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 223 1,649 SH   SOLE   1,649 0 0
ABBOTT LABS COM 002824100 275 7,140 SH   SOLE   7,140 0 0
ABBVIE INC COM 00287Y109 625 12,114 SH   SOLE   12,114 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 490 40,856 SH   SOLE   40,856 0 0
ADVANCED MICRO DEVICES INC COM 007903107 519 129,480 SH   SOLE   129,480 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2,950 2,950,000 PRN   SOLE   2,950,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 280 1,398 SH   SOLE   1,398 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 447 7,978 SH   SOLE   7,978 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 3,478 2,294,000 PRN   SOLE   2,294,000 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2,267 1,168,000 PRN   SOLE   1,168,000 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 2,028 795,000 PRN   SOLE   795,000 0 0
ALERE INC PERP PFD CONV SE 01449J204 7,443 25,750 SH   SOLE   25,750 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 263 1,723 SH   SOLE   1,723 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 42 41,000 PRN   SOLE   41,000 0 0
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 432 232,000 PRN   SOLE   232,000 0 0
ALLSTATE CORP COM 020002101 652 11,519 SH   SOLE   11,519 0 0
ALPHA NATURAL RESOURCES INC NOTE 4.875%12/1 02076XAF9 2,360 2,870,000 PRN   SOLE   2,870,000 0 0
ALZA CORP SDCV 7/2 02261WAB5 461 342,000 PRN   SOLE   342,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 2,543 2,500,000 PRN   SOLE   2,500,000 0 0
AMAZON COM INC COM 023135106 317 950 SH   SOLE   950 0 0
AMEDISYS INC COM 023436108 487 32,755 SH   SOLE   32,755 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 510 13,922 SH   SOLE   13,922 0 0
AMERICAN EXPRESS CO COM 025816109 236 2,610 SH   SOLE   2,610 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 524 10,450 SH   SOLE   10,450 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,251 2,991,000 PRN   SOLE   2,991,000 0 0
AMGEN INC COM 031162100 593 4,827 SH   SOLE   4,827 0 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 2,925 2,000,000 PRN   SOLE   2,000,000 0 0
ANADARKO PETE CORP COM 032511107 654 7,717 SH   SOLE   7,717 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 591 5,595 SH   SOLE   5,595 0 0
APACHE CORP COM 037411105 624 7,514 SH   SOLE   7,514 0 0
APPLE INC COM 037833100 1,623 3,023 SH   SOLE   3,023 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 6,027 251,950 SH   SOLE   251,950 0 0
ARES CAP CORP COM 04010L103 570 32,278 SH   SOLE   32,278 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3,683 3,383,000 PRN   SOLE   3,383,000 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 1,459 1,359,000 PRN   SOLE   1,359,000 0 0
ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 929 869,000 PRN   SOLE   869,000 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 4,490 4,500,000 PRN   SOLE   4,500,000 0 0
AT&T INC COM 00206R102 629 17,941 SH   SOLE   17,941 0 0
AUDIENCE INC COM 05070J102 421 33,756 SH   SOLE   33,756 0 0
BANC CALIF INC COM 05990K106 376 30,680 SH   SOLE   30,680 0 0
BANK NEW YORK MELLON CORP COM 064058100 236 6,647 SH   SOLE   6,647 0 0
BANK OF AMERICA CORPORATION COM 060505104 506 29,411 SH   SOLE   29,411 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 12,165 10,632 SH   SOLE   10,632 0 0
BARCLAYS PLC ADR 06738E204 660 42,222 SH   SOLE   42,222 0 0
BARNES & NOBLE INC COM 067774109 454 21,715 SH   SOLE   21,715 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 554 20,205 SH   SOLE   20,205 0 0
BED BATH & BEYOND INC COM 075896100 285 4,143 SH   SOLE   4,143 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 392 3,145 SH   SOLE   3,145 0 0
BIND THERAPEUTICS INC COM 05548N107 394 32,955 SH   SOLE   32,955 0 0
