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 | 304 | 1,583 | SH | SOLE | 1,583 | 0 | 0 | ||
| 51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 6,058 | 5,671,000 | PRN | SOLE | 5,671,000 | 0 | 0 | ||
| ABBOTT LABS | COM | 002824100 | 296 | 6,668 | SH | SOLE | 6,668 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 261 | 4,014 | SH | SOLE | 4,014 | 0 | 0 | ||
| ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 2,209 | 2,418,000 | PRN | SOLE | 2,418,000 | 0 | 0 | ||
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 3,046 | 3,583,000 | PRN | SOLE | 3,583,000 | 0 | 0 | ||
| ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 5,667 | 2,868,000 | PRN | SOLE | 2,868,000 | 0 | 0 | ||
| AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 3,645 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
| AETNA INC NEW | COM | 00817Y108 | 270 | 2,125 | SH | SOLE | 2,125 | 0 | 0 | ||
| AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 139 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 3,590 | 3,624,000 | PRN | SOLE | 3,624,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 3,972 | 3,650,000 | PRN | SOLE | 3,650,000 | 0 | 0 | ||
| ALLERGAN PLC | SHS | G0177J108 | 353 | 1,476 | SH | SOLE | 1,476 | 0 | 0 | ||
| ALLERGAN PLC | PFD CONV SER A | G0177J116 | 29,224 | 34,531 | SH | SOLE | 34,531 | 0 | 0 | ||
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 2,120 | 2,117,000 | PRN | SOLE | 2,117,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 1,846 | 2,179 | SH | SOLE | 2,179 | 0 | 0 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 534 | 7,476 | SH | SOLE | 7,476 | 0 | 0 | ||
| ALZA CORP | SDCV 7/2 | 02261WAB5 | 268 | 157,000 | PRN | SOLE | 157,000 | 0 | 0 | ||
| AMAG PHARMACEUTICALS INC | NOTE 2.500% 2/1 | 00163UAA4 | 3,084 | 2,830,000 | PRN | SOLE | 2,830,000 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 823 | 929 | SH | SOLE | 929 | 0 | 0 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 210 | 3,385 | SH | SOLE | 3,385 | 0 | 0 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 70 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | PFD CONV SER A | 03027X308 | 6,043 | 52,989 | SH | SOLE | 52,989 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 427 | 2,602 | SH | SOLE | 2,602 | 0 | 0 | ||
| ANADARKO PETE CORP | UNIT 99/99/9999 | 032511404 | 2,553 | 59,210 | SH | SOLE | 59,210 | 0 | 0 | ||
| ANTHEM INC | UNIT 05/01/20188 | 036752202 | 14,563 | 291,107 | SH | SOLE | 291,107 | 0 | 0 | ||
| ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 10,800 | 4,731,000 | PRN | SOLE | 4,731,000 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 2,672 | 2,431,000 | PRN | SOLE | 2,431,000 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 1,777 | 12,368 | SH | SOLE | 12,368 | 0 | 0 | ||
| ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 3,642 | 89,775 | SH | SOLE | 89,775 | 0 | 0 | ||
| ARES CAP CORP | COM | 04010L103 | 319 | 18,333 | SH | SOLE | 18,333 | 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 | 2,723 | 2,651,000 | PRN | SOLE | 2,651,000 | 0 | 0 | ||
| AT&T INC | COM | 00206R102 | 676 | 16,292 | SH | SOLE | 16,292 | 0 | 0 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 2,832 | 2,675,000 | PRN | SOLE | 2,675,000 | 0 | 0 | ||
| B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 4,815 | 4,531,000 | PRN | SOLE | 4,531,000 | 0 | 0 | ||
| BANK AMER CORP | COM | 060505104 | 753 | 31,916 | SH | SOLE | 31,916 | 0 | 0 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 18,114 | 15,157 | SH | SOLE | 15,157 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 758 | 4,541 | SH | SOLE | 4,541 | 0 | 0 | ||
| BIOGEN INC | COM | 09062X103 | 212 | 781 | SH | SOLE | 781 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 87 | 77,000 | PRN | SOLE | 77,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 3,511 | 2,974,000 | PRN | SOLE | 2,974,000 | 0 | 0 | ||
| BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 3,294 | 44,987 | SH | SOLE | 44,987 | 0 | 0 | ||
