The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 | ||