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
3M CO COM 88579Y101 15,824 94,967 SH   SOLE   94,967 0 0
ADOBE SYS INC COM 00724F101 8,087 86,220 SH   SOLE   86,220 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 15,632 16,000,000 PRN   SOLE   0 0 16,000,000
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 9,183 9,000,000 PRN   SOLE   0 0 9,000,000
ALPHABET INC CAP STK CL A 02079K305 29,813 39,078 SH   SOLE   39,078 0 0
AMAZON COM INC COM 023135106 10,155 17,106 SH   SOLE   17,106 0 0
AMC NETWORKS INC CL A 00164V103 411 6,334 SH   SOLE   6,334 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,189 102,136 SH   SOLE   102,136 0 0
AMERICAN EXPRESS CO COM 025816109 1,061 17,281 SH   SOLE   17,281 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,204 114,776 SH   SOLE   114,776 0 0
APPLE INC COM 037833100 20,074 184,185 SH   SOLE   184,185 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,472 14,200,000 PRN   SOLE   0 0 14,200,000
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 8,136 8,000,000 PRN   SOLE   0 0 8,000,000
ARES CAP CORP COM 04010L103 89 6,000 SH   SOLE   6,000 0 0
AT&T INC COM 00206R102 16,397 418,601 SH   SOLE   418,601 0 0
AVON PRODS INC COM 054303102 1 111 SH   SOLE   111 0 0
BAKER HUGHES INC COM 057224107 982 22,395 SH   SOLE   22,395 0 0
BANK AMER CORP COM 060505104 1,192 88,195 SH   SOLE   88,195 0 0
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 358 350,000 PRN   SOLE   0 0 350,000
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 8,681 7,500,000 PRN   SOLE   0 0 7,500,000
BLOCK H & R INC COM 093671105 3 123 SH   SOLE   123 0 0
BOSTON SCIENTIFIC CORP COM 101137107 6 300 SH   SOLE   300 0 0
BOYD GAMING CORP COM 103304101 30,105 1,457,187 SH   SOLE   1,457,187 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 14,404 14,500,000 PRN   SOLE   0 0 14,500,000
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,425 73,475 SH   SOLE   73,475 0 0
CALATLANTIC GROUP INC COM 128195104 1,205 36,069 SH   SOLE   36,069 0 0
CAVCO INDS INC DEL COM 149568107 1,399 14,970 SH   SOLE   14,970 0 0
CBRE GROUP INC CL A 12504L109 2,443 84,753 SH   SOLE   84,753 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,189 5,875 SH   SOLE   5,875 0 0
CISCO SYS INC COM 17275R102 3 102 SH   SOLE   102 0 0
CITIGROUP INC COM NEW 172967424 1,691 40,508 SH   SOLE   40,508 0 0
CITRIX SYS INC COM 177376100 36,539 32,650,000 PRN   SOLE   0 0 32,650,000
COLGATE PALMOLIVE CO COM 194162103 16,179 229,004 SH   SOLE   229,004 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 7,766 1,055,174 SH   SOLE   1,055,174 0 0
CONSOLIDATED EDISON INC COM 209115104 5,333 69,601 SH   SOLE   69,601 0 0
COPA HOLDINGS SA CL A P31076105 2,239 33,046 SH   SOLE   33,046 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,269 14,402 SH   SOLE   14,402 0 0
CSX CORP COM 126408103 3,882 150,766 SH   SOLE   150,766 0 0
CVS HEALTH CORP COM 126650100 16,081 155,023 SH   SOLE   155,023 0 0
DIAMONDBACK ENERGY INC COM 25278X109 7,398 95,858 SH   SOLE   95,858 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,412 52,297 SH   SOLE   52,297 0 0
DOLLAR TREE INC COM 256746108 19,046 230,974 SH   SOLE   230,974 0 0
DOVER CORP COM 260003108 11,462 178,174 SH   SOLE   178,174 0 0
EAGLE MATERIALS INC COM 26969P108 3,781 53,932 SH   SOLE   53,932 0 0
EBAY INC COM 278642103 766 32,124 SH   SOLE   32,124 0 0
EMERSON ELEC CO COM 291011104 19,607 360,547 SH   SOLE   360,547 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,510 30,938 SH   SOLE   30,938 0 0
FACEBOOK INC CL A 30303M102 711 6,229 SH   SOLE   6,229 0 0
FIREEYE INC COM 31816Q101 1 40 SH Call SOLE   40 0 0
GARTNER INC COM 366651107 3,906 43,713 SH   SOLE   43,713 0 0
