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
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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
Affiliated Managers Group Inc Common Stock 008252108 415 2,500 SH   SOLE   2,500 0 0
Akamai Technologies Inc Common Stock 00971T101 182 3,657 SH   SOLE   3,657 0 0
ALZA Corp Convertible Bonds 02261WAB5 3,651 2,011,000 PRN   SOLE   2,011,000 0 0
VEREIT Inc Convertible Bonds 02917TAB0 7,098 6,900,000 PRN   SOLE   6,900,000 0 0
Anadarko Petroleum Corp Common Stock 032511107 29 633 SH   SOLE   633 0 0
Anadarko Petroleum Corp Preferred Stock 032511404 1,952 47,600 SH   SOLE   47,600 0 0
Anthem Inc Preferred Stock 036752202 13,750 260,315 SH   SOLE   260,315 0 0
Apptio Inc Common Stock 03835C108 542 31,240 SH   SOLE   31,240 0 0
Ares Capital Corp Convertible Bonds 04010LAJ2 7,988 7,880,000 PRN   SOLE   7,880,000 0 0
Aspen Technology Inc Common Stock 045327103 454 8,208 SH   SOLE   8,208 0 0
Autodesk Inc Common Stock 052769106 230 2,283 SH   SOLE   2,283 0 0
Bank of America Corp Preferred Stock 060505682 435 344 SH   SOLE   344 0 0
BioMarin Pharmaceutical Inc Convertible Bonds 09061GAF8 2,281 1,918,000 PRN   SOLE   1,918,000 0 0
Callidus Software Inc Common Stock 13123E500 406 16,764 SH   SOLE   16,764 0 0
Cavium Inc Common Stock 14964U108 310 4,987 SH   SOLE   4,987 0 0
Cornerstone OnDemand Inc Common Stock 21925Y103 469 13,108 SH   SOLE   13,108 0 0
DTE Energy Co Convertible Preferred 233331883 5,337 98,500 SH   SOLE   98,500 0 0
Danaher Corp Convertible Bonds 235851AF9 2,711 841,000 PRN   SOLE   841,000 0 0
ETrade Financial Corp Common Stock 269246401 524 13,791 SH   SOLE   13,791 0 0
Etsy Inc Common Stock 29786A106 612 40,797 SH   SOLE   40,797 0 0
Fidelity National Financial Inc Convertible Bonds 31620RAE5 8,345 3,319,000 PRN   SOLE   3,319,000 0 0
FireEye Inc Common Stock 31816Q101 523 34,401 SH   SOLE   34,401 0 0
FireEye Inc Convertible Bonds 31816QAD3 4,972 5,460,000 PRN   SOLE   5,460,000 0 0
Guidewire Software Inc Common Stock 40171V100 356 5,187 SH   SOLE   5,187 0 0
Hess Corp Common Stock 42809H107 283 6,444 SH   SOLE   6,444 0 0
HubSpot Inc Common Stock 443573100 278 4,227 SH   SOLE   4,227 0 0
Illumina Inc Convertible Bonds 452327AH2 8,755 8,230,000 PRN   SOLE   8,230,000 0 0
Impinj Inc Common Stock 453204109 189 3,878 SH   SOLE   3,878 0 0
Imperva Inc Common Stock 45321L100 269 5,632 SH   SOLE   5,632 0 0
Intel Corp Convertible Bonds 458140AF7 9,766 5,910,000 PRN   SOLE   5,910,000 0 0
Jefferies Group LLC Convertible Bonds 472319AG7 3,172 3,160,000 PRN   SOLE   3,160,000 0 0
M/A-COM Technology Solutions Holdings Inc Common Stock 55405Y100 351 6,293 SH   SOLE   6,293 0 0
Macquarie Infrastructure Corp Convertible Bonds 55608BAA3 5,392 4,880,000 PRN   SOLE   4,880,000 0 0
Microchip Technology Inc Convertible Bonds 595017AD6 4,002 2,660,000 PRN   SOLE   2,660,000 0 0
MINDBODY Inc Common Stock 60255W105 361 13,279 SH   SOLE   13,279 0 0
Model N Inc Common Stock 607525102 558 41,924 SH   SOLE   41,924 0 0
Monolithic Power Systems Inc Common Stock 609839105 324 3,358 SH   SOLE   3,358 0 0
NeoPhotonics Corp Common Stock 64051T100 442 57,286 SH   SOLE   57,286 0 0
NetFlix Inc Common Stock 64110L106 346 2,313 SH   SOLE   2,313 0 0
New Relic Inc Common Stock 64829B100 370 8,614 SH   SOLE   8,614 0 0
NextEra Energy Inc Preferred Stock 65339F846 10,408 162,750 SH   SOLE   162,750 0 0
Novellus Systems Inc Convertible Bonds 670008AD3 9,142 2,190,000 PRN   SOLE   2,190,000 0 0
Nvidia Corp Convertible Bonds 67066GAC8 5,232 729,000 PRN   SOLE   729,000 0 0
Old Republic International Corp Convertible Bonds 680223AH7 8,200 6,479,000 PRN   SOLE   6,479,000 0 0
ON Semiconductor Corp Convertible Bonds 682189AN5 828 828,000 PRN   SOLE   828,000 0 0
Palo Alto Networks Inc Common Stock 697435105 204 1,523 SH   SOLE   1,523 0 0
Pandora Media Inc Common Stock 698354107 384 43,021 SH   SOLE   43,021 0 0
Pandora Media Inc Convertible Bonds 698354AB3 758 800,000 PRN   SOLE   800,000 0 0
