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 | 337 | 1,530 | SH | SOLE | 1,530 | 0 | 0 | ||
51JOB INC | NOTE 3.250% 4/1 | 316827AC8 | 10,411 | 5,171,000 | PRN | SOLE | 5,171,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 386 | 6,441 | SH | SOLE | 6,441 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 367 | 3,880 | SH | SOLE | 3,880 | 0 | 0 | ||
ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 230 | 1,496 | SH | SOLE | 1,496 | 0 | 0 | ||
ACETO CORP | NOTE 2.000%11/0 | 004446AD2 | 1,276 | 1,455,000 | PRN | SOLE | 1,455,000 | 0 | 0 | ||
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 3,636 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 227 | 1,042 | SH | SOLE | 1,042 | 0 | 0 | ||
AEGEAN MARINE PETE NETWORK I | NOTE 4.000%11/0 | Y0020QAA9 | 2,068 | 2,300,000 | PRN | SOLE | 2,300,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 4,436 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 347 | 2,048 | SH | SOLE | 2,048 | 0 | 0 | ||
AIR LEASE CORP | NOTE 3.875%12/0 | 00912XAK0 | 481 | 323,000 | PRN | SOLE | 323,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 4,370 | 4,266,000 | PRN | SOLE | 4,266,000 | 0 | 0 | ||
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 3,680 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 1,075 | 590,000 | PRN | SOLE | 590,000 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 235 | 1,386 | SH | SOLE | 1,386 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 12,270 | 12,237,000 | PRN | SOLE | 12,237,000 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 2,180 | 2,102 | SH | SOLE | 2,102 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 449 | 7,221 | SH | SOLE | 7,221 | 0 | 0 | ||
ALZA CORP | SDCV 7/2 | 02261WAB5 | 239 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 5,665 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 1,490 | 1,029 | SH | SOLE | 1,029 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 2,085 | 2,085,000 | PRN | SOLE | 2,085,000 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 71 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 424 | 2,497 | SH | SOLE | 2,497 | 0 | 0 | ||
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 10,122 | 188,444 | SH | SOLE | 188,444 | 0 | 0 | ||
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 16,255 | 5,398,000 | PRN | SOLE | 5,398,000 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | NOTE 4.750% 8/2 | 03762UAB1 | 5,343 | 5,350,000 | PRN | SOLE | 5,350,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 1,956 | 11,655 | SH | SOLE | 11,655 | 0 | 0 | ||
ARBOR RLTY TR INC | NOTE 5.375%11/1 | 038923AB4 | 510 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
ARES CAP CORP | COM | 04010L103 | 273 | 17,236 | SH | SOLE | 17,236 | 0 | 0 | ||
ARES CAP CORP | NOTE 4.375% 1/1 | 04010LAM5 | 4,824 | 4,771,000 | PRN | SOLE | 4,771,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 557 | 15,607 | SH | SOLE | 15,607 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 7,686 | 6,748,000 | PRN | SOLE | 6,748,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 1.875% 6/0 | 049164BJ4 | 5,475 | 4,600,000 | PRN | SOLE | 4,600,000 | 0 | 0 | ||
B2GOLD CORP | NOTE 3.250%10/0 | 11777QAB6 | 1,508 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 926 | 30,902 | SH | SOLE | 30,902 | 0 | 0 | ||
BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 19,214 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 21,796 | 375,382 | SH | SOLE | 375,382 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 873 | 4,384 | SH | SOLE | 4,384 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 206 | 752 | SH | SOLE | 752 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 845 | 763,000 | PRN | SOLE | 763,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 10,982 | 11,181,000 | PRN | SOLE | 11,181,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 1,469 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 495 | 1,502 | SH | SOLE | 1,502 | 0 | 0 | ||
BOOKING HLDGS INC | COM | 09857L108 | 288 | 139 | SH | SOLE | 139 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 216 | 3,382 | SH | SOLE | 3,382 | 0 | 0 | ||
