Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $1.13B (35.3% shares, 64.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 211,362 | $45.98M | 4.1% | $208.52 | — | CORE S&P500 ETF | 464287200 |
| HYG | ISHARES TR | 460,000 | $40.14M | 3.6% | — | — | Put | 464288513 |
| — | INTEL CORP | 18,584,000 | $33.99M | 3.0% | $1.39 | — | SDCV 3.250% 8/0 | 458140AF7 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 32,797 | $26.92M | 2.4% | $1019.61 | — | PFD CONV SER A | G0177J116 |
| — | PRICELINE GRP INC | 20,534,000 | $26.28M | 2.3% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | WELLS FARGO & CO NEW | 17,608 | $23.04M | 2.0% | $1195.72 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 15,097 | $18.43M | 1.6% | $1135.93 | — | 7.25%CNV PFD L | 060505682 |
| — | NVIDIA CORP | 4,961,000 | $16.89M | 1.5% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | NOVELLUS SYS INC | 5,954,000 | $16.59M | 1.5% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | PRICELINE GRP INC | 10,106,000 | $15.99M | 1.4% | $1.26 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| AGG | ISHARES TR | 135,106 | $15.19M | 1.3% | $109.68 | — | CORE US AGGBD ET | 464287226 |
| — | FRONTIER COMMUNICATIONS CORP | 174,422 | $14.61M | 1.3% | $97.93 | — | PFD CONV SER-A | 35906A207 |
| — | HOLOGIC INC | 11,153,000 | $13.67M | 1.2% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | CITRIX SYS INC | 11,967,000 | $13.53M | 1.2% | $1.06 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | SPIRIT RLTY CAP INC NEW | 11,573,000 | $12.78M | 1.1% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | LAM RESEARCH CORP | 7,992,000 | $12.72M | 1.1% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | RED HAT INC | 9,737,000 | $12.32M | 1.1% | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| SPY | SPDR S&P 500 ETF TR | 55,278 | $11.96M | 1.1% | $191.89 | — | TR UNIT | 78462F103 |
| — | SOUTHWESTERN ENERGY CO | 351,115 | $11.13M | 1.0% | $33.27 | — | DEP SHS 1/20 B | 845467208 |
| — | ILLUMINA INC | 10,476,000 | $10.84M | 1.0% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | OLD REP INTL CORP | 8,533,000 | $10.24M | 0.9% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | MICROCHIP TECHNOLOGY INC | 7,980,000 | $10.18M | 0.9% | $1.06 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ANTHEM INC | 227,407 | $9.886M | 0.9% | $49.30 | — | UNIT 05/01/20188 | 036752202 |
| — | STARWOOD WAYPOINT RESIDENTL | 8,767,000 | $9.499M | 0.8% | $1.00 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | CEMEX SAB DE CV | 8,223,000 | $9.231M | 0.8% | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | XILINX INC | 4,878,000 | $9.179M | 0.8% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | AMERICAN TOWER CORP NEW | 78,684 | $8.696M | 0.8% | $103.48 | — | PFD CONV SER A | 03027X308 |
| — | WPX ENERGY INC | 139,870 | $8.587M | 0.8% | $35.65 | — | PFD SER A CV | 98212B202 |
| — | WRIGHT MED GROUP INC | 7,985,000 | $8.529M | 0.8% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | DOMINION RES INC VA NEW | 170,295 | $8.501M | 0.8% | $50.46 | — | UNIT 99/99/9999 | 25746U869 |
| — | CHENIERE ENERGY INC | 12,973,000 | $8.229M | 0.7% | $0.80 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| FLOT | ISHARES TR | 155,431 | $7.889M | 0.7% | $50.68 | — | FLTG RATE BD ETF | 46429B655 |
| — | INTEL CORP | 5,467,000 | $7.546M | 0.7% | $1.28 | — | SDCV 12/1 | 458140AD2 |
