CIK: 0000938487 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 9, 2016
Total Value ($000): $975,269 (36.2% shares, 63.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 21,000,000 | $33,401 | 3.4% | $1.39 | — | SDCV 3.250% 8/0 | 458140AF7 |
| IVV | ISHARES TR | 161,232 | $33,323 | 3.4% | $206.47 | — | CORE S&P500 ETF | 464287200 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 29,135 | $26,684 | 2.7% | $1043.38 | — | PFD CONV SER A | G0177J116 |
| HYG | ISHARES TR | 285,500 | $23,323 | 2.4% | — | — | Put | 464288513 |
| — | PRICELINE GRP INC | 18,375,000 | $22,053 | 2.3% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WELLS FARGO & CO NEW | 18,273 | $22,019 | 2.3% | $1195.72 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 17,031 | $19,380 | 2.0% | $1135.93 | — | 7.25%CNV PFD L | 060505682 |
| — | FRONTIER COMMUNICATIONS CORP | 178,631 | $18,535 | 1.9% | $97.93 | — | PFD CONV SER-A | 35906A207 |
| — | HOLOGIC INC | 11,301,000 | $14,041 | 1.4% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | CITRIX SYS INC | 12,301,000 | $13,740 | 1.4% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 9,520,000 | $13,641 | 1.4% | $1.23 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | OLD REP INTL CORP | 10,754,000 | $13,321 | 1.4% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | RED HAT INC | 10,300,000 | $12,778 | 1.3% | $1.30 | — | NOTE 0.250%10/0 | 756577AD4 |
| AGG | ISHARES TR | 110,615 | $12,258 | 1.3% | $109.04 | — | CORE US AGGBD ET | 464287226 |
| — | ILLUMINA INC | 11,596,000 | $12,036 | 1.2% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | VERISIGN INC | 4,329,000 | $11,198 | 1.1% | $2.06 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| SPY | SPDR S&P 500 ETF TR | 54,168 | $11,132 | 1.1% | $191.39 | — | TR UNIT | 78462F103 |
| — | NVIDIA CORP | 6,198,000 | $11,062 | 1.1% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | STERICYCLE INC | 106,375 | $9,923 | 1.0% | $99.07 | — | DEP PFD A 1/10 | 858912207 |
| — | GILEAD SCIENCES INC | 2,380,000 | $9,785 | 1.0% | $2.58 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | ANTHEM INC | 207,415 | $9,681 | 1.0% | $50.03 | — | UNIT 05/01/20188 | 036752202 |
| — | SALESFORCE COM INC | 7,758,000 | $9,601 | 1.0% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | TESLA MTRS INC | 10,330,000 | $9,389 | 1.0% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | TYSON FOODS INC | 125,355 | $9,304 | 1.0% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | DOMINION RES INC VA NEW | 178,495 | $9,007 | 0.9% | $50.46 | — | UNIT 99/99/9999 | 25746U869 |
| — | EURONET WORLDWIDE INC | 7,004,000 | $8,342 | 0.9% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | AMERICAN TOWER CORP NEW | 79,554 | $8,332 | 0.9% | $103.48 | — | PFD CONV SER A | 03027X308 |
| — | XILINX INC | 5,010,000 | $8,234 | 0.8% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | ELECTRONICS FOR IMAGING INC | 7,434,000 | $7,729 | 0.8% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | WELLPOINT INC | 4,030,000 | $7,714 | 0.8% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | LINKEDIN CORP | 8,342,000 | $7,556 | 0.8% | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | MICROCHIP TECHNOLOGY INC | 7,356,000 | $7,504 | 0.8% | $1.02 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | TESLA MTRS INC | 8,500,000 | $7,283 | 0.7% | $0.90 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | LIBERTY INTERACTIVE LLC | 3,905,000 | $6,513 | 0.7% | $1.47 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | SANDISK CORP | 6,257,000 | $6,496 | 0.7% | $1.13 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | NEXTERA ENERGY INC | 105,760 | $6,441 | 0.7% | $57.19 | — | UNIT 09/01/2016 | 65339F861 |
