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 255 1,347 SH   SOLE   1,347 0 0
ABBOTT LABS COM 002824100 392 5,418 SH   SOLE   5,418 0 0
ABBVIE INC COM 00287Y109 315 3,417 SH   SOLE   3,417 0 0
ADOBE INC COM 00724F101 345 1,523 SH   SOLE   1,523 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 10,113 4,164,000 PRN   SOLE   4,164,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 5,508 3,750,000 PRN   SOLE   3,750,000 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 5,487 5,765,000 PRN   SOLE   5,765,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1,175 1,178,000 PRN   SOLE   1,178,000 0 0
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 3,989 5,000,000 PRN   SOLE   5,000,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 942 562,000 PRN   SOLE   562,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 8,136 8,453,000 PRN   SOLE   8,453,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,882 1,802 SH   SOLE   1,802 0 0
ALTRIA GROUP INC COM 02209S103 305 6,162 SH   SOLE   6,162 0 0
ALZA CORP SDCV 7/2 02261WAB5 179 101,000 PRN   SOLE   101,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 4,983 5,450,000 PRN   SOLE   5,450,000 0 0
AMAZON COM INC COM 023135106 1,363 904 SH   SOLE   904 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 2,933 2,976,000 PRN   SOLE   2,976,000 0 0
AMGEN INC COM 031162100 421 2,161 SH   SOLE   2,161 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 20,284 5,609,000 PRN   SOLE   5,609,000 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 937 1,000,000 PRN   SOLE   1,000,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.375%10/1 03762UAC9 4,646 4,850,000 PRN   SOLE   4,850,000 0 0
APPLE INC COM 037833100 1,636 10,366 SH   SOLE   10,366 0 0
ARES CAP CORP COM 04010L103 181 11,576 SH   SOLE   11,576 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 3,418 3,420,000 PRN   SOLE   3,420,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 4,605 4,607,000 PRN   SOLE   4,607,000 0 0
ASSURANT INC 6.50% CONV PFD D 04621X207 589 6,020 SH   SOLE   6,020 0 0
AT&T INC COM 00206R102 476 16,683 SH   SOLE   16,683 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 4,765 5,000,000 PRN   SOLE   5,000,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 10,309 10,625,000 PRN   SOLE   10,625,000 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 27,918 22,288 SH   SOLE   22,288 0 0
BANK AMER CORP COM 060505104 617 25,084 SH   SOLE   25,084 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 20,268 351,472 SH   SOLE   351,472 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 795 3,896 SH   SOLE   3,896 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6,210 6,245,000 PRN   SOLE   6,245,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,043 1,835,000 PRN   SOLE   1,835,000 0 0
BLACKROCK TCP CAPITAL CORP NOTE 5.250%12/1 87238QAB9 2,750 2,750,000 PRN   SOLE   2,750,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 15,524 16,092,000 PRN   SOLE   16,092,000 0 0
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 3,013 3,100,000 PRN   SOLE   3,100,000 0 0
BOEING CO COM 097023105 428 1,324 SH   SOLE   1,324 0 0
BOOKING HLDGS INC COM 09857L108 212 121 SH   SOLE   121 0 0
BROADCOM INC COM 11135F101 254 1,002 SH   SOLE   1,002 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 5,102 4,111,000 PRN   SOLE   4,111,000 0 0
CARBONITE INC NOTE 2.500% 4/0 141337AB1 1,191 1,000,000 PRN   SOLE   1,000,000 0 0
CELGENE CORP COM 151020104 246 3,848 SH   SOLE   3,848 0 0
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 4,388 4,500,000 PRN   SOLE   4,500,000 0 0
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 6,606 131,165 SH   SOLE   131,165 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 14,098 20,263,000 PRN   SOLE   20,263,000 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 5,397 6,701,000 PRN   SOLE   6,701,000 0 0
CHEVRON CORP NEW COM 166764100 381 3,503 SH   SOLE   3,503 0 0
CISCO SYS INC COM 17275R102 520 12,014 SH   SOLE   12,014 0 0
CITIGROUP INC COM NEW 172967424 608 11,672 SH   SOLE   11,672 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 14,552 10,246,000 PRN   SOLE   10,246,000 0 0
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 5,088 4,575,000 PRN   SOLE   4,575,000 0 0
COCA COLA CO COM 191216100 505 10,679 SH   SOLE   10,679 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 3,350 3,268,000 PRN   SOLE   3,268,000 0 0
COMCAST CORP NEW CL A 20030N101 274 8,031 SH   SOLE   8,031 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 496 500,000 PRN   SOLE   500,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 280 1,384 SH   SOLE   1,384 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 11,216 10,676 SH   SOLE   10,676 0 0
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 613 615,000 PRN   SOLE   615,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 2,466 2,550,000 PRN   SOLE   2,550,000 0 0
CVS HEALTH CORP COM 126650100 204 3,101 SH   SOLE   3,101 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 391 410,000 PRN   SOLE   410,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 4,375 3,703,000 PRN   SOLE   3,703,000 0 0
DANAHER CORP DEL COM 235851102 237 2,315 SH   SOLE   2,315 0 0
DANAHER CORP DEL DBCV 1/2 235851AF9 1,873 478,000 PRN   SOLE   478,000 0 0