| — | WEATHERFORD INTL LTD | 6,558,000 | $7.356M | 0.7% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | NEWMONT MINING CORP | 6,654,000 | $7.25M | 0.6% | $1.12 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | VERISIGN INC | 3,119,000 | $7.149M | 0.6% | $2.06 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | STARWOOD PPTY TR INC | 6,340,000 | $6.951M | 0.6% | $1.07 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | TESLA MTRS INC | 7,624,000 | $6.842M | 0.6% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | PENNYMAC CORP | 6,967,000 | $6.68M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | RPM INTL INC | 5,540,000 | $6.638M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | SALESFORCE COM INC | 5,486,000 | $6.556M | 0.6% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | NEXTERA ENERGY INC | 110,070 | $6.515M | 0.6% | $59.19 | — | UNIT 08/31/2018 | 65339F846 |
| — | WELLTOWER INC | 97,866 | $6.512M | 0.6% | $62.09 | — | 6.50% PFD PREPET | 95040Q203 |
| — | WABASH NATL CORP | 4,816,000 | $6.437M | 0.6% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| IWD | ISHARES TR | 60,761 | $6.42M | 0.6% | $98.34 | — | RUS 1000 VAL ETF | 464287598 |
| — | WELLPOINT INC | 3,657,000 | $6.407M | 0.6% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WEBMD HEALTH CORP | 6,064,000 | $6.293M | 0.6% | $1.11 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | SEACOR HOLDINGS INC | 7,661,000 | $6.204M | 0.5% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | ENDOLOGIX INC | 4,626,000 | $6.126M | 0.5% | $1.06 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | MACQUARIE INFRASTRUCTURE COR | 5,206,000 | $6.102M | 0.5% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | EURONET WORLDWIDE INC | 4,790,000 | $6.031M | 0.5% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | T MOBILE US INC | 76,490 | $5.969M | 0.5% | $55.08 | — | CONV PFD SER A | 872590203 |
| — | KEYCORP NEW | 43,304 | $5.889M | 0.5% | $124.11 | — | PFD 7.75% SR A | 493267405 |
| — | DYCOM INDS INC | 5,340,000 | $5.817M | 0.5% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | QUIDEL CORP | 5,797,000 | $5.812M | 0.5% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ENVESTNET INC | 6,080,000 | $5.806M | 0.5% | $0.93 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | NATIONAL HEALTH INVS INC | 5,077,000 | $5.801M | 0.5% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TTM TECHNOLOGIES INC | 4,365,000 | $5.773M | 0.5% | $1.02 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | ON SEMICONDUCTOR CORP | 4,818,000 | $5.737M | 0.5% | $1.17 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | MICRON TECHNOLOGY INC | 3,219,000 | $5.681M | 0.5% | $1.41 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | INTERDIGITAL INC | 4,629,000 | $5.649M | 0.5% | $1.10 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | TYSON FOODS INC | 68,575 | $5.619M | 0.5% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,700,000 | $5.603M | 0.5% | $1.04 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | RAIT FINANCIAL TRUST | 6,114,000 | $5.594M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | MOLINA HEALTHCARE INC | 4,704,000 | $5.569M | 0.5% | $1.27 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | 51JOB INC | 5,250,000 | $5.568M | 0.5% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,852,000 | $5.262M | 0.5% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 111,002 | $5.188M | 0.5% | $45.66 | — | COM SHS | 33734K109 |
