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
ALCOA INC CNV PFD 013817309 18,580 423,825 SH   SOLE   0 0 423,825
ALEXANDRIA REAL ESTATE E CNV PFD 015271505 50,182 1,701,073 SH   SOLE   0 0 1,701,073
AMERICAN TOWER CORP CNV PFD 03027X407 21,075 212,390 SH   SOLE   0 0 212,390
AMERICAN TOWER CORP CNV PFD 03027X308 18,278 177,134 SH   SOLE   0 0 177,134
AMG CAPITAL TRUST II CNV PFD 00170F209 57,223 922,351 SH   SOLE   0 0 922,351
BANK OF AMERICA CORP CNV PFD 060505682 56,021 48,419 SH   SOLE   0 0 48,419
CHESAPEAKE ENERGY CORP CNV PFD 165167768 40,586 45,969 SH   SOLE   0 0 45,969
CHESAPEAKE ENERGY CORP CNV PFD 165167750 41,820 47,712 SH   SOLE   0 0 47,712
CHESAPEAKE ENERGY CORP CNV PFD 165167784 9,559 11,000 SH   SOLE   0 0 11,000
DOMINION RESOURCES INC CNV PFD 25746U703 9,946 177,095 SH   SOLE   0 0 177,095
DOMINION RESOURCES INC CNV PFD 25746U869 18,061 373,165 SH   SOLE   0 0 373,165
DOMINION RESOURCES INC CNV PFD 25746U885 3,694 65,500 SH   SOLE   0 0 65,500
EXELON CORP CNV PFD 30161N127 7,181 145,400 SH   SOLE   0 0 145,400
HEALTH CARE REIT INC CNV PFD 42217K601 3,997 59,512 SH   SOLE   0 0 59,512
KEYCORP CNV PFD 493267405 39,598 302,462 SH   SOLE   0 0 302,462
KINDRED HEALTHCARE INC CNV PFD 494580301 11,292 9,500 SH   SOLE   0 0 9,500
NEXTERA ENERGY INC CNV PFD 65339F861 8,982 161,115 SH   SOLE   0 0 161,115
NEXTERA ENERGY INC CNV PFD 65339F887 6,675 102,009 SH   SOLE   0 0 102,009
PENN VIRGINIA CORP CNV PFD 707882403 10,502 172,300 SH   SOLE   0 0 172,300
SOUTHWESTERN ENERGY CO CNV PFD 845467208 18,997 377,000 SH   SOLE   0 0 377,000
STANLEY BLACK & DECKER I CNV PFD 854502309 16,723 124,569 SH   SOLE   0 0 124,569
STANLEY BLACK & DECKER I CNV PFD 854502804 18,688 159,384 SH   SOLE   0 0 159,384
T-Mobile US Inc CNV PFD 872590203 9,239 157,500 SH   SOLE   0 0 157,500
TYSON FOODS INC CNV PFD 902494301 44,078 909,209 SH   SOLE   0 0 909,209
UNITED TECHNOLOGIES CORP CNV PFD 913017117 34,453 559,842 SH   SOLE   0 0 559,842
WELLS FARGO & COMPANY CNV PFD 949746804 128,584 105,397 SH   SOLE   0 0 105,397
WEYERHAEUSER CO CNV PFD 962166872 5,215 95,305 SH   SOLE   0 0 95,305
WILLIAM LYON HOMES CNV PFD 552074882 796 6,150 SH   SOLE   0 0 6,150
AbbVie Inc COM 00287Y109 790 13,500 SH   SOLE   0 0 13,500
Agenus Inc COM 00847G705 558 108,700 SH   SOLE   0 0 108,700
Ally Financial Inc COM 02005N100 403 19,200 SH   SOLE   0 0 19,200
Altera Corp COM 021441100 129 3,000 SH   SOLE   0 0 3,000
American Airlines Group Inc COM 02376R102 4,750 90,000 SH   SOLE   0 0 90,000
American Capital Ltd COM 02503Y103 1,438 97,200 SH   SOLE   0 0 97,200
BioMarin Pharmaceutical Inc COM 09061G101 6,616 53,090 SH   SOLE   0 0 53,090
Cempra Inc COM 15130J109 281 8,200 SH   SOLE   0 0 8,200
