Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 10, 2017
Total Value: $1.092B (30.7% shares, 69.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 201,307 | $45.29M | 4.1% | $208.52 | — | CORE S&P500 ETF | 464287200 |
| — | INTEL CORP | 18,644,000 | $32.87M | 3.0% | $1.39 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | PRICELINE GRP INC | 20,970,000 | $26.69M | 2.4% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 33,508 | $25.52M | 2.3% | $1014.13 | — | PFD CONV SER A | G0177J116 |
| — | WELLS FARGO & CO NEW | 15,581 | $18.54M | 1.7% | $1195.72 | — | PERP PFD CNV A | 949746804 |
| — | NOVELLUS SYS INC | 5,728,000 | $17.83M | 1.6% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | BANK AMER CORP | 14,965 | $17.46M | 1.6% | $1135.93 | — | 7.25%CNV PFD L | 060505682 |
| — | NVIDIA CORP | 3,256,000 | $17.26M | 1.6% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | PRICELINE GRP INC | 9,957,000 | $15.67M | 1.4% | $1.26 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | CITRIX SYS INC | 13,308,000 | $15.4M | 1.4% | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| AGG | ISHARES TR | 133,075 | $14.38M | 1.3% | $109.68 | — | CORE US AGGBD ET | 464287226 |
| — | HOLOGIC INC | 11,588,000 | $14.2M | 1.3% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | LAM RESEARCH CORP | 8,083,000 | $14.18M | 1.3% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | ANTHEM INC | 276,447 | $13M | 1.2% | $48.90 | — | UNIT 05/01/20188 | 036752202 |
| — | RED HAT INC | 10,497,000 | $12.25M | 1.1% | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MICROCHIP TECHNOLOGY INC | 8,452,000 | $10.95M | 1.0% | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SPIRIT RLTY CAP INC NEW | 10,518,000 | $10.95M | 1.0% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | OLD REP INTL CORP | 8,631,000 | $10.8M | 1.0% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | XILINX INC | 4,899,000 | $10.3M | 0.9% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | ILLUMINA INC | 10,489,000 | $10.01M | 0.9% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | STARWOOD WAYPOINT RESIDENTL | 9,042,000 | $9.858M | 0.9% | $1.00 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | WPX ENERGY INC | 146,485 | $9.607M | 0.9% | $37.00 | — | PFD SER A CV | 98212B202 |
| SPY | SPDR S&P 500 ETF TR | 42,049 | $9.399M | 0.9% | $191.89 | — | TR UNIT | 78462F103 |
| — | IRONWOOD PHARMACEUTICALS INC | 8,090,000 | $9.26M | 0.8% | $1.08 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,857,000 | $9.126M | 0.8% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | SOUTHWESTERN ENERGY CO | 357,120 | $9.093M | 0.8% | $33.14 | — | DEP SHS 1/20 B | 845467208 |
| — | INTEL CORP | 6,554,000 | $8.854M | 0.8% | $1.29 | — | SDCV 12/1 | 458140AD2 |
| — | NEWMONT MINING CORP | 8,592,000 | $8.76M | 0.8% | $1.09 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | DOMINION RES INC VA NEW | 173,565 | $8.747M | 0.8% | $50.46 | — | UNIT 99/99/9999 | 25746U869 |
| FLOT | ISHARES TR | 164,179 | $8.329M | 0.8% | $50.68 | — | FLTG RATE BD ETF | 46429B655 |
| — | KEYCORP NEW | 60,734 | $8.153M | 0.7% | $127.02 | — | PFD 7.75% SR A | 493267405 |
| IWD | ISHARES TR | 71,345 | $7.994M | 0.7% | $100.37 | — | RUS 1000 VAL ETF | 464287598 |
| — | CHENIERE ENERGY INC | 12,973,000 | $7.858M | 0.7% | $0.80 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | HERBALIFE LTD | 8,503,000 | $7.765M | 0.7% | $0.91 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | T MOBILE US INC | 81,575 | $7.692M | 0.7% | $57.53 | — | CONV PFD SER A | 872590203 |
