Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 9, 2016
Total Value: $1.044B (37.5% shares, 62.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 460,000 | $38.96M | 3.7% | — | — | Put | 464288513 |
| IVV | ISHARES TR | 178,578 | $37.59M | 3.6% | $206.87 | — | CORE S&P500 ETF | 464287200 |
| — | INTEL CORP | 20,860,000 | $33.91M | 3.2% | $1.39 | — | SDCV 3.250% 8/0 | 458140AF7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 32,431 | $26.97M | 2.6% | $1021.85 | — | PFD CONV SER A | G0177J116 |
| — | PRICELINE GRP INC | 20,588,000 | $24.14M | 2.3% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WELLS FARGO & CO NEW | 18,156 | $23.59M | 2.3% | $1195.72 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 16,759 | $20.03M | 1.9% | $1135.93 | — | 7.25%CNV PFD L | 060505682 |
| — | FRONTIER COMMUNICATIONS CORP | 175,355 | $16.59M | 1.6% | $97.93 | — | PFD CONV SER-A | 35906A207 |
| AGG | ISHARES TR | 132,661 | $14.94M | 1.4% | $109.63 | — | CORE US AGGBD ET | 464287226 |
| — | NVIDIA CORP | 6,105,000 | $14.22M | 1.4% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | HOLOGIC INC | 11,449,000 | $13.89M | 1.3% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | CITRIX SYS INC | 12,442,000 | $13.84M | 1.3% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | OLD REP INTL CORP | 10,475,000 | $13.47M | 1.3% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | RED HAT INC | 11,035,000 | $13.38M | 1.3% | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | PRICELINE GRP INC | 9,131,000 | $12.68M | 1.2% | $1.23 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| SPY | SPDR S&P 500 ETF TR | 54,168 | $11.35M | 1.1% | $191.39 | — | TR UNIT | 78462F103 |
| — | VERISIGN INC | 4,193,000 | $10.56M | 1.0% | $2.06 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | ILLUMINA INC | 10,778,000 | $10.5M | 1.0% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | SALESFORCE COM INC | 7,545,000 | $9.745M | 0.9% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | STARWOOD WAYPOINT RESIDENTL | 8,779,000 | $9.679M | 0.9% | $1.00 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | WEBMD HEALTH CORP | 8,359,000 | $9.185M | 0.9% | $1.11 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | DOMINION RES INC VA NEW | 175,880 | $9.069M | 0.9% | $50.46 | — | UNIT 99/99/9999 | 25746U869 |
| — | ANTHEM INC | 202,227 | $9.045M | 0.9% | $50.03 | — | UNIT 05/01/20188 | 036752202 |
| — | TESLA MTRS INC | 10,209,000 | $9.034M | 0.9% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | AMERICAN TOWER CORP NEW | 79,097 | $8.852M | 0.8% | $103.48 | — | PFD CONV SER A | 03027X308 |
| — | SPIRIT RLTY CAP INC NEW | 7,855,000 | $8.476M | 0.8% | $1.04 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CROWN CASTLE INTL CORP NEW | 68,895 | $8.344M | 0.8% | $110.35 | — | CNV PFD STK SR A | 22822V200 |
| — | XILINX INC | 4,991,000 | $8.032M | 0.8% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | WPX ENERGY INC | 170,667 | $7.893M | 0.8% | $35.65 | — | PFD SER A CV | 98212B202 |
| — | EURONET WORLDWIDE INC | 6,693,000 | $7.675M | 0.7% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | MICROCHIP TECHNOLOGY INC | 6,725,000 | $7.442M | 0.7% | $1.02 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CHENIERE ENERGY INC | 12,973,000 | $7.33M | 0.7% | $0.80 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ELECTRONICS FOR IMAGING INC | 6,644,000 | $7.118M | 0.7% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | NEXTERA ENERGY INC | 104,005 | $6.937M | 0.7% | $57.19 | — | UNIT 09/01/2016 | 65339F861 |
