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 | 325 | 1,566 | SH | SOLE | 1,566 | 0 | 0 | ||
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 6,614 | 5,671,000 | PRN | SOLE | 5,671,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 322 | 6,602 | SH | SOLE | 6,602 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 286 | 3,968 | SH | SOLE | 3,968 | 0 | 0 | ||
ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 2,222 | 2,418,000 | PRN | SOLE | 2,418,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 4,876 | 5,683,000 | PRN | SOLE | 5,683,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 5,131 | 2,929,000 | PRN | SOLE | 2,929,000 | 0 | 0 | ||
AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 3,197 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 320 | 2,097 | SH | SOLE | 2,097 | 0 | 0 | ||
AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 118 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 716 | 728,000 | PRN | SOLE | 728,000 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 356 | 1,459 | SH | SOLE | 1,459 | 0 | 0 | ||
ALLERGAN PLC | PFD CONV SER A | G0177J116 | 30,691 | 35,399 | SH | SOLE | 35,399 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 4,654 | 4,594,000 | PRN | SOLE | 4,594,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 2,003 | 2,153 | SH | SOLE | 2,153 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 552 | 7,387 | SH | SOLE | 7,387 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 285 | 157,000 | PRN | SOLE | 157,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 4,325 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 965 | 994 | SH | SOLE | 994 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 210 | 3,337 | SH | SOLE | 3,337 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 2,199 | 2,190,000 | PRN | SOLE | 2,190,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 72 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | DEP PFD CONV SE | 03027X407 | 5,496 | 45,600 | SH | SOLE | 45,600 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 442 | 2,568 | SH | SOLE | 2,568 | 0 | 0 | ||
ANADARKO PETE CORP | UNIT 99/99/9999 | 032511404 | 2,506 | 61,365 | SH | SOLE | 61,365 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 15,624 | 298,022 | SH | SOLE | 298,022 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 12,912 | 5,013,000 | PRN | SOLE | 5,013,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 2,663 | 2,431,000 | PRN | SOLE | 2,431,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 1,763 | 12,236 | SH | SOLE | 12,236 | 0 | 0 | ||
ARCONIC INC | PFD CONV B SER 1 | 03965L308 | 1,924 | 53,853 | SH | SOLE | 53,853 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 302 | 18,331 | SH | SOLE | 18,331 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.750% 1/1 | 04010LAJ2 | 101 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 3,971 | 3,858,000 | PRN | SOLE | 3,858,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 604 | 16,016 | SH | SOLE | 16,016 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 3,036 | 2,885,000 | PRN | SOLE | 2,885,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 4,361 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 4,744 | 4,531,000 | PRN | SOLE | 4,531,000 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 766 | 31,553 | SH | SOLE | 31,553 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 19,786 | 15,679 | SH | SOLE | 15,679 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 14,338 | 262,445 | SH | SOLE | 262,445 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 760 | 4,489 | SH | SOLE | 4,489 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 209 | 770 | SH | SOLE | 770 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 80 | 72,000 | PRN | SOLE | 72,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 3,846 | 3,233,000 | PRN | SOLE | 3,233,000 | 0 | 0 | ||
BLACK HILLS CORP | UNIT 99/99/9999 | 092113125 | 3,622 | 49,092 | SH | SOLE | 49,092 | 0 | 0 | ||
BLACKROCK CAPITAL INVESTMENT | NOTE 5.000% 6/1 | 092533AC2 | 1,279 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 4,785 | 4,132,000 | PRN | SOLE | 4,132,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 2,043 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 306 | 1,537 | SH | SOLE | 1,537 | 0 | 0 | ||
BOTTOMLINE TECH DEL INC | NOTE 1.500%12/0 | 101388AA4 | 3,933 | 3,900,000 | PRN | SOLE | 3,900,000 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 247 | 3,892 | SH | SOLE | 3,892 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 590 | 4,540 | SH | SOLE | 4,540 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 5,192 | 4,348,000 | PRN | SOLE | 4,348,000 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 4,212 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 9,206 | 13,342,000 | PRN | SOLE | 13,342,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 430 | 4,109 | SH | SOLE | 4,109 | 0 | 0 | ||
