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
AOL INC CONV 00184XAA3 10,675 10,000,000 PRN   SOLE   0 0 10,000,000
ACCURAY INC CONV 004397AB1 4,759 4,659,000 PRN   SOLE   0 0 4,659,000
AIR LEASE CORP CONV 00912XAK0 36,629 27,544,000 PRN   SOLE   0 0 27,544,000
AIRTRAN HOLDINGS INC CONV 00949PAD0 1,334 550,000 PRN   SOLE   0 0 550,000
AKAMAI TECHNOLOGIES INC CONV 00971TAG6 70,924 67,977,000 PRN   SOLE   0 0 67,977,000
ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 32,844 31,917,000 PRN   SOLE   0 0 31,917,000
ALZA CORP CONV 02261WAB5 2,027 1,512,000 PRN   SOLE   0 0 1,512,000
AMERICAN REALTY CAP PROP CONV 02917TAA2 19,452 20,652,000 PRN   SOLE   0 0 20,652,000
AMERICAN REALTY CAP PROP CONV 02917TAB0 11,747 12,506,000 PRN   SOLE   0 0 12,506,000
ARES CAPITAL CORP CONV 04010LAG8 3,329 3,221,000 PRN   SOLE   0 0 3,221,000
ARES CAPITAL CORP CONV 04010LAJ2 18,697 18,179,000 PRN   SOLE   0 0 18,179,000
ARES CAPITAL CORP CONV 04010LAM5 58,903 57,628,000 PRN   SOLE   0 0 57,628,000
ARRAY BIO INC CONV 04269XAA3 13,326 10,495,000 PRN   SOLE   0 0 10,495,000
MERITOR INC CONV 043353AH4 17,871 17,199,000 PRN   SOLE   0 0 17,199,000
ATLAS AIR WORLDWIDE HLDG CONV 049164BH8 6,889 6,998,000 PRN   SOLE   0 0 6,998,000
BIOMARIN PHARMACEUTICAL CONV 09061GAE1 61,272 39,435,000 PRN   SOLE   0 0 39,435,000
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 41,264 25,758,000 PRN   SOLE   0 0 25,758,000
BLACKROCK CAPITAL INVEST CONV 092533AB4 5,169 5,003,000 PRN   SOLE   0 0 5,003,000
BOTTOMLINE TECHNOLOGIES CONV 101388AA4 16,080 14,566,000 PRN   SOLE   0 0 14,566,000
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 3,940 2,356,000 PRN   SOLE   0 0 2,356,000
BROADSOFT INC CONV 11133BAB8 22,881 21,579,000 PRN   SOLE   0 0 21,579,000
BROCADE COMMUNICATIONS CONV 111621AP3 21,980 21,145,000 PRN   SOLE   0 0 21,145,000
BROOKDALE SENIOR LIVING CONV 112463AA2 33,272 25,441,000 PRN   SOLE   0 0 25,441,000
B2GOLD CORP CONV 11777QAB6 36,976 41,529,000 PRN   SOLE   0 0 41,529,000
CALAMP CORP CONV 128126AA7 7,855 8,250,000 PRN   SOLE   0 0 8,250,000
CEMEX SAB DE CV CONV 151290BQ5 52,829 50,250,000 PRN   SOLE   0 0 50,250,000
CEMEX SAB DE CV CONV 151290BT9 23,144 21,995,000 PRN   SOLE   0 0 21,995,000
CENTERPOINT ENERGY INC CONV 15189T206 65,338 935,778 SH   SOLE   0 0 935,778
CHART INDUSTRIES INC CONV 16115QAC4 7,534 7,774,000 PRN   SOLE   0 0 7,774,000
CHESAPEAKE ENERGY CORP CONV 165167CB1 8,726 10,000,000 PRN   SOLE   0 0 10,000,000
CIENA CORP CONV 171779AE1 67,270 66,840,000 PRN   SOLE   0 0 66,840,000
CIENA CORP CONV 171779AG6 5,447 4,000,000 PRN   SOLE   0 0 4,000,000
CIENA CORP CONV 171779AK7 21,024 14,977,000 PRN   SOLE   0 0 14,977,000
