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 337 1,530 SH   SOLE   1,530 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 10,411 5,171,000 PRN   SOLE   5,171,000 0 0
ABBOTT LABS COM 002824100 386 6,441 SH   SOLE   6,441 0 0
ABBVIE INC COM 00287Y109 367 3,880 SH   SOLE   3,880 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 230 1,496 SH   SOLE   1,496 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 1,276 1,455,000 PRN   SOLE   1,455,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,636 4,000,000 PRN   SOLE   4,000,000 0 0
ADOBE SYS INC COM 00724F101 227 1,042 SH   SOLE   1,042 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 2,068 2,300,000 PRN   SOLE   2,300,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 4,436 3,500,000 PRN   SOLE   3,500,000 0 0
AETNA INC NEW COM 00817Y108 347 2,048 SH   SOLE   2,048 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 481 323,000 PRN   SOLE   323,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 4,370 4,266,000 PRN   SOLE   4,266,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 3,680 4,000,000 PRN   SOLE   4,000,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,075 590,000 PRN   SOLE   590,000 0 0
ALLERGAN PLC SHS G0177J108 235 1,386 SH   SOLE   1,386 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 12,270 12,237,000 PRN   SOLE   12,237,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,180 2,102 SH   SOLE   2,102 0 0
ALTRIA GROUP INC COM 02209S103 449 7,221 SH   SOLE   7,221 0 0
ALZA CORP SDCV 7/2 02261WAB5 239 135,000 PRN   SOLE   135,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 5,665 5,500,000 PRN   SOLE   5,500,000 0 0
AMAZON COM INC COM 023135106 1,490 1,029 SH   SOLE   1,029 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 2,085 2,085,000 PRN   SOLE   2,085,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 71 70,000 PRN   SOLE   70,000 0 0
AMGEN INC COM 031162100 424 2,497 SH   SOLE   2,497 0 0
ANTHEM INC UNIT 05/01/20188 036752202 10,122 188,444 SH   SOLE   188,444 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 16,255 5,398,000 PRN   SOLE   5,398,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 5,343 5,350,000 PRN   SOLE   5,350,000 0 0
APPLE INC COM 037833100 1,956 11,655 SH   SOLE   11,655 0 0
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 510 500,000 PRN   SOLE   500,000 0 0
ARES CAP CORP COM 04010L103 273 17,236 SH   SOLE   17,236 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 4,824 4,771,000 PRN   SOLE   4,771,000 0 0
AT&T INC COM 00206R102 557 15,607 SH   SOLE   15,607 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7,686 6,748,000 PRN   SOLE   6,748,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,475 4,600,000 PRN   SOLE   4,600,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 1,508 1,500,000 PRN   SOLE   1,500,000 0 0
BANK AMER CORP COM 060505104 926 30,902 SH   SOLE   30,902 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 19,214 14,900 SH   SOLE   14,900 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 21,796 375,382 SH   SOLE   375,382 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 873 4,384 SH   SOLE   4,384 0 0
BIOGEN INC COM 09062X103 206 752 SH   SOLE   752 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 845 763,000 PRN   SOLE   763,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 10,982 11,181,000 PRN   SOLE   11,181,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,469 1,500,000 PRN   SOLE   1,500,000 0 0
BOEING CO COM 097023105 495 1,502 SH   SOLE   1,502 0 0
BOOKING HLDGS INC COM 09857L108 288 139 SH   SOLE   139 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 216 3,382 SH   SOLE   3,382 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 552 500,000 PRN   SOLE   500,000 0 0
BROADCOM LTD SHS Y09827109 256 1,092 SH   SOLE   1,092 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 5,986 3,436,000 PRN   SOLE   3,436,000 0 0
CELGENE CORP COM 151020104 397 4,437 SH   SOLE   4,437 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4,374 4,250,000 PRN   SOLE   4,250,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 4,299 4,236,000 PRN   SOLE   4,236,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 16,769 21,606,000 PRN   SOLE   21,606,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2,021 2,347,000 PRN   SOLE   2,347,000 0 0
CHEVRON CORP NEW COM 166764100 453 3,974 SH   SOLE   3,974 0 0
CISCO SYS INC COM 17275R102 602 14,041 SH   SOLE   14,041 0 0
CITIGROUP INC COM NEW 172967424 934 13,874 SH   SOLE   13,874 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 12,098 9,188,000 PRN   SOLE   9,188,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 4,327 4,000,000 PRN   SOLE   4,000,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 626 543,000 PRN   SOLE   543,000 0 0
COCA COLA CO COM 191216100 547 12,649 SH   SOLE   12,649 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 5,331 5,696,000 PRN   SOLE   5,696,000 0 0
