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
Accuray Inc CONV 004397AB1 4,598 4,558,000 PRN   SOLE   0 0 4,558,000
Air Lease Corp CONV 00912XAK0 39,420 30,809,000 PRN   SOLE   0 0 30,809,000
Southwest Airlines Co CONV 00949PAD0 1,481 550,000 PRN   SOLE   0 0 550,000
Akamai Technologies Inc CONV 00971TAG6 57,449 54,582,000 PRN   SOLE   0 0 54,582,000
Allscripts Healthcare Solution CONV 01988PAD0 29,462 29,652,000 PRN   SOLE   0 0 29,652,000
Alpha Natural Resources Inc CONV 02076XAE2 400 10,000,000 PRN   SOLE   0 0 10,000,000
Johnson & Johnson CONV 02261WAB5 2,198 1,712,000 PRN   SOLE   0 0 1,712,000
Vereit Inc CONV 02917TAA2 19,651 20,652,000 PRN   SOLE   0 0 20,652,000
Vereit Inc CONV 02917TAB0 11,592 12,506,000 PRN   SOLE   0 0 12,506,000
Ares Capital Corp CONV 04010LAG8 3,185 3,096,000 PRN   SOLE   0 0 3,096,000
Ares Capital Corp CONV 04010LAJ2 21,570 20,968,000 PRN   SOLE   0 0 20,968,000
Ares Capital Corp CONV 04010LAM5 59,787 58,143,000 PRN   SOLE   0 0 58,143,000
Array Biopharma Inc CONV 04269XAA3 10,288 10,493,000 PRN   SOLE   0 0 10,493,000
Meritor Inc CONV 043353AH4 16,985 17,084,000 PRN   SOLE   0 0 17,084,000
Atlas Air Worldwide Holdings I CONV 049164BH8 5,665 6,996,000 PRN   SOLE   0 0 6,996,000
Biomarin Pharmaceutical Inc CONV 09061GAE1 66,798 51,055,000 PRN   SOLE   0 0 51,055,000
Biomarin Pharmaceutical Inc CONV 09061GAF8 30,444 22,554,000 PRN   SOLE   0 0 22,554,000
Blackrock Capital Investment C CONV 092533AB4 4,165 4,003,000 PRN   SOLE   0 0 4,003,000
Bottomline Technologies De Inc CONV 101388AA4 17,988 16,936,000 PRN   SOLE   0 0 16,936,000
Bristol-Myers Squibb Co CONV 110122AN8 3,522 2,356,000 PRN   SOLE   0 0 2,356,000
Broadsoft Inc CONV 11133BAB8 21,945 21,402,000 PRN   SOLE   0 0 21,402,000
Broadsoft Inc CONV 11133BAC6 17,029 17,400,000 PRN   SOLE   0 0 17,400,000
Brocade Communications Systems CONV 111621AP3 20,778 21,145,000 PRN   SOLE   0 0 21,145,000
Brookdale Senior Living Inc CONV 112463AA2 63,232 59,025,000 PRN   SOLE   0 0 59,025,000
B2Gold Corp CONV 11777QAB6 34,644 41,290,000 PRN   SOLE   0 0 41,290,000
Calamp Corp CONV 128126AA7 12,099 13,250,000 PRN   SOLE   0 0 13,250,000
Cemex Sab De Cv CONV 151290BB8 9,668 9,500,000 PRN   SOLE   0 0 9,500,000
Cemex Sab De Cv CONV 151290BR3 26,490 28,816,000 PRN   SOLE   0 0 28,816,000
Cemex Sab De Cv CONV 151290BT9 7,620 8,228,000 PRN   SOLE   0 0 8,228,000
Centerpoint Energy Inc CONV 15189T206 69,383 1,182,632 SH   SOLE   0 0 1,182,632
Chart Industries Inc CONV 16115QAC4 139 160,000 PRN   SOLE   0 0 160,000
Chesapeake Energy Corp CONV 165167CB1 6,496 9,000,000 PRN   SOLE   0 0 9,000,000
Ciena Corp CONV 171779AE1 80,492 81,150,000 PRN   SOLE   0 0 81,150,000
Ciena Corp CONV 171779AG6 5,019 4,000,000 PRN   SOLE   0 0 4,000,000
Ciena Corp CONV 171779AK7 23,046 17,607,000 PRN   SOLE   0 0 17,607,000
Citrix Systems Inc CONV 177376AD2 128,948 122,050,000 PRN   SOLE   0 0 122,050,000
CLEARWIRE COMM/FINANCE CONV 18538TAG4 52,740 50,854,000 PRN   SOLE   0 0 50,854,000
Clovis Oncology Inc CONV 189464AB6 16,669 10,000,000 PRN   SOLE   0 0 10,000,000
Cobalt International Energy In CONV 19075FAB2 6,957 11,000,000 PRN   SOLE   0 0 11,000,000
Colony Capital Inc CONV 19624RAA4 27,188 27,854,000 PRN   SOLE   0 0 27,854,000
Colony Capital Inc CONV 19624RAB2 62,648 65,505,000 PRN   SOLE   0 0 65,505,000
Cornerstone Ondemand Inc CONV 21925YAB9 43,662 43,661,000 PRN   SOLE   0 0 43,661,000
Ctrip.Com International Ltd CONV 22943FAD2 77,258 71,300,000 PRN   SOLE   0 0 71,300,000
Ctrip.Com International Ltd CONV 22943FAE0 25,899 28,525,000 PRN   SOLE   0 0 28,525,000
Danaher Corp CONV 235851AF9 2,460 993,000 PRN   SOLE   0 0 993,000
Depomed Inc CONV 249908AA2 10,264 8,595,000 PRN   SOLE   0 0 8,595,000
Ddr Corp CONV 251591AX1 1,482 1,389,000 PRN   SOLE   0 0 1,389,000
Dycom Industries Inc CONV 267475AA9 4,957 5,000,000 PRN   SOLE   0 0 5,000,000
Echo Global Logistics Inc CONV 27875TAA9 9,977 11,122,000 PRN   SOLE   0 0 11,122,000
Emergent Biosolutions Inc CONV 29089QAB1 12,617 11,145,000 PRN   SOLE   0 0 11,145,000
Encore Capital Group Inc CONV 292554AF9 491 494,000 PRN   SOLE   0 0 494,000
Encore Capital Group Inc CONV 292554AH5 15,157 17,907,000 PRN   SOLE   0 0 17,907,000
Endologix Inc CONV 29266SAA4 5,111 5,662,000 PRN   SOLE   0 0 5,662,000
Euronet Worldwide Inc CONV 298736AG4 48,333 39,392,000 PRN   SOLE   0 0 39,392,000
Extra Space Storage Inc CONV 30225VAD9 29,237 29,000,000 PRN   SOLE   0 0 29,000,000
Fidelity Natl Financial CONV 31620RAE5 53,001 27,171,000 PRN   SOLE   0 0 27,171,000
Finisar Corp CONV 31787AAM3 33,094 37,079,000 PRN   SOLE   0 0 37,079,000
Fireeye Inc CONV 31816QAA9 36,107 39,636,000 PRN   SOLE   0 0 39,636,000
Fireeye Inc CONV 31816QAC5 38,241 43,013,000 PRN   SOLE   0 0 43,013,000
Fluidigm Corp CONV 34385PAA6 21,079 29,336,000 PRN   SOLE   0 0 29,336,000
Forest City Enterprises Inc CONV 345550AP2 62,001 55,097,000 PRN   SOLE   0 0 55,097,000
