN   SOLE   0 0 10,506,000
ANI Pharmaceuticals Inc CONV 00182CAA1 6,848 6,500,000 PRN   SOLE   0 0 6,500,000
Annaly Capital Management Inc CONV 035710AB8 35,077 34,885,000 PRN   SOLE   0 0 34,885,000
Anthem Inc CONV 94973VBG1 60,535 35,166,000 PRN   SOLE   0 0 35,166,000
AOL Inc CONV 00184XAA3 10,656 10,000,000 PRN   SOLE   0 0 10,000,000
Ares Capital Corp CONV 04010LAG8 384 371,000 PRN   SOLE   0 0 371,000
Ares Capital Corp CONV 04010LAJ2 21,174 20,501,000 PRN   SOLE   0 0 20,501,000
Ares Capital Corp CONV 04010LAM5 47,565 47,148,000 PRN   SOLE   0 0 47,148,000
Array BioPharma Inc CONV 04269XAA3 9,964 10,646,000 PRN   SOLE   0 0 10,646,000
B2Gold Corp CONV 11777QAB6 32,699 37,335,000 PRN   SOLE   0 0 37,335,000
BioMarin Pharmaceutical Inc CONV 09061GAE1 70,392 59,647,000 PRN   SOLE   0 0 59,647,000
BioMarin Pharmaceutical Inc CONV 09061GAF8 36,807 30,259,000 PRN   SOLE   0 0 30,259,000
BlackRock Kelso Capital Corp CONV 092533AB4 3,963 3,912,000 PRN   SOLE   0 0 3,912,000
Bottomline Technologies de Inc CONV 101388AA4 14,751 13,781,000 PRN   SOLE   0 0 13,781,000
Bristol-Myers Squibb Co CONV 110122AN8 3,516 2,356,000 PRN   SOLE   0 0 2,356,000
BroadSoft Inc CONV 11133BAB8 23,477 22,511,000 PRN   SOLE   0 0 22,511,000
Brookdale Senior Living Inc CONV 112463AA2 22,084 16,208,000 PRN   SOLE   0 0 16,208,000
Cemex SAB de CV CONV 151290AV5 20,904 20,250,000 PRN   SOLE   0 0 20,250,000
CENTERPOINT ENERGY INC CONV 15189T206 71,857 1,079,040 SH   SOLE   0 0 1,079,040
Cepheid CONV 15670RAC1 11,044 10,027,000 PRN   SOLE   0 0 10,027,000
Chart Industries Inc CONV 16115QAC4 33,498 34,851,000 PRN   SOLE   0 0 34,851,000
Chesapeake Energy Corp CONV 165167CB1 20,097 21,936,000 PRN   SOLE   0 0 21,936,000
CHIQUITA BRANDS INTL CONV 170032AT3 26 26,000 PRN   SOLE   0 0 26,000
Ciena Corp CONV 171779AE1 60,503 60,842,000 PRN   SOLE   0 0 60,842,000
Ciena Corp CONV 171779AF8 4,432 4,243,000 PRN   SOLE   0 0 4,243,000
Ciena Corp CONV 171779AK7 18,510 14,817,000 PRN   SOLE   0 0 14,817,000
Citrix Systems Inc CONV 177376AC4 109,172 103,140,000 PRN   SOLE   0 0 103,140,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 54,582 49,771,000 PRN   SOLE   0 0 49,771,000
Cobalt International Energy In CONV 19075FAA4 21 36,000 PRN   SOLE   0 0 36,000
Colony Financial Inc CONV 19624RAA4 21,564 20,163,000 PRN   SOLE   0 0 20,163,000
Colony Financial Inc CONV 19624RAB2 69,031 67,555,000 PRN   SOLE   0 0 67,555,000
Cornerstone OnDemand Inc CONV 21925YAB9 44,352 45,311,000 PRN   SOLE   0 0 45,311,000
CSG Systems International Inc CONV 126349AC3 3,292 2,771,000 PRN   SOLE   0 0 2,771,000
Ctrip.com International Ltd CONV 22943FAD2 81,759 83,879,000 PRN   SOLE   0 0 83,879,000
Danaher Corp CONV 235851AF9 3,864 1,551,000 PRN   SOLE   0 0 1,551,000
DDR Corp CONV 251591AX1 30,131 24,383,000 PRN   SOLE   0 0 24,383,000
Depomed Inc CONV 249908AA2 18,458 16,996,000 PRN   SOLE   0 0 16,996,000
Element Financial Corp CONV 286181AA0 14,493 14,751,000 PRN   SOLE   0 0 14,751,000
Emergent Biosolutions Inc CONV 29089QAB1 10,011 8,894,000 PRN   SOLE   0 0 8,894,000
Emulex Corp CONV 292475AF7 9,732 10,622,000 PRN   SOLE   0 0 10,622,000
Encore Capital Group Inc CONV 292554AF9 299 263,000 PRN   SOLE   0 0 263,000
Encore Capital Group Inc CONV 292554AG7 13,855 14,294,000 PRN   SOLE   0 0 14,294,000
Endologix Inc CONV 29266SAA4 9,733 9,928,000 PRN   SOLE   0 0 9,928,000
Energy XXI Ltd CONV 29274UAB7 1,366 4,561,000 PRN   SOLE   0 0 4,561,000
Envestnet Inc CONV 29404KAA4 6,448 6,250,000 PRN   SOLE   0 0 6,250,000
Euronet Worldwide Inc CONV 298736AG4 34,880 34,002,000 PRN   SOLE   0 0 34,002,000
Exelixis Inc CONV 30161QAC8 4 7,000 PRN   SOLE   0 0 7,000
Extra Space Storage Inc CONV 30225VAC1 20,632 18,832,000 PRN   SOLE   0 0 18,832,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 47,335 25,247,000 PRN   SOLE   0 0 25,247,000
Finisar Corp CONV 31787AAM3 22,621 23,688,000 PRN   SOLE   0 0 23,688,000
Fluidigm Corp CONV 34385PAA6 15,870 16,805,000 PRN   SOLE   0 0 16,805,000
Forest City Enterprises Inc CONV 345550AP2 60,484 52,869,000 PRN   SOLE   0 0 52,869,000
Forest City Enterprises Inc CONV 345550AR8 48,383 45,467,000 PRN   SOLE   0 0 45,467,000
Gain Capital Holdings Inc CONV 36268WAB6 6,607 6,296,000 PRN   SOLE   0 0 6,296,000
General Cable Corp CONV 369300AL2 9,214 13,029,000 PRN   SOLE   0 0 13,029,000
Gilead Sciences Inc CONV 375558AP8 64,205 15,506,000 PRN   SOLE   0 0 15,506,000
Goodrich Petroleum Corp CONV 382410AG3 63 114,000 PRN   SOLE   0 0 114,000
Greenbrier Cos Inc/The CONV 393657AH4 3,035 2,000,000 PRN   SOLE   0 0 2,000,000
