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 232 1,623 SH   SOLE   1,623 0 0
ABBOTT LABS COM 002824100 285 6,984 SH   SOLE   6,984 0 0
ABBVIE INC COM 00287Y109 671 11,904 SH   SOLE   11,904 0 0
ACTAVIS PLC SHS G0083B108 218 980 SH   SOLE   980 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 4,314 4,250,000 PRN   SOLE   4,250,000 0 0
AETNA INC NEW COM 00817Y108 296 3,650 SH   SOLE   3,650 0 0
AFFILIATED MANAGERS GROUP COM 008252108 285 1,388 SH   SOLE   1,388 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 3,278 2,176,000 PRN   SOLE   2,176,000 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2,583 1,220,000 PRN   SOLE   1,220,000 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 3,114 818,000 PRN   SOLE   818,000 0 0
ALERE INC PERP PFD CONV SE 01449J204 7,640 24,250 SH   SOLE   24,250 0 0
ALLSTATE CORP COM 020002101 666 11,351 SH   SOLE   11,351 0 0
ALTRIA GROUP INC COM 02209S103 205 4,865 SH   SOLE   4,865 0 0
ALZA CORP SDCV 7/2 02261WAB5 492 342,000 PRN   SOLE   342,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 2,605 2,450,000 PRN   SOLE   2,450,000 0 0
AMAZON COM INC COM 023135106 303 932 SH   SOLE   932 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 820 19,079 SH   SOLE   19,079 0 0
AMERICAN EXPRESS CO COM 025816109 243 2,564 SH   SOLE   2,564 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 560 10,294 SH   SOLE   10,294 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 3,205 3,072,000 PRN   SOLE   3,072,000 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 1,674 15,797 SH   SOLE   15,797 0 0
AMGEN INC COM 031162100 674 5,700 SH   SOLE   5,700 0 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 2,876 1,750,000 PRN   SOLE   1,750,000 0 0
ANADARKO PETE CORP COM 032511107 606 5,521 SH   SOLE   5,521 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 363 3,146 SH   SOLE   3,146 0 0
APACHE CORP COM 037411105 622 6,167 SH   SOLE   6,167 0 0
APPLE INC COM 037833100 1,815 19,519 SH   SOLE   19,519 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 5,226 231,950 SH   SOLE   231,950 0 0
ARES CAP CORP COM 04010L103 562 31,465 SH   SOLE   31,465 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3,657 3,439,000 PRN   SOLE   3,439,000 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 836 779,000 PRN   SOLE   779,000 0 0
ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 2,848 2,674,000 PRN   SOLE   2,674,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 56 53,000 PRN   SOLE   53,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 473 103,540 SH   SOLE   103,540 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 4,193 4,500,000 PRN   SOLE   4,500,000 0 0
AT&T INC COM 00206R102 620 17,567 SH   SOLE   17,567 0 0
BANC CALIF INC COM 05990K106 611 56,212 SH   SOLE   56,212 0 0
BANK NEW YORK MELLON CORP COM 064058100 242 6,520 SH   SOLE   6,520 0 0
BANK OF AMERICA CORPORATION COM 060505104 442 28,813 SH   SOLE   28,813 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 12,554 10,757 SH   SOLE   10,757 0 0
BARCLAYS PLC ADR 06738E204 683 46,775 SH   SOLE   46,775 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 504 17,285 SH   SOLE   17,285 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 394 3,109 SH   SOLE   3,109 0 0
BIND THERAPEUTICS INC COM 05548N107 487 36,995 SH   SOLE   36,995 0 0
BIOGEN IDEC INC COM 09062X103 257 816 SH   SOLE   816 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.875% 4/2 09061GAD3 116 38,000 PRN   SOLE   38,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 425 413,000 PRN   SOLE   413,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 3,198 3,039,000 PRN   SOLE   3,039,000 0 0
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 539 19,125 SH   SOLE   19,125 0 0