Forest City Enterprises Inc CONV 345550AR8 40,269 38,630,000 PRN   SOLE   0 0 38,630,000
Gnc Holdings Inc CONV 36191GAA5 32,411 34,997,000 PRN   SOLE   0 0 34,997,000
General Cable Corp CONV 369300AL2 4,794 8,140,000 PRN   SOLE   0 0 8,140,000
Gilead Sciences Inc CONV 375558AP8 41,997 9,718,000 PRN   SOLE   0 0 9,718,000
Greenbrier Cos Inc/The CONV 393657AH4 11,916 11,125,000 PRN   SOLE   0 0 11,125,000
Healthsouth Corp CONV 421924BL4 52,277 46,101,000 PRN   SOLE   0 0 46,101,000
Heartware International Inc CONV 422368AB6 28,289 31,900,000 PRN   SOLE   0 0 31,900,000
Helix Energy Solutions Group I CONV 42330PAG2 12,296 14,943,000 PRN   SOLE   0 0 14,943,000
Herbalife Ltd CONV 42703MAB9 9,282 10,500,000 PRN   SOLE   0 0 10,500,000
Hologic Inc CONV 436440AC5 17,782 13,145,000 PRN   SOLE   0 0 13,145,000
Hologic Inc CONV 436440AG6 90,395 71,188,000 PRN   SOLE   0 0 71,188,000
Homeaway Inc CONV 43739QAB6 17,525 18,914,000 PRN   SOLE   0 0 18,914,000
Horizon Pharma Plc CONV 44052TAA9 20,813 21,050,000 PRN   SOLE   0 0 21,050,000
Hornbeck Offshore Services Inc CONV 440543AN6 15,228 20,220,000 PRN   SOLE   0 0 20,220,000
Host Hotels & Resorts Inc CONV 44107TAG1 5,865 4,678,000 PRN   SOLE   0 0 4,678,000
Huron Consulting Group Inc CONV 447462AB8 14,279 13,745,000 PRN   SOLE   0 0 13,745,000
Istar Inc CONV 45031UBR1 19,253 16,728,000 PRN   SOLE   0 0 16,728,000
Iconix Brand Group Inc CONV 451055AE7 82,304 86,979,000 PRN   SOLE   0 0 86,979,000
Iconix Brand Group Inc CONV 451055AF4 2,554 3,168,000 PRN   SOLE   0 0 3,168,000
Illumina Inc CONV 452327AF6 74,263 67,461,000 PRN   SOLE   0 0 67,461,000
Illumina Inc CONV 452327AH2 39,692 34,043,000 PRN   SOLE   0 0 34,043,000
Incyte Corp CONV 45337CAM4 2,066 951,000 PRN   SOLE   0 0 951,000
Incyte Corp CONV 45337CAN2 10,514 4,767,000 PRN   SOLE   0 0 4,767,000
Insulet Corp CONV 45784PAD3 24,582 26,659,000 PRN   SOLE   0 0 26,659,000
Integra Lifesciences Holdings CONV 457985AK5 6,276 5,276,000 PRN   SOLE   0 0 5,276,000
Intel Corp CONV 458140AD2 92,513 76,163,000 PRN   SOLE   0 0 76,163,000
Intel Corp CONV 458140AF7 55,903 36,935,000 PRN   SOLE   0 0 36,935,000
Interactive Intelligence Group CONV 45841VAA7 9,361 11,494,000 PRN   SOLE   0 0 11,494,000
Isis Pharmaceuticals Inc CONV 464337AH7 46,539 51,024,000 PRN   SOLE   0 0 51,024,000
Viavi Solutions Inc CONV 46612JAF8 44,434 47,471,000 PRN   SOLE   0 0 47,471,000
Janus Capital Group Inc CONV 47102XAH8 8,772 6,566,000 PRN   SOLE   0 0 6,566,000
Jarden Corp CONV 471109AL2 10,245 7,610,000 PRN   SOLE   0 0 7,610,000
Jarden Corp CONV 471109AM0 72,398 63,043,000 PRN   SOLE   0 0 63,043,000
Jazz Pharmaceuticals Plc CONV 472145AB7 17,612 17,270,000 PRN   SOLE   0 0 17,270,000
Leucadia National Corp CONV 472319AG7 56,457 55,215,000 PRN   SOLE   0 0 55,215,000
J2 Global Inc CONV 48123VAC6 8,255 6,930,000 PRN   SOLE   0 0 6,930,000
Lgi Homes Inc CONV 50187TAA4 2,081 1,500,000 PRN   SOLE   0 0 1,500,000
Laboratory Corp Of America Hol CONV 50540RAG7 2,556 1,753,000 PRN   SOLE   0 0 1,753,000
Lam Research Corp CONV 512807AJ7 34,703 30,643,000 PRN   SOLE   0 0 30,643,000
Lam Research Corp CONV 512807AL2 29,393 23,359,000 PRN   SOLE   0 0 23,359,000
Hsn Inc CONV 530610AB0 42,279 46,964,000 PRN   SOLE   0 0 46,964,000
Motorola Solutions Inc CONV 530715AN1 33,645 64,495,000 PRN   SOLE   0 0 64,495,000
Liberty Media Corp CONV 531229AB8 54,371 56,996,000 PRN   SOLE   0 0 56,996,000
Ligand Pharmaceuticals Inc CONV 53220KAD0 623 480,000 PRN   SOLE   0 0 480,000
Linkedin Corp CONV 53578AAA6 33,676 34,109,000 PRN   SOLE   0 0 34,109,000
Live Nation Entertainment Inc CONV 538034AJ8 40,480 38,700,000 PRN   SOLE   0 0 38,700,000
Macquarie Infrastructure Corp CONV 55608BAA3 41,379 36,363,000 PRN   SOLE   0 0 36,363,000
Medicines Co/The CONV 584688AC9 204 140,000 PRN   SOLE   0 0 140,000
Medidata Solutions Inc CONV 58471AAB1 27,192 25,787,000 PRN   SOLE   0 0 25,787,000
Meritor Inc CONV 59001KAC4 9,571 6,875,000 PRN   SOLE   0 0 6,875,000
Microchip Technology Inc CONV 595017AB0 269 154,000 PRN   SOLE   0 0 154,000
Microchip Technology Inc CONV 595017AC8 52,486 54,758,000 PRN   SOLE   0 0 54,758,000
Micron Technology Inc CONV 595112AY9 86,438 102,166,000 PRN   SOLE   0 0 102,166,000
Molina Healthcare Inc CONV 60855RAD2 58,816 45,200,000 PRN   SOLE   0 0 45,200,000
Molycorp Inc CONV 608753AF6 125 10,000,000 PRN   SOLE   0 0 10,000,000
Nrg Yield Inc CONV 62942XAA6 1,801 2,000,000 PRN   SOLE   0 0 2,000,000
Nrg Yield Inc CONV 62942XAD0 21,435 24,998,000 PRN   SOLE   0 0 24,998,000
National Health Investors Inc CONV 63633DAE4 28,942 29,784,000 PRN   SOLE   0 0 29,784,000
Netsuite Inc CONV 64118QAB3 27,358 27,166,000 PRN   SOLE   0 0 27,166,000
Newmont Mining Corp CONV 651639AJ5 35,107 35,343,000 PRN   SOLE   0 0 35,343,000
Newpark Resources Inc CONV 651718AC2 6,642 7,003,000 PRN   SOLE   0 0 7,003,000
Lam Research Corp CONV 670008AD3 3,572 1,826,000 PRN   SOLE   0 0 1,826,000