Griffon Corp CONV 398433AD4 10,156 8,985,000 PRN   SOLE   0 0 8,985,000
HealthSouth Corp CONV 421924BL4 37,346 33,728,000 PRN   SOLE   0 0 33,728,000
Helix Energy Solutions Group I CONV 42330PAG2 13,825 12,440,000 PRN   SOLE   0 0 12,440,000
Herbalife Ltd CONV 42703MAB9 9,606 13,008,000 PRN   SOLE   0 0 13,008,000
Hologic Inc CONV 436440AB7 10,706 8,539,000 PRN   SOLE   0 0 8,539,000
Hologic Inc CONV 436440AC5 38,456 34,734,000 PRN   SOLE   0 0 34,734,000
Hologic Inc CONV 436440AG6 39,595 35,911,000 PRN   SOLE   0 0 35,911,000
HomeAway Inc CONV 43739QAA8 12,741 13,508,000 PRN   SOLE   0 0 13,508,000
Hornbeck Offshore Services Inc CONV 440543AN6 28,709 34,577,000 PRN   SOLE   0 0 34,577,000
Host Hotels & Resorts Inc CONV 44107TAG1 29,375 15,925,000 PRN   SOLE   0 0 15,925,000
HSN Inc CONV 530610AB0 51,909 46,610,000 PRN   SOLE   0 0 46,610,000
Huron Consulting Group Inc CONV 447462AA0 10,193 9,746,000 PRN   SOLE   0 0 9,746,000
Iconix Brand Group Inc CONV 451055AE7 40,447 34,288,000 PRN   SOLE   0 0 34,288,000
Iconix Brand Group Inc CONV 451055AF4 3,166 2,668,000 PRN   SOLE   0 0 2,668,000
IGI Laboratories Inc CONV 449575AA7 1,006 1,000,000 PRN   SOLE   0 0 1,000,000
Illumina Inc CONV 452327AE9 48,176 43,594,000 PRN   SOLE   0 0 43,594,000
Illumina Inc CONV 452327AG4 33,577 29,488,000 PRN   SOLE   0 0 29,488,000
Incyte Corp CONV 45337CAM4 3,627 2,410,000 PRN   SOLE   0 0 2,410,000
Incyte Corp CONV 45337CAN2 14,063 9,135,000 PRN   SOLE   0 0 9,135,000
Insulet Corp CONV 45784PAD3 6,578 5,557,000 PRN   SOLE   0 0 5,557,000
Integra LifeSciences Holdings CONV 457985AK5 9,738 9,121,000 PRN   SOLE   0 0 9,121,000
Intel Corp CONV 458140AD2 76,259 57,973,000 PRN   SOLE   0 0 57,973,000
Intel Corp CONV 458140AF7 49,385 28,289,000 PRN   SOLE   0 0 28,289,000
Isis Pharmaceuticals Inc CONV 464337AH7 45,604 40,505,000 PRN   SOLE   0 0 40,505,000
iStar Financial Inc CONV 45031UBR1 17,417 13,736,000 PRN   SOLE   0 0 13,736,000
iStar Financial Inc CONV 45031UBV2 1,273 1,250,000 PRN   SOLE   0 0 1,250,000
j2 Global Inc CONV 48123VAC6 7,847 7,108,000 PRN   SOLE   0 0 7,108,000
Janus Capital Group Inc CONV 47102XAH8 1,469 966,000 PRN   SOLE   0 0 966,000
Jarden Corp CONV 471109AH1 7,854 5,000,000 PRN   SOLE   0 0 5,000,000
Jarden Corp CONV 471109AK4 67,464 59,891,000 PRN   SOLE   0 0 59,891,000
Jarden Corp CONV 471109AL2 25,917 19,560,000 PRN   SOLE   0 0 19,560,000
Jazz Pharmaceuticals PLC CONV 472145AA9 37,176 32,746,000 PRN   SOLE   0 0 32,746,000
JDS Uniphase Corp CONV 46612JAF8 49,867 47,197,000 PRN   SOLE   0 0 47,197,000
Johnson & Johnson CONV 02261WAB5 2,176 1,512,000 PRN   SOLE   0 0 1,512,000
KB Home CONV 48666KAS8 7,278 7,331,000 PRN   SOLE   0 0 7,331,000
Laboratory Corp of America Hol CONV 50540RAG7 2,538 1,753,000 PRN   SOLE   0 0 1,753,000
Lam Research Corp CONV 512807AJ7 56,254 42,745,000 PRN   SOLE   0 0 42,745,000
Lam Research Corp CONV 512807AL2 21,530 15,246,000 PRN   SOLE   0 0 15,246,000
Lam Research Corp CONV 670008AD3 8,345 3,646,000 PRN   SOLE   0 0 3,646,000
Leucadia National Corp CONV 472319AG7 64,576 62,199,000 PRN   SOLE   0 0 62,199,000
LGI Homes Inc CONV 50187TAA4 7,323 7,548,000 PRN   SOLE   0 0 7,548,000
LIBERTY INTERACTIVE LLC CONV 530610AC8 35,123 24,660,000 PRN   SOLE   0 0 24,660,000
Liberty Media Corp CONV 531229AB8 56,547 57,381,000 PRN   SOLE   0 0 57,381,000
Ligand Pharmaceuticals Inc CONV 53220KAC2 18,662 19,016,000 PRN   SOLE   0 0 19,016,000
LinkedIn Corp CONV 53578AAA6 48,706 46,173,000 PRN   SOLE   0 0 46,173,000
Live Nation Entertainment Inc CONV 538034AH2 41,367 38,845,000 PRN   SOLE   0 0 38,845,000
Macquarie Infrastructure Co LL CONV 55608BAA3 30,846 27,243,000 PRN   SOLE   0 0 27,243,000
Medicines Co/The CONV 584688AC9 15,786 13,541,000 PRN   SOLE   0 0 13,541,000
Medidata Solutions Inc CONV 58471AAB1 32,245 29,411,000 PRN   SOLE   0 0 29,411,000
Medivation Inc CONV 58501NAA9 11,514 5,918,000 PRN   SOLE   0 0 5,918,000
Meritor Inc CONV 043353AH4 16,147 15,044,000 PRN   SOLE   0 0 15,044,000
Meritor Inc CONV 59001KAC4 14,428 8,773,000 PRN   SOLE   0 0 8,773,000
MGM Resorts International CONV 55303QAE0 63,131 53,481,000 PRN   SOLE   0 0 53,481,000
Microchip Technology Inc CONV 595017AB0 25,434 14,280,000 PRN   SOLE   0 0 14,280,000
Micron Technology Inc CONV 595112AY9 81,588 61,633,000 PRN   SOLE   0 0 61,633,000
Molina Healthcare Inc CONV 60855RAC4 19,886 14,343,000 PRN   SOLE   0 0 14,343,000
Molina Healthcare Inc CONV 60855RAD2 21,081 18,971,000 PRN   SOLE   0 0 18,971,000
Molina Healthcare Inc CONV 60855RAE0 30,435 27,500,000 PRN   SOLE   0 0 27,500,000