| — | NXP SEMICONDUCTORS N V | 4,271,000 | $5.083M | 0.4% | $1.11 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | HURON CONSULTING GROUP INC | 5,000,000 | $5.038M | 0.4% | $1.01 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | REDWOOD TR INC | 4,926,000 | $4.942M | 0.4% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | NUVASIVE INC | 3,015,000 | $4.851M | 0.4% | $1.26 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,639,000 | $4.837M | 0.4% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WELLS FARGO & CO | 4,788,000 | $4.833M | 0.4% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | ECHO GLOBAL LOGISTICS INC | 5,131,000 | $4.831M | 0.4% | $0.90 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | BLUCORA INC | 5,000,000 | $4.768M | 0.4% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | ELECTRONICS FOR IMAGING INC | 4,255,000 | $4.709M | 0.4% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | J2 GLOBAL INC | 4,046,000 | $4.679M | 0.4% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | B2GOLD CORP | 4,402,000 | $4.497M | 0.4% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | KINDER MORGAN INC DEL | 89,915 | $4.491M | 0.4% | $44.37 | — | PFD SER A | 49456B200 |
| — | APOLLO COML REAL EST FIN INC | 4,261,000 | $4.399M | 0.4% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | HERBALIFE LTD | 4,342,000 | $4.294M | 0.4% | $0.90 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | FORESTAR GROUP INC | 4,508,000 | $4.254M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | SERVICENOW INC | 3,481,000 | $4.237M | 0.4% | $1.20 | — | NOTE 11/0 | 81762PAB8 |
| — | ILLUMINA INC | 3,818,000 | $4.167M | 0.4% | $1.20 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | RAYONIER ADVANCED MATLS INC | 40,000 | $4.167M | 0.4% | $104.17 | — | PFD CV SER A | 75508B203 |
| — | LIBERTY MEDIA CORP | 7,950,000 | $4.159M | 0.4% | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | MERITOR INC | 3,000,000 | $4.148M | 0.4% | $1.12 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | JAZZ INVESTMENTS I LTD | 4,091,000 | $4.145M | 0.4% | $1.03 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CEPHEID | 4,000,000 | $4.141M | 0.4% | $0.87 | — | DBCV 1.250% 2/0 | 15670RAC1 |
| — | MICROCHIP TECHNOLOGY INC | 1,597,000 | $4.133M | 0.4% | $1.72 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | PROOFPOINT INC | 2,128,000 | $4.108M | 0.4% | $1.45 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | CTRIP COM INTL LTD | 3,770,000 | $4.086M | 0.4% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | MENTOR GRAPHICS CORP | 2,982,000 | $3.986M | 0.4% | $1.33 | — | SDCV 4.000% 4/0 | 587200AK2 |
| IYW | ISHARES TR | 33,371 | $3.969M | 0.4% | $107.42 | — | U.S. TECH ETF | 464287721 |
| — | ALBANY MOLECULAR RESH INC | 3,364,000 | $3.964M | 0.4% | $1.24 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | CORNERSTONE ONDEMAND INC | 3,577,000 | $3.896M | 0.3% | $1.02 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | TRINITY INDS INC | 3,222,000 | $3.848M | 0.3% | $1.19 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | SPECTRANETICS CORP | 3,620,000 | $3.803M | 0.3% | $1.16 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | CHART INDS INC | 3,866,000 | $3.799M | 0.3% | $0.87 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | IRIDIUM COMMUNICATIONS INC | 12,496 | $3.742M | 0.3% | $320.58 | — | PERP PFD CNV B | 46269C409 |