BOEING CO COM 097023105 665 5,221 SH   SOLE   5,221 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 6,130 5,195,000 PRN   SOLE   5,195,000 0 0
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 4,077 3,500,000 PRN   SOLE   3,500,000 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 3,931 3,105,000 PRN   SOLE   3,105,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 535 392,000 PRN   SOLE   392,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 1,823 784,000 PRN   SOLE   784,000 0 0
CAI INTERNATIONAL INC COM 12477X106 301 13,610 SH   SOLE   13,610 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 3,071 2,500,000 PRN   SOLE   2,500,000 0 0
CANCER GENETICS INC COM 13739U104 249 22,010 SH   SOLE   22,010 0 0
CAPITAL ONE FINL CORP COM 14040H105 878 10,640 SH   SOLE   10,640 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 453 63,775 SH   SOLE   63,775 0 0
CASELLA WASTE SYS INC CL A 147448104 508 101,220 SH   SOLE   101,220 0 0
CBS CORP NEW CL B 124857202 889 14,308 SH   SOLE   14,308 0 0
CELGENE CORP COM 151020104 803 9,352 SH   SOLE   9,352 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 11,377 7,500,000 PRN   SOLE   7,500,000 0 0
CHC GROUP LTD SHS G07021101 553 65,550 SH   SOLE   65,550 0 0
CHEGG INC COM 163092109 457 64,910 SH   SOLE   64,910 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 3,289 3,106,000 PRN   SOLE   3,106,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 536 500,000 PRN   SOLE   500,000 0 0
CHEVRON CORP NEW COM 166764100 770 5,896 SH   SOLE   5,896 0 0
CHIQUITA BRANDS INTL INC NOTE 4.250% 8/1 170032AT3 3,927 3,900,000 PRN   SOLE   3,900,000 0 0
CIENA CORP NOTE 0.875% 6/1 171779AE1 894 897,000 PRN   SOLE   897,000 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 7,829 5,650,000 PRN   SOLE   5,650,000 0 0
CIMATRON LTD ORD M23798107 606 97,580 SH   SOLE   97,580 0 0
CINCINNATI BELL INC NEW COM 171871106 506 128,680 SH   SOLE   128,680 0 0
CISCO SYS INC COM 17275R102 364 14,633 SH   SOLE   14,633 0 0
CITIGROUP INC COM NEW 172967424 1,422 30,126 SH   SOLE   30,126 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 4,298 3,996,000 PRN   SOLE   3,996,000 0 0
COCA COLA CO COM 191216100 493 11,607 SH   SOLE   11,607 0 0
COMCAST CORP NEW CL A 20030N101 1,571 29,236 SH   SOLE   29,236 0 0
COMMERCIAL VEH GROUP INC COM 202608105 480 47,750 SH   SOLE   47,750 0 0
CONAGRA FOODS INC COM 205887102 524 17,639 SH   SOLE   17,639 0 0
CONCUR TECHNOLOGIES INC NOTE 0.500% 6/1 206708AC3 2,260 2,024,000 PRN   SOLE   2,024,000 0 0
CONOCOPHILLIPS COM 20825C104 401 4,667 SH   SOLE   4,667 0 0
CONSTELLIUM NV CL A N22035104 221 6,900 SH   SOLE   6,900 0 0
CONTINENTAL AIRLS INC NOTE 4.500% 1/1 210795PU8 3,449 1,572,000 PRN   SOLE   1,572,000 0 0
COVISINT CORP COM 22357R103 237 48,765 SH   SOLE   48,765 0 0
COWEN GROUP INC NEW CL A 223622101 279 66,185 SH   SOLE   66,185 0 0
CROWN CASTLE INTL CORP CNV PFD STK SR A 228227500 2,130 20,995 SH   SOLE   20,995 0 0
CTI BIOPHARMA CORP COM 12648L106 382 135,525 SH   SOLE   135,525 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 9,479 3,869,000 PRN   SOLE   3,869,000 0 0
CUMMINS INC COM 231021106 200 1,300 SH   SOLE   1,300 0 0
CVS CAREMARK CORPORATION COM 126650100 742 9,838 SH   SOLE   9,838 0 0
CYAN INC COM 23247W104 428 106,430 SH   SOLE   106,430 0 0
CYNOSURE INC CL A 232577205 678 31,945 SH   SOLE   31,945 0 0
D R HORTON INC COM 23331A109 543 22,140 SH   SOLE   22,140 0 0
DANAHER CORP DEL COM 235851102 720 9,144 SH   SOLE   9,144 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,822 796,000 PRN   SOLE   796,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 341 10,665 SH   SOLE   10,665 0 0
DEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1 242309AB8 9,372 7,000,000 PRN   SOLE   7,000,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 593 15,264 SH   SOLE   15,264 0 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 3,580 2,983,000 PRN   SOLE   2,983,000 0 0
DISCOVER FINL SVCS COM 254709108 327 5,260 SH   SOLE   5,260 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 468 6,295 SH   SOLE   6,295 0 0
DISNEY WALT CO COM DISNEY 254687106 381 4,452 SH   SOLE   4,452 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 4,746 82,073 SH   SOLE   82,073 0 0
DONNELLEY R R & SONS CO COM 257867101 442 26,015 SH   SOLE   26,015 0 0
DOW CHEM CO COM 260543103 670 12,985 SH   SOLE   12,985 0 0
DRIL-QUIP INC COM 262037104 224 2,050 SH   SOLE   2,050 0 0
E M C CORP MASS COM 268648102 212 7,997 SH   SOLE   7,997 0 0
EASTMAN CHEM CO COM 277432100 680 7,808 SH   SOLE   7,808 0 0
EATON CORP PLC SHS G29183103 575 7,458 SH   SOLE   7,458 0 0
EBAY INC COM 278642103 586 11,705 SH   SOLE   11,705 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 3,909 3,092,000 PRN   SOLE   3,092,000 0 0
EMERALD OIL INC COM NEW 29101U209 88 11,490 SH   SOLE   11,490 0 0
EMERSON ELEC CO COM 291011104 211 3,166 SH   SOLE   3,166 0 0
ENDO HEALTH SOLUTIONS INC NOTE 1.750% 4/1 29264FAB2 1,972 823,000 PRN   SOLE   823,000 0 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 54 31,000 PRN   SOLE   31,000 0 0
ENNIS INC COM 293389102 226 14,845 SH   SOLE   14,845 0 0
ENSCO PLC SHS CLASS A G3157S106 322 5,800 SH   SOLE   5,800 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 487 78,591 SH   SOLE   78,591 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 351 105,630 SH   SOLE   105,630 0 0
EOG RES INC COM 26875P101 254 2,162 SH   SOLE   2,162 0 0
EQUINIX INC NOTE 3.000%10/1 29444UAG1 1,412 744,000 PRN   SOLE   744,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 283 17,858 SH   SOLE   17,858 0 0
EXXON MOBIL CORP COM 30231G102 1,591 15,794 SH   SOLE   15,794 0 0
FACEBOOK INC CL A 30303M102 274 4,051 SH   SOLE   4,051 0 0
FEDEX CORP COM 31428X106 619 4,076 SH   SOLE   4,076 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,280 1,389,000 PRN   SOLE   1,389,000 0 0
FINISAR CORP COM NEW 31787A507 365 18,495 SH   SOLE   18,495 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,906 3,065,000 PRN   SOLE   3,065,000 0 0
FOOT LOCKER INC COM 344849104 716 14,169 SH   SOLE   14,169 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 228 13,256 SH   SOLE   13,256 0 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 10,188 5,098,000 PRN   SOLE   5,098,000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 13,310 11,781,000 PRN   SOLE   11,781,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 5,421 5,000,000 PRN   SOLE   5,000,000 0 0
FORMFACTOR INC COM 346375108 505 60,710 SH   SOLE   60,710 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 505 12,670 SH   SOLE   12,670 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 212 5,804 SH   SOLE   5,804 0 0
GAMESTOP CORP NEW CL A 36467W109 209 5,150 SH   SOLE   5,150 0 0
GENCORP INC COM 368682100 460 24,055 SH   SOLE   24,055 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 11,657 11,775,000 PRN   SOLE   11,775,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,591 60,466 SH   SOLE   60,466 0 0
GENERAL MTRS CO COM 37045V100 391 10,787 SH   SOLE   10,787 0 0
GILEAD SCIENCES INC COM 375558103 322 3,887 SH   SOLE   3,887 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 29,307 8,040,000 PRN   SOLE   8,040,000 0 0
GLU MOBILE INC COM 379890106 462 92,380 SH   SOLE   92,380 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 899 898,000 PRN   SOLE   898,000 0 0
GOOGLE INC CL A 38259P508 1,584 2,710 SH   SOLE   2,710 0 0
