Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value: $1.089B (27.0% shares, 73.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 18,329,000 | $32.02M | 2.9% | $1.39 | — | SDCV 3.250% 8/0 | 458140AF7 |
| IVV | ISHARES TR | 125,152 | $29.69M | 2.7% | $208.52 | — | CORE S&P500 ETF | 464287200 |
| — | PRICELINE GRP INC | 20,794,000 | $29.6M | 2.7% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 34,531 | $29.22M | 2.7% | $1009.16 | — | PFD CONV SER A | G0177J116 |
| — | NOVELLUS SYS INC | 5,617,000 | $21.3M | 2.0% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | WELLS FARGO & CO NEW | 15,670 | $19.43M | 1.8% | $1195.72 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 15,157 | $18.11M | 1.7% | $1136.68 | — | 7.25%CNV PFD L | 060505682 |
| — | PRICELINE GRP INC | 9,306,000 | $17.52M | 1.6% | $1.26 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | LAM RESEARCH CORP | 8,082,000 | $17.12M | 1.6% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | CITRIX SYS INC | 13,082,000 | $16.38M | 1.5% | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | WEATHERFORD INTL LTD | 11,821,000 | $15.18M | 1.4% | $1.18 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ANTHEM INC | 291,107 | $14.56M | 1.3% | $48.96 | — | UNIT 05/01/20188 | 036752202 |
| — | HOLOGIC INC | 11,607,000 | $14.36M | 1.3% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | INTEL CORP | 9,264,000 | $12.61M | 1.2% | $1.31 | — | SDCV 12/1 | 458140AD2 |
| — | MICROCHIP TECHNOLOGY INC | 8,426,000 | $12.08M | 1.1% | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | IRONWOOD PHARMACEUTICALS INC | 9,712,000 | $12.07M | 1.1% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | RED HAT INC | 8,832,000 | $11.46M | 1.1% | $1.28 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | STARWOOD WAYPOINT RESIDENTL | 9,477,000 | $11.21M | 1.0% | $1.01 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | ANTHEM INC | 4,731,000 | $10.8M | 1.0% | $2.11 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ILLUMINA INC | 10,305,000 | $10.37M | 1.0% | $1.14 | — | NOTE 6/1 | 452327AF6 |
| — | XILINX INC | 4,665,000 | $9.379M | 0.9% | $1.44 | — | NOTE 2.625% 6/1 | 983919AF8 |
| AGG | ISHARES TR | 86,001 | $9.331M | 0.9% | $109.68 | — | CORE US AGGBD ET | 464287226 |
| — | TTM TECHNOLOGIES INC | 5,228,000 | $9.199M | 0.8% | $1.14 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | CHENIERE ENERGY INC | 13,342,000 | $9.072M | 0.8% | $0.79 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | OLD REP INTL CORP | 6,722,000 | $8.948M | 0.8% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | NVIDIA CORP | 1,622,000 | $8.77M | 0.8% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | DOMINION RES INC VA NEW | 172,125 | $8.643M | 0.8% | $50.46 | — | UNIT 99/99/9999 | 25746U869 |
| — | MICRON TECHNOLOGY INC | 3,184,000 | $8.491M | 0.8% | $1.41 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | VERISIGN INC | 3,243,000 | $8.281M | 0.8% | $2.08 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,276,000 | $8.134M | 0.7% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | HERBALIFE LTD | 8,493,000 | $8.128M | 0.7% | $0.91 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | SPIRIT RLTY CAP INC NEW | 7,962,000 | $8.065M | 0.7% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | NUVASIVE INC | 5,708,000 | $7.787M | 0.7% | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | TESLA INC | 7,703,000 | $7.703M | 0.7% | $0.96 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | WELLTOWER INC | 116,205 | $7.333M | 0.7% | $62.22 | — | 6.50% PFD PREPET | 95040Q203 |
| — | WPX ENERGY INC | 118,810 | $7.195M | 0.7% | $37.00 | — | PFD SER A CV | 98212B202 |