DBX ETF TR XTRACK MSCI JAPN 233051507 442 12,206 SH   SOLE   12,206 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 284 5,688 SH   SOLE   5,688 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 1,619 1,199,000 PRN   SOLE   1,199,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 8,277 10,249,000 PRN   SOLE   10,249,000 0 0
DISNEY WALT CO COM DISNEY 254687106 287 2,618 SH   SOLE   2,618 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 7,002 146,230 SH   SOLE   146,230 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 554 10,695 SH   SOLE   10,695 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 3,483 3,748,000 PRN   SOLE   3,748,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 917 949,000 PRN   SOLE   949,000 0 0
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 1,435 1,800,000 PRN   SOLE   1,800,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,702 2,050,000 PRN   SOLE   2,050,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 1,579 1,750,000 PRN   SOLE   1,750,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 6,786 6,716,000 PRN   SOLE   6,716,000 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 584 21,992 SH   SOLE   21,992 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 3,424 2,410,000 PRN   SOLE   2,410,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 11,520 10,572,000 PRN   SOLE   10,572,000 0 0
EXXON MOBIL CORP COM 30231G102 440 6,427 SH   SOLE   6,427 0 0
FACEBOOK INC CL A 30303M102 766 5,838 SH   SOLE   5,838 0 0
FEDEX CORP COM 31428X106 307 1,903 SH   SOLE   1,903 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,362 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 7,007 137,260 SH   SOLE   137,260 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 1,856 26,940 SH   SOLE   26,940 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 3,760 72,113 SH   SOLE   72,113 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 814 1,000,000 PRN   SOLE   1,000,000 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 4,463 4,600,000 PRN   SOLE   4,600,000 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 9,553 10,518 SH   SOLE   10,518 0 0
GENERAL DYNAMICS CORP COM 369550108 275 1,745 SH   SOLE   1,745 0 0
GENERAL ELECTRIC CO COM 369604103 92 12,089 SH   SOLE   12,089 0 0
GILEAD SCIENCES INC COM 375558103 204 3,275 SH   SOLE   3,275 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1,476 1,500,000 PRN   SOLE   1,500,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 6,814 7,109,000 PRN   SOLE   7,109,000 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 6,387 7,032,000 PRN   SOLE   7,032,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,737 2,600,000 PRN   SOLE   2,600,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,091 3,355,000 PRN   SOLE   3,355,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1,036 751,000 PRN   SOLE   751,000 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 4,635 4,898,000 PRN   SOLE   4,898,000 0 0
HESS CORP DEP PDF SR A 42809H404 4,095 82,507 SH   SOLE   82,507 0 0
HOME DEPOT INC COM 437076102 656 3,828 SH   SOLE   3,828 0 0
HONEYWELL INTL INC COM 438516106 252 1,905 SH   SOLE   1,905 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 9,364 9,398,000 PRN   SOLE   9,398,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 3,598 2,507,000 PRN   SOLE   2,507,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 3,430 3,500,000 PRN   SOLE   3,500,000 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 8,098 8,392,000 PRN   SOLE   8,392,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 17,966 13,685,000 PRN   SOLE   13,685,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 7,710 6,321,000 PRN   SOLE   6,321,000 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 723 1,000,000 PRN   SOLE   1,000,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 456 435,000 PRN   SOLE   435,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 4,376 6,250,000 PRN   SOLE   6,250,000 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 6,489 4,588,000 PRN   SOLE   4,588,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 2,411 1,558,000 PRN   SOLE   1,558,000 0 0
INTEL CORP COM 458140100 650 13,866 SH   SOLE   13,866 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 350 4,625 SH   SOLE   4,625 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 110 105,000 PRN   SOLE   105,000 0 0
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 5,518 108,530 SH   SOLE   108,530 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 5,516 5,900,000 PRN   SOLE   5,900,000 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 615 10,998 SH   SOLE   10,998 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 6,974 83,385 SH   SOLE   83,385 0 0
ISHARES TR 20 YR TR BD ETF 464287432 2,190 18,021 SH   SOLE   18,021 0 0
ISHARES TR CORE S&P500 ETF 464287200 40,848 162,348 SH   SOLE   162,348 0 0
ISHARES TR CORE US AGGBD ET 464287226 15,723 147,638 SH   SOLE   147,638 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 5,612 111,426 SH   SOLE   111,426 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 574 5,167 SH   SOLE   5,167 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 516 6,151 SH   SOLE   6,151 0 0
