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 328 1,554 SH   SOLE   1,554 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 8,348 5,671,000 PRN   SOLE   5,671,000 0 0
ABBOTT LABS COM 002824100 350 6,553 SH   SOLE   6,553 0 0
ABBVIE INC COM 00287Y109 351 3,944 SH   SOLE   3,944 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 241 1,785 SH   SOLE   1,785 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 1,286 1,455,000 PRN   SOLE   1,455,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 5,129 5,683,000 PRN   SOLE   5,683,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 5,268 2,975,000 PRN   SOLE   2,975,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 3,109 3,300,000 PRN   SOLE   3,300,000 0 0
AETNA INC NEW COM 00817Y108 333 2,084 SH   SOLE   2,084 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 257 169,000 PRN   SOLE   169,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 839 459,000 PRN   SOLE   459,000 0 0
ALLERGAN PLC SHS G0177J108 296 1,450 SH   SOLE   1,450 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 26,439 35,839 SH   SOLE   35,839 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 5,421 5,119,000 PRN   SOLE   5,119,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,260 2,320 SH   SOLE   2,320 0 0
ALTRIA GROUP INC COM 02209S103 468 7,342 SH   SOLE   7,342 0 0
ALZA CORP SDCV 7/2 02261WAB5 281 157,000 PRN   SOLE   157,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 4,376 4,500,000 PRN   SOLE   4,500,000 0 0
AMAZON COM INC COM 023135106 963 1,001 SH   SOLE   1,001 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 203 3,316 SH   SOLE   3,316 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 2,203 2,190,000 PRN   SOLE   2,190,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 73 70,000 PRN   SOLE   70,000 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 6,906 56,751 SH   SOLE   56,751 0 0
AMGEN INC COM 031162100 510 2,744 SH   SOLE   2,744 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 2,337 61,365 SH   SOLE   61,365 0 0
ANTHEM INC UNIT 05/01/20188 036752202 17,106 328,519 SH   SOLE   328,519 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 13,203 5,088,000 PRN   SOLE   5,088,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2,542 2,500,000 PRN   SOLE   2,500,000 0 0
APPLE INC COM 037833100 1,977 12,835 SH   SOLE   12,835 0 0
ARES CAP CORP COM 04010L103 301 18,256 SH   SOLE   18,256 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 124 123,000 PRN   SOLE   123,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 5,804 5,678,000 PRN   SOLE   5,678,000 0 0
AT&T INC COM 00206R102 621 15,900 SH   SOLE   15,900 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7,048 5,844,000 PRN   SOLE   5,844,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,732 4,500,000 PRN   SOLE   4,500,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 4,687 4,531,000 PRN   SOLE   4,531,000 0 0
BANK AMER CORP COM 060505104 795 31,391 SH   SOLE   31,391 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 20,417 15,686 SH   SOLE   15,686 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 14,370 261,707 SH   SOLE   261,707 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 820 4,462 SH   SOLE   4,462 0 0
BIOGEN INC COM 09062X103 240 765 SH   SOLE   765 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,064 1,724,000 PRN   SOLE   1,724,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 3,732 49,692 SH   SOLE   49,692 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 4,333 3,882,000 PRN   SOLE   3,882,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 4,544 3,982,000 PRN   SOLE   3,982,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 4,276 4,250,000 PRN   SOLE   4,250,000 0 0
BOEING CO COM 097023105 446 1,756 SH   SOLE   1,756 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 4,156 3,900,000 PRN   SOLE   3,900,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 220 3,443 SH   SOLE   3,443 0 0
CATERPILLAR INC DEL COM 149123101 200 1,619 SH   SOLE   1,619 0 0
CBS CORP NEW CL B 124857202 227 3,866 SH   SOLE   3,866 0 0
CELGENE CORP COM 151020104 729 5,000 SH   SOLE   5,000 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 7,336 6,431,000 PRN   SOLE   6,431,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 4,233 4,250,000 PRN   SOLE   4,250,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 9,239 13,342,000 PRN   SOLE   13,342,000 0 0
CHEVRON CORP NEW COM 166764100 478 4,067 SH   SOLE   4,067 0 0
CISCO SYS INC COM 17275R102 515 15,335 SH   SOLE   15,335 0 0
CITIGROUP INC COM NEW 172967424 1,542 21,164 SH   SOLE   21,164 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 8,959 7,724,000 PRN   SOLE   7,724,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 4,333 2,813,000 PRN   SOLE   2,813,000 0 0
COCA COLA CO COM 191216100 580 12,878 SH   SOLE   12,878 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 4,896 4,885,000 PRN   SOLE   4,885,000 0 0
COMCAST CORP NEW CL A 20030N101 437 11,271 SH   SOLE   11,271 0 0
