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 20,893 119,307 SH   SOLE   119,307 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 9,852 10,000,000 PRN   SOLE   0 0 10,000,000
ALBEMARLE CORP COM 012653101 4,809 60,631 SH   SOLE   60,631 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 11,054 11,000,000 PRN   SOLE   0 0 11,000,000
AMAZON COM INC COM 023135106 44,139 61,680 SH   SOLE   61,680 0 0
AMC NETWORKS INC CL A 00164V103 626 10,367 SH   SOLE   10,367 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 5,976 211,086 SH   SOLE   211,086 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,068 152,545 SH   SOLE   152,545 0 0
ARES CAP CORP COM 04010L103 114 8,000 SH   SOLE   8,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 8,530 8,200,000 PRN   SOLE   0 0 8,200,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 14,943 14,400,000 PRN   SOLE   0 0 14,400,000
AT&T INC COM 00206R102 23,195 536,787 SH   SOLE   536,787 0 0
AVON PRODS INC COM 054303102 0 111 SH   SOLE   111 0 0
BAKER HUGHES INC COM 057224107 1,340 29,698 SH   SOLE   29,698 0 0
BANK AMER CORP COM 060505104 1,555 117,165 SH   SOLE   117,165 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 8,322 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 7 300 SH   SOLE   300 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 28,096 28,500,000 PRN   SOLE   0 0 28,500,000
CALATLANTIC GROUP INC COM 128195104 1,932 52,640 SH   SOLE   52,640 0 0
CAVCO INDS INC DEL COM 149568107 1,978 21,115 SH   SOLE   21,115 0 0
CBRE GROUP INC CL A 12504L109 3,180 120,099 SH   SOLE   120,099 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,906 43,324 SH   SOLE   43,324 0 0
CIENA CORP COM NEW 171779309 6,116 326,178 SH   SOLE   326,178 0 0
CIENA CORP COM NEW 171779309 774 18,000 SH Call SOLE   18,000 0 0
CISCO SYS INC COM 17275R102 3 102 SH   SOLE   102 0 0
CITIGROUP INC COM NEW 172967424 2,294 54,110 SH   SOLE   54,110 0 0
CITRIX SYS INC COM 177376100 28,280 25,350,000 PRN   SOLE   0 0 25,350,000
CME GROUP INC COM 12572Q105 19,149 196,597 SH   SOLE   196,597 0 0
COLGATE PALMOLIVE CO COM 194162103 21,128 288,629 SH   SOLE   288,629 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 21,085 1,764,456 SH   SOLE   1,764,456 0 0
CONSOLIDATED EDISON INC COM 209115104 9,982 124,088 SH   SOLE   124,088 0 0
COPA HOLDINGS SA CL A P31076105 1,727 33,046 SH   SOLE   33,046 0 0
COSTCO WHSL CORP NEW COM 22160K105 17,228 109,706 SH   SOLE   109,706 0 0
CSX CORP COM 126408103 6,867 263,300 SH   SOLE   263,300 0 0
CVS HEALTH CORP COM 126650100 13,594 141,988 SH   SOLE   141,988 0 0
CYRUSONE INC COM 23283R100 7,319 131,500 SH   SOLE   131,500 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,827 6,500,000 PRN   SOLE   0 0 6,500,000
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,752 73,456 SH   SOLE   73,456 0 0
DOLLAR TREE INC COM 256746108 14,775 156,778 SH   SOLE   156,778 0 0
DOVER CORP COM 260003108 15,707 226,583 SH   SOLE   226,583 0 0
EAGLE MATERIALS INC COM 26969P108 5,785 74,980 SH   SOLE   74,980 0 0
EBAY INC COM 278642103 1,019 43,525 SH   SOLE   43,525 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 11,797 11,000,000 PRN   SOLE   0 0 11,000,000
EMERSON ELEC CO COM 291011104 22,090 423,504 SH   SOLE   423,504 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 23,028 447,233 SH   SOLE   447,233 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,089 42,593 SH   SOLE   42,593 0 0
FINISAR CORP COM NEW 31787A507 6,070 346,639 SH   SOLE   346,639 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 7,143 8,000,000 PRN   SOLE   0 0 8,000,000
