| 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 |
| AK Steel Holding Corp | CONV | 001546AP5 | 8,165 | 5,500,000 | PRN | | SOLE | | 5,500,000 | 0 | 0 |
| Advanced Micro Devices Inc | CONV | 007903BD8 | 15,043 | 8,594,000 | PRN | | SOLE | | 8,594,000 | 0 | 0 |
| Air Lease Corp | CONV | 00912XAK0 | 44,253 | 31,985,000 | PRN | | SOLE | | 31,985,000 | 0 | 0 |
| Akamai Technologies Inc | CONV | 00971TAG6 | 780 | 796,000 | PRN | | SOLE | | 796,000 | 0 | 0 |
| Allscripts Healthcare Solution | CONV | 01988PAD0 | 68,508 | 67,454,000 | PRN | | SOLE | | 67,454,000 | 0 | 0 |
| Johnson & Johnson | CONV | 02261WAB5 | 3,209 | 1,763,000 | PRN | | SOLE | | 1,763,000 | 0 | 0 |
| VEREIT Inc | CONV | 02917TAA2 | 18,272 | 18,156,000 | PRN | | SOLE | | 18,156,000 | 0 | 0 |
| VEREIT Inc | CONV | 02917TAB0 | 11,219 | 10,882,000 | PRN | | SOLE | | 10,882,000 | 0 | 0 |
| Ares Capital Corp | CONV | 04010LAJ2 | 9,634 | 9,501,000 | PRN | | SOLE | | 9,501,000 | 0 | 0 |
| Ares Capital Corp | CONV | 04010LAM5 | 60,822 | 58,967,000 | PRN | | SOLE | | 58,967,000 | 0 | 0 |
| Meritor Inc | CONV | 043353AH4 | 20,767 | 19,876,000 | PRN | | SOLE | | 19,876,000 | 0 | 0 |
| Atlas Air Worldwide Holdings I | CONV | 049164BH8 | 30,515 | 28,851,000 | PRN | | SOLE | | 28,851,000 | 0 | 0 |
| Atlas Air Worldwide Holdings I | CONV | 049164BJ4 | 21,232 | 19,430,000 | PRN | | SOLE | | 19,430,000 | 0 | 0 |
| BioMarin Pharmaceutical Inc | CONV | 09061GAE1 | 76,305 | 68,589,000 | PRN | | SOLE | | 68,589,000 | 0 | 0 |
| BioMarin Pharmaceutical Inc | CONV | 09061GAF8 | 31,736 | 26,646,000 | PRN | | SOLE | | 26,646,000 | 0 | 0 |
| BlackRock Capital Investment C | CONV | 092533AB4 | 4,090 | 4,000,000 | PRN | | SOLE | | 4,000,000 | 0 | 0 |
| BlackRock Capital Investment C | CONV | 092533AC2 | 13,198 | 12,860,000 | PRN | | SOLE | | 12,860,000 | 0 | 0 |
| Blackstone Mortgage Trust Inc | CONV | 09257WAB6 | 25,934 | 25,398,000 | PRN | | SOLE | | 25,398,000 | 0 | 0 |
| Bottomline Technologies de Inc | CONV | 101388AA4 | 590 | 594,000 | PRN | | SOLE | | 594,000 | 0 | 0 |
| Bristol-Myers Squibb Co | CONV | 110122AN8 | 2,145 | 1,506,000 | PRN | | SOLE | | 1,506,000 | 0 | 0 |
| BroadSoft Inc | CONV | 11133BAB8 | 22,918 | 19,965,000 | PRN | | SOLE | | 19,965,000 | 0 | 0 |
| BroadSoft Inc | CONV | 11133BAD4 | 31,313 | 25,040,000 | PRN | | SOLE | | 25,040,000 | 0 | 0 |
| Brocade Communications Systems | CONV | 111621AQ1 | 436 | 432,000 | PRN | | SOLE | | 432,000 | 0 | 0 |
| Brookdale Senior Living Inc | CONV | 112463AA2 | 19,872 | 19,995,000 | PRN | | SOLE | | 19,995,000 | 0 | 0 |
| B2Gold Corp | CONV | 11777QAB6 | 51,962 | 49,527,000 | PRN | | SOLE | | 49,527,000 | 0 | 0 |
| CSG Systems International Inc | CONV | 126349AF6 | 59,141 | 54,762,000 | PRN | | SOLE | | 54,762,000 | 0 | 0 |
| CalAmp Corp | CONV | 128126AB5 | 19,197 | 18,773,000 | PRN | | SOLE | | 18,773,000 | 0 | 0 |
| Cardtronics PLC | CONV | 14161HAG3 | 20,180 | 21,105,000 | PRN | | SOLE | | 21,105,000 | 0 | 0 |
| Cemex SAB de CV | CONV | 151290BR3 | 29,007 | 25,121,000 | PRN | | SOLE | | 25,121,000 | 0 | 0 |
| Chart Industries Inc | CONV | 16115QAC4 | 98 | 113,000 | PRN | | SOLE | | 113,000 | 0 | 0 |
| Ciena Corp | CONV | 171779AK7 | 8,168 | 5,758,000 | PRN | | SOLE | | 5,758,000 | 0 | 0 |
| Citrix Systems Inc | CONV | 177376AD2 | 17,987 | 14,953,000 | PRN | | SOLE | | 14,953,000 | 0 | 0 |
| Clovis Oncology Inc | CONV | 189464AB6 | 13,277 | 7,826,000 | PRN | | SOLE | | 7,826,000 | 0 | 0 |
| Colony NorthStar Inc | CONV | 19624RAA4 | 25,596 | 24,317,000 | PRN | | SOLE | | 24,317,000 | 0 | 0 |
| Colony NorthStar Inc | CONV | 19624RAB2 | 68,724 | 67,459,000 | PRN | | SOLE | | 67,459,000 | 0 | 0 |
| Cornerstone OnDemand Inc | CONV | 21925YAB9 | 31,284 | 31,063,000 | PRN | | SOLE | | 31,063,000 | 0 | 0 |