Monster Worldwide Inc CONV 611742AA5 2,866 2,676,000 PRN   SOLE   0 0 2,676,000
Motorola Solutions Inc CONV 530715AN1 34,154 63,309,000 PRN   SOLE   0 0 63,309,000
Mylan Inc/PA CONV 628530AJ6 18,183 4,300,000 PRN   SOLE   0 0 4,300,000
National Health Investors Inc CONV 63633DAE4 35,376 34,004,000 PRN   SOLE   0 0 34,004,000
Navistar International Corp CONV 63934EAQ1 3,522 3,700,000 PRN   SOLE   0 0 3,700,000
Navistar International Corp CONV 63934EAR9 18,340 19,240,000 PRN   SOLE   0 0 19,240,000
NetSuite Inc CONV 64118QAB3 31,683 28,188,000 PRN   SOLE   0 0 28,188,000
Newmont Mining Corp CONV 651639AJ5 56,663 55,895,000 PRN   SOLE   0 0 55,895,000
Newpark Resources Inc CONV 651718AC2 18,906 16,767,000 PRN   SOLE   0 0 16,767,000
NRG Yield Inc CONV 62942XAA6 1,110 1,000,000 PRN   SOLE   0 0 1,000,000
Nuance Communications Inc CONV 67020YAF7 20,322 20,341,000 PRN   SOLE   0 0 20,341,000
NuVasive Inc CONV 670704AC9 12,783 10,009,000 PRN   SOLE   0 0 10,009,000
NVIDIA Corp CONV 67066GAC8 34,818 30,275,000 PRN   SOLE   0 0 30,275,000
NXP Semiconductors NV CONV 62952QAA8 12,813 12,500,000 PRN   SOLE   0 0 12,500,000
Old Republic International Cor CONV 680223AH7 20,832 17,835,000 PRN   SOLE   0 0 17,835,000
Omnicare Inc CONV 681904AL2 26,353 24,616,000 PRN   SOLE   0 0 24,616,000
Omnicare Inc CONV 681904AQ1 43,334 36,011,000 PRN   SOLE   0 0 36,011,000
Omnicare Inc CONV 681904AR9 50,624 43,908,000 PRN   SOLE   0 0 43,908,000
ON Semiconductor Corp CONV 682189AH8 39,294 32,942,000 PRN   SOLE   0 0 32,942,000
Orexigen Therapeutics Inc CONV 686164AB0 14,762 14,628,000 PRN   SOLE   0 0 14,628,000
Palo Alto Networks Inc CONV 697435AA3 1,710 1,350,000 PRN   SOLE   0 0 1,350,000
PDL BioPharma Inc CONV 69329YAF1 24,280 25,114,000 PRN   SOLE   0 0 25,114,000
PennyMac Mortgage Investment T CONV 70932AAB9 13,166 13,832,000 PRN   SOLE   0 0 13,832,000
PRA Group Inc CONV 73640QAB1 23,770 20,747,000 PRN   SOLE   0 0 20,747,000
Priceline Group Inc/The CONV 741503AQ9 103,584 78,201,000 PRN   SOLE   0 0 78,201,000
Priceline Group Inc/The CONV 741503AS5 54,281 48,233,000 PRN   SOLE   0 0 48,233,000
Priceline Group Inc/The CONV 741503AT3 40,071 41,649,000 PRN   SOLE   0 0 41,649,000
Prologis Inc CONV 74340XAT8 29,959 26,883,000 PRN   SOLE   0 0 26,883,000
Proofpoint Inc CONV 743424AB9 24,400 17,754,000 PRN   SOLE   0 0 17,754,000
PROS Holdings Inc CONV 74346YAA1 14,472 13,995,000 PRN   SOLE   0 0 13,995,000
Prospect Capital Corp CONV 74348TAM4 8,030 8,056,000 PRN   SOLE   0 0 8,056,000
Prospect Capital Corp CONV 74348TAP7 10,340 11,029,000 PRN   SOLE   0 0 11,029,000
Qihoo 360 Technology Co Ltd CONV 74734MAC3 17,061 19,624,000 PRN   SOLE   0 0 19,624,000
Qihoo 360 Technology Co Ltd CONV 74734MAD1 18,504 22,200,000 PRN   SOLE   0 0 22,200,000
Radian Group Inc CONV 750236AN1 36,404 22,580,000 PRN   SOLE   0 0 22,580,000
Rayonier Inc CONV 75508AAC0 3,977 3,275,000 PRN   SOLE   0 0 3,275,000
Red Hat Inc CONV 756577AC6 102,763 86,757,000 PRN   SOLE   0 0 86,757,000
Redwood Trust Inc CONV 749772AA7 7,616 7,507,000 PRN   SOLE   0 0 7,507,000
Redwood Trust Inc CONV 758075AB1 15,963 16,123,000 PRN   SOLE   0 0 16,123,000
Resource Capital Corp CONV 76120WAA2 3,933 4,023,000 PRN   SOLE   0 0 4,023,000
Royal Gold Inc CONV 780287AA6 57,212 55,399,000 PRN   SOLE   0 0 55,399,000
RPM International Inc CONV 749685AT0 8,923 7,665,000 PRN   SOLE   0 0 7,665,000
RTI International Metals Inc CONV 74973WAB3 27,294 27,990,000 PRN   SOLE   0 0 27,990,000
Ryland Group Inc/The CONV 783764AQ6 29,984 22,179,000 PRN   SOLE   0 0 22,179,000
Ryland Group Inc/The CONV 783764AS2 35,032 37,637,000 PRN   SOLE   0 0 37,637,000
salesforce.com inc CONV 79466LAD6 25,797 22,644,000 PRN   SOLE   0 0 22,644,000
Salix Pharmaceuticals Ltd CONV 795435AE6 38,362 20,970,000 PRN   SOLE   0 0 20,970,000
SanDisk Corp CONV 80004CAF8 28,342 23,512,000 PRN   SOLE   0 0 23,512,000
SEACOR Holdings Inc CONV 81170YAB5 27,932 30,095,000 PRN   SOLE   0 0 30,095,000
SEACOR Holdings Inc CONV 811904AM3 19,845 18,826,000 PRN   SOLE   0 0 18,826,000
ServiceNow Inc CONV 81762PAB8 25,205 22,137,000 PRN   SOLE   0 0 22,137,000
ShengdaTech Inc CONV 823213AD5 6 2,975,000 PRN   SOLE   0 0 2,975,000
SINA Corp/China CONV 82922RAD5 26,252 28,376,000 PRN   SOLE   0 0 28,376,000
Southwest Airlines Co CONV 00949PAD0 1,612 550,000 PRN   SOLE   0 0 550,000
Spansion Inc CONV 84649PAL9 3,743 1,510,000 PRN   SOLE   0 0 1,510,000
Spectranetics Corp/The CONV 84760CAA5 14,881 11,547,000 PRN   SOLE   0 0 11,547,000
Spirit Realty Capital Inc CONV 84860WAB8 10,045 10,304,000 PRN   SOLE   0 0 10,304,000