Priceline Group Inc/The Convertible Bonds 741503AQ9 5,127 2,600,000 PRN   SOLE   2,600,000 0 0
Priceline Group Inc/The Convertible Bonds 741503AS5 7,564 5,150,000 PRN   SOLE   5,150,000 0 0
Priceline Group Inc/The Convertible Bonds 741503AX4 1,001 874,000 PRN   SOLE   874,000 0 0
ProofPoint Inc Common Stock 743424103 356 4,103 SH   SOLE   4,103 0 0
ProofPoint Inc Convertible Bonds 743424AD5 6 5,000 PRN   SOLE   5,000 0 0
Prospect Capital Corp Convertible Bonds 74348TAL6 9,071 8,850,000 PRN   SOLE   8,850,000 0 0
Qualys Inc Common Stock 74758T303 267 6,533 SH   SOLE   6,533 0 0
RPM International Inc Convertible Bonds 749685AT0 1,640 1,390,000 PRN   SOLE   1,390,000 0 0
Red Hat Inc Convertible Bonds 756577AD4 10,400 7,533,000 PRN   SOLE   7,533,000 0 0
Regions Financial Corp Common Stock 7591EP100 431 29,412 SH   SOLE   29,412 0 0
Royal Gold Inc Convertible Bonds 780287AA6 2,420 2,245,000 PRN   SOLE   2,245,000 0 0
SVB Financial Group Common Stock 78486Q101 379 2,157 SH   SOLE   2,157 0 0
Salesforce.com Inc Common Stock 79466L302 273 3,149 SH   SOLE   3,149 0 0
Shopify Inc Common Stock 82509L107 253 2,908 SH   SOLE   2,908 0 0
Spirit Realty Capital Inc Convertible Bonds 84860WAB8 5,757 5,800,000 PRN   SOLE   5,800,000 0 0
Splunk Inc Common Stock 848637104 525 9,223 SH   SOLE   9,223 0 0
Synaptics Inc Common Stock 87157D109 538 10,395 SH   SOLE   10,395 0 0
TPG Specialty Lending Inc Convertible Bonds 87265KAB8 2,606 2,509,000 PRN   SOLE   2,509,000 0 0
Tableau Software Inc Common Stock 87336U105 319 5,210 SH   SOLE   5,210 0 0
Time Warner Inc Common Stock 887317303 500 4,978 SH   SOLE   4,978 0 0
US Bancorp Common Stock 902973304 389 7,500 SH   SOLE   7,500 0 0
Veeva Systems Inc Common Stock 922475108 294 4,801 SH   SOLE   4,801 0 0
Wayfair Inc Common Stock 94419L101 466 6,061 SH   SOLE   6,061 0 0
Wells Fargo & Co Preferred Stock 949746804 13,172 10,045 SH   SOLE   10,045 0 0
Welltower Inc Convertible Preferred 95040Q203 10,125 152,825 SH   SOLE   152,825 0 0
Workday Inc Common Stock 98138H101 355 3,663 SH   SOLE   3,663 0 0
Workday Inc Convertible Bonds 98138HAD3 7 5,000 PRN   SOLE   5,000 0 0
Yelp Inc Common Stock 985817105 528 17,580 SH   SOLE   17,580 0 0
Zendesk Inc Common Stock 98936J101 517 18,607 SH   SOLE   18,607 0 0
Zions Bancorporation Common Stock 989701107 418 9,512 SH   SOLE   9,512 0 0
Mellanox Technologies Ltd Common Stock M51363113 409 9,450 SH   SOLE   9,450 0 0
InterXion Holding NV Common Stock N47279109 454 9,925 SH   SOLE   9,925 0 0
Exelon Corp Common Stock 30161N101 4,665 129,323 SH   SOLE   129,323 0 0
Citrix Systems Inc Convertible Bonds 177376AD2 1,231 1,025,000 PRN   SOLE   1,025,000 0 0
ServiceNow Inc Convertible Bonds 81762PAD4 713 700,000 PRN   SOLE   700,000 0 0
Dominion Resources Inc/VA Convertible Preferred 25746U836 13,166 262,000 SH   SOLE   262,000 0 0
Stanley Black & Decker Inc Convertible Preferred 854502887 10,815 100,000 SH   SOLE   100,000 0 0
Costco Wholesale Corp Common Stock 22160K105 5 30 SH   SOLE   30 0 0
Illumina Inc Convertible Bonds 452327AF6 10 10,000 PRN   SOLE   10,000 0 0
NextEra Energy Inc Convertible Preferred 65339F820 16 300 SH   SOLE   300 0 0
Citrix Systems Inc Common Stock 177376100 398 5,000 SH   SOLE   5,000 0 0
DISH Network Corp Common Stock 25470M109 533 8,500 SH   SOLE   8,500 0 0
Keycorp Common Stock 493267108 94 5,000 SH   SOLE   5,000 0 0
MercadoLibre Inc Common Stock 58733R102 269 1,074 SH   SOLE   1,074 0 0
ServiceNow Inc Common Stock 81762P102 188 1,777 SH   SOLE   1,777 0 0
Silicon Laboratories Inc Common Stock 826919102 187 2,730 SH   SOLE   2,730 0 0
Square Inc Common Stock 852234103 352 15,000 SH   SOLE   15,000 0 0
Talend SA Depository Receipt 874224207 522 15,000 SH   SOLE   15,000 0 0
Allergan plc Convertible Preferred IE00BY9D6 2,336 2,700 SH   SOLE   2,700 0 0
Kornit Digital Ltd Common Stock IL0011216 365 18,848 SH   SOLE   18,848 0 0
Mimecast Ltd Common Stock GB00BYT5J 294 10,980 SH   SOLE   10,980 0 0