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 7,985 48,409 SH   SOLE   48,409 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 8,184 8,000,000 PRN   SOLE   0 0 8,000,000
ACTAVIS PLC PFD CONV SER A G0083B116 11,233 11,100 SH   SOLE   11,100 0 0
ACTAVIS PLC SHS G0083B108 2,244 7,540 SH   SOLE   7,540 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 11,857 11,000,000 PRN   SOLE   0 0 11,000,000
AMAZON COM INC COM 023135106 24,037 64,597 SH   SOLE   64,597 0 0
AMC NETWORKS INC CL A 00164V103 985 12,847 SH   SOLE   12,847 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,128 21,371 SH   SOLE   21,371 0 0
AMERICAN EXPRESS CO COM 025816109 361 4,615 SH   SOLE   4,615 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,638 48,147 SH   SOLE   48,147 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 201 200,000 PRN   SOLE   0 0 200,000
AOL INC COM 00184X105 663 16,748 SH   SOLE   16,748 0 0
APPLE INC COM 037833100 7,033 56,525 SH   SOLE   56,525 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 2,089 2,000,000 PRN   SOLE   0 0 2,000,000
ARES CAP CORP COM 04010L103 69 4,000 SH   SOLE   4,000 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 13,020 12,500,000 PRN   SOLE   0 0 12,500,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 45,323 43,800,000 PRN   SOLE   0 0 43,800,000
AT&T INC COM 00206R102 8,894 272,419 SH   SOLE   272,419 0 0
AVON PRODS INC COM 054303102 1 111 SH   SOLE   111 0 0
BAKER HUGHES INC COM 057224107 626 9,843 SH   SOLE   9,843 0 0
BANK AMER CORP COM 060505104 512 33,247 SH   SOLE   33,247 0 0
BERRY PLASTICS GROUP INC COM 08579W103 9,805 270,931 SH   SOLE   270,931 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 4,427 3,000,000 PRN   SOLE   0 0 3,000,000
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,589 117,988 SH   SOLE   117,988 0 0
BLOCK H & R INC COM 093671105 240 12,000 SH Call SOLE   12,000 0 0
BLOCK H & R INC COM 093671105 4 123 SH   SOLE   123 0 0
BOSTON SCIENTIFIC CORP COM 101137107 5 300 SH   SOLE   300 0 0
BOYD GAMING CORP COM 103304101 14,497 1,020,885 SH   SOLE   1,020,885 0 0
BUNGE LIMITED COM G16962105 9,126 110,805 SH   SOLE   110,805 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,161 63,439 SH   SOLE   63,439 0 0
CAVCO INDS INC DEL COM 149568107 420 5,598 SH   SOLE   5,598 0 0
CBRE GROUP INC CL A 12504L109 896 23,154 SH   SOLE   23,154 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,602 8,297 SH   SOLE   8,297 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 192 200,000 PRN   SOLE   0 0 200,000
CISCO SYS INC COM 17275R102 3 102 SH   SOLE   102 0 0
CITIGROUP INC COM NEW 172967424 790 15,326 SH   SOLE   15,326 0 0
CITRIX SYS INC COM 177376AD2 42,849 40,500,000 PRN   SOLE   0 0 40,500,000
CME GROUP INC COM 12572Q105 7,077 74,728 SH   SOLE   74,728 0 0
COLGATE PALMOLIVE CO COM 194162103 7,332 105,742 SH   SOLE   105,742 0 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 8,639 8,150,000 PRN   SOLE   0 0 8,150,000
CONSOLIDATED EDISON INC COM 209115104 4,246 69,601 SH   SOLE   69,601 0 0
CONSTELLATION BRANDS INC CL A 21036P108 9,008 77,515 SH   SOLE   77,515 0 0
COSTCO WHSL CORP NEW COM 22160K105 655 4,325 SH   SOLE   4,325 0 0
CVS HEALTH CORP COM 126650100 8,987 87,076 SH   SOLE   87,076 0 0
D R HORTON INC COM 23331A109 12,902 453,032 SH   SOLE   453,032 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 294 6,532 SH   SOLE   6,532 0 0
DEVON ENERGY CORP NEW COM 25179M103 564 9,356 SH   SOLE   9,356 0 0
DIRECTV COM 25490A309 6 70 SH   SOLE   70 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 418 14,196 SH   SOLE   14,196 0 0
DOLLAR TREE INC COM 256746108 11,687 144,029 SH   SOLE   144,029 0 0
DOVER CORP COM 260003108 6,377 92,265 SH   SOLE   92,265 0 0
EAGLE MATERIALS INC COM 26969P108 811 9,700 SH   SOLE   9,700 0 0