Ciena Corp COM 171779309 5,195 269,035 SH   SOLE   0 0 269,035
Citigroup Inc COM 172967424 4,266 82,800 SH   SOLE   0 0 82,800
Clean Harbors Inc COM 184496107 1,176 20,707 SH   SOLE   0 0 20,707
DISH Network Corp COM 25470M109 636 9,071 SH   SOLE   0 0 9,071
Dow Chemical Co/The COM 260543103 4,798 100,000 SH   SOLE   0 0 100,000
Exelixis Inc COM 30161Q104 129 50,000 SH   SOLE   0 0 50,000
Gilead Sciences Inc COM 375558103 3,925 40,000 SH   SOLE   0 0 40,000
GlaxoSmithKline PLC COM 37733W105 4,291 92,976 SH   SOLE   0 0 92,976
Gogo Inc COM 38046C109 351 18,400 SH   SOLE   0 0 18,400
Greenbrier Cos Inc/The COM 393657101 1,109 19,124 SH   SOLE   0 0 19,124
Hawaiian Telcom Holdco Inc COM 420031106 1,468 55,139 SH   SOLE   0 0 55,139
Hospitality Properties Trust COM 44106M102 1,000 30,300 SH   SOLE   0 0 30,300
Lamar Advertising Co COM 512816109 1,185 20,000 SH   SOLE   0 0 20,000
MGM Holdings Inc COM 55303C101 803 10,781 SH   SOLE   0 0 10,781
NorthStar Realty Finance Corp COM 66704R704 3,932 217,025 SH   SOLE   0 0 217,025
Oasis Petroleum Inc COM 674215108 142 10,000 SH   SOLE   0 0 10,000
Occidental Petroleum Corp COM 674599105 3,650 50,000 SH   SOLE   0 0 50,000
Pfizer Inc COM 717081103 2,261 65,000 SH   SOLE   0 0 65,000
Priceline Group Inc/The COM 741503403 1,746 1,500 SH   SOLE   0 0 1,500
Red Hat Inc COM 756577102 3,022 39,900 SH   SOLE   0 0 39,900
Royal Dutch Shell PLC COM 780259107 4,768 76,049 SH   SOLE   0 0 76,049
ServiceNow Inc COM 81762P102 410 5,200 SH   SOLE   0 0 5,200
Starz COM 85571Q102 766 22,250 SH   SOLE   0 0 22,250
Time Warner Inc COM 887317303 422 5,000 SH   SOLE   0 0 5,000
United Rentals Inc COM 911363109 456 5,000 SH   SOLE   0 0 5,000
Verizon Communications Inc COM 92343V104 632 13,000 SH   SOLE   0 0 13,000
Wynn Resorts Ltd COM 983134107 3,657 29,050 SH   SOLE   0 0 29,050
ACCURAY INC CONV 004397AB1 14,087 12,549,000 PRN   SOLE   0 0 12,549,000
AIR LEASE CORP CONV 00912XAK0 41,178 28,454,000 PRN   SOLE   0 0 28,454,000
AIRTRAN HOLDINGS INC CONV 00949PAD0 1,668 550,000 PRN   SOLE   0 0 550,000
AKAMAI TECHNOLOGIES INC CONV 00971TAG6 98,638 91,500,000 PRN   SOLE   0 0 91,500,000
ALERE INC CONV 01449JAA3 3,788 3,180,000 PRN   SOLE   0 0 3,180,000
ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 36,155 36,821,000 PRN   SOLE   0 0 36,821,000
ALZA CORP CONV 02261WAB5 2,091 1,512,000 PRN   SOLE   0 0 1,512,000
AMERICAN REALTY CAP PROP CONV 02917TAB0 10,331 10,506,000 PRN   SOLE   0 0 10,506,000
AMERICAN REALTY CAP PROP CONV 02917TAA2 20,499 21,007,000 PRN   SOLE   0 0 21,007,000
ANNALY CAPITAL MGMT CONV 035710AB8 14,082 14,044,000 PRN   SOLE   0 0 14,044,000
ANTHEM INC CONV 94973VBG1 58,382 28,275,000 PRN   SOLE   0 0 28,275,000
