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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 325 1,566 SH   SOLE   1,566 0 0
51JOB INC NOTE 3.250% 4/1 316827AC8 6,614 5,671,000 PRN   SOLE   5,671,000 0 0
ABBOTT LABS COM 002824100 322 6,602 SH   SOLE   6,602 0 0
ABBVIE INC COM 00287Y109 286 3,968 SH   SOLE   3,968 0 0
ACETO CORP NOTE 2.000%11/0 004446AD2 2,222 2,418,000 PRN   SOLE   2,418,000 0 0
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 4,876 5,683,000 PRN   SOLE   5,683,000 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 5,131 2,929,000 PRN   SOLE   2,929,000 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 3,197 3,300,000 PRN   SOLE   3,300,000 0 0
AETNA INC NEW COM 00817Y108 320 2,097 SH   SOLE   2,097 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 118 85,000 PRN   SOLE   85,000 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 716 728,000 PRN   SOLE   728,000 0 0
ALLERGAN PLC SHS G0177J108 356 1,459 SH   SOLE   1,459 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 30,691 35,399 SH   SOLE   35,399 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 4,654 4,594,000 PRN   SOLE   4,594,000 0 0
ALPHABET INC CAP STK CL A 02079K305 2,003 2,153 SH   SOLE   2,153 0 0
ALTRIA GROUP INC COM 02209S103 552 7,387 SH   SOLE   7,387 0 0
ALZA CORP SDCV 7/2 02261WAB5 285 157,000 PRN   SOLE   157,000 0 0
AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 4,325 4,500,000 PRN   SOLE   4,500,000 0 0
AMAZON COM INC COM 023135106 965 994 SH   SOLE   994 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 210 3,337 SH   SOLE   3,337 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 2,199 2,190,000 PRN   SOLE   2,190,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 72 70,000 PRN   SOLE   70,000 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 5,496 45,600 SH   SOLE   45,600 0 0
AMGEN INC COM 031162100 442 2,568 SH   SOLE   2,568 0 0
ANADARKO PETE CORP UNIT 99/99/9999 032511404 2,506 61,365 SH   SOLE   61,365 0 0
ANTHEM INC UNIT 05/01/20188 036752202 15,624 298,022 SH   SOLE   298,022 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 12,912 5,013,000 PRN   SOLE   5,013,000 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 2,663 2,431,000 PRN   SOLE   2,431,000 0 0
APPLE INC COM 037833100 1,763 12,236 SH   SOLE   12,236 0 0
ARCONIC INC PFD CONV B SER 1 03965L308 1,924 53,853 SH   SOLE   53,853 0 0
ARES CAP CORP COM 04010L103 302 18,331 SH   SOLE   18,331 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 101 100,000 PRN   SOLE   100,000 0 0
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 3,971 3,858,000 PRN   SOLE   3,858,000 0 0
AT&T INC COM 00206R102 604 16,016 SH   SOLE   16,016 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 3,036 2,885,000 PRN   SOLE   2,885,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 4,361 4,000,000 PRN   SOLE   4,000,000 0 0
B2GOLD CORP NOTE 3.250%10/0 11777QAB6 4,744 4,531,000 PRN   SOLE   4,531,000 0 0
BANK AMER CORP COM 060505104 766 31,553 SH   SOLE   31,553 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 19,786 15,679 SH   SOLE   15,679 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 14,338 262,445 SH   SOLE   262,445 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 760 4,489 SH   SOLE   4,489 0 0
BIOGEN INC COM 09062X103 209 770 SH   SOLE   770 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.750%10/1 09061GAE1 80 72,000 PRN   SOLE   72,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 3,846 3,233,000 PRN   SOLE   3,233,000 0 0
BLACK HILLS CORP UNIT 99/99/9999 092113125 3,622 49,092 SH   SOLE   49,092 0 0
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 1,279 1,250,000 PRN   SOLE   1,250,000 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 4,785 4,132,000 PRN   SOLE   4,132,000 0 0
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 2,043 2,000,000 PRN   SOLE   2,000,000 0 0
BOEING CO COM 097023105 306 1,537 SH   SOLE   1,537 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 3,933 3,900,000 PRN   SOLE   3,900,000 0 0
CBS CORP NEW CL B 124857202 247 3,892 SH   SOLE   3,892 0 0