| — | PENNYMAC CORP | 7,396,000 | $7.193M | 0.7% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | PDC ENERGY INC | 6,972,000 | $7.139M | 0.7% | $1.10 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | T MOBILE US INC | 67,095 | $7.055M | 0.6% | $57.53 | — | CONV PFD SER A | 872590203 |
| — | STARWOOD PPTY TR INC | 6,409,000 | $6.998M | 0.6% | $1.07 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | NEXTERA ENERGY INC | 113,430 | $6.754M | 0.6% | $59.13 | — | UNIT 08/31/2018 | 65339F846 |
| — | SPECTRANETICS CORP | 5,845,000 | $6.666M | 0.6% | $1.15 | — | MTNF 2.625% 6/0 | 84760CAA5 |
| — | SEACOR HOLDINGS INC | 7,416,000 | $6.582M | 0.6% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | RPM INTL INC | 5,448,000 | $6.499M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | MOLINA HEALTHCARE INC | 6,078,000 | $6.413M | 0.6% | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | QUIDEL CORP | 6,234,000 | $6.386M | 0.6% | $1.08 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | INTERDIGITAL INC | 4,810,000 | $6.275M | 0.6% | $1.12 | — | NOTE 1.500% 3/0 | 458660AD9 |
| SPY | SPDR S&P 500 ETF TR | 26,349 | $6.213M | 0.6% | $191.89 | — | TR UNIT | 78462F103 |
| — | ENVESTNET INC | 6,634,000 | $6.165M | 0.6% | $0.93 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TESLA INC | 6,234,000 | $6.117M | 0.6% | $0.94 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | J2 GLOBAL INC | 4,526,000 | $6.113M | 0.6% | $1.18 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | WRIGHT MED GROUP INC | 5,118,000 | $6.104M | 0.6% | $0.94 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | 51JOB INC | 5,671,000 | $6.058M | 0.6% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | AMERICAN TOWER CORP NEW | 52,989 | $6.043M | 0.6% | $103.48 | — | PFD CONV SER A | 03027X308 |
| — | WEBMD HEALTH CORP | 5,917,000 | $6.003M | 0.6% | $1.11 | — | NOTE 2.500% 1/3 | 94770VAF9 |
| — | TRINITY INDS INC | 4,839,000 | $5.878M | 0.5% | $1.22 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | MERITOR INC | 3,308,000 | $5.78M | 0.5% | $1.18 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | ADVANCED MICRO DEVICES INC | 2,868,000 | $5.667M | 0.5% | $1.14 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | PANDORA MEDIA INC | 5,473,000 | $5.487M | 0.5% | $1.02 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | ON SEMICONDUCTOR CORP | 4,986,000 | $5.44M | 0.5% | $1.03 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | RAIT FINANCIAL TRUST | 5,900,000 | $5.428M | 0.5% | $0.85 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | REDWOOD TR INC | 5,353,000 | $5.36M | 0.5% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| IWD | ISHARES TR | 46,362 | $5.328M | 0.5% | $100.37 | — | RUS 1000 VAL ETF | 464287598 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,669,000 | $5.278M | 0.5% | $0.98 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SALESFORCE COM INC | 4,082,000 | $5.261M | 0.5% | $1.21 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| FLOT | ISHARES TR | 102,104 | $5.196M | 0.5% | $50.68 | — | FLTG RATE BD ETF | 46429B655 |
| — | BLUCORA INC | 5,150,000 | $5.162M | 0.5% | $0.95 | — | NOTE 4.250% 4/0 | 095229AB6 |
| — | LIBERTY MEDIA CORP | 9,418,000 | $5.092M | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | JDS UNIPHASE CORP | 4,553,000 | $5.064M | 0.5% | $1.03 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | RTI INTL METALS INC | 4,325,000 | $5.024M | 0.5% | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | B2GOLD CORP | 4,531,000 | $4.815M | 0.4% | $0.92 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | WELLS FARGO & CO | 4,788,000 | $4.808M | 0.4% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 5,364,000 | $4.804M | 0.4% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | DYCOM INDS INC | 4,067,000 | $4.752M | 0.4% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | COLONY CAP INC | 4,735,000 | $4.668M | 0.4% | $1.00 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | BLACKSTONE MTG TR INC | 4,077,000 | $4.668M | 0.4% | $1.11 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | SERVICENOW INC | 3,571,000 | $4.593M | 0.4% | $1.20 | — | NOTE 11/0 | 81762PAB8 |