ARES CAPITAL CORP CONV 04010LAJ2 20,130 19,246,000 PRN   SOLE   0 0 19,246,000
ARES CAPITAL CORP CONV 04010LAM5 50,534 48,508,000 PRN   SOLE   0 0 48,508,000
ARES CAPITAL CORP CONV 04010LAG8 387 371,000 PRN   SOLE   0 0 371,000
ARRAY BIO INC CONV 04269XAA3 13,187 10,499,000 PRN   SOLE   0 0 10,499,000
B2GOLD CORP CONV 11777QAB6 35,636 40,770,000 PRN   SOLE   0 0 40,770,000
BIOMARIN PHARMACEUTICAL CONV 09061GAE1 60,367 40,940,000 PRN   SOLE   0 0 40,940,000
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 44,549 29,503,000 PRN   SOLE   0 0 29,503,000
BLACKROCK CAPITAL INVEST CONV 092533AB4 4,026 3,897,000 PRN   SOLE   0 0 3,897,000
BOTTOMLINE TECHNOLOGIES CONV 101388AA4 16,150 14,607,000 PRN   SOLE   0 0 14,607,000
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 3,840 2,356,000 PRN   SOLE   0 0 2,356,000
BROADSOFT INC CONV 11133BAB8 23,276 21,847,000 PRN   SOLE   0 0 21,847,000
BROCADE COMMUNICATIONS CONV 111621AP3 27,112 25,735,000 PRN   SOLE   0 0 25,735,000
BROOKDALE SENIOR LIVING CONV 112463AA2 21,866 15,698,000 PRN   SOLE   0 0 15,698,000
CEMEX SAB DE CV CONV 151290BQ5 29,657 27,843,000 PRN   SOLE   0 0 27,843,000
CENTERPOINT ENERGY INC CONV 15189T206 84,442 1,293,772,000 PRN   SOLE   0 0 1,293,772,000
CEPHEID INC CONV 15670RAC1 11,168 10,027,000 PRN   SOLE   0 0 10,027,000
CHART INDUSTRIES INC CONV 16115QAC4 25,012 25,950,000 PRN   SOLE   0 0 25,950,000
CHESAPEAKE ENERGY CORP CONV 165167CB1 10,952 12,013,000 PRN   SOLE   0 0 12,013,000
CIENA CORP CONV 171779AE1 67,170 67,282,000 PRN   SOLE   0 0 67,282,000
CIENA CORP CONV 171779AK7 21,611 16,984,000 PRN   SOLE   0 0 16,984,000
CITRIX SYSTEMS INC CONV 177376AD2 92,106 87,239,000 PRN   SOLE   0 0 87,239,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 59,196 54,267,000 PRN   SOLE   0 0 54,267,000
COBALT INTL ENERGY INC CONV 19075FAA4 1 1,000 PRN   SOLE   0 0 1,000
COLONY CAPITAL INC CONV 19624RAB2 76,793 71,045,000 PRN   SOLE   0 0 71,045,000
COLONY CAPITAL INC CONV 19624RAA4 25,437 22,427,000 PRN   SOLE   0 0 22,427,000
CORNERSTONE ONDEMAND INC CONV 21925YAB9 43,890 45,117,000 PRN   SOLE   0 0 45,117,000
CSG SYSTEMS INTL INC CONV 126349AC3 3,769 2,771,000 PRN   SOLE   0 0 2,771,000
CTRIP.COM INTER LTD. CONV 22943FAD2 85,935 82,128,000 PRN   SOLE   0 0 82,128,000
DANAHER CORP CONV 235851AF9 3,727 1,511,000 PRN   SOLE   0 0 1,511,000
DDR CORP CONV 251591AX1 18,185 14,420,000 PRN   SOLE   0 0 14,420,000
DEPOMED INC CONV 249908AA2 6,807 5,153,000 PRN   SOLE   0 0 5,153,000
EMERGENT BIOSOLUTIONS CONV 29089QAB1 10,974 9,421,000 PRN   SOLE   0 0 9,421,000
EMULEX CORPORATION CONV 292475AF7 10,797 10,622,000 PRN   SOLE   0 0 10,622,000
