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 366 1,552 SH   SOLE   1,552 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 8,337 5,671,000 PRN   SOLE   5,671,000 0 0
ABBOTT LABS COM 002824100 376 6,546 SH   SOLE   6,546 0 0
ABBVIE INC COM 00287Y109 380 3,939 SH   SOLE   3,939 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 233 1,518 SH   SOLE   1,518 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 1,308 1,455,000 PRN   SOLE   1,455,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,388 4,000,000 PRN   SOLE   4,000,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 3,245 2,156,000 PRN   SOLE   2,156,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 3,162 3,300,000 PRN   SOLE   3,300,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 10,751 7,808,000 PRN   SOLE   7,808,000 0 0
AETNA INC NEW COM 00817Y108 375 2,082 SH   SOLE   2,082 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 372 222,000 PRN   SOLE   222,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 981 530,000 PRN   SOLE   530,000 0 0
ALLERGAN PLC SHS G0177J108 231 1,408 SH   SOLE   1,408 0 0
ALLERGAN PLC 5.5% CNV PFD A G0177J116 11,578 19,733 SH   SOLE   19,733 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 5,482 5,128,000 PRN   SOLE   5,128,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,245 2,133 SH   SOLE   2,133 0 0
ALTRIA GROUP INC COM 02209S103 523 7,331 SH   SOLE   7,331 0 0
ALZA CORP SDCV 7/2 02261WAB5 258 135,000 PRN   SOLE   135,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 3,862 4,500,000 PRN   SOLE   4,500,000 0 0
AMAZON COM INC COM 023135106 1,151 984 SH   SOLE   984 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 2,225 2,225,000 PRN   SOLE   2,225,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 72 70,000 PRN   SOLE   70,000 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 7,525 59,776 SH   SOLE   59,776 0 0
AMGEN INC COM 031162100 442 2,546 SH   SOLE   2,546 0 0
ANTHEM INC UNIT 05/01/20188 036752202 15,968 285,659 SH   SOLE   285,659 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 16,035 5,213,000 PRN   SOLE   5,213,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 2,641 2,600,000 PRN   SOLE   2,600,000 0 0
APPLE INC COM 037833100 2,001 11,817 SH   SOLE   11,817 0 0
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 509 500,000 PRN   SOLE   500,000 0 0
ARES CAP CORP COM 04010L103 287 18,236 SH   SOLE   18,236 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 100 100,000 PRN   SOLE   100,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 6,736 6,603,000 PRN   SOLE   6,603,000 0 0
AT&T INC COM 00206R102 616 15,851 SH   SOLE   15,851 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 6,993 6,098,000 PRN   SOLE   6,098,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,300 4,500,000 PRN   SOLE   4,500,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 4,800 4,531,000 PRN   SOLE   4,531,000 0 0
BANK AMER CORP COM 060505104 926 31,348 SH   SOLE   31,348 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 19,543 14,815 SH   SOLE   14,815 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 18,665 321,767 SH   SOLE   321,767 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 882 4,448 SH   SOLE   4,448 0 0
BIOGEN INC COM 09062X103 245 765 SH   SOLE   765 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,174 1,836,000 PRN   SOLE   1,836,000 0 0
BLACKHAWK NETWORK HLDGS INC NOTE 1.500% 1/1 09238EAB0 783 771,000 PRN   SOLE   771,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 9,596 9,461,000 PRN   SOLE   9,461,000 0 0
BOEING CO COM 097023105 451 1,524 SH   SOLE   1,524 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 212 3,438 SH   SOLE   3,438 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 552 500,000 PRN   SOLE   500,000 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 7,702 4,006,000 PRN   SOLE   4,006,000 0 0
CATERPILLAR INC DEL COM 149123101 200 1,277 SH   SOLE   1,277 0 0
CBS CORP NEW CL B 124857202 228 3,860 SH   SOLE   3,860 0 0
CELGENE CORP COM 151020104 503 4,814 SH   SOLE   4,814 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 7,116 7,025,000 PRN   SOLE   7,025,000 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4,946 4,750,000 PRN   SOLE   4,750,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 4,226 4,236,000 PRN   SOLE   4,236,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 12,993 18,320,000 PRN   SOLE   18,320,000 0 0
CHEVRON CORP NEW COM 166764100 508 4,050 SH   SOLE   4,050 0 0
CISCO SYS INC COM 17275R102 549 14,299 SH   SOLE   14,299 0 0
CITIGROUP INC COM NEW 172967424 1,049 14,078 SH   SOLE   14,078 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 10,606 8,202,000 PRN   SOLE   8,202,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 4,375 4,000,000 PRN   SOLE   4,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 4,080 3,032,000 PRN   SOLE   3,032,000 0 0