BIOGEN IDEC INC COM 09062X103 252 824 SH   SOLE   824 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 75 22,000 PRN   SOLE   22,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 1,236 1,127,000 PRN   SOLE   1,127,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 3,269 2,948,000 PRN   SOLE   2,948,000 0 0
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 472 19,335 SH   SOLE   19,335 0 0
BOEING CO COM 097023105 666 5,293 SH   SOLE   5,293 0 0
BON-TON STORES INC COM 09776J101 220 20,103 SH   SOLE   20,103 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 6,861 5,250,000 PRN   SOLE   5,250,000 0 0
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 3,456 3,000,000 PRN   SOLE   3,000,000 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 3,690 2,982,000 PRN   SOLE   2,982,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 520 381,000 PRN   SOLE   381,000 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 246 184,000 PRN   SOLE   184,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 6,755 3,268,000 PRN   SOLE   3,268,000 0 0
CAESARS ENTMT CORP COM 127686103 355 18,720 SH   SOLE   18,720 0 0
CAI INTERNATIONAL INC COM 12477X106 339 13,749 SH   SOLE   13,749 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 3,558 2,500,000 PRN   SOLE   2,500,000 0 0
CANCER GENETICS INC COM 13739U104 352 23,345 SH   SOLE   23,345 0 0
CAPITAL ONE FINL CORP COM 14040H105 708 9,155 SH   SOLE   9,155 0 0
CASELLA WASTE SYS INC CL A 147448104 620 121,656 SH   SOLE   121,656 0 0
CBEYOND INC COM 149847105 482 66,545 SH   SOLE   66,545 0 0
CBS CORP NEW CL B 124857202 683 11,078 SH   SOLE   11,078 0 0
CELGENE CORP COM 151020104 735 5,275 SH   SOLE   5,275 0 0
CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 407 119,865 SH   SOLE   119,865 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 12,589 8,800,000 PRN   SOLE   8,800,000 0 0
CHC GROUP LTD SHS G07021101 423 57,260 SH   SOLE   57,260 0 0
CHEGG INC COM 163092109 514 73,510 SH   SOLE   73,510 0 0
CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC7 2,073 1,854,000 PRN   SOLE   1,854,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 484 466,000 PRN   SOLE   466,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 610 600,000 PRN   SOLE   600,000 0 0
CHEVRON CORP NEW COM 166764100 713 5,988 SH   SOLE   5,988 0 0
CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 4,041 4,000,000 PRN   SOLE   4,000,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 920 908,000 PRN   SOLE   908,000 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 8,349 5,900,000 PRN   SOLE   5,900,000 0 0
CIMATRON LTD ORD M23798107 714 98,757 SH   SOLE   98,757 0 0
CINCINNATI BELL INC NEW COM 171871106 451 130,050 SH   SOLE   130,050 0 0
CISCO SYS INC COM 17275R102 334 14,918 SH   SOLE   14,918 0 0
CITIGROUP INC COM NEW 172967424 1,605 33,716 SH   SOLE   33,716 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,591 2,750,000 PRN   SOLE   2,750,000 0 0
COCA COLA CO COM 191216100 459 11,875 SH   SOLE   11,875 0 0
COMCAST CORP NEW CL A 20030N101 1,485 29,678 SH   SOLE   29,678 0 0
CONOCOPHILLIPS COM 20825C104 331 4,716 SH   SOLE   4,716 0 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 4,795 2,017,000 PRN   SOLE   2,017,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 493 4,421 SH   SOLE   4,421 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 1,943 1,673,000 PRN   SOLE   1,673,000 0 0
COWEN GROUP INC NEW CL A 223622101 317 71,839 SH   SOLE   71,839 0 0
CROWN CASTLE INTL CORP CNV PFD STK SR A 228227500 2,088 20,518 SH   SOLE   20,518 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 10,161 3,976,000 PRN   SOLE   3,976,000 0 0
CVS CAREMARK CORPORATION COM 126650100 858 11,477 SH   SOLE   11,477 0 0
CYNOSURE INC CL A 232577205 480 16,455 SH   SOLE   16,455 0 0
D R HORTON INC COM 23331A109 549 25,311 SH   SOLE   25,311 0 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 1,820 1,091,000 PRN   SOLE   1,091,000 0 0