| Ctrip.com International Ltd | CONV | 22943FAD2 | 193 | 134,000 | PRN | | SOLE | | 134,000 | 0 | 0 |
| Ctrip.com International Ltd | CONV | 22943FAF7 | 89,575 | 77,603,000 | PRN | | SOLE | | 77,603,000 | 0 | 0 |
| Danaher Corp | CONV | 235851AF9 | 3,878 | 1,203,000 | PRN | | SOLE | | 1,203,000 | 0 | 0 |
| Depomed Inc | CONV | 249908AA2 | 24,614 | 27,933,000 | PRN | | SOLE | | 27,933,000 | 0 | 0 |
| Dycom Industries Inc | CONV | 267475AB7 | 56,393 | 48,531,000 | PRN | | SOLE | | 48,531,000 | 0 | 0 |
| Electronics For Imaging Inc | CONV | 286082AC6 | 64,683 | 60,159,000 | PRN | | SOLE | | 60,159,000 | 0 | 0 |
| Emergent BioSolutions Inc | CONV | 29089QAB1 | 4,043 | 3,126,000 | PRN | | SOLE | | 3,126,000 | 0 | 0 |
| Encore Capital Group Inc | CONV | 292554AH5 | 29 | 42,000 | PRN | | SOLE | | 42,000 | 0 | 0 |
| Endologix Inc | CONV | 29266SAA4 | 581 | 610,000 | PRN | | SOLE | | 610,000 | 0 | 0 |
| Euronet Worldwide Inc | CONV | 298736AH2 | 26,250 | 20,527,000 | PRN | | SOLE | | 20,527,000 | 0 | 0 |
| Fidelity National Financial, Inc. | CONV | 31620RAE5 | 42,262 | 16,892,000 | PRN | | SOLE | | 16,892,000 | 0 | 0 |
| Finisar Corp | CONV | 31787AAM3 | 55,230 | 49,463,000 | PRN | | SOLE | | 49,463,000 | 0 | 0 |
| FireEye Inc | CONV | 31816QAB7 | 37,689 | 39,904,000 | PRN | | SOLE | | 39,904,000 | 0 | 0 |
| FireEye Inc | CONV | 31816QAD3 | 63,276 | 69,338,000 | PRN | | SOLE | | 69,338,000 | 0 | 0 |
| Fluidigm Corp | CONV | 34385PAA6 | 144 | 257,000 | PRN | | SOLE | | 257,000 | 0 | 0 |
| Forest City Realty Trust Inc | CONV | 345550AP2 | 44,537 | 37,785,000 | PRN | | SOLE | | 37,785,000 | 0 | 0 |
| Forest City Realty Trust Inc | CONV | 345550AR8 | 158 | 152,000 | PRN | | SOLE | | 152,000 | 0 | 0 |
| Greenbrier Cos Inc/The | CONV | 393657AH4 | 553 | 408,000 | PRN | | SOLE | | 408,000 | 0 | 0 |
| Helix Energy Solutions Group I | CONV | 42330PAG2 | 261 | 265,000 | PRN | | SOLE | | 265,000 | 0 | 0 |
| Helix Energy Solutions Group I | CONV | 42330PAH0 | 5 | 5,000 | PRN | | SOLE | | 5,000 | 0 | 0 |
| Herbalife Ltd | CONV | 42703MAB9 | 37,983 | 36,520,000 | PRN | | SOLE | | 36,520,000 | 0 | 0 |
| Hologic Inc | CONV | 436440AC5 | 20,070 | 13,630,000 | PRN | | SOLE | | 13,630,000 | 0 | 0 |
| Hologic Inc | CONV | 436440AG6 | 51,291 | 40,546,000 | PRN | | SOLE | | 40,546,000 | 0 | 0 |
| Expedia Inc | CONV | 43739QAB6 | 165 | 175,000 | PRN | | SOLE | | 175,000 | 0 | 0 |
| Horizon Pharma Plc | CONV | 44052TAB7 | 47,320 | 54,652,000 | PRN | | SOLE | | 54,652,000 | 0 | 0 |
| Horizon Global Corp | CONV | 44052WAA2 | 9,053 | 9,464,000 | PRN | | SOLE | | 9,464,000 | 0 | 0 |
| Hornbeck Offshore Services Inc | CONV | 440543AN6 | 74 | 145,000 | PRN | | SOLE | | 145,000 | 0 | 0 |
| Illumina Inc | CONV | 452327AF6 | 621 | 647,000 | PRN | | SOLE | | 647,000 | 0 | 0 |
| Illumina Inc | CONV | 452327AH2 | 103,279 | 96,730,000 | PRN | | SOLE | | 96,730,000 | 0 | 0 |
| Impax Laboratories Inc | CONV | 45256BAE1 | 27,111 | 31,691,000 | PRN | | SOLE | | 31,691,000 | 0 | 0 |
| Infinera Corp | CONV | 45667GAB9 | 5,413 | 5,030,000 | PRN | | SOLE | | 5,030,000 | 0 | 0 |
| Inphi Corp | CONV | 45772FAB3 | 517 | 460,000 | PRN | | SOLE | | 460,000 | 0 | 0 |
| Insulet Corp | CONV | 45784PAD3 | 26,981 | 22,172,000 | PRN | | SOLE | | 22,172,000 | 0 | 0 |
| Integrated Device Technology I | CONV | 458118AC0 | 61,762 | 58,252,000 | PRN | | SOLE | | 58,252,000 | 0 | 0 |
| Intel Corp | CONV | 458140AD2 | 79,427 | 60,763,000 | PRN | | SOLE | | 60,763,000 | 0 | 0 |
| Intel Corp | CONV | 458140AF7 | 39,835 | 24,114,000 | PRN | | SOLE | | 24,114,000 | 0 | 0 |
| Intercept Pharmaceuticals Inc | CONV | 45845PAA6 | 7,467 | 7,688,000 | PRN | | SOLE | | 7,688,000 | 0 | 0 |
| Ironwood Pharmaceuticals Inc | CONV | 46333XAD0 | 11 | 8,000 | PRN | | SOLE | | 8,000 | 0 | 0 |