CELGENE CORP COM 151020104 590 4,540 SH   SOLE   4,540 0 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 5,192 4,348,000 PRN   SOLE   4,348,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 4,212 4,250,000 PRN   SOLE   4,250,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 9,206 13,342,000 PRN   SOLE   13,342,000 0 0
CHEVRON CORP NEW COM 166764100 430 4,109 SH   SOLE   4,109 0 0
CIENA CORP DEBT 4.000%12/1 171779AK7 459 325,000 PRN   SOLE   325,000 0 0
CISCO SYS INC COM 17275R102 452 14,437 SH   SOLE   14,437 0 0
CITIGROUP INC COM NEW 172967424 1,305 19,536 SH   SOLE   19,536 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 15,338 12,776,000 PRN   SOLE   12,776,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 4,715 2,784,000 PRN   SOLE   2,784,000 0 0
COCA COLA CO COM 191216100 581 12,965 SH   SOLE   12,965 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 4,930 4,860,000 PRN   SOLE   4,860,000 0 0
COMCAST CORP NEW CL A 20030N101 364 9,327 SH   SOLE   9,327 0 0
CONOCOPHILLIPS COM 20825C104 250 5,673 SH   SOLE   5,673 0 0
CONSOLIDATED TOMOKA LD CO NOTE 4.500% 3/1 210226AB2 535 517,000 PRN   SOLE   517,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 259 1,629 SH   SOLE   1,629 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 4,957 4,303,000 PRN   SOLE   4,303,000 0 0
CVS HEALTH CORP COM 126650100 231 2,889 SH   SOLE   2,889 0 0
DANAHER CORP DEL NOTE 1/2 235851AF9 1,646 511,000 PRN   SOLE   511,000 0 0
DBX ETF TR XTRAK MSCI JAPN 233051507 578 14,827 SH   SOLE   14,827 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 357 6,652 SH   SOLE   6,652 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 3,510 4,000,000 PRN   SOLE   4,000,000 0 0
DISCOVER FINL SVCS COM 254709108 200 3,216 SH   SOLE   3,216 0 0
DISNEY WALT CO COM DISNEY 254687106 326 3,060 SH   SOLE   3,060 0 0
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 4,757 94,655 SH   SOLE   94,655 0 0
DTE ENERGY CO UNIT 99/99/9999 233331883 670 12,355 SH   SOLE   12,355 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 243 3,019 SH   SOLE   3,019 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 4,856 4,189,000 PRN   SOLE   4,189,000 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 1,218 20,000 SH   SOLE   20,000 0 0
EATON CORP PLC SHS G29183103 216 2,769 SH   SOLE   2,769 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 3,376 3,559,000 PRN   SOLE   3,559,000 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 4,685 4,359,000 PRN   SOLE   4,359,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 5,543 4,300,000 PRN   SOLE   4,300,000 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 4,739 4,439,000 PRN   SOLE   4,439,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 1,730 1,829,000 PRN   SOLE   1,829,000 0 0
ENDOLOGIX INC NOTE 3.250%11/0 29266SAB2 2,786 3,256,000 PRN   SOLE   3,256,000 0 0
ENERNOC INC DBCV 2.250% 8/1 292764AB3 4,024 4,050,000 PRN   SOLE   4,050,000 0 0
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 6,522 6,634,000 PRN   SOLE   6,634,000 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 615 21,992 SH   SOLE   21,992 0 0
EQT CORP COM 26884L109 218 3,724 SH   SOLE   3,724 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 4,167 3,261,000 PRN   SOLE   3,261,000 0 0
EVEREST RE GROUP LTD COM G3223R108 238 933 SH   SOLE   933 0 0
EXXON MOBIL CORP COM 30231G102 658 8,174 SH   SOLE   8,174 0 0
EZCORP INC NOTE 2.625% 6/1 302301AB2 1,920 2,000,000 PRN   SOLE   2,000,000 0 0
FACEBOOK INC CL A 30303M102 1,039 6,894 SH   SOLE   6,894 0 0
FEDEX CORP COM 31428X106 487 2,238 SH   SOLE   2,238 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,100 827,000 PRN   SOLE   827,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 3,854 3,465,000 PRN   SOLE   3,465,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 1,366 1,500,000 PRN   SOLE   1,500,000 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 825 12,341 SH   SOLE   12,341 0 0
FIRST TR EXCHANGE TRADED FD FST LOW OPPT EFT 33739Q200 4,682 89,860 SH   SOLE   89,860 0 0
FIRST TR EXCHANGE TRADED FD FIRST TR ENH NEW 33739Q408 491 8,173 SH   SOLE   8,173 0 0
FIRST TR LRGE CP CORE ALPHA COM SHS 33734K109 4,733 89,048 SH   SOLE   89,048 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 140 12,610 SH   SOLE   12,610 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 4,578 4,500,000 PRN   SOLE   4,500,000 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 3,994 5,294,000 PRN   SOLE   5,294,000 0 0
