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 22,484 125,913 SH   SOLE   125,913 0 0
ACUSHNET HOLDINGS CORP COM 005098108 11,922 604,870 SH   SOLE   604,870 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 8,526 50,415 SH   SOLE   50,415 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 5,600 4,150,000 PRN   SOLE   0 0 4,150,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 8,857 8,500,000 PRN   SOLE   0 0 8,500,000
ALLEGIANT TRAVEL CO COM 01748X102 3,661 22,000 SH   SOLE   22,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 10,448 11,000,000 PRN   SOLE   0 0 11,000,000
ALPHABET INC CAP STK CL A 02079K305 11,830 14,928 SH   SOLE   14,928 0 0
AMAZON COM INC COM 023135106 33,595 44,801 SH   SOLE   44,801 0 0
AMC NETWORKS INC CL A 00164V103 1,356 25,904 SH   SOLE   25,904 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 21,324 456,715 SH   SOLE   456,715 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 17,053 261,106 SH   SOLE   261,106 0 0
APPLE INC COM 037833100 9,369 80,897 SH   SOLE   80,897 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 11,635 11,200,000 PRN   SOLE   0 0 11,200,000
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 17,364 16,900,000 PRN   SOLE   0 0 16,900,000
ARES CAP CORP COM 04010L103 99 6,000 SH   SOLE   6,000 0 0
AT&T INC COM 00206R102 5,722 134,543 SH   SOLE   134,543 0 0
AVON PRODS INC COM 054303102 1 111 SH   SOLE   111 0 0
BAKER HUGHES INC COM 057224107 3,532 54,359 SH   SOLE   54,359 0 0
BANK AMER CORP COM 060505104 5,117 231,556 SH   SOLE   231,556 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 278 10,900 SH   SOLE   10,900 0 0
BERRY PLASTICS GROUP INC COM 08579W103 5,945 122,000 SH   SOLE   122,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 7,884 7,000,000 PRN   SOLE   0 0 7,000,000
BLOCK H & R INC COM 093671105 3 123 SH   SOLE   123 0 0
BOSTON SCIENTIFIC CORP COM 101137107 5 235 SH   SOLE   235 0 0
CALATLANTIC GROUP INC COM 128195104 3,654 107,438 SH   SOLE   107,438 0 0
CAVCO INDS INC DEL COM 149568107 5,848 58,572 SH   SOLE   58,572 0 0
CBRE GROUP INC CL A 12504L109 7,724 245,291 SH   SOLE   245,291 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 20,426 70,943 SH   SOLE   70,943 0 0
CIENA CORP COM NEW 171779309 8,639 353,927 SH   SOLE   353,927 0 0
CISCO SYS INC COM 17275R102 3 102 SH   SOLE   102 0 0
CITIGROUP INC COM NEW 172967424 6,451 108,555 SH   SOLE   108,555 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 26,643 22,900,000 PRN   SOLE   0 0 22,900,000
CME GROUP INC COM 12572Q105 11,085 96,103 SH   SOLE   96,103 0 0
COLGATE PALMOLIVE CO COM 194162103 20,251 309,452 SH   SOLE   309,452 0 0
CONSOLIDATED EDISON INC COM 209115104 9,143 124,088 SH   SOLE   124,088 0 0
CONSTELLATION BRANDS INC CL A 21036P108 3,373 22,000 SH   SOLE   22,000 0 0
COPA HOLDINGS SA CL A P31076105 2,112 23,251 SH   SOLE   23,251 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,628 28,904 SH   SOLE   28,904 0 0
CSX CORP COM 126408103 26,640 741,453 SH   SOLE   741,453 0 0
CVS HEALTH CORP COM 126650100 13,537 171,554 SH   SOLE   171,554 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 12,901 229,143 SH   SOLE   229,143 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 4,813 4,250,000 PRN   SOLE   0 0 4,250,000
DEVON ENERGY CORP NEW COM 25179M103 11,809 258,574 SH   SOLE   258,574 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,709 138,499 SH   SOLE   138,499 0 0
DOVER CORP COM 260003108 18,771 250,508 SH   SOLE   250,508 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 9,717 9,000,000 PRN   SOLE   0 0 9,000,000
E TRADE FINANCIAL CORP COM NEW 269246401 12,719 367,064 SH   SOLE   367,064 0 0