| — | WELLPOINT INC | 3,776,000 | $6.874M | 0.7% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NEWMONT MINING CORP | 5,988,000 | $6.696M | 0.6% | $1.12 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | SOUTHWESTERN ENERGY CO | 222,240 | $6.648M | 0.6% | $34.19 | — | DEP SHS 1/20 B | 845467208 |
| — | RPM INTL INC | 5,691,000 | $6.601M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WELLTOWER INC | 96,501 | $6.541M | 0.6% | $62.03 | — | 6.50% PFD PREPET | 95040Q203 |
| — | PENNYMAC CORP | 6,967,000 | $6.536M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | WRIGHT MED GROUP INC | 7,000,000 | $6.396M | 0.6% | $0.89 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| IWD | ISHARES TR | 59,650 | $6.16M | 0.6% | $98.20 | — | RUS 1000 VAL ETF | 464287598 |
| — | SEACOR HOLDINGS INC | 7,676,000 | $6.141M | 0.6% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | WEATHERFORD INTL LTD | 5,565,000 | $6.047M | 0.6% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ENDOLOGIX INC | 4,626,000 | $6.015M | 0.6% | $1.06 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | WABASH NATL CORP | 4,824,000 | $6.013M | 0.6% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | REDWOOD TR INC | 5,926,000 | $5.856M | 0.6% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | NATIONAL HEALTH INVS INC | 5,234,000 | $5.776M | 0.6% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | KEYCORP NEW | 44,471 | $5.776M | 0.6% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | T MOBILE US INC | 76,858 | $5.628M | 0.5% | $55.08 | — | CONV PFD SER A | 872590203 |
| — | INTEGRA LIFESCIENCES HLDGS C | 3,638,000 | $5.522M | 0.5% | $1.17 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | ENVESTNET INC | 6,080,000 | $5.487M | 0.5% | $0.93 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | RAIT FINANCIAL TRUST | 6,114,000 | $5.473M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | CEMEX SAB DE CV | 5,325,000 | $5.464M | 0.5% | $1.19 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | JAZZ INVESTMENTS I LTD | 5,007,000 | $5.38M | 0.5% | $1.03 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | QUIDEL CORP | 5,797,000 | $5.369M | 0.5% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | 51JOB INC | 5,250,000 | $5.354M | 0.5% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | MOLINA HEALTHCARE INC | 4,853,000 | $5.289M | 0.5% | $1.27 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| FLOT | ISHARES TR | 103,464 | $5.238M | 0.5% | $50.64 | — | FLTG RATE BD ETF | 46429B655 |
| — | SPDR SERIES TRUST | 150,000 | $5.222M | 0.5% | — | — | Put | 78464A730 |
| — | TESLA MTRS INC | 6,243,000 | $5.131M | 0.5% | $0.90 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TYSON FOODS INC | 68,452 | $5.061M | 0.5% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | ON SEMICONDUCTOR CORP | 4,884,000 | $5.039M | 0.5% | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 109,182 | $4.917M | 0.5% | $45.65 | — | COM SHS | 33734K109 |
| — | NUVASIVE INC | 3,354,000 | $4.893M | 0.5% | $1.26 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | BGC PARTNERS INC | 4,857,000 | $4.852M | 0.5% | $1.06 | — | NOTE 4.500% 7/1 | 05541TAD3 |