| — | SEACOR HOLDINGS INC | 8,516,000 | $7.497M | 0.7% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | PDC ENERGY INC | 6,743,000 | $7.466M | 0.7% | $1.11 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | ANTHEM INC | 3,687,000 | $7.34M | 0.7% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | TESLA MTRS INC | 7,777,000 | $7.222M | 0.7% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | WEATHERFORD INTL LTD | 6,558,000 | $7.115M | 0.7% | $1.09 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | STARWOOD PPTY TR INC | 6,441,000 | $7.017M | 0.6% | $1.07 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | VERISIGN INC | 3,135,000 | $6.976M | 0.6% | $2.06 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | INTERDIGITAL INC | 4,977,000 | $6.742M | 0.6% | $1.12 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MICRON TECHNOLOGY INC | 3,219,000 | $6.738M | 0.6% | $1.41 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | RPM INTL INC | 5,615,000 | $6.721M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | PENNYMAC CORP | 6,967,000 | $6.692M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | TTM TECHNOLOGIES INC | 4,365,000 | $6.649M | 0.6% | $1.02 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | NEXTERA ENERGY INC | 114,045 | $6.546M | 0.6% | $59.13 | — | UNIT 08/31/2018 | 65339F846 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 130,642 | $6.369M | 0.6% | $46.13 | — | COM SHS | 33734K109 |
| — | WEBMD HEALTH CORP | 6,081,000 | $6.211M | 0.6% | $1.11 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TRINITY INDS INC | 4,828,000 | $6.179M | 0.6% | $1.22 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | WELLTOWER INC | 98,986 | $5.96M | 0.5% | $62.07 | — | 6.50% PFD PREPET | 95040Q203 |
| — | FRONTIER COMMUNICATIONS CORP | 83,467 | $5.938M | 0.5% | $97.93 | — | PFD CONV SER-A | 35906A207 |
| — | ENVESTNET INC | 6,080,000 | $5.791M | 0.5% | $0.93 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | QUIDEL CORP | 5,797,000 | $5.71M | 0.5% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | AMERICAN TOWER CORP NEW | 54,146 | $5.678M | 0.5% | $103.48 | — | PFD CONV SER A | 03027X308 |
| — | RAIT FINANCIAL TRUST | 6,114,000 | $5.625M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | ECHO GLOBAL LOGISTICS INC | 5,712,000 | $5.603M | 0.5% | $0.91 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | 51JOB INC | 5,250,000 | $5.523M | 0.5% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,852,000 | $5.512M | 0.5% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | J2 GLOBAL INC | 4,111,000 | $5.432M | 0.5% | $1.16 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,204,000 | $5.242M | 0.5% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | MOLINA HEALTHCARE INC | 4,539,000 | $5.16M | 0.5% | $1.27 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | WELLS FARGO & CO | 4,788,000 | $5.119M | 0.5% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,718,000 | $5.066M | 0.5% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ON SEMICONDUCTOR CORP | 4,877,000 | $4.996M | 0.5% | $1.02 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | BLUCORA INC | 5,000,000 | $4.975M | 0.5% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | REDWOOD TR INC | 4,926,000 | $4.917M | 0.5% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | WRIGHT MED GROUP INC | 4,680,000 | $4.874M | 0.4% | $0.92 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | PANDORA MEDIA INC | 4,750,000 | $4.869M | 0.4% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | INCYTE CORP | 2,430,000 | $4.86M | 0.4% | $1.70 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | COLONY CAP INC | 4,846,000 | $4.838M | 0.4% | $1.00 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | ELECTRONICS FOR IMAGING INC | 4,413,000 | $4.68M | 0.4% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | SALESFORCE COM INC | 4,015,000 | $4.67M | 0.4% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | RAYONIER ADVANCED MATLS INC | 40,000 | $4.635M | 0.4% | $104.17 | — | PFD CV SER A | 75508B203 |