GENERAL DYNAMICS CORP COM 369550108 413 2,077 SH   SOLE   2,077 0 0
GENERAL ELECTRIC CO COM 369604103 752 27,869 SH   SOLE   27,869 0 0
GILEAD SCIENCES INC COM 375558103 272 3,847 SH   SOLE   3,847 0 0
GLOBAL EAGLE ENTMT INC NOTE 2.750% 2/1 37951DAB8 1,285 2,000,000 PRN   SOLE   2,000,000 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 44 32,000 PRN   SOLE   32,000 0 0
HARMONIC INC NOTE 4.000%12/0 413160AB8 2,864 2,500,000 PRN   SOLE   2,500,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 3.250% 3/1 42330PAG2 2,622 2,650,000 PRN   SOLE   2,650,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 417 452,000 PRN   SOLE   452,000 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 9,483 9,115,000 PRN   SOLE   9,115,000 0 0
HOLOGIC INC FRNT 12/1 436440AG6 15,591 12,368,000 PRN   SOLE   12,368,000 0 0
HOME DEPOT INC COM 437076102 686 4,462 SH   SOLE   4,462 0 0
HONEYWELL INTL INC COM 438516106 299 2,244 SH   SOLE   2,244 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 402 424,000 PRN   SOLE   424,000 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 3,016 3,500,000 PRN   SOLE   3,500,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 2,843 1,969 SH   SOLE   1,969 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 1,913 2,000,000 PRN   SOLE   2,000,000 0 0
IGI LABORATORIES INC NOTE 3.750%12/1 449575AB5 3,201 3,000,000 PRN   SOLE   3,000,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 11,046 10,939,000 PRN   SOLE   10,939,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,673 7,211,000 PRN   SOLE   7,211,000 0 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 2,552 3,000,000 PRN   SOLE   3,000,000 0 0
INCYTE CORP NOTE 0.375%11/1 45337CAM4 206 84,000 PRN   SOLE   84,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 483 432,000 PRN   SOLE   432,000 0 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 4,093 3,371,000 PRN   SOLE   3,371,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 2,921 2,758,000 PRN   SOLE   2,758,000 0 0
INTEL CORP COM 458140100 534 15,803 SH   SOLE   15,803 0 0
INTEL CORP SDCV 12/1 458140AD2 14,183 10,852,000 PRN   SOLE   10,852,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 27,144 16,427,000 PRN   SOLE   16,427,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 364 5,483 SH   SOLE   5,483 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 2,960 2,442,000 PRN   SOLE   2,442,000 0 0
INTL PAPER CO COM 460146103 219 3,852 SH   SOLE   3,852 0 0
INVESCO LTD SHS G491BT108 283 7,994 SH   SOLE   7,994 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 5,100 13,507 SH   SOLE   13,507 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 13,007 9,719,000 PRN   SOLE   9,719,000 0 0
ISHARES MIN VOL EMRG MKT 464286533 686 12,406 SH   SOLE   12,406 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,756 35,103 SH   SOLE   35,103 0 0
ISHARES TR CORE S&P500 ETF 464287200 32,778 134,668 SH   SOLE   134,668 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,051 91,796 SH   SOLE   91,796 0 0
ISHARES TR MSCI EAFE ETF 464287465 494 7,590 SH   SOLE   7,590 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 447 5,295 SH   SOLE   5,295 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,599 30,912 SH   SOLE   30,912 0 0
ISHARES TR U.S. TECH ETF 464287721 1,963 14,054 SH   SOLE   14,054 0 0
ISHARES TR U.S. REAL ES ETF 464287739 1,368 17,149 SH   SOLE   17,149 0 0
ISHARES TR U.S. ENERGY ETF 464287796 233 6,550 SH   SOLE   6,550 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 665 7,446 SH   SOLE   7,446 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 5,587 109,714 SH   SOLE   109,714 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,651 27,095 SH   SOLE   27,095 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 2,524 86,051 SH   SOLE   86,051 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,121 2,944,000 PRN   SOLE   2,944,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 6,273 4,591,000 PRN   SOLE   4,591,000 0 0