Nuance Communications Inc CONV 67020YAF7 25,570 25,273,000 PRN   SOLE   0 0 25,273,000
Nvidia Corp CONV 67066GAC8 19,567 14,853,000 PRN   SOLE   0 0 14,853,000
Nuvasive Inc CONV 670704AC9 24,783 19,553,000 PRN   SOLE   0 0 19,553,000
Old Republic International Cor CONV 680223AH7 20,685 17,835,000 PRN   SOLE   0 0 17,835,000
OMNICARE INC CONV 681904AR9 5,988 4,680,000 PRN   SOLE   0 0 4,680,000
On Semiconductor Corp CONV 682189AH8 9,829 8,805,000 PRN   SOLE   0 0 8,805,000
On Semiconductor Corp CONV 682189AJ4 57,748 61,995,000 PRN   SOLE   0 0 61,995,000
Pdl Biopharma Inc CONV 69329YAF1 17,190 19,655,000 PRN   SOLE   0 0 19,655,000
Ptc Therapeutics Inc CONV 69366JAA9 11,137 12,598,000 PRN   SOLE   0 0 12,598,000
Pennymac Mortgage Investment T CONV 70932AAB9 4,492 4,988,000 PRN   SOLE   0 0 4,988,000
Pernix Therapeutics Holdings I CONV 71426VAH1 4,742 6,700,000 PRN   SOLE   0 0 6,700,000
Pra Group Inc CONV 73640QAB1 39,761 38,116,000 PRN   SOLE   0 0 38,116,000
Priceline Group Inc/The CONV 741503AQ9 66,742 47,557,000 PRN   SOLE   0 0 47,557,000
Priceline Group Inc/The CONV 741503AS5 87,015 74,015,000 PRN   SOLE   0 0 74,015,000
Priceline Group Inc/The CONV 741503AX4 51,864 52,538,000 PRN   SOLE   0 0 52,538,000
Proofpoint Inc CONV 743424AB9 406 250,000 PRN   SOLE   0 0 250,000
Proofpoint Inc CONV 743424AC7 33,529 31,760,000 PRN   SOLE   0 0 31,760,000
Pros Holdings Inc CONV 74346YAA1 11,476 11,707,000 PRN   SOLE   0 0 11,707,000
Prospect Capital Corp CONV 74348TAM4 988 1,024,000 PRN   SOLE   0 0 1,024,000
Prospect Capital Corp CONV 74348TAQ5 4,981 5,540,000 PRN   SOLE   0 0 5,540,000
Qihoo 360 Technology Co Ltd CONV 74734MAE9 13,135 15,000,000 PRN   SOLE   0 0 15,000,000
Qihoo 360 Technology Co Ltd CONV 74734MAF6 8,375 9,925,000 PRN   SOLE   0 0 9,925,000
Quidel Corp CONV 74838JAA9 6,080 6,540,000 PRN   SOLE   0 0 6,540,000
Rpm International Inc CONV 749685AT0 14,246 12,815,000 PRN   SOLE   0 0 12,815,000
Alcoa Inc CONV 74973WAB3 44,444 42,420,000 PRN   SOLE   0 0 42,420,000
Redwood Trust Inc CONV 749772AA7 8,602 9,157,000 PRN   SOLE   0 0 9,157,000
Radian Group Inc CONV 750236AN1 28,480 18,806,000 PRN   SOLE   0 0 18,806,000
Red Hat Inc CONV 756577AD4 74,611 62,365,000 PRN   SOLE   0 0 62,365,000
Redwood Trust Inc CONV 758075AB1 16,038 16,847,000 PRN   SOLE   0 0 16,847,000
Royal Gold Inc CONV 780287AA6 43,608 45,160,000 PRN   SOLE   0 0 45,160,000
Calatlantic Group Inc CONV 783764AS2 26,320 28,610,000 PRN   SOLE   0 0 28,610,000
Salesforce.Com Inc CONV 79466LAD6 41,850 34,235,000 PRN   SOLE   0 0 34,235,000
Sandisk Corp CONV 80004CAD3 59,642 48,006,000 PRN   SOLE   0 0 48,006,000
Sandisk Corp CONV 80004CAF8 89,169 92,444,000 PRN   SOLE   0 0 92,444,000
Seacor Holdings Inc CONV 81170YAB5 22,805 28,240,000 PRN   SOLE   0 0 28,240,000
Seacor Holdings Inc CONV 811904AM3 10,133 10,571,000 PRN   SOLE   0 0 10,571,000
Servicenow Inc CONV 81762PAB8 30,472 27,033,000 PRN   SOLE   0 0 27,033,000
Shengdatech Inc CONV 823213AD5 6 2,975,000 PRN   SOLE   0 0 2,975,000
Sina Corp/China CONV 82922RAD5 31,962 33,896,000 PRN   SOLE   0 0 33,896,000
Spectranetics Corp/The CONV 84760CAA5 14,141 18,652,000 PRN   SOLE   0 0 18,652,000
Spirit Realty Capital Inc CONV 84860WAA0 16,294 17,437,000 PRN   SOLE   0 0 17,437,000
Spirit Realty Capital Inc CONV 84860WAB8 9,400 10,304,000 PRN   SOLE   0 0 10,304,000
Calatlantic Group Inc CONV 85375CBC4 26,153 22,646,000 PRN   SOLE   0 0 22,646,000
Starwood Property Trust Inc CONV 85571BAA3 43,857 42,927,000 PRN   SOLE   0 0 42,927,000
Starwood Property Trust Inc CONV 85571BAB1 30,987 29,860,000 PRN   SOLE   0 0 29,860,000
Starwood Waypoint Residential CONV 85571WAC3 11,419 11,246,000 PRN   SOLE   0 0 11,246,000
Stillwater Mining Co CONV 86074QAL6 5,115 5,000,000 PRN   SOLE   0 0 5,000,000
Stone Energy Corp CONV 861642AN6 117 140,000 PRN   SOLE   0 0 140,000
Sunedison Inc CONV 86732YAC3 240 317,000 PRN   SOLE   0 0 317,000
Sunedison Inc CONV 86732YAE9 17,572 29,885,000 PRN   SOLE   0 0 29,885,000
Synchronoss Technologies Inc CONV 87157BAA1 30,380 30,061,000 PRN   SOLE   0 0 30,061,000
Synergy Pharmaceuticals Inc CONV 871639AA8 1,176 673,000 PRN   SOLE   0 0 673,000
Tpg Specialty Lending Inc CONV 87265KAB8 1,143 1,163,000 PRN   SOLE   0 0 1,163,000
Tesla Motors Inc CONV 88160RAB7 18,844 19,500,000 PRN   SOLE   0 0 19,500,000
Tesla Motors Inc CONV 88160RAC5 10,094 10,694,000 PRN   SOLE   0 0 10,694,000
Teva Pharmaceutical Industries CONV 88163VAE9 13,128 9,643,000 PRN   SOLE   0 0 9,643,000
Theravance Inc CONV 88338TAB0 11,447 17,131,000 PRN   SOLE   0 0 17,131,000
TIBCO SOFTWARE INC CONV 88632QAB9 14 14,000 PRN   SOLE   0 0 14,000
Toll Brothers Inc CONV 88947EAM2 40,105 39,136,000 PRN   SOLE   0 0 39,136,000
Twitter Inc CONV 90184LAA0 51,391 58,591,000 PRN   SOLE   0 0 58,591,000
Twitter Inc CONV 90184LAC6 69,888 81,859,000 PRN   SOLE   0 0 81,859,000
United States Steel Corp CONV 912909AH1 26,286 26,500,000 PRN   SOLE   0 0 26,500,000