| Ionis Pharmaceuticals Inc | CONV | 464337AJ3 | 42,924 | 40,312,000 | PRN | | SOLE | | 40,312,000 | 0 | 0 |
| Viavi Solutions Inc | CONV | 46612JAF8 | 22,975 | 20,807,000 | PRN | | SOLE | | 20,807,000 | 0 | 0 |
| Janus Henderson Group PLC | CONV | 47102XAH8 | 7,312 | 4,962,000 | PRN | | SOLE | | 4,962,000 | 0 | 0 |
| Newell Brands Inc | CONV | 471109AM0 | 9 | 7,000 | PRN | | SOLE | | 7,000 | 0 | 0 |
| Jazz Pharmaceuticals PLC | CONV | 472145AB7 | 82,800 | 75,390,000 | PRN | | SOLE | | 75,390,000 | 0 | 0 |
| Leucadia National Corp | CONV | 472319AG7 | 39,242 | 38,837,000 | PRN | | SOLE | | 38,837,000 | 0 | 0 |
| KB Home | CONV | 48666KAS8 | 18,621 | 17,325,000 | PRN | | SOLE | | 17,325,000 | 0 | 0 |
| Knowles Corp | CONV | 49926DAB5 | 7 | 6,000 | PRN | | SOLE | | 6,000 | 0 | 0 |
| Lam Research Corp | CONV | 512807AL2 | 66,080 | 28,332,000 | PRN | | SOLE | | 28,332,000 | 0 | 0 |
| Charter Communications Inc | CONV | 530610AD6 | 52,636 | 45,952,000 | PRN | | SOLE | | 45,952,000 | 0 | 0 |
| Motorola Solutions Inc | CONV | 530715AN1 | 37,200 | 68,203,000 | PRN | | SOLE | | 68,203,000 | 0 | 0 |
| #N/A Field Not Applicable | CONV | 531229AB8 | 59,658 | 50,148,000 | PRN | | SOLE | | 50,148,000 | 0 | 0 |
| Live Nation Entertainment Inc | CONV | 538034AJ8 | 25,325 | 22,078,000 | PRN | | SOLE | | 22,078,000 | 0 | 0 |
| Macquarie Infrastructure Corp | CONV | 55608BAA3 | 49,171 | 44,381,000 | PRN | | SOLE | | 44,381,000 | 0 | 0 |
| Macquarie Infrastructure Corp | CONV | 55608BAB1 | 42,644 | 42,687,000 | PRN | | SOLE | | 42,687,000 | 0 | 0 |
| Medicines Co/The | CONV | 584688AE5 | 247 | 190,000 | PRN | | SOLE | | 190,000 | 0 | 0 |
| Medicines Co/The | CONV | 584688AG0 | 13,891 | 13,261,000 | PRN | | SOLE | | 13,261,000 | 0 | 0 |
| Medidata Solutions Inc | CONV | 58471AAB1 | 881 | 631,000 | PRN | | SOLE | | 631,000 | 0 | 0 |
| Microchip Technology Inc | CONV | 595017AD6 | 20,004 | 13,349,000 | PRN | | SOLE | | 13,349,000 | 0 | 0 |
| Micron Technology Inc | CONV | 595112AU7 | 16 | 6,000 | PRN | | SOLE | | 6,000 | 0 | 0 |
| Micron Technology Inc | CONV | 595112AV5 | 5,559 | 2,020,000 | PRN | | SOLE | | 2,020,000 | 0 | 0 |
| Micron Technology Inc | CONV | 595112AY9 | 135,019 | 120,068,000 | PRN | | SOLE | | 120,068,000 | 0 | 0 |
| Molina Healthcare Inc | CONV | 60855RAC4 | 31,504 | 18,000,000 | PRN | | SOLE | | 18,000,000 | 0 | 0 |
| Molina Healthcare Inc | CONV | 60855RAD2 | 48,194 | 37,663,000 | PRN | | SOLE | | 37,663,000 | 0 | 0 |
| NXP Semiconductors NV | CONV | 62952QAB6 | 28,389 | 23,766,000 | PRN | | SOLE | | 23,766,000 | 0 | 0 |
| National Health Investors Inc | CONV | 63633DAE4 | 21,816 | 18,679,000 | PRN | | SOLE | | 18,679,000 | 0 | 0 |
| Nevro Corp | CONV | 64157FAA1 | 20,471 | 19,150,000 | PRN | | SOLE | | 19,150,000 | 0 | 0 |
| Newmont Mining Corp | CONV | 651639AJ5 | 201 | 201,000 | PRN | | SOLE | | 201,000 | 0 | 0 |
| Newpark Resources Inc | CONV | 651718AC2 | 177 | 202,000 | PRN | | SOLE | | 202,000 | 0 | 0 |
| Lam Research Corp | CONV | 670008AD3 | 645 | 154,000 | PRN | | SOLE | | 154,000 | 0 | 0 |
| Nuance Communications Inc | CONV | 67020YAF7 | 410 | 408,000 | PRN | | SOLE | | 408,000 | 0 | 0 |
| Nuance Communications Inc | CONV | 67020YAG5 | 7,906 | 7,661,000 | PRN | | SOLE | | 7,661,000 | 0 | 0 |
| Nuance Communications Inc | CONV | 67020YAK6 | 67,389 | 69,966,000 | PRN | | SOLE | | 69,966,000 | 0 | 0 |
| NVIDIA Corp | CONV | 67066GAC8 | 8,748 | 1,217,000 | PRN | | SOLE | | 1,217,000 | 0 | 0 |
| NuVasive Inc | CONV | 670704AG0 | 21,255 | 15,365,000 | PRN | | SOLE | | 15,365,000 | 0 | 0 |
| Oasis Petroleum Inc | CONV | 674215AJ7 | 10,775 | 10,981,000 | PRN | | SOLE | | 10,981,000 | 0 | 0 |
| Old Republic International Cor | CONV | 680223AH7 | 18,169 | 14,328,000 | PRN | | SOLE | | 14,328,000 | 0 | 0 |