GOOGLE INC CL C 38259P706 793 1,381 SH   SOLE   1,381 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 2,082 1,244,000 PRN   SOLE   1,244,000 0 0
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 182 128,000 PRN   SOLE   128,000 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 8,414 4,825,000 PRN   SOLE   4,825,000 0 0
HALCON RES CORP COM NEW 40537Q209 233 31,915 SH   SOLE   31,915 0 0
HALLIBURTON CO COM 406216101 850 11,998 SH   SOLE   11,998 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 3,632 2,009,000 PRN   SOLE   2,009,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 14,140 244,877 SH   SOLE   244,877 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 1,221 989,000 PRN   SOLE   989,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 242 220,000 PRN   SOLE   220,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 3,813 2,832,000 PRN   SOLE   2,832,000 0 0
HERCULES OFFSHORE INC COM 427093109 267 66,300 SH   SOLE   66,300 0 0
HEWLETT PACKARD CO COM 428236103 411 12,200 SH   SOLE   12,200 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 6,032 4,808,000 PRN   SOLE   4,808,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 908 832,000 PRN   SOLE   832,000 0 0
HOME DEPOT INC COM 437076102 543 6,702 SH   SOLE   6,702 0 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 3,530 2,920,000 PRN   SOLE   2,920,000 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 5,896 4,250,000 PRN   SOLE   4,250,000 0 0
HOWARD HUGHES CORP COM 44267D107 211 1,335 SH   SOLE   1,335 0 0
HUBBELL INC CL B 443510201 263 2,140 SH   SOLE   2,140 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 1,923 1,456 SH   SOLE   1,456 0 0
HUNTSMAN CORP COM 447011107 331 11,793 SH   SOLE   11,793 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 287 3,240 SH   SOLE   3,240 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 8,952 6,188,000 PRN   SOLE   6,188,000 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 2,660 1,237,000 PRN   SOLE   1,237,000 0 0
INGERSOLL-RAND PLC SHS G47791101 402 6,428 SH   SOLE   6,428 0 0
INTEL CORP COM 458140100 377 12,175 SH   SOLE   12,175 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 6,448 5,185,000 PRN   SOLE   5,185,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 27,428 17,784,000 PRN   SOLE   17,784,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 298 1,575 SH   SOLE   1,575 0 0
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 436 61,780 SH   SOLE   61,780 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 252 1,389 SH   SOLE   1,389 0 0
INTL PAPER CO COM 460146103 893 17,666 SH   SOLE   17,666 0 0
INVESCO LTD SHS G491BT108 875 23,207 SH   SOLE   23,207 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 4,342 13,000 SH   SOLE   13,000 0 0
ISHARES MSCI UK ETF 464286699 531 25,450 SH   SOLE   25,450 0 0
ISHARES MSCI TAIWAN ETF 464286731 318 20,100 SH   SOLE   20,100 0 0
ISHARES MSCI STH KOR ETF 464286772 252 3,875 SH   SOLE   3,875 0 0
ISHARES CORE TOTUSBD ETF 464287226 544 4,975 SH   SOLE   4,975 0 0
ISHARES RUS 2000 GRW ETF 464287648 243 1,755 SH   SOLE   1,755 0 0
ISHARES RUSSELL 2000 ETF 464287655 256 2,156 SH   SOLE   2,156 0 0
ISHARES U.S. REAL ES ETF 464287739 1,102 15,366 SH   SOLE   15,366 0 0
ISHARES 1-3 YR CR BD ETF 464288646 4,057 38,395 SH   SOLE   38,395 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 4,056 79,812 SH   SOLE   79,812 0 0
JAKKS PAC INC COM 47012E106 565 72,995 SH   SOLE   72,995 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 2,033 1,562,000 PRN   SOLE   1,562,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 4,732 3,433,000 PRN   SOLE   3,433,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 3,452 3,229,000 PRN   SOLE   3,229,000 0 0
JOHNSON & JOHNSON COM 478160104 1,037 9,888 SH   SOLE   9,888 0 0