COMCAST CORP NEW CL A 20030N101 313 9,129 SH   SOLE   9,129 0 0
CONOCOPHILLIPS COM 20825C104 328 5,526 SH   SOLE   5,526 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 1,086 1,017,000 PRN   SOLE   1,017,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 297 1,584 SH   SOLE   1,584 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 7,876 7,072 SH   SOLE   7,072 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 850 779,000 PRN   SOLE   779,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,332 4,953,000 PRN   SOLE   4,953,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 5,041 3,613,000 PRN   SOLE   3,613,000 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,793 479,000 PRN   SOLE   479,000 0 0
DBX ETF TR XTRACK MSCI JAPN 233051507 612 14,409 SH   SOLE   14,409 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 355 6,498 SH   SOLE   6,498 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,621 2,000,000 PRN   SOLE   2,000,000 0 0
DISCOVER FINL SVCS COM 254709108 227 3,126 SH   SOLE   3,126 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 10,937 11,350,000 PRN   SOLE   11,350,000 0 0
DISNEY WALT CO COM DISNEY 254687106 301 2,989 SH   SOLE   2,989 0 0
DOWDUPONT INC COM 26078J100 240 3,757 SH   SOLE   3,757 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 651 12,530 SH   SOLE   12,530 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,335 4,214,000 PRN   SOLE   4,214,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 6,398 74,000 SH   SOLE   74,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 248 4,496 SH   SOLE   4,496 0 0
EATON CORP PLC SHS G29183103 217 2,706 SH   SOLE   2,706 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 2,536 2,500,000 PRN   SOLE   2,500,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 4,796 4,200,000 PRN   SOLE   4,200,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,826 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 1,719 2,000,000 PRN   SOLE   2,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4,007 5,000,000 PRN   SOLE   5,000,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 9,953 9,073,000 PRN   SOLE   9,073,000 0 0
EOG RES INC COM 26875P101 210 2,008 SH   SOLE   2,008 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 535 21,992 SH   SOLE   21,992 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 939 796,000 PRN   SOLE   796,000 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 643 511,000 PRN   SOLE   511,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 5,924 6,680,000 PRN   SOLE   6,680,000 0 0
EXXON MOBIL CORP COM 30231G102 589 7,901 SH   SOLE   7,901 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 2,103 2,000,000 PRN   SOLE   2,000,000 0 0
FACEBOOK INC CL A 30303M102 1,074 6,731 SH   SOLE   6,731 0 0
FEDEX CORP COM 31428X106 525 2,188 SH   SOLE   2,188 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,472 790,000 PRN   SOLE   790,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 684 695,000 PRN   SOLE   695,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,399 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCH TRD ALPHA FD I DEV MRK EX US 33737J174 1,925 30,647 SH   SOLE   30,647 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 904 13,041 SH   SOLE   13,041 0 0
FIRST TR EXCHANGE TRADED FD SENIOR LN FD 33738D309 2,710 56,302 SH   SOLE   56,302 0 0
FIRST TR EXCHANGE TRADED FD NASDAQ BK ETF 33738R860 1,809 61,293 SH   SOLE   61,293 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 5,608 109,199 SH   SOLE   109,199 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR ENH NEW 33739Q408 245 4,090 SH   SOLE   4,090 0 0
FIRST TR EXCHANGE-TRADED FD PFD SECS INC ETF 33739E108 2,477 127,314 SH   SOLE   127,314 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 5,489 93,961 SH   SOLE   93,961 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 4,467 4,500,000 PRN   SOLE   4,500,000 0 0
GENERAL DYNAMICS CORP COM 369550108 450 2,034 SH   SOLE   2,034 0 0
GENERAL ELECTRIC CO COM 369604103 260 19,259 SH   SOLE   19,259 0 0
GILEAD SCIENCES INC COM 375558103 283 3,753 SH   SOLE   3,753 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 4,083 4,000,000 PRN   SOLE   4,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 248 983 SH   SOLE   983 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 3,430 3,500,000 PRN   SOLE   3,500,000 0 0
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 2,640 2,312,000 PRN   SOLE   2,312,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 5,758 5,852,000 PRN   SOLE   5,852,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 4,347 4,547,000 PRN   SOLE   4,547,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,454 2,500,000 PRN   SOLE   2,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 405 431,000 PRN   SOLE   431,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 1,006 1,000,000 PRN   SOLE   1,000,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 15,106 12,474,000 PRN   SOLE   12,474,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 908 900,000 PRN   SOLE   900,000 0 0
