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 268 1,357 SH   SOLE   1,357 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 10,701 4,671,000 PRN   SOLE   4,671,000 0 0
ABBOTT LABS COM 002824100 345 5,629 SH   SOLE   5,629 0 0
ABBVIE INC COM 00287Y109 320 3,446 SH   SOLE   3,446 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 210 1,297 SH   SOLE   1,297 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 3,624 3,750,000 PRN   SOLE   3,750,000 0 0
ADOBE SYS INC COM 00724F101 236 970 SH   SOLE   970 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 4,522 3,500,000 PRN   SOLE   3,500,000 0 0
AETNA INC NEW COM 00817Y108 332 1,809 SH   SOLE   1,809 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 675 469,000 PRN   SOLE   469,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 5,024 5,018,000 PRN   SOLE   5,018,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 4,155 4,000,000 PRN   SOLE   4,000,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,010 533,000 PRN   SOLE   533,000 0 0
ALLERGAN PLC SHS G0177J108 201 1,192 SH   SOLE   1,192 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 8,930 8,833,000 PRN   SOLE   8,833,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,056 1,821 SH   SOLE   1,821 0 0
ALTRIA GROUP INC COM 02209S103 352 6,212 SH   SOLE   6,212 0 0
ALZA CORP SDCV 7/2 02261WAB5 168 101,000 PRN   SOLE   101,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 5,615 5,500,000 PRN   SOLE   5,500,000 0 0
AMAZON COM INC COM 023135106 1,547 910 SH   SOLE   910 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 2,025 2,025,000 PRN   SOLE   2,025,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 2,726 2,698,000 PRN   SOLE   2,698,000 0 0
AMGEN INC COM 031162100 407 2,202 SH   SOLE   2,202 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 18,193 5,568,000 PRN   SOLE   5,568,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 5,296 5,350,000 PRN   SOLE   5,350,000 0 0
APPLE INC COM 037833100 1,938 10,461 SH   SOLE   10,461 0 0
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 901 812,000 PRN   SOLE   812,000 0 0
ARES CAP CORP COM 04010L103 192 11,659 SH   SOLE   11,659 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 4,711 4,687,000 PRN   SOLE   4,687,000 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 2,050 2,040,000 PRN   SOLE   2,040,000 0 0
AT&T INC COM 00206R102 549 17,160 SH   SOLE   17,160 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 12,992 10,583,000 PRN   SOLE   10,583,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 6,097 4,600,000 PRN   SOLE   4,600,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 1,499 1,500,000 PRN   SOLE   1,500,000 0 0
BANK AMER CORP COM 060505104 717 25,404 SH   SOLE   25,404 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 20,571 16,446 SH   SOLE   16,446 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 25,107 405,817 SH   SOLE   405,817 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 740 3,956 SH   SOLE   3,956 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 993 839,000 PRN   SOLE   839,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 11,995 12,229,000 PRN   SOLE   12,229,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 1,459 1,500,000 PRN   SOLE   1,500,000 0 0
BOEING CO COM 097023105 447 1,332 SH   SOLE   1,332 0 0
BOOKING HLDGS INC COM 09857L108 246 122 SH   SOLE   122 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 572 500,000 PRN   SOLE   500,000 0 0
BROADCOM INC COM 11135F101 244 1,007 SH   SOLE   1,007 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 6,363 3,743,000 PRN   SOLE   3,743,000 0 0
CARBONITE INC NOTE 2.500% 4/0 141337AB1 1,482 1,000,000 PRN   SOLE   1,000,000 0 0
CELGENE CORP COM 151020104 310 3,878 SH   SOLE   3,878 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4,364 4,350,000 PRN   SOLE   4,350,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 2,236 2,236,000 PRN   SOLE   2,236,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 17,655 22,300,000 PRN   SOLE   22,300,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 2,385 2,347,000 PRN   SOLE   2,347,000 0 0
CHEVRON CORP NEW COM 166764100 461 3,659 SH   SOLE   3,659 0 0
CISCO SYS INC COM 17275R102 534 12,371 SH   SOLE   12,371 0 0
CITIGROUP INC COM NEW 172967424 783 11,771 SH   SOLE   11,771 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 14,053 9,679,000 PRN   SOLE   9,679,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 5,435 4,500,000 PRN   SOLE   4,500,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 2,758 3,000,000 PRN   SOLE   3,000,000 0 0