| — | PENNYMAC CORP | 7,150,000 | $6,417 | 0.7% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | WPX ENERGY INC | 175,000 | $6,387 | 0.7% | $35.65 | — | PFD SER A CV | 98212B202 |
| — | WABASH NATL CORP | 4,940,000 | $6,293 | 0.6% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | CHENIERE ENERGY INC | 12,000,000 | $6,254 | 0.6% | $0.81 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | MOLINA HEALTHCARE INC | 4,979,000 | $6,248 | 0.6% | $1.27 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | STARWOOD WAYPOINT RESIDENTL | 6,000,000 | $5,944 | 0.6% | $0.95 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| IWD | ISHARES TR | 59,650 | $5,894 | 0.6% | $98.20 | — | RUS 1000 VAL ETF | 464287598 |
| — | ISIS PHARMACEUTICALS INC DEL | 6,474,000 | $5,889 | 0.6% | $0.98 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | KEYCORP NEW | 45,500 | $5,870 | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | WRIGHT MED GROUP INC | 6,500,000 | $5,805 | 0.6% | $0.89 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | ALEXANDRIA REAL ESTATE EQ IN | 198,000 | $5,749 | 0.6% | $26.80 | — | PFD CONV SER D | 015271505 |
| — | REDWOOD TR INC | 6,100,000 | $5,711 | 0.6% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | 51JOB INC | 5,500,000 | $5,566 | 0.6% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | WELLTOWER INC | 89,422 | $5,515 | 0.6% | $61.57 | — | 6.50% PFD PREPET | 95040Q203 |
| — | BOTTOMLINE TECH DEL INC | 4,767,000 | $5,429 | 0.6% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | CEMEX SAB DE CV | 5,125,000 | $5,340 | 0.5% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | QUIDEL CORP | 6,000,000 | $5,328 | 0.5% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | SEACOR HOLDINGS INC | 7,000,000 | $5,319 | 0.5% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| FLOT | ISHARES TR | 103,464 | $5,216 | 0.5% | $50.64 | — | FLTG RATE BD ETF | 46429B655 |
| — | RAIT FINANCIAL TRUST | 6,241,000 | $5,196 | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | T MOBILE US INC | 78,295 | $5,167 | 0.5% | $55.08 | — | CONV PFD SER A | 872590203 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,000,000 | $5,120 | 0.5% | $0.88 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | BGC PARTNERS INC | 4,945,000 | $5,048 | 0.5% | $1.06 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | CROWN CASTLE INTL CORP NEW | 46,945 | $5,010 | 0.5% | $105.32 | — | CNV PFD STK SR A | 22822V200 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 109,182 | $4,872 | 0.5% | $45.65 | — | COM SHS | 33734K109 |
| — | MEDICINES CO | 3,830,000 | $4,867 | 0.5% | $1.44 | — | DBCV 1.375% 6/0 | 584688AC9 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 66,971 | $4,836 | 0.5% | $133.14 | — | MAN COV SEC 16 | N31738110 |
| — | NATIONAL HEALTH INVS INC | 4,699,000 | $4,821 | 0.5% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | WEBMD HEALTH CORP | 3,612,000 | $4,815 | 0.5% | $1.13 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,676,000 | $4,755 | 0.5% | $1.17 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | ON SEMICONDUCTOR CORP | 4,357,000 | $4,712 | 0.5% | $1.18 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,746,000 | $4,697 | 0.5% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CANADIAN SOLAR INC | 5,600,000 | $4,694 | 0.5% | $0.94 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | INTEL CORP | 3,654,000 | $4,642 | 0.5% | $1.20 | — | SDCV 12/1 | 458140AD2 |