| — | LIVE NATION ENTERTAINMENT IN | 4,215,000 | $4.573M | 0.4% | $1.06 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | IRIDIUM COMMUNICATIONS INC | 13,507 | $4.572M | 0.4% | $321.92 | — | PERP PFD CNV B | 46269C409 |
| — | INPHI CORP | 3,291,000 | $4.538M | 0.4% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | KINDER MORGAN INC DEL | 91,990 | $4.505M | 0.4% | $44.47 | — | PFD SER A | 49456B200 |
| — | FORESTAR GROUP INC | 4,500,000 | $4.467M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | CEMEX SAB DE CV | 3,817,000 | $4.457M | 0.4% | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | JAZZ INVESTMENTS I LTD | 4,173,000 | $4.447M | 0.4% | $1.03 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ELECTRONICS FOR IMAGING INC | 4,085,000 | $4.439M | 0.4% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| — | RAYONIER ADVANCED MATLS INC | 42,654 | $4.409M | 0.4% | $104.12 | — | PFD CV SER A | 75508B203 |
| — | CTRIP COM INTL LTD | 3,915,000 | $4.336M | 0.4% | $1.06 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | MERITAGE HOMES CORP | 4,324,000 | $4.309M | 0.4% | $1.06 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 83,048 | $4.285M | 0.4% | $46.13 | — | COM SHS | 33734K109 |
| — | CHART INDS INC | 4,250,000 | $4.197M | 0.4% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | CLOVIS ONCOLOGY INC | 3,254,000 | $4.19M | 0.4% | $1.29 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | ENCORE CAP GROUP INC | 4,439,000 | $4.186M | 0.4% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | GENERAL CABLE CORP DEL NEW | 5,294,000 | $4.106M | 0.4% | $0.99 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | EURONET WORLDWIDE INC | 3,205,000 | $4.055M | 0.4% | $1.18 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ALBANY MOLECULAR RESH INC | 3,650,000 | $3.972M | 0.4% | $1.23 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | EMERGENT BIOSOLUTIONS INC | 3,300,000 | $3.927M | 0.4% | $1.14 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | BOTTOMLINE TECH DEL INC | 3,900,000 | $3.92M | 0.4% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | ILLUMINA INC | 3,703,000 | $3.834M | 0.4% | $1.20 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | FINISAR CORP | 3,396,000 | $3.813M | 0.4% | $1.18 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $3.802M | 0.3% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | EXELON CORP | 77,020 | $3.796M | 0.3% | $48.70 | — | UNIT 99/99/9999 | 30161N127 |
| — | YANDEX NV | 3,973,000 | $3.79M | 0.3% | $0.86 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | INSULET CORP | 3,321,000 | $3.746M | 0.3% | $0.96 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | SOUTHWESTERN ENERGY CO | 188,960 | $3.733M | 0.3% | $33.14 | — | DEP SHS 1/20 B | 845467208 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,300,000 | $3.645M | 0.3% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | ARCONIC INC | 89,775 | $3.642M | 0.3% | $30.12 | — | PFD CONV B SER 1 | 03965L308 |
| — | AKAMAI TECHNOLOGIES INC | 3,624,000 | $3.59M | 0.3% | $1.05 | — | DBCV 2/1 | 00971TAG6 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,974,000 | $3.511M | 0.3% | $1.14 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | FRONTIER COMMUNICATIONS CORP | 70,837 | $3.486M | 0.3% | $97.93 | — | PFD CONV SER-A | 35906A207 |