| — | FIREEYE INC | 5,200,000 | $4.691M | 0.4% | $0.90 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | BOTTOMLINE TECH DEL INC | 4,659,000 | $4.675M | 0.4% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | STERICYCLE INC | 56,140 | $4.658M | 0.4% | $99.07 | — | DEP PFD A 1/10 | 858912207 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,500,000 | $4.657M | 0.4% | $1.03 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,672,000 | $4.645M | 0.4% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | BLUCORA INC | 5,000,000 | $4.6M | 0.4% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,852,000 | $4.562M | 0.4% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | J2 GLOBAL INC | 4,055,000 | $4.547M | 0.4% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SPECTRUM PHARMACEUTICALS INC | 4,859,000 | $4.485M | 0.4% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | HURON CONSULTING GROUP INC | 4,400,000 | $4.469M | 0.4% | $1.01 | — | NOTE 1.250%10/0 | 447462AB8 |
| TLT | ISHARES TR | 32,121 | $4.462M | 0.4% | $128.90 | — | 20 YR TR BD ETF | 464287432 |
| — | INTERACTIVE INTELLIGENCE GRO | 4,650,000 | $4.401M | 0.4% | $0.95 | — | NOTE 1.250% 6/0 | 45841VAB5 |
| — | ACORDA THERAPEUTICS INC | 5,000,000 | $4.369M | 0.4% | $1.09 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | STARWOOD PPTY TR INC | 4,191,000 | $4.367M | 0.4% | $1.06 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | KINDER MORGAN INC DEL | 90,325 | $4.358M | 0.4% | $44.37 | — | PFD SER A | 49456B200 |
| — | B2GOLD CORP | 4,402,000 | $4.342M | 0.4% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | CEPHEID | 5,000,000 | $4.334M | 0.4% | $0.87 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | APOLLO COML REAL EST FIN INC | 4,261,000 | $4.333M | 0.4% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | TTM TECHNOLOGIES INC | 4,365,000 | $4.301M | 0.4% | $1.02 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | IRIDIUM COMMUNICATIONS INC | 12,996 | $4.221M | 0.4% | $320.58 | — | PERP PFD CNV B | 46269C409 |
| IYW | ISHARES TR | 39,979 | $4.208M | 0.4% | $107.42 | — | U.S. TECH ETF | 464287721 |
| — | WELLS FARGO & CO | 4,026,000 | $4.137M | 0.4% | $1.07 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | FORESTAR GROUP INC | 4,508,000 | $4.122M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | ECHO GLOBAL LOGISTICS INC | 4,338,000 | $4.095M | 0.4% | $0.89 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 66,336 | $3.986M | 0.4% | $133.14 | — | MAN COV SEC 16 | N31738110 |
| — | INTEL CORP | 3,069,000 | $3.97M | 0.4% | $1.20 | — | SDCV 12/1 | 458140AD2 |
| — | SERVICESOURCE INTL INC | 4,432,000 | $3.939M | 0.4% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | SERVICENOW INC | 3,512,000 | $3.907M | 0.4% | $1.20 | — | NOTE 11/0 | 81762PAB8 |
| — | NXP SEMICONDUCTORS N V | 3,494,000 | $3.801M | 0.4% | $1.09 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | EXELON CORP | 77,005 | $3.782M | 0.4% | $48.70 | — | UNIT 99/99/9999 | 30161N127 |