| — | NUVASIVE INC | 3,665,000 | $4,623 | 0.5% | $1.26 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | WELLS FARGO & CO | 4,766,000 | $4,604 | 0.5% | $1.07 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | ENDOLOGIX INC | 4,750,000 | $4,539 | 0.5% | $1.06 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | J2 GLOBAL INC | 4,160,000 | $4,515 | 0.5% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | ENVESTNET INC | 5,205,000 | $4,498 | 0.5% | $0.93 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | ECHO GLOBAL LOGISTICS INC | 4,438,000 | $4,464 | 0.5% | $0.89 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | APOLLO COML REAL EST FIN INC | 4,375,000 | $4,399 | 0.5% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,500,000 | $4,382 | 0.4% | $1.04 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| IYW | ISHARES TR | 39,979 | $4,339 | 0.4% | $107.42 | — | U.S. TECH ETF | 464287721 |
| — | STARWOOD PPTY TR INC | 4,228,000 | $4,236 | 0.4% | $1.06 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,859,000 | $4,227 | 0.4% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | SERVICESOURCE INTL INC | 5,066,000 | $4,053 | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | TTM TECHNOLOGIES INC | 4,500,000 | $4,008 | 0.4% | $1.02 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | ACORDA THERAPEUTICS INC | 4,491,000 | $3,982 | 0.4% | $1.12 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | IRIDIUM COMMUNICATIONS INC | 13,500 | $3,960 | 0.4% | $320.58 | — | PERP PFD CNV B | 46269C409 |
| — | MEDICINES CO | 3,500,000 | $3,955 | 0.4% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | FORESTAR GROUP INC | 4,576,000 | $3,953 | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | JAZZ INVESTMENTS I LTD | 3,816,000 | $3,922 | 0.4% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | WELLS FARGO & CO | 4,082,000 | $3,907 | 0.4% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | ILLUMINA INC | 3,598,000 | $3,874 | 0.4% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | JARDEN CORP | 2,058,000 | $3,868 | 0.4% | $1.50 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | ALBANY MOLECULAR RESH INC | 3,500,000 | $3,861 | 0.4% | $1.24 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | EXELON CORP | 78,955 | $3,845 | 0.4% | $48.70 | — | UNIT 99/99/9999 | 30161N127 |
| — | SERVICENOW INC | 3,539,000 | $3,833 | 0.4% | $1.20 | — | NOTE 11/0 | 81762PAB8 |
| — | MERITAGE HOMES CORP | 3,850,000 | $3,817 | 0.4% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | B2GOLD CORP | 4,500,000 | $3,791 | 0.4% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | BLUCORA INC | 5,000,000 | $3,750 | 0.4% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | SPIRIT RLTY CAP INC NEW | 3,697,000 | $3,696 | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | RTI INTL METALS INC | 3,475,000 | $3,636 | 0.4% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | ENCORE CAP GROUP INC | 5,000,000 | $3,444 | 0.4% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | CHART INDS INC | 3,866,000 | $3,434 | 0.4% | $0.87 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | HURON CONSULTING GROUP INC | 3,500,000 | $3,402 | 0.3% | $1.01 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | VECTOR GROUP LTD | 3,036,000 | $3,355 | 0.3% | $1.12 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| — | TWITTER INC | 4,000,000 | $3,350 | 0.3% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,262,000 | $3,318 | 0.3% | $1.08 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,519,000 | $3,284 | 0.3% | $1.02 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | MICROCHIP TECHNOLOGY INC | 1,640,000 | $3,267 | 0.3% | $1.72 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | PROOFPOINT INC | 2,200,000 | $3,210 | 0.3% | $1.45 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | TCP CAP CORP | 3,225,000 | $3,154 | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | BLACK HILLS CORP | 44,000 | $2,984 | 0.3% | $67.82 | — | UNIT 99/99/9999 | 092113125 |