| — | CORNERSTONE ONDEMAND INC | 3,369,000 | $3.436M | 0.3% | $1.02 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | ENERNOC INC | 4,050,000 | $3.433M | 0.3% | $0.71 | — | DBCV 2.250% 8/1 | 292764AB3 |
| — | MEDIDATA SOLUTIONS INC | 2,983,000 | $3.405M | 0.3% | $1.16 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | MICROCHIP TECHNOLOGY INC | 1,092,000 | $3.392M | 0.3% | $1.74 | — | SDCV 2.125%12/1 | 595017AB0 |
| VYX | NCR CORP NEW | 2,000 | $3.392M | 0.3% | $27.40 | 0.0% | COM | 62886E108 |
| — | ECHO GLOBAL LOGISTICS INC | 3,559,000 | $3.352M | 0.3% | $0.91 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | PROOFPOINT INC | 1,750,000 | $3.347M | 0.3% | $1.45 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | SILVER STD RES INC | 3,392,000 | $3.316M | 0.3% | $0.91 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | BLACK HILLS CORP | 44,987 | $3.294M | 0.3% | $67.89 | — | UNIT 99/99/9999 | 092113125 |
| — | VIRTUS INVT PARTNERS INC | 33,501 | $3.272M | 0.3% | $97.67 | — | PFD CV SER D | 92828Q208 |
| — | ENDOLOGIX INC | 3,256,000 | $3.217M | 0.3% | $1.05 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | TESLA INC | 3,000,000 | $3.118M | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | HARMONIC INC | 2,500,000 | $3.112M | 0.3% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | AMAG PHARMACEUTICALS INC | 2,830,000 | $3.084M | 0.3% | $1.09 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WEBMD HEALTH CORP | 2,589,000 | $3.069M | 0.3% | $1.15 | — | NOTE 1.500%12/0 | 94770VAK8 |
| — | NAVISTAR INTL CORP NEW | 3,179,000 | $3.052M | 0.3% | $0.95 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ACORDA THERAPEUTICS INC | 3,583,000 | $3.046M | 0.3% | $1.07 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | HORIZON PHARMA INVT LTD | 3,325,000 | $3.025M | 0.3% | $0.91 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | IGI LABORATORIES INC | 3,000,000 | $3.012M | 0.3% | $0.97 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | NUANCE COMMUNICATIONS INC | 3,157,000 | $3.006M | 0.3% | $0.90 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | TCP CAP CORP | 2,750,000 | $2.883M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,675,000 | $2.832M | 0.3% | $1.06 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | THERAVANCE INC | 3,000,000 | $2.832M | 0.3% | $0.94 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| IYW | ISHARES TR | 20,810 | $2.813M | 0.3% | $107.42 | — | U.S. TECH ETF | 464287721 |
| — | PROOFPOINT INC | 2,448,000 | $2.788M | 0.3% | $1.15 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | VEECO INSTRS INC DEL | 2,652,000 | $2.76M | 0.3% | $1.04 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | ISIS PHARMACEUTICALS INC DEL | 2,859,000 | $2.755M | 0.3% | $0.99 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ARES CAP CORP | 2,651,000 | $2.723M | 0.3% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | WABASH NATL CORP | 1,500,000 | $2.716M | 0.2% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | INTEGRATED DEVICE TECHNOLOGY | 2,697,000 | $2.7M | 0.2% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | LIBERTY INTERACTIVE LLC | 2,397,000 | $2.694M | 0.2% | $1.06 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | YAHOO INC | 2,594,000 | $2.688M | 0.2% | $1.11 | — | NOTE 12/0 | 984332AF3 |
| — | APOLLO COML REAL EST FIN INC | 2,431,000 | $2.672M | 0.2% | $1.01 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| — | HUNTINGTON BANCSHARES INC | 1,928 | $2.632M | 0.2% | $1290.73 | — | PFD CONV SER A | 446150401 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,650,000 | $2.631M | 0.2% | $0.81 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | OASIS PETE INC NEW | 1,947,000 | $2.623M | 0.2% | $1.39 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| TBF | PROSHARES TR | 110,000 | $2.581M | 0.2% | $23.89 | — | SHRT 20+YR TRE | 74347X849 |