COCA COLA CO COM 191216100 479 10,931 SH   SOLE   10,931 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 5,672 5,970,000 PRN   SOLE   5,970,000 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1,113 1,000,000 PRN   SOLE   1,000,000 0 0
COMCAST CORP NEW CL A 20030N101 265 8,093 SH   SOLE   8,093 0 0
CONOCOPHILLIPS COM 20825C104 355 5,082 SH   SOLE   5,082 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 1,115 1,067,000 PRN   SOLE   1,067,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 291 1,393 SH   SOLE   1,393 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 8,312 7,750 SH   SOLE   7,750 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 774 735,000 PRN   SOLE   735,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,529 5,252,000 PRN   SOLE   5,252,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 5,453 4,115,000 PRN   SOLE   4,115,000 0 0
DANAHER CORP DEL COM 235851102 231 2,333 SH   SOLE   2,333 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,811 479,000 PRN   SOLE   479,000 0 0
DBX ETF TR XTRACK MSCI JAPN 233051507 514 12,314 SH   SOLE   12,314 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 285 5,764 SH   SOLE   5,764 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 1,633 2,000,000 PRN   SOLE   2,000,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 1,914 2,000,000 PRN   SOLE   2,000,000 0 0
DISNEY WALT CO COM DISNEY 254687106 277 2,639 SH   SOLE   2,639 0 0
DOWDUPONT INC COM 26078J100 218 3,317 SH   SOLE   3,317 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 628 12,260 SH   SOLE   12,260 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 5,136 4,435,000 PRN   SOLE   4,435,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 253 4,176 SH   SOLE   4,176 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 3,751 3,593,000 PRN   SOLE   3,593,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 4,115 4,100,000 PRN   SOLE   4,100,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,687 1,829,000 PRN   SOLE   1,829,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 1,828 2,000,000 PRN   SOLE   2,000,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4,643 5,000,000 PRN   SOLE   5,000,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 9,811 9,343,000 PRN   SOLE   9,343,000 0 0
EOG RES INC COM 26875P101 201 1,621 SH   SOLE   1,621 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 588 21,992 SH   SOLE   21,992 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 725 488,000 PRN   SOLE   488,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 10,615 10,097,000 PRN   SOLE   10,097,000 0 0
EXXON MOBIL CORP COM 30231G102 551 6,669 SH   SOLE   6,669 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 2,025 2,000,000 PRN   SOLE   2,000,000 0 0
FACEBOOK INC CL A 30303M102 1,142 5,884 SH   SOLE   5,884 0 0
FEDEX CORP COM 31428X106 441 1,945 SH   SOLE   1,945 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,203 745,000 PRN   SOLE   745,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 633 635,000 PRN   SOLE   635,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,370 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 992 7,205 SH   SOLE   7,205 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 2,011 27,090 SH   SOLE   27,090 0 0
FIRST TR EXCHANGE TRADED FD SENIOR LN FD 33738D309 2,745 57,438 SH   SOLE   57,438 0 0
FIRST TR EXCHANGE TRADED FD NASDAQ BK ETF 33738R860 2,729 95,810 SH   SOLE   95,810 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 4,934 96,472 SH   SOLE   96,472 0 0
FIRST TR EXCHANGE-TRADED FD PFD SECS INC ETF 33739E108 2,055 107,781 SH   SOLE   107,781 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 5,663 95,462 SH   SOLE   95,462 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 1,223 1,000,000 PRN   SOLE   1,000,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 3,533 3,560,000 PRN   SOLE   3,560,000 0 0
GENERAL DYNAMICS CORP COM 369550108 329 1,759 SH   SOLE   1,759 0 0
GENERAL ELECTRIC CO COM 369604103 229 16,762 SH   SOLE   16,762 0 0
GILEAD SCIENCES INC COM 375558103 234 3,307 SH   SOLE   3,307 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 2,981 2,750,000 PRN   SOLE   2,750,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 201 902 SH   SOLE   902 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 3,559 3,500,000 PRN   SOLE   3,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 6,911 6,811,000 PRN   SOLE   6,811,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 2,762 2,922,000 PRN   SOLE   2,922,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,549 2,500,000 PRN   SOLE   2,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 2,271 1,930,000 PRN   SOLE   1,930,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 15,597 12,057,000 PRN   SOLE   12,057,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,426 1,431,000 PRN   SOLE   1,431,000 0 0