DANAHER CORP DEL COM 235851102 231 3,071 SH   SOLE   3,071 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,736 796,000 PRN   SOLE   796,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 464 13,424 SH   SOLE   13,424 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 3,645 3,155,000 PRN   SOLE   3,155,000 0 0
DFC GLOBAL CORP NOTE 3.250% 4/1 23324TAB3 851 1,000,000 PRN   SOLE   1,000,000 0 0
DISCOVER FINL SVCS COM 254709108 445 7,641 SH   SOLE   7,641 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 316 3,819 SH   SOLE   3,819 0 0
DISNEY WALT CO COM DISNEY 254687106 496 6,184 SH   SOLE   6,184 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 3,709 64,623 SH   SOLE   64,623 0 0
DOW CHEM CO COM 260543103 483 9,958 SH   SOLE   9,958 0 0
DURATA THERAPEUTICS INC COM 26658A107 459 33,985 SH   SOLE   33,985 0 0
E M C CORP MASS COM 268648102 224 8,135 SH   SOLE   8,135 0 0
EASTMAN CHEM CO COM 277432100 682 7,909 SH   SOLE   7,909 0 0
EATON CORP PLC SHS G29183103 569 7,565 SH   SOLE   7,565 0 0
EBAY INC COM 278642103 566 10,247 SH   SOLE   10,247 0 0
EDUCATION MGMT CORP NEW COM 28140M103 179 36,800 SH   SOLE   36,800 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 3,388 2,918,000 PRN   SOLE   2,918,000 0 0
EMERALD OIL INC COM NEW 29101U209 77 11,483 SH   SOLE   11,483 0 0
EMERITUS CORP COM 291005106 502 16,000 SH   SOLE   16,000 0 0
EMERSON ELEC CO COM 291011104 215 3,231 SH   SOLE   3,231 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 3,099 1,317,000 PRN   SOLE   1,317,000 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 237 35,462 SH   SOLE   35,462 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 437 106,750 SH   SOLE   106,750 0 0
EOG RES INC COM 26875P101 535 2,718 SH   SOLE   2,718 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 6,898 4,256,000 PRN   SOLE   4,256,000 0 0
EXTERRAN HLDGS INC NOTE 4.250% 6/1 30225XAA1 1,601 839,000 PRN   SOLE   839,000 0 0
EXXON MOBIL CORP COM 30231G102 1,566 16,046 SH   SOLE   16,046 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 349 13,738 SH   SOLE   13,738 0 0
FABRINET SHS G3323L100 290 13,970 SH   SOLE   13,970 0 0
FACEBOOK INC CL A 30303M102 249 4,121 SH   SOLE   4,121 0 0
FEDEX CORP COM 31428X106 550 4,141 SH   SOLE   4,141 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,003 1,270,000 PRN   SOLE   1,270,000 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 3,428 3,022,000 PRN   SOLE   3,022,000 0 0
FOOT LOCKER INC COM 344849104 749 15,969 SH   SOLE   15,969 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 213 13,562 SH   SOLE   13,562 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 8,238 4,548,000 PRN   SOLE   4,548,000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 13,105 11,728,000 PRN   SOLE   11,728,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 6,748 6,337,000 PRN   SOLE   6,337,000 0 0
FORMFACTOR INC COM 346375108 457 71,470 SH   SOLE   71,470 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 539 12,841 SH   SOLE   12,841 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 306 9,300 SH   SOLE   9,300 0 0
GAMESTOP CORP NEW CL A 36467W109 213 5,203 SH   SOLE   5,203 0 0
GENCORP INC COM 368682100 445 24,315 SH   SOLE   24,315 0 0
GENERAL CABLE CORP DEL NEW FRNT 5.000%11/1 369300AL2 13,023 12,975,000 PRN   SOLE   12,975,000 0 0
GENERAL ELECTRIC CO COM 369604103 2,361 91,234 SH   SOLE   91,234 0 0
GENERAL MTRS CO COM 37045V100 378 10,944 SH   SOLE   10,944 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 1,214 9,452 SH   SOLE   9,452 0 0
GILEAD SCIENCES INC COM 375558103 281 3,960 SH   SOLE   3,960 0 0
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 2,005 640,000 PRN   SOLE   640,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 29,183 9,382,000 PRN   SOLE   9,382,000 0 0