| — | ANADARKO PETE CORP | 59,210 | $2.553M | 0.2% | $36.92 | — | UNIT 99/99/9999 | 032511404 |
| — | SUNPOWER CORP | 3,198,000 | $2.5M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | IMPAX LABORATORIES INC | 3,000,000 | $2.46M | 0.2% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | RESOURCE CAP CORP | 2,410,000 | $2.418M | 0.2% | $0.98 | — | NOTE 8.000% 1/1 | 76120WAB0 |
| — | MERCADOLIBRE INC | 1,355,000 | $2.356M | 0.2% | $1.27 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| HEZU | ISHARES TR | 81,963 | $2.352M | 0.2% | $28.05 | — | CUR HD EURZN ETF | 46434V639 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 853,000 | $2.352M | 0.2% | $1.47 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | INCYTE CORP | 880,000 | $2.286M | 0.2% | $1.70 | — | NOTE 0.375%11/1 | 45337CAM4 |
| QUAL | ISHARES TR | 31,192 | $2.272M | 0.2% | $65.79 | — | USA QUALITY FCTR | 46432F339 |
| — | ACETO CORP | 2,418,000 | $2.209M | 0.2% | $0.96 | — | NOTE 2.000%11/0 | 004446AD2 |
| — | NEWMONT MINING CORP | 2,187,000 | $2.191M | 0.2% | $1.09 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | CARDTRONICS INC | 2,008,000 | $2.172M | 0.2% | $1.03 | — | NOTE 1.000%12/0 | 14161HAG3 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 41,666 | $2.167M | 0.2% | $52.17 | — | FST LOW OPPT EFT | 33739Q200 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 2,117,000 | $2.12M | 0.2% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | PALO ALTO NETWORKS INC | 1,604,000 | $1.908M | 0.2% | $1.61 | — | NOTE 7/0 | 697435AB1 |
| — | POWERSHARES ETF TRUST II | 80,985 | $1.884M | 0.2% | $23.35 | — | SENIOR LN PORT | 73936Q769 |
| — | DEPOMED INC | 2,000,000 | $1.868M | 0.2% | $0.93 | — | NOTE 2.500% 9/0 | 249908AA2 |
| GOOGL | ALPHABET INC | 2,179 | $1.846M | 0.2% | $36.71 | +13.7% | CAP STK CL A | 02079K305 |
| — | HURON CONSULTING GROUP INC | 2,000,000 | $1.844M | 0.2% | $1.01 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | FIDELITY NATIONAL FINANCIAL | 827,000 | $1.821M | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| AAPL | APPLE INC | 12,368 | $1.777M | 0.2% | $18.42 | +65.3% | COM | 037833100 |
| XLU | SELECT SECTOR SPDR TR | 32,506 | $1.668M | 0.2% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | DANAHER CORP DEL | 508,000 | $1.661M | 0.2% | $1.90 | — | NOTE 1/2 | 235851AF9 |
| — | NATIONAL HEALTH INVS INC | 1,444,000 | $1.61M | 0.1% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | ENCORE CAP GROUP INC | 1,829,000 | $1.596M | 0.1% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| IEMG | ISHARES INC | 32,633 | $1.561M | 0.1% | $47.84 | — | CORE MSCI EMKT | 46434G103 |
| — | SUCAMPO PHARMACEUTICALS INC | 1,560,000 | $1.544M | 0.1% | $1.06 | — | DBCV 3.250%12/1 | 864909AA4 |
| — | TYSON FOODS INC | 22,690 | $1.524M | 0.1% | $49.68 | — | UNIT 99/99/9999 | 902494301 |
| — | MEDICINES CO | 934,000 | $1.476M | 0.1% | $1.16 | — | NOTE 2.500% 1/1 | 584688AE5 |
| IYR | ISHARES TR | 17,361 | $1.362M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| IWS | ISHARES TR | 16,279 | $1.351M | 0.1% | $70.94 | — | RUS MDCP VAL ETF | 464287473 |
| — | FIREEYE INC | 1,500,000 | $1.345M | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| XLE | SELECT SECTOR SPDR TR | 19,152 | $1.34M | 0.1% | $75.28 | — | SBI INT-ENERGY | 81369Y506 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,321,000 | $1.295M | 0.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| MSFT | MICROSOFT CORP | 19,564 | $1.289M | 0.1% | $32.91 | +75.8% | COM | 594918104 |