| CVS Health Corp | CONV | 681904AR9 | 2,259 | 1,756,000 | PRN | | SOLE | | 1,756,000 | 0 | 0 |
| ON Semiconductor Corp | CONV | 682189AK1 | 68,107 | 65,482,000 | PRN | | SOLE | | 65,482,000 | 0 | 0 |
| PDC Energy Inc | CONV | 69327RAD3 | 36,630 | 40,371,000 | PRN | | SOLE | | 40,371,000 | 0 | 0 |
| PDL BioPharma Inc | CONV | 69329YAF1 | 212 | 235,000 | PRN | | SOLE | | 235,000 | 0 | 0 |
| Palo Alto Networks Inc | CONV | 697435AB1 | 4 | 3,000 | PRN | | SOLE | | 3,000 | 0 | 0 |
| Pandora Media Inc | CONV | 698354AB3 | 3,569 | 3,758,000 | PRN | | SOLE | | 3,758,000 | 0 | 0 |
| PRA Group Inc | CONV | 73640QAB1 | 23,987 | 25,123,000 | PRN | | SOLE | | 25,123,000 | 0 | 0 |
| Priceline Group Inc/The | CONV | 741503AQ9 | 9,127 | 4,625,000 | PRN | | SOLE | | 4,625,000 | 0 | 0 |
| Priceline Group Inc/The | CONV | 741503AS5 | 123,386 | 83,960,000 | PRN | | SOLE | | 83,960,000 | 0 | 0 |
| Priceline Group Inc/The | CONV | 741503AX4 | 56,693 | 49,413,000 | PRN | | SOLE | | 49,413,000 | 0 | 0 |
| Proofpoint Inc | CONV | 743424AD5 | 28,662 | 23,071,000 | PRN | | SOLE | | 23,071,000 | 0 | 0 |
| Quidel Corp | CONV | 74838JAA9 | 28,056 | 25,278,000 | PRN | | SOLE | | 25,278,000 | 0 | 0 |
| RPM International Inc | CONV | 749685AT0 | 7,949 | 6,712,000 | PRN | | SOLE | | 6,712,000 | 0 | 0 |
| Arconic Inc | CONV | 74973WAB3 | 28,965 | 27,065,000 | PRN | | SOLE | | 27,065,000 | 0 | 0 |
| Red Hat Inc | CONV | 756577AD4 | 65,172 | 47,063,000 | PRN | | SOLE | | 47,063,000 | 0 | 0 |
| Redwood Trust Inc | CONV | 758075AB1 | 398 | 416,000 | PRN | | SOLE | | 416,000 | 0 | 0 |
| TiVo Corp | CONV | 779376AD4 | 8 | 8,000 | PRN | | SOLE | | 8,000 | 0 | 0 |
| Royal Gold Inc | CONV | 780287AA6 | 38,848 | 35,936,000 | PRN | | SOLE | | 35,936,000 | 0 | 0 |
| CalAtlantic Group Inc | CONV | 783764AQ6 | 18,598 | 15,683,000 | PRN | | SOLE | | 15,683,000 | 0 | 0 |
| CalAtlantic Group Inc | CONV | 783764AS2 | 28,888 | 30,399,000 | PRN | | SOLE | | 30,399,000 | 0 | 0 |
| SM Energy Co | CONV | 78454LAM2 | 14,699 | 16,318,000 | PRN | | SOLE | | 16,318,000 | 0 | 0 |
| salesforce.com Inc | CONV | 79466LAD6 | 18,908 | 14,263,000 | PRN | | SOLE | | 14,263,000 | 0 | 0 |
| Western Digital Corp | CONV | 80004CAF8 | 839 | 801,000 | PRN | | SOLE | | 801,000 | 0 | 0 |
| SEACOR Holdings Inc | CONV | 81170YAB5 | 1,691 | 2,000,000 | PRN | | SOLE | | 2,000,000 | 0 | 0 |
| SEACOR Holdings Inc | CONV | 811904AM3 | 179 | 191,000 | PRN | | SOLE | | 191,000 | 0 | 0 |
| ServiceNow Inc | CONV | 81762PAB8 | 37,525 | 25,625,000 | PRN | | SOLE | | 25,625,000 | 0 | 0 |
| SINA Corp/China | CONV | 82922RAD5 | 230 | 230,000 | PRN | | SOLE | | 230,000 | 0 | 0 |
| Spectranetics Corp/The | CONV | 84760CAA5 | 1,335 | 986,000 | PRN | | SOLE | | 986,000 | 0 | 0 |
| Spirit Realty Capital Inc | CONV | 84860WAA0 | 23,519 | 23,687,000 | PRN | | SOLE | | 23,687,000 | 0 | 0 |
| Spirit Realty Capital Inc | CONV | 84860WAB8 | 14,509 | 14,603,000 | PRN | | SOLE | | 14,603,000 | 0 | 0 |
| CalAtlantic Group Inc | CONV | 85375CBC4 | 245 | 245,000 | PRN | | SOLE | | 245,000 | 0 | 0 |
| Starwood Property Trust Inc | CONV | 85571BAA3 | 730 | 676,000 | PRN | | SOLE | | 676,000 | 0 | 0 |
| Starwood Property Trust Inc | CONV | 85571BAB1 | 30,221 | 26,593,000 | PRN | | SOLE | | 26,593,000 | 0 | 0 |
| Starwood Property Trust Inc | CONV | 85571BAH8 | 29,683 | 29,250,000 | PRN | | SOLE | | 29,250,000 | 0 | 0 |
| Starwood Waypoint Homes | CONV | 85571WAB5 | 20,963 | 17,650,000 | PRN | | SOLE | | 17,650,000 | 0 | 0 |
| Sucampo Pharmaceuticals Inc | CONV | 864909AA4 | 4,220 | 4,308,000 | PRN | | SOLE | | 4,308,000 | 0 | 0 |
| Synchronoss Technologies Inc | CONV | 87157BAA1 | 286 | 336,000 | PRN | | SOLE | | 336,000 | 0 | 0 |