CIENA CORP | DEBT 4.000%12/1 | 171779AK7 | 459 | 325,000 | PRN | SOLE | 325,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 452 | 14,437 | SH | SOLE | 14,437 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 1,305 | 19,536 | SH | SOLE | 19,536 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 15,338 | 12,776,000 | PRN | SOLE | 12,776,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 4,715 | 2,784,000 | PRN | SOLE | 2,784,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 581 | 12,965 | SH | SOLE | 12,965 | 0 | 0 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 4,930 | 4,860,000 | PRN | SOLE | 4,860,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 364 | 9,327 | SH | SOLE | 9,327 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 250 | 5,673 | SH | SOLE | 5,673 | 0 | 0 | ||
CONSOLIDATED TOMOKA LD CO | NOTE 4.500% 3/1 | 210226AB2 | 535 | 517,000 | PRN | SOLE | 517,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 259 | 1,629 | SH | SOLE | 1,629 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 4,957 | 4,303,000 | PRN | SOLE | 4,303,000 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 231 | 2,889 | SH | SOLE | 2,889 | 0 | 0 | ||
DANAHER CORP DEL | NOTE 1/2 | 235851AF9 | 1,646 | 511,000 | PRN | SOLE | 511,000 | 0 | 0 | ||
DBX ETF TR | XTRAK MSCI JAPN | 233051507 | 578 | 14,827 | SH | SOLE | 14,827 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 357 | 6,652 | SH | SOLE | 6,652 | 0 | 0 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 3,510 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 200 | 3,216 | SH | SOLE | 3,216 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 326 | 3,060 | SH | SOLE | 3,060 | 0 | 0 | ||
DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 4,757 | 94,655 | SH | SOLE | 94,655 | 0 | 0 | ||
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 670 | 12,355 | SH | SOLE | 12,355 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 243 | 3,019 | SH | SOLE | 3,019 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 4,856 | 4,189,000 | PRN | SOLE | 4,189,000 | 0 | 0 | ||
DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 1,218 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 216 | 2,769 | SH | SOLE | 2,769 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 3,376 | 3,559,000 | PRN | SOLE | 3,559,000 | 0 | 0 | ||
ELECTRONICS FOR IMAGING INC | NOTE 0.750% 9/0 | 286082AC6 | 4,685 | 4,359,000 | PRN | SOLE | 4,359,000 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 5,543 | 4,300,000 | PRN | SOLE | 4,300,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 4,739 | 4,439,000 | PRN | SOLE | 4,439,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,730 | 1,829,000 | PRN | SOLE | 1,829,000 | 0 | 0 | ||
ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 2,786 | 3,256,000 | PRN | SOLE | 3,256,000 | 0 | 0 | ||
ENERNOC INC | DBCV 2.250% 8/1 | 292764AB3 | 4,024 | 4,050,000 | PRN | SOLE | 4,050,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 6,522 | 6,634,000 | PRN | SOLE | 6,634,000 | 0 | 0 | ||
EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 615 | 21,992 | SH | SOLE | 21,992 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 218 | 3,724 | SH | SOLE | 3,724 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 4,167 | 3,261,000 | PRN | SOLE | 3,261,000 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 238 | 933 | SH | SOLE | 933 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 658 | 8,174 | SH | SOLE | 8,174 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 1,920 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 1,039 | 6,894 | SH | SOLE | 6,894 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 487 | 2,238 | SH | SOLE | 2,238 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 2,100 | 827,000 | PRN | SOLE | 827,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 3,854 | 3,465,000 | PRN | SOLE | 3,465,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,366 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | HLTH CARE ALPH | 33734X143 | 825 | 12,341 | SH | SOLE | 12,341 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FST LOW OPPT EFT | 33739Q200 | 4,682 | 89,860 | SH | SOLE | 89,860 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FIRST TR ENH NEW | 33739Q408 | 491 | 8,173 | SH | SOLE | 8,173 | 0 | 0 | ||