Verint Systems Inc CONV 92343XAA8 36,863 38,389,000 PRN   SOLE   0 0 38,389,000
Vishay Intertechnology Inc CONV 928298AG3 12,786 15,652,000 PRN   SOLE   0 0 15,652,000
Vishay Intertechnology Inc CONV 928298AJ7 343 511,000 PRN   SOLE   0 0 511,000
Walter Investment Management C CONV 93317WAA0 11,682 15,850,000 PRN   SOLE   0 0 15,850,000
Web.Com Group Inc CONV 94733AAA2 18,263 19,387,000 PRN   SOLE   0 0 19,387,000
Webmd Health Corp CONV 94770VAF9 27,596 27,388,000 PRN   SOLE   0 0 27,388,000
Webmd Health Corp CONV 94770VAK8 41,250 40,144,000 PRN   SOLE   0 0 40,144,000
Anthem Inc CONV 94973VBG1 18,550 9,848,000 PRN   SOLE   0 0 9,848,000
Whiting Petroleum Corp CONV 966387AK8 64,322 78,642,000 PRN   SOLE   0 0 78,642,000
Wright Medical Group Nv CONV 98235TAC1 381 360,000 PRN   SOLE   0 0 360,000
Wright Medical Group Nv CONV 98235TAD9 57,827 60,196,000 PRN   SOLE   0 0 60,196,000
Xilinx Inc CONV 983919AF8 24,807 16,616,000 PRN   SOLE   0 0 16,616,000
Yahoo! Inc CONV 984332AF3 117,837 121,392,000 PRN   SOLE   0 0 121,392,000
Chesapeake Energy Corp CONV PFD 165167750 25 55 SH   SOLE   0 0 55
Keycorp CONV PFD 493267405 39,030 298,058 SH   SOLE   0 0 298,058
Kindred Healthcare Inc CONV PFD 494580301 5,255 6,208 SH   SOLE   0 0 6,208
Southwestern Energy Co CONV PFD 845467208 13,938 448,465 SH   SOLE   0 0 448,465
Stanley Black & Decker Inc CONV PFD 854502309 14,768 110,746 SH   SOLE   0 0 110,746
Stanley Black & Decker Inc CONV PFD 854502804 19,939 177,450 SH   SOLE   0 0 177,450
Stericycle Inc CONV PFD 858912207 7,218 71,000 SH   SOLE   0 0 71,000
T-Mobile Us Inc CONV PFD 872590203 7,680 111,130 SH   SOLE   0 0 111,130
Tyson Foods Inc CONV PFD 902494301 35,338 678,330 SH   SOLE   0 0 678,330
Wells Fargo & Co CONV PFD 949746804 113,254 96,964 SH   SOLE   0 0 96,964
Weyerhaeuser Co CONV PFD 962166872 2,959 61,726 SH   SOLE   0 0 61,726
Affiliated Managers Group Inc CONV PFD 00170F209 82,825 1,460,552 SH   SOLE   0 0 1,460,552
Alcoa Inc CONV PFD 013817309 8,834 260,544 SH   SOLE   0 0 260,544
Alexandria Real Estate Equitie CONV PFD 015271505 41,328 1,530,665 SH   SOLE   0 0 1,530,665
American Tower Corp CONV PFD 03027X308 5,437 55,000 SH   SOLE   0 0 55,000
American Tower Corp CONV PFD 03027X407 16,277 167,942 SH   SOLE   0 0 167,942
Anthem Inc CONV PFD 036752202 58,589 1,210,056 SH   SOLE   0 0 1,210,056
Bank Of America Corp CONV PFD 060505682 49,746 46,189 SH   SOLE   0 0 46,189
Dominion Resources Inc/Va CONV PFD 25746U703 8,020 144,810 SH   SOLE   0 0 144,810
Dominion Resources Inc/Va CONV PFD 25746U869 17,856 360,060 SH   SOLE   0 0 360,060
Dominion Resources Inc/Va CONV PFD 25746U885 3,661 65,500 SH   SOLE   0 0 65,500
Exelon Corp CONV PFD 30161N127 6,714 153,450 SH   SOLE   0 0 153,450
Frontier Communications Corp CONV PFD 35906A207 59,202 635,554 SH   SOLE   0 0 635,554
Nextera Energy Inc CONV PFD 65339F846 9,994 195,000 SH   SOLE   0 0 195,000
Nextera Energy Inc CONV PFD 65339F861 17,062 317,511 SH   SOLE   0 0 317,511
Welltower Inc CONV PFD 95040Q203 3,001 49,412 SH   SOLE   0 0 49,412
Aci Worldwide Inc CORP 004498AA9 1,048 1,000,000 PRN   SOLE   0 0 1,000,000
Ahern Rentals Inc CORP 008674AH6 2,507 2,865,000 PRN   SOLE   0 0 2,865,000
Alliance Data Systems Co CORP 018581AE8 4,085 4,000,000 PRN   SOLE   0 0 4,000,000
Ally Financial Inc CORP 02005NAV2 2,478 2,500,000 PRN   SOLE   0 0 2,500,000
Appvion Inc CORP 03834LAA7 1,785 3,500,000 PRN   SOLE   0 0 3,500,000
Ashland Inc CORP 044209AF1 2,585 2,750,000 PRN   SOLE   0 0 2,750,000
Avation Cap Sa / Group S CORP 05351QAA4 4,900 5,000,000 PRN   SOLE   0 0 5,000,000
Ball Corp CORP 058498AT3 2,473 2,500,000 PRN   SOLE   0 0 2,500,000
Blue Cube Spinco Inc CORP 095370AC6 2,348 2,250,000 PRN   SOLE   0 0 2,250,000
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Carlson Wagonlit Bv CORP 142812AB2 2,065 2,000,000 PRN   SOLE   0 0 2,000,000
Casella Waste Systems In CORP 147448AG9 1,970 2,000,000 PRN   SOLE   0 0 2,000,000
Celanese Us Holdings Llc CORP 15089QAC8 9,124 9,000,000 PRN   SOLE   0 0 9,000,000
Celanese Us Holdings Llc CORP 15089QAD6 2,369 2,500,000 PRN   SOLE   0 0 2,500,000
Centurylink Inc CORP 156700AX4 2,636 3,000,000 PRN   SOLE   0 0 3,000,000
Cenveo Corp CORP 15671BAK7 3,279 3,880,000 PRN   SOLE   0 0 3,880,000
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Cimarex Energy Co CORP 171798AC5 1,951 2,000,000 PRN   SOLE   0 0 2,000,000
Cleaver-Brooks Inc CORP 185401AD8 5,225 5,500,000 PRN   SOLE   0 0 5,500,000
Commercial Metals Co CORP 201723AK9 6,195 7,040,000 PRN   SOLE   0 0 7,040,000
Compass Minerals Interna CORP 20451NAE1 1,870 2,000,000 PRN   SOLE   0 0 2,000,000
Concordia Healthcare Cor CORP 206519AA8 439 500,000 PRN   SOLE   0 0 500,000
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Consol Energy Inc CORP 20854PAM1 2,518 3,500,000 PRN   SOLE   0 0 3,500,000
Continental Resources CORP 212015AL5 3,044 3,500,000 PRN   SOLE   0 0 3,500,000