| — | JDS UNIPHASE CORP | 4,478,000 | $4.628M | 0.4% | $1.03 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | KINDER MORGAN INC DEL | 91,740 | $4.516M | 0.4% | $44.47 | — | PFD SER A | 49456B200 |
| — | BLACKSTONE MTG TR INC | 4,051,000 | $4.502M | 0.4% | $1.11 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | ADVANCED MICRO DEVICES INC | 2,822,000 | $4.451M | 0.4% | $1.13 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | FORESTAR GROUP INC | 4,508,000 | $4.435M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | LIVE NATION ENTERTAINMENT IN | 4,163,000 | $4.422M | 0.4% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | RTI INTL METALS INC | 4,269,000 | $4.419M | 0.4% | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | B2GOLD CORP | 4,402,000 | $4.405M | 0.4% | $0.91 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | MICROCHIP TECHNOLOGY INC | 1,635,000 | $4.389M | 0.4% | $1.74 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | DYCOM INDS INC | 4,013,000 | $4.376M | 0.4% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ALBANY MOLECULAR RESH INC | 3,364,000 | $4.365M | 0.4% | $1.24 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | EURONET WORLDWIDE INC | 3,748,000 | $4.34M | 0.4% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | MERITOR INC | 3,000,000 | $4.318M | 0.4% | $1.12 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | IRIDIUM COMMUNICATIONS INC | 12,496 | $4.281M | 0.4% | $320.58 | — | PERP PFD CNV B | 46269C409 |
| — | CEMEX SAB DE CV | 3,791,000 | $4.254M | 0.4% | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | ENCORE CAP GROUP INC | 4,829,000 | $4.218M | 0.4% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | INPHI CORP | 3,262,000 | $4.216M | 0.4% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | LIBERTY MEDIA CORP | 7,950,000 | $4.194M | 0.4% | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | WABASH NATL CORP | 2,900,000 | $4.17M | 0.4% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | SERVICENOW INC | 3,537,000 | $4.159M | 0.4% | $1.20 | — | NOTE 11/0 | 81762PAB8 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 4,002,000 | $4.101M | 0.4% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | CORNERSTONE ONDEMAND INC | 3,925,000 | $4.081M | 0.4% | $1.02 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | AKAMAI TECHNOLOGIES INC | 3,899,000 | $4.046M | 0.4% | $1.05 | — | DBCV 2/1 | 00971TAG6 |
| IYW | ISHARES TR | 33,382 | $4.014M | 0.4% | $107.42 | — | U.S. TECH ETF | 464287721 |
| — | JAZZ INVESTMENTS I LTD | 4,147,000 | $3.972M | 0.4% | $1.03 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CTRIP COM INTL LTD | 3,867,000 | $3.968M | 0.4% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | GENERAL CABLE CORP DEL NEW | 5,023,000 | $3.927M | 0.4% | $1.00 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | FINISAR CORP | 3,310,000 | $3.916M | 0.4% | $1.18 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | PROOFPOINT INC | 2,128,000 | $3.89M | 0.4% | $1.45 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | EXELON CORP | 78,840 | $3.829M | 0.4% | $48.70 | — | UNIT 99/99/9999 | 30161N127 |