HESS CORP DEP PDF SR A 42809H404 8,277 138,945 SH   SOLE   138,945 0 0
HOME DEPOT INC COM 437076102 778 4,364 SH   SOLE   4,364 0 0
HONEYWELL INTL INC COM 438516106 317 2,192 SH   SOLE   2,192 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3,210 3,500,000 PRN   SOLE   3,500,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,595 172,005 SH   SOLE   172,005 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 2,820 3,000,000 PRN   SOLE   3,000,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 236 1,496 SH   SOLE   1,496 0 0
ILLUMINA INC NOTE 6/1 452327AF6 14,428 13,044,000 PRN   SOLE   13,044,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 14,411 11,819,000 PRN   SOLE   11,819,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 3,466 3,500,000 PRN   SOLE   3,500,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 72 45,000 PRN   SOLE   45,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 482 461,000 PRN   SOLE   461,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 5,303 6,000,000 PRN   SOLE   6,000,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 16,629 10,741,000 PRN   SOLE   10,741,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 7,021 6,233,000 PRN   SOLE   6,233,000 0 0
INTEL CORP COM 458140100 809 15,491 SH   SOLE   15,491 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 51,679 20,634,000 PRN   SOLE   20,634,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 390 5,368 SH   SOLE   5,368 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 116 100,000 PRN   SOLE   100,000 0 0
INTL PAPER CO COM 460146103 201 3,763 SH   SOLE   3,763 0 0
INVESCO LTD SHS G491BT108 251 7,794 SH   SOLE   7,794 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 5,202 13,507 SH   SOLE   13,507 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 7,180 6,100,000 PRN   SOLE   6,100,000 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 799 12,825 SH   SOLE   12,825 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,142 53,793 SH   SOLE   53,793 0 0
ISHARES TR CORE S&P500 ETF 464287200 46,507 175,249 SH   SOLE   175,249 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,564 98,505 SH   SOLE   98,505 0 0
ISHARES TR MSCI EAFE ETF 464287465 529 7,590 SH   SOLE   7,590 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,904 32,550 SH   SOLE   32,550 0 0
ISHARES TR U.S. TECH ETF 464287721 2,500 14,866 SH   SOLE   14,866 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,265 16,766 SH   SOLE   16,766 0 0
ISHARES TR U.S. ENERGY ETF 464287796 242 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 700 7,273 SH   SOLE   7,273 0 0
ISHARES TR US HOME CONS ETF 464288752 278 7,063 SH   SOLE   7,063 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 4,227 83,000 SH   SOLE   83,000 0 0
ISHARES TR CORE MSCI EAFE 46432F842 203 3,082 SH   SOLE   3,082 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 11,468 11,606,000 PRN   SOLE   11,606,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,404 4,250,000 PRN   SOLE   4,250,000 0 0
JANUS HENDERSON GROUP PLC NOTE 0.750% 7/1 47102XAH8 22 15,000 PRN   SOLE   15,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 6,499 6,218,000 PRN   SOLE   6,218,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 5,526 5,412,000 PRN   SOLE   5,412,000 0 0
JOHNSON & JOHNSON COM 478160104 971 7,576 SH   SOLE   7,576 0 0
JPMORGAN CHASE & CO COM 46625H100 1,469 13,366 SH   SOLE   13,366 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 6,319 5,582,000 PRN   SOLE   5,582,000 0 0
KEYCORP NEW COM 493267108 432 22,123 SH   SOLE   22,123 0 0
KIMBERLY CLARK CORP COM 494368103 956 8,685 SH   SOLE   8,685 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,116 3,000,000 PRN   SOLE   3,000,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 203 1,255 SH   SOLE   1,255 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,120 518,000 PRN   SOLE   518,000 0 0
LAM RESEARCH CORP COM 512807108 462 2,276 SH   SOLE   2,276 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 4,574 1,357,000 PRN   SOLE   1,357,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,327 10,668,000 PRN   SOLE   10,668,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,511 5,678,000 PRN   SOLE   5,678,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 4,179 3,983,000 PRN   SOLE   3,983,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 6,898 5,419,000 PRN   SOLE   5,419,000 0 0
LOCKHEED MARTIN CORP COM 539830109 267 790 SH   SOLE   790 0 0
LOEWS CORP COM 540424108 823 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 245 2,766 SH   SOLE   2,766 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 7,166 7,246,000 PRN   SOLE   7,246,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 982 1,106,000 PRN   SOLE   1,106,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 570 3,260 SH   SOLE   3,260 0 0