Corrections Corp Of Amer CORP 22025YAP5 2,895 3,000,000 PRN   SOLE   0 0 3,000,000
Corrections Corp Of Amer CORP 22025YAQ3 1,008 1,000,000 PRN   SOLE   0 0 1,000,000
Credit Acceptanc CORP 225310AJ0 3,075 3,000,000 PRN   SOLE   0 0 3,000,000
Credit Agricole Sa CORP 225313AD7 8,978 9,000,000 PRN   SOLE   0 0 9,000,000
Dana Holding Corp CORP 235825AE6 3,386 3,500,000 PRN   SOLE   0 0 3,500,000
Dispensing Dynamics Intl CORP 25471QAA7 1,448 1,500,000 PRN   SOLE   0 0 1,500,000
Dupont Fabros Tech Lp CORP 26613TAF7 2,015 2,000,000 PRN   SOLE   0 0 2,000,000
E*Trade Financial Corp CORP 269246BM5 3,544 3,500,000 PRN   SOLE   0 0 3,500,000
Earthlink Holdings Corp CORP 270321AE2 2,504 2,425,000 PRN   SOLE   0 0 2,425,000
Eletson Holdings CORP 28620QAA1 5,278 5,800,000 PRN   SOLE   0 0 5,800,000
Energizer Holdings Inc CORP 29273AAA4 3,417 3,500,000 PRN   SOLE   0 0 3,500,000
Equinix Inc CORP 29444UAL0 3,068 3,000,000 PRN   SOLE   0 0 3,000,000
Equinix Inc CORP 29444UAP1 3,491 3,500,000 PRN   SOLE   0 0 3,500,000
Dollar Tree Inc CORP 30706VAA3 521 500,000 PRN   SOLE   0 0 500,000
Fiat Chrysler Automobile CORP 31562QAF4 1,313 1,400,000 PRN   SOLE   0 0 1,400,000
First Cash Financial Ser CORP 31942DAB3 1,508 1,500,000 PRN   SOLE   0 0 1,500,000
First Data Corporation CORP 319963BB9 1,708 1,500,000 PRN   SOLE   0 0 1,500,000
First Data Corporation CORP 319963BL7 4,451 4,000,810 PRN   SOLE   0 0 4,000,810
First Data Corporation CORP 319963BN3 1,985 2,000,000 PRN   SOLE   0 0 2,000,000
First Quantum Minerals L CORP 335934AF2 1,635 2,505,000 PRN   SOLE   0 0 2,505,000
Frontier Communications CORP 35906AAN8 1,260 1,500,000 PRN   SOLE   0 0 1,500,000
Frontier Communications CORP 35906AAX6 2,765 2,850,000 PRN   SOLE   0 0 2,850,000
Gci Inc CORP 36155WAK2 1,010 1,000,000 PRN   SOLE   0 0 1,000,000
Genesis Energy Lp/Genesi CORP 37185LAG7 2,611 2,950,000 PRN   SOLE   0 0 2,950,000
Global Part/Glp Finance CORP 37954FAB0 2,213 2,500,000 PRN   SOLE   0 0 2,500,000
Greystar Real Estate Par CORP 39807UAA4 525 500,000 PRN   SOLE   0 0 500,000
Hca Inc CORP 404119BN8 7,035 7,000,000 PRN   SOLE   0 0 7,000,000
Hca Inc CORP 404121AC9 5,463 5,000,000 PRN   SOLE   0 0 5,000,000
Healthsouth Corp CORP 421924BK6 2,525 2,550,000 PRN   SOLE   0 0 2,550,000
Healthsouth Corp CORP 421924BR1 2,918 3,000,000 PRN   SOLE   0 0 3,000,000
Hess Corp CORP 42809HAF4 927 1,000,000 PRN   SOLE   0 0 1,000,000
Hexion Inc CORP 428303AJ0 1,208 1,500,000 PRN   SOLE   0 0 1,500,000
Hilton Worldwide Fin Llc CORP 432891AD1 3,113 3,000,000 PRN   SOLE   0 0 3,000,000
Hughes Satelite Systems CORP 444454AB8 291 270,000 PRN   SOLE   0 0 270,000
Iasis Healthcare/Cap Crp CORP 45072PAD4 3,094 3,000,000 PRN   SOLE   0 0 3,000,000
Dpx Holdings Bv CORP 46590GAA1 1,014 1,000,000 PRN   SOLE   0 0 1,000,000
Jefferies Fin Llc / Jfin CORP 47232MAB8 915 1,000,000 PRN   SOLE   0 0 1,000,000
Jurassic Holdings Iii CORP 48207WAA7 708 1,000,000 PRN   SOLE   0 0 1,000,000
Klx Inc CORP 482539AA1 1,467 1,500,000 PRN   SOLE   0 0 1,500,000
Kennedy-Wilson Inc CORP 489399AG0 2,450 2,500,000 PRN   SOLE   0 0 2,500,000
Kerr-Mcgee Corp CORP 492386AU1 1,173 1,000,000 PRN   SOLE   0 0 1,000,000
Land O Lakes Cap Trst I CORP 514665AA6 2,638 2,500,000 PRN   SOLE   0 0 2,500,000
Level 3 Financing Inc CORP 527298BG7 953 1,000,000 PRN   SOLE   0 0 1,000,000
Levi Strauss & Co CORP 52736RBG6 2,305 2,340,000 PRN   SOLE   0 0 2,340,000
Mgm Resorts Intl CORP 552953CC3 1,948 2,000,000 PRN   SOLE   0 0 2,000,000
Marathon Oil Corp CORP 565849AL0 1,774 2,000,000 PRN   SOLE   0 0 2,000,000
Masco Corp CORP 574599BJ4 2,030 2,000,000 PRN   SOLE   0 0 2,000,000
Mastec Inc CORP 576323AN9 3,092 3,725,000 PRN   SOLE   0 0 3,725,000
Midcontinent Comm & Fin CORP 59565XAB6 499 500,000 PRN   SOLE   0 0 500,000
Murphy Oil Corp CORP 626717AF9 1,665 2,000,000 PRN   SOLE   0 0 2,000,000
Ncr Corp CORP 62886EAJ7 1,903 2,000,000 PRN   SOLE   0 0 2,000,000
Nxp Bv/Nxp Funding Llc CORP 62947QAM0 2,088 2,000,000 PRN   SOLE   0 0 2,000,000
Navistar Intl Corp CORP 63934EAM0 1,532 1,900,000 PRN   SOLE   0 0 1,900,000
Navios Maritime Hlds/Fin CORP 639365AF2 740 1,000,000 PRN   SOLE   0 0 1,000,000
Navios Maritime Hlds/Fin CORP 639365AG0 1,820 2,250,000 PRN   SOLE   0 0 2,250,000
Navios Maritime Acq Corp CORP 63938MAD8 2,461 2,650,000 PRN   SOLE   0 0 2,650,000
Jo-Ann Stores Inc CORP 639888AA4 2,790 3,000,000 PRN   SOLE   0 0 3,000,000
Neptune Finco Corp CORP 64072TAA3 5,745 5,674,000 PRN   SOLE   0 0 5,674,000
Noble Energy Inc CORP 655044AM7 1,993 2,000,000 PRN   SOLE   0 0 2,000,000
Nuance Communications CORP 67020YAD2 5,013 5,000,000 PRN   SOLE   0 0 5,000,000
Numericable-Sfr Sas CORP 67054LAA5 728 750,000 PRN   SOLE   0 0 750,000
Omnicare Inc CORP 681904AT5 3,270 3,000,000 PRN   SOLE   0 0 3,000,000
Pbf Holding Co Llc CORP 69318FAB4 4,112 4,000,000 PRN   SOLE   0 0 4,000,000
Prospect Medical Holding CORP 743494AC0 6,924 6,610,000 PRN   SOLE   0 0 6,610,000
Radio One Inc CORP 75040PAS7 5,229 5,600,000 PRN   SOLE   0 0 5,600,000