ENCORE CAPITAL GROUP INC CONV 292554AH5 13,769 14,513,000 PRN   SOLE   0 0 14,513,000
ENCORE CAPITAL GROUP INC CONV 292554AF9 405 375,000 PRN   SOLE   0 0 375,000
ENDOLOGIX INC CONV 29266SAA4 9,548 9,491,000 PRN   SOLE   0 0 9,491,000
ENVESTNET INC CONV 29404KAA4 5,373 4,798,000 PRN   SOLE   0 0 4,798,000
EURONET WORLDWIDE INC CONV 298736AG4 47,923 44,371,000 PRN   SOLE   0 0 44,371,000
EXTRA SPACE STORAGE LP CONV 30225VAC1 12,043 9,752,000 PRN   SOLE   0 0 9,752,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 41,250 20,464,000 PRN   SOLE   0 0 20,464,000
FINISAR CORP CONV 31787AAM3 29,587 28,824,000 PRN   SOLE   0 0 28,824,000
FLUIDIGM CORP CONV 34385PAA6 26,237 24,549,000 PRN   SOLE   0 0 24,549,000
FOREST CITY ENTERPRISES CONV 345550AR8 45,271 38,726,000 PRN   SOLE   0 0 38,726,000
FOREST CITY ENTERPRISES CONV 345550AP2 67,715 53,783,000 PRN   SOLE   0 0 53,783,000
GAIN CAPITAL HOLDINGS IN CONV 36268WAB6 2,801 2,613,000 PRN   SOLE   0 0 2,613,000
GENERAL CABLE CORP CONV 369300AL2 8,868 11,125,000 PRN   SOLE   0 0 11,125,000
GILEAD SCIENCES INC CONV 375558AP8 59,376 13,789,000 PRN   SOLE   0 0 13,789,000
GOGO INC CONV 38046CAA7 16,366 16,625,000 PRN   SOLE   0 0 16,625,000
GREENBRIER COS INC CONV 393657AH4 12,361 8,077,000 PRN   SOLE   0 0 8,077,000
GRIFFON CORPORATION CONV 398433AD4 11,658 8,985,000 PRN   SOLE   0 0 8,985,000
HEALTHSOUTH CORP CONV 421924BL4 42,975 34,906,000 PRN   SOLE   0 0 34,906,000
HELIX ENERGY SOLUTIONS CONV 42330PAG2 30,362 30,455,000 PRN   SOLE   0 0 30,455,000
HERBALIFE LTD CONV 42703MAB9 10,821 13,008,000 PRN   SOLE   0 0 13,008,000
HOLOGIC INC CONV 436440AG6 40,360 34,408,000 PRN   SOLE   0 0 34,408,000
HOLOGIC INC CONV 436440AC5 53,170 42,876,000 PRN   SOLE   0 0 42,876,000
HOMEAWAY INC CONV 43739QAB6 12,864 13,508,000 PRN   SOLE   0 0 13,508,000
HORIZON PHARMA INV LTD CONV 44052TAA9 11,081 9,400,000 PRN   SOLE   0 0 9,400,000
HORNBECK OFFSHORE SERV CONV 440543AN6 22,249 27,682,000 PRN   SOLE   0 0 27,682,000
HOST HOTELS & RESORTS LP CONV 44107TAG1 27,957 17,748,000 PRN   SOLE   0 0 17,748,000
HURON CONSULTING GROUP I CONV 447462AA0 13,168 11,914,000 PRN   SOLE   0 0 11,914,000
ICONIX BRAND GROUP INC CONV 451055AF4 6,649 5,568,000 PRN   SOLE   0 0 5,568,000
ICONIX BRAND GROUP INC CONV 451055AE7 57,971 49,796,000 PRN   SOLE   0 0 49,796,000
ILLUMINA INC CONV 452327AG4 35,832 30,901,000 PRN   SOLE   0 0 30,901,000
ILLUMINA INC CONV 452327AE9 57,622 51,949,000 PRN   SOLE   0 0 51,949,000
INCONTACT INC CONV 45336EAA7 2,105 2,000,000 PRN   SOLE   0 0 2,000,000
INCYTE CORP LTD CONV 45337CAM4 3,029 1,660,000 PRN   SOLE   0 0 1,660,000
INCYTE CORP LTD CONV 45337CAN2 14,729 7,946,000 PRN   SOLE   0 0 7,946,000