COCA COLA CO COM 191216100 587 12,855 SH   SOLE   12,855 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 5,331 5,361,000 PRN   SOLE   5,361,000 0 0
COMCAST CORP NEW CL A 20030N101 369 9,260 SH   SOLE   9,260 0 0
CONOCOPHILLIPS COM 20825C104 310 5,625 SH   SOLE   5,625 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 565 517,000 PRN   SOLE   517,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 299 1,611 SH   SOLE   1,611 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 7,390 6,538 SH   SOLE   6,538 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 4,705 4,463,000 PRN   SOLE   4,463,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 1,919 1,879,000 PRN   SOLE   1,879,000 0 0
CVS HEALTH CORP COM 126650100 209 2,864 SH   SOLE   2,864 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 4,598 3,503,000 PRN   SOLE   3,503,000 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,699 479,000 PRN   SOLE   479,000 0 0
DBX ETF TR XTRACK MSCI JAPN 233051507 649 14,706 SH   SOLE   14,706 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 370 6,593 SH   SOLE   6,593 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,688 2,000,000 PRN   SOLE   2,000,000 0 0
DISCOVER FINL SVCS COM 254709108 245 3,179 SH   SOLE   3,179 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 12,393 11,389,000 PRN   SOLE   11,389,000 0 0
DISNEY WALT CO COM DISNEY 254687106 327 3,036 SH   SOLE   3,036 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 5,065 97,815 SH   SOLE   97,815 0 0
DOWDUPONT INC COM 26078J100 272 3,821 SH   SOLE   3,821 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 672 12,355 SH   SOLE   12,355 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,124 3,929,000 PRN   SOLE   3,929,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 5,110 65,000 SH   SOLE   65,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 227 4,567 SH   SOLE   4,567 0 0
EATON CORP PLC SHS G29183103 218 2,751 SH   SOLE   2,751 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 2,581 2,500,000 PRN   SOLE   2,500,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 4,916 4,439,000 PRN   SOLE   4,439,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,783 1,829,000 PRN   SOLE   1,829,000 0 0
ENDOLOGIX INC NOTE 2.250%12/1 29266SAA4 1,944 2,000,000 PRN   SOLE   2,000,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 2,951 3,256,000 PRN   SOLE   3,256,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 3,550 4,000,000 PRN   SOLE   4,000,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 10,094 9,741,000 PRN   SOLE   9,741,000 0 0
EOG RES INC COM 26875P101 219 2,036 SH   SOLE   2,036 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 585 21,992 SH   SOLE   21,992 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 4,511 3,669,000 PRN   SOLE   3,669,000 0 0
EVEREST RE GROUP LTD COM G3223R108 227 1,026 SH   SOLE   1,026 0 0
EXXON MOBIL CORP COM 30231G102 671 8,056 SH   SOLE   8,056 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 2,057 2,000,000 PRN   SOLE   2,000,000 0 0
FACEBOOK INC CL A 30303M102 1,208 6,836 SH   SOLE   6,836 0 0
FEDEX CORP COM 31428X106 553 2,219 SH   SOLE   2,219 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,404 790,000 PRN   SOLE   790,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 697 695,000 PRN   SOLE   695,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,371 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 873 12,517 SH   SOLE   12,517 0 0
FIRST TR EXCHANGE TRADED FD SENIOR LN FD 33738D309 1,558 32,458 SH   SOLE   32,458 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 5,223 101,135 SH   SOLE   101,135 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 3,187 159,253 SH   SOLE   159,253 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 5,283 90,236 SH   SOLE   90,236 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 156 12,518 SH   SOLE   12,518 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 4,542 4,500,000 PRN   SOLE   4,500,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 5,589 5,294,000 PRN   SOLE   5,294,000 0 0
GENERAL DYNAMICS CORP COM 369550108 420 2,062 SH   SOLE   2,062 0 0
GENERAL ELECTRIC CO COM 369604103 342 19,545 SH   SOLE   19,545 0 0
GENERAL MLS INC COM 370334104 208 3,505 SH   SOLE   3,505 0 0
GILEAD SCIENCES INC COM 375558103 274 3,815 SH   SOLE   3,815 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 423 800,000 PRN   SOLE   800,000 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 1,001 1,000,000 PRN   SOLE   1,000,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 6,347 6,120,000 PRN   SOLE   6,120,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,506 2,500,000 PRN   SOLE   2,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 2,631 2,650,000 PRN   SOLE   2,650,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 431 431,000 PRN   SOLE   431,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 11,429 11,379,000 PRN   SOLE   11,379,000 0 0