Regal Entertainment Grp CORP 758766AF6 1,898 2,000,000 PRN   SOLE   0 0 2,000,000
Regency Energy Part/Fina CORP 75886AAL2 2,565 2,500,000 PRN   SOLE   0 0 2,500,000
Reynolds Grp Iss/Reynold CORP 761735AP4 3,544 3,500,000 PRN   SOLE   0 0 3,500,000
Rite Aid Corp CORP 767754CH5 996 1,000,000 PRN   SOLE   0 0 1,000,000
Sesi Llc CORP 78412FAL8 1,498 1,500,000 PRN   SOLE   0 0 1,500,000
Sabine Pass Liquefaction CORP 785592AD8 2,767 3,100,000 PRN   SOLE   0 0 3,100,000
Sanmina Corp CORP 801056AA0 4,030 4,000,000 PRN   SOLE   0 0 4,000,000
Sappi Papier Holdng Gmbh CORP 803071AA7 2,287 2,250,000 PRN   SOLE   0 0 2,250,000
A Schulman Inc CORP 808194AA2 1,264 1,334,000 PRN   SOLE   0 0 1,334,000
Scientific Games Interna CORP 80874YAU4 14,558 16,590,000 PRN   SOLE   0 0 16,590,000
Seadrill Ltd CORP 811727AA4 7,274 9,325,000 PRN   SOLE   0 0 9,325,000
Sotheby'S CORP 835898AF4 4,185 4,500,000 PRN   SOLE   0 0 4,500,000
Southwestern Energy Co CORP 845467AL3 895 1,000,000 PRN   SOLE   0 0 1,000,000
Speedway Motorsports Inc CORP 847788AT3 1,970 2,000,000 PRN   SOLE   0 0 2,000,000
Sprint Communications CORP 852061AQ3 4,010 4,000,000 PRN   SOLE   0 0 4,000,000
St Barbara Ltd CORP 852278AA8 1,860 2,000,000 PRN   SOLE   0 0 2,000,000
Steel Dynamics Inc CORP 858119BC3 5,239 5,500,000 PRN   SOLE   0 0 5,500,000
Sterigenics-Nordion Hold CORP 85917DAA2 498 500,000 PRN   SOLE   0 0 500,000
Synovus Financial Corp CORP 87161CAG0 1,338 1,312,000 PRN   SOLE   0 0 1,312,000
Synovus Financial Corp CORP 87161CAJ4 16,352 14,682,000 PRN   SOLE   0 0 14,682,000
Tenet Healthcare Corp CORP 87243QAB2 6,345 6,000,000 PRN   SOLE   0 0 6,000,000
Telesat Canada/Telesat L CORP 87952VAJ5 1,211 1,200,000 PRN   SOLE   0 0 1,200,000
Tenet Healthcare Corp CORP 88033GBY5 2,966 3,000,000 PRN   SOLE   0 0 3,000,000
Tesoro Corp CORP 881609BA8 2,684 2,725,000 PRN   SOLE   0 0 2,725,000
Townsquare Media Inc CORP 892231AA9 1,877 2,100,000 PRN   SOLE   0 0 2,100,000
Tpc Group Inc CORP 89236YAA2 5,590 6,500,000 PRN   SOLE   0 0 6,500,000
Transdigm Inc CORP 893647AX5 1,417 1,500,000 PRN   SOLE   0 0 1,500,000
Tronox Finance Llc CORP 897050AB6 1,280 2,000,000 PRN   SOLE   0 0 2,000,000
United Rentals North Am CORP 911365BB9 2,888 3,000,000 PRN   SOLE   0 0 3,000,000
Valeant Pharmaceuticals CORP 91831AAC5 3,820 4,000,000 PRN   SOLE   0 0 4,000,000
Verso Paper Hldg Llc/Inc CORP 92531XAP7 690 3,000,000 PRN   SOLE   0 0 3,000,000
Verso Paper Hldg Llc/Inc CORP 92531XBB7 190 1,000,000 PRN   SOLE   0 0 1,000,000
Viasat Inc CORP 92552VAF7 1,898 1,805,000 PRN   SOLE   0 0 1,805,000
Vistajet Malta Fin / Vis CORP 92840KAA4 910 1,000,000 PRN   SOLE   0 0 1,000,000
Waterjet Holdings Inc CORP 94155UAA7 2,513 2,500,000 PRN   SOLE   0 0 2,500,000
West Corp CORP 952355AN5 2,783 3,000,000 PRN   SOLE   0 0 3,000,000
Western Refining Inc CORP 959319AG9 1,463 1,500,000 PRN   SOLE   0 0 1,500,000
Western Refining/Wnrl Fi CORP 95931TAB6 2,195 2,200,000 PRN   SOLE   0 0 2,200,000
Brookdale Senior Living Inc COM 112463104 147 6,400 SH   SOLE   0 0 6,400
Allergan Plc COM 125013678 2,434 8,955 SH   SOLE   0 0 8,955
Cigna Corp COM 125509109 12,287 91,000 SH   SOLE   0 0 91,000
Ciena Corp COM 171779309 6,713 323,971 SH   SOLE   0 0 323,971
Citigroup Inc COM 172967424 4,266 86,000 SH   SOLE   0 0 86,000
Clean Harbors Inc COM 184496107 418 9,507 SH   SOLE   0 0 9,507
Deere & Co COM 244199105 444 6,000 SH   SOLE   0 0 6,000
General Dynamics Corp COM 369550108 5,518 40,000 SH   SOLE   0 0 40,000
Gilead Sciences Inc COM 375558103 5,891 60,000 SH   SOLE   0 0 60,000
Hawaiian Telcom Holdco Inc COM 420031106 1,870 89,983 SH   SOLE   0 0 89,983
Heartware International Inc COM 422368100 79 1,506 SH   SOLE   0 0 1,506
Iconix Brand Group Inc COM 451055107 527 39,005 SH   SOLE   0 0 39,005
Intel Corp COM 458140100 3,617 120,000 SH   SOLE   0 0 120,000
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Ishares Iboxx $ High Yield Cor COM 464288513 1,497 17,971 SH   SOLE   0 0 17,971
Kroger Co/The COM 501044101 1,355 37,562 SH   SOLE   0 0 37,562
Mgm Resorts International COM 552953101 6,323 342,686 SH   SOLE   0 0 342,686
Madison Square Garden Co/The COM 553573106 721 10,000 SH   SOLE   0 0 10,000
Noble Energy Inc COM 655044105 1,071 35,502 SH   SOLE   0 0 35,502
Occidental Petroleum Corp COM 674599105 1,654 25,000 SH   SOLE   0 0 25,000
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Priceline Group Inc/The COM 741503403 7,545 6,100 SH   SOLE   0 0 6,100
Proofpoint Inc COM 743424103 271 4,486 SH   SOLE   0 0 4,486
Qualcomm Inc COM 747525103 4,567 85,000 SH   SOLE   0 0 85,000
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Sony Corp COM 835699307 2,328 95,000 SH   SOLE   0 0 95,000
Tesaro Inc COM 881569107 241 6,000 SH   SOLE   0 0 6,000
Tribune Publishing Co COM 896082104 744 94,929 SH   SOLE   0 0 94,929
Tyson Foods Inc COM 902494103 1,461 33,900 SH   SOLE   0 0 33,900