Standard Pacific Corp CONV 85375CBC4 16,381 14,500,000 PRN   SOLE   0 0 14,500,000
Starwood Property Trust Inc CONV 85571BAA3 47,383 44,446,000 PRN   SOLE   0 0 44,446,000
Starwood Property Trust Inc CONV 85571BAB1 40,830 37,132,000 PRN   SOLE   0 0 37,132,000
Starwood Waypoint Residential CONV 85571WAC3 15,131 14,493,000 PRN   SOLE   0 0 14,493,000
Stillwater Mining Co CONV 86074QAL6 9,238 7,460,000 PRN   SOLE   0 0 7,460,000
Stone Energy Corp CONV 861642AN6 32,901 37,332,000 PRN   SOLE   0 0 37,332,000
SunEdison Inc CONV 86732YAE9 48,479 49,773,000 PRN   SOLE   0 0 49,773,000
SunPower Corp CONV 867652AH2 4,064 4,497,000 PRN   SOLE   0 0 4,497,000
Synchronoss Technologies Inc CONV 87157BAA1 13,559 12,853,000 PRN   SOLE   0 0 12,853,000
Take-Two Interactive Software CONV 874054AD1 79 58,000 PRN   SOLE   0 0 58,000
Teleflex Inc CONV 879369AA4 9,784 5,209,000 PRN   SOLE   0 0 5,209,000
Tesla Motors Inc CONV 88160RAB7 13,907 15,000,000 PRN   SOLE   0 0 15,000,000
Tesla Motors Inc CONV 88160RAC5 9,577 10,570,000 PRN   SOLE   0 0 10,570,000
Teva Pharmaceutical Industries CONV 88163VAE9 8,124 5,927,000 PRN   SOLE   0 0 5,927,000
Theravance Inc CONV 88338TAB0 17,830 22,692,000 PRN   SOLE   0 0 22,692,000
TIBCO SOFTWARE INC CONV 88632QAB9 101 101,000 PRN   SOLE   0 0 101,000
Titan Machinery Inc CONV 88830RAB7 4,989 6,891,000 PRN   SOLE   0 0 6,891,000
Toll Brothers Inc CONV 88947EAM2 45,261 44,189,000 PRN   SOLE   0 0 44,189,000
TPG Specialty Lending Inc CONV 87265KAA0 1,927 1,953,000 PRN   SOLE   0 0 1,953,000
Trinity Industries Inc CONV 896522AF6 11,624 8,809,000 PRN   SOLE   0 0 8,809,000
TTM Technologies Inc CONV 87305RAD1 12,650 13,091,000 PRN   SOLE   0 0 13,091,000
Twitter Inc CONV 90184LAA0 101,036 115,851,000 PRN   SOLE   0 0 115,851,000
Twitter Inc CONV 90184LAC6 36,123 41,439,000 PRN   SOLE   0 0 41,439,000
United Continental Holdings In CONV 210795PU8 8,458 2,392,000 PRN   SOLE   0 0 2,392,000
United States Steel Corp CONV 912909AH1 9,088 7,303,000 PRN   SOLE   0 0 7,303,000
UTi Worldwide Inc CONV 90349LAA2 10,757 9,797,000 PRN   SOLE   0 0 9,797,000
Vector Group Ltd CONV 92240MBC1 455 427,000 PRN   SOLE   0 0 427,000
Verint Systems Inc CONV 92343XAA8 27,849 25,161,000 PRN   SOLE   0 0 25,161,000
Vipshop Holdings Ltd CONV 92763WAA1 13,110 10,998,000 PRN   SOLE   0 0 10,998,000
Vishay Intertechnology Inc CONV 928298AG3 16,556 14,945,000 PRN   SOLE   0 0 14,945,000
Vishay Intertechnology Inc CONV 928298AJ7 464 511,000 PRN   SOLE   0 0 511,000
VOLCANO CORP CONV 928645AB6 140 141,000 PRN   SOLE   0 0 141,000
Web.com Group Inc CONV 94733AAA2 22,280 24,321,000 PRN   SOLE   0 0 24,321,000
WebMD Health Corp CONV 94770VAF9 41,565 41,583,000 PRN   SOLE   0 0 41,583,000
WebMD Health Corp CONV 94770VAK8 37,645 37,593,000 PRN   SOLE   0 0 37,593,000
Workday Inc CONV 98138HAC5 5,343 4,500,000 PRN   SOLE   0 0 4,500,000
Wright Medical Group Inc CONV 98235TAC1 16,539 13,594,000 PRN   SOLE   0 0 13,594,000
Xilinx Inc CONV 983919AF8 35,318 23,443,000 PRN   SOLE   0 0 23,443,000
Yahoo! Inc CONV 984332AF3 90,359 79,685,000 PRN   SOLE   0 0 79,685,000
Yandex NV CONV 98474TAB3 8,790 10,587,000 PRN   SOLE   0 0 10,587,000
Affiliated Managers Group Inc CNV PFD 00170F209 44,601 715,798 PRN   SOLE   0 0 715,798
Alcoa Inc CNV PFD 013817309 20,522 404,950 PRN   SOLE   0 0 404,950
Alexandria Real Estate Equitie CNV PFD 015271505 47,083 1,693,623 PRN   SOLE   0 0 1,693,623
American Tower Corp CNV PFD 03027X308 19,264 168,500 PRN   SOLE   0 0 168,500
Bank of America Corp CNV PFD 060505682 57,662 49,527 PRN   SOLE   0 0 49,527
Chesapeake Energy Corp CNV PFD 165167750 39,383 38,530 PRN   SOLE   0 0 38,530
Chesapeake Energy Corp CNV PFD 165167768 6,218 6,165 PRN   SOLE   0 0 6,165
Chesapeake Energy Corp CNV PFD 165167776 41,686 40,027 PRN   SOLE   0 0 40,027
Chesapeake Energy Corp CNV PFD 165167784 12,820 12,404 PRN   SOLE   0 0 12,404
Crown Castle International Cor CNV PFD 22822V200 293 2,860 PRN   SOLE   0 0 2,860
Dominion Resources Inc/VA CNV PFD 25746U703 11,140 185,095 PRN   SOLE   0 0 185,095
Dominion Resources Inc/VA CNV PFD 25746U869 20,602 388,968 PRN   SOLE   0 0 388,968
Dominion Resources Inc/VA CNV PFD 25746U885 3,950 65,500 PRN   SOLE   0 0 65,500
Exelon Corp CNV PFD 30161N127 7,623 142,950 PRN   SOLE   0 0 142,950
Health Care REIT Inc CNV PFD 42217K601 4,195 63,712 PRN   SOLE   0 0 63,712
KeyCorp CNV PFD 493267405 41,212 315,754 PRN   SOLE   0 0 315,754
Kindred Healthcare Inc CNV PFD 494580301 9,958 10,497 PRN   SOLE   0 0 10,497
New York Community Bancorp Inc CNV PFD 64944P307 296 5,946 PRN   SOLE   0 0 5,946