HOME DEPOT INC COM 437076102 839 4,426 SH   SOLE   4,426 0 0
HONEYWELL INTL INC COM 438516106 343 2,228 SH   SOLE   2,228 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 399 424,000 PRN   SOLE   424,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3,256 3,500,000 PRN   SOLE   3,500,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 2,949 2,101 SH   SOLE   2,101 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 2,793 3,000,000 PRN   SOLE   3,000,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 253 1,516 SH   SOLE   1,516 0 0
ILLUMINA INC NOTE 6/1 452327AF6 13,168 12,134,000 PRN   SOLE   12,134,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 12,526 10,599,000 PRN   SOLE   10,599,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 2,911 3,000,000 PRN   SOLE   3,000,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 149 82,000 PRN   SOLE   82,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 561 486,000 PRN   SOLE   486,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 7,670 5,882,000 PRN   SOLE   5,882,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 6,396 5,733,000 PRN   SOLE   5,733,000 0 0
INTEL CORP COM 458140100 725 15,690 SH   SOLE   15,690 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 45,656 20,555,000 PRN   SOLE   20,555,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 383 5,444 SH   SOLE   5,444 0 0
INTL PAPER CO COM 460146103 220 3,821 SH   SOLE   3,821 0 0
INVESCO LTD SHS G491BT108 292 7,929 SH   SOLE   7,929 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 5,547 13,507 SH   SOLE   13,507 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 6,945 6,000,000 PRN   SOLE   6,000,000 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 793 13,076 SH   SOLE   13,076 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,939 51,651 SH   SOLE   51,651 0 0
ISHARES TR CORE S&P500 ETF 464287200 38,638 143,727 SH   SOLE   143,727 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,386 94,980 SH   SOLE   94,980 0 0
ISHARES TR MSCI EAFE ETF 464287465 533 7,590 SH   SOLE   7,590 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 437 4,866 SH   SOLE   4,866 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 6,122 49,234 SH   SOLE   49,234 0 0
ISHARES TR U.S. TECH ETF 464287721 2,319 14,248 SH   SOLE   14,248 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,381 17,025 SH   SOLE   17,025 0 0
ISHARES TR U.S. ENERGY ETF 464287796 260 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 756 7,395 SH   SOLE   7,395 0 0
ISHARES TR US HOME CONS ETF 464288752 312 7,167 SH   SOLE   7,167 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 7,586 149,296 SH   SOLE   149,296 0 0
ISHARES TR CORE MSCI EAFE 46432F842 2,018 30,547 SH   SOLE   30,547 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 11,103 10,516,000 PRN   SOLE   10,516,000 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 26 15,000 PRN   SOLE   15,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 5,234 5,227,000 PRN   SOLE   5,227,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 5,090 4,954,000 PRN   SOLE   4,954,000 0 0
JOHNSON & JOHNSON COM 478160104 1,073 7,701 SH   SOLE   7,701 0 0
JPMORGAN CHASE & CO COM 46625H100 1,452 13,571 SH   SOLE   13,571 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 6,274 5,126,000 PRN   SOLE   5,126,000 0 0
KEYCORP NEW COM 493267108 453 22,494 SH   SOLE   22,494 0 0
KIMBERLY CLARK CORP COM 494368103 1,048 8,685 SH   SOLE   8,685 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 2,341 62,295 SH   SOLE   62,295 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,326 3,000,000 PRN   SOLE   3,000,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 203 1,274 SH   SOLE   1,274 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,106 518,000 PRN   SOLE   518,000 0 0
LAM RESEARCH CORP COM 512807108 427 2,316 SH   SOLE   2,316 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 9,826 3,213,000 PRN   SOLE   3,213,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5,848 10,418,000 PRN   SOLE   10,418,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,089 5,293,000 PRN   SOLE   5,293,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 6,335 4,908,000 PRN   SOLE   4,908,000 0 0
LOCKHEED MARTIN CORP COM 539830109 256 802 SH   SOLE   802 0 0
LOEWS CORP COM 540424108 827 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 260 2,805 SH   SOLE   2,805 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 7,564 7,339,000 PRN   SOLE   7,339,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,263 1,321,000 PRN   SOLE   1,321,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 501 3,309 SH   SOLE   3,309 0 0
MCDONALDS CORP COM 580135101 381 2,212 SH   SOLE   2,212 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 400 379,000 PRN   SOLE   379,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 4,398 4,808,000 PRN   SOLE   4,808,000 0 0
MEDTRONIC PLC SHS G5960L103 326 4,009 SH   SOLE   4,009 0 0
