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
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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
2U Inc Common Stock 90214J101 615 16,345 SH   SOLE   16,345 0 0
Alexandria Real Estate Equities Inc Preferred Stock 015271505 2,388 62,651 SH   SOLE   62,651 0 0
Alteryx Inc Common Stock 02156B103 706 6,470 SH   SOLE   6,470 0 0
American Electric Power Co Inc Preferred Stock 025537127 12,398 231,700 SH   SOLE   231,700 0 0
Anixter International Inc Common Stock 035290105 640 10,715 SH   SOLE   10,715 0 0
Anthem Inc Convertible Bonds 94973VBG1 12,079 3,095,000 PRN   SOLE   3,095,000 0 0
Apergy Corp Common Stock 03755L104 372 11,085 SH   SOLE   11,085 0 0
Apollo Commercial Real Estate Finance Inc Convertible Bonds 03762UAB1 2,645 2,645,000 PRN   SOLE   2,645,000 0 0
Ares Capital Corp Convertible Bonds 04010LAT0 6,802 6,745,000 PRN   SOLE   6,745,000 0 0
Ares Commercial Real Estate Corp Common Stock 04013V108 1,049 70,600 SH   SOLE   70,600 0 0
ASGN Inc Common Stock 00191U102 1,109 18,305 SH   SOLE   18,305 0 0
Bank of America Corp Convertible Preferred 060505682 12,787 9,320 SH   SOLE   9,320 0 0
Becton Dickinson and Co Convertible Preferred 075887208 3,712 59,965 SH   SOLE   59,965 0 0
Benefitfocus Inc Common Stock 08180D106 126 4,655 SH   SOLE   4,655 0 0
BlackRock Capital Investment Corp Convertible Bonds 092533AC2 1,526 1,525,000 PRN   SOLE   1,525,000 0 0
CenterPoint Energy Inc Preferred Stock 15189T503 5,890 117,290 SH   SOLE   117,290 0 0
CenterState Bank Corp Common Stock 15201P109 526 22,830 SH   SOLE   22,830 0 0
Chegg Inc Common Stock 163092109 233 6,050 SH   SOLE   6,050 0 0
Cornerstone OnDemand Inc Common Stock 21925Y103 759 13,103 SH   SOLE   13,103 0 0
County of Charleston SC Preferred Stock 25746U133 12,603 121,700 SH   SOLE   121,700 0 0
Coupa Software Inc Common Stock 22266L106 113 895 SH   SOLE   895 0 0
Crown Castle International Corp Convertible Preferred 22822V309 6,502 5,410 SH   SOLE   5,410 0 0
Denali Therapeutics Inc Common Stock 24823R105 574 27,650 SH   SOLE   27,650 0 0
DocuSign Inc Common Stock 256163106 190 3,830 SH   SOLE   3,830 0 0
DTE Energy Co Convertible Preferred 233331883 9,953 177,100 SH   SOLE   177,100 0 0
East West Bancorp Inc Common Stock 27579R104 583 12,465 SH   SOLE   12,465 0 0
Echo Global Logistics Inc Common Stock 27875T101 152 7,260 SH   SOLE   7,260 0 0
Echo Global Logistics Inc Convertible Bonds 27875TAA9 4,150 4,180,000 PRN   SOLE   4,180,000 0 0
Etsy Inc Common Stock 29786A106 682 11,116 SH   SOLE   11,116 0 0
Euronet Worldwide Inc Common Stock 298736109 1,085 6,450 SH   SOLE   6,450 0 0
Evo Payments Inc Common Stock 26927E104 1,262 40,040 SH   SOLE   40,040 0 0
Farmland Partners Inc Common Stock 31154R109 974 138,108 SH   SOLE   138,108 0 0
FireEye Inc Common Stock 31816Q101 651 43,990 SH   SOLE   43,990 0 0
FireEye Inc Convertible Bonds 31816QAD3 5,785 6,140,000 PRN   SOLE   6,140,000 0 0
Green Dot Corp Common Stock 39304D102 373 7,625 SH   SOLE   7,625 0 0
Helix Energy Solutions Group Inc Common Stock 42330P107 91 10,590 SH   SOLE   10,590 0 0
Helix Energy Solutions Group Inc Convertible Bonds 42330PAH0 1,064 1,055,000 PRN   SOLE   1,055,000 0 0
Hercules Capital Inc Convertible Bonds 427096AF9 75 75,000 PRN   SOLE   75,000 0 0
Heron Therapeutics Inc Common Stock 427746102 643 34,585 SH   SOLE   34,585 0 0
HubSpot Inc Common Stock 443573100 156 915 SH   SOLE   915 0 0
HubSpot Inc Convertible Bonds 443573AB6 625 335,000 PRN   SOLE   335,000 0 0
Illumina Inc Convertible Bonds 452327AH2 6,729 4,363,000 PRN   SOLE   4,363,000 0 0
Insulet Corp Common Stock 45784P101 352 2,950 SH   SOLE   2,950 0 0
Insulet Corp Convertible Bonds 45784PAH4 719 505,000 PRN   SOLE   505,000 0 0
InterXion Holding NV Common Stock N47279109 846 11,120 SH   SOLE   11,120 0 0
Mimecast Ltd Common Stock G14838109 569 12,190 SH   SOLE   12,190 0 0
Model N Inc Common Stock 607525102 1,186 60,798 SH   SOLE   60,798 0 0
Monolithic Power Systems Inc Common Stock 609839105 881 6,488 SH   SOLE   6,488 0 0