FIRST TR LRGE CP CORE ALPHA | COM SHS | 33734K109 | 4,733 | 89,048 | SH | SOLE | 89,048 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 140 | 12,610 | SH | SOLE | 12,610 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 4,578 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 3,994 | 5,294,000 | PRN | SOLE | 5,294,000 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 413 | 2,077 | SH | SOLE | 2,077 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 752 | 27,869 | SH | SOLE | 27,869 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 272 | 3,847 | SH | SOLE | 3,847 | 0 | 0 | ||
GLOBAL EAGLE ENTMT INC | NOTE 2.750% 2/1 | 37951DAB8 | 1,285 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 3.500% 4/0 | 393657AH4 | 44 | 32,000 | PRN | SOLE | 32,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,864 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 2,622 | 2,650,000 | PRN | SOLE | 2,650,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 417 | 452,000 | PRN | SOLE | 452,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 9,483 | 9,115,000 | PRN | SOLE | 9,115,000 | 0 | 0 | ||
HOLOGIC INC | FRNT 12/1 | 436440AG6 | 15,591 | 12,368,000 | PRN | SOLE | 12,368,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 686 | 4,462 | SH | SOLE | 4,462 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 299 | 2,244 | SH | SOLE | 2,244 | 0 | 0 | ||
HORIZON GLOBAL CORP | NOTE 2.750% 7/0 | 44052WAA2 | 402 | 424,000 | PRN | SOLE | 424,000 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 3,016 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | PFD CONV SER A | 446150401 | 2,843 | 1,969 | SH | SOLE | 1,969 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 1,913 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
IGI LABORATORIES INC | NOTE 3.750%12/1 | 449575AB5 | 3,201 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 11,046 | 10,939,000 | PRN | SOLE | 10,939,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 7,673 | 7,211,000 | PRN | SOLE | 7,211,000 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 2,552 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
INCYTE CORP | NOTE 0.375%11/1 | 45337CAM4 | 206 | 84,000 | PRN | SOLE | 84,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 483 | 432,000 | PRN | SOLE | 432,000 | 0 | 0 | ||
INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 4,093 | 3,371,000 | PRN | SOLE | 3,371,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 2,921 | 2,758,000 | PRN | SOLE | 2,758,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 534 | 15,803 | SH | SOLE | 15,803 | 0 | 0 | ||
INTEL CORP | SDCV 12/1 | 458140AD2 | 14,183 | 10,852,000 | PRN | SOLE | 10,852,000 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 27,144 | 16,427,000 | PRN | SOLE | 16,427,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 364 | 5,483 | SH | SOLE | 5,483 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 2,960 | 2,442,000 | PRN | SOLE | 2,442,000 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 219 | 3,852 | SH | SOLE | 3,852 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 283 | 7,994 | SH | SOLE | 7,994 | 0 | 0 | ||
IRIDIUM COMMUNICATIONS INC | PERP PFD CNV B | 46269C409 | 5,100 | 13,507 | SH | SOLE | 13,507 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 13,007 | 9,719,000 | PRN | SOLE | 9,719,000 | 0 | 0 | ||
ISHARES | MIN VOL EMRG MKT | 464286533 | 686 | 12,406 | SH | SOLE | 12,406 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 1,756 | 35,103 | SH | SOLE | 35,103 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 32,778 | 134,668 | SH | SOLE | 134,668 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 10,051 | 91,796 | SH | SOLE | 91,796 | 0 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 494 | 7,590 | SH | SOLE | 7,590 | 0 | 0 | ||
ISHARES TR | RUS MDCP VAL ETF | 464287473 | 447 | 5,295 | SH | SOLE | 5,295 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 3,599 | 30,912 | SH | SOLE | 30,912 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 1,963 | 14,054 | SH | SOLE | 14,054 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,368 | 17,149 | SH | SOLE | 17,149 | 0 | 0 | ||
ISHARES TR | U.S. ENERGY ETF | 464287796 | 233 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
ISHARES TR | U.S. BAS MTL ETF | 464287838 | 665 | 7,446 | SH | SOLE | 7,446 | 0 | 0 | ||
ISHARES TR | FLTG RATE BD ETF | 46429B655 | 5,587 | 109,714 | SH | SOLE | 109,714 | 0 | 0 | ||
ISHARES TR | CORE MSCI EAFE | 46432F842 | 1,651 | 27,095 | SH | SOLE | 27,095 | 0 | 0 | ||