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 4,668 | 4,077,000 | PRN | SOLE | 4,077,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 5,162 | 5,150,000 | PRN | SOLE | 5,150,000 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 275 | 1,554 | SH | SOLE | 1,554 | 0 | 0 | ||
| BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 3,920 | 3,900,000 | PRN | SOLE | 3,900,000 | 0 | 0 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 2,172 | 2,008,000 | PRN | SOLE | 2,008,000 | 0 | 0 | ||
| CBS CORP NEW | CL B | 124857202 | 275 | 3,935 | SH | SOLE | 3,935 | 0 | 0 | ||
| CELGENE CORP | COM | 151020104 | 572 | 4,598 | SH | SOLE | 4,598 | 0 | 0 | ||
| CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 4,457 | 3,817,000 | PRN | SOLE | 3,817,000 | 0 | 0 | ||
| CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 4,197 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 9,072 | 13,342,000 | PRN | SOLE | 13,342,000 | 0 | 0 | ||
| CHEVRON CORP NEW | COM | 166764100 | 449 | 4,176 | SH | SOLE | 4,176 | 0 | 0 | ||
| CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 443 | 325,000 | PRN | SOLE | 325,000 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 495 | 14,625 | SH | SOLE | 14,625 | 0 | 0 | ||
| CITIGROUP INC | COM NEW | 172967424 | 1,182 | 19,782 | SH | SOLE | 19,782 | 0 | 0 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 16,383 | 13,082,000 | PRN | SOLE | 13,082,000 | 0 | 0 | ||
| CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 4,190 | 3,254,000 | PRN | SOLE | 3,254,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 559 | 13,204 | SH | SOLE | 13,204 | 0 | 0 | ||
| COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 4,668 | 4,735,000 | PRN | SOLE | 4,735,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 357 | 9,433 | SH | SOLE | 9,433 | 0 | 0 | ||
| CONOCOPHILLIPS | COM | 20825C104 | 287 | 5,754 | SH | SOLE | 5,754 | 0 | 0 | ||
| CONSOLIDATED TOMOKA LD CO | NOTE 4.500% 3/1 | 210226AB2 | 522 | 517,000 | PRN | SOLE | 517,000 | 0 | 0 | ||
| CORNERSTONE ONDEMAND INC | NOTE 1.500% 7/0 | 21925YAB9 | 3,436 | 3,369,000 | PRN | SOLE | 3,369,000 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 276 | 1,651 | SH | SOLE | 1,651 | 0 | 0 | ||
| CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 4,336 | 3,915,000 | PRN | SOLE | 3,915,000 | 0 | 0 | ||
| CVS HEALTH CORP | COM | 126650100 | 229 | 2,922 | SH | SOLE | 2,922 | 0 | 0 | ||
| DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 1,661 | 508,000 | PRN | SOLE | 508,000 | 0 | 0 | ||
| DBX ETF TR | XTRAK MSCI JAPN | 233051507 | 556 | 14,830 | SH | SOLE | 14,830 | 0 | 0 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 311 | 6,728 | SH | SOLE | 6,728 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 1,868 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| DISCOVER FINL SVCS | COM | 254709108 | 223 | 3,259 | SH | SOLE | 3,259 | 0 | 0 | ||
| DISNEY WALT CO | COM DISNEY | 254687106 | 350 | 3,099 | SH | SOLE | 3,099 | 0 | 0 | ||
| DOMINION RES INC VA NEW | UNIT 99/99/9999 | 25746U869 | 8,643 | 172,125 | SH | SOLE | 172,125 | 0 | 0 | ||
| DU PONT E I DE NEMOURS & CO | COM | 263534109 | 244 | 3,060 | SH | SOLE | 3,060 | 0 | 0 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,752 | 4,067,000 | PRN | SOLE | 4,067,000 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 206 | 2,805 | SH | SOLE | 2,805 | 0 | 0 | ||
| ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 3,352 | 3,559,000 | PRN | SOLE | 3,559,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 4,439 | 4,085,000 | PRN | SOLE | 4,085,000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 3,927 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 4,186 | 4,439,000 | PRN | SOLE | 4,439,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,596 | 1,829,000 | PRN | SOLE | 1,829,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 3,217 | 3,256,000 | PRN | SOLE | 3,256,000 | 0 | 0 | ||
| ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 3,433 | 4,050,000 | PRN | SOLE | 4,050,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 6,165 | 6,634,000 | PRN | SOLE | 6,634,000 | 0 | 0 | ||
| EOG RES INC | COM | 26875P101 | 200 | 2,073 | SH | SOLE | 2,073 | 0 | 0 | ||
| EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 636 | 21,992 | SH | SOLE | 21,992 | 0 | 0 | ||