GLU MOBILE INC COM 379890106 438 92,490 SH   SOLE   92,490 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 920 919,000 PRN   SOLE   919,000 0 0
GOOGLE INC CL A 38259P508 1,628 1,461 SH   SOLE   1,461 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 1,764 1,253,000 PRN   SOLE   1,253,000 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 108 90,000 PRN   SOLE   90,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 4,810 2,975,000 PRN   SOLE   2,975,000 0 0
HALCON RES CORP COM NEW 40537Q209 244 56,332 SH   SOLE   56,332 0 0
HALLIBURTON CO COM 406216101 715 12,170 SH   SOLE   12,170 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 3,588 1,950,000 PRN   SOLE   1,950,000 0 0
HEADWATERS INC COM 42210P102 469 35,492 SH   SOLE   35,492 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 13,835 249,108 SH   SOLE   249,108 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 1,122 947,000 PRN   SOLE   947,000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 256 9,601 SH   SOLE   9,601 0 0
HEWLETT PACKARD CO COM 428236103 400 12,365 SH   SOLE   12,365 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 4,196 3,672,000 PRN   SOLE   3,672,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 833 818,000 PRN   SOLE   818,000 0 0
HOME DEPOT INC COM 437076102 542 6,840 SH   SOLE   6,840 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 2,809 2,467,000 PRN   SOLE   2,467,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 5,781 4,450,000 PRN   SOLE   4,450,000 0 0
HOWARD HUGHES CORP COM 44267D107 260 1,819 SH   SOLE   1,819 0 0
HUNT J B TRANS SVCS INC COM 445658107 244 3,385 SH   SOLE   3,385 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,808 1,420 SH   SOLE   1,420 0 0
HUNTSMAN CORP COM 447011107 290 11,915 SH   SOLE   11,915 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 8,254 6,072,000 PRN   SOLE   6,072,000 0 0
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 6,079 1,000,000 PRN   SOLE   1,000,000 0 0
INGERSOLL-RAND PLC SHS G47791101 634 11,045 SH   SOLE   11,045 0 0
INTEL CORP COM 458140100 319 12,432 SH   SOLE   12,432 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 5,690 4,836,000 PRN   SOLE   4,836,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 23,928 17,116,000 PRN   SOLE   17,116,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 273 1,414 SH   SOLE   1,414 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 417 417,000 PRN   SOLE   417,000 0 0
INTL PAPER CO COM 460146103 917 20,024 SH   SOLE   20,024 0 0
INVESCO LTD SHS G491BT108 1,351 36,522 SH   SOLE   36,522 0 0
ISHARES MSCI UK ETF 464286699 723 35,141 SH   SOLE   35,141 0 0
ISHARES MSCI STH KOR ETF 464286772 961 15,634 SH   SOLE   15,634 0 0
ISHARES CORE TOTUSBD ETF 464287226 572 5,295 SH   SOLE   5,295 0 0
ISHARES RUS 2000 VAL ETF 464287630 207 2,055 SH   SOLE   2,055 0 0
ISHARES RUS 2000 GRW ETF 464287648 299 2,200 SH   SOLE   2,200 0 0
ISHARES RUSSELL 2000 ETF 464287655 348 2,991 SH   SOLE   2,991 0 0
ISHARES U.S. REAL ES ETF 464287739 1,055 15,630 SH   SOLE   15,630 0 0
ISHARES 1-3 YR CR BD ETF 464288646 4,050 38,395 SH   SOLE   38,395 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 4,048 79,812 SH   SOLE   79,812 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,790 1,494,000 PRN   SOLE   1,494,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 4,638 3,333,000 PRN   SOLE   3,333,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 3,543 3,329,000 PRN   SOLE   3,329,000 0 0
JOHNSON & JOHNSON COM 478160104 986 10,047 SH   SOLE   10,047 0 0
JPMORGAN CHASE & CO COM 46625H100 1,974 32,529 SH   SOLE   32,529 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 200 73,870 SH   SOLE   73,870 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 3,306 3,250,000 PRN   SOLE   3,250,000 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 9,790 75,775 SH   SOLE   75,775 0 0