INSULET CORPORATION CONV 45784PAD3 21,704 21,485,000 PRN   SOLE   0 0 21,485,000
INTEGRA LIFESCIENCES HLD CONV 457985AK5 9,794 8,478,000 PRN   SOLE   0 0 8,478,000
INTEL CORP CONV 458140AD2 74,464 59,629,000 PRN   SOLE   0 0 59,629,000
INTEL CORP CONV 458140AF7 43,806 27,723,000 PRN   SOLE   0 0 27,723,000
ISIS PHARMACEUTICALS INC CONV 464337AH7 29,036 24,937,000 PRN   SOLE   0 0 24,937,000
ISTAR FINANCIAL INC CONV 45031UBR1 17,154 14,394,000 PRN   SOLE   0 0 14,394,000
J2 GLOBAL COMMUNICATIONS CONV 48123VAC6 8,000 6,930,000 PRN   SOLE   0 0 6,930,000
JANUS CAPITAL GROUP INC CONV 47102XAH8 1,556 966,000 PRN   SOLE   0 0 966,000
JARDEN CORP CONV 471109AL2 24,305 17,032,000 PRN   SOLE   0 0 17,032,000
JARDEN CORP CONV 471109AM0 60,748 51,041,000 PRN   SOLE   0 0 51,041,000
JAZZ INVESTMENTS I LTD CONV 472145AA9 38,797 33,207,000 PRN   SOLE   0 0 33,207,000
JDS UNIPHASE CORP CONV 46612JAF8 43,533 42,027,000 PRN   SOLE   0 0 42,027,000
JEFFERIES GROUP LLC CONV 472319AG7 59,792 58,692,000 PRN   SOLE   0 0 58,692,000
LAB CORP OF AMER HLDGS CONV 50540RAG7 2,972 1,753,000 PRN   SOLE   0 0 1,753,000
LAM RESEARCH CORP CONV 512807AJ7 56,789 47,407,000 PRN   SOLE   0 0 47,407,000
LAM RESEARCH CORP CONV 512807AL2 19,810 15,251,000 PRN   SOLE   0 0 15,251,000
LGI HOMES INC CONV 50187TAA4 8,317 8,067,000 PRN   SOLE   0 0 8,067,000
LIBERTY INTERACTIVE LLC CONV 530610AC8 27,841 19,833,000 PRN   SOLE   0 0 19,833,000
LIBERTY INTERACTIVE LLC CONV 530610AB0 44,076 44,773,000 PRN   SOLE   0 0 44,773,000
LIBERTY INTERACTIVE LLC CONV 530715AN1 35,051 63,427,000 PRN   SOLE   0 0 63,427,000
LIBERTY MEDIA CORP CONV 531229AB8 69,034 68,542,000 PRN   SOLE   0 0 68,542,000
LIGAND PHARMACEUTICALS I CONV 53220KAC2 20,741 17,107,000 PRN   SOLE   0 0 17,107,000
LINKEDIN CORP CONV 53578AAA6 45,251 41,262,000 PRN   SOLE   0 0 41,262,000
LIVE NATION ENTERTAINMEN CONV 538034AH2 40,936 38,913,000 PRN   SOLE   0 0 38,913,000
MACQUARIE INFRASTRUCTURE CONV 55608BAA3 33,578 28,225,000 PRN   SOLE   0 0 28,225,000
MEDICINES COMPANY CONV 584688AC9 26,288 22,078,000 PRN   SOLE   0 0 22,078,000
MEDICINES COMPANY CONV 584688AD7 12,260 11,425,000 PRN   SOLE   0 0 11,425,000
MEDIDATA SOLUTIONS INC CONV 58471AAB1 32,459 28,757,000 PRN   SOLE   0 0 28,757,000
MEDIVATION INC CONV 58501NAA9 7,520 2,997,000 PRN   SOLE   0 0 2,997,000
MERITOR INC CONV 043353AH4 20,597 19,731,000 PRN   SOLE   0 0 19,731,000
MERITOR INC CONV 59001KAC4 13,299 8,881,000 PRN   SOLE   0 0 8,881,000
MGM RESORTS INTL CONV 55303QAE0 31,390 27,682,000 PRN   SOLE   0 0 27,682,000
MICROCHIP TECHNOLOGY INC CONV 595017AC8 58,057 56,029,000 PRN   SOLE   0 0 56,029,000
MICROCHIP TECHNOLOGY INC CONV 595017AB0 661 338,000 PRN   SOLE   0 0 338,000