JANUS HENDERSON GROUP PLC NOTE 0.750% 7/1 47102XAH8 48 33,000 PRN   SOLE   33,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 5,510 5,037,000 PRN   SOLE   5,037,000 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 5,242 4,751,000 PRN   SOLE   4,751,000 0 0
JOHNSON & JOHNSON COM 478160104 1,027 7,774 SH   SOLE   7,774 0 0
JPMORGAN CHASE & CO COM 46625H100 1,250 13,678 SH   SOLE   13,678 0 0
KB HOME NOTE 1.375% 2/0 48666KAS8 4,713 4,412,000 PRN   SOLE   4,412,000 0 0
KEYCORP NEW COM 493267108 425 22,650 SH   SOLE   22,650 0 0
KIMBERLY CLARK CORP COM 494368103 1,121 8,685 SH   SOLE   8,685 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 4,131 95,415 SH   SOLE   95,415 0 0
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 3,537 3,000,000 PRN   SOLE   3,000,000 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 1,075 518,000 PRN   SOLE   518,000 0 0
LAM RESEARCH CORP COM 512807108 332 2,333 SH   SOLE   2,333 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 14,645 6,276,000 PRN   SOLE   6,276,000 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 4,956 4,335,000 PRN   SOLE   4,335,000 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 5,104 9,418,000 PRN   SOLE   9,418,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,766 4,870,000 PRN   SOLE   4,870,000 0 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 5,229 4,586,000 PRN   SOLE   4,586,000 0 0
LOCKHEED MARTIN CORP COM 539830109 222 808 SH   SOLE   808 0 0
LOEWS CORP COM 540424108 774 16,540 SH   SOLE   16,540 0 0
LOWES COS INC COM 548661107 220 2,823 SH   SOLE   2,823 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 8,122 7,350,000 PRN   SOLE   7,350,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,315 1,321,000 PRN   SOLE   1,321,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 405 3,335 SH   SOLE   3,335 0 0
MCDONALDS CORP COM 580135101 339 2,228 SH   SOLE   2,228 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 789 609,000 PRN   SOLE   609,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 6,289 6,018,000 PRN   SOLE   6,018,000 0 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 4,018 2,879,000 PRN   SOLE   2,879,000 0 0
MEDTRONIC PLC SHS G5960L103 361 4,038 SH   SOLE   4,038 0 0
MERCADOLIBRE INC NOTE 2.250% 7/0 58733RAB8 1,586 785,000 PRN   SOLE   785,000 0 0
MERCK & CO INC COM 58933Y105 439 6,897 SH   SOLE   6,897 0 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 5,629 3,308,000 PRN   SOLE   3,308,000 0 0
METLIFE INC COM 59156R108 388 7,063 SH   SOLE   7,063 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 827 254,000 PRN   SOLE   254,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11,887 7,900,000 PRN   SOLE   7,900,000 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 814 299,000 PRN   SOLE   299,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 9,098 3,306,000 PRN   SOLE   3,306,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 941 833,000 PRN   SOLE   833,000 0 0
MICROSOFT CORP COM 594918104 1,330 19,297 SH   SOLE   19,297 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 7,173 5,621,000 PRN   SOLE   5,621,000 0 0
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 1,635 1,404,000 PRN   SOLE   1,404,000 0 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 4,629 4,750,000 PRN   SOLE   4,750,000 0 0
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 64944P307 383 7,500 SH   SOLE   7,500 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 2,165 2,166,000 PRN   SOLE   2,166,000 0 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 7,652 119,880 SH   SOLE   119,880 0 0
NIKE INC CL B 654106103 229 3,878 SH   SOLE   3,878 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 807 1,882,000 PRN   SOLE   1,882,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 22,747 5,450,000 PRN   SOLE   5,450,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 820 798,000 PRN   SOLE   798,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 3,335 3,462,000 PRN   SOLE   3,462,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 8,088 5,852,000 PRN   SOLE   5,852,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 5,337 744,000 PRN   SOLE   744,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 238 2,165 SH   SOLE   2,165 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 1,902 1,936,000 PRN   SOLE   1,936,000 0 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 8,579 6,776,000 PRN   SOLE   6,776,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 220 15,630 SH   SOLE   15,630 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,341 5,148,000 PRN   SOLE   5,148,000 0 0