| JPM | JPMORGAN CHASE & CO | 13,845 | $1.218M | 0.1% | $37.03 | +88.2% | COM | 46625H100 |
| C | CITIGROUP INC | 19,782 | $1.182M | 0.1% | $36.88 | +21.1% | COM NEW | 172967424 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.143M | 0.1% | $74.42 | +24.4% | COM | 494368103 |
| — | GLOBAL EAGLE ENTMT INC | 2,000,000 | $1.061M | 0.1% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | RAMCO-GERSHENSON PPTYS TR | 18,912 | $1.022M | 0.1% | $57.23 | — | PERP PFD-D CV | 751452608 |
| — | LABORATORY CORP AMER HLDGS | 528,000 | $1.01M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| META | FACEBOOK INC | 6,980 | $993K | 0.1% | $69.64 | +90.6% | CL A | 30303M102 |
| JNJ | JOHNSON & JOHNSON | 7,876 | $980K | 0.1% | $65.08 | +43.5% | COM | 478160104 |
| TBT | PROSHARES TR | 24,635 | $964K | 0.1% | $40.64 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | TWITTER INC | 1,000,000 | $912K | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | PRICELINE GRP INC | 801,000 | $901K | 0.1% | $1.05 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NOVAVAX INC | 1,882,000 | $850K | 0.1% | $0.45 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | GENERAL ELECTRIC CO | 28,249 | $842K | 0.1% | $24.14 | — | COM | 369604103 |
| PFE | PFIZER INC | 24,207 | $828K | 0.1% | $16.79 | +27.5% | COM | 717081103 |
| — | PDL BIOPHARMA INC | 950,000 | $825K | 0.1% | $0.83 | — | NOTE 2.750%12/0 | 69329YAG9 |
| AMZN | AMAZON COM INC | 929 | $823K | 0.1% | $15.52 | +168.6% | COM | 023135106 |
| — | ROYAL GOLD INC | 759,000 | $802K | 0.1% | $1.06 | — | NOTE 2.875% 6/1 | 780287AA6 |
| L | LOEWS CORP | 16,540 | $774K | 0.1% | $42.08 | +6.7% | COM | 540424108 |
| PG | PROCTER AND GAMBLE CO | 8,566 | $769K | 0.1% | $58.66 | +19.4% | COM | 742718109 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,541 | $758K | 0.1% | $127.86 | +30.8% | CL B NEW | 084670702 |
| BAC | BANK AMER CORP | 31,916 | $753K | 0.1% | $11.46 | +69.1% | COM | 060505104 |
| — | SPIRIT RLTY CAP INC NEW | 733,000 | $751K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| UNH | UNITEDHEALTH GROUP INC | 4,222 | $695K | 0.1% | $51.60 | +175.4% | COM | 91324P102 |
| VZ | VERIZON COMMUNICATIONS INC | 14,051 | $683K | 0.1% | $28.52 | +10.2% | COM | 92343V104 |
| XOM | EXXON MOBIL CORP | 8,298 | $682K | 0.1% | $53.89 | +4.1% | COM | 30231G102 |
| T | AT&T INC | 16,292 | $676K | 0.1% | $11.49 | +45.7% | COM | 00206R102 |
| — | VIPSHOP HLDGS LTD | 668,000 | $672K | 0.1% | $1.07 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| IYM | ISHARES TR | 7,537 | $671K | 0.1% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| — | STARWOOD PPTY TR INC | 656,000 | $666K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| EEMV | ISHARES | 12,408 | $663K | 0.1% | $52.26 | — | MIN VOL EMRG MKT | 464286533 |
| HD | HOME DEPOT INC | 4,522 | $663K | 0.1% | $57.41 | +99.2% | COM | 437076102 |
| — | EPR PPTYS | 21,992 | $636K | 0.1% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| — | MICRON TECHNOLOGY INC | 532,000 | $595K | 0.1% | $1.12 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | MICRON TECHNOLOGY INC | 222,000 | $587K | 0.1% | $2.15 | — | NOTE 1.625% 2/1 | 595112AU7 |
| INTC | INTEL CORP | 15,961 | $575K | 0.1% | $22.17 | +33.8% | COM | 458140100 |
| — | CELGENE CORP | 4,598 | $572K | 0.1% | $108.82 | — | COM | 151020104 |
| KO | COCA COLA CO | 13,204 | $559K | 0.1% | $28.21 | +11.7% | COM | 191216100 |
| DBJP | DBX ETF TR | 14,830 | $556K | 0.1% | $33.77 | — | XTRAK MSCI JAPN | 233051507 |
| WFC | WELLS FARGO & CO NEW | 9,780 | $544K | 0.0% | $32.79 | +35.3% | COM | 949746101 |
| MO | ALTRIA GROUP INC | 7,476 | $534K | 0.0% | $21.85 | +76.5% | COM | 02209S103 |