| — | MERITAGE HOMES CORP | 3,724,000 | $3.708M | 0.3% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | ENCORE CAP GROUP INC | 4,829,000 | $3.675M | 0.3% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | EMERGENT BIOSOLUTIONS INC | 3,000,000 | $3.669M | 0.3% | $1.13 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | RTI INTL METALS INC | 3,414,000 | $3.64M | 0.3% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SHUTTERFLY INC | 3,675,000 | $3.601M | 0.3% | $0.98 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | EXELON CORP | 77,005 | $3.596M | 0.3% | $48.70 | — | UNIT 99/99/9999 | 30161N127 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,291,000 | $3.581M | 0.3% | $1.17 | — | NOTE 1.625%12/1 | 457985AK5 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,838,000 | $3.537M | 0.3% | $1.14 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | YANDEX NV | 3,699,000 | $3.52M | 0.3% | $0.85 | — | NOTE 1.125%12/1 | 98474TAB3 |
| TLT | ISHARES TR | 25,013 | $3.442M | 0.3% | $128.90 | — | 20 YR TR BD ETF | 464287432 |
| QUAL | ISHARES TR | 50,219 | $3.39M | 0.3% | $65.79 | — | USA QUALITY FCTR | 46432F339 |
| — | GENERAL CABLE CORP DEL NEW | 5,023,000 | $3.362M | 0.3% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | WORKDAY INC | 2,678,000 | $3.296M | 0.3% | $1.23 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,205,000 | $3.283M | 0.3% | $1.08 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,200,000 | $3.266M | 0.3% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | INSULET CORP | 2,977,000 | $3.259M | 0.3% | $0.95 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | CROWN CASTLE INTL CORP NEW | 28,817 | $3.255M | 0.3% | $110.35 | — | CNV PFD STK SR A | 22822V200 |
| — | TCP CAP CORP | 3,129,000 | $3.253M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,548,000 | $3.247M | 0.3% | $1.46 | — | NOTE 1.000% 7/0 | 874054AD1 |
| SPY | SPDR S&P 500 ETF TR | 15,000 | $3.244M | 0.3% | $191.89 | — | Put | 78462F103 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,252,000 | $3.236M | 0.3% | $1.07 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ALZA CORP | 1,929,000 | $3.126M | 0.3% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | SPECTRUM PHARMACEUTICALS INC | 3,500,000 | $3.119M | 0.3% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | MONSTER WORLDWIDE INC | 3,100,000 | $3.095M | 0.3% | $1.26 | — | NOTE 3.500%10/1 | 611742AB3 |
| — | MEDIDATA SOLUTIONS INC | 2,631,000 | $3.089M | 0.3% | $1.17 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | PROOFPOINT INC | 2,626,000 | $3.035M | 0.3% | $1.16 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | TESLA MTRS INC | 3,500,000 | $2.992M | 0.3% | $0.90 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | BLACK HILLS CORP | 43,370 | $2.983M | 0.3% | $67.82 | — | UNIT 99/99/9999 | 092113125 |
| — | LINKEDIN CORP | 3,000,000 | $2.972M | 0.3% | $1.02 | — | NOTE 0.500%11/0 | 53578AAB4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES N | 46,286 | $2.956M | 0.3% | $133.14 | — | MAN COV SEC 16 | N31738110 |
| — | SERVICESOURCE INTL INC | 3,000,000 | $2.886M | 0.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | ALCOA INC | 87,020 | $2.852M | 0.3% | $32.23 | — | DEP SHS 1/10TH | 013817309 |
| — | IMPAX LABORATORIES INC | 3,250,000 | $2.851M | 0.3% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | ROVI CORP | 2,822,000 | $2.816M | 0.2% | $0.95 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | ADVANCED MICRO DEVICES INC | 2,587,000 | $2.812M | 0.2% | $1.09 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ENCORE CAP GROUP INC | 3,380,000 | $2.809M | 0.2% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | WEBMD HEALTH CORP | 2,404,000 | $2.761M | 0.2% | $1.15 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | INCYTE CORP | 1,439,000 | $2.728M | 0.2% | $1.50 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | HUNTINGTON BANCSHARES INC | 1,885 | $2.705M | 0.2% | $1288.12 | — | PFD CONV SER A | 446150401 |