Union Pacific Corp COM 907818108 1,768 20,000 SH   SOLE   0 0 20,000
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Xilinx Inc COM 983919101 5,300 125,000 SH   SOLE   0 0 125,000
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Abbvie Inc COM 00287Y109 1,212 22,274 SH   SOLE   0 0 22,274
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Air Lease Corp COM 00912X302 1,017 32,902 SH   SOLE   0 0 32,902
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Altera Corp COM 021441100 1,032 20,605 SH   SOLE   0 0 20,605
American Airlines Group Inc COM 02376R102 3,883 100,000 SH   SOLE   0 0 100,000
American Capital Ltd COM 02503Y103 520 42,800 SH   SOLE   0 0 42,800
Amgen Inc COM 031162100 3,735 27,000 SH   SOLE   0 0 27,000
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Apple Inc COM 037833100 5,515 50,000 SH   SOLE   0 0 50,000
Ares Capital Corp COM 04010L103 579 40,000 SH   SOLE   0 0 40,000
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Biogen Inc COM 09062X103 4,377 15,000 SH   SOLE   0 0 15,000
Blackrock Debt Strategies Fund COM 09255R103 1,263 378,175 SH   SOLE   0 0 378,175
Blackrock Floating Rate Income COM 09255X100 1,441 111,350 SH   SOLE   0 0 111,350
Cempra Inc COM 15130J109 1,601 57,500 SH   SOLE   0 0 57,500
Cornerstone Ondemand Inc COM 21925Y103 1,650 50,000 SH   SOLE   0 0 50,000
Energizer Holdings Inc COM 29272W109 0 2 SH   SOLE   0 0 2
Entertainment One Ltd COM 29382B102 375 100,000 SH   SOLE   0 0 100,000
Fnf Group COM 31620R303 1,442 40,656 SH   SOLE   0 0 40,656
Fireeye Inc COM 31816Q101 47 1,464 SH   SOLE   0 0 1,464
General Motors Co COM 37045V100 8,706 290,000 SH   SOLE   0 0 290,000
Glaxosmithkline Plc COM 37733W105 1,038 27,000 SH   SOLE   0 0 27,000
Goldman Sachs Group Inc/The COM 38141G104 1,390 8,000 SH   SOLE   0 0 8,000
Hospitality Properties Trust COM 44106M102 775 30,300 SH   SOLE   0 0 30,300
Istar Inc COM 45031U101 557 44,300 SH   SOLE   0 0 44,300
Incyte Corp COM 45337C102 634 5,750 SH   SOLE   0 0 5,750
Invesco Dynamic Credit Opportu COM 46132R104 840 79,466 SH   SOLE   0 0 79,466
Mgm Holdings Inc COM 55303C101 598 7,781 SH   SOLE   0 0 7,781
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Starwood Hotels & Resorts Worl COM 85590A401 1,423 21,400 SH   SOLE   0 0 21,400
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Theravance Inc COM 88338T104 457 63,600 SH   SOLE   0 0 63,600
Twitter Inc COM 90184L102 117 4,336 SH   SOLE   0 0 4,336
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Wpx Energy Inc COM 98212B103 199 30,000 SH   SOLE   0 0 30,000
Herbalife Ltd COM G4412G101 3,472 63,700 SH   SOLE   0 0 63,700
Liberty Global Plc COM G5480U104 1,382 32,180 SH   SOLE   0 0 32,180
Renaissancere Holdings Ltd COM G7496G103 1,063 10,000 SH   SOLE   0 0 10,000
Mylan Nv COM N59465109 2,786 69,191 SH   SOLE   0 0 69,191
Nxp Semiconductors Nv COM N6596X109 4,136 47,500 SH   SOLE   0 0 47,500
Royal Caribbean Cruises Ltd COM V7780T103 4,454 50,000 SH   SOLE   0 0 50,000
Cumulus Media Inc COM 231082116 5 7,103 SH   SOLE   0 0 7,103
Allergan Plc OPT 125013678 43 40 SH Put SOLE   0 0 40
Cemex Sab De Cv OPT 151290889 8 1,000 SH Put SOLE   0 0 1,000
Cemex Sab De Cv OPT 151290889 16 450 SH Put SOLE   0 0 450
Cemex Sab De Cv OPT 151290889 60 500 SH Put SOLE   0 0 500
Cemex Sab De Cv OPT 151290889 22 1,000 SH Put SOLE   0 0 1,000
Clean Harbors Inc OPT 184496107 31 240 SH Call SOLE   0 0 240
Clorox Co/The OPT 189054109 6 120 SH Call SOLE   0 0 120
Clovis Oncology Inc OPT 189464100 16 80 SH Call SOLE   0 0 80
Clovis Oncology Inc OPT 189464100 20 200 SH Call SOLE   0 0 200
Clovis Oncology Inc OPT 189464100 6 200 SH Call SOLE   0 0 200
Deere & Co OPT 244199105 51 220 SH Put SOLE   0 0 220
Gilead Sciences Inc OPT 375558103 18 40 SH Call SOLE   0 0 40
Ishares Msci Emerging Markets OPT 464287234 20 2,000 SH Put SOLE   0 0 2,000
Micron Technology Inc OPT 595112103 8 1,000 SH Call SOLE   0 0 1,000
Nike Inc OPT 654106103 6 400 SH Put SOLE   0 0 400
Pfizer Inc OPT 717081103 1 250 SH Call SOLE   0 0 250
Priceline Group Inc/The OPT 741503403 149 20 SH Put SOLE   0 0 20
Royal Dutch Shell Plc OPT 780259107 13 117 SH Call SOLE   0 0 117
Sony Corp OPT 835699307 79 750 SH Call SOLE   0 0 750
Tesaro Inc OPT 881569107 22 150 SH Call SOLE   0 0 150
United States Steel Corp OPT 912909108 60 1,000 SH Put SOLE   0 0 1,000
United States Steel Corp OPT 912909108 3 300 SH Call SOLE   0 0 300
United States Steel Corp OPT 912909108 3 1,350 SH Call SOLE   0 0 1,350
Whiting Petroleum Corp OPT 966387102 36 500 SH Put SOLE   0 0 500
Yahoo! Inc OPT 984332106 3 200 SH Put SOLE   0 0 200
Yahoo! Inc OPT 984332106 59 500 SH Put SOLE   0 0 500
Yahoo! Inc OPT 984332106 22 650 SH Put SOLE   0 0 650
Yahoo! Inc OPT 984332106 8 978 SH Call SOLE   0 0 978
Yahoo! Inc OPT 984332106 4 2,000 SH Call SOLE   0 0 2,000
Akamai Technologies Inc OPT 00971T101 5 500 SH Call SOLE   0 0 500
Alcoa Inc OPT 013817101 10 1,000 SH Call SOLE   0 0 1,000