GENERAL ELECTRIC CO COM 369604103 1,098 34,537 SH   SOLE   34,537 0 0
GENERAL MTRS CO COM 37045V100 3 81 SH   SOLE   81 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 38 239 SH   SOLE   239 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 1,555 201,194 SH   SOLE   201,194 0 0
HANESBRANDS INC COM 410345102 1,163 41,025 SH   SOLE   41,025 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5 100 SH   SOLE   100 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 19,029 1,073,239 SH   SOLE   1,073,239 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 6,788 5,250,000 PRN   SOLE   0 0 5,250,000
HOLOGIC INC FRNT 12/1 436440AG6 11,555 9,300,000 PRN   SOLE   0 0 9,300,000
HP INC COM 40434L105 9,033 733,221 SH   SOLE   733,221 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,839 402,416 SH   SOLE   402,416 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 13,101 14,000,000 PRN   SOLE   0 0 14,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 7,561 4,750,000 PRN   SOLE   0 0 4,750,000
INTEL CORP SDCV 12/1 458140AD2 33,724 26,500,000 PRN   SOLE   0 0 26,500,000
INTERPUBLIC GROUP COS INC COM 460690100 3,068 133,697 SH   SOLE   133,697 0 0
ISHARES MSCI STH AFR ETF 464286780 103 1,940 SH   SOLE   1,940 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 5,375 3,500,000 PRN   SOLE   0 0 3,500,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 9,226 9,000,000 PRN   SOLE   0 0 9,000,000
JOHNSON & JOHNSON COM 478160104 51,467 475,662 SH   SOLE   475,662 0 0
JPMORGAN CHASE & CO COM 46625H100 38 650 SH   SOLE   650 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,277 26,647 SH   SOLE   26,647 0 0
KEYCORP NEW COM 493267108 1,952 176,850 SH   SOLE   176,850 0 0
KROGER CO COM 501044101 2,823 73,798 SH   SOLE   73,798 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 14,002 9,500,000 PRN   SOLE   0 0 9,500,000
LAZARD LTD SHS A G54050102 1,704 43,918 SH   SOLE   43,918 0 0
LENNAR CORP CL A 526057104 2,709 56,014 SH   SOLE   56,014 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 652 25,802 SH   SOLE   25,802 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 21,833 22,000,000 PRN   SOLE   0 0 22,000,000
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 542 14,236 SH   SOLE   14,236 0 0
LILLY ELI & CO COM 532457108 44,769 621,709 SH   SOLE   621,709 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 13,768 15,200,000 PRN   SOLE   0 0 15,200,000
LIVE NATION ENTERTAINMENT IN COM 538034109 1,203 53,929 SH   SOLE   53,929 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 8,422 8,500,000 PRN   SOLE   0 0 8,500,000
LUXOFT HLDG INC ORD SHS CL A G57279104 314 5,700 SH   SOLE   5,700 0 0
MANITOWOC FOODSERVICE INC COM 563568104 858 58,212 SH   SOLE   58,212 0 0
MASTERCARD INC CL A 57636Q104 662 7,009 SH   SOLE   7,009 0 0
MERCK & CO INC NEW COM 58933Y105 52,591 993,980 SH   SOLE   993,980 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 26,601 26,000,000 PRN   SOLE   0 0 26,000,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 8,925 7,440,000 PRN   SOLE   0 0 7,440,000
MICROSOFT CORP COM 594918104 56,703 1,026,664 SH   SOLE   1,026,664 0 0
MOHAWK INDS INC COM 608190104 11,234 58,847 SH   SOLE   58,847 0 0
MOLSON COORS BREWING CO CL B 60871R209 19,470 202,436 SH   SOLE   202,436 0 0
MONSANTO CO NEW COM 61166W101 2,447 27,893 SH   SOLE   27,893 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 15,515 16,200,000 PRN   SOLE   0 0 16,200,000
NEWMONT MINING CORP COM 651639106 5 200 SH   SOLE   200 0 0
NEWS CORP NEW CL A 65249B109 0 38 SH   SOLE   38 0 0
NIKE INC CL B 654106103 745 12,127 SH   SOLE   12,127 0 0