FIREEYE INC COM 31816Q101 0 40 SH Call SOLE   40 0 0
GARTNER INC COM 366651107 5,335 54,771 SH   SOLE   54,771 0 0
GENERAL DYNAMICS CORP COM 369550108 14,577 104,692 SH   SOLE   104,692 0 0
GENERAL MTRS CO COM 37045V100 2 81 SH   SOLE   81 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 36 239 SH   SOLE   239 0 0
GRUBHUB INC COM 400110102 9,551 307,394 SH   SOLE   307,394 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 1,620 201,194 SH   SOLE   201,194 0 0
HANESBRANDS INC COM 410345102 1,383 55,023 SH   SOLE   55,023 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4 100 SH   SOLE   100 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3 149 SH   SOLE   149 0 0
HOLOGIC INC FRNT 12/1 436440AG6 24,641 20,300,000 PRN   SOLE   0 0 20,300,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,745 4,500,000 PRN   SOLE   0 0 4,500,000
HP INC COM 40434L105 9,431 751,445 SH   SOLE   751,445 0 0
HUNTINGTON BANCSHARES INC COM 446150104 5,980 668,913 SH   SOLE   668,913 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 13,568 14,000,000 PRN   SOLE   0 0 14,000,000
INTEL CORP SDCV 12/1 458140AD2 28,468 22,000,000 PRN   SOLE   0 0 22,000,000
INTERPUBLIC GROUP COS INC COM 460690100 4,243 183,682 SH   SOLE   183,682 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 296 1,150 SH   SOLE   1,150 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 11,797 11,000,000 PRN   SOLE   0 0 11,000,000
JOHNSON & JOHNSON COM 478160104 63,336 522,145 SH   SOLE   522,145 0 0
JPMORGAN CHASE & CO COM 46625H100 40 650 SH   SOLE   650 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,348 37,160 SH   SOLE   37,160 0 0
KROGER CO COM 501044101 3,401 92,440 SH   SOLE   92,440 0 0
LAZARD LTD SHS A G54050102 4,855 163,015 SH   SOLE   163,015 0 0
LENNAR CORP CL A 526057104 3,775 81,888 SH   SOLE   81,888 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 313 9,640 SH   SOLE   9,640 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 918 36,167 SH   SOLE   36,167 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 21,875 22,000,000 PRN   SOLE   0 0 22,000,000
LILLY ELI & CO COM 532457108 54,098 686,963 SH   SOLE   686,963 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 8,566 8,500,000 PRN   SOLE   0 0 8,500,000
LIVE NATION ENTERTAINMENT IN COM 538034109 1,885 80,193 SH   SOLE   80,193 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 17,414 235,166 SH   SOLE   235,166 0 0
MANITOWOC FOODSERVICE INC COM 563568104 1,026 58,212 SH   SOLE   58,212 0 0
MERCK & CO INC COM 58933Y105 62,912 1,092,034 SH   SOLE   1,092,034 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 7,475 280,158 SH   SOLE   280,158 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 21,076 19,000,000 PRN   SOLE   0 0 19,000,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 6,202 4,300,000 PRN   SOLE   0 0 4,300,000
MICROSOFT CORP COM 594918104 57,186 1,117,577 SH   SOLE   1,117,577 0 0
MOHAWK INDS INC COM 608190104 16,201 85,376 SH   SOLE   85,376 0 0
MOLSON COORS BREWING CO CL B 60871R209 18,629 184,204 SH   SOLE   184,204 0 0
MONSANTO CO NEW COM 61166W101 3,674 35,528 SH   SOLE   35,528 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 16,094 16,400,000 PRN   SOLE   0 0 16,400,000
NEWMONT MINING CORP COM 651639106 8 200 SH   SOLE   200 0 0
NEWS CORP NEW CL A 65249B109 0 38 SH   SOLE   38 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,335 33,000 SH   SOLE   33,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 2,416 2,500,000 PRN   SOLE   0 0 2,500,000