| — | MERITAGE HOMES CORP | 3,724,000 | $3.704M | 0.4% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | CORNERSTONE ONDEMAND INC | 3,592,000 | $3.664M | 0.4% | $1.02 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | RTI INTL METALS INC | 3,443,000 | $3.651M | 0.3% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | CHART INDS INC | 3,866,000 | $3.598M | 0.3% | $0.87 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | ILLUMINA INC | 3,585,000 | $3.582M | 0.3% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | PROOFPOINT INC | 2,128,000 | $3.555M | 0.3% | $1.45 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | MERCADOLIBRE INC | 2,740,000 | $3.459M | 0.3% | $1.26 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | YANDEX NV | 3,699,000 | $3.448M | 0.3% | $0.85 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | ALBANY MOLECULAR RESH INC | 3,364,000 | $3.446M | 0.3% | $1.24 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | ENCORE CAP GROUP INC | 4,829,000 | $3.411M | 0.3% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | EMERGENT BIOSOLUTIONS INC | 3,000,000 | $3.395M | 0.3% | $1.13 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | MICROCHIP TECHNOLOGY INC | 1,606,000 | $3.38M | 0.3% | $1.72 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MERITOR INC | 3,000,000 | $3.368M | 0.3% | $1.12 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | VECTOR GROUP LTD | 2,988,000 | $3.31M | 0.3% | $1.12 | — | NOTE 1.750% 4/1 | 92240MBC1 |
| QUAL | ISHARES TR | 49,228 | $3.251M | 0.3% | $65.76 | — | USA QUALITY FCTR | 46432F339 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,234,000 | $3.234M | 0.3% | $1.08 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | TCP CAP CORP | 3,129,000 | $3.212M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | SPECTRANETICS CORP | 3,620,000 | $3.2M | 0.3% | $1.16 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | CTRIP COM INTL LTD | 3,014,000 | $3.174M | 0.3% | $1.05 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | ALZA CORP | 1,897,000 | $3.157M | 0.3% | $1.46 | — | SDCV 7/2 | 02261WAB5 |
| — | STANLEY BLACK & DECKER INC | 26,692 | $3.108M | 0.3% | $117.56 | — | UNIT 11/17/20166 | 854502804 |
| — | BLACK HILLS CORP | 43,640 | $3.08M | 0.3% | $67.82 | — | UNIT 99/99/9999 | 092113125 |
| — | INTERDIGITAL INC | 2,956,000 | $3.063M | 0.3% | $1.03 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | LIBERTY MEDIA CORP | 5,950,000 | $3.057M | 0.3% | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | LINKEDIN CORP | 3,000,000 | $2.961M | 0.3% | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| — | HERBALIFE LTD | 2,954,000 | $2.924M | 0.3% | $0.86 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,014,000 | $2.922M | 0.3% | $1.02 | — | NOTE 0.875%11/1 | 458118AB2 |
| — | GENERAL CABLE CORP DEL NEW | 5,023,000 | $2.879M | 0.3% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MICRON TECHNOLOGY INC | 1,981,000 | $2.87M | 0.3% | $1.19 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | INSULET CORP | 3,000,000 | $2.85M | 0.3% | $0.95 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | ALCOA INC | 87,415 | $2.848M | 0.3% | $32.23 | — | DEP SHS 1/10TH | 013817309 |
| — | ISIS PHARMACEUTICALS INC DEL | 3,950,000 | $2.792M | 0.3% | $0.98 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,555,000 | $2.785M | 0.3% | $1.46 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | LIBERTY INTERACTIVE LLC | 2,478,000 | $2.765M | 0.3% | $1.47 | — | DEB 0.750% 3/3 | 530610AC8 |
