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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 268 1,625 SH   SOLE   1,625 0 0
ABBOTT LABS COM 002824100 320 6,924 SH   SOLE   6,924 0 0
ABBVIE INC COM 00287Y109 504 8,632 SH   SOLE   8,632 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 7,678 7,500,000 PRN   SOLE   7,500,000 0 0
ACTAVIS PLC SHS G0083B108 440 1,488 SH   SOLE   1,488 0 0
ACTAVIS PLC PFD CONV SER A G0083B116 28,463 27,611 SH   SOLE   27,611 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 4,469 3,731,000 PRN   SOLE   3,731,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 320 1,489 SH   SOLE   1,489 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 1,920 1,332,000 PRN   SOLE   1,332,000 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 3,535 1,170,000 PRN   SOLE   1,170,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 5,173 4,804,000 PRN   SOLE   4,804,000 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 2,821 521,000 PRN   SOLE   521,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 4,059 3,187,000 PRN   SOLE   3,187,000 0 0
ALCOA INC DEP SHS 1/10TH 013817309 2,730 62,340 SH   SOLE   62,340 0 0
ALERE INC PERP PFD CONV SE 01449J204 2,528 7,500 SH   SOLE   7,500 0 0
ALERE INC NOTE 3.000% 5/1 01449JAA3 3,390 2,851,000 PRN   SOLE   2,851,000 0 0
ALLSTATE CORP COM 020002101 220 3,118 SH   SOLE   3,118 0 0
ALTRIA GROUP INC COM 02209S103 377 7,497 SH   SOLE   7,497 0 0
ALZA CORP SDCV 7/2 02261WAB5 346 250,000 PRN   SOLE   250,000 0 0
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 415 200,000 PRN   SOLE   200,000 0 0
AMAZON COM INC COM 023135106 345 930 SH   SOLE   930 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 364 6,870 SH   SOLE   6,870 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 394 7,246 SH   SOLE   7,246 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 3,898 37,897 SH   SOLE   37,897 0 0
AMGEN INC COM 031162100 483 3,024 SH   SOLE   3,024 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 2,714 22,030 SH   SOLE   22,030 0 0
AMTRUST FINL SVCS INC NOTE 5.500%12/1 032359AC5 3,091 1,408,000 PRN   SOLE   1,408,000 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 4,574 5,092,000 PRN   SOLE   5,092,000 0 0
ANADARKO PETE CORP COM 032511107 382 4,635 SH   SOLE   4,635 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 6,429 6,380,000 PRN   SOLE   6,380,000 0 0
APPLE INC COM 037833100 2,258 18,132 SH   SOLE   18,132 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3,550 3,442,000 PRN   SOLE   3,442,000 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 357 346,000 PRN   SOLE   346,000 0 0
ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 3,843 3,688,000 PRN   SOLE   3,688,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 104 100,000 PRN   SOLE   100,000 0 0
ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 2,248 2,974,000 PRN   SOLE   2,974,000 0 0
AT&T INC COM 00206R102 540 16,604 SH   SOLE   16,604 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 6,960 8,000,000 PRN   SOLE   8,000,000 0 0
BANK AMER CORP COM 060505104 782 50,742 SH   SOLE   50,742 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 19,703 17,030 SH   SOLE   17,030 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 491 3,394 SH   SOLE   3,394 0 0
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 2,820 2,598,000 PRN   SOLE   2,598,000 0 0
BIOGEN INC COM 09062X103 331 785 SH   SOLE   785 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 637 433,000 PRN   SOLE   433,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 4,844 3,219,000 PRN   SOLE   3,219,000 0 0
BLOOMIN BRANDS INC COM 094235108 207 8,518 SH   SOLE   8,518 0 0
BLUCORA INC NOTE 4.250% 4/0 095229AB6 5,003 5,369,000 PRN   SOLE   5,369,000 0 0
BOEING CO COM 097023105 309 2,043 SH   SOLE   2,043 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 7,178 6,500,000 PRN   SOLE   6,500,000 0 0
BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 3,645 3,639,000 PRN   SOLE   3,639,000 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 2,424 2,288,000 PRN   SOLE   2,288,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 527 379,000 PRN   SOLE   379,000 0 0
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 1,969 809,000 PRN   SOLE   809,000 0 0
CALLAWAY GOLF CO NOTE 3.750% 8/1 131193AC8 2,689 2,099,000 PRN   SOLE   2,099,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 2,631 2,500,000 PRN   SOLE   2,500,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 309 3,922 SH   SOLE   3,922 0 0
CELGENE CORP COM 151020104 452 3,917 SH   SOLE   3,917 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 4,735 4,000,000 PRN   SOLE   4,000,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 12,819 15,491,000 PRN   SOLE   15,491,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 3,620 4,000,000 PRN   SOLE   4,000,000 0 0
CHEVRON CORP NEW COM 166764100 582 5,533 SH   SOLE   5,533 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 5,672 4,465,000 PRN   SOLE   4,465,000 0 0
CISCO SYS INC COM 17275R102 398 14,475 SH   SOLE   14,475 0 0
CITIGROUP INC COM NEW 172967424 951 18,439 SH   SOLE   18,439 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 3,286 4,500,000 PRN   SOLE   4,500,000 0 0
COCA COLA CO COM 191216100 534 13,168 SH   SOLE   13,168 0 0
COLONY FINL INC NOTE 3.875% 1/1 19624RAB2 4,009 3,727,000 PRN   SOLE   3,727,000 0 0
COMCAST CORP NEW CL A 20030N101 510 9,022 SH   SOLE   9,022 0 0
CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 365 375,000 PRN   SOLE   375,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 259 1,706 SH   SOLE   1,706 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 2,223 21,401 SH   SOLE   21,401 0 0
CUMMINS INC COM 231021106 250 1,797 SH   SOLE   1,797 0 0
CVS HEALTH CORP COM 126650100 311 3,025 SH   SOLE   3,025 0 0
D R HORTON INC COM 23331A109 287 10,083 SH   SOLE   10,083 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,919 779,000 PRN   SOLE   779,000 0 0
DBX ETF TR XTRAK MSCI JAPN 233051507 1,851 44,979 SH   SOLE   44,979 0 0
DBX ETF TR DB XTR MSCI EUR 233051853 1,807 61,994 SH   SOLE   61,994 0 0
DEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1 242309AB8 2,800 2,361,000 PRN   SOLE   2,361,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 371 8,245 SH   SOLE   8,245 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,932 6,000,000 PRN   SOLE   6,000,000 0 0
DISNEY WALT CO COM DISNEY 254687106 463 4,421 SH   SOLE   4,421 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 6,556 116,618 SH   SOLE   116,618 0 0
E M C CORP MASS COM 268648102 321 12,553 SH   SOLE   12,553 0 0
EAGLE MATERIALS INC COM 26969P108 239 2,835 SH   SOLE   2,835 0 0
EASTMAN CHEM CO COM 277432100 213 3,084 SH   SOLE   3,084 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2,676 1,443,000 PRN   SOLE   1,443,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 9,159 8,500,000 PRN   SOLE   8,500,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 3,885 3,477,000 PRN   SOLE   3,477,000 0 0
EOG RES INC COM 26875P101 378 4,122 SH   SOLE   4,122 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 589 24,481 SH   SOLE   24,481 0 0
EVEREST RE GROUP LTD COM G3223R108 230 1,315 SH   SOLE   1,315 0 0
EXELON CORP UNIT 99/99/9999 30161N127 2,543 52,425 SH   SOLE   52,425 0 0
EXXON MOBIL CORP COM 30231G102 958 11,285 SH   SOLE   11,285 0 0
FACEBOOK INC CL A 30303M102 501 6,117 SH   SOLE   6,117 0 0
FEDEX CORP COM 31428X106 382 2,310 SH   SOLE   2,310 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 9,497 68,586 SH   SOLE   68,586 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 3,113 1,546,000 PRN   SOLE   1,546,000 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 4,281 3,417,000 PRN   SOLE   3,417,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 4,445 4,723,000 PRN   SOLE   4,723,000 0 0