| — | SPECTRANETICS CORP | 3,750,000 | $2,970 | 0.3% | $1.16 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | SANDISK CORP | 1,867,000 | $2,944 | 0.3% | $1.36 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | AIRTRAN HLDGS INC | 964,000 | $2,931 | 0.3% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | RPM INTL INC | 2,523,000 | $2,878 | 0.3% | $1.13 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | HERBALIFE LTD | 2,980,000 | $2,869 | 0.3% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | ALCOA INC | 88,170 | $2,842 | 0.3% | $32.23 | — | DEP SHS 1/10TH | 013817309 |
| — | ALZA CORP | 1,909,000 | $2,831 | 0.3% | $1.46 | — | SDCV 7/2 | 02261WAB5 |
| — | GENERAL CABLE CORP DEL NEW | 5,165,000 | $2,822 | 0.3% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | ENERNOC INC | 4,000,000 | $2,822 | 0.3% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,569,000 | $2,800 | 0.3% | $1.46 | — | NOTE 1.000% 7/0 | 874054AD1 |
| TLT | ISHARES TR | 21,381 | $2,794 | 0.3% | $123.88 | — | 20 YR TR BD ETF | 464287432 |
| — | MONSTER WORLDWIDE INC | 3,000,000 | $2,743 | 0.3% | $1.27 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | ROVI CORP | 2,869,000 | $2,735 | 0.3% | $0.95 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | ENCORE CAP GROUP INC | 3,500,000 | $2,733 | 0.3% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | NXP SEMICONDUCTORS N V | 2,447,000 | $2,708 | 0.3% | $1.10 | — | DBCV 1.000%12/0 | 62952QAB6 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,350,000 | $2,697 | 0.3% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | HUNTINGTON BANCSHARES INC | 1,968 | $2,665 | 0.3% | $1288.12 | — | PFD CONV SER A | 446150401 |
| — | YANDEX NV | 3,000,000 | $2,636 | 0.3% | $0.83 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,365,000 | $2,612 | 0.3% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | STANLEY BLACK & DECKER INC | 22,769 | $2,581 | 0.3% | $117.75 | — | UNIT 11/17/20166 | 854502804 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,118,000 | $2,509 | 0.3% | $1.10 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | YAHOO INC | 2,524,000 | $2,498 | 0.3% | $1.11 | — | NOTE 12/0 | 984332AF3 |
| — | PALO ALTO NETWORKS INC | 1,593,000 | $2,482 | 0.3% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | RESOURCE CAP CORP | 2,600,000 | $2,472 | 0.3% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | BROADSOFT INC | 2,145,000 | $2,424 | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | MICRON TECHNOLOGY INC | 2,000,000 | $2,379 | 0.2% | $1.19 | — | NOTE 2.125% 2/1 | 595112AV5 |
| FPX | FIRST TR US IPO INDEX FD | 47,300 | $2,372 | 0.2% | $52.66 | — | SHS | 336920103 |
| — | INCYTE CORP | 1,493,000 | $2,292 | 0.2% | $1.50 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | GLOBAL EAGLE ENTMT INC | 3,000,000 | $2,281 | 0.2% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 117,390 | $2,189 | 0.2% | $18.65 | — | PFD SECS INC ETF | 33739E108 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,681,000 | $2,185 | 0.2% | $1.42 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | AMAG PHARMACEUTICALS INC | 2,000,000 | $2,166 | 0.2% | $1.08 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| QUAL | ISHARES TR | 32,568 | $2,137 | 0.2% | $65.62 | — | MSCI USA QLT FAC | 46432F339 |
| — | ARES CAP CORP | 2,051,000 | $2,081 | 0.2% | $1.02 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | INTERDIGITAL INC | 1,989,000 | $2,036 | 0.2% | $1.02 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | BROCADE COMMUNICATIONS SYS I | 2,032,000 | $2,015 | 0.2% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | KINDER MORGAN INC DEL | 43,890 | $1,968 | 0.2% | $40.26 | — | PFD SER A | 49456B200 |
