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 284 1,350 SH   SOLE   1,350 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 5,432 3,000,000 PRN   SOLE   3,000,000 0 0
ABBOTT LABS COM 002824100 411 5,597 SH   SOLE   5,597 0 0
ABBVIE INC COM 00287Y109 325 3,430 SH   SOLE   3,430 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 222 1,291 SH   SOLE   1,291 0 0
ACTIVISION BLIZZARD INC COM 00507V109 287 3,467 SH   SOLE   3,467 0 0
ADOBE SYS INC COM 00724F101 260 966 SH   SOLE   966 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 16,149 4,159,000 PRN   SOLE   4,159,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 4,994 3,500,000 PRN   SOLE   3,500,000 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 802 512,000 PRN   SOLE   512,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 3,714 3,891,000 PRN   SOLE   3,891,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1,322 1,327,000 PRN   SOLE   1,327,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 4,279 4,000,000 PRN   SOLE   4,000,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 1,208 559,000 PRN   SOLE   559,000 0 0
ALLERGAN PLC SHS G0177J108 228 1,186 SH   SOLE   1,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 9,260 8,810,000 PRN   SOLE   8,810,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,188 1,813 SH   SOLE   1,813 0 0
ALTRIA GROUP INC COM 02209S103 374 6,183 SH   SOLE   6,183 0 0
ALZA CORP SDCV 7/2 02261WAB5 191 101,000 PRN   SOLE   101,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 5,734 5,500,000 PRN   SOLE   5,500,000 0 0
AMAZON COM INC COM 023135106 1,814 906 SH   SOLE   906 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 2,856 2,831,000 PRN   SOLE   2,831,000 0 0
AMGEN INC COM 031162100 453 2,190 SH   SOLE   2,190 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 22,188 5,878,000 PRN   SOLE   5,878,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 5,308 5,350,000 PRN   SOLE   5,350,000 0 0
APPLE INC COM 037833100 2,348 10,409 SH   SOLE   10,409 0 0
ARES CAP CORP COM 04010L103 200 11,610 SH   SOLE   11,610 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 4,753 4,748,000 PRN   SOLE   4,748,000 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 2,692 2,665,000 PRN   SOLE   2,665,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 778 6,805 SH   SOLE   6,805 0 0
AT&T INC COM 00206R102 572 17,069 SH   SOLE   17,069 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 12,212 10,591,000 PRN   SOLE   10,591,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 5,831 4,830,000 PRN   SOLE   4,830,000 0 0
BANK AMER CORP COM 060505104 744 25,273 SH   SOLE   25,273 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 23,706 18,317 SH   SOLE   18,317 0 0
BECTON DICKINSON & CO COM 075887109 222 845 SH   SOLE   845 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 23,138 354,022 SH   SOLE   354,022 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 844 3,937 SH   SOLE   3,937 0 0
BIOGEN INC COM 09062X103 223 638 SH   SOLE   638 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,157 1,797,000 PRN   SOLE   1,797,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6,421 6,083,000 PRN   SOLE   6,083,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 2,773 2,750,000 PRN   SOLE   2,750,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 15,672 15,704,000 PRN   SOLE   15,704,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 2,982 3,000,000 PRN   SOLE   3,000,000 0 0
BOEING CO COM 097023105 490 1,326 SH   SOLE   1,326 0 0
BOOKING HLDGS INC COM 09857L108 240 121 SH   SOLE   121 0 0
BRISTOW GROUP INC NOTE 4.500% 6/0 110394AF0 504 500,000 PRN   SOLE   500,000 0 0
BROADCOM INC COM 11135F101 246 1,002 SH   SOLE   1,002 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 6,673 4,097,000 PRN   SOLE   4,097,000 0 0
CARBONITE INC NOTE 2.500% 4/0 141337AB1 1,501 1,000,000 PRN   SOLE   1,000,000 0 0
CELGENE CORP COM 151020104 346 3,861 SH   SOLE   3,861 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 3,626 3,600,000 PRN   SOLE   3,600,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 18,141 22,618,000 PRN   SOLE   22,618,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 6,425 6,498,000 PRN   SOLE   6,498,000 0 0
CHEVRON CORP NEW COM 166764100 444 3,632 SH   SOLE   3,632 0 0
CISCO SYS INC COM 17275R102 598 12,303 SH   SOLE   12,303 0 0
CITIGROUP INC COM NEW 172967424 840 11,718 SH   SOLE   11,718 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 15,978 10,400,000 PRN   SOLE   10,400,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 7,384 4,500,000 PRN   SOLE   4,500,000 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 2,319 3,000,000 PRN   SOLE   3,000,000 0 0
COCA COLA CO COM 191216100 501 10,843 SH   SOLE   10,843 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 2,747 2,500,000 PRN   SOLE   2,500,000 0 0