HESS CORP DEP PDF SR A 42809H404 11,708 155,805 SH   SOLE   155,805 0 9,809,986
HOME DEPOT INC COM 437076102 761 3,897 SH   SOLE   3,897 0 0
HONEYWELL INTL INC COM 438516106 279 1,934 SH   SOLE   1,934 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3,110 3,250,000 PRN   SOLE   3,250,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 8,696 6,085,000 PRN   SOLE   6,085,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 2,817 3,000,000 PRN   SOLE   3,000,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 16,120 13,689,000 PRN   SOLE   13,689,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 17,303 13,140,000 PRN   SOLE   13,140,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 59 45,000 PRN   SOLE   45,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 467 438,000 PRN   SOLE   438,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 5,508 6,000,000 PRN   SOLE   6,000,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 17,041 11,217,000 PRN   SOLE   11,217,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 8,011 7,027,000 PRN   SOLE   7,027,000 0 0
INTEL CORP COM 458140100 692 13,965 SH   SOLE   13,965 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 49,374 20,628,000 PRN   SOLE   20,628,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 343 4,661 SH   SOLE   4,661 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 120 100,000 PRN   SOLE   100,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 663 500,000 PRN   SOLE   500,000 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 215 9,413 SH   SOLE   9,413 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 6,229 11,500 SH   SOLE   11,500 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 7,620 5,700,000 PRN   SOLE   5,700,000 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 640 11,076 SH   SOLE   11,076 0 0
ISHARES TR CORE S&P500 ETF 464287200 51,781 189,639 SH   SOLE   189,639 0 0
ISHARES TR CORE US AGGBD ET 464287226 9,787 92,065 SH   SOLE   92,065 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 627 5,167 SH   SOLE   5,167 0 0
ISHARES TR U.S. TECH ETF 464287721 2,704 15,179 SH   SOLE   15,179 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,181 14,674 SH   SOLE   14,674 0 0
ISHARES TR U.S. ENERGY ETF 464287796 275 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 614 6,199 SH   SOLE   6,199 0 0
ISHARES TR US HOME CONS ETF 464288752 228 5,954 SH   SOLE   5,954 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 568 11,137 SH   SOLE   11,137 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9,573 9,742,000 PRN   SOLE   9,742,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,812 4,300,000 PRN   SOLE   4,300,000 0 0
JANUS HENDERSON GROUP PLC NOTE 0.750% 7/1 47102XAH8 21 15,000 PRN   SOLE   15,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 13,171 12,117,000 PRN   SOLE   12,117,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 708 708,000 PRN   SOLE   708,000 0 0
JOHNSON & JOHNSON COM 478160104 796 6,557 SH   SOLE   6,557 0 0
JPMORGAN CHASE & CO COM 46625H100 1,203 11,560 SH   SOLE   11,560 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 8,955 7,423,000 PRN   SOLE   7,423,000 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 6,884 6,346,000 PRN   SOLE   6,346,000 0 0
KEYCORP NEW COM 493267108 373 19,111 SH   SOLE   19,111 0 0
KIMBERLY CLARK CORP COM 494368103 915 8,685 SH   SOLE   8,685 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,342 3,000,000 PRN   SOLE   3,000,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 209 1,166 SH   SOLE   1,166 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,251 518,000 PRN   SOLE   518,000 0 0
LAM RESEARCH CORP COM 512807108 344 1,990 SH   SOLE   1,990 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,636 10,500,000 PRN   SOLE   10,500,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 7,628 6,133,000 PRN   SOLE   6,133,000 0 0
LOCKHEED MARTIN CORP COM 539830109 207 701 SH   SOLE   701 0 0
LOEWS CORP COM 540424108 799 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 217 2,265 SH   SOLE   2,265 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 7,184 7,240,000 PRN   SOLE   7,240,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 813 916,000 PRN   SOLE   916,000 0 0
MARATHON PETE CORP COM 56585A102 209 2,989 SH   SOLE   2,989 0 0
MASTERCARD INCORPORATED CL A 57636Q104 571 2,897 SH   SOLE   2,897 0 0
MCDONALDS CORP COM 580135101 314 2,004 SH   SOLE   2,004 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 3,117 3,100,000 PRN   SOLE   3,100,000 0 0