BRISTOW GROUP INC | NOTE 4.500% 6/0 | 110394AF0 | 552 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
BROADCOM LTD | SHS | Y09827109 | 256 | 1,092 | SH | SOLE | 1,092 | 0 | 0 | ||
CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 5,986 | 3,436,000 | PRN | SOLE | 3,436,000 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 397 | 4,437 | SH | SOLE | 4,437 | 0 | 0 | ||
CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 4,374 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
CHART INDS INC | NOTE 2.000% 8/0 | 16115QAC4 | 4,299 | 4,236,000 | PRN | SOLE | 4,236,000 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 16,769 | 21,606,000 | PRN | SOLE | 21,606,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | NOTE 5.500% 9/1 | 165167CY1 | 2,021 | 2,347,000 | PRN | SOLE | 2,347,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 453 | 3,974 | SH | SOLE | 3,974 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 602 | 14,041 | SH | SOLE | 14,041 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 934 | 13,874 | SH | SOLE | 13,874 | 0 | 0 | ||
CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 12,098 | 9,188,000 | PRN | SOLE | 9,188,000 | 0 | 0 | ||
CLEVELAND CLIFFS INC | DBCV 1.500% 1/1 | 185899AA9 | 4,327 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 626 | 543,000 | PRN | SOLE | 543,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 547 | 12,649 | SH | SOLE | 12,649 | 0 | 0 | ||
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 5,331 | 5,696,000 | PRN | SOLE | 5,696,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 313 | 9,129 | SH | SOLE | 9,129 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 328 | 5,526 | SH | SOLE | 5,526 | 0 | 0 | ||
CONSOLIDATED TOMOKA LD CO | NOTE 4.500% 3/1 | 210226AB2 | 1,086 | 1,017,000 | PRN | SOLE | 1,017,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 297 | 1,584 | SH | SOLE | 1,584 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 7,876 | 7,072 | SH | SOLE | 7,072 | 0 | 0 | ||
CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 850 | 779,000 | PRN | SOLE | 779,000 | 0 | 0 | ||
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 5,332 | 4,953,000 | PRN | SOLE | 4,953,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 5,041 | 3,613,000 | PRN | SOLE | 3,613,000 | 0 | 0 | ||
DANAHER CORP DEL | DBCV 1/2 | 235851AF9 | 1,793 | 479,000 | PRN | SOLE | 479,000 | 0 | 0 | ||
DBX ETF TR | XTRACK MSCI JAPN | 233051507 | 612 | 14,409 | SH | SOLE | 14,409 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 355 | 6,498 | SH | SOLE | 6,498 | 0 | 0 | ||
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 1,621 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 227 | 3,126 | SH | SOLE | 3,126 | 0 | 0 | ||
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 10,937 | 11,350,000 | PRN | SOLE | 11,350,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 301 | 2,989 | SH | SOLE | 2,989 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 240 | 3,757 | SH | SOLE | 3,757 | 0 | 0 | ||
DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 651 | 12,530 | SH | SOLE | 12,530 | 0 | 0 | ||
DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 5,335 | 4,214,000 | PRN | SOLE | 4,214,000 | 0 | 0 | ||
DYNEGY INC NEW DEL | UNIT 07/01/20191 | 26817R405 | 6,398 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 248 | 4,496 | SH | SOLE | 4,496 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 217 | 2,706 | SH | SOLE | 2,706 | 0 | 0 | ||
ECHO GLOBAL LOGISTICS INC | NOTE 2.500% 5/0 | 27875TAA9 | 2,536 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 4,796 | 4,200,000 | PRN | SOLE | 4,200,000 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 1,826 | 1,829,000 | PRN | SOLE | 1,829,000 | 0 | 0 | ||
ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 1,944 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ENDOLOGIX INC | NOTE 3.250%11/0 | 29266SAB2 | 1,719 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
ENSCO JERSEY FIN LTD | NOTE 3.000% 1/3 | 29359WAB1 | 4,007 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 9,953 | 9,073,000 | PRN | SOLE | 9,073,000 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 210 | 2,008 | SH | SOLE | 2,008 | 0 | 0 | ||
EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 535 | 21,992 | SH | SOLE | 21,992 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 939 | 796,000 | PRN | SOLE | 796,000 | 0 | 0 | ||
EVERBRIDGE INC | NOTE 1.500%11/0 | 29978AAA2 | 643 | 511,000 | PRN | SOLE | 511,000 | 0 | 0 | ||
EXACT SCIENCES CORP | DBCV 1.000% 1/1 | 30063PAA3 | 5,924 | 6,680,000 | PRN | SOLE | 6,680,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 589 | 7,901 | SH | SOLE | 7,901 | 0 | 0 | ||
EZCORP INC | NOTE 2.625% 6/1 | 302301AB2 | 2,103 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 1,074 | 6,731 | SH | SOLE | 6,731 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 525 | 2,188 | SH | SOLE | 2,188 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 2,472 | 790,000 | PRN | SOLE | 790,000 | 0 | 0 | ||
FINISAR CORP | NOTE 0.500%12/1 | 31787AAM3 | 684 | 695,000 | PRN | SOLE | 695,000 | 0 | 0 | ||
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 1,399 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
FIRST TR EXCH TRD ALPHA FD I | DEV MRK EX US | 33737J174 | 1,925 | 30,647 | SH | SOLE | 30,647 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | HLTH CARE ALPH | 33734X143 | 904 | 13,041 | SH | SOLE | 13,041 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | SENIOR LN FD | 33738D309 | 2,710 | 56,302 | SH | SOLE | 56,302 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | NASDAQ BK ETF | 33738R860 | 1,809 | 61,293 | SH | SOLE | 61,293 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FST LOW OPPT EFT | 33739Q200 | 5,608 | 109,199 | SH | SOLE | 109,199 | 0 | 0 | ||
FIRST TR EXCHANGE TRADED FD | FIRST TR ENH NEW | 33739Q408 | 245 | 4,090 | SH | SOLE | 4,090 | 0 | 0 | ||
FIRST TR EXCHANGE-TRADED FD | PFD SECS INC ETF | 33739E108 | 2,477 | 127,314 | SH | SOLE | 127,314 | 0 | 0 | ||
FIRST TR LRGE CP CORE ALPHA | COM SHS | 33734K109 | 5,489 | 93,961 | SH | SOLE | 93,961 | 0 | 0 | ||
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 4,467 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 450 | 2,034 | SH | SOLE | 2,034 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 260 | 19,259 | SH | SOLE | 19,259 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 283 | 3,753 | SH | SOLE | 3,753 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 4,083 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 248 | 983 | SH | SOLE | 983 | 0 | 0 | ||
GRANITE PT MTG TR INC | NOTE 5.625%12/0 | 38741LAB3 | 3,430 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 2,640 | 2,312,000 | PRN | SOLE | 2,312,000 | 0 | 0 | ||
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 5,758 | 5,852,000 | PRN | SOLE | 5,852,000 | 0 | 0 | ||
HANNON ARMSTRONG SUST INFR C | NOTE 4.125% 9/0 | 41068XAB6 | 4,347 | 4,547,000 | PRN | SOLE | 4,547,000 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000%12/0 | 413160AB8 | 2,454 | 2,500,000 | PRN | SOLE | 2,500,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.250% 5/0 | 42330PAH0 | 405 | 431,000 | PRN | SOLE | 431,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 4.125% 9/1 | 42330PAJ6 | 1,006 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
HERBALIFE LTD | NOTE 2.000% 8/1 | 42703MAB9 | 15,106 | 12,474,000 | PRN | SOLE | 12,474,000 | 0 | 0 | ||
HERCULES CAPITAL INC | DBCV 4.375% 2/0 | 427096AF9 | 908 | 900,000 | PRN | SOLE | 900,000 | 0 | 0 | ||
HESS CORP | DEP PDF SR A | 42809H404 | 8,277 | 138,945 | SH | SOLE | 138,945 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 778 | 4,364 | SH | SOLE | 4,364 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 317 | 2,192 | SH | SOLE | 2,192 | 0 | 0 | ||
HORIZON PHARMA INVT LTD | NOTE 2.500% 3/1 | 44052TAB7 | 3,210 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 2,595 | 172,005 | SH | SOLE | 172,005 | 0 | 0 | ||
HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 2,820 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 236 | 1,496 | SH | SOLE | 1,496 | 0 | 0 | ||
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 14,428 | 13,044,000 | PRN | SOLE | 13,044,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 14,411 | 11,819,000 | PRN | SOLE | 11,819,000 | 0 | 0 | ||