KIMBERLY CLARK CORP COM 494368103 958 8,685 SH   SOLE   8,685 0 0
KRAFT FOODS GROUP INC COM 50076Q106 333 5,951 SH   SOLE   5,951 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 465 61,610 SH   SOLE   61,610 0 0
KROGER CO COM 501044101 354 8,110 SH   SOLE   8,110 0 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 4,570 3,429,000 PRN   SOLE   3,429,000 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 926 705,000 PRN   SOLE   705,000 0 0
LAM RESEARCH CORP COM 512807108 221 3,990 SH   SOLE   3,990 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 411 355,000 PRN   SOLE   355,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 6,824 5,501,000 PRN   SOLE   5,501,000 0 0
LAS VEGAS SANDS CORP COM 517834107 274 3,385 SH   SOLE   3,385 0 0
LAYNE CHRISTENSEN CO COM 521050104 275 15,137 SH   SOLE   15,137 0 0
LDK SOLAR CO LTD SPONSORED ADR 50183L107 175 350,630 SH   SOLE   350,630 0 0
LEAR CORP COM NEW 521865204 213 2,540 SH   SOLE   2,540 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 3,634 2,364,000 PRN   SOLE   2,364,000 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 3,336 3,137,000 PRN   SOLE   3,137,000 0 0
LIFETIME BRANDS INC COM 53222Q103 446 25,010 SH   SOLE   25,010 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 3,983 3,335,000 PRN   SOLE   3,335,000 0 0
LOEWS CORP COM 540424108 729 16,540 SH   SOLE   16,540 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 807 9,071 SH   SOLE   9,071 0 0
MACYS INC COM 55616P104 269 4,539 SH   SOLE   4,539 0 0
MARATHON OIL CORP COM 565849106 319 8,993 SH   SOLE   8,993 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 424 18,009 SH   SOLE   18,009 0 0
MASTERCARD INC CL A 57636Q104 851 11,403 SH   SOLE   11,403 0 0
MAXLINEAR INC CL A 57776J100 198 20,917 SH   SOLE   20,917 0 0
MBIA INC COM 55262C100 326 23,373 SH   SOLE   23,373 0 0
MCKESSON CORP COM 58155Q103 355 2,012 SH   SOLE   2,012 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 9,458 7,737,000 PRN   SOLE   7,737,000 0 0
MEDTRONIC INC COM 585055106 269 4,369 SH   SOLE   4,369 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 2,300 1,851,000 PRN   SOLE   1,851,000 0 0
MERCK & CO INC NEW COM 58933Y105 409 7,199 SH   SOLE   7,199 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 4,708 4,450,000 PRN   SOLE   4,450,000 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 12,781 8,455,000 PRN   SOLE   8,455,000 0 0
METLIFE INC COM 59156R108 747 14,137 SH   SOLE   14,137 0 0
METLIFE INC UNIT 99/99/9999 59156R116 4,481 145,535 SH   SOLE   145,535 0 0
MGIC INVT CORP WIS COM 552848103 94 11,044 SH   SOLE   11,044 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 3,026 2,154,000 PRN   SOLE   2,154,000 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 5,617 3,860,000 PRN   SOLE   3,860,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 15,727 8,480,000 PRN   SOLE   8,480,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 5,760 2,602,000 PRN   SOLE   2,602,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 8,856 8,084,000 PRN   SOLE   8,084,000 0 0
MICROSOFT CORP COM 594918104 824 20,077 SH   SOLE   20,077 0 0
MIDSTATES PETE CO INC COM 59804T100 520 96,875 SH   SOLE   96,875 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 694 174,110 SH   SOLE   174,110 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2,204 1,786,000 PRN   SOLE   1,786,000 0 0
MONDELEZ INTL INC CL A 609207105 299 8,653 SH   SOLE   8,653 0 0
MONTAGE TECHNOLOGY GROUP LTD SHS G6209T105 311 15,560 SH   SOLE   15,560 0 0
MUELLER WTR PRODS INC COM SER A 624758108 572 60,199 SH   SOLE   60,199 0 0
MYLAN INC COM 628530107 408 8,378 SH   SOLE   8,378 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 6,680 1,817,000 PRN   SOLE   1,817,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 657 8,452 SH   SOLE   8,452 0 0