JPMORGAN CHASE & CO COM 46625H100 1,756 30,451 SH   SOLE   30,451 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 394 173,360 SH   SOLE   173,360 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 269 5,765 SH   SOLE   5,765 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 4,271 4,250,000 PRN   SOLE   4,250,000 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 9,684 74,511 SH   SOLE   74,511 0 0
KEYW HLDG CORP COM 493723100 516 40,964 SH   SOLE   40,964 0 0
KIMBERLY CLARK CORP COM 494368103 966 8,685 SH   SOLE   8,685 0 0
KRAFT FOODS GROUP INC COM 50076Q106 354 5,890 SH   SOLE   5,890 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 476 60,960 SH   SOLE   60,960 0 0
KROGER CO COM 501044101 226 4,579 SH   SOLE   4,579 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 316 34,335 SH   SOLE   34,335 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,022 745,000 PRN   SOLE   745,000 0 0
LAM RESEARCH CORP COM 512807108 266 3,917 SH   SOLE   3,917 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 3,929 3,160,000 PRN   SOLE   3,160,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 7,974 5,835,000 PRN   SOLE   5,835,000 0 0
LEAR CORP COM NEW 521865204 551 6,167 SH   SOLE   6,167 0 0
LENNAR CORP CL A 526057104 210 5,000 SH   SOLE   5,000 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 4,058 2,443,000 PRN   SOLE   2,443,000 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 262 8,900 SH   SOLE   8,900 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 4,502 3,358,000 PRN   SOLE   3,358,000 0 0
LIFETIME BRANDS INC COM 53222Q103 278 17,665 SH   SOLE   17,665 0 0
LOEWS CORP COM 540424108 728 16,540 SH   SOLE   16,540 0 0
LUMENIS LTD SHS CL B M6778Q121 394 40,400 SH   SOLE   40,400 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 743 7,609 SH   SOLE   7,609 0 0
MACYS INC COM 55616P104 502 8,699 SH   SOLE   8,699 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 447 7,164 SH   SOLE   7,164 0 0
MANPOWERGROUP INC COM 56418H100 345 4,078 SH   SOLE   4,078 0 0
MARATHON OIL CORP COM 565849106 355 8,900 SH   SOLE   8,900 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 202 14,100 SH   SOLE   14,100 0 0
MASTERCARD INC CL A 57636Q104 745 10,131 SH   SOLE   10,131 0 0
MAXLINEAR INC CL A 57776J100 547 54,469 SH   SOLE   54,469 0 0
MBIA INC COM 55262C100 581 52,656 SH   SOLE   52,656 0 0
MCKESSON CORP COM 58155Q103 369 1,972 SH   SOLE   1,972 0 0
MEADOWBROOK INS GROUP INC DBCV 5.000% 3/1 58319PAC2 3,158 3,000,000 PRN   SOLE   3,000,000 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 10,559 8,635,000 PRN   SOLE   8,635,000 0 0
MEDIVATION INC NOTE 2.625% 4/0 58501NAA9 46 29,000 PRN   SOLE   29,000 0 0
MEDTRONIC INC COM 585055106 274 4,292 SH   SOLE   4,292 0 0
MERCK & CO INC NEW COM 58933Y105 407 7,044 SH   SOLE   7,044 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 5,253 5,000,000 PRN   SOLE   5,000,000 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 13,710 8,514,000 PRN   SOLE   8,514,000 0 0
METLIFE INC COM 59156R108 585 10,504 SH   SOLE   10,504 0 0
METLIFE INC UNIT 99/99/9999 59156R116 4,799 150,104 SH   SOLE   150,104 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 3,150 2,119,000 PRN   SOLE   2,119,000 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 5,826 3,970,000 PRN   SOLE   3,970,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 16,114 8,433,000 PRN   SOLE   8,433,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 6,892 2,292,000 PRN   SOLE   2,292,000 0 0
MICROSOFT CORP COM 594918104 821 19,719 SH   SOLE   19,719 0 0
MIDSTATES PETE CO INC COM 59804T100 347 47,920 SH   SOLE   47,920 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 706 171,890 SH   SOLE   171,890 0 0