CITRIX SYSTEMS INC CONV 177376AD2 110,311 104,119,000 PRN   SOLE   0 0 104,119,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 62,122 56,992,000 PRN   SOLE   0 0 56,992,000
CLOVIS ONCOLOGY INC CONV 189464AA8 15,741 9,860,000 PRN   SOLE   0 0 9,860,000
COBALT INTL ENERGY INC CONV 19075FAB2 18,917 26,000,000 PRN   SOLE   0 0 26,000,000
COLONY CAPITAL INC CONV 19624RAA4 27,970 26,661,000 PRN   SOLE   0 0 26,661,000
COLONY CAPITAL INC CONV 19624RAB2 64,891 64,482,000 PRN   SOLE   0 0 64,482,000
CORNERSTONE ONDEMAND INC CONV 21925YAB9 43,986 43,608,000 PRN   SOLE   0 0 43,608,000
CTRIP.COM INTER LTD. CONV 22943FAD2 87,146 75,982,000 PRN   SOLE   0 0 75,982,000
CTRIP.COM INTER LTD. CONV 22943FAE0 40,370 41,325,000 PRN   SOLE   0 0 41,325,000
DANAHER CORP CONV 235851AF9 2,893 1,163,000 PRN   SOLE   0 0 1,163,000
DEPOMED INC CONV 249908AA2 16,251 12,647,000 PRN   SOLE   0 0 12,647,000
DDR CORP CONV 251591AX1 17,807 16,419,000 PRN   SOLE   0 0 16,419,000
ECHO GLOBAL LOGISTICS CONV 27875TAA9 11,837 10,998,000 PRN   SOLE   0 0 10,998,000
EMERGENT BIOSOLUTIONS CONV 29089QAB1 11,734 9,409,000 PRN   SOLE   0 0 9,409,000
ENCORE CAPITAL GROUP INC CONV 292554AF9 532 494,000 PRN   SOLE   0 0 494,000
ENCORE CAPITAL GROUP INC CONV 292554AH5 11,912 12,711,000 PRN   SOLE   0 0 12,711,000
ENDOLOGIX INC CONV 29266SAA4 5,766 5,921,000 PRN   SOLE   0 0 5,921,000
ENVESTNET INC CONV 29404KAA4 4,663 4,794,000 PRN   SOLE   0 0 4,794,000
EURONET WORLDWIDE INC CONV 298736AG4 43,965 39,647,000 PRN   SOLE   0 0 39,647,000
FIDELITY NATL FINANCIAL CONV 31620RAE5 69,585 33,834,000 PRN   SOLE   0 0 33,834,000
FINISAR CORP CONV 31787AAM3 27,708 28,744,000 PRN   SOLE   0 0 28,744,000
FIREEYE INC CONV 31816QAA9 10,990 10,299,000 PRN   SOLE   0 0 10,299,000
FIREEYE INC CONV 31816QAC5 34,627 32,418,000 PRN   SOLE   0 0 32,418,000
FLUIDIGM CORP CONV 34385PAA6 28,940 32,503,000 PRN   SOLE   0 0 32,503,000
FOREST CITY ENTERPRISES CONV 345550AP2 65,053 55,236,000 PRN   SOLE   0 0 55,236,000
FOREST CITY ENTERPRISES CONV 345550AR8 61,429 55,718,000 PRN   SOLE   0 0 55,718,000
GENERAL CABLE CORP CONV 369300AL2 9,349 11,143,000 PRN   SOLE   0 0 11,143,000
GILEAD SCIENCES INC CONV 375558AP8 49,312 9,540,000 PRN   SOLE   0 0 9,540,000
GREENBRIER COS INC CONV 393657AH4 9,481 7,573,000 PRN   SOLE   0 0 7,573,000
GRIFFON CORPORATION CONV 398433AD4 3,841 3,140,000 PRN   SOLE   0 0 3,140,000
HEALTHSOUTH CORP CONV 421924BL4 29,938 23,465,000 PRN   SOLE   0 0 23,465,000
HEARTWARE INTERNATIONAL CONV 422368AB6 32,452 33,298,000 PRN   SOLE   0 0 33,298,000
HELIX ENERGY SOLUTIONS CONV 42330PAG2 27,808 29,083,000 PRN   SOLE   0 0 29,083,000
HERBALIFE LTD CONV 42703MAB9 14,244 16,008,000 PRN   SOLE   0 0 16,008,000
HOLOGIC INC CONV 436440AB7 26,804 16,000,000 PRN   SOLE   0 0 16,000,000
