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 242 1,619 SH   SOLE   1,619 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 5,363 5,500,000 PRN   SOLE   5,500,000 0 0
ABBOTT LABS COM 002824100 309 6,893 SH   SOLE   6,893 0 0
ABBVIE INC COM 00287Y109 242 4,084 SH   SOLE   4,084 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 6,122 5,324,000 PRN   SOLE   5,324,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2,859 3,350,000 PRN   SOLE   3,350,000 0 0
AETNA INC NEW COM 00817Y108 232 2,128 SH   SOLE   2,128 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 2,863 971,000 PRN   SOLE   971,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 3,240 3,378,000 PRN   SOLE   3,378,000 0 0
ALBANY MOLECULAR RESH INC NOTE 2.250%11/1 012423AB5 4,708 3,500,000 PRN   SOLE   3,500,000 0 0
ALERE INC PERP PFD CONV SE 01449J204 2,198 8,000 SH   SOLE   8,000 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 7,237 270,000 SH   SOLE   270,000 0 0
ALLERGAN PLC SHS G0177J108 466 1,482 SH   SOLE   1,482 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 29,808 29,096 SH   SOLE   29,096 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 3,227 2,983,000 PRN   SOLE   2,983,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,580 2,031 SH   SOLE   2,031 0 0
ALTRIA GROUP INC COM 02209S103 436 7,468 SH   SOLE   7,468 0 0
ALZA CORP SDCV 7/2 02261WAB5 350 248,000 PRN   SOLE   248,000 0 0
AMAZON COM INC COM 023135106 625 925 SH   SOLE   925 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 347 8,222 SH   SOLE   8,222 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 211 3,382 SH   SOLE   3,382 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 5,328 52,497 SH   SOLE   52,497 0 0
AMGEN INC COM 031162100 419 2,584 SH   SOLE   2,584 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,940 13,483 SH   SOLE   13,483 0 0
AMTRUST FINL SVCS INC NOTE 2.750%12/1 032359AG6 2,867 3,102,000 PRN   SOLE   3,102,000 0 0
ANTHEM INC UNIT 05/01/20188 036752202 8,910 194,584 SH   SOLE   194,584 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 6,262 6,147,000 PRN   SOLE   6,147,000 0 0
APPLE INC COM 037833100 1,812 17,214 SH   SOLE   17,214 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 3,391 3,392,000 PRN   SOLE   3,392,000 0 0
ARES CAP CORP NOTE 5.125% 6/0 04010LAD5 290 290,000 PRN   SOLE   290,000 0 0
ARES CAP CORP NOTE 4.875% 3/1 04010LAG8 535 532,000 PRN   SOLE   532,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 99 100,000 PRN   SOLE   100,000 0 0
AT&T INC COM 00206R102 570 16,539 SH   SOLE   16,539 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,964 6,000,000 PRN   SOLE   6,000,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 6,079 7,335,000 PRN   SOLE   7,335,000 0 0
BANK AMER CORP COM 060505104 764 45,263 SH   SOLE   45,263 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 13,696 12,528 SH   SOLE   12,528 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 610 4,616 SH   SOLE   4,616 0 0
BGC PARTNERS INC NOTE 4.500% 7/1 05541TAD3 4,810 4,443,000 PRN   SOLE   4,443,000 0 0
BIOGEN INC COM 09062X103 238 783 SH   SOLE   783 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,607 1,952,000 PRN   SOLE   1,952,000 0 0
BLUCORA INC NOTE 4.250% 4/0 095229AB6 5,819 7,000,000 PRN   SOLE   7,000,000 0 0
BOEING CO COM 097023105 230 1,592 SH   SOLE   1,592 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 5,713 5,075,000 PRN   SOLE   5,075,000 0 0
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 2,295 2,145,000 PRN   SOLE   2,145,000 0 0
CANADIAN SOLAR INC NOTE 4.250% 2/1 136635AE9 5,169 5,600,000 PRN   SOLE   5,600,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 256 3,529 SH   SOLE   3,529 0 0
CELGENE CORP COM 151020104 552 4,596 SH   SOLE   4,596 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 4,783 5,125,000 PRN   SOLE   5,125,000 0 0
CEPHEID DBCV 1.250% 2/0 15670RAC1 2,668 3,000,000 PRN   SOLE   3,000,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 3,460 4,000,000 PRN   SOLE   4,000,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 6,081 11,500,000 PRN   SOLE   11,500,000 0 0
CHEVRON CORP NEW COM 166764100 395 4,375 SH   SOLE   4,375 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 488 376,000 PRN   SOLE   376,000 0 0
CISCO SYS INC COM 17275R102 392 14,418 SH   SOLE   14,418 0 0
CITIGROUP INC COM NEW 172967424 1,043 20,187 SH   SOLE   20,187 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 13,561 12,468,000 PRN   SOLE   12,468,000 0 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 4,802 9,190,000 PRN   SOLE   9,190,000 0 0