MOLINA HEALTHCARE INC NOTE 3.750%10/0 60855RAA8 2,635 1,840,000 PRN   SOLE   1,840,000 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 1,188 947,000 PRN   SOLE   947,000 0 0
MONDELEZ INTL INC CL A 609207105 322 8,513 SH   SOLE   8,513 0 0
MORGANS HOTEL GROUP CO COM 61748W108 461 58,125 SH   SOLE   58,125 0 0
MUELLER WTR PRODS INC COM SER A 624758108 508 58,818 SH   SOLE   58,818 0 0
MYLAN INC COM 628530107 475 9,210 SH   SOLE   9,210 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 8,880 2,290,000 PRN   SOLE   2,290,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 578 7,033 SH   SOLE   7,033 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 10,380 7,750,000 PRN   SOLE   7,750,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 4,462 68,748 SH   SOLE   68,748 0 0
NORCRAFT COS INC COM 65557Y105 415 29,000 SH   SOLE   29,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 19,789 9,781,000 PRN   SOLE   9,781,000 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 484 423,000 PRN   SOLE   423,000 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 468 23,255 SH   SOLE   23,255 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 793 7,719 SH   SOLE   7,719 0 0
OCEANEERING INTL INC COM 675232102 340 4,350 SH   SOLE   4,350 0 0
OCLARO INC COM NEW 67555N206 176 79,520 SH   SOLE   79,520 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 8,654 6,957,000 PRN   SOLE   6,957,000 0 0
OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 4,947 60,695 SH   SOLE   60,695 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 8,346 7,846,000 PRN   SOLE   7,846,000 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 4,186 3,697,000 PRN   SOLE   3,697,000 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 318 241,000 PRN   SOLE   241,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 3,525 3,004,000 PRN   SOLE   3,004,000 0 0
ORACLE CORP COM 68389X105 667 16,489 SH   SOLE   16,489 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 4,044 1,084,000 PRN   SOLE   1,084,000 0 0
PACKAGING CORP AMER COM 695156109 210 2,950 SH   SOLE   2,950 0 0
PARKER HANNIFIN CORP COM 701094104 264 2,101 SH   SOLE   2,101 0 0
PEPSICO INC COM 713448108 403 4,520 SH   SOLE   4,520 0 0
PERION NETWORK LTD SHS M78673106 374 37,134 SH   SOLE   37,134 0 0
PFIZER INC COM 717081103 1,084 36,500 SH   SOLE   36,500 0 0
PGT INC COM 69336V101 208 24,600 SH   SOLE   24,600 0 0
PHH CORP NOTE 4.000% 9/0 693320AN3 3,608 3,595,000 PRN   SOLE   3,595,000 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 5,857 3,000,000 PRN   SOLE   3,000,000 0 0
PHILIP MORRIS INTL INC COM 718172109 330 3,913 SH   SOLE   3,913 0 0
PIONEER NAT RES CO COM 723787107 732 3,188 SH   SOLE   3,188 0 0
PPG INDS INC COM 693506107 321 1,520 SH   SOLE   1,520 0 0
PRICELINE GRP INC COM NEW 741503403 373 314 SH   SOLE   314 0 0
PRICELINE GRP INC NOTE 1.250% 3/1 741503AN6 386 98,000 PRN   SOLE   98,000 0 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 18,980 13,393,000 PRN   SOLE   13,393,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8,439 7,118,000 PRN   SOLE   7,118,000 0 0
PROCTER & GAMBLE CO COM 742718109 586 7,433 SH   SOLE   7,433 0 0
PROLOGIS NOTE 3.250% 3/1 74340XAT8 5,916 5,286,000 PRN   SOLE   5,286,000 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 412 38,805 SH   SOLE   38,805 0 0
PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1 74348TAC6 33 31,000 PRN   SOLE   31,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 1,911 1,829,000 PRN   SOLE   1,829,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 2,161 2,044,000 PRN   SOLE   2,044,000 0 0
PRUDENTIAL FINL INC COM 744320102 324 3,640 SH   SOLE   3,640 0 0
QUALCOMM INC COM 747525103 397 5,010 SH   SOLE   5,010 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 2,221 1,536,000 PRN   SOLE   1,536,000 0 0