HOLOGIC INC CONV 436440AC5 46,718 35,253,000 PRN   SOLE   0 0 35,253,000
HOLOGIC INC CONV 436440AG6 56,097 46,287,000 PRN   SOLE   0 0 46,287,000
HOMEAWAY INC CONV 43739QAB6 18,293 19,038,000 PRN   SOLE   0 0 19,038,000
HORIZON PHARMA INV LTD CONV 44052TAA9 23,905 17,100,000 PRN   SOLE   0 0 17,100,000
HORNBECK OFFSHORE SERV CONV 440543AN6 22,617 27,676,000 PRN   SOLE   0 0 27,676,000
HOST HOTELS & RESORTS LP CONV 44107TAG1 15,514 9,947,000 PRN   SOLE   0 0 9,947,000
HURON CONSULTING GROUP I CONV 447462AA0 13,764 12,749,000 PRN   SOLE   0 0 12,749,000
ISTAR FINANCIAL INC CONV 45031UBR1 20,165 16,733,000 PRN   SOLE   0 0 16,733,000
ICONIX BRAND GROUP INC CONV 451055AE7 60,227 58,745,000 PRN   SOLE   0 0 58,745,000
ICONIX BRAND GROUP INC CONV 451055AF4 3,238 3,168,000 PRN   SOLE   0 0 3,168,000
ILLUMINA INC CONV 452327AF6 66,427 56,589,000 PRN   SOLE   0 0 56,589,000
ILLUMINA INC CONV 452327AH2 38,112 30,749,000 PRN   SOLE   0 0 30,749,000
INCYTE CORP LTD CONV 45337CAM4 2,356 1,151,000 PRN   SOLE   0 0 1,151,000
INCYTE CORP LTD CONV 45337CAN2 12,421 5,968,000 PRN   SOLE   0 0 5,968,000
INSULET CORPORATION CONV 45784PAD3 25,985 26,874,000 PRN   SOLE   0 0 26,874,000
INTEGRA LIFESCIENCES HLD CONV 457985AK5 7,858 6,448,000 PRN   SOLE   0 0 6,448,000
INTEL CORP CONV 458140AD2 70,652 58,797,000 PRN   SOLE   0 0 58,797,000
INTEL CORP CONV 458140AF7 45,504 29,900,000 PRN   SOLE   0 0 29,900,000
INTERACTIVE INTELLIGENCE CONV 45841VAA7 11,129 11,497,000 PRN   SOLE   0 0 11,497,000
ISIS PHARMACEUTICALS INC CONV 464337AH7 38,863 35,875,000 PRN   SOLE   0 0 35,875,000
JDS UNIPHASE CORP CONV 46612JAF8 48,124 49,178,000 PRN   SOLE   0 0 49,178,000
JANUS CAPITAL GROUP INC CONV 47102XAH8 7,329 4,566,000 PRN   SOLE   0 0 4,566,000
JARDEN CORP CONV 471109AL2 21,403 15,368,000 PRN   SOLE   0 0 15,368,000
JARDEN CORP CONV 471109AM0 54,268 46,289,000 PRN   SOLE   0 0 46,289,000
JAZZ INVESTMENTS I LTD CONV 472145AA9 20,228 17,270,000 PRN   SOLE   0 0 17,270,000
JEFFERIES GROUP LLC CONV 472319AG7 61,527 60,014,000 PRN   SOLE   0 0 60,014,000
J2 GLOBAL COMMUNICATIONS CONV 48123VAC6 8,069 6,930,000 PRN   SOLE   0 0 6,930,000
LGI HOMES INC CONV 50187TAA4 10,413 9,067,000 PRN   SOLE   0 0 9,067,000
LAB CORP OF AMER HLDGS CONV 50540RAG7 2,861 1,753,000 PRN   SOLE   0 0 1,753,000
LAM RESEARCH CORP CONV 512807AJ7 44,714 33,595,000 PRN   SOLE   0 0 33,595,000
LAM RESEARCH CORP CONV 512807AL2 23,367 16,361,000 PRN   SOLE   0 0 16,361,000
LIBERTY INTERACTIVE LLC CONV 530610AB0 41,221 41,908,000 PRN   SOLE   0 0 41,908,000
LIBERTY INTERACTIVE LLC CONV 530715AN1 33,827 64,816,000 PRN   SOLE   0 0 64,816,000
LIBERTY MEDIA CORP CONV 531229AB8 58,736 61,732,000 PRN   SOLE   0 0 61,732,000
LIGAND PHARMACEUTICALS I CONV 53220KAC2 6,276 4,330,000 PRN   SOLE   0 0 4,330,000
