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 | 283 | 1,585 | SH | SOLE | 1,585 | 0 | 0 | ||
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 5,523 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 254 | 6,582 | SH | SOLE | 6,582 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 252 | 4,019 | SH | SOLE | 4,019 | 0 | 0 | ||
ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 2,402 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 2,471 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 4,451 | 2,822,000 | PRN | SOLE | 2,822,000 | 0 | 0 | ||
AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 4,101 | 4,002,000 | PRN | SOLE | 4,002,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 263 | 2,128 | SH | SOLE | 2,128 | 0 | 0 | ||
AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 131 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 4,046 | 3,899,000 | PRN | SOLE | 3,899,000 | 0 | 0 | ||
ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 4,365 | 3,364,000 | PRN | SOLE | 3,364,000 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 311 | 1,477 | SH | SOLE | 1,477 | 0 | 0 | ||
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 25,517 | 33,508 | SH | SOLE | 33,508 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 609 | 651,000 | PRN | SOLE | 651,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,732 | 2,186 | SH | SOLE | 2,186 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 508 | 7,487 | SH | SOLE | 7,487 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 348 | 220,000 | PRN | SOLE | 220,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 2,787 | 1,975,000 | PRN | SOLE | 1,975,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 695 | 931 | SH | SOLE | 931 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 223 | 3,390 | SH | SOLE | 3,390 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 3,336 | 3,336,000 | PRN | SOLE | 3,336,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 5,678 | 54,146 | SH | SOLE | 54,146 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 381 | 2,605 | SH | SOLE | 2,605 | 0 | 0 | ||
AMTRUST FINL SVCS INC | NOTE 2.750%12/1 | 032359AG6 | 542 | 631,000 | PRN | SOLE | 631,000 | 0 | 0 | ||
ANADARKO PETE CORP | UNIT 99/99/9999 | 032511404 | 2,412 | 58,345 | SH | SOLE | 58,345 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 13,004 | 276,447 | SH | SOLE | 276,447 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 7,340 | 3,687,000 | PRN | SOLE | 3,687,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 2,365 | 2,261,000 | PRN | SOLE | 2,261,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 1,632 | 14,090 | SH | SOLE | 14,090 | 0 | 0 | ||
ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 2,688 | 89,245 | SH | SOLE | 89,245 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 280 | 16,885 | SH | SOLE | 16,885 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.875% 3/1 | 04010LAG8 | 1,794 | 1,787,000 | PRN | SOLE | 1,787,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 102 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 32 | 31,000 | PRN | SOLE | 31,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 696 | 16,394 | SH | SOLE | 16,394 | 0 | 0 | ||
B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 4,405 | 4,402,000 | PRN | SOLE | 4,402,000 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 706 | 31,962 | SH | SOLE | 31,962 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 17,464 | 14,965 | SH | SOLE | 14,965 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 742 | 4,546 | SH | SOLE | 4,546 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 223 | 781 | SH | SOLE | 781 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 86 | 77,000 | PRN | SOLE | 77,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 3,444 | 2,938,000 | PRN | SOLE | 2,938,000 | 0 | 0 | ||
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 3,042 | 44,482 | SH | SOLE | 44,482 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 4,502 | 4,051,000 | PRN | SOLE | 4,051,000 | 0 | 0 | ||
BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 4,975 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 242 | 1,556 | SH | SOLE | 1,556 | 0 | 0 | ||
BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 2,477 | 2,410,000 | PRN | SOLE | 2,410,000 | 0 | 0 | ||
BROADSOFT INC | NOTE 1.500% 7/0 | 11133BAB8 | 2,426 | 2,113,000 | PRN | SOLE | 2,113,000 | 0 | 0 | ||
BROADSOFT INC | NOTE 1.000% 9/0 | 11133BAD4 | 42 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | ||
CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 2,706 | 2,301,000 | PRN | SOLE | 2,301,000 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 251 | 3,940 | SH | SOLE | 3,940 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 534 | 4,604 | SH | SOLE | 4,604 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 4,254 | 3,791,000 | PRN | SOLE | 3,791,000 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 3,779 | 3,866,000 | PRN | SOLE | 3,866,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 7,858 | 12,973,000 | PRN | SOLE | 12,973,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 496 | 4,216 | SH | SOLE | 4,216 | 0 | 0 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 467 | 333,000 | PRN | SOLE | 333,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 443 | 14,655 | SH | SOLE | 14,655 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 1,180 | 19,856 | SH | SOLE | 19,856 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 15,404 | 13,308,000 | PRN | SOLE | 13,308,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 550 | 13,229 | SH | SOLE | 13,229 | 0 | 0 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 4,838 | 4,846,000 | PRN | SOLE | 4,846,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 328 | 4,721 | SH | SOLE | 4,721 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 291 | 5,762 | SH | SOLE | 5,762 | 0 | 0 | ||