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 4,496 3,000,000 PRN   SOLE   3,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 4,300 70,000 SH   SOLE   70,000 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 840 558,000 PRN   SOLE   558,000 0 0
RAYTHEON CO COM NEW 755111507 476 5,176 SH   SOLE   5,176 0 0
REACHLOCAL INC COM 75525F104 308 43,775 SH   SOLE   43,775 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 25 24,000 PRN   SOLE   24,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 489 1,732 SH   SOLE   1,732 0 0
RENTECH INC COM 760112102 206 79,620 SH   SOLE   79,620 0 0
REXFORD INDL RLTY INC COM 76169C100 333 23,400 SH   SOLE   23,400 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 5,635 4,534,000 PRN   SOLE   4,534,000 0 0
RPX CORP COM 74972G103 319 17,985 SH   SOLE   17,985 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 2,233 2,229,000 PRN   SOLE   2,229,000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 5,560 4,000,000 PRN   SOLE   4,000,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 8,199 7,143,000 PRN   SOLE   7,143,000 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 5,200 2,649,000 PRN   SOLE   2,649,000 0 0
SANCHEZ ENERGY CORP COM 79970Y105 249 6,628 SH   SOLE   6,628 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 15,823 7,726,000 PRN   SOLE   7,726,000 0 0
SBA COMMUNICATIONS CORP NOTE 4.000%10/0 78388JAM8 2,900 867,000 PRN   SOLE   867,000 0 0
SCHLUMBERGER LTD COM 806857108 865 7,332 SH   SOLE   7,332 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 1,975 1,720,000 PRN   SOLE   1,720,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 353 6,200 SH   SOLE   6,200 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,251 28,274 SH   SOLE   28,274 0 0
SKY-MOBI LTD SPONSORED ADS 83084G109 251 30,360 SH   SOLE   30,360 0 0
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 12,403 8,922,000 PRN   SOLE   8,922,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 64,350 328,787 SH   SOLE   328,787 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 2,607 2,500,000 PRN   SOLE   2,500,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,690 2,690,000 PRN   SOLE   2,690,000 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 465 372,000 PRN   SOLE   372,000 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 3,355 25,395 SH   SOLE   25,395 0 0
STARBUCKS CORP COM 855244109 407 5,269 SH   SOLE   5,269 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4,875 4,329,000 PRN   SOLE   4,329,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 2,574 2,250,000 PRN   SOLE   2,250,000 0 0
STEEL DYNAMICS INC COM 858119100 197 11,001 SH   SOLE   11,001 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 6,000 6,000,000 PRN   SOLE   6,000,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 16,119 10,979,000 PRN   SOLE   10,979,000 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 4,170 3,256,000 PRN   SOLE   3,256,000 0 0
SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 158 86,000 PRN   SOLE   86,000 0 0
SUNSHINE HEART INC COM 86782U106 362 64,445 SH   SOLE   64,445 0 0
SUNTRUST BKS INC COM 867914103 239 5,974 SH   SOLE   5,974 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 11,935 9,119,000 PRN   SOLE   9,119,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 2,382 1,358,000 PRN   SOLE   1,358,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 2,860 1,414,000 PRN   SOLE   1,414,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 7,073 7,259,000 PRN   SOLE   7,259,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 11,359 11,750,000 PRN   SOLE   11,750,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 714 559,000 PRN   SOLE   559,000 0 0