LINKEDIN CORP CONV 53578AAA6 48,088 47,789,000 PRN   SOLE   0 0 47,789,000
LIVE NATION ENTERTAINMEN CONV 538034AJ8 41,519 38,705,000 PRN   SOLE   0 0 38,705,000
MACQUARIE INFRASTRUCTURE CONV 55608BAA3 39,451 33,367,000 PRN   SOLE   0 0 33,367,000
MEDICINES COMPANY CONV 584688AC9 24,356 20,402,000 PRN   SOLE   0 0 20,402,000
MEDICINES COMPANY CONV 584688AD7 11,462 10,425,000 PRN   SOLE   0 0 10,425,000
MEDIDATA SOLUTIONS INC CONV 58471AAB1 30,474 25,914,000 PRN   SOLE   0 0 25,914,000
MEDIVATION INC CONV 58501NAA9 3,317 1,495,000 PRN   SOLE   0 0 1,495,000
MERITOR INC CONV 59001KAC4 13,914 8,877,000 PRN   SOLE   0 0 8,877,000
MICROCHIP TECHNOLOGY INC CONV 595017AB0 294 154,000 PRN   SOLE   0 0 154,000
MICROCHIP TECHNOLOGY INC CONV 595017AC8 49,593 49,221,000 PRN   SOLE   0 0 49,221,000
MICRON TECHNOLOGY INC CONV 595112AY9 49,443 54,565,000 PRN   SOLE   0 0 54,565,000
MOLINA HEALTHCARE INC CONV 60855RAC4 1,852 1,046,000 PRN   SOLE   0 0 1,046,000
MOLINA HEALTHCARE INC CONV 60855RAD2 38,375 29,111,000 PRN   SOLE   0 0 29,111,000
MOLINA HEALTHCARE INC CONV 60855RAE0 30,080 22,780,000 PRN   SOLE   0 0 22,780,000
MYLAN INC CONV 628530AJ6 17,634 3,470,000 PRN   SOLE   0 0 3,470,000
NRG YIELD INC CONV 62942XAA6 2,168 2,000,000 PRN   SOLE   0 0 2,000,000
NRG YIELD INC CONV 62942XAD0 24,936 25,000,000 PRN   SOLE   0 0 25,000,000
NATIONAL HEALTH INVESTOR CONV 63633DAE4 31,008 31,510,000 PRN   SOLE   0 0 31,510,000
NAVISTAR INTL CORP CONV 63934EAS7 13,007 15,240,000 PRN   SOLE   0 0 15,240,000
NETSUITE INC CONV 64118QAB3 28,230 27,098,000 PRN   SOLE   0 0 27,098,000
NEWMONT MINING CORP CONV 651639AJ5 51,815 50,940,000 PRN   SOLE   0 0 50,940,000
NEWPARK RESOURCES INC CONV 651718AC2 17,561 16,616,000 PRN   SOLE   0 0 16,616,000
NOVELLUS SYSTEMS INC CONV 670008AD3 6,414 2,691,000 PRN   SOLE   0 0 2,691,000
NUANCE COMMUNICATIONS CONV 67020YAF7 26,143 25,736,000 PRN   SOLE   0 0 25,736,000
NVIDIA CORP CONV 67066GAC8 30,390 26,357,000 PRN   SOLE   0 0 26,357,000
NUVASIVE INC CONV 670704AC9 24,326 19,148,000 PRN   SOLE   0 0 19,148,000
OLD REPUBLIC INTL CORP CONV 680223AH7 21,091 17,835,000 PRN   SOLE   0 0 17,835,000
OMNICARE INC CONV 681904AL2 33,838 27,459,000 PRN   SOLE   0 0 27,459,000
OMNICARE INC CONV 681904AR9 44,912 36,032,000 PRN   SOLE   0 0 36,032,000
ON SEMICONDUCTOR CORP CONV 682189AH8 6,305 5,096,000 PRN   SOLE   0 0 5,096,000
ON SEMICONDUCTOR CORP CONV 682189AJ4 61,697 62,250,000 PRN   SOLE   0 0 62,250,000
OREXIGEN THERAPEUTICS IN CONV 686164AB0 8,701 9,282,000 PRN   SOLE   0 0 9,282,000
PDL BIOPHARMA INC CONV 69329YAF1 20,726 21,834,000 PRN   SOLE   0 0 21,834,000
PENNYMAC CORP CONV 70932AAB9 13,221 13,988,000 PRN   SOLE   0 0 13,988,000
PERNIX THERAPEUTICS HOLD CONV 71426VAH1 5,991 6,702,000 PRN   SOLE   0 0 6,702,000