COCA COLA CO COM 191216100 564 13,105 SH   SOLE   13,105 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 3,300 3,547,000 PRN   SOLE   3,547,000 0 0
COMCAST CORP NEW CL A 20030N101 272 4,828 SH   SOLE   4,828 0 0
COSTCO WHSL CORP NEW COM 22160K105 268 1,657 SH   SOLE   1,657 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 4,641 43,173 SH   SOLE   43,173 0 0
CTRIP COM INTL LTD NOTE 1.250%10/1 22943FAD2 265 200,000 PRN   SOLE   200,000 0 0
CVS HEALTH CORP COM 126650100 296 3,015 SH   SOLE   3,015 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,378 511,000 PRN   SOLE   511,000 0 0
DBX ETF TR DB XTR MSCI EUR 233051853 229 8,808 SH   SOLE   8,808 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 342 6,793 SH   SOLE   6,793 0 0
DISNEY WALT CO COM DISNEY 254687106 326 3,095 SH   SOLE   3,095 0 0
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 5,000 94,544 SH   SOLE   94,544 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 205 3,056 SH   SOLE   3,056 0 0
E M C CORP MASS COM 268648102 320 12,505 SH   SOLE   12,505 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 4,594 5,250,000 PRN   SOLE   5,250,000 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2,259 1,046,000 PRN   SOLE   1,046,000 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 7,192 6,753,000 PRN   SOLE   6,753,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 3,410 4,000,000 PRN   SOLE   4,000,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 3,759 5,000,000 PRN   SOLE   5,000,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 4,308 4,000,000 PRN   SOLE   4,000,000 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 2,251 4,000,000 PRN   SOLE   4,000,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 2,638 3,000,000 PRN   SOLE   3,000,000 0 0
EOG RES INC COM 26875P101 254 3,584 SH   SOLE   3,584 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 249 10,500 SH   SOLE   10,500 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 7,461 6,319,000 PRN   SOLE   6,319,000 0 0
EXXON MOBIL CORP COM 30231G102 667 8,556 SH   SOLE   8,556 0 0
FACEBOOK INC CL A 30303M102 594 5,695 SH   SOLE   5,695 0 0
FEDEX CORP COM 31428X106 342 2,302 SH   SOLE   2,302 0 0
FIAT CHRYSLER AUTOMOBILES N MAN COV SEC 16 N31738110 7,142 61,581 SH   SOLE   61,581 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 1,708 894,000 PRN   SOLE   894,000 0 0
FIRST TR EXCHANGE TRADED FD CONSUMR STAPLE 33734X119 3,251 73,180 SH   SOLE   73,180 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR ENH NEW 33739Q408 278 4,666 SH   SOLE   4,666 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 4,272 98,768 SH   SOLE   98,768 0 0
FIRST TR US IPO INDEX FD SHS 336920103 5,370 105,051 SH   SOLE   105,051 0 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 2,166 3,500,000 PRN   SOLE   3,500,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 3,730 4,576,000 PRN   SOLE   4,576,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 16,005 176,216 SH   SOLE   176,216 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,271 6,965,000 PRN   SOLE   6,965,000 0 0
GENERAL DYNAMICS CORP COM 369550108 296 2,150 SH   SOLE   2,150 0 0
GENERAL ELECTRIC CO COM 369604103 817 26,240 SH   SOLE   26,240 0 0
GENERAL MLS INC COM 370334104 207 3,585 SH   SOLE   3,585 0 0
GENERAL MTRS CO COM 37045V100 308 9,026 SH   SOLE   9,026 0 0
GILEAD SCIENCES INC COM 375558103 393 3,875 SH   SOLE   3,875 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 14,398 3,223,000 PRN   SOLE   3,223,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 4,531 5,412,000 PRN   SOLE   5,412,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 12,351 9,707,000 PRN   SOLE   9,707,000 0 0
HOME DEPOT INC COM 437076102 608 4,597 SH   SOLE   4,597 0 0
HONEYWELL INTL INC COM 438516106 236 2,275 SH   SOLE   2,275 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 871 3,397,000 PRN   SOLE   3,397,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 2,422 1,795 SH   SOLE   1,795 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 5,342 5,434,000 PRN   SOLE   5,434,000 0 0
IGI LABS INC NOTE 3.750%12/1 449575AB5 2,439 2,500,000 PRN   SOLE   2,500,000 0 0