| — | HUNTINGTON BANCSHARES INC | 1,954 | $2.718M | 0.3% | $1288.12 | — | PFD CONV SER A | 446150401 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,365,000 | $2.7M | 0.3% | $1.12 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ROVI CORP | 2,832,000 | $2.675M | 0.3% | $0.95 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | ENERNOC INC | 3,750,000 | $2.672M | 0.3% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | ENCORE CAP GROUP INC | 3,380,000 | $2.624M | 0.3% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,252,000 | $2.597M | 0.2% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | AIRTRAN HLDGS INC | 944,000 | $2.591M | 0.2% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | MONSTER WORLDWIDE INC | 3,000,000 | $2.585M | 0.2% | $1.27 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | ALEXANDRIA REAL ESTATE EQ IN | 75,000 | $2.559M | 0.2% | $26.80 | — | PFD CONV SER D | 015271505 |
| — | CANADIAN SOLAR INC | 2,958,000 | $2.516M | 0.2% | $0.94 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | YAHOO INC | 2,503,000 | $2.488M | 0.2% | $1.11 | — | NOTE 12/0 | 984332AF3 |
| — | RESOURCE CAP CORP | 2,531,000 | $2.47M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | BROADSOFT INC | 2,124,000 | $2.464M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | TWITTER INC | 2,750,000 | $2.448M | 0.2% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | IGI LABORATORIES INC | 2,750,000 | $2.444M | 0.2% | $0.97 | — | NOTE 3.750%12/1 | 449575AB5 |
| FPX | FIRST TR US IPO INDEX FD | 47,595 | $2.408M | 0.2% | $52.66 | — | SHS | 336920103 |
| — | STILLWATER MNG CO | 2,128,000 | $2.401M | 0.2% | $1.13 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,067,000 | $2.389M | 0.2% | $1.10 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | INCYTE CORP | 1,438,000 | $2.386M | 0.2% | $1.50 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | GLOBAL EAGLE ENTMT INC | 3,000,000 | $2.201M | 0.2% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | AMAG PHARMACEUTICALS INC | 1,975,000 | $2.177M | 0.2% | $1.08 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,500,000 | $2.156M | 0.2% | $0.80 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,668,000 | $2.093M | 0.2% | $1.42 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| IBB | ISHARES TR | 8,116 | $2.091M | 0.2% | $257.64 | — | NASDQ BIOTEC ETF | 464287556 |
| — | ANADARKO PETE CORP | 56,490 | $2.071M | 0.2% | $36.66 | — | UNIT 99/99/9999 | 032511404 |
| — | ARES CAP CORP | 2,012,000 | $2.05M | 0.2% | $1.02 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | MEDICINES CO | 1,700,000 | $2.003M | 0.2% | $1.13 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | BROCADE COMMUNICATIONS SYS I | 2,032,000 | $1.994M | 0.2% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | CARDTRONICS INC | 1,990,000 | $1.993M | 0.2% | $1.00 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | PALO ALTO NETWORKS INC | 1,559,000 | $1.987M | 0.2% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | FLUIDIGM CORP DEL | 3,066,000 | $1.84M | 0.2% | $0.80 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | TELEFLEX INC | 632,000 | $1.825M | 0.2% | $1.41 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | AKAMAI TECHNOLOGIES INC | 1,829,000 | $1.809M | 0.2% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| DBJP | DBX ETF TR | 57,721 | $1.78M | 0.2% | $30.84 | — | XTRAK MSCI JAPN | 233051507 |