ISHARES TR | CUR HD EURZN ETF | 46434V639 | 2,524 | 86,051 | SH | SOLE | 86,051 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 3,121 | 2,944,000 | PRN | SOLE | 2,944,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 6,273 | 4,591,000 | PRN | SOLE | 4,591,000 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | NOTE 0.750% 7/1 | 47102XAH8 | 48 | 33,000 | PRN | SOLE | 33,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 5,510 | 5,037,000 | PRN | SOLE | 5,037,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 5,242 | 4,751,000 | PRN | SOLE | 4,751,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 1,027 | 7,774 | SH | SOLE | 7,774 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,250 | 13,678 | SH | SOLE | 13,678 | 0 | 0 | ||
KB HOME | NOTE 1.375% 2/0 | 48666KAS8 | 4,713 | 4,412,000 | PRN | SOLE | 4,412,000 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 425 | 22,650 | SH | SOLE | 22,650 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,121 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KINDER MORGAN INC DEL | PFD SER A | 49456B200 | 4,131 | 95,415 | SH | SOLE | 95,415 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 3,537 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | NOTE 9/1 | 50540RAG7 | 1,075 | 518,000 | PRN | SOLE | 518,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 332 | 2,333 | SH | SOLE | 2,333 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 14,645 | 6,276,000 | PRN | SOLE | 6,276,000 | 0 | 0 | ||
LIBERTY INTERACTIVE LLC | DEB 1.750% 9/3 | 530610AD6 | 4,956 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 5,104 | 9,418,000 | PRN | SOLE | 9,418,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 5,766 | 4,870,000 | PRN | SOLE | 4,870,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 5,229 | 4,586,000 | PRN | SOLE | 4,586,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 222 | 808 | SH | SOLE | 808 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 774 | 16,540 | SH | SOLE | 16,540 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 220 | 2,823 | SH | SOLE | 2,823 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 8,122 | 7,350,000 | PRN | SOLE | 7,350,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 1,315 | 1,321,000 | PRN | SOLE | 1,321,000 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 405 | 3,335 | SH | SOLE | 3,335 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 339 | 2,228 | SH | SOLE | 2,228 | 0 | 0 | ||
MEDICINES CO | NOTE 2.500% 1/1 | 584688AE5 | 789 | 609,000 | PRN | SOLE | 609,000 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 6,289 | 6,018,000 | PRN | SOLE | 6,018,000 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | NOTE 1.000% 8/0 | 58471AAB1 | 4,018 | 2,879,000 | PRN | SOLE | 2,879,000 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 361 | 4,038 | SH | SOLE | 4,038 | 0 | 0 | ||
MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 1,586 | 785,000 | PRN | SOLE | 785,000 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 439 | 6,897 | SH | SOLE | 6,897 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 5,629 | 3,308,000 | PRN | SOLE | 3,308,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 388 | 7,063 | SH | SOLE | 7,063 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | SDCV 2.125%12/1 | 595017AB0 | 827 | 254,000 | PRN | SOLE | 254,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 11,887 | 7,900,000 | PRN | SOLE | 7,900,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 1.625% 2/1 | 595112AU7 | 814 | 299,000 | PRN | SOLE | 299,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 9,098 | 3,306,000 | PRN | SOLE | 3,306,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 941 | 833,000 | PRN | SOLE | 833,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 1,330 | 19,297 | SH | SOLE | 19,297 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 7,173 | 5,621,000 | PRN | SOLE | 5,621,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 1,635 | 1,404,000 | PRN | SOLE | 1,404,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 4,629 | 4,750,000 | PRN | SOLE | 4,750,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 383 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
NEWMONT MINING CORP | NOTE 1.625% 7/1 | 651639AJ5 | 2,165 | 2,166,000 | PRN | SOLE | 2,166,000 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 7,652 | 119,880 | SH | SOLE | 119,880 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 229 | 3,878 | SH | SOLE | 3,878 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 807 | 1,882,000 | PRN | SOLE | 1,882,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 22,747 | 5,450,000 | PRN | SOLE | 5,450,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 820 | 798,000 | PRN | SOLE | 798,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,335 | 3,462,000 | PRN | SOLE | 3,462,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 8,088 | 5,852,000 | PRN | SOLE | 5,852,000 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 5,337 | 744,000 | PRN | SOLE | 744,000 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 238 | 2,165 | SH | SOLE | 2,165 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 1,902 | 1,936,000 | PRN | SOLE | 1,936,000 | 0 | 0 | ||