| TCP Capital Corp | CONV | 87238QAB9 | 1,063 | 1,000,000 | PRN | | SOLE | | 1,000,000 | 0 | 0 |
| TPG Specialty Lending Inc | CONV | 87265KAB8 | 1,355 | 1,300,000 | PRN | | SOLE | | 1,300,000 | 0 | 0 |
| Tesla Inc | CONV | 88160RAB7 | 29,025 | 25,359,000 | PRN | | SOLE | | 25,359,000 | 0 | 0 |
| Tesla Inc | CONV | 88160RAC5 | 18,625 | 16,092,000 | PRN | | SOLE | | 16,092,000 | 0 | 0 |
| Tesla Inc | CONV | 88160RAD3 | 12,458 | 9,901,000 | PRN | | SOLE | | 9,901,000 | 0 | 0 |
| Teva Pharmaceutical Industries | CONV | 88163VAE9 | 35,196 | 32,751,000 | PRN | | SOLE | | 32,751,000 | 0 | 0 |
| Innoviva Inc | CONV | 88338TAB0 | 9,357 | 10,250,000 | PRN | | SOLE | | 10,250,000 | 0 | 0 |
| Toll Brothers Inc | CONV | 88947EAM2 | 28,306 | 28,331,000 | PRN | | SOLE | | 28,331,000 | 0 | 0 |
| Twitter Inc | CONV | 90184LAB8 | 47,376 | 50,147,000 | PRN | | SOLE | | 50,147,000 | 0 | 0 |
| Twitter Inc | CONV | 90184LAD4 | 80,650 | 87,768,000 | PRN | | SOLE | | 87,768,000 | 0 | 0 |
| Veeco Instruments Inc | CONV | 922417AD2 | 15,925 | 15,560,000 | PRN | | SOLE | | 15,560,000 | 0 | 0 |
| Verint Systems Inc | CONV | 92343XAA8 | 54,183 | 55,277,000 | PRN | | SOLE | | 55,277,000 | 0 | 0 |
| Weatherford International PLC | CONV | 947075AH0 | 85,856 | 85,002,000 | PRN | | SOLE | | 85,002,000 | 0 | 0 |
| Web.com Group Inc | CONV | 94733AAA2 | 3,755 | 3,721,000 | PRN | | SOLE | | 3,721,000 | 0 | 0 |
| WebMD Health Corp | CONV | 94770VAF9 | 34,978 | 33,847,000 | PRN | | SOLE | | 33,847,000 | 0 | 0 |
| WebMD Health Corp | CONV | 94770VAK8 | 25,738 | 20,273,000 | PRN | | SOLE | | 20,273,000 | 0 | 0 |
| WebMD Health Corp | CONV | 94770VAM4 | 30,423 | 30,959,000 | PRN | | SOLE | | 30,959,000 | 0 | 0 |
| Anthem Inc | CONV | 94973VBG1 | 33,184 | 12,879,000 | PRN | | SOLE | | 12,879,000 | 0 | 0 |
| Whiting Petroleum Corp | CONV | 966387AL6 | 43,823 | 51,907,000 | PRN | | SOLE | | 51,907,000 | 0 | 0 |
| Workday Inc | CONV | 98138HAC5 | 419 | 340,000 | PRN | | SOLE | | 340,000 | 0 | 0 |
| Wright Medical Group NV | CONV | 98235TAC1 | 276 | 269,000 | PRN | | SOLE | | 269,000 | 0 | 0 |
| Wright Medical Group NV | CONV | 98235TAE7 | 99,490 | 89,185,000 | PRN | | SOLE | | 89,185,000 | 0 | 0 |
| Altaba Inc | CONV | 984332AF3 | 148,134 | 130,604,000 | PRN | | SOLE | | 130,604,000 | 0 | 0 |
| QIAGEN NV | CONV | N72482AA5 | 21,325 | 17,400,000 | PRN | | SOLE | | 17,400,000 | 0 | 0 |
| Allergan PLC | CONV PFD | G0177J116 | 55,954 | 64,507 | SH | | SOLE | | 64,507 | 0 | 0 |
| American Tower Corp | CONV PFD | 03027X407 | 14,732 | 122,159 | SH | | SOLE | | 122,159 | 0 | 0 |
| Anthem Inc | CONV PFD | 036752202 | 32,982 | 628,956 | SH | | SOLE | | 628,956 | 0 | 0 |
| Arconic Inc | CONV PFD | 03965L308 | 11,279 | 314,882 | SH | | SOLE | | 314,882 | 0 | 0 |
| Bank of America Corp | CONV PFD | 060505682 | 63,578 | 50,379 | SH | | SOLE | | 50,379 | 0 | 0 |
| Becton Dickinson and Co | CONV PFD | 075887208 | 56,149 | 1,027,265 | SH | | SOLE | | 1,027,265 | 0 | 0 |
| Dominion Energy Inc | CONV PFD | 25746U836 | 22,508 | 448,782 | SH | | SOLE | | 448,782 | 0 | 0 |
| DTE Energy Co | CONV PFD | 233331883 | 8,227 | 151,580 | SH | | SOLE | | 151,580 | 0 | 0 |
| Frontier Communications Corp | CONV PFD | 35906A207 | 6,227 | 211,000 | SH | | SOLE | | 211,000 | 0 | 0 |
| Great Plains Energy Inc | CONV PFD | 391164878 | 13,077 | 245,261 | SH | | SOLE | | 245,261 | 0 | 0 |
| New York Community Bancorp Inc | CONV PFD | 64944P307 | 17,134 | 333,111 | SH | | SOLE | | 333,111 | 0 | 0 |
| NextEra Energy Inc | CONV PFD | 65339F820 | 37,963 | 707,667 | SH | | SOLE | | 707,667 | 0 | 0 |
| NextEra Energy Inc | CONV PFD | 65339F846 | 7,022 | 109,866 | SH | | SOLE | | 109,866 | 0 | 0 |
| Southwestern Energy Co | CONV PFD | 845467208 | 4,682 | 321,910 | SH | | SOLE | | 321,910 | 0 | 0 |