COMCAST CORP NEW CL A 20030N101 284 8,056 SH   SOLE   8,056 0 0
CONOCOPHILLIPS COM 20825C104 392 5,057 SH   SOLE   5,057 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 1,124 1,067,000 PRN   SOLE   1,067,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 325 1,386 SH   SOLE   1,386 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 9,094 8,406 SH   SOLE   8,406 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 743 708,000 PRN   SOLE   708,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 627 637,000 PRN   SOLE   637,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 5,258 4,186,000 PRN   SOLE   4,186,000 0 0
DANAHER CORP DEL COM 235851102 253 2,322 SH   SOLE   2,322 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,983 478,000 PRN   SOLE   478,000 0 0
DBX ETF TR XTRACK MSCI JAPN 233051507 546 12,251 SH   SOLE   12,251 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 333 5,733 SH   SOLE   5,733 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 10,913 7,131,000 PRN   SOLE   7,131,000 0 0
DISCOVER FINL SVCS COM 254709108 209 2,745 SH   SOLE   2,745 0 0
DISNEY WALT CO COM DISNEY 254687106 308 2,627 SH   SOLE   2,627 0 0
DOWDUPONT INC COM 26078J100 213 3,302 SH   SOLE   3,302 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 635 12,195 SH   SOLE   12,195 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 4,170 3,759,000 PRN   SOLE   3,759,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 218 4,157 SH   SOLE   4,157 0 0
EATON CORP PLC SHS G29183103 217 2,504 SH   SOLE   2,504 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1,117 1,072,000 PRN   SOLE   1,072,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 2,653 2,600,000 PRN   SOLE   2,600,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 2,004 2,000,000 PRN   SOLE   2,000,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 2,634 2,829,000 PRN   SOLE   2,829,000 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4,978 5,000,000 PRN   SOLE   5,000,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 10,611 9,662,000 PRN   SOLE   9,662,000 0 0
EOG RES INC COM 26875P101 206 1,614 SH   SOLE   1,614 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 614 21,992 SH   SOLE   21,992 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 831 472,000 PRN   SOLE   472,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 12,995 10,518,000 PRN   SOLE   10,518,000 0 0
EXXON MOBIL CORP COM 30231G102 563 6,616 SH   SOLE   6,616 0 0
EZCORP INC NOTE 2.125% 6/1 302301AB2 1,976 2,000,000 PRN   SOLE   2,000,000 0 0
FACEBOOK INC CL A 30303M102 963 5,857 SH   SOLE   5,857 0 0
FEDEX CORP COM 31428X106 467 1,934 SH   SOLE   1,934 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,372 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 1,020 7,205 SH   SOLE   7,205 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 2,300 27,090 SH   SOLE   27,090 0 0
FIRST TR EXCHANGE TRADED FD SENIOR LN FD 33738D309 2,774 57,713 SH   SOLE   57,713 0 0
FIRST TR EXCHANGE TRADED FD NASDAQ BK ETF 33738R860 2,672 95,810 SH   SOLE   95,810 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 4,917 96,472 SH   SOLE   96,472 0 0
FIRST TR EXCHANGE-TRADED FD PFD SECS INC ETF 33739E108 1,485 77,735 SH   SOLE   77,735 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 5,947 95,286 SH   SOLE   95,286 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 1,010 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
FORTIVE CORP 5% PFD CNV SER A 34959J207 12,072 11,284 SH   SOLE   11,284 0 0
GENERAL DYNAMICS CORP COM 369550108 357 1,751 SH   SOLE   1,751 0 0
GENERAL ELECTRIC CO COM 369604103 190 16,688 SH   SOLE   16,688 0 0
GILEAD SCIENCES INC COM 375558103 250 3,289 SH   SOLE   3,289 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 1,043 1,000,000 PRN   SOLE   1,000,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 202 898 SH   SOLE   898 0 0
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 3,620 3,500,000 PRN   SOLE   3,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 7,612 7,124,000 PRN   SOLE   7,124,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 6,773 6,957,000 PRN   SOLE   6,957,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,888 2,500,000 PRN   SOLE   2,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 4,749 3,666,000 PRN   SOLE   3,666,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 4,257 3,275,000 PRN   SOLE   3,275,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 1,825 1,898,000 PRN   SOLE   1,898,000 0 0
HESS CORP DEP PDF SR A 42809H404 13,524 170,145 SH   SOLE   170,145 0 0
HOME DEPOT INC COM 437076102 800 3,868 SH   SOLE   3,868 0 0