NextEra Energy Inc CNV PFD 65339F705 444 6,387 PRN   SOLE   0 0 6,387
NextEra Energy Inc CNV PFD 65339F861 3,827 66,115 PRN   SOLE   0 0 66,115
NextEra Energy Inc CNV PFD 65339F887 28,516 425,712 PRN   SOLE   0 0 425,712
Penn Virginia Corp CNV PFD 707882403 7,717 125,000 PRN   SOLE   0 0 125,000
SandRidge Energy Inc CNV PFD 80007P604 782 18,359 PRN   SOLE   0 0 18,359
Stanley Black & Decker Inc CNV PFD 854502309 17,285 124,569 PRN   SOLE   0 0 124,569
Stanley Black & Decker Inc CNV PFD 854502804 18,764 159,951 PRN   SOLE   0 0 159,951
T-Mobile US Inc CNV PFD 872590203 5,238 100,000 PRN   SOLE   0 0 100,000
Tyson Foods Inc CNV PFD 902494301 47,580 944,809 PRN   SOLE   0 0 944,809
United Technologies Corp CNV PFD 913017117 53,213 863,052 PRN   SOLE   0 0 863,052
Wells Fargo & Co CNV PFD 949746804 105,429 86,792 PRN   SOLE   0 0 86,792
Weyerhaeuser Co CNV PFD 962166872 17,195 298,505 PRN   SOLE   0 0 298,505
William Lyon Homes CNV PFD 552074882 11,865 111,100 PRN   SOLE   0 0 111,100
ADT CORP CORP 00101JAL0 3,713 3,750,000 PRN   SOLE   0 0 3,750,000
ALLIANCE DATA SYSTEMS CO CORP 018581AE8 4,090 4,000,000 PRN   SOLE   0 0 4,000,000
ALLIED SPECIALTY VEHICLE CORP 019517AA9 2,095 2,000,000 PRN   SOLE   0 0 2,000,000
ALLY FINANCIAL INC CORP 02005NAE0 7,434 6,300,000 PRN   SOLE   0 0 6,300,000
ALTA MESA HLDGS/FINANC S CORP 021332AC5 3,786 4,561,000 PRN   SOLE   0 0 4,561,000
ALTICE SA CORP 02154VAA9 9,417 9,399,000 PRN   SOLE   0 0 9,399,000
AMC NETWORKS INC CORP 00164VAC7 7,184 7,406,000 PRN   SOLE   0 0 7,406,000
APPVION INC CORP 03834LAA7 2,398 3,500,000 PRN   SOLE   0 0 3,500,000
ASHLAND INC CORP 044209AF1 27,387 27,387,000 PRN   SOLE   0 0 27,387,000
BEAZER HOMES USA CORP 07556QAY1 3,237 3,098,000 PRN   SOLE   0 0 3,098,000
BIOMET INC CORP 090613AJ9 3,210 3,000,000 PRN   SOLE   0 0 3,000,000
BOISE CASCADE COMPANY CORP 09739DAA8 1,785 1,700,000 PRN   SOLE   0 0 1,700,000
BREITBURN ENER/BREIT FIN CORP 106777AD7 1,004 1,300,000 PRN   SOLE   0 0 1,300,000
CALIFORNIA RESOURCES CRP CORP 13057QAC1 2,907 3,400,000 PRN   SOLE   0 0 3,400,000
CALPINE CORP CORP 131347BY1 1,927 1,748,000 PRN   SOLE   0 0 1,748,000
CARLSON WAGONLIT BV CORP 142812AB2 2,090 2,000,000 PRN   SOLE   0 0 2,000,000
CASELLA WASTE SYSTEMS IN CORP 147448AG9 6,278 6,185,000 PRN   SOLE   0 0 6,185,000
CELANESE US HOLDINGS LLC CORP 15089QAC8 9,540 9,000,000 PRN   SOLE   0 0 9,000,000
CELANESE US HOLDINGS LLC CORP 15089QAD6 1,980 2,000,000 PRN   SOLE   0 0 2,000,000
CEMEX SAB DE CV CORP 151290BL6 514 500,000 PRN   SOLE   0 0 500,000
CEMEX SAB DE CV CORP 151290BP7 8,000 8,000,000 PRN   SOLE   0 0 8,000,000
CENVEO CORP CORP 15671BAG6 1,691 1,836,000 PRN   SOLE   0 0 1,836,000
CENVEO CORP CORP 15671BAK7 1,810 2,000,000 PRN   SOLE   0 0 2,000,000
CENVEO CORP CORP 15671BAL5 1,688 2,250,000 PRN   SOLE   0 0 2,250,000
CHINOS INTERMED HLDGS A CORP 16961UAA4 2,655 3,000,000 PRN   SOLE   0 0 3,000,000
CHS/COMMUNITY HEALTH SYS CORP 12543DAR1 4,658 4,500,000 PRN   SOLE   0 0 4,500,000
CHURCHILL DOWNS INC CORP 171484AB4 2,000 2,000,000 PRN   SOLE   0 0 2,000,000
CIT GROUP INC CORP 125581GH5 6,858 6,500,000 PRN   SOLE   0 0 6,500,000
CLAYTON WILLIAMS ENERGY CORP 969490AE1 2,465 2,900,000 PRN   SOLE   0 0 2,900,000
CLEAN HARBORS INC CORP 184496AJ6 2,010 2,000,000 PRN   SOLE   0 0 2,000,000
CLEAN HARBORS INC CORP 184496AL1 5,735 5,749,000 PRN   SOLE   0 0 5,749,000
CLEAR CHANNEL WORLDWIDE CORP 18451QAM0 8,702 8,449,000 PRN   SOLE   0 0 8,449,000
COMMERCIAL METALS CO CORP 201723AK9 1,433 1,500,000 PRN   SOLE   0 0 1,500,000
COMPASS MINERALS INTERNA CORP 20451NAE1 970 1,000,000 PRN   SOLE   0 0 1,000,000
CONSOL ENERGY INC CORP 20854PAJ8 698 750,000 PRN   SOLE   0 0 750,000
CORNERSTONE CHEMICAL CO CORP 21925AAB1 2,040 2,000,000 PRN   SOLE   0 0 2,000,000
CORRECTIONS CORP OF AMER CORP 22025YAP5 2,406 2,500,000 PRN   SOLE   0 0 2,500,000
COTT BEVERAGES INC CORP 221643AJ8 3,000 3,000,000 PRN   SOLE   0 0 3,000,000
COVENANT SURGICAL PARTNE CORP 22284YAA4 2,020 2,000,000 PRN   SOLE   0 0 2,000,000
CREDIT AGRICOLE SA CORP 225313AD7 9,158 9,000,000 PRN   SOLE   0 0 9,000,000
DANA HOLDING CORP CORP 235825AB2 1,851 1,750,000 PRN   SOLE   0 0 1,750,000
DISH DBS CORP CORP 25470XAE5 2,688 2,500,000 PRN   SOLE   0 0 2,500,000
DISPENSING DYNAMICS INTL CORP 25471QAA7 1,560 1,500,000 PRN   SOLE   0 0 1,500,000
DUPONT FABROS TECH LP CORP 26613TAE0 764 750,000 PRN   SOLE   0 0 750,000
E*TRADE FINANCIAL CORP CORP 269246BL7 2,045 2,000,000 PRN   SOLE   0 0 2,000,000
EARTHLINK HOLDINGS CORP CORP 270321AE2 2,715 2,675,000 PRN   SOLE   0 0 2,675,000