CONOCOPHILLIPS COM 20825C104 285 5,635 SH   SOLE   5,635 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 556 517,000 PRN   SOLE   517,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 264 1,618 SH   SOLE   1,618 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 7,241 6,827 SH   SOLE   6,827 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 4,779 4,202,000 PRN   SOLE   4,202,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 2,023 1,879,000 PRN   SOLE   1,879,000 0 0
CVS HEALTH CORP COM 126650100 234 2,869 SH   SOLE   2,869 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 4,274 3,274,000 PRN   SOLE   3,274,000 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,571 479,000 PRN   SOLE   479,000 0 0
DBX ETF TR XTRAK MSCI JAPN 233051507 596 14,731 SH   SOLE   14,731 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 319 6,604 SH   SOLE   6,604 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,474 2,000,000 PRN   SOLE   2,000,000 0 0
DISCOVER FINL SVCS COM 254709108 206 3,195 SH   SOLE   3,195 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 16,828 15,041,000 PRN   SOLE   15,041,000 0 0
DISNEY WALT CO COM DISNEY 254687106 299 3,040 SH   SOLE   3,040 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 4,545 89,825 SH   SOLE   89,825 0 0
DOWDUPONT INC COM 26078J100 304 4,385 SH   SOLE   4,385 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 703 12,980 SH   SOLE   12,980 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 3,953 3,481,000 PRN   SOLE   3,481,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 1,349 20,000 SH   SOLE   20,000 0 0
EATON CORP PLC SHS G29183103 288 3,714 SH   SOLE   3,714 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 2,406 2,500,000 PRN   SOLE   2,500,000 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 424 407,000 PRN   SOLE   407,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 6,179 4,300,000 PRN   SOLE   4,300,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 5,078 4,439,000 PRN   SOLE   4,439,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,820 1,829,000 PRN   SOLE   1,829,000 0 0
ENDOLOGIX INC NOTE 2.250%12/1 29266SAA4 1,900 2,000,000 PRN   SOLE   2,000,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 2,796 3,256,000 PRN   SOLE   3,256,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 10,140 9,650,000 PRN   SOLE   9,650,000 0 0
EOG RES INC COM 26875P101 217 2,268 SH   SOLE   2,268 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 606 21,992 SH   SOLE   21,992 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 4,832 3,574,000 PRN   SOLE   3,574,000 0 0
EVEREST RE GROUP LTD COM G3223R108 236 1,028 SH   SOLE   1,028 0 0
EXXON MOBIL CORP COM 30231G102 754 9,175 SH   SOLE   9,175 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 1,960 2,000,000 PRN   SOLE   2,000,000 0 0
FACEBOOK INC CL A 30303M102 1,253 7,329 SH   SOLE   7,329 0 0
FEDEX CORP COM 31428X106 503 2,222 SH   SOLE   2,222 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,203 816,000 PRN   SOLE   816,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 754 725,000 PRN   SOLE   725,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,392 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 833 12,371 SH   SOLE   12,371 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 4,937 94,945 SH   SOLE   94,945 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR ENH NEW 33739Q408 519 8,654 SH   SOLE   8,654 0 0
FIRST TR EXCHANGE-TRADED FD PFD SECS INC ETF 33739E108 2,950 146,910 SH   SOLE   146,910 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 4,902 89,258 SH   SOLE   89,258 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 149 12,538 SH   SOLE   12,538 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 4,551 4,500,000 PRN   SOLE   4,500,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 4,698 5,294,000 PRN   SOLE   5,294,000 0 0
GENERAL DYNAMICS CORP COM 369550108 423 2,064 SH   SOLE   2,064 0 0
GENERAL ELECTRIC CO COM 369604103 669 27,715 SH   SOLE   27,715 0 0
GILEAD SCIENCES INC COM 375558103 312 3,820 SH   SOLE   3,820 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 508 800,000 PRN   SOLE   800,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 6,197 6,016,000 PRN   SOLE   6,016,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,221 2,500,000 PRN   SOLE   2,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 2,650 2,650,000 PRN   SOLE   2,650,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 428 431,000 PRN   SOLE   431,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 9,600 9,600,000 PRN   SOLE   9,600,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 2,701 2,237,000 PRN   SOLE   2,237,000 0 0
HOME DEPOT INC COM 437076102 827 5,053 SH   SOLE   5,053 0 0
HONEYWELL INTL INC COM 438516106 319 2,230 SH   SOLE   2,230 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 437 424,000 PRN   SOLE   424,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3,161 3,500,000 PRN   SOLE   3,500,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 2,988 2,032 SH   SOLE   2,032 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 2,798 3,000,000 PRN   SOLE   3,000,000 0 0