FXCM INC NOTE 2.250% 6/1 302693AB2 194 250,000 PRN   SOLE   250,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,751 7,250,000 PRN   SOLE   7,250,000 0 0
GENERAL ELECTRIC CO COM 369604103 737 29,650 SH   SOLE   29,650 0 0
GENERAL MTRS CO COM 37045V100 340 9,060 SH   SOLE   9,060 0 0
GILEAD SCIENCES INC COM 375558103 413 4,205 SH   SOLE   4,205 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 19,905 4,620,000 PRN   SOLE   4,620,000 0 0
GOOGLE INC CL A 38259P508 1,254 2,263 SH   SOLE   2,263 0 0
GOOGLE INC CL C 38259P706 372 675 SH   SOLE   675 0 0
HAWAIIAN HOLDINGS INC NOTE 5.000% 3/1 419879AD3 2,929 1,036,000 PRN   SOLE   1,036,000 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 7,143 106,347 SH   SOLE   106,347 0 0
HEALTH CARE REIT INC NOTE 3.000%12/0 42217KAR7 1,932 1,267,000 PRN   SOLE   1,267,000 0 0
HEALTHWAYS INC NOTE 1.500% 7/0 422245AB6 257 220,000 PRN   SOLE   220,000 0 0
HEWLETT PACKARD CO COM 428236103 326 10,502 SH   SOLE   10,502 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 6,601 4,486,000 PRN   SOLE   4,486,000 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 1,057 853,000 PRN   SOLE   853,000 0 0
HOME DEPOT INC COM 437076102 524 4,615 SH   SOLE   4,615 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 3,882 3,653,000 PRN   SOLE   3,653,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 2,565 1,912 SH   SOLE   1,912 0 0
HUNTSMAN CORP COM 447011107 236 10,560 SH   SOLE   10,560 0 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 3,304 2,835,000 PRN   SOLE   2,835,000 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 3/1 451055AF4 1,370 1,151,000 PRN   SOLE   1,151,000 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 2,825 1,279,000 PRN   SOLE   1,279,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 4,643 2,549,000 PRN   SOLE   2,549,000 0 0
INCYTE CORP NOTE 1.250%11/1 45337CAN2 278 150,000 PRN   SOLE   150,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 3,972 3,438,000 PRN   SOLE   3,438,000 0 0
INTEL CORP COM 458140100 404 12,925 SH   SOLE   12,925 0 0
INTEL CORP SDCV 12/1 458140AD2 12,016 9,662,000 PRN   SOLE   9,662,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 30,210 19,135,000 PRN   SOLE   19,135,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 334 1,441 SH   SOLE   1,441 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 2,918 2,706,000 PRN   SOLE   2,706,000 0 0
INTL PAPER CO COM 460146103 470 8,473 SH   SOLE   8,473 0 0
INVESCO LTD SHS G491BT108 416 10,475 SH   SOLE   10,475 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 4,026 11,364 SH   SOLE   11,364 0 0
ISHARES 1-3 YR CR BD ETF 464288646 4,242 40,215 SH   SOLE   40,215 0 0
ISHARES U.S. PFD STK ETF 464288687 5,542 138,197 SH   SOLE   138,197 0 0
ISHARES TR SELECT DIVID ETF 464287168 213 2,744 SH   SOLE   2,744 0 0
ISHARES TR CORE S&P500 ETF 464287200 14,361 69,107 SH   SOLE   69,107 0 0
ISHARES TR CORE US AGGBD ET 464287226 902 8,087 SH   SOLE   8,087 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,153 14,527 SH   SOLE   14,527 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2,571 2,245,000 PRN   SOLE   2,245,000 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,558 968,000 PRN   SOLE   968,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 4,724 2,758,000 PRN   SOLE   2,758,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 2,072 2,003,000 PRN   SOLE   2,003,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 51 50,000 PRN   SOLE   50,000 0 0
JOHNSON & JOHNSON COM 478160104 970 9,628 SH   SOLE   9,628 0 0
JPMORGAN CHASE & CO COM 46625H100 1,356 22,375 SH   SOLE   22,375 0 0
KEYCORP NEW COM 493267108 220 15,522 SH   SOLE   15,522 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 6,248 47,894 SH   SOLE   47,894 0 0
KIMBERLY CLARK CORP COM 494368103 930 8,685 SH   SOLE   8,685 0 0
KINDER MORGAN INC DEL COM 49456B101 207 4,940 SH   SOLE   4,940 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,127 667,000 PRN   SOLE   667,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 673 560,000 PRN   SOLE   560,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 10,462 8,077,000 PRN   SOLE   8,077,000 0 0