ELETSON HOLDINGS CORP 28620QAA1 980 1,000,000 PRN   SOLE   0 0 1,000,000
ENERGY XXI GULF COAST IN CORP 29276KAP6 4,494 6,800,000 PRN   SOLE   0 0 6,800,000
ENERGY XXI GULF COAST IN CORP 29276KAT8 3,599 6,544,000 PRN   SOLE   0 0 6,544,000
EQUINIX INC CORP 29444UAM8 2,000 2,000,000 PRN   SOLE   0 0 2,000,000
FCA US LLC/CG CO-ISSUER CORP 17121EAB3 4,731 4,500,000 PRN   SOLE   0 0 4,500,000
FIRST CASH FINANCIAL SER CORP 31942DAB3 1,040 1,000,000 PRN   SOLE   0 0 1,000,000
FIRST DATA CORPORATION CORP 319963BB9 1,781 1,500,000 PRN   SOLE   0 0 1,500,000
FIRST DATA CORPORATION CORP 319963BG8 2,113 1,862,000 PRN   SOLE   0 0 1,862,000
FIRST DATA CORPORATION CORP 319963BL7 19,036 16,446,010 PRN   SOLE   0 0 16,446,010
FIRST QUANTUM MINERALS L CORP 335934AD7 910 1,005,000 PRN   SOLE   0 0 1,005,000
FIRST QUANTUM MINERALS L CORP 335934AF2 905 1,005,000 PRN   SOLE   0 0 1,005,000
FMG RESOURCES AUG 2006 CORP 30251GAH0 5,915 6,500,000 PRN   SOLE   0 0 6,500,000
FRESENIUS MED CARE II CORP 35802XAD5 11,048 10,349,000 PRN   SOLE   0 0 10,349,000
FRESENIUS MED CARE US CORP 35803QAA5 2,133 2,000,000 PRN   SOLE   0 0 2,000,000
GENESIS ENERGY LP/GENESI CORP 37185LAE2 2,325 2,500,000 PRN   SOLE   0 0 2,500,000
GENTIVA HEALTH SERVICES CORP 37247AAB8 4,749 4,463,000 PRN   SOLE   0 0 4,463,000
GLOBAL PART/GLP FINANCE CORP 37954FAA2 485 500,000 PRN   SOLE   0 0 500,000
GREYSTAR REAL ESTATE PAR CORP 39807UAA4 509 500,000 PRN   SOLE   0 0 500,000
HCA HOLDINGS INC CORP 40412CAB7 6,390 6,000,000 PRN   SOLE   0 0 6,000,000
HCA INC CORP 404121AC9 5,603 5,000,000 PRN   SOLE   0 0 5,000,000
HEALTH NET INC CORP 422248AA2 3,240 3,000,000 PRN   SOLE   0 0 3,000,000
HEALTHSOUTH CORP CORP 421924BG5 1,045 1,000,000 PRN   SOLE   0 0 1,000,000
HIG BBC INTERMED/HOLDING CORP 40421XAA2 970 1,000,000 PRN   SOLE   0 0 1,000,000
HUGHES SATELITE SYSTEMS CORP 444454AB8 322 300,000 PRN   SOLE   0 0 300,000
IASIS HEALTHCARE/CAP CRP CORP 45072PAD4 3,150 3,000,000 PRN   SOLE   0 0 3,000,000
IHEARTCOMMUNICATIONS INC CORP 184502BL5 12,246 12,432,000 PRN   SOLE   0 0 12,432,000
IHEARTCOMMUNICATIONS INC CORP 184502BN1 515 500,000 PRN   SOLE   0 0 500,000
JEFFERIES FIN LLC / JFIN CORP 47232MAB8 7,281 7,893,000 PRN   SOLE   0 0 7,893,000
JLL/DELTA DUTCH NEWCO BV CORP 46590GAA1 1,015 1,000,000 PRN   SOLE   0 0 1,000,000
KENNEDY-WILSON INC CORP 489399AG0 4,584 4,573,000 PRN   SOLE   0 0 4,573,000
KISSNER MILLING CO LTD CORP 49835DAA7 1,000 1,000,000 PRN   SOLE   0 0 1,000,000
KLX INC CORP 482539AA1 505 500,000 PRN   SOLE   0 0 500,000
LAND O LAKES CAP TRST I CORP 514665AA6 2,588 2,500,000 PRN   SOLE   0 0 2,500,000
LENNAR CORP CORP 526057BT0 4,000 4,000,000 PRN   SOLE   0 0 4,000,000
LIN TELEVISION CORP CORP 58441LAA6 495 500,000 PRN   SOLE   0 0 500,000
LIVE NATION ENTERTAINMEN CORP 538034AF6 580 550,000 PRN   SOLE   0 0 550,000
LSB INDUSTRIES CORP 502160AL8 1,780 1,712,000 PRN   SOLE   0 0 1,712,000
MASTEC INC CORP 576323AN9 7,794 8,291,000 PRN   SOLE   0 0 8,291,000
MGM RESORTS INTL CORP 552953CB5 3,970 4,000,000 PRN   SOLE   0 0 4,000,000
MGM RESORTS INTL CORP 552953CC3 2,513 2,500,000 PRN   SOLE   0 0 2,500,000
MICRON TECHNOLOGY INC CORP 595112BB8 1,010 1,000,000 PRN   SOLE   0 0 1,000,000
MOOD MEDIA CORP CORP 61534JAG0 1,650 2,000,000 PRN   SOLE   0 0 2,000,000
MTR GAMING GROUP INC CORP 553769AL4 0 30 PRN   SOLE   0 0 30
NATIONSTAR MORT/CAP CORP CORP 63860UAL4 2,099 2,300,000 PRN   SOLE   0 0 2,300,000
NAVIOS MARITIME ACQ CORP CORP 63938MAD8 1,121 1,150,000 PRN   SOLE   0 0 1,150,000
NAVIOS MARITIME HLDS/FIN CORP 639365AF2 880 1,000,000 PRN   SOLE   0 0 1,000,000
NAVIOS MARITIME HLDS/FIN CORP 639365AG0 4,752 5,119,000 PRN   SOLE   0 0 5,119,000
NAVIOS SA LOGIST/FIN US CORP 63938NAE4 743 750,000 PRN   SOLE   0 0 750,000
NETFLIX INC CORP 64110LAF3 1,518 1,460,000 PRN   SOLE   0 0 1,460,000
NUANCE COMMUNICATIONS CORP 67020YAD2 5,013 5,000,000 PRN   SOLE   0 0 5,000,000
NXP BV/NXP FUNDING LLC CORP 62947QAM0 5,775 5,500,000 PRN   SOLE   0 0 5,500,000
OASIS PETROLEUM INC CORP 674215AG3 2,730 3,000,000 PRN   SOLE   0 0 3,000,000
OMEGA HLTHCARE INVESTORS CORP 681936AZ3 988 930,000 PRN   SOLE   0 0 930,000
OMNICARE INC CORP 681904AS7 1,013 1,000,000 PRN   SOLE   0 0 1,000,000
OMNICARE INC CORP 681904AT5 1,025 1,000,000 PRN   SOLE   0 0 1,000,000
PBF HOLDING CO LLC CORP 69318FAB4 4,020 4,000,000 PRN   SOLE   0 0 4,000,000
PENN VIRGINIA CORP CORP 707882AE6 8,396 10,495,000 PRN   SOLE   0 0 10,495,000
PERMIAN HOLDINGS INC CORP 714239AA8 1,571 2,094,000 PRN   SOLE   0 0 2,094,000
PRECISION DRILLING CORP CORP 74022DAH3 205 250,000 PRN   SOLE   0 0 250,000