EBAY INC COM 278642103 650 11,277 SH   SOLE   11,277 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 926 500,000 PRN   SOLE   0 0 500,000
EMERSON ELEC CO COM 291011104 14,918 263,467 SH   SOLE   263,467 0 0
EXPEDITORS INTL WASH INC COM 302130109 576 11,960 SH   SOLE   11,960 0 0
FACEBOOK INC CL A 30303M102 5,307 64,552 SH   SOLE   64,552 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 318 5,562 SH   SOLE   5,562 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,501 36,448 SH   SOLE   36,448 0 0
GARTNER INC COM 366651107 843 10,057 SH   SOLE   10,057 0 0
GENERAL ELECTRIC CO COM 369604103 864 34,827 SH   SOLE   34,827 0 0
GENERAL MTRS CO COM 37045V100 3 81 SH   SOLE   81 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4 19 SH   SOLE   19 0 0
GOOGLE INC CL A 38259P508 2,017 3,636 SH   SOLE   3,636 0 0
HANESBRANDS INC COM 410345102 559 16,680 SH   SOLE   16,680 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4 100 SH   SOLE   100 0 0
HEWLETT PACKARD CO COM 428236103 9,617 308,630 SH   SOLE   308,630 0 0
HOLOGIC INC FRNT 12/1 436440AG6 10,572 9,000,000 PRN   SOLE   0 0 9,000,000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 7,372 5,000,000 PRN   SOLE   0 0 5,000,000
HUNTINGTON BANCSHARES INC COM 446150104 1,360 123,113 SH   SOLE   123,113 0 0
INTEL CORP SDCV 12/1 458140AD2 33,085 26,500,000 PRN   SOLE   0 0 26,500,000
INTERPUBLIC GROUP COS INC COM 460690100 1,152 52,057 SH   SOLE   52,057 0 0
INTUIT COM 461202103 880 9,080 SH   SOLE   9,080 0 0
ISHARES TR PHLX SEMICND ETF 464287523 113 1,200 SH   SOLE   1,200 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 15,688 11,000,000 PRN   SOLE   0 0 11,000,000
JOHNSON & JOHNSON COM 478160104 43,279 430,209 SH   SOLE   430,209 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 508 4,980 SH   SOLE   4,980 0 0
KAR AUCTION SVCS INC COM 48238T109 8,341 219,904 SH   SOLE   219,904 0 0
KROGER CO COM 501044101 1,654 21,572 SH   SOLE   21,572 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 8,427 7,000,000 PRN   SOLE   0 0 7,000,000
LAM RESEARCH CORP COM 512807108 789 11,239 SH   SOLE   11,239 0 0
LAZARD LTD SHS A G54050102 939 17,858 SH   SOLE   17,858 0 0
LENDINGTREE INC NEW COM 52603B107 8,402 150,000 SH   SOLE   150,000 0 0
LENNAR CORP CL A 526057104 1,077 20,785 SH   SOLE   20,785 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,404 100,366 SH   SOLE   100,366 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 223 5,307 SH   SOLE   5,307 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 291 9,962 SH   SOLE   9,962 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 20,798 21,000,000 PRN   SOLE   0 0 21,000,000
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 467 12,215 SH   SOLE   12,215 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 235 6,097 SH   SOLE   6,097 0 0
LILLY ELI & CO COM 532457108 53,232 732,721 SH   SOLE   732,721 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 504 19,975 SH   SOLE   19,975 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 13,382 162,618 SH   SOLE   162,618 0 0
MASTERCARD INC CL A 57636Q104 1,885 21,822 SH   SOLE   21,822 0 0
MCGRAW HILL FINL INC COM 580645109 1,171 11,328 SH   SOLE   11,328 0 0
MERCK & CO INC NEW COM 58933Y105 52,461 912,686 SH   SOLE   912,686 0 0
MICROSOFT CORP COM 594918104 41,879 1,030,105 SH   SOLE   1,030,105 0 0
MOLSON COORS BREWING CO CL B 60871R209 858 2,200 SH Call SOLE   2,200 0 0
MONSANTO CO NEW COM 61166W101 1,249 11,099 SH   SOLE   11,099 0 0
NETSUITE INC NOTE 0.250% 6/0 64118QAB3 13,047 12,500,000 PRN   SOLE   0 0 12,500,000
NEWMONT MINING CORP COM 651639106 4 200 SH   SOLE   200 0 0
NEWS CORP NEW CL A 65249B109 1 38 SH   SOLE   38 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 27,415 23,250,000 PRN   SOLE   0 0 23,250,000