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 2,873 3,000,000 PRN   SOLE   3,000,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 12,623 11,963,000 PRN   SOLE   11,963,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 8,583 7,551,000 PRN   SOLE   7,551,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 2,697 3,000,000 PRN   SOLE   3,000,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 150 66,000 PRN   SOLE   66,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 455 372,000 PRN   SOLE   372,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 4,265 3,428,000 PRN   SOLE   3,428,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 3,069 2,870,000 PRN   SOLE   2,870,000 0 0
INTEL CORP COM 458140100 599 15,714 SH   SOLE   15,714 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 17,730 12,462,000 PRN   SOLE   12,462,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 30,161 16,413,000 PRN   SOLE   16,413,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 374 5,450 SH   SOLE   5,450 0 0
INTL PAPER CO COM 460146103 218 3,826 SH   SOLE   3,826 0 0
INVESCO LTD SHS G491BT108 280 7,941 SH   SOLE   7,941 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 4,892 13,507 SH   SOLE   13,507 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 9,301 7,831,000 PRN   SOLE   7,831,000 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 759 13,094 SH   SOLE   13,094 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,901 35,187 SH   SOLE   35,187 0 0
ISHARES TR CORE S&P500 ETF 464287200 34,125 134,916 SH   SOLE   134,916 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,222 93,280 SH   SOLE   93,280 0 0
ISHARES TR MSCI EAFE ETF 464287465 520 7,590 SH   SOLE   7,590 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 414 4,870 SH   SOLE   4,870 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 4,918 41,485 SH   SOLE   41,485 0 0
ISHARES TR U.S. TECH ETF 464287721 2,112 14,087 SH   SOLE   14,087 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,360 17,049 SH   SOLE   17,049 0 0
ISHARES TR U.S. ENERGY ETF 464287796 245 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 710 7,405 SH   SOLE   7,405 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 6,878 134,994 SH   SOLE   134,994 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,742 27,160 SH   SOLE   27,160 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 2,591 86,043 SH   SOLE   86,043 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 5,511 5,218,000 PRN   SOLE   5,218,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 4,024 3,250,000 PRN   SOLE   3,250,000 0 0
JANUS HENDERSON GROUP PLC NOTE 0.750% 7/1 47102XAH8 51 33,000 PRN   SOLE   33,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 5,371 5,101,000 PRN   SOLE   5,101,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 4,788 4,580,000 PRN   SOLE   4,580,000 0 0
JOHNSON & JOHNSON COM 478160104 1,126 8,655 SH   SOLE   8,655 0 0
JPMORGAN CHASE & CO COM 46625H100 1,300 13,599 SH   SOLE   13,599 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 5,086 4,847,000 PRN   SOLE   4,847,000 0 0
KEYCORP NEW COM 493267108 423 22,522 SH   SOLE   22,522 0 0
KIMBERLY CLARK CORP COM 494368103 1,022 8,685 SH   SOLE   8,685 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 3,977 94,695 SH   SOLE   94,695 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,414 3,030,000 PRN   SOLE   3,030,000 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,052 518,000 PRN   SOLE   518,000 0 0
LAM RESEARCH CORP COM 512807108 429 2,319 SH   SOLE   2,319 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 11,146 3,646,000 PRN   SOLE   3,646,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 5,364 4,527,000 PRN   SOLE   4,527,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5,711 10,418,000 PRN   SOLE   10,418,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,244 5,162,000 PRN   SOLE   5,162,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 6,302 4,775,000 PRN   SOLE   4,775,000 0 0
LOCKHEED MARTIN CORP COM 539830109 285 923 SH   SOLE   923 0 0
LOEWS CORP COM 540424108 792 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 225 2,809 SH   SOLE   2,809 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 7,553 7,114,000 PRN   SOLE   7,114,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,280 1,321,000 PRN   SOLE   1,321,000 0 0
MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAA5 1,048 1,000,000 PRN   SOLE   1,000,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 511 3,613 SH   SOLE   3,613 0 0
MCDONALDS CORP COM 580135101 346 2,214 SH   SOLE   2,214 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 451 359,000 PRN   SOLE   359,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 4,748 4,518,000 PRN   SOLE   4,518,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 3,895 2,827,000 PRN   SOLE   2,827,000 0 0