MCDONALDS CORP COM 580135101 340 2,173 SH   SOLE   2,173 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,881 3,000,000 PRN   SOLE   3,000,000 0 0
MEDTRONIC PLC SHS G5960L103 317 3,952 SH   SOLE   3,952 0 0
MERCK & CO INC COM 58933Y105 368 6,739 SH   SOLE   6,739 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 115 59,000 PRN   SOLE   59,000 0 0
METLIFE INC COM 59156R108 318 6,913 SH   SOLE   6,913 0 0
MGM RESORTS INTERNATIONAL COM 552953101 218 6,225 SH   SOLE   6,225 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 14,158 7,987,000 PRN   SOLE   7,987,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 24,164 20,436,000 PRN   SOLE   20,436,000 0 0
MICRON TECHNOLOGY INC COM 595112103 219 4,143 SH   SOLE   4,143 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 20,123 4,230,000 PRN   SOLE   4,230,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 4,453 2,488,000 PRN   SOLE   2,488,000 0 0
MICROSOFT CORP COM 594918104 1,725 18,895 SH   SOLE   18,895 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 7,389 5,249,000 PRN   SOLE   5,249,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,425 1,304,000 PRN   SOLE   1,304,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 14,526 14,135,000 PRN   SOLE   14,135,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,417 88,781 SH   SOLE   88,781 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 10,236 140,725 SH   SOLE   140,725 0 0
NIKE INC CL B 654106103 249 3,779 SH   SOLE   3,779 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,497 2,132,000 PRN   SOLE   2,132,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 28,071 4,638,000 PRN   SOLE   4,638,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 730 718,000 PRN   SOLE   718,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3,760 3,966,000 PRN   SOLE   3,966,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 2,683 2,444,000 PRN   SOLE   2,444,000 0 0
NVIDIA CORP COM 67066G104 347 1,498 SH   SOLE   1,498 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 1,850 161,000 PRN   SOLE   161,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 451 441,000 PRN   SOLE   441,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 222 8,991 SH   SOLE   8,991 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 9,512 6,664,000 PRN   SOLE   6,664,000 0 0
ORACLE CORP COM 68389X105 483 10,572 SH   SOLE   10,572 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 4,062 4,500,000 PRN   SOLE   4,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 2,742 3,000,000 PRN   SOLE   3,000,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 3,636 2,203,000 PRN   SOLE   2,203,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3,641 4,000,000 PRN   SOLE   4,000,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 3,399 3,500,000 PRN   SOLE   3,500,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 962 950,000 PRN   SOLE   950,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 6,991 7,000,000 PRN   SOLE   7,000,000 0 0
PEPSICO INC COM 713448108 462 4,228 SH   SOLE   4,228 0 0
PERKINELMER INC COM 714046109 213 2,809 SH   SOLE   2,809 0 0
PFIZER INC COM 717081103 822 23,231 SH   SOLE   23,231 0 0
PHILIP MORRIS INTL INC COM 718172109 265 2,663 SH   SOLE   2,663 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 829 800,000 PRN   SOLE   800,000 0 0
PIONEER NAT RES CO COM 723787107 227 1,323 SH   SOLE   1,323 0 0
PNC FINL SVCS GROUP INC COM 693475105 260 1,728 SH   SOLE   1,728 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 4,277 4,438,000 PRN   SOLE   4,438,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 506 21,906 SH   SOLE   21,906 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 24,208 15,078,000 PRN   SOLE   15,078,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 21,246 17,023,000 PRN   SOLE   17,023,000 0 0
PROCTER AND GAMBLE CO COM 742718109 654 8,245 SH   SOLE   8,245 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 4,517 3,092,000 PRN   SOLE   3,092,000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 893 24,635 SH   SOLE   24,635 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,497 110,000 SH   SOLE   110,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 5,263 5,250,000 PRN   SOLE   5,250,000 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 5,185 4,400,000 PRN   SOLE   4,400,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 5,928 3,424,000 PRN   SOLE   3,424,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3,030 3,000,000 PRN   SOLE   3,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 979 18,912 SH   SOLE   18,912 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 3,204 21,327 SH   SOLE   21,327 0 0