LEAR CORP COM NEW 521865204 209 1,872 SH   SOLE   1,872 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 3,314 2,374,000 PRN   SOLE   2,374,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 2,402 2,404,000 PRN   SOLE   2,404,000 0 0
LOEWS CORP COM 540424108 675 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 239 3,218 SH   SOLE   3,218 0 0
MACQUARIE INFRASTR CO LLC NOTE 2.875% 7/1 55608BAA3 9,763 8,241,000 PRN   SOLE   8,241,000 0 0
MARATHON PETE CORP COM 56585A102 233 2,278 SH   SOLE   2,278 0 0
MASTERCARD INC CL A 57636Q104 542 6,275 SH   SOLE   6,275 0 0
MCKESSON CORP COM 58155Q103 515 2,272 SH   SOLE   2,272 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 3,427 2,892,000 PRN   SOLE   2,892,000 0 0
MEDIVATION INC NOTE 2.625% 4/0 58501NAA9 36 14,000 PRN   SOLE   14,000 0 0
MERCK & CO INC NEW COM 58933Y105 401 7,004 SH   SOLE   7,004 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 5,344 5,000,000 PRN   SOLE   5,000,000 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 7,884 5,280,000 PRN   SOLE   5,280,000 0 0
METLIFE INC COM 59156R108 438 8,668 SH   SOLE   8,668 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,842 1,937,000 PRN   SOLE   1,937,000 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 3,853 3,383,000 PRN   SOLE   3,383,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 2,580 1,318,000 PRN   SOLE   1,318,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 2,916 1,162,000 PRN   SOLE   1,162,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 13,385 12,104,000 PRN   SOLE   12,104,000 0 0
MICROSOFT CORP COM 594918104 1,087 26,744 SH   SOLE   26,744 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 4,545 3,537,000 PRN   SOLE   3,537,000 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 8,696 1,956,000 PRN   SOLE   1,956,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 7,771 8,750,000 PRN   SOLE   8,750,000 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 4,836 4,328,000 PRN   SOLE   4,328,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 5,347 81,858 SH   SOLE   81,858 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 12,084 5,919,000 PRN   SOLE   5,919,000 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 2,473 1,983,000 PRN   SOLE   1,983,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 7,786 6,630,000 PRN   SOLE   6,630,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 203 2,003 SH   SOLE   2,003 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 340 4,662 SH   SOLE   4,662 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 7,713 6,535,000 PRN   SOLE   6,535,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 193 15,875 SH   SOLE   15,875 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 5,399 4,217,000 PRN   SOLE   4,217,000 0 0
ORACLE CORP COM 68389X105 531 12,303 SH   SOLE   12,303 0 0
PACIRA PHARMACEUTICALS INC NOTE 3.250% 2/0 695127AB6 1,689 473,000 PRN   SOLE   473,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 7,185 7,500,000 PRN   SOLE   7,500,000 0 0
PEPSICO INC COM 713448108 430 4,476 SH   SOLE   4,476 0 0
PFIZER INC COM 717081103 932 26,827 SH   SOLE   26,827 0 0
PHH CORP NOTE 6.000% 6/1 693320AQ6 446 225,000 PRN   SOLE   225,000 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 7,005 6,500,000 PRN   SOLE   6,500,000 0 0
PRICELINE GRP INC DEBT 1.000% 3/1 741503AQ9 16,765 12,564,000 PRN   SOLE   12,564,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 11,167 9,786,000 PRN   SOLE   9,786,000 0 0
PROCTER & GAMBLE CO COM 742718109 551 6,727 SH   SOLE   6,727 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 4,767 3,000,000 PRN   SOLE   3,000,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 173 170,000 PRN   SOLE   170,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 4,080 4,000,000 PRN   SOLE   4,000,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 8,050 8,500,000 PRN   SOLE   8,500,000 0 0