MEDTRONIC PLC SHS G5960L103 337 4,328 SH   SOLE   4,328 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 1,673 802,000 PRN   SOLE   802,000 0 0
MERCK & CO INC COM 58933Y105 503 7,904 SH   SOLE   7,904 0 0
METLIFE INC COM 59156R108 399 7,676 SH   SOLE   7,676 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 867 227,000 PRN   SOLE   227,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,681 7,841,000 PRN   SOLE   7,841,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 1,144 319,000 PRN   SOLE   319,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 12,108 3,391,000 PRN   SOLE   3,391,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,277 923,000 PRN   SOLE   923,000 0 0
MICROSOFT CORP COM 594918104 1,600 21,492 SH   SOLE   21,492 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 7,272 5,804,000 PRN   SOLE   5,804,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,581 1,377,000 PRN   SOLE   1,377,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 10,187 9,294,000 PRN   SOLE   9,294,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 2,577 51,281 SH   SOLE   51,281 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 8,101 122,720 SH   SOLE   122,720 0 0
NIKE INC CL B 654106103 202 3,852 SH   SOLE   3,852 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 847 1,882,000 PRN   SOLE   1,882,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 29,275 5,330,000 PRN   SOLE   5,330,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 702 702,000 PRN   SOLE   702,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3,094 3,304,000 PRN   SOLE   3,304,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,456 2,159,000 PRN   SOLE   2,159,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 2,310 260,000 PRN   SOLE   260,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 244 2,152 SH   SOLE   2,152 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 471 441,000 PRN   SOLE   441,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 5,439 4,253,000 PRN   SOLE   4,253,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 286 15,539 SH   SOLE   15,539 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7,030 5,892,000 PRN   SOLE   5,892,000 0 0
ORACLE CORP COM 68389X105 521 10,741 SH   SOLE   10,741 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 2,307 1,674,000 PRN   SOLE   1,674,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3,764 4,032,000 PRN   SOLE   4,032,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 6,817 7,000,000 PRN   SOLE   7,000,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 1,031 950,000 PRN   SOLE   950,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 7,312 7,396,000 PRN   SOLE   7,396,000 0 0
PEPSICO INC COM 713448108 480 4,297 SH   SOLE   4,297 0 0
PFIZER INC COM 717081103 902 25,195 SH   SOLE   25,195 0 0
PHILIP MORRIS INTL INC COM 718172109 368 3,316 SH   SOLE   3,316 0 0
PIONEER NAT RES CO COM 723787107 224 1,520 SH   SOLE   1,520 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 3,678 4,000,000 PRN   SOLE   4,000,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 2,038 88,028 SH   SOLE   88,028 0 0
PRICELINE GRP INC COM NEW 741503403 259 141 SH   SOLE   141 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 14,660 7,594,000 PRN   SOLE   7,594,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20,910 14,490,000 PRN   SOLE   14,490,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 15,401 13,420,000 PRN   SOLE   13,420,000 0 0
PROCTER AND GAMBLE CO COM 742718109 765 8,403 SH   SOLE   8,403 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 3,909 1,750,000 PRN   SOLE   1,750,000 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 3,874 3,106,000 PRN   SOLE   3,106,000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 876 24,635 SH   SOLE   24,635 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,465 110,000 SH   SOLE   110,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 118 118,000 PRN   SOLE   118,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 2,327 2,000,000 PRN   SOLE   2,000,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 13,732 9,067,000 PRN   SOLE   9,067,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3,024 3,000,000 PRN   SOLE   3,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,017 18,912 SH   SOLE   18,912 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 4,475 42,654 SH   SOLE   42,654 0 0
RAYTHEON CO COM NEW 755111507 466 2,505 SH   SOLE   2,505 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 13,577 8,824,000 PRN   SOLE   8,824,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5,390 5,353,000 PRN   SOLE   5,353,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 997 1,000,000 PRN   SOLE   1,000,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 3,808 2,908,000 PRN   SOLE   2,908,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 6,672 6,048,000 PRN   SOLE   6,048,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 6,724 5,833,000 PRN   SOLE   5,833,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 4,866 4,373,000 PRN   SOLE   4,373,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 6,436 4,584,000 PRN   SOLE   4,584,000 0 0