| — | EMERGENT BIOSOLUTIONS INC | 3,000,000 | $3.822M | 0.4% | $1.13 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | SHUTTERFLY INC | 3,761,000 | $3.78M | 0.3% | $0.98 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| — | CHART INDS INC | 3,866,000 | $3.779M | 0.3% | $0.87 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | SPECTRANETICS CORP | 3,620,000 | $3.732M | 0.3% | $1.16 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | NATIONAL HEALTH INVS INC | 3,326,000 | $3.729M | 0.3% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | MERITAGE HOMES CORP | 3,724,000 | $3.696M | 0.3% | $1.07 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | ILLUMINA INC | 3,798,000 | $3.638M | 0.3% | $1.20 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | INSULET CORP | 3,292,000 | $3.521M | 0.3% | $0.96 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | YANDEX NV | 3,699,000 | $3.504M | 0.3% | $0.85 | — | NOTE 1.125%12/1 | 98474TAB3 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 66,971 | $3.494M | 0.3% | $52.17 | — | FST LOW OPPT EFT | 33739Q200 |
| QUAL | ISHARES TR | 50,180 | $3.467M | 0.3% | $65.79 | — | USA QUALITY FCTR | 46432F339 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,938,000 | $3.444M | 0.3% | $1.14 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,336,000 | $3.336M | 0.3% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,194,000 | $3.287M | 0.3% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | PROOFPOINT INC | 2,900,000 | $3.265M | 0.3% | $1.15 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | TCP CAP CORP | 3,129,000 | $3.246M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | SILVER STD RES INC | 3,500,000 | $3.198M | 0.3% | $0.91 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | MEDIDATA SOLUTIONS INC | 2,925,000 | $3.173M | 0.3% | $1.17 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | ENCORE CAP GROUP INC | 3,380,000 | $3.156M | 0.3% | $1.13 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | SPECTRUM PHARMACEUTICALS INC | 3,500,000 | $3.109M | 0.3% | $0.91 | — | NOTE 2.750%12/1 | 84763AAB4 |
| — | BLACK HILLS CORP | 44,482 | $3.042M | 0.3% | $67.83 | — | UNIT 99/99/9999 | 092113125 |
| — | ENERNOC INC | 3,750,000 | $2.962M | 0.3% | $0.70 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | NAVISTAR INTL CORP NEW | 3,000,000 | $2.954M | 0.3% | $0.95 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ROVI CORP | 2,899,000 | $2.951M | 0.3% | $0.96 | — | NOTE 0.500% 3/0 | 779376AD4 |
| — | HURON CONSULTING GROUP INC | 3,000,000 | $2.93M | 0.3% | $1.01 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | SERVICESOURCE INTL INC | 3,000,000 | $2.872M | 0.3% | $0.76 | — | NOTE 1.500% 8/0 | 81763UAB6 |
| — | AMAG PHARMACEUTICALS INC | 1,975,000 | $2.787M | 0.3% | $1.08 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | NUANCE COMMUNICATIONS INC | 3,087,000 | $2.784M | 0.3% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | HUNTINGTON BANCSHARES INC | 1,925 | $2.722M | 0.2% | $1290.73 | — | PFD CONV SER A | 446150401 |
| — | WEBMD HEALTH CORP | 2,404,000 | $2.711M | 0.2% | $1.15 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | CARDTRONICS INC | 2,301,000 | $2.706M | 0.2% | $1.03 | — | NOTE 1.000%12/0 | 14161HAG3 |
| — | ARCONIC INC | 89,245 | $2.688M | 0.2% | $30.12 | — | PFD CONV B SER 1 | 03965L308 |
| — | TYSON FOODS INC | 38,945 | $2.638M | 0.2% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | SM ENERGY CO | 2,281,000 | $2.632M | 0.2% | $1.15 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| TBF | PROSHARES TR | 110,000 | $2.628M | 0.2% | $23.89 | — | SHRT 20+YR TRE | 74347X849 |