IMPAX LABORATORIES INC | NOTE 2.000% 6/1 | 45256BAE1 | 3,466 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
INCYTE CORP | NOTE 0.375%11/1 | 45337CAM4 | 72 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 482 | 461,000 | PRN | SOLE | 461,000 | 0 | 0 | ||
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 5,303 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
INSULET CORP | NOTE 1.250% 9/1 | 45784PAF8 | 16,629 | 10,741,000 | PRN | SOLE | 10,741,000 | 0 | 0 | ||
INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 7,021 | 6,233,000 | PRN | SOLE | 6,233,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 809 | 15,491 | SH | SOLE | 15,491 | 0 | 0 | ||
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 51,679 | 20,634,000 | PRN | SOLE | 20,634,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 390 | 5,368 | SH | SOLE | 5,368 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 116 | 100,000 | PRN | SOLE | 100,000 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 201 | 3,763 | SH | SOLE | 3,763 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 251 | 7,794 | SH | SOLE | 7,794 | 0 | 0 | ||
IRIDIUM COMMUNICATIONS INC | PERP PFD CNV B | 46269C409 | 5,202 | 13,507 | SH | SOLE | 13,507 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 7,180 | 6,100,000 | PRN | SOLE | 6,100,000 | 0 | 0 | ||
ISHARES INC | MIN VOL EMRG MKT | 464286533 | 799 | 12,825 | SH | SOLE | 12,825 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 3,142 | 53,793 | SH | SOLE | 53,793 | 0 | 0 | ||
ISHARES TR | CORE S&P500 ETF | 464287200 | 46,507 | 175,249 | SH | SOLE | 175,249 | 0 | 0 | ||
ISHARES TR | CORE US AGGBD ET | 464287226 | 10,564 | 98,505 | SH | SOLE | 98,505 | 0 | 0 | ||
ISHARES TR | MSCI EAFE ETF | 464287465 | 529 | 7,590 | SH | SOLE | 7,590 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL ETF | 464287598 | 3,904 | 32,550 | SH | SOLE | 32,550 | 0 | 0 | ||
ISHARES TR | U.S. TECH ETF | 464287721 | 2,500 | 14,866 | SH | SOLE | 14,866 | 0 | 0 | ||
ISHARES TR | U.S. REAL ES ETF | 464287739 | 1,265 | 16,766 | SH | SOLE | 16,766 | 0 | 0 | ||
ISHARES TR | U.S. ENERGY ETF | 464287796 | 242 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
ISHARES TR | U.S. BAS MTL ETF | 464287838 | 700 | 7,273 | SH | SOLE | 7,273 | 0 | 0 | ||
ISHARES TR | US HOME CONS ETF | 464288752 | 278 | 7,063 | SH | SOLE | 7,063 | 0 | 0 | ||
ISHARES TR | FLTG RATE NT ETF | 46429B655 | 4,227 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
ISHARES TR | CORE MSCI EAFE | 46432F842 | 203 | 3,082 | SH | SOLE | 3,082 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 11,468 | 11,606,000 | PRN | SOLE | 11,606,000 | 0 | 0 | ||
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 5,404 | 4,250,000 | PRN | SOLE | 4,250,000 | 0 | 0 | ||
JANUS HENDERSON GROUP PLC | NOTE 0.750% 7/1 | 47102XAH8 | 22 | 15,000 | PRN | SOLE | 15,000 | 0 | 0 | ||
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 6,499 | 6,218,000 | PRN | SOLE | 6,218,000 | 0 | 0 | ||
JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 5,526 | 5,412,000 | PRN | SOLE | 5,412,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 971 | 7,576 | SH | SOLE | 7,576 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 1,469 | 13,366 | SH | SOLE | 13,366 | 0 | 0 | ||
KB HOME | NOTE 1.375% 2/0 | 48666KAS8 | 6,319 | 5,582,000 | PRN | SOLE | 5,582,000 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 432 | 22,123 | SH | SOLE | 22,123 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 956 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 3,116 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 203 | 1,255 | SH | SOLE | 1,255 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | NOTE 9/1 | 50540RAG7 | 1,120 | 518,000 | PRN | SOLE | 518,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 462 | 2,276 | SH | SOLE | 2,276 | 0 | 0 | ||