ISHARES TR U.S. ENERGY ETF 464287796 204 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,229 16,385 SH   SOLE   16,385 0 0
ISHARES TR U.S. TECH ETF 464287721 2,413 15,088 SH   SOLE   15,088 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 12,391 11,581,000 PRN   SOLE   11,581,000 0 0
ISTAR INC NOTE 3.125% 9/1 45031UCB5 901 1,000,000 PRN   SOLE   1,000,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 4,793 4,200,000 PRN   SOLE   4,200,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 11,620 11,998,000 PRN   SOLE   11,998,000 0 0
JOHNSON & JOHNSON COM 478160104 825 6,406 SH   SOLE   6,406 0 0
JPMORGAN CHASE & CO COM 46625H100 1,115 11,428 SH   SOLE   11,428 0 0
KAMAN CORP NOTE 3.250% 5/0 483548AF0 6,686 6,279,000 PRN   SOLE   6,279,000 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 686 687,000 PRN   SOLE   687,000 0 0
KEYCORP NEW COM 493267108 279 18,971 SH   SOLE   18,971 0 0
KIMBERLY CLARK CORP COM 494368103 990 8,685 SH   SOLE   8,685 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,195 3,100,000 PRN   SOLE   3,100,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 6,016 9,650,000 PRN   SOLE   9,650,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,784 6,335,000 PRN   SOLE   6,335,000 0 0
LOEWS CORP COM 540424108 753 16,540 SH   SOLE   16,540 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 823 952,000 PRN   SOLE   952,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 3,019 3,040,000 PRN   SOLE   3,040,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 538 2,848 SH   SOLE   2,848 0 0
MCDONALDS CORP COM 580135101 351 1,988 SH   SOLE   1,988 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 2,418 3,250,000 PRN   SOLE   3,250,000 0 0
MEDTRONIC PLC SHS G5960L103 311 3,425 SH   SOLE   3,425 0 0
MERCK & CO INC COM 58933Y105 451 5,908 SH   SOLE   5,908 0 0
MERITOR INC NOTE 3.250%10/1 59001KAF7 9,987 11,440,000 PRN   SOLE   11,440,000 0 0
METLIFE INC COM 59156R108 245 5,945 SH   SOLE   5,945 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 12,623 8,950,000 PRN   SOLE   8,950,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 22,832 23,374,000 PRN   SOLE   23,374,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 5,118 1,769,000 PRN   SOLE   1,769,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 3,296 2,974,000 PRN   SOLE   2,974,000 0 0
MICROSOFT CORP COM 594918104 1,756 17,296 SH   SOLE   17,296 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 5,016 1,764,000 PRN   SOLE   1,764,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 726 657,000 PRN   SOLE   657,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 11,203 11,226,000 PRN   SOLE   11,226,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 9,168 7,680,000 PRN   SOLE   7,680,000 0 0
NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1,933 2,000,000 PRN   SOLE   2,000,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 4,492 100,382 SH   SOLE   100,382 0 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 12,141 210,655 SH   SOLE   210,655 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 1,414 1,034,000 PRN   SOLE   1,034,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 3,012 5,000,000 PRN   SOLE   5,000,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 11,000 2,653,000 PRN   SOLE   2,653,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5,515 5,246,000 PRN   SOLE   5,246,000 0 0
NVIDIA CORP COM 67066G104 219 1,640 SH   SOLE   1,640 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 4,217 4,712,000 PRN   SOLE   4,712,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 8,103 7,348,000 PRN   SOLE   7,348,000 0 0
ORACLE CORP COM 68389X105 259 5,739 SH   SOLE   5,739 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 4,171 4,500,000 PRN   SOLE   4,500,000 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 11,680 11,772,000 PRN   SOLE   11,772,000 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 511 302,000 PRN   SOLE   302,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,415 4,984,000 PRN   SOLE   4,984,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 6,477 6,550,000 PRN   SOLE   6,550,000 0 0
PEPSICO INC COM 713448108 400 3,630 SH   SOLE   3,630 0 0
PFIZER INC COM 717081103 873 19,976 SH   SOLE   19,976 0 0
PHOTRONICS INC NOTE 3.250% 4/0 719405AK8 838 800,000 PRN   SOLE   800,000 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 3,484 3,800,000 PRN   SOLE   3,800,000 0 0
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 2,528 3,000,000 PRN   SOLE   3,000,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 20,800 15,450,000 PRN   SOLE   15,450,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 17,589 15,940,000 PRN   SOLE   15,940,000 0 0
PROCTER AND GAMBLE CO COM 742718109 664 7,222 SH   SOLE   7,222 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 843 24,000 SH   SOLE   24,000 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,015 90,000 SH   SOLE   90,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 5,193 5,250,000 PRN   SOLE   5,250,000 0 0
QTS RLTY TR INC 6.50% CON PFD B 74736A301 2,357 25,000 SH   SOLE   25,000 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 1,698 1,800,000 PRN   SOLE   1,800,000 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 2,691 3,500,000 PRN   SOLE   3,500,000 0 0