| — | OASIS PETE INC NEW | 1,887,000 | $2.624M | 0.2% | $1.39 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ENDOLOGIX INC | 3,000,000 | $2.621M | 0.2% | $1.06 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | TESLA MTRS INC | 3,000,000 | $2.598M | 0.2% | $0.90 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | IMPAX LABORATORIES INC | 3,250,000 | $2.565M | 0.2% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | IGI LABORATORIES INC | 2,750,000 | $2.55M | 0.2% | $0.97 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | LIBERTY INTERACTIVE LLC | 2,340,000 | $2.517M | 0.2% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | YAHOO INC | 2,540,000 | $2.513M | 0.2% | $1.11 | — | NOTE 12/0 | 984332AF3 |
| — | BOTTOMLINE TECH DEL INC | 2,410,000 | $2.477M | 0.2% | $1.13 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | MEDICINES CO | 2,067,000 | $2.476M | 0.2% | $1.16 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | ACORDA THERAPEUTICS INC | 3,250,000 | $2.471M | 0.2% | $1.09 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,500,000 | $2.465M | 0.2% | $0.80 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | GLOBAL EAGLE ENTMT INC | 3,100,000 | $2.43M | 0.2% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | BROADSOFT INC | 2,113,000 | $2.426M | 0.2% | $1.06 | — | NOTE 1.500% 7/0 | 11133BAB8 |
| — | ANADARKO PETE CORP | 58,345 | $2.412M | 0.2% | $36.83 | — | UNIT 99/99/9999 | 032511404 |
| — | ACETO CORP | 2,500,000 | $2.402M | 0.2% | $0.96 | — | NOTE 2.000%11/0 | 004446AD2 |
| — | RESOURCE CAP CORP | 2,531,000 | $2.398M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | APOLLO COML REAL EST FIN INC | 2,261,000 | $2.365M | 0.2% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | POWERSHARES ETF TRUST II | 100,595 | $2.349M | 0.2% | $23.35 | — | SENIOR LN PORT | 73936Q769 |
| — | SUNPOWER CORP | 3,300,000 | $2.319M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| XLE | SELECT SECTOR SPDR TR | 30,777 | $2.317M | 0.2% | $75.28 | — | SBI INT-ENERGY | 81369Y506 |
| — | THERAVANCE BIOPHARMA INC | 2,000,000 | $2.295M | 0.2% | $1.15 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | HARMONIC INC | 2,000,000 | $2.234M | 0.2% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| IBB | ISHARES TR | 8,263 | $2.194M | 0.2% | $258.21 | — | NASDQ BIOTEC ETF | 464287556 |
| — | SUCAMPO PHARMACEUTICALS INC | 2,000,000 | $2.119M | 0.2% | $1.06 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | PALO ALTO NETWORKS INC | 1,575,000 | $1.997M | 0.2% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 844,000 | $1.929M | 0.2% | $1.46 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | STERICYCLE INC | 30,000 | $1.903M | 0.2% | $99.07 | — | DEP PFD A 1/10 | 858912207 |
| — | MERCADOLIBRE INC | 1,334,000 | $1.838M | 0.2% | $1.26 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| — | ARES CAP CORP | 1,787,000 | $1.794M | 0.2% | $1.02 | — | NOTE 4.875% 3/1 | 04010LAG8 |
| GOOGL | ALPHABET INC | 2,186 | $1.732M | 0.2% | $36.71 | +8.1% | CAP STK CL A | 02079K305 |
| — | FIDELITY NATIONAL FINANCIAL | 880,000 | $1.709M | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| AAPL | APPLE INC | 14,090 | $1.632M | 0.1% | $18.42 | +41.6% | COM | 037833100 |
| XLU | SELECT SECTOR SPDR TR | 32,577 | $1.583M | 0.1% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | DANAHER CORP DEL | 508,000 | $1.511M | 0.1% | $1.90 | — | NOTE 1/2 | 235851AF9 |
| — | NXP SEMICONDUCTORS N V | 1,310,000 | $1.491M | 0.1% | $1.11 | — | DBCV 1.000%12/0 | 62952QAB6 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,386,000 | $1.395M | 0.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | FIREEYE INC | 1,500,000 | $1.385M | 0.1% | $0.90 | — | NOTE 1.000% 6/0 | 31816QAB7 |