NAVISTAR INTL CORP NEW COM 63934E108 224 6,588 SH   SOLE   6,588 0 0
NAVISTAR INTL CORP NEW NOTE 3.000%10/1 63934EAL2 2,367 2,336,000 PRN   SOLE   2,336,000 0 0
NEKTAR THERAPEUTICS COM 640268108 407 33,600 SH   SOLE   33,600 0 0
NEW YORK & CO INC COM 649295102 455 103,440 SH   SOLE   103,440 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 9,230 7,225,000 PRN   SOLE   7,225,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 4,408 71,830 SH   SOLE   71,830 0 0
NORCRAFT COS INC COM 65557Y105 241 14,289 SH   SOLE   14,289 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 15,553 9,112,000 PRN   SOLE   9,112,000 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 516 432,000 PRN   SOLE   432,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 849 8,926 SH   SOLE   8,926 0 0
OCEANEERING INTL INC COM 675232102 315 4,396 SH   SOLE   4,396 0 0
OCLARO INC COM NEW 67555N206 498 160,770 SH   SOLE   160,770 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 7,243 5,825,000 PRN   SOLE   5,825,000 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 5,536 75,695 SH   SOLE   75,695 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 640 599,000 PRN   SOLE   599,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 5,556 2,450,000 PRN   SOLE   2,450,000 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 3,558 3,531,000 PRN   SOLE   3,531,000 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 132 99,000 PRN   SOLE   99,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3,580 2,933,000 PRN   SOLE   2,933,000 0 0
ORACLE CORP COM 68389X105 481 11,794 SH   SOLE   11,794 0 0
OVERSTOCK COM INC DEL COM 690370101 431 21,900 SH   SOLE   21,900 0 0
OWENS CORNING NEW COM 690742101 676 15,633 SH   SOLE   15,633 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 311 4,433 SH   SOLE   4,433 0 0
PARKER HANNIFIN CORP COM 701094104 254 2,121 SH   SOLE   2,121 0 0
PEPSICO INC COM 713448108 386 4,611 SH   SOLE   4,611 0 0
PERION NETWORK LTD SHS M78673106 311 28,118 SH   SOLE   28,118 0 0
PFIZER INC COM 717081103 1,036 32,275 SH   SOLE   32,275 0 0
PGT INC COM 69336V101 250 21,725 SH   SOLE   21,725 0 0
PHH CORP NOTE 4.000% 9/0 693320AN3 3,796 3,521,000 PRN   SOLE   3,521,000 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 7,218 3,350,000 PRN   SOLE   3,350,000 0 0
PHILIP MORRIS INTL INC COM 718172109 326 3,983 SH   SOLE   3,983 0 0
PIONEER NAT RES CO COM 723787107 741 3,962 SH   SOLE   3,962 0 0
PPG INDS INC COM 693506107 297 1,534 SH   SOLE   1,534 0 0
PPL CORP UNIT 99/99/9999S 69351T114 2,166 39,615 SH   SOLE   39,615 0 0
PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 125 32,000 PRN   SOLE   32,000 0 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 16,927 11,956,000 PRN   SOLE   11,956,000 0 0
PROCTER & GAMBLE CO COM 742718109 912 11,324 SH   SOLE   11,324 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 5,966 5,098,000 PRN   SOLE   5,098,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 245 22,632 SH   SOLE   22,632 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1 74348TAC6 33 31,000 PRN   SOLE   31,000 0 0
PROSPECT CAPITAL CORPORATION MTNF 5.375%10/1 74348TAK8 51 48,000 PRN   SOLE   48,000 0 0
PRUDENTIAL FINL INC COM 744320102 402 4,749 SH   SOLE   4,749 0 0
PTC INC COM 69370C100 255 7,175 SH   SOLE   7,175 0 0
QUALCOMM INC COM 747525103 404 5,102 SH   SOLE   5,102 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 2,232 1,504,000 PRN   SOLE   1,504,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 6,876 4,500,000 PRN   SOLE   4,500,000 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 756 520,000 PRN   SOLE   520,000 0 0
RAYTHEON CO COM NEW 755111507 519 5,254 SH   SOLE   5,254 0 0