| Stanley Black & Decker Inc | CONV PFD | 854502887 | 42,989 | 398,370 | SH | | SOLE | | 398,370 | 0 | 0 |
| Stericycle Inc | CONV PFD | 858912207 | 6,145 | 96,000 | SH | | SOLE | | 96,000 | 0 | 0 |
| T-Mobile US Inc | CONV PFD | 872590203 | 17,606 | 178,361 | SH | | SOLE | | 178,361 | 0 | 0 |
| Tyson Foods Inc | CONV PFD | 902494301 | 325 | 4,786 | SH | | SOLE | | 4,786 | 0 | 0 |
| Wells Fargo & Co | CONV PFD | 949746804 | 93,282 | 71,147 | SH | | SOLE | | 71,147 | 0 | 0 |
| Welltower Inc | CONV PFD | 95040Q203 | 13,120 | 198,085 | SH | | SOLE | | 198,085 | 0 | 0 |
| Western Gas Equity Partners LP | CONV PFD | 032511404 | 8,094 | 197,103 | SH | | SOLE | | 197,103 | 0 | 0 |
| WPX Energy Inc | CONV PFD | 98212B202 | 7,005 | 150,240 | SH | | SOLE | | 150,240 | 0 | 0 |
| Advanced Micro Devices Inc | COM | 007903107 | 911 | 73,000 | SH | | SOLE | | 73,000 | 0 | 0 |
| Advent Claymore Convertible Se | COM | 007639107 | 3,451 | 554,000 | SH | | SOLE | | 554,000 | 0 | 0 |
| Air Lease Corp | COM | 00912X302 | 436 | 11,669 | SH | | SOLE | | 11,669 | 0 | 0 |
| American Airlines Group Inc | COM | 02376R102 | 5,032 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
| Amgen Inc | COM | 031162100 | 6,459 | 37,500 | SH | | SOLE | | 37,500 | 0 | 0 |
| Apple Inc | COM | 037833100 | 10 | 70 | SH | | SOLE | | 70 | 0 | 0 |
| B2Gold Corp | COM | 11777Q209 | 141 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| Biogen Inc | COM | 09062X103 | 4,206 | 15,500 | SH | | SOLE | | 15,500 | 0 | 0 |
| BioMarin Pharmaceutical Inc | COM | 09061G101 | 500 | 5,500 | SH | | SOLE | | 5,500 | 0 | 0 |
| Boston Scientific Corp | COM | 101137107 | 638 | 23,000 | SH | | SOLE | | 23,000 | 0 | 0 |
| BP PLC | COM | 055622104 | 1,559 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
| CBS Corp | COM | 124857202 | 319 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
| CenturyLink Inc | COM | 156700106 | 2,954 | 123,700 | SH | | SOLE | | 123,700 | 0 | 0 |
| Charter Communications Inc | COM | 16119P108 | 1,179 | 3,500 | SH | | SOLE | | 3,500 | 0 | 0 |
| Ciena Corp | COM | 171779309 | 375 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
| Clovis Oncology Inc | COM | 189464100 | 1,756 | 18,750 | SH | | SOLE | | 18,750 | 0 | 0 |
| Comerica Inc | COM | 200340107 | 1,362 | 18,600 | SH | | SOLE | | 18,600 | 0 | 0 |
| CommScope Holding Co Inc | COM | 20337X109 | 761 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| Cummins Inc | COM | 231021106 | 9,084 | 56,000 | SH | | SOLE | | 56,000 | 0 | 0 |
| Danaher Corp | COM | 235851102 | 422 | 5,000 | SH | | SOLE | | 5,000 | 0 | 0 |
| Delta Air Lines Inc | COM | 247361702 | 1,290 | 24,000 | SH | | SOLE | | 24,000 | 0 | 0 |
| DISH Network Corp | COM | 25470M109 | 1,801 | 28,700 | SH | | SOLE | | 28,700 | 0 | 0 |
| Eaton Corp PLC | COM | G29183103 | 6,226 | 80,000 | SH | | SOLE | | 80,000 | 0 | 0 |
| Finisar Corp | COM | 31787A507 | 520 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| FireEye Inc | COM | 31816Q101 | 1,673 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
| Freeport-McMoRan Inc | COM | 35671D857 | 601 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
| General Motors Co | COM | 37045V100 | 7,405 | 212,000 | SH | | SOLE | | 212,000 | 0 | 0 |
| HCA Healthcare Inc | COM | 40412C101 | 1,413 | 16,200 | SH | | SOLE | | 16,200 | 0 | 0 |
| Home Depot Inc/The | COM | 437076102 | 690 | 4,500 | SH | | SOLE | | 4,500 | 0 | 0 |
| Immunomedics Inc | COM | 452907108 | 486 | 55,000 | SH | | SOLE | | 55,000 | 0 | 0 |
| Incyte Corp | COM | 45337C102 | 5,099 | 40,500 | SH | | SOLE | | 40,500 | 0 | 0 |
| Infinera Corp | COM | 45667G103 | 213 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| Inphi Corp | COM | 45772F107 | 69 | 2,000 | SH | | SOLE | | 2,000 | 0 | 0 |