QUALCOMM INC COM 747525103 220 3,171 SH   SOLE   3,171 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 6,510 6,000,000 PRN   SOLE   6,000,000 0 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 2,942 1,926,000 PRN   SOLE   1,926,000 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 5,541 6,500,000 PRN   SOLE   6,500,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 668 10,000 SH   SOLE   10,000 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 576 490,000 PRN   SOLE   490,000 0 0
RAYTHEON CO COM NEW 755111507 280 2,546 SH   SOLE   2,546 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 4,975 5,000,000 PRN   SOLE   5,000,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 2,417 2,471,000 PRN   SOLE   2,471,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 2,459 2,393,000 PRN   SOLE   2,393,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 8,640 7,327,000 PRN   SOLE   7,327,000 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 2,993 1,887,000 PRN   SOLE   1,887,000 0 0
SALESFORCE COM INC COM 79466L302 270 4,028 SH   SOLE   4,028 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6,002 5,012,000 PRN   SOLE   5,012,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2,199 1,615,000 PRN   SOLE   1,615,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 3,522 3,513,000 PRN   SOLE   3,513,000 0 0
SCHLUMBERGER LTD COM 806857108 362 4,328 SH   SOLE   4,328 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 7,572 8,779,000 PRN   SOLE   8,779,000 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 3,264 3,185,000 PRN   SOLE   3,185,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 210 4,019 SH   SOLE   4,019 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,114 27,246 SH   SOLE   27,246 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 703 12,597 SH   SOLE   12,597 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,513 34,066 SH   SOLE   34,066 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 4,893 3,979,000 PRN   SOLE   3,979,000 0 0
SERVICESOURCE INTL LLC NOTE 1.500% 8/0 81763UAB6 4,085 5,552,000 PRN   SOLE   5,552,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 3,598 3,971,000 PRN   SOLE   3,971,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 14,231 282,140 SH   SOLE   282,140 0 0
SPANSION LLC NOTE 2.000% 9/0 84649PAL9 61 24,000 PRN   SOLE   24,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 52,001 251,915 SH   SOLE   251,915 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,943 10,615 SH   SOLE   10,615 0 0
SPDR SERIES TRUST BARC SHT TR CP 78464A474 2,648 86,156 SH   SOLE   86,156 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 1,242 12,283 SH   SOLE   12,283 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 243 6,665 SH   SOLE   6,665 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 10,114 7,815,000 PRN   SOLE   7,815,000 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 4,396 4,816,000 PRN   SOLE   4,816,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4,625 4,631,000 PRN   SOLE   4,631,000 0 0
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 465 377,000 PRN   SOLE   377,000 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502309 2,934 21,980 SH   SOLE   21,980 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4,073 3,711,000 PRN   SOLE   3,711,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 2,510 2,179,000 PRN   SOLE   2,179,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 8,888 7,796,000 PRN   SOLE   7,796,000 0 0
STONE ENERGY CORP NOTE 1.750% 3/0 861642AN6 4,058 4,500,000 PRN   SOLE   4,500,000 0 0
SUNEDISON INC NOTE 2.000%10/0 86732YAC3 4,833 2,814,000 PRN   SOLE   2,814,000 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 440 317,000 PRN   SOLE   317,000 0 0
SUNTRUST BKS INC COM 867914103 388 9,474 SH   SOLE   9,474 0 0
SWIFT TRANSN CO CL A 87074U101 216 8,327 SH   SOLE   8,327 0 0
T MOBILE US INC CONV PFD SER A 872590203 13,074 222,912 SH   SOLE   222,912 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 2,340 1,666,000 PRN   SOLE   1,666,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 1,900 965,000 PRN   SOLE   965,000 0 0
TEREX CORP NEW COM 880779103 216 8,043 SH   SOLE   8,043 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 1,279 796,000 PRN   SOLE   796,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 6,590 7,523,000 PRN   SOLE   7,523,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 12,563 15,000,000 PRN   SOLE   15,000,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 3,000 2,028,000 PRN   SOLE   2,028,000 0 0
TEXAS INSTRS INC COM 882508104 218 3,827 SH   SOLE   3,827 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 314 2,338 SH   SOLE   2,338 0 0
TIME WARNER INC COM NEW 887317303 241 2,835 SH   SOLE   2,835 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,540 7,803,000 PRN   SOLE   7,803,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 414 12,239 SH   SOLE   12,239 0 0
TYSON FOODS INC CL A 902494103 203 5,329 SH   SOLE   5,329 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 13,483 278,868 SH   SOLE   278,868 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 128 17,880 SH   SOLE   17,880 0 0
UNION PAC CORP COM 907818108 433 3,996 SH   SOLE   3,996 0 0
UNITED RENTALS INC COM 911363109 250 2,740 SH   SOLE   2,740 0 0
UNITED STATES STL CORP NEW COM 912909108 203 8,298 SH   SOLE   8,298 0 0
UNITED TECHNOLOGIES CORP COM 913017109 267 2,269 SH   SOLE   2,269 0 0
UNITED TECHNOLOGIES CORP UNIT 06/01/2015 913017117 3,432 55,758 SH   SOLE   55,758 0 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 2,162 600,000 PRN   SOLE   600,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 512 4,320 SH   SOLE   4,320 0 0
UTI WORLDWIDE INC NOTE 4.500% 3/0 90349LAB0 9,385 8,512,000 PRN   SOLE   8,512,000 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 2,645 32,837 SH   SOLE   32,837 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 2,728 2,345,000 PRN   SOLE   2,345,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 424 8,698 SH   SOLE   8,698 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 4,778 3,059,000 PRN   SOLE   3,059,000 0 0
VISA INC COM CL A 92826C839 330 5,020 SH   SOLE   5,020 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 7,059 5,200,000 PRN   SOLE   5,200,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 223 2,619 SH   SOLE   2,619 0 0
WAL-MART STORES INC COM 931142103 391 4,764 SH   SOLE   4,764 0 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 7,370 8,000,000 PRN   SOLE   8,000,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 4,717 4,465,000 PRN   SOLE   4,465,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 28,577 13,833,000 PRN   SOLE   13,833,000 0 0
WELLS FARGO & CO MTNF 0.125% 3/1 94986RTK7 14,668 13,133,000 PRN   SOLE   13,133,000 0 0
WELLS FARGO & CO MTNF 0.125% 2/2 94986RVY4 3,309 3,045,000 PRN   SOLE   3,045,000 0 0
WELLS FARGO & CO NEW COM 949746101 793 14,611 SH   SOLE   14,611 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 22,798 18,640 SH   SOLE   18,640 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 860 350,000 PRN   SOLE   350,000 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 4,973 90,960 SH   SOLE   90,960 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 340 282,000 PRN   SOLE   282,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 206 175,000 PRN   SOLE   175,000 0 0
XCERRA CORP COM 98400J108 182 20,315 SH   SOLE   20,315 0 0
XEROX CORP COM 984121103 188 14,525 SH   SOLE   14,525 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 8,454 5,715,000 PRN   SOLE   5,715,000 0 0
YAHOO INC COM 984332106 204 4,513 SH   SOLE   4,513 0 0
YAHOO INC NOTE 12/0 984332AF3 5,513 5,113,000 PRN   SOLE   5,113,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 2,862 3,500,000 PRN   SOLE   3,500,000 0 0