MERCK & CO INC COM 58933Y105 385 6,844 SH   SOLE   6,844 0 0
METLIFE INC COM 59156R108 355 7,010 SH   SOLE   7,010 0 0
MGM RESORTS INTERNATIONAL COM 552953101 212 6,314 SH   SOLE   6,314 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,295 8,398,000 PRN   SOLE   8,398,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 14,685 3,913,000 PRN   SOLE   3,913,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 3,364 2,334,000 PRN   SOLE   2,334,000 0 0
MICROSOFT CORP COM 594918104 1,640 19,174 SH   SOLE   19,174 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 8,379 6,113,000 PRN   SOLE   6,113,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 901 804,000 PRN   SOLE   804,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 14,327 13,235,000 PRN   SOLE   13,235,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 2,568 51,281 SH   SOLE   51,281 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 8,961 128,325 SH   SOLE   128,325 0 0
NIKE INC CL B 654106103 242 3,847 SH   SOLE   3,847 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 880 1,882,000 PRN   SOLE   1,882,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 29,695 5,395,000 PRN   SOLE   5,395,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 754 731,000 PRN   SOLE   731,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3,341 3,501,000 PRN   SOLE   3,501,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,618 2,234,000 PRN   SOLE   2,234,000 0 0
NVIDIA CORP COM 67066G104 294 1,520 SH   SOLE   1,520 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 2,082 217,000 PRN   SOLE   217,000 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 5,896 4,253,000 PRN   SOLE   4,253,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 325 15,518 SH   SOLE   15,518 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 7,749 6,072,000 PRN   SOLE   6,072,000 0 0
ORACLE CORP COM 68389X105 509 10,722 SH   SOLE   10,722 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 2,596 1,899,000 PRN   SOLE   1,899,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3,532 4,000,000 PRN   SOLE   4,000,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 6,811 7,000,000 PRN   SOLE   7,000,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 919 950,000 PRN   SOLE   950,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 7,281 7,396,000 PRN   SOLE   7,396,000 0 0
PEPSICO INC COM 713448108 516 4,290 SH   SOLE   4,290 0 0
PERKINELMER INC COM 714046109 209 2,850 SH   SOLE   2,850 0 0
PFIZER INC COM 717081103 854 23,584 SH   SOLE   23,584 0 0
PHILIP MORRIS INTL INC COM 718172109 286 2,712 SH   SOLE   2,712 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 856 800,000 PRN   SOLE   800,000 0 0
PIONEER NAT RES CO COM 723787107 231 1,343 SH   SOLE   1,343 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 3,820 4,000,000 PRN   SOLE   4,000,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 508 22,060 SH   SOLE   22,060 0 0
PRICELINE GRP INC COM NEW 741503403 245 141 SH   SOLE   141 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 10,586 5,771,000 PRN   SOLE   5,771,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20,198 14,649,000 PRN   SOLE   14,649,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 18,396 15,728,000 PRN   SOLE   15,728,000 0 0
PROCTER AND GAMBLE CO COM 742718109 771 8,377 SH   SOLE   8,377 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 4,062 3,244,000 PRN   SOLE   3,244,000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 833 24,635 SH   SOLE   24,635 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,406 110,000 SH   SOLE   110,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 3,003 3,000,000 PRN   SOLE   3,000,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 4,632 4,000,000 PRN   SOLE   4,000,000 0 0
QUANTA SVCS INC COM 74762E102 209 5,302 SH   SOLE   5,302 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 12,276 8,137,000 PRN   SOLE   8,137,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 2,837 3,000,000 PRN   SOLE   3,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,091 18,912 SH   SOLE   18,912 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 6,190 42,654 SH   SOLE   42,654 0 0
RAYTHEON CO COM NEW 755111507 471 2,500 SH   SOLE   2,500 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 14,703 8,937,000 PRN   SOLE   8,937,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5,360 5,353,000 PRN   SOLE   5,353,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 965 1,000,000 PRN   SOLE   1,000,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 3,711 2,908,000 PRN   SOLE   2,908,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 6,721 6,268,000 PRN   SOLE   6,268,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 7,292 6,315,000 PRN   SOLE   6,315,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 5,251 4,599,000 PRN   SOLE   4,599,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 7,214 4,709,000 PRN   SOLE   4,709,000 0 0