| — | FIDELITY NATIONAL FINANCIAL | 863,000 | $1.772M | 0.2% | $1.38 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| XLU | SELECT SECTOR SPDR TR | 33,589 | $1.76M | 0.2% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| AAPL | APPLE INC | 16,943 | $1.62M | 0.2% | $18.42 | +22.8% | COM | 037833100 |
| GOOGL | ALPHABET INC | 2,211 | $1.555M | 0.1% | $36.71 | -0.8% | CAP STK CL A | 02079K305 |
| IYF | ISHARES TR | 18,005 | $1.549M | 0.1% | $89.75 | — | U.S. FINLS ETF | 464287788 |
| — | DANAHER CORP DEL | 524,000 | $1.537M | 0.1% | $1.90 | — | NOTE 1/2 | 235851AF9 |
| — | TESLA MTRS INC | 903,000 | $1.527M | 0.1% | $1.59 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | NUANCE COMMUNICATIONS INC | 1,485,000 | $1.433M | 0.1% | $1.05 | — | DEBT 1.500%11/0 | 67020YAG5 |
| IWS | ISHARES TR | 19,005 | $1.412M | 0.1% | $70.94 | — | RUS MDCP VAL ETF | 464287473 |
| IYR | ISHARES TR | 16,012 | $1.319M | 0.1% | $70.18 | — | U.S. REAL ES ETF | 464287739 |
| JPM | JPMORGAN CHASE & CO | 20,563 | $1.277M | 0.1% | $37.03 | +30.5% | COM | 46625H100 |
| — | ROYAL GOLD INC | 1,127,000 | $1.198M | 0.1% | $1.06 | — | NOTE 2.875% 6/1 | 780287AA6 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.194M | 0.1% | $74.42 | +26.2% | COM | 494368103 |
| — | LABORATORY CORP AMER HLDGS | 669,000 | $1.166M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | ALLEGHENY TECHNOLOGIES INC | 1,000,000 | $1.055M | 0.1% | $1.05 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| MSFT | MICROSOFT CORP | 20,224 | $1.034M | 0.1% | $32.91 | +39.8% | COM | 594918104 |
| JNJ | JOHNSON & JOHNSON | 8,214 | $996K | 0.1% | $65.08 | +33.8% | COM | 478160104 |
| PFE | PFIZER INC | 25,000 | $880K | 0.1% | $16.79 | +25.4% | COM | 717081103 |
| C | CITIGROUP INC | 20,545 | $871K | 0.1% | $36.88 | -10.3% | COM NEW | 172967424 |
| — | GENERAL ELECTRIC CO | 26,718 | $839K | 0.1% | $23.60 | — | COM | 369604103 |
| XOM | EXXON MOBIL CORP | 8,710 | $817K | 0.1% | $53.89 | +7.3% | COM | 30231G102 |
| META | FACEBOOK INC | 7,076 | $812K | 0.1% | $69.64 | +64.3% | CL A | 30303M102 |
| — | MEDICINES CO | 598,000 | $801K | 0.1% | $1.44 | — | DBCV 1.375% 6/0 | 584688AC9 |
| PG | PROCTER & GAMBLE CO | 8,701 | $739K | 0.1% | $58.66 | +8.0% | COM | 742718109 |
| T | AT&T INC | 16,935 | $734K | 0.1% | $11.49 | +31.6% | COM | 00206R102 |
| L | LOEWS CORP | 16,540 | $680K | 0.1% | $42.08 | -9.8% | COM | 540424108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,683 | $679K | 0.1% | $127.86 | +11.8% | CL B NEW | 084670702 |
| AMZN | AMAZON COM INC | 944 | $676K | 0.1% | $15.52 | +118.0% | COM | 023135106 |
| — | STARWOOD PPTY TR INC | 656,000 | $661K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| VZ | VERIZON COMMUNICATIONS INC | 11,782 | $655K | 0.1% | $28.00 | +12.4% | COM | 92343V104 |
| WFC | WELLS FARGO & CO NEW | 13,685 | $647K | 0.1% | $32.79 | +13.5% | COM | 949746101 |
| UNH | UNITEDHEALTH GROUP INC | 4,362 | $614K | 0.1% | $51.60 | +121.2% | COM | 91324P102 |
| KO | COCA COLA CO | 13,435 | $609K | 0.1% | $28.21 | +18.1% | COM | 191216100 |
| BAC | BANK AMER CORP | 46,072 | $608K | 0.1% | $11.46 | -1.1% | COM | 060505104 |
| HD | HOME DEPOT INC | 4,682 | $597K | 0.1% | $57.41 | +82.8% | COM | 437076102 |
| — | RAMCO-GERSHENSON PPTYS TR | 8,169 | $573K | 0.1% | $61.43 | — | PERP PFD-D CV | 751452608 |
| — | PRICELINE GRP INC | 558,000 | $565K | 0.1% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| MO | ALTRIA GROUP INC | 7,598 | $524K | 0.1% | $21.85 | +52.0% | COM | 02209S103 |