| IYR | ISHARES TR | 17,405 | $1.339M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| IWS | ISHARES TR | 16,290 | $1.309M | 0.1% | $70.94 | — | RUS MDCP VAL ETF | 464287473 |
| MSFT | MICROSOFT CORP | 19,627 | $1.22M | 0.1% | $32.91 | +63.9% | COM | 594918104 |
| JPM | JPMORGAN CHASE & CO | 13,867 | $1.196M | 0.1% | $37.03 | +61.8% | COM | 46625H100 |
| C | CITIGROUP INC | 19,856 | $1.18M | 0.1% | $36.88 | +10.2% | COM NEW | 172967424 |
| — | LABORATORY CORP AMER HLDGS | 672,000 | $1.154M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $991K | 0.1% | $74.42 | +13.6% | COM | 494368103 |
| — | TWITTER INC | 1,000,000 | $921K | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| JNJ | JOHNSON & JOHNSON | 7,904 | $907K | 0.1% | $65.08 | +37.8% | COM | 478160104 |
| TBT | PROSHARES TR | 22,000 | $898K | 0.1% | $40.82 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | GENERAL ELECTRIC CO | 28,285 | $893K | 0.1% | $24.14 | — | COM | 369604103 |
| META | FACEBOOK INC | 6,988 | $803K | 0.1% | $69.64 | +75.1% | CL A | 30303M102 |
| — | ROYAL GOLD INC | 759,000 | $802K | 0.1% | $1.06 | — | NOTE 2.875% 6/1 | 780287AA6 |
| PFE | PFIZER INC | 24,296 | $789K | 0.1% | $16.79 | +22.1% | COM | 717081103 |
| L | LOEWS CORP | 16,540 | $775K | 0.1% | $42.08 | +0.0% | COM | 540424108 |
| — | SPIRIT RLTY CAP INC NEW | 733,000 | $770K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| XOM | EXXON MOBIL CORP | 8,321 | $751K | 0.1% | $53.89 | +7.9% | COM | 30231G102 |
| VZ | VERIZON COMMUNICATIONS INC | 14,069 | $748K | 0.1% | $28.52 | +8.7% | COM | 92343V104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,546 | $742K | 0.1% | $127.86 | +20.4% | CL B NEW | 084670702 |
| PG | PROCTER AND GAMBLE CO | 8,577 | $722K | 0.1% | $58.66 | +13.8% | COM | 742718109 |
| BAC | BANK AMER CORP | 31,962 | $706K | 0.1% | $11.46 | +36.8% | COM | 060505104 |
| T | AT&T INC | 16,394 | $696K | 0.1% | $11.49 | +34.6% | COM | 00206R102 |
| AMZN | AMAZON COM INC | 931 | $695K | 0.1% | $15.52 | +152.6% | COM | 023135106 |
| UNH | UNITEDHEALTH GROUP INC | 4,227 | $679K | 0.1% | $51.60 | +150.3% | COM | 91324P102 |
| — | STARWOOD PPTY TR INC | 656,000 | $672K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| — | VIPSHOP HLDGS LTD | 668,000 | $666K | 0.1% | $1.07 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| HEZU | ISHARES TR | 24,892 | $661K | 0.1% | $26.55 | — | CUR HD EURZN ETF | 46434V639 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 651,000 | $609K | 0.1% | $1.08 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| HD | HOME DEPOT INC | 4,538 | $607K | 0.1% | $57.41 | +80.1% | COM | 437076102 |
| EEMV | ISHARES | 12,425 | $606K | 0.1% | $52.26 | — | MIN VOL EMRG MKT | 464286533 |
| INTC | INTEL CORP | 15,984 | $581K | 0.1% | $22.17 | +31.5% | COM | 458140100 |
| IYM | ISHARES TR | 6,965 | $579K | 0.1% | $78.82 | — | U.S. BAS MTL ETF | 464287838 |
| — | PRICELINE GRP INC | 531,000 | $561K | 0.1% | $1.02 | — | NOTE 0.900% 9/1 | 741503AX4 |
| KO | COCA COLA CO | 13,229 | $550K | 0.1% | $28.21 | +10.6% | COM | 191216100 |
| — | AMTRUST FINL SVCS INC | 631,000 | $542K | 0.0% | $0.91 | — | NOTE 2.750%12/1 | 032359AG6 |
| WFC | WELLS FARGO & CO NEW | 9,791 | $538K | 0.0% | $32.79 | +19.0% | COM | 949746101 |
| — | CELGENE CORP | 4,604 | $534K | 0.0% | $108.82 | — | COM | 151020104 |
| — | CONSOLIDATED TOMOKA LD CO | 525,000 | $521K | 0.0% | $0.96 | — | NOTE 4.500% 3/1 | 210226AB2 |
| MO | ALTRIA GROUP INC | 7,487 | $508K | 0.0% | $21.85 | +55.5% | COM | 02209S103 |
| — | RAMCO-GERSHENSON PPTYS TR | 8,169 | $499K | 0.0% | $61.43 | — | PERP PFD-D CV | 751452608 |
| CVX | CHEVRON CORP NEW | 4,216 | $496K | 0.0% | $71.15 | +3.7% | COM | 166764100 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 7,987 | $480K | 0.0% | $60.00 | — | FIRST TR ENH NEW | 33739Q408 |