OLD REP INTL CORP | NOTE 3.750% 3/1 | 680223AH7 | 8,579 | 6,776,000 | PRN | SOLE | 6,776,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 220 | 15,630 | SH | SOLE | 15,630 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 5,341 | 5,148,000 | PRN | SOLE | 5,148,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 543 | 10,824 | SH | SOLE | 10,824 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 2,193 | 1,674,000 | PRN | SOLE | 1,674,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 3,791 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 8,953 | 9,862,000 | PRN | SOLE | 9,862,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 850 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 7,294 | 7,396,000 | PRN | SOLE | 7,396,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 499 | 4,328 | SH | SOLE | 4,328 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 800 | 23,823 | SH | SOLE | 23,823 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 322 | 2,732 | SH | SOLE | 2,732 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 216 | 1,353 | SH | SOLE | 1,353 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 3,817 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 1,982 | 85,600 | SH | SOLE | 85,600 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 268 | 142 | SH | SOLE | 142 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 1.000% 3/1 | 741503AQ9 | 16,288 | 8,260,000 | PRN | SOLE | 8,260,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 25,231 | 17,178,000 | PRN | SOLE | 17,178,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 8,532 | 7,452,000 | PRN | SOLE | 7,452,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 739 | 8,459 | SH | SOLE | 8,459 | 0 | 0 | ||
PROOFPOINT INC | NOTE 1.250%12/1 | 743424AB9 | 3,891 | 1,750,000 | PRN | SOLE | 1,750,000 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 3,459 | 2,779,000 | PRN | SOLE | 2,779,000 | 0 | 0 | ||
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 884 | 24,635 | SH | SOLE | 24,635 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,473 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 5.375%10/1 | 74348TAK8 | 119 | 118,000 | PRN | SOLE | 118,000 | 0 | 0 | ||
QIAGEN NV | NOTE 0.375% 3/1 | N72482AA5 | 2,217 | 1,800,000 | PRN | SOLE | 1,800,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 211 | 3,837 | SH | SOLE | 3,837 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 10,055 | 9,067,000 | PRN | SOLE | 9,067,000 | 0 | 0 | ||
RAIT FINANCIAL TRUST | NOTE 4.000%10/0 | 749227AB0 | 5,527 | 5,900,000 | PRN | SOLE | 5,900,000 | 0 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | PERP PFD-D CV | 751452608 | 983 | 18,912 | SH | SOLE | 18,912 | 0 | 0 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 5,010 | 42,654 | SH | SOLE | 42,654 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 408 | 2,525 | SH | SOLE | 2,525 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 11,888 | 8,609,000 | PRN | SOLE | 8,609,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 5,420 | 5,353,000 | PRN | SOLE | 5,353,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 3,926 | 2,908,000 | PRN | SOLE | 2,908,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 8.000% 1/1 | 76120WAB0 | 2,486 | 2,410,000 | PRN | SOLE | 2,410,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 819 | 759,000 | PRN | SOLE | 759,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 6,603 | 5,597,000 | PRN | SOLE | 5,597,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 4,396 | 4,122,000 | PRN | SOLE | 4,122,000 | 0 | 0 | ||
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 5,533 | 4,181,000 | PRN | SOLE | 4,181,000 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 255 | 3,889 | SH | SOLE | 3,889 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 6,243 | 7,416,000 | PRN | SOLE | 7,416,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,336 | 20,587 | SH | SOLE | 20,587 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,667 | 32,072 | SH | SOLE | 32,072 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 3,249 | 2,224,000 | PRN | SOLE | 2,224,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 3,301 | 3,392,000 | PRN | SOLE | 3,392,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | DEP SHS 1/20 B | 845467208 | 1,089 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 5,241 | 21,663 | SH | SOLE | 21,663 | 0 | 0 | ||
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 214 | 5,242 | SH | SOLE | 5,242 | 0 | 0 | ||
SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 2,706 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 2,474 | 2,496,000 | PRN | SOLE | 2,496,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 729 | 733,000 | PRN | SOLE | 733,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 3,494 | 32,340 | SH | SOLE | 32,340 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.550% 3/0 | 85571BAA3 | 7,445 | 6,858,000 | PRN | SOLE | 6,858,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 82 | 72,000 | PRN | SOLE | 72,000 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 659 | 656,000 | PRN | SOLE | 656,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 11,447 | 9,657,000 | PRN | SOLE | 9,657,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,757 | 3,198,000 | PRN | SOLE | 3,198,000 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 459 | 8,132 | SH | SOLE | 8,132 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | NOTE 0.750% 8/1 | 87157BAA1 | 1,860 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
T MOBILE US INC | CONV PFD SER A | 872590203 | 6,836 | 69,370 | SH | SOLE | 69,370 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 2,977 | 876,000 | PRN | SOLE | 876,000 | 0 | 0 | ||
TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 2,910 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 9,364 | 8,195,000 | PRN | SOLE | 8,195,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 7,443 | 6,445,000 | PRN | SOLE | 6,445,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 3,769 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 290 | 3,776 | SH | SOLE | 3,776 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 4,055 | 3,007,000 | PRN | SOLE | 3,007,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 5,908 | 6,500,000 | PRN | SOLE | 6,500,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 320 | 1,828 | SH | SOLE | 1,828 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 276 | 2,745 | SH | SOLE | 2,745 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 258 | 3,591 | SH | SOLE | 3,591 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 6,254 | 4,992,000 | PRN | SOLE | 4,992,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 9,803 | 5,228,000 | PRN | SOLE | 5,228,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 915 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 4,197 | 3,981,000 | PRN | SOLE | 3,981,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 380 | 3,487 | SH | SOLE | 3,487 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 1,475 | 967,000 | PRN | SOLE | 967,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 275 | 2,247 | SH | SOLE | 2,247 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 771 | 4,164 | SH | SOLE | 4,164 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 5,094 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 9,340 | 3,430,000 | PRN | SOLE | 3,430,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 620 | 13,877 | SH | SOLE | 13,877 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 3,370 | 33,501 | SH | SOLE | 33,501 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 359 | 3,822 | SH | SOLE | 3,822 | 0 | 0 | ||
WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 2,881 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 249 | 3,264 | SH | SOLE | 3,264 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 12,333 | 12,193,000 | PRN | SOLE | 12,193,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 2.500% 1/3 | 94770VAF9 | 6,785 | 6,583,000 | PRN | SOLE | 6,583,000 | 0 | 0 | ||
WEBMD HEALTH CORP | NOTE 1.500%12/0 | 94770VAK8 | 3,286 | 2,589,000 | PRN | SOLE | 2,589,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 3/1 | 94986RTK7 | 176 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 2/2 | 94986RVY4 | 4,592 | 4,788,000 | PRN | SOLE | 4,788,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 532 | 9,666 | SH | SOLE | 9,666 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,481 | 16,386 | SH | SOLE | 16,386 | 0 | 0 | ||
WELLTOWER INC | 6.50% PFD PREPET | 95040Q203 | 9,610 | 145,015 | SH | SOLE | 145,015 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 207 | 2,330 | SH | SOLE | 2,330 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 623 | 505,000 | PRN | SOLE | 505,000 | 0 | 0 | ||
WPX ENERGY INC | PFD SER A CV | 98212B202 | 2,337 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 6,375 | 5,738,000 | PRN | SOLE | 5,738,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 4,596 | 3,262,000 | PRN | SOLE | 3,262,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 8,249 | 7,258,000 | PRN | SOLE | 7,258,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 3,846 | 3,973,000 | PRN | SOLE | 3,973,000 | 0 | 0 |