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 36 16,000 PRN   SOLE   16,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 12,119 11,150,000 PRN   SOLE   11,150,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 3,510 3,012,000 PRN   SOLE   3,012,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 2,854 1,326,000 PRN   SOLE   1,326,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 1.625%12/1 457985AK5 4,427 3,401,000 PRN   SOLE   3,401,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 3,386 3,291,000 PRN   SOLE   3,291,000 0 0
INTEL CORP COM 458140100 415 12,072 SH   SOLE   12,072 0 0
INTEL CORP SDCV 12/1 458140AD2 7,391 5,778,000 PRN   SOLE   5,778,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 29,477 17,724,000 PRN   SOLE   17,724,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 291 1,137 SH   SOLE   1,137 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 4,329 4,315,000 PRN   SOLE   4,315,000 0 0
INTL PAPER CO COM 460146103 281 7,433 SH   SOLE   7,433 0 0
INVESCO LTD SHS G491BT108 272 8,092 SH   SOLE   8,092 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 4,157 13,500 SH   SOLE   13,500 0 0
ISHARES TR CORE S&P500 ETF 464287200 37,905 185,021 SH   SOLE   185,021 0 0
ISHARES TR CORE US AGGBD ET 464287226 11,942 110,562 SH   SOLE   110,562 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 2,171 18,008 SH   SOLE   18,008 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,668 37,490 SH   SOLE   37,490 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 281 2,489 SH   SOLE   2,489 0 0
ISHARES TR U.S. TECH ETF 464287721 3,171 29,628 SH   SOLE   29,628 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,086 14,471 SH   SOLE   14,471 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,589 17,996 SH   SOLE   17,996 0 0
ISHARES TR U.S. ENERGY ETF 464287796 222 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. PFD STK ETF 464288687 254 6,554 SH   SOLE   6,554 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 5,216 103,464 SH   SOLE   103,464 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,373 2,109,000 PRN   SOLE   2,109,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 4,892 3,734,000 PRN   SOLE   3,734,000 0 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 1,012 731,000 PRN   SOLE   731,000 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 3,465 1,905,000 PRN   SOLE   1,905,000 0 0
JARDEN CORP NOTE 1.500% 6/1 471109AL2 52 36,000 PRN   SOLE   36,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 3,845 3,674,000 PRN   SOLE   3,674,000 0 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 50 50,000 PRN   SOLE   50,000 0 0
JOHNSON & JOHNSON COM 478160104 828 8,056 SH   SOLE   8,056 0 0
JPMORGAN CHASE & CO COM 46625H100 1,322 20,047 SH   SOLE   20,047 0 0
KEYCORP NEW COM 493267108 302 23,003 SH   SOLE   23,003 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 5,936 45,500 SH   SOLE   45,500 0 0
KIMBERLY CLARK CORP COM 494368103 1,106 8,685 SH   SOLE   8,685 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 1,604 40,250 SH   SOLE   40,250 0 0
KROGER CO COM 501044101 283 6,742 SH   SOLE   6,742 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,109 669,000 PRN   SOLE   669,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 4,959 3,841,000 PRN   SOLE   3,841,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 13,040 9,108,000 PRN   SOLE   9,108,000 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 3,537 2,349,000 PRN   SOLE   2,349,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 4,222 4,309,000 PRN   SOLE   4,309,000 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 6,864 6,546,000 PRN   SOLE   6,546,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 3,456 3,404,000 PRN   SOLE   3,404,000 0 0
LOEWS CORP COM 540424108 635 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 400 5,262 SH   SOLE   5,262 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 6,078 5,436,000 PRN   SOLE   5,436,000 0 0
MARATHON PETE CORP COM 56585A102 236 4,540 SH   SOLE   4,540 0 0
MASTERCARD INC CL A 57636Q104 336 3,445 SH   SOLE   3,445 0 0
MCDONALDS CORP COM 580135101 268 2,262 SH   SOLE   2,262 0 0
MCKESSON CORP COM 58155Q103 390 1,964 SH   SOLE   1,964 0 0
MEDICINES CO DBCV 1.375% 6/0 584688AC9 4,857 3,413,000 PRN   SOLE   3,413,000 0 0
MEDTRONIC PLC SHS G5960L103 321 4,178 SH   SOLE   4,178 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 19 19,000 PRN   SOLE   19,000 0 0
MERCK & CO INC NEW COM 58933Y105 371 6,976 SH   SOLE   6,976 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 3,774 3,850,000 PRN   SOLE   3,850,000 0 0