ORACLE CORP COM 68389X105 543 10,824 SH   SOLE   10,824 0 0
PALO ALTO NETWORKS INC NOTE 7/0 697435AB1 2,193 1,674,000 PRN   SOLE   1,674,000 0 0
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 3,791 4,000,000 PRN   SOLE   4,000,000 0 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 8,953 9,862,000 PRN   SOLE   9,862,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 850 950,000 PRN   SOLE   950,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 7,294 7,396,000 PRN   SOLE   7,396,000 0 0
PEPSICO INC COM 713448108 499 4,328 SH   SOLE   4,328 0 0
PFIZER INC COM 717081103 800 23,823 SH   SOLE   23,823 0 0
PHILIP MORRIS INTL INC COM 718172109 322 2,732 SH   SOLE   2,732 0 0
PIONEER NAT RES CO COM 723787107 216 1,353 SH   SOLE   1,353 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 3,817 4,000,000 PRN   SOLE   4,000,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 1,982 85,600 SH   SOLE   85,600 0 0
PRICELINE GRP INC COM NEW 741503403 268 142 SH   SOLE   142 0 0
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 16,288 8,260,000 PRN   SOLE   8,260,000 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 25,231 17,178,000 PRN   SOLE   17,178,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 8,532 7,452,000 PRN   SOLE   7,452,000 0 0
PROCTER AND GAMBLE CO COM 742718109 739 8,459 SH   SOLE   8,459 0 0
PROOFPOINT INC NOTE 1.250%12/1 743424AB9 3,891 1,750,000 PRN   SOLE   1,750,000 0 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 3,459 2,779,000 PRN   SOLE   2,779,000 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 884 24,635 SH   SOLE   24,635 0 0
PROSHARES TR SHRT 20+YR TRE 74347X849 2,473 110,000 SH   SOLE   110,000 0 0
PROSPECT CAPITAL CORPORATION NOTE 5.375%10/1 74348TAK8 119 118,000 PRN   SOLE   118,000 0 0
QIAGEN NV NOTE 0.375% 3/1 N72482AA5 2,217 1,800,000 PRN   SOLE   1,800,000 0 0
QUALCOMM INC COM 747525103 211 3,837 SH   SOLE   3,837 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 10,055 9,067,000 PRN   SOLE   9,067,000 0 0
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 5,527 5,900,000 PRN   SOLE   5,900,000 0 0
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 983 18,912 SH   SOLE   18,912 0 0
RAYONIER ADVANCED MATLS INC PFD CV SER A 75508B203 5,010 42,654 SH   SOLE   42,654 0 0
RAYTHEON CO COM NEW 755111507 408 2,525 SH   SOLE   2,525 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 11,888 8,609,000 PRN   SOLE   8,609,000 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 5,420 5,353,000 PRN   SOLE   5,353,000 0 0
RENEWABLE ENERGY GROUP INC NOTE 4.000% 6/1 75972AAC7 3,926 2,908,000 PRN   SOLE   2,908,000 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 2,486 2,410,000 PRN   SOLE   2,410,000 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 819 759,000 PRN   SOLE   759,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 6,603 5,597,000 PRN   SOLE   5,597,000 0 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 4,396 4,122,000 PRN   SOLE   4,122,000 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 5,533 4,181,000 PRN   SOLE   4,181,000 0 0
SCHLUMBERGER LTD COM 806857108 255 3,889 SH   SOLE   3,889 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,243 7,416,000 PRN   SOLE   7,416,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,336 20,587 SH   SOLE   20,587 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,667 32,072 SH   SOLE   32,072 0 0
SERVICENOW INC NOTE 11/0 81762PAB8 3,249 2,224,000 PRN   SOLE   2,224,000 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 3,301 3,392,000 PRN   SOLE   3,392,000 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,089 75,000 SH   SOLE   75,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,241 21,663 SH   SOLE   21,663 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 214 5,242 SH   SOLE   5,242 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 2,706 2,000,000 PRN   SOLE   2,000,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,474 2,496,000 PRN   SOLE   2,496,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 729 733,000 PRN   SOLE   733,000 0 0