EAGLE MATERIALS INC COM 26969P108 14,165 143,762 SH   SOLE   143,762 0 0
EBAY INC COM 278642103 2,606 87,783 SH   SOLE   87,783 0 0
ELDORADO RESORTS INC COM 28470R102 7,540 444,864 SH   SOLE   444,864 0 0
EMERSON ELEC CO COM 291011104 26,192 469,813 SH   SOLE   469,813 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,461 84,242 SH   SOLE   84,242 0 0
FIREEYE INC COM 31816Q101 0 40 SH Call SOLE   40 0 0
GARTNER INC COM 366651107 10,856 107,407 SH   SOLE   107,407 0 0
GENERAL MTRS CO COM 37045V100 3 81 SH   SOLE   81 0 0
GLOBANT S A COM L44385109 7,865 235,820 SH   SOLE   235,820 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5 19 SH   SOLE   19 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 1,382 174,094 SH   SOLE   174,094 0 0
HANESBRANDS INC COM 410345102 2,479 114,918 SH   SOLE   114,918 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5 100 SH   SOLE   100 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3 149 SH   SOLE   149 0 0
HOLOGIC INC FRNT 12/1 436440AG6 27,124 22,000,000 PRN   SOLE   0 0 22,000,000
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 5,872 4,300,000 PRN   SOLE   0 0 4,300,000
HP INC COM 40434L105 11,171 752,756 SH   SOLE   752,756 0 0
HUNTINGTON BANCSHARES INC COM 446150104 17,783 1,345,194 SH   SOLE   1,345,194 0 0
ILLUMINA INC NOTE 6/1 452327AF6 2,208 2,300,000 PRN   SOLE   0 0 2,300,000
INTEL CORP SDCV 12/1 458140AD2 29,412 21,750,000 PRN   SOLE   0 0 21,750,000
INTERPUBLIC GROUP COS INC COM 460690100 8,631 368,679 SH   SOLE   368,679 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 3,474 3,000,000 PRN   SOLE   0 0 3,000,000
ISHARES TR NASDQ BIOTEC ETF 464287556 227 855 SH   SOLE   855 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 11,328 11,750,000 PRN   SOLE   0 0 11,750,000
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 9,123 8,800,000 PRN   SOLE   0 0 8,800,000
JOHNSON & JOHNSON COM 478160104 62,071 538,766 SH   SOLE   538,766 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,355 74,899 SH   SOLE   74,899 0 0
KAR AUCTION SVCS INC COM 48238T109 5,170 121,299 SH   SOLE   121,299 0 0
KROGER CO COM 501044101 9,941 288,061 SH   SOLE   288,061 0 0
LAZARD LTD SHS A G54050102 13,372 325,422 SH   SOLE   325,422 0 0
LENNAR CORP CL A 526057104 7,177 167,174 SH   SOLE   167,174 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,535 76,828 SH   SOLE   76,828 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 6,560 5,950,000 PRN   SOLE   0 0 5,950,000
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 14,916 13,859,000 PRN   SOLE   0 0 13,859,000
LILLY ELI & CO COM 532457108 52,493 713,709 SH   SOLE   713,709 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,919 147,324 SH   SOLE   147,324 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 7,548 7,050,000 PRN   SOLE   0 0 7,050,000
MACQUARIE INFRASTRUCTURE COR COM 55608B105 98 1,200 SH   SOLE   1,200 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 15,069 13,000,000 PRN   SOLE   0 0 13,000,000
MANITOWOC FOODSERVICE INC COM 563568104 1,152 59,612 SH   SOLE   59,612 0 0
MERCK & CO INC COM 58933Y105 59,006 1,002,318 SH   SOLE   1,002,318 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 22,622 17,300,000 PRN   SOLE   0 0 17,300,000
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 5,238 2,400,000 PRN   SOLE   0 0 2,400,000
MICROSOFT CORP COM 594918104 66,828 1,075,441 SH   SOLE   1,075,441 0 0
MOHAWK INDS INC COM 608190104 13,179 66,000 SH   SOLE   66,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 7,749 79,634 SH   SOLE   79,634 0 0
MONSANTO CO NEW COM 61166W101 8,826 83,890 SH   SOLE   83,890 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 9,464 9,200,000 PRN   SOLE   0 0 9,200,000