CONSOLIDATED TOMOKA LD CO | NOTE 4.500% 3/1 | 210226AB2 | 521 | 525,000 | PRN | SOLE | 525,000 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 4,081 | 3,925,000 | PRN | SOLE | 3,925,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 262 | 1,653 | SH | SOLE | 1,653 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 3,968 | 3,867,000 | PRN | SOLE | 3,867,000 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 231 | 2,927 | SH | SOLE | 2,927 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 1,511 | 508,000 | PRN | SOLE | 508,000 | 0 | 0 | ||
DBX ETF TR | XTRAK MSCI JAPN | 233051507 | 309 | 8,284 | SH | SOLE | 8,284 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 332 | 6,739 | SH | SOLE | 6,739 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 237 | 3,263 | SH | SOLE | 3,263 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 325 | 3,102 | SH | SOLE | 3,102 | 0 | 0 | ||
DOMINION RES INC VA NEW | UNIT 99/99/9999 | 25746U869 | 8,747 | 173,565 | SH | SOLE | 173,565 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 225 | 3,063 | SH | SOLE | 3,063 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,376 | 4,013,000 | PRN | SOLE | 4,013,000 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 5,603 | 5,712,000 | PRN | SOLE | 5,712,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 4,680 | 4,413,000 | PRN | SOLE | 4,413,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 3,822 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 3,156 | 3,380,000 | PRN | SOLE | 3,380,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 4,218 | 4,829,000 | PRN | SOLE | 4,829,000 | 0 | 0 | ||
ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 2,621 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 2,962 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 5,791 | 6,080,000 | PRN | SOLE | 6,080,000 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 212 | 2,076 | SH | SOLE | 2,076 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 247 | 3,775 | SH | SOLE | 3,775 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 4,340 | 3,748,000 | PRN | SOLE | 3,748,000 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 206 | 945 | SH | SOLE | 945 | 0 | 0 | ||
EXELON CORP | UNIT 99/99/9999 | 30161N127 | 3,829 | 78,840 | SH | SOLE | 78,840 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 751 | 8,321 | SH | SOLE | 8,321 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 803 | 6,988 | SH | SOLE | 6,988 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 421 | 2,271 | SH | SOLE | 2,271 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 1,709 | 880,000 | PRN | SOLE | 880,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 3,916 | 3,310,000 | PRN | SOLE | 3,310,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.000% 6/0 | 31816QAB7 | 1,385 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FST LOW OPPT EFT | 33739Q200 | 3,494 | 66,971 | SH | SOLE | 66,971 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FIRST TR ENH NEW | 33739Q408 | 480 | 7,987 | SH | SOLE | 7,987 | 0 | 0 | ||
FIRST TR LRGE CP CORE ALPHA | COM SHS | 33734K109 | 6,369 | 130,642 | SH | SOLE | 130,642 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 154 | 12,794 | SH | SOLE | 12,794 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 4,435 | 4,508,000 | PRN | SOLE | 4,508,000 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 5,938 | 83,467 | SH | SOLE | 83,467 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,927 | 5,023,000 | PRN | SOLE | 5,023,000 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 364 | 2,103 | SH | SOLE | 2,103 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 893 | 28,285 | SH | SOLE | 28,285 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 220 | 3,585 | SH | SOLE | 3,585 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 279 | 3,904 | SH | SOLE | 3,904 | 0 | 0 | ||
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 2,430 | 3,100,000 | PRN | SOLE | 3,100,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,234 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 2,465 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 476 | 463,000 | PRN | SOLE | 463,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 7,765 | 8,503,000 | PRN | SOLE | 8,503,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 14,203 | 11,588,000 | PRN | SOLE | 11,588,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 607 | 4,538 | SH | SOLE | 4,538 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 266 | 2,276 | SH | SOLE | 2,276 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 2,722 | 1,925 | SH | SOLE | 1,925 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 2,930 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 2,550 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 10,014 | 10,489,000 | PRN | SOLE | 10,489,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 3,638 | 3,798,000 | PRN | SOLE | 3,798,000 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 2,565 | 3,250,000 | PRN | SOLE | 3,250,000 | 0 | 0 | ||