| — | CONSOLIDATED TOMOKA LD CO | 517,000 | $522K | 0.0% | $0.96 | — | NOTE 4.500% 3/1 | 210226AB2 |
| — | SM ENERGY CO | 509,000 | $507K | 0.0% | $1.15 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| CSCO | CISCO SYS INC | 14,625 | $495K | 0.0% | $15.72 | +57.3% | COM | 17275R102 |
| ORCL | ORACLE CORP | 11,004 | $490K | 0.0% | $30.91 | +18.0% | COM | 68389X105 |
| PEP | PEPSICO INC | 4,375 | $490K | 0.0% | $56.46 | +45.1% | COM | 713448108 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 8,052 | $484K | 0.0% | $60.00 | — | FIRST TR ENH NEW | 33739Q408 |
| — | NUANCE COMMUNICATIONS INC | 454,000 | $463K | 0.0% | $1.05 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | SUNTRUST BKS INC | 8,229 | $454K | 0.0% | $35.24 | — | COM | 867914103 |
| CVX | CHEVRON CORP NEW | 4,176 | $449K | 0.0% | $71.15 | +7.9% | COM | 166764100 |
| — | HELIX ENERGY SOLUTIONS GRP I | 452,000 | $449K | 0.0% | $1.03 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| XRT | SPDR SERIES TRUST | 10,533 | $444K | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| — | CIENA CORP | 325,000 | $443K | 0.0% | $1.40 | — | DEBT 4.000%12/1 | 171779AK7 |
| MRK | MERCK & CO INC | 6,982 | $443K | 0.0% | $35.19 | +30.9% | COM | 58933Y105 |
| FDX | FEDEX CORP | 2,262 | $442K | 0.0% | $84.07 | +96.4% | COM | 31428X106 |
| AMGN | AMGEN INC | 2,602 | $427K | 0.0% | $84.64 | +50.3% | COM | 031162100 |
| KEY | KEYCORP NEW | 22,954 | $407K | 0.0% | $8.85 | +41.2% | COM | 493267108 |
| — | RAYTHEON CO | 2,556 | $392K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| GD | GENERAL DYNAMICS CORP | 2,100 | $391K | 0.0% | $110.33 | +37.9% | COM | 369550108 |
| — | HORIZON GLOBAL CORP | 424,000 | $384K | 0.0% | $0.91 | — | NOTE 2.750% 7/0 | 44052WAA2 |
| MET | METLIFE INC | 7,140 | $378K | 0.0% | $27.24 | +29.7% | COM | 59156R108 |
| MA | MASTERCARD INCORPORATED | 3,374 | $378K | 0.0% | $70.29 | +48.3% | CL A | 57636Q104 |
| UNP | UNION PAC CORP | 3,526 | $372K | 0.0% | $73.21 | +19.7% | COM | 907818108 |
| CMCSA | COMCAST CORP NEW | 9,433 | $357K | 0.0% | $22.84 | +31.0% | CL A | 20030N101 |
| — | ALLERGAN PLC | 1,476 | $353K | 0.0% | $302.92 | — | SHS | G0177J108 |
| DIS | DISNEY WALT CO | 3,099 | $350K | 0.0% | $56.71 | +81.7% | COM DISNEY | 254687106 |
| V | VISA INC | 3,862 | $342K | 0.0% | $61.42 | +31.7% | COM CL A | 92826C839 |
| MDT | MEDTRONIC PLC | 4,084 | $330K | 0.0% | $58.85 | +6.0% | SHS | G5960L103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 5,544 | $329K | 0.0% | $46.08 | +13.3% | COM | 45866F104 |
| ARCC | ARES CAP CORP | 18,333 | $319K | 0.0% | $6.69 | +11.3% | COM | 04010L103 |
| PM | PHILIP MORRIS INTL INC | 2,772 | $313K | 0.0% | $52.42 | +25.1% | COM | 718172109 |
| DAL | DELTA AIR LINES INC DEL | 6,728 | $311K | 0.0% | $19.21 | +128.8% | COM NEW | 247361702 |
| TXN | TEXAS INSTRS INC | 3,822 | $310K | 0.0% | $42.34 | +43.2% | COM | 882508104 |
| SLB | SCHLUMBERGER LTD | 3,943 | $309K | 0.0% | $53.02 | +19.5% | COM | 806857108 |
| — | LAM RESEARCH CORP | 2,365 | $304K | 0.0% | $83.51 | — | COM | 512807108 |
| MMM | 3M CO | 1,583 | $304K | 0.0% | $61.79 | +83.9% | COM | 88579Y101 |
| ABT | ABBOTT LABS | 6,668 | $296K | 0.0% | $29.00 | +27.3% | COM | 002824100 |
| MCD | MCDONALDS CORP | 2,260 | $293K | 0.0% | $75.70 | +34.3% | COM | 580135101 |
| TJX | TJX COS INC NEW | 3,641 | $289K | 0.0% | $28.75 | +18.3% | COM | 872540109 |
| COP | CONOCOPHILLIPS | 5,754 | $287K | 0.0% | $32.79 | +11.5% | COM | 20825C104 |
| HON | HONEYWELL INTL INC | 2,273 | $283K | 0.0% | $73.48 | +25.1% | COM | 438516106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,850 | $282K | 0.0% | $124.96 | +19.4% | COM | 883556102 |
| COST | COSTCO WHSL CORP NEW | 1,651 | $276K | 0.0% | $119.70 | +19.4% | COM | 22160K105 |