| Insulet Corp | COM | 45784P101 | 770 | 15,000 | SH | | SOLE | | 15,000 | 0 | 0 |
| Intel Corp | COM | 458140100 | 1,350 | 40,000 | SH | | SOLE | | 40,000 | 0 | 0 |
| KeyCorp | COM | 493267108 | 756 | 40,315 | SH | | SOLE | | 40,315 | 0 | 0 |
| Kroger Co/The | COM | 501044101 | 466 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| Lam Research Corp | COM | 512807108 | 18 | 125 | SH | | SOLE | | 125 | 0 | 0 |
| Lockheed Martin Corp | COM | 539830109 | 6,746 | 24,300 | SH | | SOLE | | 24,300 | 0 | 0 |
| LyondellBasell Industries NV | COM | N53745100 | 5,907 | 70,000 | SH | | SOLE | | 70,000 | 0 | 0 |
| Macquarie Infrastructure Corp | COM | 55608B105 | 4,725 | 60,267 | SH | | SOLE | | 60,267 | 0 | 0 |
| Merck & Co Inc | COM | 58933Y105 | 3,909 | 61,000 | SH | | SOLE | | 61,000 | 0 | 0 |
| Micron Technology Inc | COM | 595112103 | 1,344 | 45,000 | SH | | SOLE | | 45,000 | 0 | 0 |
| Microsoft Corp | COM | 594918104 | 110 | 1,600 | SH | | SOLE | | 1,600 | 0 | 0 |
| Nabors Industries Ltd | COM | G6359F103 | 720 | 88,500 | SH | | SOLE | | 88,500 | 0 | 0 |
| Nexstar Media Group Inc | COM | 65336K103 | 598 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
| ON Semiconductor Corp | COM | 682189105 | 281 | 20,000 | SH | | SOLE | | 20,000 | 0 | 0 |
| PRA Group Inc | COM | 69354N106 | 265 | 7,000 | SH | | SOLE | | 7,000 | 0 | 0 |
| Proofpoint Inc | COM | 743424103 | 304 | 3,500 | SH | | SOLE | | 3,500 | 0 | 0 |
| Sprint Corp | COM | 85207U105 | 493 | 60,000 | SH | | SOLE | | 60,000 | 0 | 0 |
| Synchrony Financial | COM | 87165B103 | 298 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
| Take-Two Interactive Software | COM | 874054109 | 8 | 104 | SH | | SOLE | | 104 | 0 | 0 |
| TEGNA Inc | COM | 87901J105 | 95 | 6,600 | SH | | SOLE | | 6,600 | 0 | 0 |
| T-Mobile US Inc | COM | 872590104 | 727 | 12,000 | SH | | SOLE | | 12,000 | 0 | 0 |
| TPG Pace Energy Holdings Corp | COM | 872656202 | 3,127 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
| United Parcel Service Inc | COM | 911312106 | 8,814 | 79,700 | SH | | SOLE | | 79,700 | 0 | 0 |
| United States Steel Corp | COM | 912909108 | 6,310 | 285,000 | SH | | SOLE | | 285,000 | 0 | 0 |
| UnitedHealth Group Inc | COM | 91324P102 | 742 | 4,000 | SH | | SOLE | | 4,000 | 0 | 0 |
| VEON Ltd | COM | 91822M106 | 1,300 | 332,530 | SH | | SOLE | | 332,530 | 0 | 0 |
| Verizon Communications Inc | COM | 92343V104 | 7,369 | 165,000 | SH | | SOLE | | 165,000 | 0 | 0 |
| Altaba Inc | OPT | 021346901 | 16 | 200 | SH | Call | SOLE | | 200 | 0 | 0 |
| Air Lease Corp | OPT | 00912X952 | 2 | 120 | SH | Put | SOLE | | 120 | 0 | 0 |
| Advanced Micro Devices Inc | OPT | 007903957 | 11 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
| Advanced Micro Devices Inc | OPT | 007903957 | 1 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| Allegheny Technologies Inc | OPT | 01741R902 | 16 | 230 | SH | Call | SOLE | | 230 | 0 | 0 |
| Alibaba Group Holding Ltd | OPT | 01609W902 | 6 | 50 | SH | Call | SOLE | | 50 | 0 | 0 |
| Bank of America Corp | OPT | 060505904 | 8 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
| Bank of America Corp | OPT | 060505904 | 2 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
| Bank of America Corp | OPT | 060505954 | 0 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
| BP PLC | OPT | 055622954 | 44 | 1,500 | SH | Put | SOLE | | 1,500 | 0 | 0 |
| Boston Scientific Corp | OPT | 101137957 | 5 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
| Clovis Oncology Inc | OPT | 189464950 | 0 | 25 | SH | Put | SOLE | | 25 | 0 | 0 |
| Clovis Oncology Inc | OPT | 189464950 | 1 | 30 | SH | Put | SOLE | | 30 | 0 | 0 |
| CenturyLink Inc | OPT | 156700956 | 16 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
| Cemex SAB de CV | OPT | 151290909 | 17 | 300 | SH | Call | SOLE | | 300 | 0 | 0 |