OFFICE DEPOT INC COM 676220106 517 56,194 SH   SOLE   56,194 0 0
PALO ALTO NETWORKS INC COM 697435105 864 5,917 SH   SOLE   5,917 0 0
PFIZER INC COM 717081103 54,873 1,577,259 SH   SOLE   1,577,259 0 0
PHILIP MORRIS INTL INC COM 718172109 4,091 54,304 SH   SOLE   54,304 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 164 775 SH Put SOLE   775 0 0
PPG INDS INC COM 693506107 12,130 53,780 SH   SOLE   53,780 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 29,686 26,000,000 PRN   SOLE   0 0 26,000,000
PRICELINE GRP INC COM NEW 741503403 1,483 1,274 SH   SOLE   1,274 0 0
PROCTER & GAMBLE CO COM 742718109 7,771 94,843 SH   SOLE   94,843 0 0
QUALCOMM INC COM 747525103 872 12,572 SH   SOLE   12,572 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 499 500,000 PRN   SOLE   0 0 500,000
REGIONS FINL CORP NEW COM 7591EP100 284 30,005 SH   SOLE   30,005 0 0
REYNOLDS AMERICAN INC COM 761713106 3,953 57,364 SH   SOLE   57,364 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6,343 4,000,000 PRN   SOLE   0 0 4,000,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 33,516 28,000,000 PRN   SOLE   0 0 28,000,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 35,627 35,500,000 PRN   SOLE   0 0 35,500,000
SCOTTS MIRACLE GRO CO CL A 810186106 901 13,418 SH   SOLE   13,418 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 226 3,000 SH   SOLE   3,000 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 14,759 12,000,000 PRN   SOLE   0 0 12,000,000
SOTHEBYS COM 835898107 1,370 32,412 SH   SOLE   32,412 0 0
SOUTHERN CO COM 842587107 4,022 90,840 SH   SOLE   90,840 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 46 195 SH Put SOLE   195 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 19,987 20,000,000 PRN   SOLE   0 0 20,000,000
SPRINT CORP COM SER 1 85207U105 4 858 SH   SOLE   858 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 5,413 86,888 SH   SOLE   86,888 0 0
STANDARD PAC CORP NEW COM 85375C101 9,689 1,076,593 SH   SOLE   1,076,593 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 23,270 22,300,000 PRN   SOLE   0 0 22,300,000
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 13,743 12,500,000 PRN   SOLE   0 0 12,500,000
SWIFT TRANSN CO CL A 87074U101 10,874 417,915 SH   SOLE   417,915 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 6,559 5,000,000 PRN   SOLE   0 0 5,000,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 561 400,000 PRN   SOLE   0 0 400,000
TD AMERITRADE HLDG CORP COM 87236Y108 725 19,463 SH   SOLE   19,463 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 12,574 14,900,000 PRN   SOLE   0 0 14,900,000
TIME WARNER CABLE INC COM 88732J207 677 4,520 SH   SOLE   4,520 0 0
TIME WARNER INC COM NEW 887317303 59 700 SH   SOLE   700 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 14,366 13,600,000 PRN   SOLE   0 0 13,600,000
TOWERS WATSON & CO CL A 891894107 1,013 7,665 SH   SOLE   7,665 0 0
TRIPADVISOR INC COM 896945201 1,173 14,107 SH   SOLE   14,107 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5 155 SH   SOLE   155 0 0
TWITTER INC COM 90184L102 10,725 214,159 SH   SOLE   214,159 0 0
UNITED STATES STL CORP NEW COM 912909108 906 37,132 SH   SOLE   37,132 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 9,127 7,500,000 PRN   SOLE   0 0 7,500,000
VERIZON COMMUNICATIONS INC COM 92343V104 9,726 199,993 SH   SOLE   199,993 0 0
VISA INC COM CL A 92826C839 1,232 18,836 SH   SOLE   18,836 0 0
WAL-MART STORES INC COM 931142103 36,132 439,294 SH   SOLE   439,294 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 168 24,076 SH   SOLE   24,076 0 0
WESTERN DIGITAL CORP COM 958102105 755 8,297 SH   SOLE   8,297 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 248 200,000 PRN   SOLE   0 0 200,000
YAHOO INC NOTE 12/0 984332AF3 35,861 33,000,000 PRN   SOLE   0 0 33,000,000