MICRON TECHNOLOGY INC CONV 595112AY9 56,632 51,096,000 PRN   SOLE   0 0 51,096,000
MOLINA HEALTHCARE INC CONV 60855RAC4 10,190 6,049,000 PRN   SOLE   0 0 6,049,000
MOLINA HEALTHCARE INC CONV 60855RAD2 34,613 26,825,000 PRN   SOLE   0 0 26,825,000
MOLINA HEALTHCARE INC CONV 60855RAE0 33,342 25,780,000 PRN   SOLE   0 0 25,780,000
MYLAN INC CONV 628530AJ6 17,137 3,855,000 PRN   SOLE   0 0 3,855,000
NATIONAL HEALTH INVESTOR CONV 63633DAE4 34,282 32,378,000 PRN   SOLE   0 0 32,378,000
NAVISTAR INTL CORP CONV 63934EAS7 14,730 16,240,000 PRN   SOLE   0 0 16,240,000
NETSUITE INC CONV 64118QAB3 28,256 27,151,000 PRN   SOLE   0 0 27,151,000
NEWMONT MINING CORP CONV 651639AJ5 57,491 56,108,000 PRN   SOLE   0 0 56,108,000
NEWPARK RESOURCES INC CONV 651718AC2 19,527 17,499,000 PRN   SOLE   0 0 17,499,000
NOVELLUS SYSTEMS INC CONV 670008AD3 7,082 3,456,000 PRN   SOLE   0 0 3,456,000
NRG YIELD INC CONV 62942XAA6 1,174 1,000,000 PRN   SOLE   0 0 1,000,000
NUANCE COMMUNICATIONS CONV 67020YAF7 18,448 18,559,000 PRN   SOLE   0 0 18,559,000
NUVASIVE INC CONV 670704AC9 12,527 10,009,000 PRN   SOLE   0 0 10,009,000
NVIDIA CORP CONV 67066GAC8 35,541 30,154,000 PRN   SOLE   0 0 30,154,000
OLD REPUBLIC INTL CORP CONV 680223AH7 21,222 17,835,000 PRN   SOLE   0 0 17,835,000
OMNICARE INC CONV 681904AQ1 44,219 36,208,000 PRN   SOLE   0 0 36,208,000
OMNICARE INC CONV 681904AL2 22,449 20,500,000 PRN   SOLE   0 0 20,500,000
OMNICARE INC CONV 681904AR9 51,359 43,683,000 PRN   SOLE   0 0 43,683,000
ON SEMICONDUCTOR CORP CONV 682189AH8 35,226 27,382,000 PRN   SOLE   0 0 27,382,000
OREXIGEN THERAPEUTICS IN CONV 686164AB0 15,299 13,284,000 PRN   SOLE   0 0 13,284,000
PALO ALTO NETWORKS CONV 697435AA3 0 0 PRN   SOLE   0 0 0
PDL BIOPHARMA INC CONV 69329YAF1 23,410 24,410,000 PRN   SOLE   0 0 24,410,000
PENNYMAC CORP CONV 70932AAB9 13,465 13,995,000 PRN   SOLE   0 0 13,995,000
PRA GROUP INC CONV 73640QAB1 23,414 21,765,000 PRN   SOLE   0 0 21,765,000
PRICELINE GROUP INC/THE CONV 741503AS5 50,603 44,251,000 PRN   SOLE   0 0 44,251,000
PRICELINE GROUP INC/THE CONV 741503AT3 59,294 61,469,000 PRN   SOLE   0 0 61,469,000
PRICELINE GROUP INC/THE CONV 741503AQ9 82,335 61,310,000 PRN   SOLE   0 0 61,310,000
PROOFPOINT INC CONV 743424AB9 29,313 18,354,000 PRN   SOLE   0 0 18,354,000
PROS HOLDINGS INC CONV 74346YAA1 17,761 17,211,000 PRN   SOLE   0 0 17,211,000
PROSPECT CAPITAL CORP CONV 74348TAQ5 5,106 5,420,000 PRN   SOLE   0 0 5,420,000
PROSPECT CAPITAL CORP CONV 74348TAM4 4,427 4,353,000 PRN   SOLE   0 0 4,353,000
QIHOO 360 TECH CO LTD CONV 74734MAC3 16,204 19,124,000 PRN   SOLE   0 0 19,124,000
QIHOO 360 TECH CO LTD CONV 74734MAD1 17,421 22,400,000 PRN   SOLE   0 0 22,400,000