RAYTHEON CO COM NEW 755111507 528 2,459 SH   SOLE   2,459 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 18,747 9,271,000 PRN   SOLE   9,271,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5,353 5,353,000 PRN   SOLE   5,353,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 2,908 3,000,000 PRN   SOLE   3,000,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 4,193 3,108,000 PRN   SOLE   3,108,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 7,081 6,736,000 PRN   SOLE   6,736,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 7,612 6,780,000 PRN   SOLE   6,780,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 5,130 4,882,000 PRN   SOLE   4,882,000 0 0
SALESFORCE COM INC COM 79466L302 206 1,783 SH   SOLE   1,783 0 0
SCHLUMBERGER LTD COM 806857108 245 3,785 SH   SOLE   3,785 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 5,884 6,090,000 PRN   SOLE   6,090,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,675 33,153 SH   SOLE   33,153 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 5,944 2,662,000 PRN   SOLE   2,662,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 9,911 8,565,000 PRN   SOLE   8,565,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 5,442 5,500,000 PRN   SOLE   5,500,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,107 4,500,000 PRN   SOLE   4,500,000 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 228 5,117 SH   SOLE   5,117 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,442 2,454,000 PRN   SOLE   2,454,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 709 699,000 PRN   SOLE   699,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 7,074 61,465 SH   SOLE   61,465 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 78 72,000 PRN   SOLE   72,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 7,858 6,268,000 PRN   SOLE   6,268,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,544 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 542 7,939 SH   SOLE   7,939 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,829 2,750,000 PRN   SOLE   2,750,000 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 4,353 2,859,000 PRN   SOLE   2,859,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,915 9,941,000 PRN   SOLE   9,941,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,311 3,334,000 PRN   SOLE   3,334,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 3,125 3,000,000 PRN   SOLE   3,000,000 0 0
TEXAS INSTRS INC COM 882508104 384 3,685 SH   SOLE   3,685 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,042 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 7,332 6,850,000 PRN   SOLE   6,850,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 368 1,787 SH   SOLE   1,787 0 0
TIME WARNER INC COM NEW 887317303 255 2,685 SH   SOLE   2,685 0 0
TJX COS INC NEW COM 872540109 284 3,504 SH   SOLE   3,504 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 6,450 4,732,000 PRN   SOLE   4,732,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 8,558 5,150,000 PRN   SOLE   5,150,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 1,057 1,002,000 PRN   SOLE   1,002,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 936 1,000,000 PRN   SOLE   1,000,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 4,731 4,530,000 PRN   SOLE   4,530,000 0 0
UNION PAC CORP COM 907818108 456 3,400 SH   SOLE   3,400 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 1,270 967,000 PRN   SOLE   967,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 275 2,189 SH   SOLE   2,189 0 0
UNITEDHEALTH GROUP INC COM 91324P102 870 4,067 SH   SOLE   4,067 0 0
US BANCORP DEL COM NEW 902973304 230 4,518 SH   SOLE   4,518 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,723 3,000,000 PRN   SOLE   3,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 17,594 5,106,000 PRN   SOLE   5,106,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 646 13,542 SH   SOLE   13,542 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 3,560 33,501 SH   SOLE   33,501 0 0
VISA INC COM CL A 92826C839 448 3,749 SH   SOLE   3,749 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 2,181 1,232,000 PRN   SOLE   1,232,000 0 0
WALMART INC COM 931142103 281 3,167 SH   SOLE   3,167 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 4,759 5,000,000 PRN   SOLE   5,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 5,081 5,669,000 PRN   SOLE   5,669,000 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 3,786 3,938,000 PRN   SOLE   3,938,000 0 0
WELLS FARGO CO NEW COM 949746101 497 9,461 SH   SOLE   9,461 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 24,245 18,865 SH   SOLE   18,865 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 497 500,000 PRN   SOLE   500,000 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 4,724 3,112,000 PRN   SOLE   3,112,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 7,443 7,507,000 PRN   SOLE   7,507,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 3,747 3,300,000 PRN   SOLE   3,300,000 0 0
YAHOO INC NOTE 12/0 984332AF3 12,184 8,719,000 PRN   SOLE   8,719,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 4,021 3,973,000 PRN   SOLE   3,973,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,748 3,895,000 PRN   SOLE   3,895,000 0 0