PRA GROUP INC CONV 73640QAB1 27,269 23,972,000 PRN   SOLE   0 0 23,972,000
PRICELINE GROUP INC/THE CONV 741503AQ9 75,265 56,584,000 PRN   SOLE   0 0 56,584,000
PRICELINE GROUP INC/THE CONV 741503AS5 63,709 56,898,000 PRN   SOLE   0 0 56,898,000
PRICELINE GROUP INC/THE CONV 741503AT3 51,092 53,494,000 PRN   SOLE   0 0 53,494,000
PROOFPOINT INC CONV 743424AB9 573 339,000 PRN   SOLE   0 0 339,000
PROOFPOINT INC CONV 743424AC7 30,834 28,496,000 PRN   SOLE   0 0 28,496,000
PROS HOLDINGS INC CONV 74346YAA1 11,400 11,711,000 PRN   SOLE   0 0 11,711,000
PROSPECT CAPITAL CORP CONV 74348TAM4 1,363 1,353,000 PRN   SOLE   0 0 1,353,000
PROSPECT CAPITAL CORP CONV 74348TAQ5 5,106 5,420,000 PRN   SOLE   0 0 5,420,000
QIHOO 360 TECH CO LTD CONV 74734MAC3 18,136 19,262,000 PRN   SOLE   0 0 19,262,000
QIHOO 360 TECH CO LTD CONV 74734MAD1 14,684 15,925,000 PRN   SOLE   0 0 15,925,000
RPM INTERNATIONAL INC CONV 749685AT0 12,623 10,815,000 PRN   SOLE   0 0 10,815,000
RTI INTERNATIONAL METALS CONV 74973WAB3 38,750 35,557,000 PRN   SOLE   0 0 35,557,000
RWT HOLDINGS INC CONV 749772AA7 8,813 9,157,000 PRN   SOLE   0 0 9,157,000
RADIAN GROUP INC CONV 750236AN1 33,409 18,810,000 PRN   SOLE   0 0 18,810,000
RAYONIER TRS HOLDINGS IN CONV 75508AAC0 2,475 2,195,000 PRN   SOLE   0 0 2,195,000
RED HAT INC CONV 756577AC6 68,323 55,793,000 PRN   SOLE   0 0 55,793,000
REDWOOD TRUST INC CONV 758075AB1 16,351 16,981,000 PRN   SOLE   0 0 16,981,000
RESOURCE CAPITAL CORP CONV 76120WAA2 3,662 3,967,000 PRN   SOLE   0 0 3,967,000
ROYAL GOLD INC CONV 780287AA6 54,089 52,679,000 PRN   SOLE   0 0 52,679,000
RYLAND GROUP CONV 783764AS2 27,875 28,788,000 PRN   SOLE   0 0 28,788,000
SALESFORCE.COM INC CONV 79466LAD6 35,978 29,708,000 PRN   SOLE   0 0 29,708,000
SANDISK CORP CONV 80004CAD3 30,421 23,500,000 PRN   SOLE   0 0 23,500,000
SANDISK CORP CONV 80004CAF8 72,569 74,724,000 PRN   SOLE   0 0 74,724,000
SEACOR HOLDINGS INC CONV 81170YAB5 25,175 28,240,000 PRN   SOLE   0 0 28,240,000
SEACOR HOLDINGS INC CONV 811904AM3 14,124 13,797,000 PRN   SOLE   0 0 13,797,000
SERVICENOW INC CONV 81762PAB8 30,193 25,709,000 PRN   SOLE   0 0 25,709,000
SHENGDATECH INC CONV 823213AD5 6 2,975,000 PRN   SOLE   0 0 2,975,000
SHUTTERFLY INC CONV 82568PAB2 2,022 2,000,000 PRN   SOLE   0 0 2,000,000
SINA CORP CONV 82922RAD5 32,386 34,037,000 PRN   SOLE   0 0 34,037,000
SPECTRANETICS CORP CONV 84760CAA5 16,838 16,345,000 PRN   SOLE   0 0 16,345,000
SPIRIT REALTY CAPITAL IN CONV 84860WAA0 7,077 7,500,000 PRN   SOLE   0 0 7,500,000
SPIRIT REALTY CAPITAL IN CONV 84860WAB8 9,611 10,304,000 PRN   SOLE   0 0 10,304,000
STANDARD PACIFIC CORP CONV 85375CBC4 16,424 13,493,000 PRN   SOLE   0 0 13,493,000