| — | HELIX ENERGY SOLUTIONS GRP I | 463,000 | $476K | 0.0% | $1.03 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | CIENA CORP | 333,000 | $467K | 0.0% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| XRT | SPDR SERIES TRUST | 10,547 | $465K | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| PEP | PEPSICO INC | 4,383 | $458K | 0.0% | $56.46 | +40.6% | COM | 713448108 |
| — | NUANCE COMMUNICATIONS INC | 465,000 | $452K | 0.0% | $1.05 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | SUNTRUST BKS INC | 8,240 | $451K | 0.0% | $35.24 | — | COM | 867914103 |
| CSCO | CISCO SYS INC | 14,655 | $443K | 0.0% | $15.72 | +46.6% | COM | 17275R102 |
| ORCL | ORACLE CORP | 11,051 | $427K | 0.0% | $30.91 | +10.4% | COM | 68389X105 |
| KEY | KEYCORP NEW | 22,979 | $421K | 0.0% | $8.85 | +21.1% | COM | 493267108 |
| FDX | FEDEX CORP | 2,271 | $421K | 0.0% | $84.07 | +88.3% | COM | 31428X106 |
| MRK | MERCK & CO INC | 6,997 | $412K | 0.0% | $35.19 | +25.3% | COM | 58933Y105 |
| — | PDL BIOPHARMA INC | 500,000 | $402K | 0.0% | $0.80 | — | NOTE 2.750%12/0 | 69329YAG9 |
| MET | METLIFE INC | 7,151 | $387K | 0.0% | $27.24 | +23.8% | COM | 59156R108 |
| AMGN | AMGEN INC | 2,605 | $381K | 0.0% | $84.64 | +35.1% | COM | 031162100 |
| UNP | UNION PAC CORP | 3,531 | $365K | 0.0% | $73.21 | +9.7% | COM | 907818108 |
| GD | GENERAL DYNAMICS CORP | 2,103 | $364K | 0.0% | $110.33 | +21.5% | COM | 369550108 |
| — | RAYTHEON CO | 2,561 | $362K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| — | MICRON TECHNOLOGY INC | 175,000 | $354K | 0.0% | $2.02 | — | NOTE 1.625% 2/1 | 595112AU7 |
| MA | MASTERCARD INCORPORATED | 3,378 | $349K | 0.0% | $70.29 | +39.8% | CL A | 57636Q104 |
| — | ALZA CORP | 220,000 | $348K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| SLB | SCHLUMBERGER LTD | 3,965 | $334K | 0.0% | $53.02 | +18.9% | COM | 806857108 |
| DAL | DELTA AIR LINES INC DEL | 6,739 | $332K | 0.0% | $19.21 | +112.9% | COM NEW | 247361702 |
| CMCSA | COMCAST CORP NEW | 4,721 | $328K | 0.0% | $15.77 | +70.1% | CL A | 20030N101 |
| DIS | DISNEY WALT CO | 3,102 | $325K | 0.0% | $56.71 | +60.0% | COM DISNEY | 254687106 |
| V | VISA INC | 4,105 | $320K | 0.0% | $61.42 | +22.8% | COM CL A | 92826C839 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 5,551 | $314K | 0.0% | $46.08 | +6.9% | COM | 45866F104 |
| — | ALLERGAN PLC | 1,477 | $311K | 0.0% | $302.92 | — | SHS | G0177J108 |
| DBJP | DBX ETF TR | 8,284 | $309K | 0.0% | $30.84 | — | XTRAK MSCI JAPN | 233051507 |
| COP | CONOCOPHILLIPS | 5,762 | $291K | 0.0% | $32.79 | +6.0% | COM | 20825C104 |
| MDT | MEDTRONIC PLC | 4,088 | $289K | 0.0% | $58.85 | +5.9% | SHS | G5960L103 |
| MMM | 3M CO | 1,585 | $283K | 0.0% | $61.79 | +71.9% | COM | 88579Y101 |
| ARCC | ARES CAP CORP | 16,885 | $280K | 0.0% | $6.62 | 0.0% | COM | 04010L103 |
| GILD | GILEAD SCIENCES INC | 3,904 | $279K | 0.0% | $49.18 | +8.2% | COM | 375558103 |
| TXN | TEXAS INSTRS INC | 3,827 | $279K | 0.0% | $42.34 | +31.0% | COM | 882508104 |
| TJX | TJX COS INC NEW | 3,645 | $275K | 0.0% | $28.75 | +15.6% | COM | 872540109 |
| MCD | MCDONALDS CORP | 2,263 | $274K | 0.0% | $75.70 | +24.6% | COM | 580135101 |
| IYE | ISHARES TR | 6,550 | $272K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| — | TIME WARNER INC | 2,779 | $269K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| HON | HONEYWELL INTL INC | 2,276 | $266K | 0.0% | $73.48 | +14.6% | COM | 438516106 |
| — | AETNA INC NEW | 2,128 | $263K | 0.0% | $111.04 | — | COM | 00817Y108 |