METLIFE INC COM 59156R108 350 7,280 SH   SOLE   7,280 0 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 3,194 3,086,000 PRN   SOLE   3,086,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 1,307 944,000 PRN   SOLE   944,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 1,824 959,000 PRN   SOLE   959,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 31 22,000 PRN   SOLE   22,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 5,941 7,146,000 PRN   SOLE   7,146,000 0 0
MICROSOFT CORP COM 594918104 1,101 19,858 SH   SOLE   19,858 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 5,545 4,617,000 PRN   SOLE   4,617,000 0 0
MONDELEZ INTL INC CL A 609207105 243 5,420 SH   SOLE   5,420 0 0
MONSTER WORLDWIDE INC NOTE 3.500%10/1 611742AB3 5,688 4,479,000 PRN   SOLE   4,479,000 0 0
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 3,208 58,775 SH   SOLE   58,775 0 0
NIKE INC CL B 654106103 246 3,912 SH   SOLE   3,912 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 9,297 3,951,000 PRN   SOLE   3,951,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 678 631,000 PRN   SOLE   631,000 0 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 2,829 2,074,000 PRN   SOLE   2,074,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 9,526 5,717,000 PRN   SOLE   5,717,000 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 2,402 2,193,000 PRN   SOLE   2,193,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 212 3,104 SH   SOLE   3,104 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 11,128 8,788,000 PRN   SOLE   8,788,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 156 15,810 SH   SOLE   15,810 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 4,427 3,973,000 PRN   SOLE   3,973,000 0 0
ORACLE CORP COM 68389X105 425 11,594 SH   SOLE   11,594 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 2,456 1,482,000 PRN   SOLE   1,482,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 6,613 7,150,000 PRN   SOLE   7,150,000 0 0
PEPSICO INC COM 713448108 443 4,461 SH   SOLE   4,461 0 0
PFIZER INC COM 717081103 790 24,446 SH   SOLE   24,446 0 0
PHILIP MORRIS INTL INC COM 718172109 243 2,772 SH   SOLE   2,772 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 5,395 6,500,000 PRN   SOLE   6,500,000 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 15,742 11,070,000 PRN   SOLE   11,070,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20,496 17,230,000 PRN   SOLE   17,230,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 334 331,000 PRN   SOLE   331,000 0 0
PROCTER & GAMBLE CO COM 742718109 531 6,702 SH   SOLE   6,702 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 345 200,000 PRN   SOLE   200,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 168 170,000 PRN   SOLE   170,000 0 0
QIHOO 360 TECHNOLOGY CO LTD NOTE 2.500% 9/1 74734MAB5 5,910 6,000,000 PRN   SOLE   6,000,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 6,543 6,750,000 PRN   SOLE   6,750,000 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 4,934 6,241,000 PRN   SOLE   6,241,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 609 10,000 SH   SOLE   10,000 0 0
RAYTHEON CO COM NEW 755111507 317 2,536 SH   SOLE   2,536 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 12,694 9,748,000 PRN   SOLE   9,748,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5,680 6,100,000 PRN   SOLE   6,100,000 0 0
REGENERON PHARMACEUTICALS NOTE 1.875%10/0 75886FAD9 108 17,000 PRN   SOLE   17,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 2,490 2,600,000 PRN   SOLE   2,600,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 6,035 5,306,000 PRN   SOLE   5,306,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 3,573 3,493,000 PRN   SOLE   3,493,000 0 0
SALESFORCE COM INC COM 79466L302 260 3,315 SH   SOLE   3,315 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 9,354 7,273,000 PRN   SOLE   7,273,000 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2,641 1,684,000 PRN   SOLE   1,684,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 5,784 5,590,000 PRN   SOLE   5,590,000 0 0
SCHLUMBERGER LTD COM 806857108 274 3,927 SH   SOLE   3,927 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,741 8,614,000 PRN   SOLE   8,614,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,461 33,722 SH   SOLE   33,722 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 4,170 3,248,000 PRN   SOLE   3,248,000 0 0
SERVICESOURCE INTL INC NOTE 1.500% 8/0 81763UAB6 3,879 4,566,000 PRN   SOLE   4,566,000 0 0