| EQT CORP | COM | 26884L109 | 232 | 3,770 | SH | SOLE | 3,770 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 4,055 | 3,205,000 | PRN | SOLE | 3,205,000 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 222 | 945 | SH | SOLE | 945 | 0 | 0 | ||
| EXELON CORP | UNIT 99/99/9999 | 30161N127 | 3,796 | 77,020 | SH | SOLE | 77,020 | 0 | 0 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 682 | 8,298 | SH | SOLE | 8,298 | 0 | 0 | ||
| FACEBOOK INC | CL A | 30303M102 | 993 | 6,980 | SH | SOLE | 6,980 | 0 | 0 | ||
| FEDEX CORP | COM | 31428X106 | 442 | 2,262 | SH | SOLE | 2,262 | 0 | 0 | ||
| FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 1,821 | 827,000 | PRN | SOLE | 827,000 | 0 | 0 | ||
| FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 3,813 | 3,396,000 | PRN | SOLE | 3,396,000 | 0 | 0 | ||
| FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,345 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | FST LOW OPPT EFT | 33739Q200 | 2,167 | 41,666 | SH | SOLE | 41,666 | 0 | 0 | ||
| FIRST TR EXCHANGE TRADED FD | FIRST TR ENH NEW | 33739Q408 | 484 | 8,052 | SH | SOLE | 8,052 | 0 | 0 | ||
| FIRST TR LRGE CP CORE ALPHA | COM SHS | 33734K109 | 4,285 | 83,048 | SH | SOLE | 83,048 | 0 | 0 | ||
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 149 | 12,777 | SH | SOLE | 12,777 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 4,467 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 3,486 | 70,837 | SH | SOLE | 70,837 | 0 | 0 | ||
| GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 4,106 | 5,294,000 | PRN | SOLE | 5,294,000 | 0 | 0 | ||
| GENERAL DYNAMICS CORP | COM | 369550108 | 391 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
| GENERAL ELECTRIC CO | COM | 369604103 | 842 | 28,249 | SH | SOLE | 28,249 | 0 | 0 | ||
| GENERAL MLS INC | COM | 370334104 | 211 | 3,581 | SH | SOLE | 3,581 | 0 | 0 | ||
| GILEAD SCIENCES INC | COM | 375558103 | 263 | 3,898 | SH | SOLE | 3,898 | 0 | 0 | ||
| GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,061 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 42 | 32,000 | PRN | SOLE | 32,000 | 0 | 0 | ||
| HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 3,112 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 2,631 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 449 | 452,000 | PRN | SOLE | 452,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 8,128 | 8,493,000 | PRN | SOLE | 8,493,000 | 0 | 0 | ||
| HOLOGIC INC | FRNT 12/1 | 436440AG6 | 14,362 | 11,607,000 | PRN | SOLE | 11,607,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 663 | 4,522 | SH | SOLE | 4,522 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 283 | 2,273 | SH | SOLE | 2,273 | 0 | 0 | ||
| HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052WAA2 | 384 | 424,000 | PRN | SOLE | 424,000 | 0 | 0 | ||
| HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 3,025 | 3,325,000 | PRN | SOLE | 3,325,000 | 0 | 0 | ||
| HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 2,632 | 1,928 | SH | SOLE | 1,928 | 0 | 0 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 1,844 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 3,012 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 6/1 | 452327AF6 | 10,367 | 10,305,000 | PRN | SOLE | 10,305,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 3,834 | 3,703,000 | PRN | SOLE | 3,703,000 | 0 | 0 | ||
| IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 2,460 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| INCYTE CORP | NOTE 0.375%11/1 | 45337CAM4 | 2,286 | 880,000 | PRN | SOLE | 880,000 | 0 | 0 | ||
| INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 4,538 | 3,291,000 | PRN | SOLE | 3,291,000 | 0 | 0 | ||
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 3,746 | 3,321,000 | PRN | SOLE | 3,321,000 | 0 | 0 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 2,700 | 2,697,000 | PRN | SOLE | 2,697,000 | 0 | 0 | ||