HONEYWELL INTL INC COM 438516106 320 1,925 SH   SOLE   1,925 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3,269 3,250,000 PRN   SOLE   3,250,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 7,775 4,732,000 PRN   SOLE   4,732,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 5,341 5,500,000 PRN   SOLE   5,500,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 7,550 6,466,000 PRN   SOLE   6,466,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 9,292 6,405,000 PRN   SOLE   6,405,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 21,028 13,947,000 PRN   SOLE   13,947,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 2,030 2,000,000 PRN   SOLE   2,000,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 501 435,000 PRN   SOLE   435,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 5,050 6,000,000 PRN   SOLE   6,000,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 9,154 4,987,000 PRN   SOLE   4,987,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 6,140 4,081,000 PRN   SOLE   4,081,000 0 0
INTEL CORP COM 458140100 659 13,907 SH   SOLE   13,907 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 38,530 16,787,000 PRN   SOLE   16,787,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 349 4,640 SH   SOLE   4,640 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 123 105,000 PRN   SOLE   105,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 5,653 103,750 SH   SOLE   103,750 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 2,222 2,000,000 PRN   SOLE   2,000,000 0 0
INVESCO EXCHNG TRADED FD TR SR LN ETF 46138G508 218 9,413 SH   SOLE   9,413 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 7,399 5,700,000 PRN   SOLE   5,700,000 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 656 11,030 SH   SOLE   11,030 0 0
ISHARES TR CORE S&P500 ETF 464287200 51,033 174,337 SH   SOLE   174,337 0 0
ISHARES TR CORE US AGGBD ET 464287226 9,711 92,035 SH   SOLE   92,035 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 654 5,167 SH   SOLE   5,167 0 0
ISHARES TR U.S. TECH ETF 464287721 2,946 15,179 SH   SOLE   15,179 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,168 14,607 SH   SOLE   14,607 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 608 6,171 SH   SOLE   6,171 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 5,709 111,939 SH   SOLE   111,939 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 10,222 9,731,000 PRN   SOLE   9,731,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,571 4,300,000 PRN   SOLE   4,300,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 13,073 12,220,000 PRN   SOLE   12,220,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 2,285 2,250,000 PRN   SOLE   2,250,000 0 0
JOHNSON & JOHNSON COM 478160104 900 6,521 SH   SOLE   6,521 0 0
JPMORGAN CHASE & CO COM 46625H100 1,295 11,499 SH   SOLE   11,499 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 9,319 7,955,000 PRN   SOLE   7,955,000 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 786 777,000 PRN   SOLE   777,000 0 0
KEYCORP NEW COM 493267108 378 19,027 SH   SOLE   19,027 0 0
KIMBERLY CLARK CORP COM 494368103 987 8,685 SH   SOLE   8,685 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,425 3,000,000 PRN   SOLE   3,000,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 203 1,161 SH   SOLE   1,161 0 0
LAM RESEARCH CORP COM 512807108 302 1,981 SH   SOLE   1,981 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7,243 10,500,000 PRN   SOLE   10,500,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 7,770 6,397,000 PRN   SOLE   6,397,000 0 0
LOCKHEED MARTIN CORP COM 539830109 241 698 SH   SOLE   698 0 0
LOEWS CORP COM 540424108 831 16,540 SH   SOLE   16,540 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 2,998 3,029,000 PRN   SOLE   3,029,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 850 946,000 PRN   SOLE   946,000 0 0
MARATHON PETE CORP COM 56585A102 239 2,975 SH   SOLE   2,975 0 0
MASTERCARD INCORPORATED CL A 57636Q104 643 2,883 SH   SOLE   2,883 0 0
MCDONALDS CORP COM 580135101 335 1,995 SH   SOLE   1,995 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,812 3,100,000 PRN   SOLE   3,100,000 0 0
MEDTRONIC PLC SHS G5960L103 339 3,438 SH   SOLE   3,438 0 0
MERCK & CO INC COM 58933Y105 419 5,929 SH   SOLE   5,929 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 7,145 7,486,000 PRN   SOLE   7,486,000 0 0
METLIFE INC COM 59156R108 278 5,966 SH   SOLE   5,966 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13,800 9,119,000 PRN   SOLE   9,119,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 24,538 23,053,000 PRN   SOLE   23,053,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 9,790 2,375,000 PRN   SOLE   2,375,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 5,310 3,426,000 PRN   SOLE   3,426,000 0 0