| Cypress Semiconductor Corp | OPT | 232806909 | 16 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
| Dillard's Inc | OPT | 254067951 | 7 | 250 | SH | Put | SOLE | | 250 | 0 | 0 |
| Depomed Inc | OPT | 249908954 | 38 | 3,000 | SH | Put | SOLE | | 3,000 | 0 | 0 |
| Endo International PLC | OPT | G30401906 | 15 | 3,000 | SH | Call | SOLE | | 3,000 | 0 | 0 |
| Frontier Communications Corp | OPT | 35906A956 | 320 | 8,000 | SH | Put | SOLE | | 8,000 | 0 | 0 |
| Frontier Communications Corp | OPT | 35906A956 | 1,855 | 14,000 | SH | Put | SOLE | | 14,000 | 0 | 0 |
| Immunomedics Inc | OPT | 452907958 | 6 | 800 | SH | Put | SOLE | | 800 | 0 | 0 |
| Intel Corp | OPT | 458140950 | 67 | 500 | SH | Put | SOLE | | 500 | 0 | 0 |
| Inphi Corp | OPT | 45772F957 | 5 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| iShares Russell 2000 ETF | OPT | 464287955 | 11 | 600 | SH | Put | SOLE | | 600 | 0 | 0 |
| Kroger Co/The | OPT | 501044951 | 1 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| LendingClub Corp | OPT | 52603A909 | 15 | 2,000 | SH | Call | SOLE | | 2,000 | 0 | 0 |
| Live Nation Entertainment Inc | OPT | 538034959 | 7 | 250 | SH | Put | SOLE | | 250 | 0 | 0 |
| Microsoft Corp | OPT | 594918904 | 6 | 300 | SH | Call | SOLE | | 300 | 0 | 0 |
| Micron Technology Inc | OPT | 595112953 | 3 | 100 | SH | Put | SOLE | | 100 | 0 | 0 |
| Neurocrine Biosciences Inc | OPT | 64125C959 | 71 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
| Nabors Industries Ltd | OPT | G6359F953 | 23 | 600 | SH | Put | SOLE | | 600 | 0 | 0 |
| ServiceNow Inc | OPT | 81762P902 | 82 | 245 | SH | Call | SOLE | | 245 | 0 | 0 |
| Nexstar Media Group Inc | OPT | 65336K953 | 5 | 100 | SH | Put | SOLE | | 100 | 0 | 0 |
| ON Semiconductor Corp | OPT | 682189905 | 10 | 2,000 | SH | Call | SOLE | | 2,000 | 0 | 0 |
| ON Semiconductor Corp | OPT | 682189955 | 9 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| Pandora Media Inc | OPT | 698354907 | 13 | 1,000 | SH | Call | SOLE | | 1,000 | 0 | 0 |
| Palo Alto Networks Inc | OPT | 697435905 | 5 | 300 | SH | Call | SOLE | | 300 | 0 | 0 |
| Pfizer Inc | OPT | 717081903 | 32 | 1,500 | SH | Call | SOLE | | 1,500 | 0 | 0 |
| Insulet Corp | OPT | 45784P951 | 3 | 150 | SH | Put | SOLE | | 150 | 0 | 0 |
| PRA Group Inc | OPT | 69354N956 | 8 | 800 | SH | Put | SOLE | | 800 | 0 | 0 |
| PowerShares QQQ Trust Series 1 | OPT | 73935A954 | 37 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| PowerShares QQQ Trust Series 1 | OPT | 73935A954 | 53 | 235 | SH | Put | SOLE | | 235 | 0 | 0 |
| Rite Aid Corp | OPT | 767754954 | 3 | 1,000 | SH | Put | SOLE | | 1,000 | 0 | 0 |
| Red Hat Inc | OPT | 756577902 | 129 | 200 | SH | Call | SOLE | | 200 | 0 | 0 |
| SPDR S&P500 ETF Trust | OPT | 78462F953 | 4 | 1,000 | SH | Put | SOLE | | 1,000 | 0 | 0 |
| SPDR S&P500 ETF Trust | OPT | 78462F953 | 4 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
| SPDR S&P500 ETF Trust | OPT | 78462F903 | 26 | 2,000 | SH | Call | SOLE | | 2,000 | 0 | 0 |
| SPDR S&P500 ETF Trust | OPT | 78462F953 | 26 | 500 | SH | Put | SOLE | | 500 | 0 | 0 |
| SPDR S&P500 ETF Trust | OPT | 78462F953 | 99 | 280 | SH | Put | SOLE | | 280 | 0 | 0 |
| Symantec Corp | OPT | 871503908 | 10 | 500 | SH | Call | SOLE | | 500 | 0 | 0 |
| Twitter Inc | OPT | 90184L902 | 19 | 1,000 | SH | Call | SOLE | | 1,000 | 0 | 0 |
| Western Gas Equity Partners LP | OPT | 95825R953 | 9 | 500 | SH | Put | SOLE | | 500 | 0 | 0 |
| United States Steel Corp | OPT | 912909958 | 5 | 200 | SH | Put | SOLE | | 200 | 0 | 0 |
| Financial Select Sector SPDR F | OPT | 81369Y905 | 29 | 1,000 | SH | Call | SOLE | | 1,000 | 0 | 0 |
| Technology Select Sector SPDR | OPT | 81369Y953 | 6 | 300 | SH | Put | SOLE | | 300 | 0 | 0 |