| — | WELLS FARGO & CO | 515,000 | $495K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| ORCL | ORACLE CORP | 11,898 | $486K | 0.0% | $30.91 | +11.9% | COM | 68389X105 |
| — | AMTRUST FINL SVCS INC | 631,000 | $484K | 0.0% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| PEP | PEPSICO INC | 4,561 | $480K | 0.0% | $56.46 | +36.5% | COM | 713448108 |
| CVX | CHEVRON CORP NEW | 4,519 | $474K | 0.0% | $71.15 | -6.2% | COM | 166764100 |
| — | CELGENE CORP | 4,670 | $463K | 0.0% | $108.82 | — | COM | 151020104 |
| — | CIENA CORP | 340,000 | $427K | 0.0% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| CSCO | CISCO SYS INC | 14,735 | $423K | 0.0% | $15.72 | +32.7% | COM | 17275R102 |
| LOW | LOWES COS INC | 5,308 | $422K | 0.0% | $58.89 | +10.0% | COM | 548661107 |
| MRK | MERCK & CO INC | 7,102 | $410K | 0.0% | $35.19 | +12.2% | COM | 58933Y105 |
| INTC | INTEL CORP | 12,344 | $404K | 0.0% | $20.00 | +25.5% | COM | 458140100 |
| AMGN | AMGEN INC | 2,637 | $401K | 0.0% | $84.64 | +37.9% | COM | 031162100 |
| MCK | MCKESSON CORP | 2,003 | $376K | 0.0% | $137.67 | +18.1% | COM | 58155Q103 |
| MDT | MEDTRONIC PLC | 4,224 | $368K | 0.0% | $58.85 | +7.9% | SHS | G5960L103 |
| — | SUNPOWER CORP | 381,000 | $361K | 0.0% | $1.40 | — | DBCV 0.750% 6/0 | 867652AG4 |
| FDX | FEDEX CORP | 2,350 | $358K | 0.0% | $84.07 | +65.6% | COM | 31428X106 |
| — | RAYTHEON CO | 2,594 | $355K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| — | ALLERGAN PLC | 1,497 | $346K | 0.0% | $302.92 | — | SHS | G0177J108 |
| — | SUNTRUST BKS INC | 8,358 | $344K | 0.0% | $35.24 | — | COM | 867914103 |
| GILD | GILEAD SCIENCES INC | 3,953 | $329K | 0.0% | $49.18 | +27.6% | COM | 375558103 |
| UNP | UNION PAC CORP | 3,659 | $322K | 0.0% | $73.21 | -6.8% | COM | 907818108 |
| SLB | SCHLUMBERGER LTD | 4,019 | $318K | 0.0% | $53.02 | +9.8% | COM | 806857108 |
| CMCSA | COMCAST CORP NEW | 4,888 | $318K | 0.0% | $15.77 | +56.8% | CL A | 20030N101 |
| MA | MASTERCARD INC | 3,491 | $308K | 0.0% | $70.29 | +28.4% | CL A | 57636Q104 |
| V | VISA INC | 4,150 | $308K | 0.0% | $61.42 | +19.2% | COM CL A | 92826C839 |
| DIS | DISNEY WALT CO | 3,148 | $307K | 0.0% | $56.71 | +62.6% | COM DISNEY | 254687106 |
| GD | GENERAL DYNAMICS CORP | 2,178 | $305K | 0.0% | $110.33 | +2.5% | COM | 369550108 |
| MET | METLIFE INC | 7,406 | $297K | 0.0% | $27.24 | +3.3% | COM | 59156R108 |
| CVS | CVS HEALTH CORP | 3,071 | $295K | 0.0% | $42.55 | +75.1% | COM | 126650100 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,150 | $295K | 0.0% | $33.66 | +32.6% | COM | 45866F104 |
| MMM | 3M CO | 1,640 | $290K | 0.0% | $61.79 | +65.8% | COM | 88579Y101 |
| TJX | TJX COS INC NEW | 3,696 | $286K | 0.0% | $28.75 | +16.0% | COM | 872540109 |
| PM | PHILIP MORRIS INTL INC | 2,816 | $285K | 0.0% | $52.42 | +17.1% | COM | 718172109 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 4,694 | $281K | 0.0% | $59.93 | — | FIRST TR ENH NEW | 33739Q408 |
| ABT | ABBOTT LABS | 6,973 | $276K | 0.0% | $28.90 | +15.4% | COM | 002824100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,879 | $276K | 0.0% | $124.96 | +14.9% | COM | 883556102 |
| MCD | MCDONALDS CORP | 2,298 | $274K | 0.0% | $75.70 | +31.0% | COM | 580135101 |
| HON | HONEYWELL INTL INC | 2,309 | $269K | 0.0% | $73.48 | +14.6% | COM | 438516106 |
| COST | COSTCO WHSL CORP NEW | 1,677 | $264K | 0.0% | $119.70 | +7.0% | COM | 22160K105 |