| — | ENERNOC INC | 3,750,000 | $2.705M | 0.2% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | MEDICINES CO | 2,067,000 | $2.674M | 0.2% | $1.16 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | ALEXANDRIA REAL ESTATE EQ IN | 75,000 | $2.669M | 0.2% | $26.80 | — | PFD CONV SER D | 015271505 |
| — | ACORDA THERAPEUTICS INC | 3,250,000 | $2.652M | 0.2% | $1.09 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | IGI LABORATORIES INC | 2,750,000 | $2.64M | 0.2% | $0.97 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | BROADSOFT INC | 2,113,000 | $2.594M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| FPX | FIRST TR US IPO INDEX FD | 47,602 | $2.581M | 0.2% | $52.66 | — | SHS | 336920103 |
| — | YAHOO INC | 2,503,000 | $2.56M | 0.2% | $1.11 | — | NOTE 12/0 | 984332AF3 |
| — | STILLWATER MNG CO | 2,119,000 | $2.539M | 0.2% | $1.13 | — | NOTE 1.750%10/1 | 86074QAL6 |
| — | GLOBAL EAGLE ENTMT INC | 3,100,000 | $2.534M | 0.2% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | RESOURCE CAP CORP | 2,531,000 | $2.511M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | STANLEY BLACK & DECKER INC | 19,889 | $2.506M | 0.2% | $117.56 | — | UNIT 11/17/20166 | 854502804 |
| — | FIREEYE INC | 2,700,000 | $2.486M | 0.2% | $0.90 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,671,000 | $2.485M | 0.2% | $0.98 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | BOTTOMLINE TECH DEL INC | 2,410,000 | $2.468M | 0.2% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| IBB | ISHARES TR | 8,263 | $2.393M | 0.2% | $258.21 | — | NASDQ BIOTEC ETF | 464287556 |
| — | PALO ALTO NETWORKS INC | 1,552,000 | $2.368M | 0.2% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,500,000 | $2.343M | 0.2% | $0.80 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | ANADARKO PETE CORP | 56,245 | $2.341M | 0.2% | $36.66 | — | UNIT 99/99/9999 | 032511404 |
| — | INTERACTIVE INTELLIGENCE GRO | 2,000,000 | $2.301M | 0.2% | $0.95 | — | NOTE 1.250% 6/0 | 45841VAB5 |
| — | AIRTRAN HLDGS INC | 820,000 | $2.245M | 0.2% | $1.61 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | AMAG PHARMACEUTICALS INC | 1,975,000 | $2.221M | 0.2% | $1.08 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | CANADIAN SOLAR INC | 2,458,000 | $2.206M | 0.2% | $0.94 | — | NOTE 4.250% 2/1 | 136635AE9 |
| — | LIBERTY INTERACTIVE LLC | 2,000,000 | $2.113M | 0.2% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | CARDTRONICS INC | 1,981,000 | $2.084M | 0.2% | $1.00 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | MERCADOLIBRE INC | 1,314,000 | $2.049M | 0.2% | $1.26 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | BROCADE COMMUNICATIONS SYS I | 2,032,000 | $2.006M | 0.2% | $0.99 | — | NOTE 1.375% 1/0 | 111621AQ1 |
| — | TEVA PHARMACEUTICAL FIN LLC | 1,664,000 | $1.975M | 0.2% | $1.42 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | STERICYCLE INC | 30,000 | $1.975M | 0.2% | $99.07 | — | DEP PFD A 1/10 | 858912207 |
| — | TWITTER INC | 2,000,000 | $1.895M | 0.2% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | NAVISTAR INTL CORP NEW | 2,000,000 | $1.872M | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| AAPL | APPLE INC | 16,537 | $1.87M | 0.2% | $18.42 | +31.6% | COM | 037833100 |