SINA CORP NOTE 1.000%12/0 82922RAD5 2,900 3,000,000 PRN   SOLE   3,000,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 7,797 421,450 SH   SOLE   421,450 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,801 52,976 SH   SOLE   52,976 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 737 16,996 SH   SOLE   16,996 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 2,827 3,750,000 PRN   SOLE   3,750,000 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 4,337 5,000,000 PRN   SOLE   5,000,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/17/20166 854502804 2,573 21,815 SH   SOLE   21,815 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4,038 3,975,000 PRN   SOLE   3,975,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 95 92,000 PRN   SOLE   92,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 701 713,000 PRN   SOLE   713,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 7,251 7,850,000 PRN   SOLE   7,850,000 0 0
STERICYCLE INC DEP PFD A 1/10 858912207 6,754 74,200 SH   SOLE   74,200 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 514 395,000 PRN   SOLE   395,000 0 0
SUNTRUST BKS INC COM 867914103 350 8,218 SH   SOLE   8,218 0 0
SWIFT TRANSN CO CL A 87074U101 143 10,331 SH   SOLE   10,331 0 0
T MOBILE US INC CONV PFD SER A 872590203 4,905 72,610 SH   SOLE   72,610 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2,343 1,408,000 PRN   SOLE   1,408,000 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 3,170 3,225,000 PRN   SOLE   3,225,000 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 2,166 1,014,000 PRN   SOLE   1,014,000 0 0
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 1,618 823,000 PRN   SOLE   823,000 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 11,121 11,861,000 PRN   SOLE   11,861,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 7,787 8,500,000 PRN   SOLE   8,500,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 2,440 1,562,000 PRN   SOLE   1,562,000 0 0
TEXAS INSTRS INC COM 882508104 210 3,812 SH   SOLE   3,812 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 265 1,856 SH   SOLE   1,856 0 0
TIVO INC NOTE 2.000%10/0 888706AF5 5,065 5,855,000 PRN   SOLE   5,855,000 0 0
TJX COS INC NEW COM 872540109 257 3,647 SH   SOLE   3,647 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 4,643 4,614,000 PRN   SOLE   4,614,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 4,055 4,500,000 PRN   SOLE   4,500,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 280 10,306 SH   SOLE   10,306 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 3,927 4,700,000 PRN   SOLE   4,700,000 0 0
TYSON FOODS INC UNIT 99/99/9999 902494301 8,045 132,803 SH   SOLE   132,803 0 0
UNION PAC CORP COM 907818108 282 3,598 SH   SOLE   3,598 0 0
UNITED TECHNOLOGIES CORP COM 913017109 219 2,260 SH   SOLE   2,260 0 0
UNITEDHEALTH GROUP INC COM 91324P102 507 4,303 SH   SOLE   4,303 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 3,063 2,683,000 PRN   SOLE   2,683,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 8,049 3,148,000 PRN   SOLE   3,148,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 403 8,664 SH   SOLE   8,664 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 204 1,625 SH   SOLE   1,625 0 0
VISA INC COM CL A 92826C839 388 5,006 SH   SOLE   5,006 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 6,368 5,345,000 PRN   SOLE   5,345,000 0 0
WAL-MART STORES INC COM 931142103 204 3,361 SH   SOLE   3,361 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 3,677 3,296,000 PRN   SOLE   3,296,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 8,303 4,350,000 PRN   SOLE   4,350,000 0 0
WELLS FARGO & CO MTNF 0.125% 3/1 94986RTK7 7,090 7,262,000 PRN   SOLE   7,262,000 0 0
WELLS FARGO & CO MTNF 0.125% 2/2 94986RVY4 4,524 4,788,000 PRN   SOLE   4,788,000 0 0
WELLS FARGO & CO NEW COM 949746101 725 13,384 SH   SOLE   13,384 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 13,434 11,631 SH   SOLE   11,631 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 3,397 56,232 SH   SOLE   56,232 0 0
WPX ENERGY INC PFD SER A CV 98212B202 6,998 225,000 SH   SOLE   225,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 8/1 98235TAC1 306 275,000 PRN   SOLE   275,000 0 0
XEROX CORP COM 984121103 156 14,465 SH   SOLE   14,465 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 8,071 4,973,000 PRN   SOLE   4,973,000 0 0
YAHOO INC COM 984332106 215 6,464 SH   SOLE   6,464 0 0
YAHOO INC NOTE 12/0 984332AF3 2,202 2,260,000 PRN   SOLE   2,260,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 3,669 4,250,000 PRN   SOLE   4,250,000 0 0
YY INC NOTE 2.250% 4/0 98426TAB2 3,947 4,100,000 PRN   SOLE   4,100,000 0 0