| — | IGI LABORATORIES INC | 2,500,000 | $1,962 | 0.2% | $0.98 | — | NOTE 3.750%12/1 | 449575AB5 |
| AAPL | APPLE INC | 17,213 | $1,877 | 0.2% | $18.42 | +22.4% | COM | 037833100 |
| — | AKAMAI TECHNOLOGIES INC | 1,846,000 | $1,808 | 0.2% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | FLUIDIGM CORP DEL | 3,200,000 | $1,745 | 0.2% | $0.80 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | TESLA MTRS INC | 913,000 | $1,682 | 0.2% | $1.59 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| XLU | SELECT SECTOR SPDR TR | 33,726 | $1,674 | 0.2% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | NUANCE COMMUNICATIONS INC | 1,598,000 | $1,645 | 0.2% | $1.05 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | TELEFLEX INC | 638,000 | $1,629 | 0.2% | $1.41 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | FIDELITY NATIONAL FINANCIAL | 863,000 | $1,611 | 0.2% | $1.38 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | LIBERTY MEDIA CORP | 3,000,000 | $1,591 | 0.2% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | ELECTRONIC ARTS INC | 761,000 | $1,573 | 0.2% | $1.10 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,000,000 | $1,569 | 0.2% | $0.78 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| GOOGL | ALPHABET INC | 2,031 | $1,550 | 0.2% | $36.73 | -0.5% | CAP STK CL A | 02079K305 |
| IYF | ISHARES TR | 18,005 | $1,524 | 0.2% | $89.75 | — | U.S. FINLS ETF | 464287788 |
| — | WEBMD HEALTH CORP | 1,270,000 | $1,451 | 0.1% | $1.14 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | DANAHER CORP DEL | 511,000 | $1,408 | 0.1% | $1.88 | — | NOTE 1/2 | 235851AF9 |
| — | SOUTHWESTERN ENERGY CO | 69,775 | $1,359 | 0.1% | $43.52 | — | DEP SHS 1/20 B | 845467208 |
| IWS | ISHARES TR | 18,787 | $1,332 | 0.1% | $70.90 | — | RUS MDCP VAL ETF | 464287473 |
| IYR | ISHARES TR | 15,747 | $1,225 | 0.1% | $69.97 | — | U.S. REAL ES ETF | 464287739 |
| JPM | JPMORGAN CHASE & CO | 20,039 | $1,186 | 0.1% | $36.73 | +22.1% | COM | 46625H100 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1,168 | 0.1% | $74.42 | +24.7% | COM | 494368103 |
| MSFT | MICROSOFT CORP | 19,862 | $1,095 | 0.1% | $32.67 | +41.0% | COM | 594918104 |
| — | LABORATORY CORP AMER HLDGS | 669,000 | $1,049 | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| JNJ | JOHNSON & JOHNSON | 8,057 | $873 | 0.1% | $64.66 | +21.8% | COM | 478160104 |
| C | CITIGROUP INC | 20,189 | $843 | 0.1% | $36.95 | -15.4% | COM NEW | 172967424 |
| — | GENERAL ELECTRIC CO | 26,243 | $834 | 0.1% | $23.46 | — | COM | 369604103 |
| — | COBALT INTL ENERGY INC | 1,975,000 | $794 | 0.1% | $0.70 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| PFE | PFIZER INC | 24,441 | $725 | 0.1% | $16.70 | +11.9% | COM | 717081103 |
| XOM | EXXON MOBIL CORP | 8,555 | $714 | 0.1% | $53.82 | -3.4% | COM | 30231G102 |
| PG | PROCTER & GAMBLE CO | 8,563 | $705 | 0.1% | $58.59 | +5.2% | COM | 742718109 |
| — | STARWOOD PPTY TR INC | 713,000 | $703 | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,617 | $655 | 0.1% | $127.65 | +3.9% | CL B NEW | 084670702 |
| — | RAMCO-GERSHENSON PPTYS TR | 10,000 | $650 | 0.1% | $61.43 | — | PERP PFD-D CV | 751452608 |
| META | FACEBOOK INC | 5,697 | $649 | 0.1% | $58.80 | +78.2% | CL A | 30303M102 |
| WFC | WELLS FARGO & CO NEW | 13,382 | $648 | 0.1% | $32.69 | +13.5% | COM | 949746101 |
| T | AT&T INC | 16,535 | $647 | 0.1% | $11.40 | +21.4% | COM | 00206R102 |
| L | LOEWS CORP | 16,540 | $633 | 0.1% | $42.08 | -16.5% | COM | 540424108 |
| VZ | VERIZON COMMUNICATIONS INC | 11,601 | $626 | 0.1% | $27.95 | +7.5% | COM | 92343V104 |