RAYTHEON CO COM NEW 755111507 329 2,143 SH   SOLE   2,143 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 4,132 3,194,000 PRN   SOLE   3,194,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 16,725 7,042,000 PRN   SOLE   7,042,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 623 774,000 PRN   SOLE   774,000 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 3,207 3,500,000 PRN   SOLE   3,500,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 1,878 2,000,000 PRN   SOLE   2,000,000 0 0
RESTORATION HARDWARE HLDGS I DBCV 7/1 761283AC4 559 481,000 PRN   SOLE   481,000 0 0
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 2,240 2,500,000 PRN   SOLE   2,500,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 4,368 4,360,000 PRN   SOLE   4,360,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 1,074 1,076,000 PRN   SOLE   1,076,000 0 0
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 287 287,000 PRN   SOLE   287,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 1,144 1,240,000 PRN   SOLE   1,240,000 0 0
SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 4,782 5,621,000 PRN   SOLE   5,621,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,515 28,652 SH   SOLE   28,652 0 0
SEMPRA ENERGY 6% PFD CONV A 816851406 11,607 120,655 SH   SOLE   120,655 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 8,850 6,340,000 PRN   SOLE   6,340,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 1,789 2,000,000 PRN   SOLE   2,000,000 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 5,575 5,278,000 PRN   SOLE   5,278,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3,325 3,550,000 PRN   SOLE   3,550,000 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 699 15,000 SH   SOLE   15,000 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 637 650,000 PRN   SOLE   650,000 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 764 312,000 PRN   SOLE   312,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 4,786 52,669 SH   SOLE   52,669 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,564 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 343 6,751 SH   SOLE   6,751 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 3,943 4,500,000 PRN   SOLE   4,500,000 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 2,484 2,500,000 PRN   SOLE   2,500,000 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 831 608,000 PRN   SOLE   608,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 11,370 10,943,000 PRN   SOLE   10,943,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 4,843 4,311,000 PRN   SOLE   4,311,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 6,936 5,717,000 PRN   SOLE   5,717,000 0 0
TEXAS INSTRS INC COM 882508104 307 3,228 SH   SOLE   3,228 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 3,094 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 6,482 6,000,000 PRN   SOLE   6,000,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 343 1,533 SH   SOLE   1,533 0 0
TJX COS INC NEW COM 872540109 274 6,105 SH   SOLE   6,105 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 4,168 4,401,000 PRN   SOLE   4,401,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,956 3,042,000 PRN   SOLE   3,042,000 0 0
UNION PAC CORP COM 907818108 406 2,942 SH   SOLE   2,942 0 0
UNITED TECHNOLOGIES CORP COM 913017109 204 1,905 SH   SOLE   1,905 0 0
UNITEDHEALTH GROUP INC COM 91324P102 875 3,521 SH   SOLE   3,521 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 1,960 2,600,000 PRN   SOLE   2,600,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAA2 2,029 2,500,000 PRN   SOLE   2,500,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 6,940 7,172,000 PRN   SOLE   7,172,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 674 11,960 SH   SOLE   11,960 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 6,324 6,381,000 PRN   SOLE   6,381,000 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 2,604 34,501 SH   SOLE   34,501 0 0
VISA INC COM CL A 92826C839 542 4,104 SH   SOLE   4,104 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 5,501 60,600 SH   SOLE   60,600 0 0
WALMART INC COM 931142103 246 2,642 SH   SOLE   2,642 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 6,920 6,442,000 PRN   SOLE   6,442,000 0 0
WELLS FARGO & CO MTNF 0.125% 2/2 94986RVY4 3,775 3,928,000 PRN   SOLE   3,928,000 0 0
WELLS FARGO & CO MTNF 0.125% 3/1 94986RTK7 178 182,000 PRN   SOLE   182,000 0 0
WELLS FARGO CO NEW COM 949746101 368 7,976 SH   SOLE   7,976 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 32,412 25,685 SH   SOLE   25,685 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 465 500,000 PRN   SOLE   500,000 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 6,136 6,489,000 PRN   SOLE   6,489,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 20,879 17,017,000 PRN   SOLE   17,017,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 1,185 1,123,000 PRN   SOLE   1,123,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 6,219 4,534,000 PRN   SOLE   4,534,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 80 93,000 PRN   SOLE   93,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 7,572 7,791,000 PRN   SOLE   7,791,000 0 0