OFFICE DEPOT INC COM 676220106 981 138,143 SH   SOLE   138,143 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 17,273 16,000,000 PRN   SOLE   0 0 16,000,000
PACCAR INC COM 693718108 2,287 41,818 SH   SOLE   41,818 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 8,953 5,750,000 PRN   SOLE   0 0 5,750,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 2,206 102,900 SH   SOLE   102,900 0 0
PAYPAL HLDGS INC COM 70450Y103 1,194 30,920 SH   SOLE   30,920 0 0
PFIZER INC COM 717081103 47,266 1,594,682 SH   SOLE   1,594,682 0 0
PHILIP MORRIS INTL INC COM 718172109 5,554 56,605 SH   SOLE   56,605 0 0
POLARIS INDS INC COM 731068102 11,262 114,356 SH   SOLE   114,356 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 431 300,000 PRN   SOLE   0 0 300,000
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 32,541 27,000,000 PRN   SOLE   0 0 27,000,000
PROCTER & GAMBLE CO COM 742718109 31,252 379,685 SH   SOLE   379,685 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 16,755 13,500,000 PRN   SOLE   0 0 13,500,000
REGIONS FINL CORP NEW COM 7591EP100 893 113,795 SH   SOLE   113,795 0 0
REYNOLDS AMERICAN INC COM 761713106 5,772 114,728 SH   SOLE   114,728 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 26,168 21,150,000 PRN   SOLE   0 0 21,150,000
SCOTTS MIRACLE GRO CO CL A 810186106 16,006 219,954 SH   SOLE   219,954 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 237 3,000 SH   SOLE   3,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 17,925 16,540,000 PRN   SOLE   0 0 16,540,000
SHERWIN WILLIAMS CO COM 824348106 20,027 70,352 SH   SOLE   70,352 0 0
SOTHEBYS COM 835898107 2,477 92,660 SH   SOLE   92,660 0 0
SOUTHERN CO COM 842587107 4,699 90,840 SH   SOLE   90,840 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 20,056 20,000,000 PRN   SOLE   0 0 20,000,000
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 252 250,000 PRN   SOLE   0 0 250,000
SPRINT CORP COM SER 1 85207U105 3 858 SH   SOLE   858 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 13,755 13,000,000 PRN   SOLE   0 0 13,000,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 25,120 25,000,000 PRN   SOLE   0 0 25,000,000
STARWOOD PPTY TR INC COM 85571B105 95 5,000 SH   SOLE   5,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 7,195 7,300,000 PRN   SOLE   0 0 7,300,000
SYNCHRONY FINL COM 87165B103 1,927 67,236 SH   SOLE   67,236 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,962 62,223 SH   SOLE   62,223 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 15,453 17,000,000 PRN   SOLE   0 0 17,000,000
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 13,337 15,500,000 PRN   SOLE   0 0 15,500,000
TESORO CORP COM 881609101 5,021 58,374 SH   SOLE   58,374 0 0
TIME WARNER CABLE INC COM 88732J207 17,731 86,652 SH   SOLE   86,652 0 0
TIME WARNER INC COM NEW 887317303 51 700 SH   SOLE   700 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 391 400,000 PRN   SOLE   0 0 400,000
TRIPADVISOR INC COM 896945201 306 4,605 SH   SOLE   4,605 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 4 155 SH   SOLE   155 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 12,922 15,400,000 PRN   SOLE   0 0 15,400,000
UNITED STATES STL CORP NEW COM 912909108 2,715 169,131 SH   SOLE   169,131 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,564 65,899 SH   SOLE   65,899 0 0
VISA INC COM CL A 92826C839 672 8,788 SH   SOLE   8,788 0 0
WAL-MART STORES INC COM 931142103 22,534 329,018 SH   SOLE   329,018 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,395 20,182 SH   SOLE   20,182 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 235 200,000 PRN   SOLE   0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 9,976 11,100,000 PRN   SOLE   0 0 11,100,000