| BAC | BANK AMER CORP | 45,270 | $611 | 0.1% | $11.47 | -5.3% | COM | 060505104 |
| HD | HOME DEPOT INC | 4,597 | $611 | 0.1% | $56.53 | +74.0% | COM | 437076102 |
| KO | COCA COLA CO | 13,101 | $607 | 0.1% | $28.08 | +13.4% | COM | 191216100 |
| UNH | UNITEDHEALTH GROUP INC | 4,303 | $555 | 0.1% | $50.75 | +98.8% | COM | 91324P102 |
| AMZN | AMAZON COM INC | 925 | $552 | 0.1% | $15.14 | +87.5% | COM | 023135106 |
| — | AMTRUST FINL SVCS INC | 631,000 | $497 | 0.1% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | COBALT INTL ENERGY INC | 1,000,000 | $489 | 0.1% | $0.49 | — | NOTE 2.625%12/0 | 19075FAA4 |
| ORCL | ORACLE CORP | 11,588 | $474 | 0.0% | $30.82 | +3.7% | COM | 68389X105 |
| MO | ALTRIA GROUP INC | 7,469 | $470 | 0.0% | $21.65 | +43.6% | COM | 02209S103 |
| — | CELGENE CORP | 4,598 | $463 | 0.0% | $108.97 | — | COM | 151020104 |
| PEP | PEPSICO INC | 4,460 | $455 | 0.0% | $56.00 | +30.8% | COM | 713448108 |
| — | SUNPOWER CORP | 396,000 | $437 | 0.0% | $1.40 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | CIENA CORP | 353,000 | $437 | 0.0% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| CVX | CHEVRON CORP NEW | 4,373 | $418 | 0.0% | $71.30 | -19.5% | COM | 166764100 |
| CSCO | CISCO SYS INC | 14,417 | $410 | 0.0% | $15.61 | +21.4% | COM | 17275R102 |
| LOW | LOWES COS INC | 5,263 | $399 | 0.0% | $58.89 | +0.0% | COM | 548661107 |
| — | ALLERGAN PLC | 1,482 | $397 | 0.0% | $303.64 | — | SHS | G0177J108 |
| INTC | INTEL CORP | 12,072 | $389 | 0.0% | $19.89 | +22.6% | COM | 458140100 |
| AMGN | AMGEN INC | 2,584 | $386 | 0.0% | $83.99 | +31.9% | COM | 031162100 |
| FDX | FEDEX CORP | 2,302 | $376 | 0.0% | $82.92 | +43.7% | COM | 31428X106 |
| MRK | MERCK & CO INC NEW | 6,977 | $371 | 0.0% | $35.12 | +2.6% | COM | 58933Y105 |
| GILD | GILEAD SCIENCES INC | 3,874 | $358 | 0.0% | $48.90 | +29.8% | COM | 375558103 |
| AAL | AMERICAN AIRLS GROUP INC | 8,230 | $338 | 0.0% | $31.98 | +20.5% | COM | 02376R102 |
| — | PRICELINE GRP INC | 331,000 | $333 | 0.0% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| DAL | DELTA AIR LINES INC DEL | 6,793 | $330 | 0.0% | $18.81 | +119.9% | COM NEW | 247361702 |
| MA | MASTERCARD INC | 3,446 | $327 | 0.0% | $70.03 | +19.1% | CL A | 57636Q104 |
| MET | METLIFE INC | 7,281 | $320 | 0.0% | $27.23 | -1.8% | COM | 59156R108 |
| MDT | MEDTRONIC PLC | 4,179 | $314 | 0.0% | $58.80 | +0.1% | SHS | G5960L103 |
| V | VISA INC | 4,103 | $314 | 0.0% | $61.28 | +10.6% | COM CL A | 92826C839 |
| — | RAYTHEON CO | 2,536 | $313 | 0.0% | $77.17 | — | COM NEW | 755111507 |
| CVS | CVS HEALTH CORP | 3,015 | $312 | 0.0% | $41.96 | +72.6% | COM | 126650100 |
| MCK | MCKESSON CORP | 1,964 | $310 | 0.0% | $137.17 | +9.0% | COM | 58155Q103 |
| DIS | DISNEY WALT CO | 3,096 | $307 | 0.0% | $56.11 | +58.6% | COM DISNEY | 254687106 |
| IP | INTL PAPER CO | 7,432 | $305 | 0.0% | $25.94 | -12.1% | COM | 460146103 |
| — | SUNTRUST BKS INC | 8,220 | $296 | 0.0% | $35.14 | — | COM | 867914103 |
| CMCSA | COMCAST CORP NEW | 4,829 | $295 | 0.0% | $15.66 | +45.3% | CL A | 20030N101 |
| SLB | SCHLUMBERGER LTD | 3,927 | $289 | 0.0% | $52.90 | +0.4% | COM | 806857108 |
| UNP | UNION PAC CORP | 3,598 | $289 | 0.0% | $73.30 | -15.4% | COM | 907818108 |
| ABT | ABBOTT LABS | 6,894 | $288 | 0.0% | $28.85 | +14.4% | COM | 002824100 |
| — | TWENTY FIRST CENTY FOX INC | 10,304 | $287 | 0.0% | $33.51 | — | CL A | 90130A101 |
| TJX | TJX COS INC NEW | 3,647 | $285 | 0.0% | $28.69 | +10.2% | COM | 872540109 |
| GD | GENERAL DYNAMICS CORP | 2,151 | $284 | 0.0% | $110.30 | -3.2% | COM | 369550108 |
| MCD | MCDONALDS CORP | 2,263 | $283 | 0.0% | $75.34 | +24.7% | COM | 580135101 |