RADIAN GROUP INC CONV 750236AN1 30,087 18,771,000 PRN   SOLE   0 0 18,771,000
RAYONIER TRS HOLDINGS IN CONV 75508AAC0 3,763 3,195,000 PRN   SOLE   0 0 3,195,000
RED HAT INC CONV 756577AC6 95,058 76,573,000 PRN   SOLE   0 0 76,573,000
REDWOOD TRUST INC CONV 758075AB1 15,795 15,961,000 PRN   SOLE   0 0 15,961,000
RESOURCE CAPITAL CORP CONV 76120WAA2 3,653 3,974,000 PRN   SOLE   0 0 3,974,000
ROYAL GOLD INC CONV 780287AA6 53,619 52,054,000 PRN   SOLE   0 0 52,054,000
RPM INTERNATIONAL INC CONV 749685AT0 10,021 8,515,000 PRN   SOLE   0 0 8,515,000
RTI INTERNATIONAL METALS CONV 74973WAB3 40,109 34,904,000 PRN   SOLE   0 0 34,904,000
RWT HOLDINGS INC CONV 749772AA7 9,065 9,182,000 PRN   SOLE   0 0 9,182,000
RYLAND GROUP CONV 783764AS2 30,333 31,322,000 PRN   SOLE   0 0 31,322,000
RYLAND GROUP CONV 783764AQ6 14,399 9,083,000 PRN   SOLE   0 0 9,083,000
SALESFORCE.COM INC CONV 79466LAD6 33,348 27,890,000 PRN   SOLE   0 0 27,890,000
SANDISK CORP CONV 80004CAF8 42,880 42,659,000 PRN   SOLE   0 0 42,659,000
SEACOR HOLDINGS INC CONV 811904AM3 17,369 16,883,000 PRN   SOLE   0 0 16,883,000
SEACOR HOLDINGS INC CONV 81170YAB5 21,985 25,240,000 PRN   SOLE   0 0 25,240,000
SERVICENOW INC CONV 81762PAB8 29,637 24,214,000 PRN   SOLE   0 0 24,214,000
SHENGDATECH INC CONV 823213AD5 6 2,975,000 PRN   SOLE   0 0 2,975,000
SHIP FINANCE INTL LTD CONV EJ5320514 7,247 7,247,000 PRN   SOLE   0 0 7,247,000
SINA CORP CONV 82922RAD5 32,826 36,201,000 PRN   SOLE   0 0 36,201,000
SINO-FOREST CORP CONV EI0814422 2 265,000 PRN   SOLE   0 0 265,000
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SPDR S&P 500 ETF Trust OPT 78462F103 64 450 SH Put SOLE   0 0 450
SPDR S&P 500 ETF Trust OPT 78462F103 56 335 SH Put SOLE   0 0 335
SPDR S&P 500 ETF Trust OPT 78462F103 129 650 SH Put SOLE   0 0 650
SunEdison Inc OPT 86732Y109 2 500 SH Put SOLE   0 0 500
Synovus Financial Corp OPT 87161C501 25 500 SH Call SOLE   0 0 500
TD Ameritrade Holding Corp OPT 87236Y108 6 400 SH Call SOLE   0 0 400
Twitter Inc OPT 90184L102 0 50 SH Put SOLE   0 0 50
Twitter Inc OPT 90184L102 29 400 SH Call SOLE   0 0 400
Twitter Inc OPT 90184L102 49 300 SH Call SOLE   0 0 300
Vipshop Holdings Ltd OPT 92763W103 50 500 SH Call SOLE   0 0 500
Weight Watchers International OPT 948626106 65 1,000 SH Put SOLE   0 0 1,000
Windstream Holdings Inc OPT 97382A200 20 243 SH Put SOLE   0 0 243
Yahoo! Inc OPT 984332106 1 150 SH Put SOLE   0 0 150
CARAUSTAR INDUSTRIES INC Term 14076CAB9 1,436 1,437,210 PRN   SOLE   0 0 1,437,210
SPRINT INDUSTRIAL LLC Term 85208BAE6 1,910 2,000,000 PRN   SOLE   0 0 2,000,000
VERTELLUS SPECIALTIES Term 92531NAH7 5,815 6,320,360 PRN   SOLE   0 0 6,320,360
WEIGHT WATCHERS INTL INC Term 948627AU8 1,342 2,500,000 PRN   SOLE   0 0 2,500,000