MICROSOFT CORP COM 594918104 1,913 16,737 SH   SOLE   16,737 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 8,903 2,442,000 PRN   SOLE   2,442,000 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 719 925,000 PRN   SOLE   925,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,395 1,234,000 PRN   SOLE   1,234,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 12,472 12,310,000 PRN   SOLE   12,310,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 15,319 8,987,000 PRN   SOLE   8,987,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 2,000 2,000,000 PRN   SOLE   2,000,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 5,464 111,500 SH   SOLE   111,500 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 12,992 226,595 SH   SOLE   226,595 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,470 1,029,000 PRN   SOLE   1,029,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 3,038 5,000,000 PRN   SOLE   5,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13,669 2,984,000 PRN   SOLE   2,984,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 6,760 5,339,000 PRN   SOLE   5,339,000 0 0
NVIDIA CORP COM 67066G104 353 1,254 SH   SOLE   1,254 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 2,133 153,000 PRN   SOLE   153,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 5,743 4,277,000 PRN   SOLE   4,277,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 251 3,055 SH   SOLE   3,055 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 8,616 7,429,000 PRN   SOLE   7,429,000 0 0
ORACLE CORP COM 68389X105 296 5,758 SH   SOLE   5,758 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 4,290 4,500,000 PRN   SOLE   4,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 11,900 11,255,000 PRN   SOLE   11,255,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 1,539 758,000 PRN   SOLE   758,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,847 5,003,000 PRN   SOLE   5,003,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 6,459 6,500,000 PRN   SOLE   6,500,000 0 0
PEPSICO INC COM 713448108 420 3,729 SH   SOLE   3,729 0 0
PERKINELMER INC COM 714046109 225 2,313 SH   SOLE   2,313 0 0
PFIZER INC COM 717081103 904 20,461 SH   SOLE   20,461 0 0
PHILIP MORRIS INTL INC COM 718172109 200 2,446 SH   SOLE   2,446 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 876 800,000 PRN   SOLE   800,000 0 0
PIONEER NAT RES CO COM 723787107 209 1,196 SH   SOLE   1,196 0 0
PNC FINL SVCS GROUP INC COM 693475105 219 1,598 SH   SOLE   1,598 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 4,274 4,438,000 PRN   SOLE   4,438,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2,583 2,500,000 PRN   SOLE   2,500,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 24,135 15,901,000 PRN   SOLE   15,901,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 14,749 12,429,000 PRN   SOLE   12,429,000 0 0
PROCTER AND GAMBLE CO COM 742718109 603 7,249 SH   SOLE   7,249 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 1,443 37,632 SH   SOLE   37,632 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 3,431 146,634 SH   SOLE   146,634 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 5,289 5,250,000 PRN   SOLE   5,250,000 0 0
QIAGEN NV DEBT 0.375% 3/1 N72482AA5 3,960 3,000,000 PRN   SOLE   3,000,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,625 25,000 SH   SOLE   25,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 4,761 2,278,000 PRN   SOLE   2,278,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 3,055 4,000,000 PRN   SOLE   4,000,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 1,014 18,912 SH   SOLE   18,912 0 0
RAYTHEON CO COM NEW 755111507 449 2,162 SH   SOLE   2,162 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 10,273 6,287,000 PRN   SOLE   6,287,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 14,607 7,908,000 PRN   SOLE   7,908,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 786 866,000 PRN   SOLE   866,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 3,349 3,500,000 PRN   SOLE   3,500,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 1,974 2,000,000 PRN   SOLE   2,000,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 8,481 3,108,000 PRN   SOLE   3,108,000 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 593 481,000 PRN   SOLE   481,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 512 500,000 PRN   SOLE   500,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 6,308 6,266,000 PRN   SOLE   6,266,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 8,845 7,188,000 PRN   SOLE   7,188,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,185 1,167,000 PRN   SOLE   1,167,000 0 0
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 1,123 1,112,000 PRN   SOLE   1,112,000 0 0
SALESFORCE COM INC COM 79466L302 226 1,415 SH   SOLE   1,415 0 0