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 4,574 | 1,357,000 | PRN | SOLE | 1,357,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 6,327 | 10,668,000 | PRN | SOLE | 10,668,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 6,511 | 5,678,000 | PRN | SOLE | 5,678,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | NOTE 1.000% 1/3 | 531229AF9 | 4,179 | 3,983,000 | PRN | SOLE | 3,983,000 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 6,898 | 5,419,000 | PRN | SOLE | 5,419,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 267 | 790 | SH | SOLE | 790 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 823 | 16,540 | SH | SOLE | 16,540 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 245 | 2,766 | SH | SOLE | 2,766 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.875% 7/1 | 55608BAA3 | 7,166 | 7,246,000 | PRN | SOLE | 7,246,000 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 982 | 1,106,000 | PRN | SOLE | 1,106,000 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 570 | 3,260 | SH | SOLE | 3,260 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 340 | 2,173 | SH | SOLE | 2,173 | 0 | 0 | ||
MEDICINES CO | NOTE 2.750% 7/1 | 584688AG0 | 2,881 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 317 | 3,952 | SH | SOLE | 3,952 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 368 | 6,739 | SH | SOLE | 6,739 | 0 | 0 | ||
MERITOR INC | NOTE 7.875% 3/0 | 59001KAC4 | 115 | 59,000 | PRN | SOLE | 59,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 318 | 6,913 | SH | SOLE | 6,913 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 218 | 6,225 | SH | SOLE | 6,225 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 14,158 | 7,987,000 | PRN | SOLE | 7,987,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 24,164 | 20,436,000 | PRN | SOLE | 20,436,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 219 | 4,143 | SH | SOLE | 4,143 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 2.125% 2/1 | 595112AV5 | 20,123 | 4,230,000 | PRN | SOLE | 4,230,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000%11/1 | 595112AY9 | 4,453 | 2,488,000 | PRN | SOLE | 2,488,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 1,725 | 18,895 | SH | SOLE | 18,895 | 0 | 0 | ||
MOLINA HEALTHCARE INC | DBCV 1.625% 8/1 | 60855RAD2 | 7,389 | 5,249,000 | PRN | SOLE | 5,249,000 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 1,425 | 1,304,000 | PRN | SOLE | 1,304,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 14,526 | 14,135,000 | PRN | SOLE | 14,135,000 | 0 | 0 | ||
NEW YORK CMNTY CAP TR V | UNIT 11/01/2051 | 64944P307 | 4,417 | 88,781 | SH | SOLE | 88,781 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 08/31/2018 | 65339F846 | 10,236 | 140,725 | SH | SOLE | 140,725 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 249 | 3,779 | SH | SOLE | 3,779 | 0 | 0 | ||
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 1,497 | 2,132,000 | PRN | SOLE | 2,132,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 28,071 | 4,638,000 | PRN | SOLE | 4,638,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 730 | 718,000 | PRN | SOLE | 718,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 3,760 | 3,966,000 | PRN | SOLE | 3,966,000 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 2,683 | 2,444,000 | PRN | SOLE | 2,444,000 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 347 | 1,498 | SH | SOLE | 1,498 | 0 | 0 | ||
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 1,850 | 161,000 | PRN | SOLE | 161,000 | 0 | 0 | ||
OASIS PETE INC NEW | NOTE 2.625% 9/1 | 674215AJ7 | 451 | 441,000 | PRN | SOLE | 441,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | COM | 682189105 | 222 | 8,991 | SH | SOLE | 8,991 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 9,512 | 6,664,000 | PRN | SOLE | 6,664,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 483 | 10,572 | SH | SOLE | 10,572 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 4,062 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
PACIRA PHARMACEUTICALS INC | NOTE 2.375% 4/0 | 695127AD2 | 2,742 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,636 | 2,203,000 | PRN | SOLE | 2,203,000 | 0 | 0 | ||
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 3,641 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125% 9/1 | 69327RAD3 | 3,399 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
PDL BIOPHARMA INC | NOTE 2.750%12/0 | 69329YAG9 | 962 | 950,000 | PRN | SOLE | 950,000 | 0 | 0 | ||