NEWMONT MINING CORP COM 651639106 7 200 SH   SOLE   200 0 0
NEWS CORP NEW CL A 65249B109 0 38 SH   SOLE   38 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3,966 4,400,000 PRN   SOLE   0 0 4,400,000
OFFICE DEPOT INC COM 676220106 639 141,451 SH   SOLE   141,451 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 11,307 11,000,000 PRN   SOLE   0 0 11,000,000
PACCAR INC COM 693718108 7,486 117,147 SH   SOLE   117,147 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 7,688 6,025,000 PRN   SOLE   0 0 6,025,000
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3,067 88,118 SH   SOLE   88,118 0 0
PAYPAL HLDGS INC COM 70450Y103 3,059 77,495 SH   SOLE   77,495 0 0
PFIZER INC COM 717081103 53,915 1,659,958 SH   SOLE   1,659,958 0 0
PHILIP MORRIS INTL INC COM 718172109 10,389 113,557 SH   SOLE   113,557 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8,922 7,000,000 PRN   SOLE   0 0 7,000,000
PROCTER AND GAMBLE CO COM 742718109 35,574 423,092 SH   SOLE   423,092 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 11,249 9,600,000 PRN   SOLE   0 0 9,600,000
RED ROCK RESORTS INC CL A 75700L108 20,042 864,249 SH   SOLE   864,249 0 0
REGIONS FINL CORP NEW COM 7591EP100 4,730 329,383 SH   SOLE   329,383 0 0
REYNOLDS AMERICAN INC COM 761713106 11,463 204,542 SH   SOLE   204,542 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6,223 5,150,000 PRN   SOLE   0 0 5,150,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 18,230 15,650,000 PRN   SOLE   0 0 15,650,000
SCOTTS MIRACLE GRO CO CL A 810186106 12,585 131,715 SH   SOLE   131,715 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 8,947 7,550,000 PRN   SOLE   0 0 7,550,000
SOTHEBYS COM 835898107 11,956 299,946 SH   SOLE   299,946 0 0
SOUTHERN CO COM 842587107 9,619 195,540 SH   SOLE   195,540 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 18,726 18,000,000 PRN   SOLE   0 0 18,000,000
SPRINT CORP COM SER 1 85207U105 7 858 SH   SOLE   858 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 6,748 6,500,000 PRN   SOLE   0 0 6,500,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 20,106 18,500,000 PRN   SOLE   0 0 18,500,000
STARWOOD PPTY TR INC COM 85571B105 88 4,000 SH   SOLE   4,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 20,959 20,550,000 PRN   SOLE   0 0 20,550,000
SWIFT TRANSN CO CL A 87074U101 5,408 222,000 SH   SOLE   222,000 0 0
SYNCHRONY FINL COM 87165B103 8,156 224,862 SH   SOLE   224,862 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 10,419 238,962 SH   SOLE   238,962 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 10,330 11,100,000 PRN   SOLE   0 0 11,100,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 394 400,000 PRN   SOLE   0 0 400,000
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 5,117 4,000,000 PRN   SOLE   0 0 4,000,000
TRIPADVISOR INC COM 896945201 1,095 23,625 SH   SOLE   23,625 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3 95 SH   SOLE   95 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 14,086 15,300,000 PRN   SOLE   0 0 15,300,000
UNITED CONTL HLDGS INC COM 910047109 9,294 127,518 SH   SOLE   127,518 0 0
UNITED STATES STL CORP NEW COM 912909108 5,985 181,316 SH   SOLE   181,316 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,587 104,664 SH   SOLE   104,664 0 0
WAL-MART STORES INC COM 931142103 25,918 374,964 SH   SOLE   374,964 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 15,407 15,000,000 PRN   SOLE   0 0 15,000,000
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 222 200,000 PRN   SOLE   0 0 200,000
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 4,094 3,900,000 PRN   SOLE   0 0 3,900,000
YUM BRANDS INC COM 988498101 7,674 121,175 SH   SOLE   121,175 0 0