STARWOOD PROPERTY TRUST CONV 85571BAA3 46,789 44,881,000 PRN   SOLE   0 0 44,881,000
STARWOOD PROPERTY TRUST CONV 85571BAB1 31,463 29,715,000 PRN   SOLE   0 0 29,715,000
STARWOOD WAYPOINT RESDTL CONV 85571WAC3 11,156 11,249,000 PRN   SOLE   0 0 11,249,000
STILLWATER MINING COMPAN CONV 86074QAL6 7,938 7,460,000 PRN   SOLE   0 0 7,460,000
STONE ENERGY CORP CONV 861642AN6 24,904 27,180,000 PRN   SOLE   0 0 27,180,000
SUNEDISON INC CONV 86732YAC3 663 317,000 PRN   SOLE   0 0 317,000
SUNEDISON INC CONV 86732YAE9 59,903 49,241,000 PRN   SOLE   0 0 49,241,000
SUNEDISON INC CONV 86732YAJ8 31,023 30,497,000 PRN   SOLE   0 0 30,497,000
SUNPOWER CORP CONV 867652AJ8 4,381 4,510,000 PRN   SOLE   0 0 4,510,000
SYNCHRONOSS TECHNOLOGIES CONV 87157BAA1 25,732 22,512,000 PRN   SOLE   0 0 22,512,000
SYNERGY PHARMACEUTICALS CONV 871639AA8 8,369 3,130,000 PRN   SOLE   0 0 3,130,000
TPG SPECIALTY LENDING IN CONV 87265KAB8 1,169 1,163,000 PRN   SOLE   0 0 1,163,000
TELEFLEX INC CONV 879369AA4 130 59,000 PRN   SOLE   0 0 59,000
TESLA MOTORS INC CONV 88160RAB7 14,840 15,000,000 PRN   SOLE   0 0 15,000,000
TESLA MOTORS INC CONV 88160RAC5 10,484 10,699,000 PRN   SOLE   0 0 10,699,000
TEVA PHARM FIN CO LLC CONV 88163VAE9 9,576 6,843,000 PRN   SOLE   0 0 6,843,000
THERAVANCE INC CONV 88338TAB0 27,644 29,131,000 PRN   SOLE   0 0 29,131,000
TIBCO SOFTWARE INC CONV 88632QAB9 14 14,000 PRN   SOLE   0 0 14,000
TOLL BROS FINANCE CORP CONV 88947EAM2 40,997 39,344,000 PRN   SOLE   0 0 39,344,000
TWITTER INC CONV 90184LAA0 70,756 78,807,000 PRN   SOLE   0 0 78,807,000
TWITTER INC CONV 90184LAC6 58,217 65,365,000 PRN   SOLE   0 0 65,365,000
UTI WORLDWIDE INC CONV 90349LAB0 7,164 6,978,000 PRN   SOLE   0 0 6,978,000
UNITED STATES STEEL CORP CONV 912909AH1 7,596 6,864,000 PRN   SOLE   0 0 6,864,000
VERINT SYSTEMS INC CONV 92343XAA8 31,111 27,392,000 PRN   SOLE   0 0 27,392,000
VISHAY INTERTECHNOLOGY CONV 928298AG3 14,733 15,656,000 PRN   SOLE   0 0 15,656,000
VISHAY INTERTECHNOLOGY CONV 928298AJ7 384 511,000 PRN   SOLE   0 0 511,000
WALTER INVESTMENT MGMT CONV 93317WAA0 13,044 15,850,000 PRN   SOLE   0 0 15,850,000
WEB.COM GROUP INC CONV 94733AAA2 18,635 18,822,000 PRN   SOLE   0 0 18,822,000
WEBMD HEALTH CORP CONV 94770VAF9 28,073 27,388,000 PRN   SOLE   0 0 27,388,000
WEBMD HEALTH CORP CONV 94770VAK8 39,742 36,981,000 PRN   SOLE   0 0 36,981,000
ANTHEM INC CONV 94973VBG1 22,111 10,059,000 PRN   SOLE   0 0 10,059,000
WHITING PETROLEUM CORP CONV 966387AK8 90,147 81,986,000 PRN   SOLE   0 0 81,986,000
WRIGHT MEDICAL GROUP INC CONV 98235TAC1 426 360,000 PRN   SOLE   0 0 360,000
WRIGHT MEDICAL GROUP INC CONV 98235TAD9 56,679 53,391,000 PRN   SOLE   0 0 53,391,000
XILINX INC CONV 983919AF8 25,520 16,491,000 PRN   SOLE   0 0 16,491,000
YAHOO INC CONV 984332AF3 135,825 132,052,000 PRN   SOLE   0 0 132,052,000