OFFICE DEPOT INC COM 676220106 457 138,143 SH   SOLE   138,143 0 0
OLIN CORP COM PAR $1 680665205 25,873 1,041,594 SH   SOLE   1,041,594 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 18,968 18,350,000 PRN   SOLE   0 0 18,350,000
PACCAR INC COM 693718108 2,967 57,206 SH   SOLE   57,206 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 11,172 8,750,000 PRN   SOLE   0 0 8,750,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3,679 134,549 SH   SOLE   134,549 0 0
PAYPAL HLDGS INC COM 70450Y103 1,457 39,905 SH   SOLE   39,905 0 0
PFIZER INC COM 717081103 61,655 1,751,059 SH   SOLE   1,751,059 0 0
PHILIP MORRIS INTL INC COM 718172109 11,551 113,557 SH   SOLE   113,557 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 24,591 21,000,000 PRN   SOLE   0 0 21,000,000
PROCTER & GAMBLE CO COM 742718109 39,148 462,356 SH   SOLE   462,356 0 0
QEP RES INC COM 74733V100 8,026 455,238 SH   SOLE   455,238 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 12,722 10,500,000 PRN   SOLE   0 0 10,500,000
RED ROCK RESORTS INC CL A 75700L108 24,943 1,134,811 SH   SOLE   1,134,811 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,334 156,763 SH   SOLE   156,763 0 0
REYNOLDS AMERICAN INC COM 761713106 11,031 204,542 SH   SOLE   204,542 0 0
RICE ENERGY INC COM 762760106 5,650 256,356 SH   SOLE   256,356 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 15,736 12,150,000 PRN   SOLE   0 0 12,150,000
SCOTTS MIRACLE GRO CO CL A 810186106 4,980 71,237 SH   SOLE   71,237 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 117 1,500 SH   SOLE   1,500 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 13,078 11,750,000 PRN   SOLE   0 0 11,750,000
SOTHEBYS COM 835898107 4,153 151,563 SH   SOLE   151,563 0 0
SOUTHERN CO COM 842587107 10,487 195,540 SH   SOLE   195,540 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 8,048 7,500,000 PRN   SOLE   0 0 7,500,000
SPRINT CORP COM SER 1 85207U105 4 858 SH   SOLE   858 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 13,973 13,000,000 PRN   SOLE   0 0 13,000,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 27,541 26,500,000 PRN   SOLE   0 0 26,500,000
STARWOOD PPTY TR INC COM 85571B105 104 5,000 SH   SOLE   5,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 10,017 9,950,000 PRN   SOLE   0 0 9,950,000
SYNCHRONY FINL COM 87165B103 2,833 112,057 SH   SOLE   112,057 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,434 120,593 SH   SOLE   120,593 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 7,849 8,800,000 PRN   SOLE   0 0 8,800,000
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 5,581 3,290,000 PRN   SOLE   0 0 3,290,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 392 400,000 PRN   SOLE   0 0 400,000
TRIPADVISOR INC COM 896945201 965 15,013 SH   SOLE   15,013 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 18,209 20,400,000 PRN   SOLE   0 0 20,400,000
UNITED STATES STL CORP NEW COM 912909108 2,967 176,004 SH   SOLE   176,004 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,593 118,064 SH   SOLE   118,064 0 0
WAL-MART STORES INC COM 931142103 26,780 366,752 SH   SOLE   366,752 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,470 27,914 SH   SOLE   27,914 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 233 200,000 PRN   SOLE   0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 4,594 5,000,000 PRN   SOLE   0 0 5,000,000
YAHOO INC NOTE 12/0 984332AF3 19,359 19,500,000 PRN   SOLE   0 0 19,500,000