REACHLOCAL INC COM 75525F104 436 44,245 SH   SOLE   44,245 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 26 24,000 PRN   SOLE   24,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 419 1,392 SH   SOLE   1,392 0 0
REGIONS FINL CORP NEW COM 7591EP100 487 43,886 SH   SOLE   43,886 0 0
RENESOLA LTD SPONS ADS 75971T103 365 113,710 SH   SOLE   113,710 0 0
RENTECH INC COM 760112102 392 206,406 SH   SOLE   206,406 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 457 6,195 SH   SOLE   6,195 0 0
REX ENERGY CORPORATION COM 761565100 298 15,971 SH   SOLE   15,971 0 0
REXFORD INDL RLTY INC COM 76169C100 247 17,380 SH   SOLE   17,380 0 0
ROPER INDS INC NEW COM 776696106 243 1,820 SH   SOLE   1,820 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 5,135 4,433,000 PRN   SOLE   4,433,000 0 0
RPX CORP COM 74972G103 466 28,578 SH   SOLE   28,578 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 2,141 2,176,000 PRN   SOLE   2,176,000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 6,400 4,500,000 PRN   SOLE   4,500,000 0 0
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 1,738 652,000 PRN   SOLE   652,000 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 4,353 2,576,000 PRN   SOLE   2,576,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 296 10,045 SH   SOLE   10,045 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 12,972 7,888,000 PRN   SOLE   7,888,000 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 3,115 1,043,000 PRN   SOLE   1,043,000 0 0
SCHLUMBERGER LTD COM 806857108 807 8,281 SH   SOLE   8,281 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 2,021 1,697,000 PRN   SOLE   1,697,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 218 3,891 SH   SOLE   3,891 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,199 28,895 SH   SOLE   28,895 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 10,950 8,498,000 PRN   SOLE   8,498,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 61,232 327,423 SH   SOLE   327,423 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 5,405 4,361,000 PRN   SOLE   4,361,000 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 2,875 22,760 SH   SOLE   22,760 0 0
STARBUCKS CORP COM 855244109 392 5,336 SH   SOLE   5,336 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4,834 4,236,000 PRN   SOLE   4,236,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 3,422 2,988,000 PRN   SOLE   2,988,000 0 0
STATE STR CORP COM 857477103 207 2,982 SH   SOLE   2,982 0 0
STEEL DYNAMICS INC COM 858119100 197 11,117 SH   SOLE   11,117 0 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 522 484,000 PRN   SOLE   484,000 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 8,499 8,490,000 PRN   SOLE   8,490,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 13,779 10,638,000 PRN   SOLE   10,638,000 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 3,756 3,073,000 PRN   SOLE   3,073,000 0 0
SUNPOWER CORP DBCV 4.750% 4/1 867652AC3 1,216 997,000 PRN   SOLE   997,000 0 0
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 29 19,000 PRN   SOLE   19,000 0 0
SUNSHINE HEART INC COM 86782U106 332 56,346 SH   SOLE   56,346 0 0
SUNTRUST BKS INC COM 867914103 240 6,035 SH   SOLE   6,035 0 0
SWS GROUP INC COM 78503N107 432 57,670 SH   SOLE   57,670 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 7,346 5,593,000 PRN   SOLE   5,593,000 0 0
TANDEM DIABETES CARE INC COM 875372104 415 18,820 SH   SOLE   18,820 0 0
TE CONNECTIVITY LTD REG SHS H84989104 487 8,090 SH   SOLE   8,090 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 2,338 1,319,000 PRN   SOLE   1,319,000 0 0
TESCO CORP COM 88157K101 269 14,551 SH   SOLE   14,551 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 2,458 1,370,000 PRN   SOLE   1,370,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 4,372 4,735,000 PRN   SOLE   4,735,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 10,899 12,000,000 PRN   SOLE   12,000,000 0 0