MEDTRONIC PLC SHS G5960L103 297 3,454 SH   SOLE   3,454 0 0
MERCK & CO INC COM 58933Y105 364 5,957 SH   SOLE   5,957 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 115 59,000 PRN   SOLE   59,000 0 0
METLIFE INC COM 59156R108 261 5,994 SH   SOLE   5,994 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11,914 6,827,000 PRN   SOLE   6,827,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 22,487 19,197,000 PRN   SOLE   19,197,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 18,437 3,851,000 PRN   SOLE   3,851,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 4,999 2,777,000 PRN   SOLE   2,777,000 0 0
MICROSOFT CORP COM 594918104 1,657 16,796 SH   SOLE   16,796 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 992 410,000 PRN   SOLE   410,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 8,968 5,322,000 PRN   SOLE   5,322,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 731 925,000 PRN   SOLE   925,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,424 1,265,000 PRN   SOLE   1,265,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 12,544 12,174,000 PRN   SOLE   12,174,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 12,609 8,736,000 PRN   SOLE   8,736,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,312 86,500 SH   SOLE   86,500 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 11,988 161,670 SH   SOLE   161,670 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,313 991,000 PRN   SOLE   991,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 1,240 2,132,000 PRN   SOLE   2,132,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 21,550 4,154,000 PRN   SOLE   4,154,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3,000 2,771,000 PRN   SOLE   2,771,000 0 0
NVIDIA CORP COM 67066G104 299 1,260 SH   SOLE   1,260 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 1,804 153,000 PRN   SOLE   153,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 5,320 4,101,000 PRN   SOLE   4,101,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 9,759 7,415,000 PRN   SOLE   7,415,000 0 0
ORACLE CORP COM 68389X105 253 5,785 SH   SOLE   5,785 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 4,345 4,500,000 PRN   SOLE   4,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 3,892 4,208,000 PRN   SOLE   4,208,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 4,835 2,601,000 PRN   SOLE   2,601,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,615 4,457,000 PRN   SOLE   4,457,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 6,500 6,500,000 PRN   SOLE   6,500,000 0 0
PEPSICO INC COM 713448108 409 3,748 SH   SOLE   3,748 0 0
PFIZER INC COM 717081103 747 20,592 SH   SOLE   20,592 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 819 800,000 PRN   SOLE   800,000 0 0
PIONEER NAT RES CO COM 723787107 229 1,201 SH   SOLE   1,201 0 0
PNC FINL SVCS GROUP INC COM 693475105 215 1,605 SH   SOLE   1,605 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 4,266 4,438,000 PRN   SOLE   4,438,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2,660 2,500,000 PRN   SOLE   2,500,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 23,578 15,230,000 PRN   SOLE   15,230,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 21,075 17,641,000 PRN   SOLE   17,641,000 0 0
PROCTER AND GAMBLE CO COM 742718109 569 7,282 SH   SOLE   7,282 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 4,853 3,309,000 PRN   SOLE   3,309,000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 1,353 37,632 SH   SOLE   37,632 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 3,320 146,634 SH   SOLE   146,634 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 5,243 5,250,000 PRN   SOLE   5,250,000 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 6,092 4,800,000 PRN   SOLE   4,800,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 8,159 3,824,000 PRN   SOLE   3,824,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3,709 4,000,000 PRN   SOLE   4,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 994 18,912 SH   SOLE   18,912 0 0
RAYTHEON CO COM NEW 755111507 421 2,174 SH   SOLE   2,174 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 12,279 8,664,000 PRN   SOLE   8,664,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 16,684 9,156,000 PRN   SOLE   9,156,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 1,939 2,000,000 PRN   SOLE   2,000,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 1,959 2,000,000 PRN   SOLE   2,000,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 5,534 3,108,000 PRN   SOLE   3,108,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 7,163 6,778,000 PRN   SOLE   6,778,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 8,496 7,066,000 PRN   SOLE   7,066,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,159 1,156,000 PRN   SOLE   1,156,000 0 0