PROSPECT MEDICAL HOLDING CORP 743494AC0 8,006 7,500,000 PRN   SOLE   0 0 7,500,000
QEP RESOURCES INC CORP 74733VAA8 2,486 2,425,000 PRN   SOLE   0 0 2,425,000
REGAL ENTERTAINMENT GRP CORP 758766AH2 2,149 2,250,000 PRN   SOLE   0 0 2,250,000
REGENCY ENERGY PARTNERS CORP 75886AAK4 2,005 2,000,000 PRN   SOLE   0 0 2,000,000
REYNOLDS GRP ISS/REYNOLD CORP 761735AK5 4,187 4,050,000 PRN   SOLE   0 0 4,050,000
REYNOLDS GRP ISS/REYNOLD CORP 761735AL3 5,792 5,596,000 PRN   SOLE   0 0 5,596,000
REYNOLDS GRP ISS/REYNOLD CORP 761735AP4 5,283 5,154,000 PRN   SOLE   0 0 5,154,000
SANDRIDGE ENERGY INC CORP 80007PAQ2 1,414 2,245,000 PRN   SOLE   0 0 2,245,000
SANMINA CORP CORP 801056AA0 3,970 4,000,000 PRN   SOLE   0 0 4,000,000
SAPPI PAPIER HOLDNG GMBH CORP 803071AA7 2,563 2,500,000 PRN   SOLE   0 0 2,500,000
SESI LLC CORP 78412FAL8 1,455 1,500,000 PRN   SOLE   0 0 1,500,000
SOTHEBY'S CORP 835898AF4 8,330 8,722,000 PRN   SOLE   0 0 8,722,000
SPRINT COMMUNICATIONS CORP 852061AK6 2,275 2,000,000 PRN   SOLE   0 0 2,000,000
SPRINT CORP CORP 85207UAF2 12,589 12,752,000 PRN   SOLE   0 0 12,752,000
ST BARBARA LTD CORP 852278AA8 1,600 2,000,000 PRN   SOLE   0 0 2,000,000
STARZ LLC/STARZ FIN CORP CORP 85571NAB5 16,746 16,539,000 PRN   SOLE   0 0 16,539,000
STEEL DYNAMICS INC CORP 858119AV2 1,415 1,335,000 PRN   SOLE   0 0 1,335,000
SYNOVUS FINANCIAL CORP CORP 87161CAG0 3,362 3,312,000 PRN   SOLE   0 0 3,312,000
SYNOVUS FINANCIAL CORP CORP 87161CAJ4 17,179 15,293,000 PRN   SOLE   0 0 15,293,000
TELESAT CANADA/TELESAT L CORP 87952VAJ5 1,020 1,000,000 PRN   SOLE   0 0 1,000,000
TENET HEALTHCARE CORP CORP 87243QAB2 10,336 9,625,000 PRN   SOLE   0 0 9,625,000
TENET HEALTHCARE CORP CORP 88033GCE8 1,118 1,000,000 PRN   SOLE   0 0 1,000,000
TESORO CORP CORP 881609AZ4 2,025 2,000,000 PRN   SOLE   0 0 2,000,000
TESORO LOGISTICS LP/CORP CORP 88160QAD5 698 700,000 PRN   SOLE   0 0 700,000
UNIT CORP CORP 909218AB5 224 250,000 PRN   SOLE   0 0 250,000
UNITED RENTALS NORTH AM CORP 911365BA1 2,160 2,000,000 PRN   SOLE   0 0 2,000,000
UPCB FINANCE III LTD CORP 903202AA7 7,613 7,250,000 PRN   SOLE   0 0 7,250,000
VALEANT PHARMACEUTICALS CORP 91911XAQ7 3,135 3,000,000 PRN   SOLE   0 0 3,000,000
VECTOR GROUP LTD CORP 92240MBB3 1,053 1,000,000 PRN   SOLE   0 0 1,000,000
VERSO PAPER HLDG LLC/INC CORP 92531XAP7 2,000 2,000,000 PRN   SOLE   0 0 2,000,000
VIASAT INC CORP 92552VAF7 1,877 1,805,000 PRN   SOLE   0 0 1,805,000
W & T OFFSHORE INC CORP 92922PAC0 1,310 2,000,000 PRN   SOLE   0 0 2,000,000
WATERJET HOLDINGS INC CORP 94155UAA7 2,060 2,000,000 PRN   SOLE   0 0 2,000,000
American Airlines Group Inc COM 02376R102 6,436 120,000 SH   SOLE   0 0 120,000
BioMarin Pharmaceutical Inc COM 09061G101 777 8,600 SH   SOLE   0 0 8,600
Ciena Corp COM 171779309 4,210 216,922 SH   SOLE   0 0 216,922
Citigroup Inc COM 172967424 221 4,086 SH   SOLE   0 0 4,086
Citrix Systems Inc COM 177376100 2,002 31,376 SH   SOLE   0 0 31,376
Clean Harbors Inc COM 184496107 655 13,641 SH   SOLE   0 0 13,641
Cobalt International Energy In COM 19075F106 167 18,757 SH   SOLE   0 0 18,757
Ctrip.com International Ltd COM 22943F100 158 3,480 SH   SOLE   0 0 3,480
Discover Financial Services COM 254709108 1,458 22,258 SH   SOLE   0 0 22,258
DISH Network Corp COM 25470M109 489 6,709 SH   SOLE   0 0 6,709
Dow Chemical Co/The COM 260543103 4,561 100,000 SH   SOLE   0 0 100,000
EMC Corp/MA COM 268648102 719 24,175 SH   SOLE   0 0 24,175
Express Inc COM 30219E103 3,569 242,958 SH   SOLE   0 0 242,958
Gap Inc/The COM 364760108 3,158 75,000 SH   SOLE   0 0 75,000
General Motors Co COM 37045V100 244 7,000 SH   SOLE   0 0 7,000
Gilead Sciences Inc COM 375558103 4,977 52,800 SH   SOLE   0 0 52,800
GlaxoSmithKline PLC COM 37733W105 4,528 105,952 SH   SOLE   0 0 105,952
Greenbrier Cos Inc/The COM 393657101 1,128 21,000 SH   SOLE   0 0 21,000
Hawaiian Telcom Holdco Inc COM 420031106 931 33,763 SH   SOLE   0 0 33,763
Herbalife Ltd COM 020884924 2,401 63,700 SH   SOLE   0 0 63,700
Hospitality Properties Trust COM 44106M102 939 30,300 SH   SOLE   0 0 30,300
Intel Corp COM 458140100 9,709 267,546 SH   SOLE   0 0 267,546
Lamar Advertising Co COM 512816109 1,073 20,000 SH   SOLE   0 0 20,000
Lear Corp COM 521865204 1,126 11,484 SH   SOLE   0 0 11,484
Macy's Inc COM 55616P104 401 6,104 SH   SOLE   0 0 6,104
Medicines Co/The COM 584688105 415 15,000 SH   SOLE   0 0 15,000
MGM Holdings Inc COM 55303C101 809 10,781 SH   SOLE   0 0 10,781
NorthStar Realty Finance Corp COM 66704R704 2,714 154,386 SH   SOLE   0 0 154,386
Occidental Petroleum Corp COM 674599105 4,031 50,000 SH   SOLE   0 0 50,000