TEXAS INSTRS INC COM 882508104 390 8,346 SH   SOLE   8,346 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,379 4,950,000 PRN   SOLE   4,950,000 0 0
TIBCO SOFTWARE INC COM 88632Q103 278 13,705 SH   SOLE   13,705 0 0
TIME WARNER INC COM NEW 887317303 336 5,193 SH   SOLE   5,193 0 0
TJX COS INC NEW COM 872540109 563 9,294 SH   SOLE   9,294 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 4,129 3,726,000 PRN   SOLE   3,726,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 657 20,586 SH   SOLE   20,586 0 0
UNION PAC CORP COM 907818108 623 3,313 SH   SOLE   3,313 0 0
UNITED PARCEL SERVICE INC CL B 911312106 252 2,576 SH   SOLE   2,576 0 0
UNITED RENTALS INC COM 911363109 240 2,538 SH   SOLE   2,538 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 1,585 185,000 PRN   SOLE   185,000 0 0
UNITED STATES STL CORP NEW NOTE 4.000% 5/1 912909AE8 43 43,000 PRN   SOLE   43,000 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 2,045 1,579,000 PRN   SOLE   1,579,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 269 2,306 SH   SOLE   2,306 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 3,462 51,995 SH   SOLE   51,995 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 1,652 830,000 PRN   SOLE   830,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 758 9,247 SH   SOLE   9,247 0 0
URBAN OUTFITTERS INC COM 917047102 364 9,989 SH   SOLE   9,989 0 0
US BANCORP DEL COM NEW 902973304 539 12,577 SH   SOLE   12,577 0 0
VALERO ENERGY CORP NEW COM 91913Y100 622 11,718 SH   SOLE   11,718 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 5,083 3,725,000 PRN   SOLE   3,725,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 793 16,695 SH   SOLE   16,695 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 226 3,190 SH   SOLE   3,190 0 0
VIACOM INC NEW CL B 92553P201 336 3,954 SH   SOLE   3,954 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 7,117 7,012,000 PRN   SOLE   7,012,000 0 0
VISA INC COM CL A 92826C839 602 2,788 SH   SOLE   2,788 0 0
VITACOST COM INC COM 92847A200 469 66,030 SH   SOLE   66,030 0 0
VOXELJET AG ADS 92912L107 403 16,040 SH   SOLE   16,040 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 210 150,000 PRN   SOLE   150,000 0 0
WAL-MART STORES INC COM 931142103 334 4,380 SH   SOLE   4,380 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 7,407 7,849,000 PRN   SOLE   7,849,000 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 489 417,000 PRN   SOLE   417,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 2,792 2,774,000 PRN   SOLE   2,774,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 15,618 10,684,000 PRN   SOLE   10,684,000 0 0
WELLS FARGO & CO MTNF 0.125% 3/0 94986RCZ2 13,618 9,661,000 PRN   SOLE   9,661,000 0 0
WELLS FARGO & CO NEW COM 949746101 580 11,665 SH   SOLE   11,665 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 9,746 8,308 SH   SOLE   8,308 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 12,127 4,085,000 PRN   SOLE   4,085,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 318 12,933 SH   SOLE   12,933 0 0
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 1,129 279,000 PRN   SOLE   279,000 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 313 42,044 SH   SOLE   42,044 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,930 35,560 SH   SOLE   35,560 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 9,867 7,295,000 PRN   SOLE   7,295,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 9,779 5,214,000 PRN   SOLE   5,214,000 0 0
XOMA CORP DEL COM 98419J107 388 74,580 SH   SOLE   74,580 0 0
YAHOO INC COM 984332106 435 12,087 SH   SOLE   12,087 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 439 19,500 SH   SOLE   19,500 0 0
ZIONS BANCORPORATION COM 989701107 303 9,801 SH   SOLE   9,801 0 0