SCHLUMBERGER LTD COM 806857108 292 4,183 SH   SOLE   4,183 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,623 7,416,000 PRN   SOLE   7,416,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,691 31,897 SH   SOLE   31,897 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 3,578 2,228,000 PRN   SOLE   2,228,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 3,407 3,392,000 PRN   SOLE   3,392,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,890 2,000,000 PRN   SOLE   2,000,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,045 75,000 SH   SOLE   75,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,575 22,189 SH   SOLE   22,189 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 217 5,209 SH   SOLE   5,209 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,501 2,496,000 PRN   SOLE   2,496,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 749 733,000 PRN   SOLE   733,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 3,999 35,135 SH   SOLE   35,135 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 7,010 6,624,000 PRN   SOLE   6,624,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 80 72,000 PRN   SOLE   72,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 716 716,000 PRN   SOLE   716,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 12,041 9,805,000 PRN   SOLE   9,805,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,622 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 483 8,083 SH   SOLE   8,083 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 1,702 2,000,000 PRN   SOLE   2,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 6,636 66,520 SH   SOLE   66,520 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2,799 591,000 PRN   SOLE   591,000 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,892 2,750,000 PRN   SOLE   2,750,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,384 8,546,000 PRN   SOLE   8,546,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 8,054 7,151,000 PRN   SOLE   7,151,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 3,685 3,000,000 PRN   SOLE   3,000,000 0 0
TEXAS INSTRS INC COM 882508104 337 3,748 SH   SOLE   3,748 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,683 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,551 6,713,000 PRN   SOLE   6,713,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 344 1,816 SH   SOLE   1,816 0 0
TIME WARNER INC COM NEW 887317303 279 2,727 SH   SOLE   2,727 0 0
TJX COS INC NEW COM 872540109 261 3,568 SH   SOLE   3,568 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 6,772 5,051,000 PRN   SOLE   5,051,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,438 5,000,000 PRN   SOLE   5,000,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 918 1,000,000 PRN   SOLE   1,000,000 0 0
UNION PAC CORP COM 907818108 402 3,465 SH   SOLE   3,465 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 1,119 967,000 PRN   SOLE   967,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 258 2,230 SH   SOLE   2,230 0 0
UNITEDHEALTH GROUP INC COM 91324P102 916 4,666 SH   SOLE   4,666 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 4,844 5,065,000 PRN   SOLE   5,065,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 13,959 4,486,000 PRN   SOLE   4,486,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 725 14,631 SH   SOLE   14,631 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 3,469 33,501 SH   SOLE   33,501 0 0
VISA INC COM CL A 92826C839 476 4,502 SH   SOLE   4,502 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 2,947 1,500,000 PRN   SOLE   1,500,000 0 0
WAL-MART STORES INC COM 931142103 285 3,668 SH   SOLE   3,668 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 13,312 12,192,000 PRN   SOLE   12,192,000 0 0
WELLS FARGO & CO MTNF 0.125% 3/1 94986RTK7 176 182,000 PRN   SOLE   182,000 0 0
WELLS FARGO & CO MTNF 0.125% 2/2 94986RVY4 4,637 4,788,000 PRN   SOLE   4,788,000 0 0
WELLS FARGO CO NEW COM 949746101 582 10,620 SH   SOLE   10,620 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 21,885 16,641 SH   SOLE   16,641 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 9,158 145,015 SH   SOLE   145,015 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 500 500,000 PRN   SOLE   500,000 0 0
WESTERN DIGITAL CORP COM 958102105 201 2,316 SH   SOLE   2,316 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 3,653 2,800,000 PRN   SOLE   2,800,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 2,663 50,000 SH   SOLE   50,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 8,681 8,034,000 PRN   SOLE   8,034,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 4,411 3,287,000 PRN   SOLE   3,287,000 0 0
YAHOO INC NOTE 12/0 984332AF3 10,047 7,744,000 PRN   SOLE   7,744,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 3,950 3,973,000 PRN   SOLE   3,973,000 0 0