| — | AETNA INC NEW | 2,152 | $264K | 0.0% | $111.04 | — | COM | 00817Y108 |
| GM | GENERAL MTRS CO | 9,189 | $261K | 0.0% | $28.09 | -11.7% | COM | 37045V100 |
| GIS | GENERAL MLS INC | 3,635 | $258K | 0.0% | $40.05 | +13.5% | COM | 370334104 |
| KEY | KEYCORP NEW | 23,300 | $257K | 0.0% | $8.85 | -9.7% | COM | 493267108 |
| ABBV | ABBVIE INC | 4,154 | $256K | 0.0% | $28.68 | +42.9% | COM | 00287Y109 |
| COP | CONOCOPHILLIPS | 5,835 | $254K | 0.0% | $32.79 | 0.0% | COM | 20825C104 |
| WMT | WAL-MART STORES INC | 3,453 | $253K | 0.0% | $20.69 | -5.7% | COM | 931142103 |
| KR | KROGER CO | 6,846 | $251K | 0.0% | $29.84 | -1.0% | COM | 501044101 |
| IYE | ISHARES TR | 6,550 | $251K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| DAL | DELTA AIR LINES INC DEL | 6,941 | $251K | 0.0% | $19.21 | +96.6% | COM NEW | 247361702 |
| MDLZ | MONDELEZ INTL INC | 5,504 | $250K | 0.0% | $30.91 | +12.7% | CL A | 609207105 |
| TXN | TEXAS INSTRS INC | 3,874 | $243K | 0.0% | $42.34 | +7.8% | COM | 882508104 |
| — | UNITED TECHNOLOGIES CORP | 2,310 | $239K | 0.0% | $93.15 | — | COM | 913017109 |
| AAL | AMERICAN AIRLS GROUP INC | 8,371 | $237K | 0.0% | $31.99 | +1.4% | COM | 02376R102 |
| — | CONSOLIDATED TOMOKA LD CO | 250,000 | $235K | 0.0% | $0.94 | — | NOTE 4.500% 3/1 | 210226AB2 |
| ALL | ALLSTATE CORP | 3,153 | $221K | 0.0% | $50.56 | +7.0% | COM | 020002101 |
| NKE | NIKE INC | 3,988 | $220K | 0.0% | $50.72 | -0.8% | CL B | 654106103 |
| — | CBS CORP NEW | 4,003 | $218K | 0.0% | $54.71 | — | CL B | 124857202 |
| IVZ | INVESCO LTD | 8,214 | $213K | 0.0% | $19.66 | -2.8% | SHS | G491BT108 |
| QCOM | QUALCOMM INC | 3,980 | $213K | 0.0% | $40.28 | 0.0% | COM | 747525103 |
| — | TIME WARNER INC | 2,876 | $213K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| BA | BOEING CO | 1,615 | $209K | 0.0% | $83.50 | +42.0% | COM | 097023105 |
| LMT | LOCKHEED MARTIN CORP | 829 | $204K | 0.0% | $182.33 | 0.0% | COM | 539830109 |
| — | DU PONT E I DE NEMOURS & CO | 3,108 | $201K | 0.0% | $64.67 | — | COM | 263534109 |
| EA | ELECTRONIC ARTS INC | 2,657 | $200K | 0.0% | $68.44 | 0.0% | COM | 285512109 |
| — | LAM RESEARCH CORP | 2,395 | $200K | 0.0% | $83.51 | — | COM | 512807108 |
| — | PROSPECT CAPITAL CORPORATION | 170,000 | $172K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| ON | ON SEMICONDUCTOR CORP | 16,055 | $142K | 0.0% | $8.79 | +8.2% | COM | 682189105 |
| — | XEROX CORP | 14,721 | $138K | 0.0% | $13.38 | — | COM | 984121103 |
| — | COLONY CAP INC | 126,000 | $119K | 0.0% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | BIOMARIN PHARMACEUTICAL INC | 95,000 | $106K | 0.0% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | ARES CAP CORP | 100,000 | $104K | 0.0% | $1.01 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | JANUS CAP GROUP INC | 57,000 | $78,000 | 0.0% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | STARWOOD PPTY TR INC | 72,000 | $76,000 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $51,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | COBALT INTL ENERGY INC | 119,000 | $45,000 | 0.0% | $0.49 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | MICRON TECHNOLOGY INC | 22,000 | $31,000 | 0.0% | $2.21 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | MENTOR GRAPHICS CORP | 17,000 | $18,000 | 0.0% | $1.00 | — | SDCV 4.000% 4/0 | 587200AK2 |