YANDEX NV CONV 98474TAB3 2,371 2,744,000 PRN   SOLE   0 0 2,744,000
ACI WORLDWIDE INC CORP 004498AA9 1,056 1,000,000 PRN   SOLE   0 0 1,000,000
AHERN RENTALS INC CORP 008674AH6 1,985 2,000,000 PRN   SOLE   0 0 2,000,000
ALLIANCE DATA SYSTEMS CO CORP 018581AE8 4,145 4,000,000 PRN   SOLE   0 0 4,000,000
ALLIED SPECIALTY VEHICLE CORP 019517AA9 2,090 2,000,000 PRN   SOLE   0 0 2,000,000
ALLY FINANCIAL INC CORP 02005NAV2 2,516 2,500,000 PRN   SOLE   0 0 2,500,000
ALTA MESA HLDGS/FINANC S CORP 021332AC5 2,831 3,561,000 PRN   SOLE   0 0 3,561,000
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Ctrip.com International Ltd OPT 22943F100 44 300 SH Put SOLE   0 0 300
Citrix Systems Inc OPT 177376100 54 300 SH Call SOLE   0 0 300
Caesars Entertainment Corp OPT 127686103 2 250 SH Call SOLE   0 0 250
Caesars Entertainment Corp OPT 127686103 2 250 SH Call SOLE   0 0 250
Depomed Inc OPT 249908104 18 800 SH Call SOLE   0 0 800
Depomed Inc OPT 249908104 38 400 SH Call SOLE   0 0 400
SPDR Dow Jones Industrial Aver OPT 78467X109 53 500 SH Call SOLE   0 0 500
DISH Network Corp OPT 25470M109 16 54 SH Put SOLE   0 0 54
Energy XXI Ltd OPT 048521614 11 500 SH Put SOLE   0 0 500
Fluidigm Corp OPT 34385P108 10 150 SH Call SOLE   0 0 150
Fluidigm Corp OPT 34385P108 15 200 SH Put SOLE   0 0 200
FNF Group OPT 31620R303 17 240 SH Call SOLE   0 0 240
FNF Group OPT 31620R303 9 520 SH Call SOLE   0 0 520
FNF Group OPT 31620R303 5 350 SH Put SOLE   0 0 350
Frontier Communications Corp OPT 35906A108 14 500 SH Put SOLE   0 0 500
Gilead Sciences Inc OPT 375558103 23 156 SH Call SOLE   0 0 156
Gilead Sciences Inc OPT 375558103 4 90 SH Call SOLE   0 0 90
GlaxoSmithKline PLC OPT 37733W105 3 250 SH Call SOLE   0 0 250
Hanesbrands Inc OPT 410345102 16 365 SH Call SOLE   0 0 365
HealthSouth Corp OPT 421924309 13 76 SH Call SOLE   0 0 76
iShares iBoxx $ High Yield Cor OPT 464288513 56 500 SH Put SOLE   0 0 500
Iconix Brand Group Inc OPT 451055107 8 250 SH Put SOLE   0 0 250
Iconix Brand Group Inc OPT 451055107 9 120 SH Put SOLE   0 0 120
IGI Laboratories Inc OPT 449575109 26 200 SH Call SOLE   0 0 200
ING Groep NV OPT 456837103 35 600 SH Call SOLE   0 0 600
Intel Corp OPT 458140100 21 210 SH Put SOLE   0 0 210
iShares Russell 2000 ETF OPT 464287655 120 1,000 SH Put SOLE   0 0 1,000
iShares Russell 2000 ETF OPT 464287655 133 425 SH Put SOLE   0 0 425
Juniper Networks Inc OPT 48203R104 7 1,306 SH Call SOLE   0 0 1,306
Juniper Networks Inc OPT 48203R104 3 1,000 SH Call SOLE   0 0 1,000
Medivation Inc OPT 58501N101 40 401 SH Call SOLE   0 0 401
Molina Healthcare Inc OPT 60855R100 17 600 SH Call SOLE   0 0 600
Microsoft Corp OPT 594918104 2 558 SH Call SOLE   0 0 558
Noble Energy Inc OPT 655044105 15 500 SH Call SOLE   0 0 500