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 887 878,000 PRN   SOLE   878,000 0 0
SCHLUMBERGER LTD COM 806857108 233 3,495 SH   SOLE   3,495 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 1,193 1,222,000 PRN   SOLE   1,222,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 5,522 5,422,000 PRN   SOLE   5,422,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,502 28,891 SH   SOLE   28,891 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 2,075 2,000,000 PRN   SOLE   2,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 11,532 9,487,000 PRN   SOLE   9,487,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 5,428 5,500,000 PRN   SOLE   5,500,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,187 4,500,000 PRN   SOLE   4,500,000 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 818 15,000 SH   SOLE   15,000 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 230 4,738 SH   SOLE   4,738 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,333 2,344,000 PRN   SOLE   2,344,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 652 650,000 PRN   SOLE   650,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 5,062 48,153 SH   SOLE   48,153 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 6,648 5,268,000 PRN   SOLE   5,268,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,591 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 449 6,805 SH   SOLE   6,805 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 1,962 2,000,000 PRN   SOLE   2,000,000 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,784 2,750,000 PRN   SOLE   2,750,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 10,760 9,763,000 PRN   SOLE   9,763,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 5,023 4,459,000 PRN   SOLE   4,459,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 3,640 3,000,000 PRN   SOLE   3,000,000 0 0
TEXAS INSTRS INC COM 882508104 357 3,259 SH   SOLE   3,259 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 2,939 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,306 6,500,000 PRN   SOLE   6,500,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 318 1,543 SH   SOLE   1,543 0 0
TJX COS INC NEW COM 872540109 293 3,077 SH   SOLE   3,077 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 5,743 4,015,000 PRN   SOLE   4,015,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9,130 4,900,000 PRN   SOLE   4,900,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 849 848,000 PRN   SOLE   848,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 1,409 1,453,000 PRN   SOLE   1,453,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 967 1,000,000 PRN   SOLE   1,000,000 0 0
UNION PAC CORP COM 907818108 422 2,967 SH   SOLE   2,967 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 1,451 967,000 PRN   SOLE   967,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 241 1,923 SH   SOLE   1,923 0 0
UNITEDHEALTH GROUP INC COM 91324P102 884 3,605 SH   SOLE   3,605 0 0
V F CORP COM 918204108 202 2,442 SH   SOLE   2,442 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,639 3,000,000 PRN   SOLE   3,000,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 606 12,049 SH   SOLE   12,049 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 3,735 34,501 SH   SOLE   34,501 0 0
VISA INC COM CL A 92826C839 436 3,296 SH   SOLE   3,296 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 6,518 69,000 SH   SOLE   69,000 0 0
WALMART INC COM 931142103 232 2,697 SH   SOLE   2,697 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 6,441 5,000,000 PRN   SOLE   5,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3,627 3,685,000 PRN   SOLE   3,685,000 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 3,559 3,700,000 PRN   SOLE   3,700,000 0 0
WELLS FARGO CO NEW COM 949746101 443 8,037 SH   SOLE   8,037 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 25,791 20,552 SH   SOLE   20,552 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 504 500,000 PRN   SOLE   500,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 5,770 6,042,000 PRN   SOLE   6,042,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 8,279 7,651,000 PRN   SOLE   7,651,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6,069 4,550,000 PRN   SOLE   4,550,000 0 0
YAHOO INC NOTE 12/0 984332AF3 11,352 8,323,000 PRN   SOLE   8,323,000 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 6,568 5,184,000 PRN   SOLE   5,184,000 0 0