TEXAS INSTRS INC COM 882508104 521 10,977 SH   SOLE   10,977 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,849 4,750,000 PRN   SOLE   4,750,000 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 466 117,640 SH   SOLE   117,640 0 0
TIME WARNER INC COM NEW 887317303 364 5,145 SH   SOLE   5,145 0 0
TJX COS INC NEW COM 872540109 485 9,139 SH   SOLE   9,139 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 2,741 2,583,000 PRN   SOLE   2,583,000 0 0
TRACTOR SUPPLY CO COM 892356106 286 4,750 SH   SOLE   4,750 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 4,195 3,839,000 PRN   SOLE   3,839,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 726 20,612 SH   SOLE   20,612 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 365 40,405 SH   SOLE   40,405 0 0
UNION PAC CORP COM 907818108 261 2,608 SH   SOLE   2,608 0 0
UNITED PARCEL SERVICE INC CL B 911312106 261 2,550 SH   SOLE   2,550 0 0
UNITED RENTALS INC COM 911363109 263 2,512 SH   SOLE   2,512 0 0
UNITED RENTALS INC NOTE 4.000%11/1 911363AL3 1,789 191,000 PRN   SOLE   191,000 0 0
UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 2,020 1,629,000 PRN   SOLE   1,629,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 262 2,267 SH   SOLE   2,267 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 3,612 55,314 SH   SOLE   55,314 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 1,134 600,000 PRN   SOLE   600,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 354 4,336 SH   SOLE   4,336 0 0
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VALERO ENERGY CORP NEW COM 91913Y100 201 4,008 SH   SOLE   4,008 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 2,680 2,000,000 PRN   SOLE   2,000,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 613 12,544 SH   SOLE   12,544 0 0
VIACOM INC NEW CL B 92553P201 340 3,913 SH   SOLE   3,913 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 8,708 7,399,000 PRN   SOLE   7,399,000 0 0
VISA INC COM CL A 92826C839 722 3,428 SH   SOLE   3,428 0 0
VITACOST COM INC COM 92847A200 409 65,340 SH   SOLE   65,340 0 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 453 131,260 SH   SOLE   131,260 0 0
VONAGE HLDGS CORP COM 92886T201 133 35,230 SH   SOLE   35,230 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 141 100,000 PRN   SOLE   100,000 0 0
WAL-MART STORES INC COM 931142103 322 4,286 SH   SOLE   4,286 0 0
WALTER INVT MGMT CORP NOTE 4.500%11/0 93317WAA0 8,385 9,100,000 PRN   SOLE   9,100,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 3,116 2,966,000 PRN   SOLE   2,966,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 18,297 11,942,000 PRN   SOLE   11,942,000 0 0
WELLS FARGO & CO MTNF 0.125% 3/0 94986RCZ2 14,250 9,911,000 PRN   SOLE   9,911,000 0 0
WELLS FARGO & CO NEW COM 949746101 605 11,490 SH   SOLE   11,490 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 10,336 8,516 SH   SOLE   8,516 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 11,476 3,744,000 PRN   SOLE   3,744,000 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 311 41,615 SH   SOLE   41,615 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 2,080 36,675 SH   SOLE   36,675 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 8,663 6,316,000 PRN   SOLE   6,316,000 0 0
XCERRA CORP COM 98400J108 309 34,000 SH   SOLE   34,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 8,526 5,146,000 PRN   SOLE   5,146,000 0 0
XOMA CORP DEL COM 98419J107 412 89,760 SH   SOLE   89,760 0 0
YAHOO INC COM 984332106 336 9,522 SH   SOLE   9,522 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 542 19,290 SH   SOLE   19,290 0 0
ZIONS BANCORPORATION COM 989701107 286 9,700 SH   SOLE   9,700 0 0
ZYNGA INC CL A 98986T108 265 82,600 SH   SOLE   82,600 0 0