Moog Inc Common Stock 615394202 796 8,502 SH   SOLE   8,502 0 0
New Mountain Finance Corp Convertible Bonds 647551AC4 1,236 1,200,000 PRN   SOLE   1,200,000 0 0
New Relic Inc Common Stock 64829B100 121 1,400 SH   SOLE   1,400 0 0
New Relic Inc Convertible Bonds 64829BAB6 520 485,000 PRN   SOLE   485,000 0 0
NextEra Energy Inc Convertible Preferred 65339F820 12,578 193,710 SH   SOLE   193,710 0 0
Nissan Auto Receivables 2017-B Owner Trust Convertible Bonds 595017AF1 2,404 2,040,000 PRN   SOLE   2,040,000 0 0
Novellus Systems Inc Convertible Bonds 670008AD3 11,058 1,905,000 PRN   SOLE   1,905,000 0 0
Nutanix Inc Common Stock 67059N108 238 9,175 SH   SOLE   9,175 0 0
NuVasive Inc Common Stock 670704105 208 3,555 SH   SOLE   3,555 0 0
NuVasive Inc Convertible Bonds 670704AG0 2,419 2,125,000 PRN   SOLE   2,125,000 0 0
Pagseguro Digital Ltd Common Stock G68707101 331 8,485 SH   SOLE   8,485 0 0
Pluralsight Inc Common Stock 72941B106 283 9,325 SH   SOLE   9,325 0 0
Priceline Group Inc/The Convertible Bonds 741503AS5 7,894 5,485,000 PRN   SOLE   5,485,000 0 0
Priceline Group Inc/The Convertible Bonds 741503AX4 714 624,000 PRN   SOLE   624,000 0 0
PROS Holdings Inc Common Stock 74346Y103 658 10,400 SH   SOLE   10,400 0 0
PROS Holdings Inc Convertible Bonds 74346YAD5 1,327 965,000 PRN   SOLE   965,000 0 0
Prospect Capital Corp Convertible Bonds 74348TAQ5 3,429 3,400,000 PRN   SOLE   3,400,000 0 0
Prospect Capital Corp Convertible Bonds 74348TAR3 3,434 3,415,000 PRN   SOLE   3,415,000 0 0
RingCentral Inc Common Stock 76680R206 333 2,895 SH   SOLE   2,895 0 0
RingCentral Inc Convertible Bonds 76680RAD9 617 410,000 PRN   SOLE   410,000 0 0
Roku Inc Common Stock 77543R102 1,048 11,570 SH   SOLE   11,570 0 0
SAGE Therapeutics Inc Common Stock 78667J108 752 4,105 SH   SOLE   4,105 0 0
Shutterfly Inc Common Stock 82568P304 954 18,863 SH   SOLE   18,863 0 0
Silicon Laboratories Inc Common Stock 826919102 301 2,911 SH   SOLE   2,911 0 0
Silicon Laboratories Inc Convertible Bonds 826919AB8 2,057 1,650,000 PRN   SOLE   1,650,000 0 0
SPDR Gold Shares ETF 78463V107 2,238 16,800 SH   SOLE   16,800 0 0
Spirit Realty Capital Inc Convertible Bonds 84860WAB8 4,722 4,640,000 PRN   SOLE   4,640,000 0 0
Splunk Inc Common Stock 848637104 812 6,460 SH   SOLE   6,460 0 0
Stanley Black & Decker Inc Convertible Preferred 854502887 10,957 108,345 SH   SOLE   108,345 0 0
Stitch Fix Inc Common Stock 860897107 861 26,910 SH   SOLE   26,910 0 0
Synaptics Inc Convertible Bonds 87157DAD1 889 995,000 PRN   SOLE   995,000 0 0
Tabula Rasa HealthCare Inc Common Stock 873379101 180 3,605 SH   SOLE   3,605 0 0
Talend SA Depository Receipt 874224207 543 14,059 SH   SOLE   14,059 0 0
Teladoc Inc Common Stock 87918A105 991 14,925 SH   SOLE   14,925 0 0
Teladoc Inc Convertible Bonds 87918AAC9 498 335,000 PRN   SOLE   335,000 0 0
TPG Specialty Lending Inc Convertible Bonds 87265KAB8 1,286 1,281,000 PRN   SOLE   1,281,000 0 0
TPG Specialty Lending Inc Convertible Bonds 87265KAD4 1,831 1,780,000 PRN   SOLE   1,780,000 0 0
TriNet Group Inc Common Stock 896288107 918 13,545 SH   SOLE   13,545 0 0
Two Harbors Investment Corp Convertible Bonds 90187BAA9 1,692 1,675,000 PRN   SOLE   1,675,000 0 0
Ultragenyx Pharmaceutical Inc Common Stock 90400D108 658 10,365 SH   SOLE   10,365 0 0
VEREIT Inc Convertible Bonds 02917TAB0 7,989 7,940,000 PRN   SOLE   7,940,000 0 0
Verint Systems Inc Convertible Bonds 92343XAA8 140 130,000 PRN   SOLE   130,000 0 0
Wayfair Inc Common Stock 94419L101 708 4,846 SH   SOLE   4,846 0 0
Webster Financial Corp Common Stock 947890109 610 12,760 SH   SOLE   12,760 0 0
Wells Fargo & Co Convertible Preferred 949746804 12,789 9,375 SH   SOLE   9,375 0 0
Wix.com Ltd Common Stock M98068105 372 2,615 SH   SOLE   2,615 0 0
Wright Medical Group Inc Convertible Bonds 98235TAE7 1,342 1,235,000 PRN   SOLE   1,235,000 0 0
Wright Medical Group NV Common Stock N96617118 189 6,330 SH   SOLE   6,330 0 0
Zendesk Inc Common Stock 98936J101 177 1,992 SH   SOLE   1,992 0 0
Zendesk Inc Convertible Bonds 98936JAB7 675 440,000 PRN   SOLE   440,000 0 0