Pfizer Inc COM 717081103 2,025 65,000 SH   SOLE   0 0 65,000
Red Hat Inc COM 756577102 3,488 50,443 SH   SOLE   0 0 50,443
SanDisk Corp COM 80004C101 769 7,850 SH   SOLE   0 0 7,850
Starz COM 85571Q102 1,346 45,333 SH   SOLE   0 0 45,333
Synovus Financial Corp COM 87161C501 1,040 38,406 SH   SOLE   0 0 38,406
Valero Energy Corp COM 91913Y100 1,980 40,000 SH   SOLE   0 0 40,000
Wynn Resorts Ltd COM 983134107 2,388 16,050 SH   SOLE   0 0 16,050
Advanced Micro Devices Inc OPT 007903107 45 10,000 SH Put SOLE   0 0 10,000
Advanced Micro Devices Inc OPT 007903107 18 2,000 SH Put SOLE   0 0 2,000
Agenus Inc OPT 00847G705 10 1,000 SH Call SOLE   0 0 1,000
Akamai Technologies Inc OPT 00971T101 47 912 SH Call SOLE   0 0 912
American Airlines Group Inc OPT 02376R102 92 400 SH Call SOLE   0 0 400
American Airlines Group Inc OPT 02376R102 102 433 SH Call SOLE   0 0 433
American Realty Capital Proper OPT 02917T104 13 750 SH Put SOLE   0 0 750
Bank of America Corp OPT 060505104 67 1,368 SH Call SOLE   0 0 1,368
BioMarin Pharmaceutical Inc OPT 09061G101 75 1,199 SH Call SOLE   0 0 1,199
BioMarin Pharmaceutical Inc OPT 09061G101 71 200 SH Call SOLE   0 0 200
BioMarin Pharmaceutical Inc OPT 09061G101 5 172 SH Put SOLE   0 0 172
Bristol-Myers Squibb Co OPT 110122108 6 274 SH Call SOLE   0 0 274
Bristol-Myers Squibb Co OPT 110122108 4 457 SH Call SOLE   0 0 457
Cemex SAB de CV OPT 151290889 27 2,000 SH Put SOLE   0 0 2,000
CenturyLink Inc OPT 156700106 9 66 SH Put SOLE   0 0 66
Citigroup Inc OPT 172967424 9 663 SH Call SOLE   0 0 663
Citrix Systems Inc OPT 177376100 31 374 SH Call SOLE   0 0 374
Cliffs Natural Resources Inc OPT 18683K101 18 1,000 SH Put SOLE   0 0 1,000
Ctrip.com International Ltd OPT 22943F100 6 248 SH Put SOLE   0 0 248
Ctrip.com International Ltd OPT 22943F100 541 566 SH Put SOLE   0 0 566
Cubist Pharmaceuticals Inc OPT 229678107 1 167 SH Put SOLE   0 0 167
Delta Air Lines Inc OPT 247361702 139 912 SH Call SOLE   0 0 912
EMC Corp/MA OPT 268648102 61 2,000 SH Call SOLE   0 0 2,000
Frontier Communications Corp OPT 35906A108 5 235 SH Put SOLE   0 0 235
General Motors Co OPT 37045V100 93 1,200 SH Call SOLE   0 0 1,200
General Motors Co OPT 37045V100 117 914 SH Call SOLE   0 0 914
Gilead Sciences Inc OPT 375558103 19 178 SH Put SOLE   0 0 178
Goodrich Petroleum Corp OPT 382410405 14 2,741 SH Put SOLE   0 0 2,741
Incyte Corp OPT 45337C102 25 228 SH Call SOLE   0 0 228
Incyte Corp OPT 45337C102 16 457 SH Call SOLE   0 0 457
Intel Corp OPT 458140100 11 500 SH Put SOLE   0 0 500
Intel Corp OPT 458140100 23 550 SH Put SOLE   0 0 550
JPMorgan Chase & Co OPT 46625H100 120 1,000 SH Call SOLE   0 0 1,000
Market Vectors Russia ETF OPT 57060U506 75 1,200 SH Put SOLE   0 0 1,200
Oasis Petroleum Inc OPT 674215108 25 125 SH Call SOLE   0 0 125
ON Semiconductor Corp OPT 682189105 31 250 SH Call SOLE   0 0 250
Penn Virginia Corp OPT 707882106 7 940 SH Put SOLE   0 0 940
Penn Virginia Corp OPT 707882106 18 500 SH Put SOLE   0 0 500
Qihoo 360 Technology Co Ltd OPT 74734M109 18 300 SH Put SOLE   0 0 300
Red Hat Inc OPT 756577102 0 300 SH Put SOLE   0 0 300
Seventy Seven Energy Inc OPT 818097107 13 500 SH Call SOLE   0 0 500
SPDR S&P 500 ETF Trust OPT 78462F103 31 550 SH Put SOLE   0 0 550
SPDR S&P 500 ETF Trust OPT 78462F103 494 1,500 SH Put SOLE   0 0 1,500
SPDR S&P 500 ETF Trust OPT 78462F103 135 350 SH Put SOLE   0 0 350
Sprint Corp OPT 85207U105 22 3,914 SH Put SOLE   0 0 3,914
Stillwater Mining Co OPT 86074Q102 8 827 SH Put SOLE   0 0 827
Synovus Financial Corp OPT 87161C501 48 914 SH Call SOLE   0 0 914
Theravance Inc OPT 88338T104 15 1,000 SH Put SOLE   0 0 1,000
Toll Brothers Inc OPT 889478103 94 684 SH Call SOLE   0 0 684
Twitter Inc OPT 90184L102 136 600 SH Put SOLE   0 0 600
United States Oil Fund LP OPT 91232N108 4 1,825 SH Call SOLE   0 0 1,825
United States Steel Corp OPT 912909108 13 500 SH Call SOLE   0 0 500
United States Steel Corp OPT 912909108 5 500 SH Call SOLE   0 0 500
Walter Energy Inc OPT 93317Q105 31 496 SH Put SOLE   0 0 496
Walter Energy Inc OPT 93317Q105 56 496 SH Put SOLE   0 0 496
Windstream Holdings Inc OPT 97382A101 8 136 SH Put SOLE   0 0 136
Yandex NV OPT 063251003 13 750 SH Put SOLE   0 0 750
CARAUSTAR INDUSTRIES INC TERM 14076CAB9 1,435 1,437,210 PRN   SOLE   0 0 1,437,210
ENERGY & EXPLORATION PARTNE TERM 29268HAB4 1,779 2,488,750 PRN   SOLE   0 0 2,488,750
GYMBOREE CORP TERM 40377UAC8 1,094 1,650,000 PRN   SOLE   0 0 1,650,000
SPRINT INDUSTRIAL LLC TERM 85208BAE6 2,018 2,000,000 PRN   SOLE   0 0 2,000,000
VERTELLUS SPECIALTIES TERM 92531NAH7 4,176 4,339,130 PRN   SOLE   0 0 4,339,130