| INTEL CORP | COM | 458140100 | 575 | 15,961 | SH | SOLE | 15,961 | 0 | 0 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 12,612 | 9,264,000 | PRN | SOLE | 9,264,000 | 0 | 0 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 32,018 | 18,329,000 | PRN | SOLE | 18,329,000 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 329 | 5,544 | SH | SOLE | 5,544 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 6,275 | 4,810,000 | PRN | SOLE | 4,810,000 | 0 | 0 | ||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 220 | 1,255 | SH | SOLE | 1,255 | 0 | 0 | ||
| INTL PAPER CO | COM | 460146103 | 200 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
| INVESCO LTD | SHS | G491BT108 | 247 | 8,105 | SH | SOLE | 8,105 | 0 | 0 | ||
| IRIDIUM COMMUNICATIONS INC | PERP PFD CNV B | 46269C409 | 4,572 | 13,507 | SH | SOLE | 13,507 | 0 | 0 | ||
| IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 12,071 | 9,712,000 | PRN | SOLE | 9,712,000 | 0 | 0 | ||
| ISHARES | MIN VOL EMRG MKT | 464286533 | 663 | 12,408 | SH | SOLE | 12,408 | 0 | 0 | ||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 1,561 | 32,633 | SH | SOLE | 32,633 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 29,692 | 125,152 | SH | SOLE | 125,152 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 9,331 | 86,001 | SH | SOLE | 86,001 | 0 | 0 | ||
| ISHARES TR | RUS MDCP VAL ETF | 464287473 | 1,351 | 16,279 | SH | SOLE | 16,279 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 5,328 | 46,362 | SH | SOLE | 46,362 | 0 | 0 | ||
| ISHARES TR | U.S. TECH ETF | 464287721 | 2,813 | 20,810 | SH | SOLE | 20,810 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,362 | 17,361 | SH | SOLE | 17,361 | 0 | 0 | ||
| ISHARES TR | U.S. ENERGY ETF | 464287796 | 252 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
| ISHARES TR | U.S. BAS MTL ETF | 464287838 | 671 | 7,537 | SH | SOLE | 7,537 | 0 | 0 | ||
| ISHARES TR | FLTG RATE BD ETF | 46429B655 | 5,196 | 102,104 | SH | SOLE | 102,104 | 0 | 0 | ||
| ISHARES TR | USA QUALITY FCTR | 46432F339 | 2,272 | 31,192 | SH | SOLE | 31,192 | 0 | 0 | ||
| ISHARES TR | CUR HD EURZN ETF | 46434V639 | 2,352 | 81,963 | SH | SOLE | 81,963 | 0 | 0 | ||
| ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 2,755 | 2,859,000 | PRN | SOLE | 2,859,000 | 0 | 0 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,113 | 4,526,000 | PRN | SOLE | 4,526,000 | 0 | 0 | ||
| JANUS CAP GROUP INC | NOTE 0.750% 7/1 | 47102XAH8 | 44 | 33,000 | PRN | SOLE | 33,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 4,447 | 4,173,000 | PRN | SOLE | 4,173,000 | 0 | 0 | ||
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 5,064 | 4,553,000 | PRN | SOLE | 4,553,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 980 | 7,876 | SH | SOLE | 7,876 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,218 | 13,845 | SH | SOLE | 13,845 | 0 | 0 | ||
| KEYCORP NEW | COM | 493267108 | 407 | 22,954 | SH | SOLE | 22,954 | 0 | 0 | ||
| KIMBERLY CLARK CORP | COM | 494368103 | 1,143 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 4,505 | 91,990 | SH | SOLE | 91,990 | 0 | 0 | ||
| LABORATORY CORP AMER HLDGS | NOTE 9/1 | 50540RAG7 | 1,010 | 528,000 | PRN | SOLE | 528,000 | 0 | 0 | ||
| LAM RESEARCH CORP | COM | 512807108 | 304 | 2,365 | SH | SOLE | 2,365 | 0 | 0 | ||
| LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 17,116 | 8,082,000 | PRN | SOLE | 8,082,000 | 0 | 0 | ||
| LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 2,694 | 2,397,000 | PRN | SOLE | 2,397,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 5,092 | 9,418,000 | PRN | SOLE | 9,418,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,278 | 4,669,000 | PRN | SOLE | 4,669,000 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 4,573 | 4,215,000 | PRN | SOLE | 4,215,000 | 0 | 0 | ||
| LOCKHEED MARTIN CORP | COM | 539830109 | 219 | 818 | SH | SOLE | 818 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 774 | 16,540 | SH | SOLE | 16,540 | 0 | 0 | ||
| LOWES COS INC | COM | 548661107 | 234 | 2,855 | SH | SOLE | 2,855 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 8,134 | 7,276,000 | PRN | SOLE | 7,276,000 | 0 | 0 | ||
| MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,295 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 378 | 3,374 | SH | SOLE | 3,374 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 293 | 2,260 | SH | SOLE | 2,260 | 0 | 0 | ||
| MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 1,476 | 934,000 | PRN | SOLE | 934,000 | 0 | 0 | ||
| MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 3,405 | 2,983,000 | PRN | SOLE | 2,983,000 | 0 | 0 | ||
| MEDTRONIC PLC | SHS | G5960L103 | 330 | 4,084 | SH | SOLE | 4,084 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 2,356 | 1,355,000 | PRN | SOLE | 1,355,000 | 0 | 0 | ||
| MERCK & CO INC | COM | 58933Y105 | 443 | 6,982 | SH | SOLE | 6,982 | 0 | 0 | ||
| MERITAGE HOMES CORP | NOTE 1.875% 9/1 | 59001AAR3 | 4,309 | 4,324,000 | PRN | SOLE | 4,324,000 | 0 | 0 | ||
| MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 5,780 | 3,308,000 | PRN | SOLE | 3,308,000 | 0 | 0 | ||
| METLIFE INC | COM | 59156R108 | 378 | 7,140 | SH | SOLE | 7,140 | 0 | 0 | ||
| MGIC INVT CORP WIS | NOTE 2.000% 4/0 | 552848AE3 | 33 | 23,000 | PRN | SOLE | 23,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 3,392 | 1,092,000 | PRN | SOLE | 1,092,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 12,081 | 8,426,000 | PRN | SOLE | 8,426,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 587 | 222,000 | PRN | SOLE | 222,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 8,491 | 3,184,000 | PRN | SOLE | 3,184,000 | 0 | 0 | ||
| MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 595 | 532,000 | PRN | SOLE | 532,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 1,289 | 19,564 | SH | SOLE | 19,564 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 6,413 | 6,078,000 | PRN | SOLE | 6,078,000 | 0 | 0 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 1,610 | 1,444,000 | PRN | SOLE | 1,444,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 3,052 | 3,179,000 | PRN | SOLE | 3,179,000 | 0 | 0 | ||
| NCR CORP NEW | COM | 62886E108 | 3,392 | 2,000 | PRN | SOLE | 2,000 | 0 | 0 | ||
| NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 2,191 | 2,187,000 | PRN | SOLE | 2,187,000 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 6,754 | 113,430 | SH | SOLE | 113,430 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | 221 | 3,933 | SH | SOLE | 3,933 | 0 | 0 | ||
| NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 850 | 1,882,000 | PRN | SOLE | 1,882,000 | 0 | 0 | ||
| NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 21,304 | 5,617,000 | PRN | SOLE | 5,617,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 463 | 454,000 | PRN | SOLE | 454,000 | 0 | 0 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,006 | 3,157,000 | PRN | SOLE | 3,157,000 | 0 | 0 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 7,787 | 5,708,000 | PRN | SOLE | 5,708,000 | 0 | 0 | ||
| NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 8,770 | 1,622,000 | PRN | SOLE | 1,622,000 | 0 | 0 | ||
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 227 | 2,191 | SH | SOLE | 2,191 | 0 | 0 | ||
| OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 2,623 | 1,947,000 | PRN | SOLE | 1,947,000 | 0 | 0 | ||
| OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 8,948 | 6,722,000 | PRN | SOLE | 6,722,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 245 | 15,812 | SH | SOLE | 15,812 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 5,440 | 4,986,000 | PRN | SOLE | 4,986,000 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 490 | 11,004 | SH | SOLE | 11,004 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 1,908 | 1,604,000 | PRN | SOLE | 1,604,000 | 0 | 0 | ||
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 5,487 | 5,473,000 | PRN | SOLE | 5,473,000 | 0 | 0 | ||
| PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 7,139 | 6,972,000 | PRN | SOLE | 6,972,000 | 0 | 0 | ||
| PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 825 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 7,193 | 7,396,000 | PRN | SOLE | 7,396,000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 490 | 4,375 | SH | SOLE | 4,375 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 828 | 24,207 | SH | SOLE | 24,207 | 0 | 0 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 313 | 2,772 | SH | SOLE | 2,772 | 0 | 0 | ||