| — | CBS CORP NEW | 3,935 | $275K | 0.0% | $54.71 | — | CL B | 124857202 |
| BA | BOEING CO | 1,554 | $275K | 0.0% | $83.50 | +90.1% | COM | 097023105 |
| — | TIME WARNER INC | 2,776 | $272K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| — | AETNA INC NEW | 2,125 | $270K | 0.0% | $111.04 | — | COM | 00817Y108 |
| — | ALZA CORP | 157,000 | $268K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| GILD | GILEAD SCIENCES INC | 3,898 | $263K | 0.0% | $49.18 | +3.0% | COM | 375558103 |
| ABBV | ABBVIE INC | 4,014 | $261K | 0.0% | $28.68 | +51.6% | COM | 00287Y109 |
| — | PRICELINE GRP INC | 144 | $258K | 0.0% | $1444.44 | — | COM NEW | 741503403 |
| — | PIONEER NAT RES CO | 1,370 | $257K | 0.0% | $179.90 | — | COM | 723787107 |
| — | UNITED TECHNOLOGIES CORP | 2,277 | $254K | 0.0% | $93.15 | — | COM | 913017109 |
| IYE | ISHARES TR | 6,550 | $252K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| IVZ | INVESCO LTD | 8,105 | $247K | 0.0% | $19.66 | +5.3% | SHS | G491BT108 |
| ON | ON SEMICONDUCTOR CORP | 15,812 | $245K | 0.0% | $8.79 | +64.9% | COM | 682189105 |
| — | DU PONT E I DE NEMOURS & CO | 3,060 | $244K | 0.0% | $64.67 | — | COM | 263534109 |
| WMT | WAL-MART STORES INC | 3,310 | $238K | 0.0% | $20.69 | -4.4% | COM | 931142103 |
| LOW | LOWES COS INC | 2,855 | $234K | 0.0% | $58.89 | +10.4% | COM | 548661107 |
| EQT | EQT CORP | 3,770 | $232K | 0.0% | $36.40 | -15.5% | COM | 26884L109 |
| CVS | CVS HEALTH CORP | 2,922 | $229K | 0.0% | $42.55 | +42.4% | COM | 126650100 |
| NXPI | NXP SEMICONDUCTORS N V | 2,191 | $227K | 0.0% | $75.31 | +19.3% | COM | N6596X109 |
| — | DISCOVER FINL SVCS | 3,259 | $223K | 0.0% | $72.63 | — | COM | 254709108 |
| QCOM | QUALCOMM INC | 3,902 | $223K | 0.0% | $40.28 | +13.0% | COM | 747525103 |
| EG | EVEREST RE GROUP LTD | 945 | $222K | 0.0% | $170.53 | +11.4% | COM | G3223R108 |
| NKE | NIKE INC | 3,933 | $221K | 0.0% | $50.72 | -2.9% | CL B | 654106103 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,255 | $220K | 0.0% | $103.05 | +11.0% | COM | 459200101 |
| LMT | LOCKHEED MARTIN CORP | 818 | $219K | 0.0% | $195.92 | +5.5% | COM | 539830109 |
| BIIB | BIOGEN INC | 781 | $212K | 0.0% | $296.18 | -4.5% | COM | 09062X103 |
| GIS | GENERAL MLS INC | 3,581 | $211K | 0.0% | $40.05 | +11.4% | COM | 370334104 |
| AIG | AMERICAN INTL GROUP INC | 3,385 | $210K | 0.0% | $49.81 | +2.7% | COM NEW | 026874784 |
| ETN | EATON CORP PLC | 2,805 | $206K | 0.0% | $59.00 | 0.0% | SHS | G29183103 |
| EOG | EOG RES INC | 2,073 | $200K | 0.0% | $65.14 | +14.0% | COM | 26875P101 |
| IP | INTL PAPER CO | 3,900 | $200K | 0.0% | $31.25 | +9.3% | COM | 460146103 |
| — | WELLS FARGO & CO | 182,000 | $175K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| F | FORD MTR CO DEL | 12,777 | $149K | 0.0% | $7.47 | +4.1% | COM PAR $0.01 | 345370860 |
| — | AIR LEASE CORP | 98,000 | $139K | 0.0% | $1.34 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | PROSPECT CAPITAL CORPORATION | 118,000 | $119K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | XEROX CORP | 14,488 | $106K | 0.0% | $13.38 | — | COM | 984121103 |
| — | ARES CAP CORP | 100,000 | $102K | 0.0% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | BIOMARIN PHARMACEUTICAL INC | 77,000 | $87,000 | 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 |
| — | AMERICAN RLTY CAP PPTYS INC | 70,000 | $70,000 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | JANUS CAP GROUP INC | 33,000 | $44,000 | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 47102XAH8 |
| — | GREENBRIER COS INC | 32,000 | $42,000 | 0.0% | $1.31 | — | NOTE 3.500% 4/0 | 393657AH4 |
| — | MGIC INVT CORP WIS | 23,000 | $33,000 | 0.0% | $1.43 | — | NOTE 2.000% 4/0 | 552848AE3 |