| — | FLUIDIGM CORP DEL | 3,066,000 | $1.855M | 0.2% | $0.80 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | ARES CAP CORP | 1,795,000 | $1.816M | 0.2% | $1.02 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| — | FIDELITY NATIONAL FINANCIAL | 878,000 | $1.805M | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| GOOGL | ALPHABET INC | 2,190 | $1.761M | 0.2% | $36.71 | +5.8% | CAP STK CL A | 02079K305 |
| — | AKAMAI TECHNOLOGIES INC | 1,796,000 | $1.758M | 0.2% | $1.07 | — | DBCV 2/1 | 00971TAG6 |
| — | TELEFLEX INC | 629,000 | $1.717M | 0.2% | $1.41 | — | NOTE 3.875% 8/0 | 879369AA4 |
| XLU | SELECT SECTOR SPDR TR | 33,147 | $1.621M | 0.1% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | DANAHER CORP DEL | 522,000 | $1.564M | 0.1% | $1.90 | — | NOTE 1/2 | 235851AF9 |
| IWS | ISHARES TR | 18,837 | $1.448M | 0.1% | $70.94 | — | RUS MDCP VAL ETF | 464287473 |
| IYR | ISHARES TR | 17,435 | $1.409M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| — | LABORATORY CORP AMER HLDGS | 672,000 | $1.239M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | ROYAL GOLD INC | 1,057,000 | $1.181M | 0.1% | $1.06 | — | NOTE 2.875% 6/1 | 780287AA6 |
| MSFT | MICROSOFT CORP | 19,957 | $1.147M | 0.1% | $32.91 | +52.8% | COM | 594918104 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.096M | 0.1% | $74.42 | +25.6% | COM | 494368103 |
| GLD | SPDR GOLD TRUST | 8,491 | $1.065M | 0.1% | $125.43 | — | GOLD SHS | 78463V107 |
| C | CITIGROUP INC | 20,281 | $959K | 0.1% | $36.88 | -7.4% | COM NEW | 172967424 |
| JNJ | JOHNSON & JOHNSON | 8,103 | $957K | 0.1% | $65.08 | +43.8% | COM | 478160104 |
| JPM | JPMORGAN CHASE & CO | 13,891 | $925K | 0.1% | $37.03 | +37.3% | COM | 46625H100 |
| META | FACEBOOK INC | 7,000 | $896K | 0.1% | $69.64 | +77.0% | CL A | 30303M102 |
| — | NUANCE COMMUNICATIONS INC | 919,000 | $863K | 0.1% | $1.05 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | SPIRIT RLTY CAP INC NEW | 759,000 | $861K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| PFE | PFIZER INC | 24,718 | $836K | 0.1% | $16.79 | +32.5% | COM | 717081103 |
| — | GENERAL ELECTRIC CO | 26,379 | $783K | 0.1% | $23.60 | — | COM | 369604103 |
| AMZN | AMAZON COM INC | 933 | $782K | 0.1% | $15.52 | +146.7% | COM | 023135106 |
| PG | PROCTER AND GAMBLE CO | 8,592 | $772K | 0.1% | $58.66 | +15.1% | COM | 742718109 |
| XOM | EXXON MOBIL CORP | 8,601 | $752K | 0.1% | $53.89 | +8.6% | COM | 30231G102 |
| — | VIPSHOP HLDGS LTD | 668,000 | $718K | 0.1% | $1.07 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| L | LOEWS CORP | 16,540 | $681K | 0.1% | $42.08 | -6.5% | COM | 540424108 |
| T | AT&T INC | 16,723 | $681K | 0.1% | $11.49 | +41.9% | COM | 00206R102 |
| — | STARWOOD PPTY TR INC | 656,000 | $675K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,624 | $668K | 0.1% | $127.86 | +14.4% | CL B NEW | 084670702 |
| UNH | UNITEDHEALTH GROUP INC | 4,320 | $606K | 0.1% | $51.60 | +133.5% | COM | 91324P102 |
| VZ | VERIZON COMMUNICATIONS INC | 11,635 | $605K | 0.1% | $28.00 | +17.5% | COM | 92343V104 |
| WFC | WELLS FARGO & CO NEW | 13,504 | $596K | 0.1% | $32.79 | +12.3% | COM | 949746101 |
| HD | HOME DEPOT INC | 4,636 | $596K | 0.1% | $57.41 | +85.2% | COM | 437076102 |
| KO | COCA COLA CO | 13,252 | $562K | 0.0% | $28.21 | +15.4% | COM | 191216100 |
| — | RAMCO-GERSHENSON PPTYS TR | 8,169 | $555K | 0.0% | $61.43 | — | PERP PFD-D CV | 751452608 |
| IYM | ISHARES TR | 6,978 | $550K | 0.0% | $78.82 | — | U.S. BAS MTL ETF | 464287838 |
| — | AMTRUST FINL SVCS INC | 631,000 | $545K | 0.0% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | CONSOLIDATED TOMOKA LD CO | 525,000 | $513K | 0.0% | $0.96 | — | NOTE 4.500% 3/1 | 210226AB2 |
| BAC | BANK AMER CORP | 32,014 | $501K | 0.0% | $11.46 | +5.3% | COM | 060505104 |