| COST | COSTCO WHSL CORP NEW | 1,653 | $262K | 0.0% | $119.70 | +8.4% | COM | 22160K105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,852 | $260K | 0.0% | $124.96 | +15.0% | COM | 883556102 |
| QCOM | QUALCOMM INC | 3,907 | $256K | 0.0% | $40.28 | +29.7% | COM | 747525103 |
| PM | PHILIP MORRIS INTL INC | 2,775 | $255K | 0.0% | $52.42 | +11.1% | COM | 718172109 |
| ABT | ABBOTT LABS | 6,582 | $254K | 0.0% | $28.90 | +16.4% | COM | 002824100 |
| — | LAM RESEARCH CORP | 2,368 | $253K | 0.0% | $83.51 | — | COM | 512807108 |
| ABBV | ABBVIE INC | 4,019 | $252K | 0.0% | $28.68 | +45.7% | COM | 00287Y109 |
| — | CBS CORP NEW | 3,940 | $251K | 0.0% | $54.71 | — | CL B | 124857202 |
| — | UNITED TECHNOLOGIES CORP | 2,280 | $250K | 0.0% | $93.15 | — | COM | 913017109 |
| EQT | EQT CORP | 3,775 | $247K | 0.0% | $36.40 | -6.0% | COM | 26884L109 |
| — | PIONEER NAT RES CO | 1,373 | $247K | 0.0% | $179.90 | — | COM | 723787107 |
| IVZ | INVESCO LTD | 8,116 | $246K | 0.0% | $19.66 | +2.7% | SHS | G491BT108 |
| BA | BOEING CO | 1,556 | $242K | 0.0% | $83.50 | +61.7% | COM | 097023105 |
| — | DISCOVER FINL SVCS | 3,263 | $237K | 0.0% | $72.63 | — | COM | 254709108 |
| CVS | CVS HEALTH CORP | 2,927 | $231K | 0.0% | $42.55 | +43.5% | COM | 126650100 |
| WMT | WAL-MART STORES INC | 3,318 | $230K | 0.0% | $20.69 | -3.8% | COM | 931142103 |
| — | DU PONT E I DE NEMOURS & CO | 3,063 | $225K | 0.0% | $64.67 | — | COM | 263534109 |
| AIG | AMERICAN INTL GROUP INC | 3,390 | $223K | 0.0% | $49.81 | 0.0% | COM NEW | 026874784 |
| BIIB | BIOGEN INC | 781 | $223K | 0.0% | $296.18 | +0.1% | COM | 09062X103 |
| GIS | GENERAL MLS INC | 3,585 | $220K | 0.0% | $40.05 | +12.0% | COM | 370334104 |
| NXPI | NXP SEMICONDUCTORS N V | 2,194 | $214K | 0.0% | $75.31 | +17.3% | COM | N6596X109 |
| EOG | EOG RES INC | 2,076 | $212K | 0.0% | $65.14 | +11.1% | COM | 26875P101 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,257 | $208K | 0.0% | $103.05 | 0.0% | COM | 459200101 |
| IP | INTL PAPER CO | 3,905 | $207K | 0.0% | $31.25 | 0.0% | COM | 460146103 |
| EG | EVEREST RE GROUP LTD | 945 | $206K | 0.0% | $170.53 | 0.0% | COM | G3223R108 |
| — | PRICELINE GRP INC | 144 | $206K | 0.0% | $1444.44 | — | COM NEW | 741503403 |
| LMT | LOCKHEED MARTIN CORP | 818 | $204K | 0.0% | $195.92 | 0.0% | COM | 539830109 |
| LOW | LOWES COS INC | 2,858 | $202K | 0.0% | $58.89 | +1.6% | COM | 548661107 |
| ON | ON SEMICONDUCTOR CORP | 15,831 | $201K | 0.0% | $8.79 | +35.8% | COM | 682189105 |
| NKE | NIKE INC | 3,939 | $200K | 0.0% | $50.72 | -10.1% | CL B | 654106103 |
| — | WELLS FARGO & CO | 182,000 | $174K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| F | FORD MTR CO DEL | 12,794 | $154K | 0.0% | $7.47 | 0.0% | COM PAR $0.01 | 345370860 |
| — | AIR LEASE CORP | 98,000 | $131K | 0.0% | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | JANUS CAP GROUP INC | 98,000 | $130K | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | XEROX CORP | 14,507 | $126K | 0.0% | $13.38 | — | COM | 984121103 |
| — | PROSPECT CAPITAL CORPORATION | 118,000 | $119K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | NUVASIVE INC | 66,000 | $107K | 0.0% | $1.26 | — | NOTE 2.750% 7/0 | 670704AC9 |
| — | ARES CAP CORP | 100,000 | $102K | 0.0% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | BIOMARIN PHARMACEUTICAL INC | 77,000 | $86,000 | 0.0% | $1.11 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | STARWOOD PPTY TR INC | 72,000 | $81,000 | 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 |
| — | BROADSOFT INC | 35,000 | $42,000 | 0.0% | $1.20 | — | NOTE 1.000% 9/0 | 11133BAD4 |
| — | ARES CAP CORP | 31,000 | $32,000 | 0.0% | $1.02 | — | NOTE 4.375% 1/1 | 04010LAM5 |