SCHLUMBERGER LTD COM 806857108 212 3,476 SH   SOLE   3,476 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 1,200 1,240,000 PRN   SOLE   1,240,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 5,183 5,428,000 PRN   SOLE   5,428,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,513 28,744 SH   SOLE   28,744 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 12,091 119,905 SH   SOLE   119,905 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 16,672 11,196,000 PRN   SOLE   11,196,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,994 2,000,000 PRN   SOLE   2,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 6,639 5,810,000 PRN   SOLE   5,810,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 5,400 5,500,000 PRN   SOLE   5,500,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,374 5,000,000 PRN   SOLE   5,000,000 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 839 15,000 SH   SOLE   15,000 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 240 4,718 SH   SOLE   4,718 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,568 3,574,000 PRN   SOLE   3,574,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 655 650,000 PRN   SOLE   650,000 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 1,140 265,000 PRN   SOLE   265,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 5,780 52,433 SH   SOLE   52,433 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,676 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 452 6,773 SH   SOLE   6,773 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 1,910 2,000,000 PRN   SOLE   2,000,000 0 0
TAPESTRY INC COM 876030107 207 4,105 SH   SOLE   4,105 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 3,147 2,500,000 PRN   SOLE   2,500,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 9,102 4,401,000 PRN   SOLE   4,401,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 10,491 10,579,000 PRN   SOLE   10,579,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 3,885 4,062,000 PRN   SOLE   4,062,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 8,865 8,693,000 PRN   SOLE   8,693,000 0 0
TEXAS INSTRS INC COM 882508104 348 3,241 SH   SOLE   3,241 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,541 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,585 6,500,000 PRN   SOLE   6,500,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 376 1,536 SH   SOLE   1,536 0 0
TJX COS INC NEW COM 872540109 343 3,063 SH   SOLE   3,063 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 6,398 4,316,000 PRN   SOLE   4,316,000 0 0
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 862 846,000 PRN   SOLE   846,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,106 3,205,000 PRN   SOLE   3,205,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 5,870 5,710,000 PRN   SOLE   5,710,000 0 0
UNION PAC CORP COM 907818108 479 2,953 SH   SOLE   2,953 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 2,119 967,000 PRN   SOLE   967,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 268 1,913 SH   SOLE   1,913 0 0
UNITEDHEALTH GROUP INC COM 91324P102 953 3,586 SH   SOLE   3,586 0 0
V F CORP COM 918204108 228 2,431 SH   SOLE   2,431 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 2,541 3,000,000 PRN   SOLE   3,000,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 7,413 7,197,000 PRN   SOLE   7,197,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 640 11,998 SH   SOLE   11,998 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 6,901 6,449,000 PRN   SOLE   6,449,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 3,406 34,501 SH   SOLE   34,501 0 0
VISA INC COM CL A 92826C839 493 3,284 SH   SOLE   3,284 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 6,683 69,000 SH   SOLE   69,000 0 0
WALMART INC COM 931142103 250 2,678 SH   SOLE   2,678 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 7,557 5,000,000 PRN   SOLE   5,000,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 3,486 3,702,000 PRN   SOLE   3,702,000 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 3,765 3,928,000 PRN   SOLE   3,928,000 0 0
WELLS FARGO CO NEW COM 949746101 420 8,003 SH   SOLE   8,003 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 29,551 22,893 SH   SOLE   22,893 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 505 500,000 PRN   SOLE   500,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 5,996 6,252,000 PRN   SOLE   6,252,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 9,028 8,245,000 PRN   SOLE   8,245,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6,623 4,584,000 PRN   SOLE   4,584,000 0 0
YAHOO INC NOTE 12/0 984332AF3 8,855 6,968,000 PRN   SOLE   6,968,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 3,941 3,973,000 PRN   SOLE   3,973,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 8,442 7,809,000 PRN   SOLE   7,809,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 653 708,000 PRN   SOLE   708,000 0 0