Alcatel-Lucent OPT 013904305 73 750 SH Put SOLE   0 0 750
Alcatel-Lucent OPT 013904305 6 580 SH Call SOLE   0 0 580
Ally Financial Inc OPT 02005N100 61 1,877 SH Call SOLE   0 0 1,877
American Capital Ltd OPT 02503Y103 22 300 SH Call SOLE   0 0 300
Apple Inc OPT 037833100 2 300 SH Put SOLE   0 0 300
Atmel Corp OPT 049513104 6 500 SH Call SOLE   0 0 500
Atmel Corp OPT 049513104 3 300 SH Call SOLE   0 0 300
Biomarin Pharmaceutical Inc OPT 09061G101 8 80 SH Call SOLE   0 0 80
Biomarin Pharmaceutical Inc OPT 09061G101 7 130 SH Call SOLE   0 0 130
Biomarin Pharmaceutical Inc OPT 09061G101 14 455 SH Call SOLE   0 0 455
Biomarin Pharmaceutical Inc OPT 09061G101 75 200 SH Call SOLE   0 0 200
Biomarin Pharmaceutical Inc OPT 09061G101 26 105 SH Call SOLE   0 0 105
Bristol-Myers Squibb Co OPT 110122108 17 250 SH Call SOLE   0 0 250
Cempra Inc OPT 15130J109 3 300 SH Call SOLE   0 0 300
Centurylink Inc OPT 156700106 55 370 SH Put SOLE   0 0 370
China Unicom Hong Kong Ltd OPT 16945R104 5 300 SH Call SOLE   0 0 300
Citrix Systems Inc OPT 177376100 12 160 SH Call SOLE   0 0 160
Ctrip.Com International Ltd OPT 22943F100 405 1,000 SH Put SOLE   0 0 1,000
Emc Corp/Ma OPT 268648102 23 1,000 SH Call SOLE   0 0 1,000
Exelixis Inc OPT 30161Q104 11 1,500 SH Call SOLE   0 0 1,500
Fireeye Inc OPT 31816Q101 10 500 SH Call SOLE   0 0 500
Fireeye Inc OPT 31816Q101 5 500 SH Call SOLE   0 0 500
Fireeye Inc OPT 31816Q101 9 1,050 SH Call SOLE   0 0 1,050
Fireeye Inc OPT 31816Q101 72 500 SH Call SOLE   0 0 500
Frontier Communications Corp OPT 35906A108 15 435 SH Put SOLE   0 0 435
Frontier Communications Corp OPT 35906A108 13 250 SH Put SOLE   0 0 250
General Electric Co OPT 369604103 6 1,000 SH Put SOLE   0 0 1,000
General Electric Co OPT 369604103 5 784 SH Put SOLE   0 0 784
General Motors Co OPT 37045V100 2 250 SH Put SOLE   0 0 250
General Motors Co OPT 37045V100 6 500 SH Put SOLE   0 0 500
General Motors Co OPT 37045V100 9 500 SH Call SOLE   0 0 500
Host Hotels & Resorts Inc OPT 44107P104 38 300 SH Put SOLE   0 0 300
Iconix Brand Group Inc OPT 451055107 8 400 SH Put SOLE   0 0 400
Iconix Brand Group Inc OPT 451055107 21 500 SH Put SOLE   0 0 500
Immunomedics Inc OPT 452907108 7 1,450 SH Call SOLE   0 0 1,450
Incyte Corp OPT 45337C102 3 35 SH Call SOLE   0 0 35
Incyte Corp OPT 45337C102 13 200 SH Call SOLE   0 0 200
Ishares Russell 2000 Etf OPT 464287655 11 1,000 SH Put SOLE   0 0 1,000
Jack In The Box Inc OPT 466367109 62 165 SH Put SOLE   0 0 165
Market Vectors Biotech Etf OPT 57060U183 11 60 SH Call SOLE   0 0 60
Mercadolibre Inc OPT 58733R102 23 300 SH Put SOLE   0 0 300
Mercadolibre Inc OPT 58733R102 35 240 SH Put SOLE   0 0 240
Ptc Therapeutics Inc OPT 69366J200 42 100 SH Put SOLE   0 0 100
Qihoo 360 Technology Co Ltd OPT 74734M109 3 200 SH Put SOLE   0 0 200
Red Hat Inc OPT 756577102 14 200 SH Call SOLE   0 0 200
Restoration Hardware Holdings OPT 761283100 14 300 SH Put SOLE   0 0 300
Spdr S&P 500 Etf Trust OPT 78462F103 5 250 SH Put SOLE   0 0 250
Spdr S&P 500 Etf Trust OPT 78462F103 92 1,000 SH Put SOLE   0 0 1,000
Spdr S&P 500 Etf Trust OPT 78462F103 78 500 SH Put SOLE   0 0 500
Spdr Dow Jones Industrial Aver OPT 78467X109 39 2,000 SH Put SOLE   0 0 2,000
Sandisk Corp OPT 80004C101 9 240 SH Call SOLE   0 0 240
Sandisk Corp OPT 80004C101 37 500 SH Call SOLE   0 0 500
Staples Inc OPT 855030102 35 1,000 SH Call SOLE   0 0 1,000
Sunedison Inc OPT 86732Y109 67 2,000 SH Put SOLE   0 0 2,000
Terraform Power Inc OPT 88104R100 5 180 SH Call SOLE   0 0 180
Theravance Inc OPT 88338T104 13 500 SH Put SOLE   0 0 500
Theravance Inc OPT 88338T104 39 675 SH Put SOLE   0 0 675
Theravance Inc OPT 88338T104 175 855 SH Put SOLE   0 0 855
Toronto-Dominion Bank/The OPT 891160509 8 600 SH Put SOLE   0 0 600
Twitter Inc OPT 90184L102 3 600 SH Call SOLE   0 0 600
Twitter Inc OPT 90184L102 5 400 SH Put SOLE   0 0 400
Twitter Inc OPT 90184L102 11 500 SH Call SOLE   0 0 500
United Technologies Corp OPT 913017109 1 500 SH Call SOLE   0 0 500
Verizon Communications Inc OPT 92343V104 3 1,000 SH Call SOLE   0 0 1,000
Windstream Holdings Inc OPT 97382A200 41 420 SH Put SOLE   0 0 420
Wpx Energy Inc OPT 98212B103 73 500 SH Put SOLE   0 0 500
Yy Inc OPT 98426T106 9 500 SH Put SOLE   0 0 500
Yy Inc OPT 98426T106 8 50 SH Put SOLE   0 0 50
Liberty Global Plc OPT G5480U104 26 200 SH Put SOLE   0 0 200
Seadrill Ltd OPT G7945E105 1,141 6,170 SH Put SOLE   0 0 6,170
Seadrill Ltd OPT G7945E105 100 2,000 SH Put SOLE   0 0 2,000
Seadrill Ltd OPT G7945E105 140 2,000 SH Put SOLE   0 0 2,000
Nxp Semiconductors Nv OPT N6596X109 49 150 SH Put SOLE   0 0 150
Qihoo 360 Technology Co Ltd OPT 74734M109 25 200 SH Put SOLE   0 0 200
Red Hat Inc OPT 756577102 45 250 SH Call SOLE   0 0 250
Caraustar Industries Inc TERM 14076CAB9 1,419 1,419,260 PRN   SOLE   0 0 1,419,260
Sprint Industrial Llc TERM 85208BAE6 2,355 3,000,000 PRN   SOLE   0 0 3,000,000
Vertellus Specialties TERM 92531NAH7 4,100 4,489,050 PRN   SOLE   0 0 4,489,050