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 3,494 32,340 SH   SOLE   32,340 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 7,445 6,858,000 PRN   SOLE   6,858,000 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 82 72,000 PRN   SOLE   72,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 659 656,000 PRN   SOLE   656,000 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 3.000% 7/0 85571WAB5 11,447 9,657,000 PRN   SOLE   9,657,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,757 3,198,000 PRN   SOLE   3,198,000 0 0
SUNTRUST BKS INC COM 867914103 459 8,132 SH   SOLE   8,132 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 1,860 2,000,000 PRN   SOLE   2,000,000 0 0
T MOBILE US INC CONV PFD SER A 872590203 6,836 69,370 SH   SOLE   69,370 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 2,977 876,000 PRN   SOLE   876,000 0 0
TCP CAP CORP NOTE 5.250%12/1 87238QAB9 2,910 2,750,000 PRN   SOLE   2,750,000 0 0
TESLA INC NOTE 0.250% 3/0 88160RAB7 9,364 8,195,000 PRN   SOLE   8,195,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 7,443 6,445,000 PRN   SOLE   6,445,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 3,769 3,000,000 PRN   SOLE   3,000,000 0 0
TEXAS INSTRS INC COM 882508104 290 3,776 SH   SOLE   3,776 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 4,055 3,007,000 PRN   SOLE   3,007,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 5,908 6,500,000 PRN   SOLE   6,500,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 320 1,828 SH   SOLE   1,828 0 0
TIME WARNER INC COM NEW 887317303 276 2,745 SH   SOLE   2,745 0 0
TJX COS INC NEW COM 872540109 258 3,591 SH   SOLE   3,591 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 6,254 4,992,000 PRN   SOLE   4,992,000 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 9,803 5,228,000 PRN   SOLE   5,228,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 915 1,000,000 PRN   SOLE   1,000,000 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 4,197 3,981,000 PRN   SOLE   3,981,000 0 0
UNION PAC CORP COM 907818108 380 3,487 SH   SOLE   3,487 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 1,475 967,000 PRN   SOLE   967,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 275 2,247 SH   SOLE   2,247 0 0
UNITEDHEALTH GROUP INC COM 91324P102 771 4,164 SH   SOLE   4,164 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 5,094 5,000,000 PRN   SOLE   5,000,000 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 9,340 3,430,000 PRN   SOLE   3,430,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 620 13,877 SH   SOLE   13,877 0 0
VIRTUS INVT PARTNERS INC PFD CV SER D 92828Q208 3,370 33,501 SH   SOLE   33,501 0 0
VISA INC COM CL A 92826C839 359 3,822 SH   SOLE   3,822 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 2,881 1,500,000 PRN   SOLE   1,500,000 0 0
WAL-MART STORES INC COM 931142103 249 3,264 SH   SOLE   3,264 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 12,333 12,193,000 PRN   SOLE   12,193,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 6,785 6,583,000 PRN   SOLE   6,583,000 0 0
WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 3,286 2,589,000 PRN   SOLE   2,589,000 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 4,592 4,788,000 PRN   SOLE   4,788,000 0 0
WELLS FARGO CO NEW COM 949746101 532 9,666 SH   SOLE   9,666 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 21,481 16,386 SH   SOLE   16,386 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 9,610 145,015 SH   SOLE   145,015 0 0
WESTERN DIGITAL CORP COM 958102105 207 2,330 SH   SOLE   2,330 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 623 505,000 PRN   SOLE   505,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 2,337 50,000 SH   SOLE   50,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 6,375 5,738,000 PRN   SOLE   5,738,000 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 4,596 3,262,000 PRN   SOLE   3,262,000 0 0
YAHOO INC NOTE 12/0 984332AF3 8,249 7,258,000 PRN   SOLE   7,258,000 0 0
YANDEX NV NOTE 1.125%12/1 98474TAB3 3,846 3,973,000 PRN   SOLE   3,973,000 0 0