| GM | GENERAL MTRS CO | 9,027 | $283 | 0.0% | $28.15 | -13.7% | COM | 37045V100 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 4,694 | $280 | 0.0% | $59.93 | — | FIRST TR ENH NEW | 33739Q408 |
| PM | PHILIP MORRIS INTL INC | 2,773 | $272 | 0.0% | $52.28 | +6.9% | COM | 718172109 |
| — | EPR PPTYS | 10,500 | $270 | 0.0% | $21.60 | — | PFD C CNV 5.75% | 26884U208 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,137 | $268 | 0.0% | $33.53 | +27.8% | COM | 45866F104 |
| MMM | 3M CO | 1,619 | $267 | 0.0% | $61.26 | +51.4% | COM | 88579Y101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,856 | $263 | 0.0% | $124.72 | +4.4% | COM | 883556102 |
| COST | COSTCO WHSL CORP NEW | 1,658 | $261 | 0.0% | $119.60 | +6.8% | COM | 22160K105 |
| KR | KROGER CO | 6,743 | $258 | 0.0% | $29.85 | +5.9% | COM | 501044101 |
| HON | HONEYWELL INTL INC | 2,276 | $254 | 0.0% | $73.33 | +4.1% | COM | 438516106 |
| KEY | KEYCORP NEW | 23,009 | $253 | 0.0% | $8.86 | -16.0% | COM | 493267108 |
| IVZ | INVESCO LTD | 8,093 | $247 | 0.0% | $19.67 | -6.5% | SHS | G491BT108 |
| COF | CAPITAL ONE FINL CORP | 3,529 | $243 | 0.0% | $53.76 | +3.0% | COM | 14040H105 |
| CRM | SALESFORCE COM INC | 3,316 | $243 | 0.0% | $61.28 | +11.0% | COM | 79466L302 |
| NKE | NIKE INC | 3,911 | $240 | 0.0% | $50.73 | +4.9% | CL B | 654106103 |
| — | AETNA INC NEW | 2,127 | $240 | 0.0% | $110.90 | — | COM | 00817Y108 |
| ABBV | ABBVIE INC | 4,085 | $233 | 0.0% | $28.47 | +30.4% | COM | 00287Y109 |
| WMT | WAL-MART STORES INC | 3,360 | $231 | 0.0% | $20.73 | -11.7% | COM | 931142103 |
| — | ARES CAP CORP | 230,000 | $230 | 0.0% | $1.07 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | UNITED TECHNOLOGIES CORP | 2,260 | $229 | 0.0% | $92.92 | — | COM | 913017109 |
| IYE | ISHARES TR | 6,550 | $228 | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| GIS | GENERAL MLS INC | 3,586 | $228 | 0.0% | $39.98 | +3.1% | COM | 370334104 |
| TXN | TEXAS INSTRS INC | 3,811 | $219 | 0.0% | $42.28 | -4.2% | COM | 882508104 |
| MDLZ | MONDELEZ INTL INC | 5,421 | $217 | 0.0% | $30.85 | +5.0% | CL A | 609207105 |
| — | CBS CORP NEW | 3,948 | $216 | 0.0% | $54.71 | — | CL B | 124857202 |
| — | TIME WARNER INC | 2,824 | $208 | 0.0% | $73.65 | — | COM NEW | 887317303 |
| ALL | ALLSTATE CORP | 3,107 | $208 | 0.0% | $50.51 | 0.0% | COM | 020002101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 2,480 | $205 | 0.0% | $69.59 | 0.0% | COM | V7780T103 |
| BIIB | BIOGEN INC | 783 | $204 | 0.0% | $269.21 | -1.9% | COM | 09062X103 |
| BA | BOEING CO | 1,592 | $203 | 0.0% | $82.99 | +34.8% | COM | 097023105 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $166 | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | XEROX CORP | 14,467 | $161 | 0.0% | $13.45 | — | COM | 984121103 |
| ON | ON SEMICONDUCTOR CORP | 15,812 | $152 | 0.0% | $8.78 | -2.5% | COM | 682189105 |
| — | COLONY CAP INC | 126,000 | $113 | 0.0% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | ARES CAP CORP | 100,000 | $101 | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | STARWOOD PPTY TR INC | 92,000 | $92 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JANUS CAP GROUP INC | 57,000 | $81 | 0.0% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | JARDEN CORP | 38,000 | $59 | 0.0% | $1.45 | — | NOTE 1.500% 6/1 | 471109AL2 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $49 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | BIOMARIN PHARMACEUTICAL INC | 29,000 | $32 | 0.0% | $1.10 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | MICRON TECHNOLOGY INC | 22,000 | $26 | 0.0% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | MENTOR GRAPHICS CORP | 20,000 | $20 | 0.0% | $1.00 | — | SDCV 4.000% 4/0 | 587200AK2 |