ServiceNow Inc OPT 81762P102 3 78 SH Call SOLE   0 0 78
Pfizer Inc OPT 717081103 2 750 SH Call SOLE   0 0 750
Penn Virginia Corp OPT 707882106 23 300 SH Put SOLE   0 0 300
QUALCOMM Inc OPT 747525103 1 200 SH Call SOLE   0 0 200
Qihoo 360 Technology Co Ltd OPT 74734M109 44 500 SH Put SOLE   0 0 500
Receptos Inc OPT 756207106 34 60 SH Call SOLE   0 0 60
Red Hat Inc OPT 756577102 2 150 SH Call SOLE   0 0 150
Seadrill Ltd OPT 022416162 32 108 SH Put SOLE   0 0 108
Seadrill Ltd OPT 022416162 341 1,725 SH Put SOLE   0 0 1,725
Seadrill Ltd OPT 022416162 93 1,000 SH Put SOLE   0 0 1,000
Seadrill Ltd OPT 022416162 75 500 SH Put SOLE   0 0 500
Synergy Pharmaceuticals Inc OPT 871639308 45 135 SH Call SOLE   0 0 135
Synergy Pharmaceuticals Inc OPT 871639308 57 450 SH Call SOLE   0 0 450
SanDisk Corp OPT 80004C101 28 155 SH Put SOLE   0 0 155
SPDR S&P 500 ETF Trust OPT 78462F103 1 500 SH Put SOLE   0 0 500
SPDR S&P 500 ETF Trust OPT 78462F103 11 600 SH Call SOLE   0 0 600
SPDR S&P 500 ETF Trust OPT 78462F103 104 420 SH Put SOLE   0 0 420
SunEdison Inc OPT 86732Y109 8 500 SH Put SOLE   0 0 500
Thermo Fisher Scientific Inc OPT 883556102 19 90 SH Call SOLE   0 0 90
Thermo Fisher Scientific Inc OPT 883556102 17 300 SH Call SOLE   0 0 300
Tyson Foods Inc OPT 902494103 6 200 SH Call SOLE   0 0 200
TESARO Inc OPT 881569107 20 122 SH Call SOLE   0 0 122
Twitter Inc OPT 90184L102 4 600 SH Put SOLE   0 0 600
Twitter Inc OPT 90184L102 38 875 SH Put SOLE   0 0 875
Twitter Inc OPT 90184L102 19 250 SH Put SOLE   0 0 250
United Rentals Inc OPT 911363109 18 120 SH Call SOLE   0 0 120
Varian Medical Systems Inc OPT 92220P105 77 525 SH Put SOLE   0 0 525
Whole Foods Market Inc OPT 966837106 28 1,230 SH Call SOLE   0 0 1,230
Wal-Mart Stores Inc OPT 931142103 45 420 SH Call SOLE   0 0 420
Weight Watchers International OPT 948626106 56 1,500 SH Put SOLE   0 0 1,500
Financial Select Sector SPDR F OPT 81369Y605 22 600 SH Call SOLE   0 0 600
Xilinx Inc OPT 983919101 14 634 SH Call SOLE   0 0 634
Xilinx Inc OPT 983919101 3 300 SH Call SOLE   0 0 300
Xilinx Inc OPT 983919101 20 500 SH Call SOLE   0 0 500
Xilinx Inc OPT 983919101 14 280 SH Call SOLE   0 0 280
Yahoo! Inc OPT 984332106 13 600 SH Put SOLE   0 0 600
Yahoo! Inc OPT 984332106 23 500 SH Put SOLE   0 0 500
YY Inc OPT 98426T106 8 250 SH Put SOLE   0 0 250
CAESARS GROWTH PROPERTIE TERM 12768QAB5 1,713 2,000,000 PRN   SOLE   0 0 2,000,000
CARAUSTAR INDUSTRIES INC TERM 14076CAB9 1,425 1,419,260 PRN   SOLE   0 0 1,419,260
SPRINT INDUSTRIAL LLC TERM 85208BAE6 2,430 3,000,000 PRN   SOLE   0 0 3,000,000
VERTELLUS SPECIALTIES TERM 92531NAH7 4,275 4,500,360 PRN   SOLE   0 0 4,500,360
CUMULUS MEDIA INC-CL A TERM 231082116 15 7,103,000 PRN   SOLE   0 0 7,103,000