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 6,991 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 462 | 4,228 | SH | SOLE | 4,228 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 213 | 2,809 | SH | SOLE | 2,809 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 822 | 23,231 | SH | SOLE | 23,231 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 265 | 2,663 | SH | SOLE | 2,663 | 0 | 0 | ||
PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AK8 | 829 | 800,000 | PRN | SOLE | 800,000 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 227 | 1,323 | SH | SOLE | 1,323 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 260 | 1,728 | SH | SOLE | 1,728 | 0 | 0 | ||
PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 4,277 | 4,438,000 | PRN | SOLE | 4,438,000 | 0 | 0 | ||
POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 506 | 21,906 | SH | SOLE | 21,906 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 24,208 | 15,078,000 | PRN | SOLE | 15,078,000 | 0 | 0 | ||
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 21,246 | 17,023,000 | PRN | SOLE | 17,023,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 654 | 8,245 | SH | SOLE | 8,245 | 0 | 0 | ||
PROOFPOINT INC | DBCV 0.750% 6/1 | 743424AD5 | 4,517 | 3,092,000 | PRN | SOLE | 3,092,000 | 0 | 0 | ||
PROSHARES TR | PSHS ULTSH 20YRS | 74347B201 | 893 | 24,635 | SH | SOLE | 24,635 | 0 | 0 | ||
PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 2,497 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.750% 4/1 | 74348TAQ5 | 5,263 | 5,250,000 | PRN | SOLE | 5,250,000 | 0 | 0 | ||
QIAGEN NV | DEBT 0.375% 3/1 | N72482AA5 | 5,185 | 4,400,000 | PRN | SOLE | 4,400,000 | 0 | 0 | ||
QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 5,928 | 3,424,000 | PRN | SOLE | 3,424,000 | 0 | 0 | ||
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 3,030 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RAMCO-GERSHENSON PPTYS TR | PERP PFD-D CV | 751452608 | 979 | 18,912 | SH | SOLE | 18,912 | 0 | 0 | ||
RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 3,204 | 21,327 | SH | SOLE | 21,327 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 528 | 2,459 | SH | SOLE | 2,459 | 0 | 0 | ||
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 18,747 | 9,271,000 | PRN | SOLE | 9,271,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.625% 4/1 | 758075AB1 | 5,353 | 5,353,000 | PRN | SOLE | 5,353,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 2,908 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | NOTE 4.000% 6/1 | 75972AAC7 | 4,193 | 3,108,000 | PRN | SOLE | 3,108,000 | 0 | 0 | ||
ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 7,081 | 6,736,000 | PRN | SOLE | 6,736,000 | 0 | 0 | ||
RPM INTL INC | NOTE 2.250%12/1 | 749685AT0 | 7,612 | 6,780,000 | PRN | SOLE | 6,780,000 | 0 | 0 | ||
RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 5,130 | 4,882,000 | PRN | SOLE | 4,882,000 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 206 | 1,783 | SH | SOLE | 1,783 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 245 | 3,785 | SH | SOLE | 3,785 | 0 | 0 | ||
SEACOR HOLDINGS INC | NOTE 3.000%11/1 | 81170YAB5 | 5,884 | 6,090,000 | PRN | SOLE | 6,090,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,675 | 33,153 | SH | SOLE | 33,153 | 0 | 0 | ||
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 5,944 | 2,662,000 | PRN | SOLE | 2,662,000 | 0 | 0 | ||
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 9,911 | 8,565,000 | PRN | SOLE | 8,565,000 | 0 | 0 | ||
SILVER STD RES INC | NOTE 2.875% 2/0 | 82823LAC0 | 5,442 | 5,500,000 | PRN | SOLE | 5,500,000 | 0 | 0 | ||
SOLARCITY CORP | NOTE 1.625%11/0 | 83416TAC4 | 4,107 | 4,500,000 | PRN | SOLE | 4,500,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 228 | 5,117 | SH | SOLE | 5,117 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 2,442 | 2,454,000 | PRN | SOLE | 2,454,000 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 709 | 699,000 | PRN | SOLE | 699,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 7,074 | 61,465 | SH | SOLE | 61,465 | 0 | 0 | ||
STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 78 | 72,000 | PRN | SOLE | 72,000 | 0 | 0 | ||
STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 7,858 | 6,268,000 | PRN | SOLE | 6,268,000 | 0 | 0 | ||
SUNPOWER CORP | DBCV 4.000% 1/1 | 867652AL3 | 2,544 | 3,198,000 | PRN | SOLE | 3,198,000 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 542 | 7,939 | SH | SOLE | 7,939 | 0 | 0 | ||
TCP CAP CORP | NOTE 5.250%12/1 | 87238QAB9 | 2,829 | 2,750,000 | PRN | SOLE | 2,750,000 | 0 | 0 | ||
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 4,353 | 2,859,000 | PRN | SOLE | 2,859,000 | 0 | 0 | ||
TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 9,915 | 9,941,000 | PRN | SOLE | 9,941,000 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 3,311 | 3,334,000 | PRN | SOLE | 3,334,000 | 0 | 0 | ||
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 3,125 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 384 | 3,685 | SH | SOLE | 3,685 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | NOTE 3.250%11/0 | 88339KAA0 | 3,042 | 3,007,000 | PRN | SOLE | 3,007,000 | 0 | 0 | ||
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 7,332 | 6,850,000 | PRN | SOLE | 6,850,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 368 | 1,787 | SH | SOLE | 1,787 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 255 | 2,685 | SH | SOLE | 2,685 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 284 | 3,504 | SH | SOLE | 3,504 | 0 | 0 | ||
TRINITY INDS INC | NOTE 3.875% 6/0 | 896522AF6 | 6,450 | 4,732,000 | PRN | SOLE | 4,732,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 8,558 | 5,150,000 | PRN | SOLE | 5,150,000 | 0 | 0 | ||
TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 1,057 | 1,002,000 | PRN | SOLE | 1,002,000 | 0 | 0 | ||
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 936 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
TWO HBRS INVT CORP | NOTE 6.250% 1/1 | 90187BAA9 | 4,731 | 4,530,000 | PRN | SOLE | 4,530,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 456 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 1,270 | 967,000 | PRN | SOLE | 967,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 275 | 2,189 | SH | SOLE | 2,189 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 870 | 4,067 | SH | SOLE | 4,067 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 230 | 4,518 | SH | SOLE | 4,518 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 2,723 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 17,594 | 5,106,000 | PRN | SOLE | 5,106,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 646 | 13,542 | SH | SOLE | 13,542 | 0 | 0 | ||
VIRTUS INVT PARTNERS INC | PFD CV SER D | 92828Q208 | 3,560 | 33,501 | SH | SOLE | 33,501 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 448 | 3,749 | SH | SOLE | 3,749 | 0 | 0 | ||
WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 2,181 | 1,232,000 | PRN | SOLE | 1,232,000 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 281 | 3,167 | SH | SOLE | 3,167 | 0 | 0 | ||
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 4,759 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 5,081 | 5,669,000 | PRN | SOLE | 5,669,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 3/1 | 94986RTK7 | 177 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | ||
WELLS FARGO & CO | MTNF 0.125% 2/2 | 94986RVY4 | 3,786 | 3,938,000 | PRN | SOLE | 3,938,000 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 497 | 9,461 | SH | SOLE | 9,461 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 24,245 | 18,865 | SH | SOLE | 18,865 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 497 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 4,724 | 3,112,000 | PRN | SOLE | 3,112,000 | 0 | 0 | ||
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 7,443 | 7,507,000 | PRN | SOLE | 7,507,000 | 0 | 0 | ||
WRIGHT MED GROUP N V | NOTE 2.250%11/1 | 98236JAB4 | 3,747 | 3,300,000 | PRN | SOLE | 3,300,000 | 0 | 0 | ||
YAHOO INC | NOTE 12/0 | 984332AF3 | 12,184 | 8,719,000 | PRN | SOLE | 8,719,000 | 0 | 0 | ||
YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 4,021 | 3,973,000 | PRN | SOLE | 3,973,000 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 4,748 | 3,895,000 | PRN | SOLE | 3,895,000 | 0 | 0 |