SCHLUMBERGER LTD COM 806857108 257 3,852 SH   SOLE   3,852 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 7,003 7,416,000 PRN   SOLE   7,416,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,772 33,649 SH   SOLE   33,649 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 4,325 2,452,000 PRN   SOLE   2,452,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 3,308 3,392,000 PRN   SOLE   3,392,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,857 2,000,000 PRN   SOLE   2,000,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 908 75,000 SH   SOLE   75,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,700 21,361 SH   SOLE   21,361 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 236 5,202 SH   SOLE   5,202 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,458 2,454,000 PRN   SOLE   2,454,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 724 699,000 PRN   SOLE   699,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 5,088 41,530 SH   SOLE   41,530 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 79 72,000 PRN   SOLE   72,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 12,750 9,915,000 PRN   SOLE   9,915,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,655 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 521 8,059 SH   SOLE   8,059 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,866 2,750,000 PRN   SOLE   2,750,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 5,457 3,811,000 PRN   SOLE   3,811,000 0 0
TESARO INC NOTE 3.000%10/0 881569AA5 33 14,000 PRN   SOLE   14,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,420 8,921,000 PRN   SOLE   8,921,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 8,704 8,050,000 PRN   SOLE   8,050,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 3,489 3,000,000 PRN   SOLE   3,000,000 0 0
TEXAS INSTRS INC COM 882508104 390 3,743 SH   SOLE   3,743 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,283 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,601 6,675,000 PRN   SOLE   6,675,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 345 1,814 SH   SOLE   1,814 0 0
TIME WARNER INC COM NEW 887317303 249 2,723 SH   SOLE   2,723 0 0
TJX COS INC NEW COM 872540109 273 3,564 SH   SOLE   3,564 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 6,716 4,265,000 PRN   SOLE   4,265,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,559 5,000,000 PRN   SOLE   5,000,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 1,033 935,000 PRN   SOLE   935,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 933 1,000,000 PRN   SOLE   1,000,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 4,536 4,281,000 PRN   SOLE   4,281,000 0 0
UNION PAC CORP COM 907818108 461 3,447 SH   SOLE   3,447 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 1,087 967,000 PRN   SOLE   967,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 285 2,227 SH   SOLE   2,227 0 0
UNITEDHEALTH GROUP INC COM 91324P102 908 4,127 SH   SOLE   4,127 0 0
US BANCORP DEL COM NEW 902973304 248 4,581 SH   SOLE   4,581 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,605 3,000,000 PRN   SOLE   3,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 15,946 4,776,000 PRN   SOLE   4,776,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 729 13,754 SH   SOLE   13,754 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 3,412 33,501 SH   SOLE   33,501 0 0
VISA INC COM CL A 92826C839 433 3,798 SH   SOLE   3,798 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 2,308 1,232,000 PRN   SOLE   1,232,000 0 0
WAL-MART STORES INC COM 931142103 319 3,226 SH   SOLE   3,226 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 5,224 5,000,000 PRN   SOLE   5,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 10,213 9,463,000 PRN   SOLE   9,463,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 164 39,139 SH   SOLE   39,139 0 0
WELLS FARGO & CO MTNF 0.125% 3/1 94986RTK7 177 182,000 PRN   SOLE   182,000 0 0
WELLS FARGO & CO MTNF 0.125% 2/2 94986RVY4 4,635 4,788,000 PRN   SOLE   4,788,000 0 0
WELLS FARGO CO NEW COM 949746101 582 9,601 SH   SOLE   9,601 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 22,767 17,510 SH   SOLE   17,510 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 8,762 146,410 SH   SOLE   146,410 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 499 500,000 PRN   SOLE   500,000 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 3,726 2,975,000 PRN   SOLE   2,975,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 8,904 8,681,000 PRN   SOLE   8,681,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 4,045 3,322,000 PRN   SOLE   3,322,000 0 0
YAHOO INC NOTE 12/0 984332AF3 10,956 8,126,000 PRN   SOLE   8,126,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 3,913 3,973,000 PRN   SOLE   3,973,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,798 4,403,000 PRN   SOLE   4,403,000 0 0