| PEP | PEPSICO INC | 4,511 | $491K | 0.0% | $56.46 | +43.6% | COM | 713448108 |
| — | CELGENE CORP | 4,612 | $482K | 0.0% | $108.82 | — | COM | 151020104 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 7,987 | $480K | 0.0% | $60.00 | — | FIRST TR ENH NEW | 33739Q408 |
| MO | ALTRIA GROUP INC | 7,500 | $477K | 0.0% | $21.85 | +59.1% | COM | 02209S103 |
| — | PRICELINE GRP INC | 436,000 | $469K | 0.0% | $1.01 | — | NOTE 0.900% 9/1 | 741503AX4 |
| CSCO | CISCO SYS INC | 14,680 | $465K | 0.0% | $15.72 | +46.7% | COM | 17275R102 |
| INTC | INTEL CORP | 12,192 | $462K | 0.0% | $20.00 | +43.1% | COM | 458140100 |
| ORCL | ORACLE CORP | 11,760 | $461K | 0.0% | $30.91 | +14.6% | COM | 68389X105 |
| CVX | CHEVRON CORP NEW | 4,450 | $457K | 0.0% | $71.15 | -3.8% | COM | 166764100 |
| — | CIENA CORP | 333,000 | $444K | 0.0% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| EEMV | ISHARES | 8,153 | $441K | 0.0% | $54.09 | — | MIN VOL EMRG MKT | 464286533 |
| AMGN | AMGEN INC | 2,609 | $438K | 0.0% | $84.64 | +50.9% | COM | 031162100 |
| MRK | MERCK & CO INC | 7,009 | $435K | 0.0% | $35.19 | +24.3% | COM | 58933Y105 |
| FDX | FEDEX CORP | 2,325 | $405K | 0.0% | $84.07 | +67.6% | COM | 31428X106 |
| LOW | LOWES COS INC | 5,249 | $379K | 0.0% | $58.89 | +11.1% | COM | 548661107 |
| MDT | MEDTRONIC PLC | 4,175 | $363K | 0.0% | $58.85 | +16.9% | SHS | G5960L103 |
| — | SUNTRUST BKS INC | 8,254 | $362K | 0.0% | $35.24 | — | COM | 867914103 |
| UNP | UNION PAC CORP | 3,613 | $353K | 0.0% | $73.21 | +3.7% | COM | 907818108 |
| MA | MASTERCARD INCORPORATED | 3,449 | $352K | 0.0% | $70.29 | +29.2% | CL A | 57636Q104 |
| — | RAYTHEON CO | 2,565 | $350K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| V | VISA INC | 4,110 | $342K | 0.0% | $61.42 | +22.1% | COM CL A | 92826C839 |
| — | ALLERGAN PLC | 1,480 | $341K | 0.0% | $302.92 | — | SHS | G0177J108 |
| GD | GENERAL DYNAMICS CORP | 2,152 | $334K | 0.0% | $110.33 | +10.2% | COM | 369550108 |
| MCK | MCKESSON CORP | 1,982 | $333K | 0.0% | $137.67 | +25.7% | COM | 58155Q103 |
| MET | METLIFE INC | 7,313 | $325K | 0.0% | $27.24 | +0.5% | COM | 59156R108 |
| CMCSA | COMCAST CORP NEW | 4,829 | $323K | 0.0% | $15.77 | +68.8% | CL A | 20030N101 |
| SLB | SCHLUMBERGER LTD | 3,973 | $314K | 0.0% | $53.02 | +14.4% | COM | 806857108 |
| GILD | GILEAD SCIENCES INC | 3,911 | $309K | 0.0% | $49.18 | +17.5% | COM | 375558103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1,137 | $306K | 0.0% | $33.66 | +43.9% | COM | 45866F104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,855 | $296K | 0.0% | $124.96 | +20.1% | COM | 883556102 |
| ABT | ABBOTT LABS | 6,909 | $292K | 0.0% | $28.90 | +25.0% | COM | 002824100 |
| MMM | 3M CO | 1,623 | $288K | 0.0% | $61.79 | +76.7% | COM | 88579Y101 |
| GM | GENERAL MTRS CO | 9,072 | $288K | 0.0% | $28.09 | -8.0% | COM | 37045V100 |
| DIS | DISNEY WALT CO | 3,107 | $287K | 0.0% | $56.71 | +56.7% | COM DISNEY | 254687106 |
| KEY | KEYCORP NEW | 23,019 | $280K | 0.0% | $8.85 | -8.5% | COM | 493267108 |
| EQT | EQT CORP | 3,782 | $275K | 0.0% | $36.40 | 0.0% | COM | 26884L109 |
| DBJP | DBX ETF TR | 8,302 | $274K | 0.0% | $30.84 | — | XTRAK MSCI JAPN | 233051507 |
| TJX | TJX COS INC NEW | 3,652 | $273K | 0.0% | $28.75 | +19.3% | COM | 872540109 |
| CVS | CVS HEALTH CORP | 3,042 | $271K | 0.0% | $42.55 | +66.6% | COM | 126650100 |
| TXN | TEXAS INSTRS INC | 3,834 | $270K | 0.0% | $42.34 | +24.4% | COM | 882508104 |
| PM | PHILIP MORRIS INTL INC | 2,780 | $269K | 0.0% | $52.42 | +18.8% | COM | 718172109 |