INCYTE CORP | NOTE 0.375%11/1 | 45337CAM4 | 4,860 | 2,430,000 | PRN | SOLE | 2,430,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 4,216 | 3,262,000 | PRN | SOLE | 3,262,000 | 0 | 0 | ||
INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 3,521 | 3,292,000 | PRN | SOLE | 3,292,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 3,287 | 3,194,000 | PRN | SOLE | 3,194,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 581 | 15,984 | SH | SOLE | 15,984 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 8,854 | 6,554,000 | PRN | SOLE | 6,554,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 32,874 | 18,644,000 | PRN | SOLE | 18,644,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 314 | 5,551 | SH | SOLE | 5,551 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 6,742 | 4,977,000 | PRN | SOLE | 4,977,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 208 | 1,257 | SH | SOLE | 1,257 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 207 | 3,905 | SH | SOLE | 3,905 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 246 | 8,116 | SH | SOLE | 8,116 | 0 | 0 | ||
IRIDIUM COMMUNICATIONS INC | PERP PFD CNV B | 46269C409 | 4,281 | 12,496 | SH | SOLE | 12,496 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 9,260 | 8,090,000 | PRN | SOLE | 8,090,000 | 0 | 0 | ||
ISHARES | MIN VOL EMRG MKT | 464286533 | 606 | 12,425 | SH | SOLE | 12,425 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 45,293 | 201,307 | SH | SOLE | 201,307 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 14,380 | 133,075 | SH | SOLE | 133,075 | 0 | 0 | ||
ISHARES TR | RUS MDCP VAL ETF | 464287473 | 1,309 | 16,290 | SH | SOLE | 16,290 | 0 | 0 | ||
ISHARES TR | NASDQ BIOTEC ETF | 464287556 | 2,194 | 8,263 | SH | SOLE | 8,263 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 7,994 | 71,345 | SH | SOLE | 71,345 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 4,014 | 33,382 | SH | SOLE | 33,382 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,339 | 17,405 | SH | SOLE | 17,405 | 0 | 0 | ||
ISHARES TR | U.S. ENERGY ETF | 464287796 | 272 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
ISHARES TR | U.S. BAS MTL ETF | 464287838 | 579 | 6,965 | SH | SOLE | 6,965 | 0 | 0 | ||
ISHARES TR | FLTG RATE BD ETF | 46429B655 | 8,329 | 164,179 | SH | SOLE | 164,179 | 0 | 0 | ||
ISHARES TR | USA QUALITY FCTR | 46432F339 | 3,467 | 50,180 | SH | SOLE | 50,180 | 0 | 0 | ||
ISHARES TR | CUR HD EURZN ETF | 46434V639 | 661 | 24,892 | SH | SOLE | 24,892 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 5,242 | 5,204,000 | PRN | SOLE | 5,204,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 5,432 | 4,111,000 | PRN | SOLE | 4,111,000 | 0 | 0 | ||
JANUS CAP GROUP INC | NOTE 0.750% 7/1 | 47102XAH8 | 130 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 3,972 | 4,147,000 | PRN | SOLE | 4,147,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 4,628 | 4,478,000 | PRN | SOLE | 4,478,000 | 0 | 0 | ||
JEFFERIES GROUP INC NEW | DBCV 3.875%11/0 | 472319AG7 | 51 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 907 | 7,904 | SH | SOLE | 7,904 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,196 | 13,867 | SH | SOLE | 13,867 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 421 | 22,979 | SH | SOLE | 22,979 | 0 | 0 | ||
KEYCORP NEW | PFD 7.75% SR A | 493267405 | 8,153 | 60,734 | SH | SOLE | 60,734 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 991 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 4,516 | 91,740 | SH | SOLE | 91,740 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | NOTE 9/1 | 50540RAG7 | 1,154 | 672,000 | PRN | SOLE | 672,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 253 | 2,368 | SH | SOLE | 2,368 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 14,178 | 8,083,000 | PRN | SOLE | 8,083,000 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 2,517 | 2,340,000 | PRN | SOLE | 2,340,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 4,194 | 7,950,000 | PRN | SOLE | 7,950,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,066 | 4,718,000 | PRN | SOLE | 4,718,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 4,422 | 4,163,000 | PRN | SOLE | 4,163,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 204 | 818 | SH | SOLE | 818 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 775 | 16,540 | SH | SOLE | 16,540 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 202 | 2,858 | SH | SOLE | 2,858 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 9,126 | 7,857,000 | PRN | SOLE | 7,857,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,395 | 1,386,000 | PRN | SOLE | 1,386,000 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 349 | 3,378 | SH | SOLE | 3,378 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 274 | 2,263 | SH | SOLE | 2,263 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 2,476 | 2,067,000 | PRN | SOLE | 2,067,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 3,173 | 2,925,000 | PRN | SOLE | 2,925,000 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 289 | 4,088 | SH | SOLE | 4,088 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 1,838 | 1,334,000 | PRN | SOLE | 1,334,000 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 412 | 6,997 | SH | SOLE | 6,997 | 0 | 0 | ||
MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 3,696 | 3,724,000 | PRN | SOLE | 3,724,000 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 4,318 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 387 | 7,151 | SH | SOLE | 7,151 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 4,389 | 1,635,000 | PRN | SOLE | 1,635,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 10,950 | 8,452,000 | PRN | SOLE | 8,452,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 354 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 6,738 | 3,219,000 | PRN | SOLE | 3,219,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 1,220 | 19,627 | SH | SOLE | 19,627 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 5,160 | 4,539,000 | PRN | SOLE | 4,539,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 3,729 | 3,326,000 | PRN | SOLE | 3,326,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 2,954 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 8,760 | 8,592,000 | PRN | SOLE | 8,592,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 6,546 | 114,045 | SH | SOLE | 114,045 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 200 | 3,939 | SH | SOLE | 3,939 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 17,832 | 5,728,000 | PRN | SOLE | 5,728,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 452 | 465,000 | PRN | SOLE | 465,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 2,784 | 3,087,000 | PRN | SOLE | 3,087,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.750% 7/0 | 670704AC9 | 107 | 66,000 | PRN | SOLE | 66,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 17,258 | 3,256,000 | PRN | SOLE | 3,256,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 1,491 | 1,310,000 | PRN | SOLE | 1,310,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 214 | 2,194 | SH | SOLE | 2,194 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 2,624 | 1,887,000 | PRN | SOLE | 1,887,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 10,801 | 8,631,000 | PRN | SOLE | 8,631,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 201 | 15,831 | SH | SOLE | 15,831 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 4,996 | 4,877,000 | PRN | SOLE | 4,877,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 427 | 11,051 | SH | SOLE | 11,051 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 1,997 | 1,575,000 | PRN | SOLE | 1,575,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 4,869 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 7,466 | 6,743,000 | PRN | SOLE | 6,743,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 402 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 6,692 | 6,967,000 | PRN | SOLE | 6,967,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 458 | 4,383 | SH | SOLE | 4,383 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 789 | 24,296 | SH | SOLE | 24,296 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 255 | 2,775 | SH | SOLE | 2,775 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 247 | 1,373 | SH | SOLE | 1,373 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 5,512 | 5,852,000 | PRN | SOLE | 5,852,000 | 0 | 0 | ||
POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 2,349 | 100,595 | SH | SOLE | 100,595 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 206 | 144 | SH | SOLE | 144 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 15,674 | 9,957,000 | PRN | SOLE | 9,957,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 26,693 | 20,970,000 | PRN | SOLE | 20,970,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 561 | 531,000 | PRN | SOLE | 531,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 722 | 8,577 | SH | SOLE | 8,577 | 0 | 0 | ||
PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 3,890 | 2,128,000 | PRN | SOLE | 2,128,000 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 3,265 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 898 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,628 | 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 | ||
QUALCOMM INC | COM | 747525103 | 256 | 3,907 | SH | SOLE | 3,907 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 5,710 | 5,797,000 | PRN | SOLE | 5,797,000 | 0 | 0 | ||
RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 5,625 | 6,114,000 | PRN | SOLE | 6,114,000 | 0 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | PERP PFD-D CV | 751452608 | 499 | 8,169 | SH | SOLE | 8,169 | 0 | 0 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 4,635 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 362 | 2,561 | SH | SOLE | 2,561 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 12,250 | 10,497,000 | PRN | SOLE | 10,497,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 4,917 | 4,926,000 | PRN | SOLE | 4,926,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 2,398 | 2,531,000 | PRN | SOLE | 2,531,000 | 0 | 0 | ||
ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 2,951 | 2,899,000 | PRN | SOLE | 2,899,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 802 | 759,000 | PRN | SOLE | 759,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 6,721 | 5,615,000 | PRN | SOLE | 5,615,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 4,419 | 4,269,000 | PRN | SOLE | 4,269,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 4,670 | 4,015,000 | PRN | SOLE | 4,015,000 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 334 | 3,965 | SH | SOLE | 3,965 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 7,497 | 8,516,000 | PRN | SOLE | 8,516,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 2,317 | 30,777 | SH | SOLE | 30,777 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,583 | 32,577 | SH | SOLE | 32,577 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,159 | 3,537,000 | PRN | SOLE | 3,537,000 | 0 | 0 | ||
SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763UAB6 | 2,872 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
SHUTTERFLY INC | NOTE 0.250% 5/1 | 82568PAB2 | 3,780 | 3,761,000 | PRN | SOLE | 3,761,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,198 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 2,632 | 2,281,000 | PRN | SOLE | 2,281,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 9,093 | 357,120 | SH | SOLE | 357,120 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 9,399 | 42,049 | SH | SOLE | 42,049 | 0 | 0 | ||
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 465 | 10,547 | SH | SOLE | 10,547 | 0 | 0 | ||
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 3,732 | 3,620,000 | PRN | SOLE | 3,620,000 | 0 | 0 | ||
SPECTRUM PHARMACEUTICALS INC | NOTE 2.750%12/1 | 84763AAB4 | 3,109 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 10,946 | 10,518,000 | PRN | SOLE | 10,518,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 770 | 733,000 | PRN | SOLE | 733,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 7,017 | 6,441,000 | PRN | SOLE | 6,441,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 81 | 72,000 | PRN | SOLE | 72,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 672 | 656,000 | PRN | SOLE | 656,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 9,858 | 9,042,000 | PRN | SOLE | 9,042,000 | 0 | 0 | ||
STERICYCLE INC | DEP PFD A 1/10 | 858912207 | 1,903 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 2,119 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,319 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 451 | 8,240 | SH | SOLE | 8,240 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 7,692 | 81,575 | SH | SOLE | 81,575 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 1,929 | 844,000 | PRN | SOLE | 844,000 | 0 | 0 | ||
TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 3,246 | 3,129,000 | PRN | SOLE | 3,129,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 0.250% 3/0 | 88160RAB7 | 7,222 | 7,777,000 | PRN | SOLE | 7,777,000 | 0 | 0 | ||
TESLA MTRS INC | NOTE 1.250% 3/0 | 88160RAC5 | 2,598 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 279 | 3,827 | SH | SOLE | 3,827 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 2,295 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 260 | 1,852 | SH | SOLE | 1,852 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 269 | 2,779 | SH | SOLE | 2,779 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 275 | 3,645 | SH | SOLE | 3,645 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 6,179 | 4,828,000 | PRN | SOLE | 4,828,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 6,649 | 4,365,000 | PRN | SOLE | 4,365,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 921 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 2,638 | 38,945 | SH | SOLE | 38,945 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 365 | 3,531 | SH | SOLE | 3,531 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 250 | 2,280 | SH | SOLE | 2,280 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 679 | 4,227 | SH | SOLE | 4,227 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 6,976 | 3,135,000 | PRN | SOLE | 3,135,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 748 | 14,069 | SH | SOLE | 14,069 | 0 | 0 | ||
VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 666 | 668,000 | PRN | SOLE | 668,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 320 | 4,105 | SH | SOLE | 4,105 | 0 | 0 | ||
WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 4,170 | 2,900,000 | PRN | SOLE | 2,900,000 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 230 | 3,318 | SH | SOLE | 3,318 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 7,115 | 6,558,000 | PRN | SOLE | 6,558,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 6,211 | 6,081,000 | PRN | SOLE | 6,081,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 2,711 | 2,404,000 | PRN | SOLE | 2,404,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 3/1 | 94986RTK7 | 174 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 2/2 | 94986RVY4 | 5,119 | 4,788,000 | PRN | SOLE | 4,788,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 538 | 9,791 | SH | SOLE | 9,791 | 0 | 0 | ||
WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 18,541 | 15,581 | SH | SOLE | 15,581 | 0 | 0 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 5,960 | 98,986 | SH | SOLE | 98,986 | 0 | 0 | ||
WPX ENERGY INC | PFD SER A CV | 98212B202 | 9,607 | 146,485 | SH | SOLE | 146,485 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 4,874 | 4,680,000 | PRN | SOLE | 4,680,000 | 0 | 0 | ||
XEROX CORP | COM | 984121103 | 126 | 14,507 | SH | SOLE | 14,507 | 0 | 0 | ||
XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 10,297 | 4,899,000 | PRN | SOLE | 4,899,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 2,513 | 2,540,000 | PRN | SOLE | 2,540,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 3,504 | 3,699,000 | PRN | SOLE | 3,699,000 | 0 | 0 |