| PIONEER NAT RES CO | COM | 723787107 | 257 | 1,370 | SH | SOLE | 1,370 | 0 | 0 | ||
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 4,804 | 5,364,000 | PRN | SOLE | 5,364,000 | 0 | 0 | ||
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 1,884 | 80,985 | SH | SOLE | 80,985 | 0 | 0 | ||
| PRICELINE GRP INC | COM NEW | 741503403 | 258 | 144 | SH | SOLE | 144 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 17,520 | 9,306,000 | PRN | SOLE | 9,306,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 29,604 | 20,794,000 | PRN | SOLE | 20,794,000 | 0 | 0 | ||
| PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 901 | 801,000 | PRN | SOLE | 801,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 769 | 8,566 | SH | SOLE | 8,566 | 0 | 0 | ||
| PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 3,347 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
| PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 2,788 | 2,448,000 | PRN | SOLE | 2,448,000 | 0 | 0 | ||
| PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 964 | 24,635 | SH | SOLE | 24,635 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,581 | 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 | 223 | 3,902 | SH | SOLE | 3,902 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 6,386 | 6,234,000 | PRN | SOLE | 6,234,000 | 0 | 0 | ||
| RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 5,428 | 5,900,000 | PRN | SOLE | 5,900,000 | 0 | 0 | ||
| RAMCO-GERSHENSON PPTYS TR | PERP PFD-D CV | 751452608 | 1,022 | 18,912 | SH | SOLE | 18,912 | 0 | 0 | ||
| RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 4,409 | 42,654 | SH | SOLE | 42,654 | 0 | 0 | ||
| RAYTHEON CO | COM NEW | 755111507 | 392 | 2,556 | SH | SOLE | 2,556 | 0 | 0 | ||
| RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 11,456 | 8,832,000 | PRN | SOLE | 8,832,000 | 0 | 0 | ||
| REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 5,360 | 5,353,000 | PRN | SOLE | 5,353,000 | 0 | 0 | ||
| RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 2,418 | 2,410,000 | PRN | SOLE | 2,410,000 | 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 | 6,499 | 5,448,000 | PRN | SOLE | 5,448,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 5,024 | 4,325,000 | PRN | SOLE | 4,325,000 | 0 | 0 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 5,261 | 4,082,000 | PRN | SOLE | 4,082,000 | 0 | 0 | ||
| SCHLUMBERGER LTD | COM | 806857108 | 309 | 3,943 | SH | SOLE | 3,943 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 6,582 | 7,416,000 | PRN | SOLE | 7,416,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 1,340 | 19,152 | SH | SOLE | 19,152 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,668 | 32,506 | SH | SOLE | 32,506 | 0 | 0 | ||
| SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 4,593 | 3,571,000 | PRN | SOLE | 3,571,000 | 0 | 0 | ||
| SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,316 | 3,392,000 | PRN | SOLE | 3,392,000 | 0 | 0 | ||
| SM ENERGY CO | NOTE 1.500% 7/0 | 78454LAM2 | 507 | 509,000 | PRN | SOLE | 509,000 | 0 | 0 | ||
| SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 3,733 | 188,960 | SH | SOLE | 188,960 | 0 | 0 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 6,213 | 26,349 | SH | SOLE | 26,349 | 0 | 0 | ||
| SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 444 | 10,533 | SH | SOLE | 10,533 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 6,666 | 5,845,000 | PRN | SOLE | 5,845,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 8,065 | 7,962,000 | PRN | SOLE | 7,962,000 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 751 | 733,000 | PRN | SOLE | 733,000 | 0 | 0 | ||
| STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 6,998 | 6,409,000 | PRN | SOLE | 6,409,000 | 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 | 666 | 656,000 | PRN | SOLE | 656,000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 11,210 | 9,477,000 | PRN | SOLE | 9,477,000 | 0 | 0 | ||
| SUCAMPO PHARMACEUTICALS INC | DBCV 3.250%12/1 | 864909AA4 | 1,544 | 1,560,000 | PRN | SOLE | 1,560,000 | 0 | 0 | ||
| SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,500 | 3,198,000 | PRN | SOLE | 3,198,000 | 0 | 0 | ||
| SUNTRUST BKS INC | COM | 867914103 | 454 | 8,229 | SH | SOLE | 8,229 | 0 | 0 | ||
| T MOBILE US INC | CONV PFD SER A | 872590203 | 7,055 | 67,095 | SH | SOLE | 67,095 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 2,352 | 853,000 | PRN | SOLE | 853,000 | 0 | 0 | ||
| TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 2,883 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 7,703 | 7,703,000 | PRN | SOLE | 7,703,000 | 0 | 0 | ||
| TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 6,117 | 6,234,000 | PRN | SOLE | 6,234,000 | 0 | 0 | ||
| TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 3,118 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| TEXAS INSTRS INC | COM | 882508104 | 310 | 3,822 | SH | SOLE | 3,822 | 0 | 0 | ||
| THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 3,802 | 3,007,000 | PRN | SOLE | 3,007,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,832 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 282 | 1,850 | SH | SOLE | 1,850 | 0 | 0 | ||
| TIME WARNER INC | COM NEW | 887317303 | 272 | 2,776 | SH | SOLE | 2,776 | 0 | 0 | ||
| TJX COS INC NEW | COM | 872540109 | 289 | 3,641 | SH | SOLE | 3,641 | 0 | 0 | ||
| TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 5,878 | 4,839,000 | PRN | SOLE | 4,839,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 9,199 | 5,228,000 | PRN | SOLE | 5,228,000 | 0 | 0 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 912 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| TYSON FOODS INC | UNIT 99/99/9999 | 902494301 | 1,524 | 22,690 | SH | SOLE | 22,690 | 0 | 0 | ||
| UNION PAC CORP | COM | 907818108 | 372 | 3,526 | SH | SOLE | 3,526 | 0 | 0 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 254 | 2,277 | SH | SOLE | 2,277 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 695 | 4,222 | SH | SOLE | 4,222 | 0 | 0 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 2,760 | 2,652,000 | PRN | SOLE | 2,652,000 | 0 | 0 | ||
| VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 8,281 | 3,243,000 | PRN | SOLE | 3,243,000 | 0 | 0 | ||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 683 | 14,051 | SH | SOLE | 14,051 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 672 | 668,000 | PRN | SOLE | 668,000 | 0 | 0 | ||
| VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 3,272 | 33,501 | SH | SOLE | 33,501 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 342 | 3,862 | SH | SOLE | 3,862 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 2,716 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| WAL-MART STORES INC | COM | 931142103 | 238 | 3,310 | SH | SOLE | 3,310 | 0 | 0 | ||
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 15,184 | 11,821,000 | PRN | SOLE | 11,821,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 6,003 | 5,917,000 | PRN | SOLE | 5,917,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 3,069 | 2,589,000 | PRN | SOLE | 2,589,000 | 0 | 0 | ||
| WELLS FARGO & CO | MTNF 0.125% 3/1 | 94986RTK7 | 175 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | ||
| WELLS FARGO & CO | MTNF 0.125% 2/2 | 94986RVY4 | 4,808 | 4,788,000 | PRN | SOLE | 4,788,000 | 0 | 0 | ||
| WELLS FARGO & CO NEW | COM | 949746101 | 544 | 9,780 | SH | SOLE | 9,780 | 0 | 0 | ||
| WELLS FARGO & CO NEW | PERP PFD CNV A | 949746804 | 19,426 | 15,670 | SH | SOLE | 15,670 | 0 | 0 | ||
| WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 7,333 | 116,205 | SH | SOLE | 116,205 | 0 | 0 | ||
| WPX ENERGY INC | PFD SER A CV | 98212B202 | 7,195 | 118,810 | SH | SOLE | 118,810 | 0 | 0 | ||
| WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 6,104 | 5,118,000 | PRN | SOLE | 5,118,000 | 0 | 0 | ||
| XEROX CORP | COM | 984121103 | 106 | 14,488 | SH | SOLE | 14,488 | 0 | 0 | ||
| XILINX INC | NOTE 2.625% 6/1 | 983919AF8 | 9,379 | 4,665,000 | PRN | SOLE | 4,665,000 | 0 | 0 | ||
| YAHOO INC | NOTE 12/0 | 984332AF3 | 2,688 | 2,594,000 | PRN | SOLE | 2,594,000 | 0 | 0 | ||
| YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 3,790 | 3,973,000 | PRN | SOLE | 3,973,000 | 0 | 0 | ||