| DAL | DELTA AIR LINES INC DEL | 6,866 | $269K | 0.0% | $19.21 | +75.8% | COM NEW | 247361702 |
| QCOM | QUALCOMM INC | 3,916 | $268K | 0.0% | $40.28 | +16.5% | COM | 747525103 |
| HON | HONEYWELL INTL INC | 2,280 | $266K | 0.0% | $73.48 | +17.1% | COM | 438516106 |
| MCD | MCDONALDS CORP | 2,267 | $261K | 0.0% | $75.70 | +24.9% | COM | 580135101 |
| ABBV | ABBVIE INC | 4,101 | $258K | 0.0% | $28.68 | +53.1% | COM | 00287Y109 |
| IVZ | INVESCO LTD | 8,135 | $256K | 0.0% | $19.66 | -2.9% | SHS | G491BT108 |
| IYE | ISHARES TR | 6,550 | $255K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| COP | CONOCOPHILLIPS | 5,774 | $250K | 0.0% | $32.79 | -5.1% | COM | 20825C104 |
| COST | COSTCO WHSL CORP NEW | 1,656 | $249K | 0.0% | $119.70 | +14.4% | COM | 22160K105 |
| BIIB | BIOGEN INC | 782 | $246K | 0.0% | $296.18 | 0.0% | COM | 09062X103 |
| — | AETNA INC NEW | 2,132 | $245K | 0.0% | $111.04 | — | COM | 00817Y108 |
| WMT | WAL-MART STORES INC | 3,405 | $245K | 0.0% | $20.69 | -0.4% | COM | 931142103 |
| MDLZ | MONDELEZ INTL INC | 5,437 | $239K | 0.0% | $30.91 | +13.9% | CL A | 609207105 |
| — | UNITED TECHNOLOGIES CORP | 2,284 | $231K | 0.0% | $93.15 | — | COM | 913017109 |
| GIS | GENERAL MLS INC | 3,592 | $229K | 0.0% | $40.05 | +24.9% | COM | 370334104 |
| — | TIME WARNER INC | 2,839 | $227K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| EA | ELECTRONIC ARTS INC | 2,624 | $225K | 0.0% | $68.44 | +13.6% | COM | 285512109 |
| NXPI | NXP SEMICONDUCTORS N V | 2,198 | $225K | 0.0% | $75.31 | 0.0% | COM | N6596X109 |
| — | LAM RESEARCH CORP | 2,372 | $223K | 0.0% | $83.51 | — | COM | 512807108 |
| ALL | ALLSTATE CORP | 3,125 | $216K | 0.0% | $50.56 | +10.6% | COM | 020002101 |
| — | CBS CORP NEW | 3,948 | $213K | 0.0% | $54.71 | — | CL B | 124857202 |
| BA | BOEING CO | 1,594 | $212K | 0.0% | $83.50 | +44.7% | COM | 097023105 |
| — | PRICELINE GRP INC | 144 | $208K | 0.0% | $1444.44 | — | COM NEW | 741503403 |
| NKE | NIKE INC | 3,946 | $207K | 0.0% | $50.72 | -1.4% | CL B | 654106103 |
| — | DU PONT E I DE NEMOURS & CO | 3,068 | $206K | 0.0% | $64.67 | — | COM | 263534109 |
| YUM | YUM BRANDS INC | 2,223 | $201K | 0.0% | $53.87 | 0.0% | COM | 988498101 |
| EOG | EOG RES INC | 2,079 | $200K | 0.0% | $65.14 | 0.0% | COM | 26875P101 |
| KR | KROGER CO | 6,762 | $200K | 0.0% | $29.84 | -8.2% | COM | 501044101 |
| ON | ON SEMICONDUCTOR CORP | 15,858 | $194K | 0.0% | $8.79 | +17.7% | COM | 682189105 |
| — | WELLS FARGO & CO | 190,000 | $182K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | XEROX CORP | 14,532 | $147K | 0.0% | $13.38 | — | COM | 984121103 |
| — | ARES CAP CORP | 131,000 | $136K | 0.0% | $1.02 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | COLONY CAP INC | 126,000 | $122K | 0.0% | $1.02 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | PROSPECT CAPITAL CORPORATION | 118,000 | $121K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | BIOMARIN PHARMACEUTICAL INC | 77,000 | $93,000 | 0.0% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | STARWOOD PPTY TR INC | 72,000 | $82,000 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | JANUS CAP GROUP INC | 57,000 | $78,000 | 0.0% | $1.21 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | MICRON TECHNOLOGY INC | 35,000 | $59,000 | 0.0% | $2.02 | — | NOTE 1.625% 2/1 | 595112AU7 |
| — | JEFFERIES GROUP INC NEW | 50,000 | $51,000 | 0.0% | $1.06 | — | DBCV 3.875%11/0 | 472319AG7 |
| — | PDC ENERGY INC | 22,000 | $23,000 | 0.0% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |