Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Nov 14, 2017
Total Value: $1.172B (27.7% shares, 72.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 134,916 | $34.13M | 2.9% | $210.99 | — | CORE S&P500 ETF | 464287200 |
| — | INTEL CORP | 16,413,000 | $30.16M | 2.6% | $1.39 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | NOVELLUS SYS INC | 5,330,000 | $29.27M | 2.5% | $2.79 | — | NOTE 2.625% 5/1 | 670008AD3 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 35,839 | $26.44M | 2.3% | $1002.38 | — | PFD CONV SER A | G0177J116 |
| — | WELLS FARGO CO NEW | 16,641 | $21.89M | 1.9% | $1202.51 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 14,490,000 | $20.91M | 1.8% | $1.17 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BANK AMER CORP | 15,686 | $20.42M | 1.7% | $1140.85 | — | 7.25%CNV PFD L | 060505682 |
| — | INTEL CORP | 12,462,000 | $17.73M | 1.5% | $1.32 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | ANTHEM INC | 328,519 | $17.11M | 1.5% | $49.32 | — | UNIT 05/01/20188 | 036752202 |
| — | DISH NETWORK CORP | 15,041,000 | $16.83M | 1.4% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PRICELINE GRP INC | 13,420,000 | $15.4M | 1.3% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | PRICELINE GRP INC | 7,594,000 | $14.66M | 1.3% | $1.26 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| — | BECTON DICKINSON & CO | 261,707 | $14.37M | 1.2% | $54.63 | — | PFD SHS CONV A | 075887208 |
| — | VERISIGN INC | 4,486,000 | $13.96M | 1.2% | $2.35 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | QUIDEL CORP | 9,067,000 | $13.73M | 1.2% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | MICROCHIP TECHNOLOGY INC | 7,841,000 | $13.68M | 1.2% | $1.07 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | RED HAT INC | 8,824,000 | $13.58M | 1.2% | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | WEATHERFORD INTL LTD | 12,192,000 | $13.31M | 1.1% | $1.17 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ANTHEM INC | 5,088,000 | $13.2M | 1.1% | $2.15 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ILLUMINA INC | 11,963,000 | $12.62M | 1.1% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | MICRON TECHNOLOGY INC | 3,391,000 | $12.11M | 1.0% | $1.51 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | STARWOOD WAYPOINT RESIDENTL | 9,805,000 | $12.04M | 1.0% | $1.02 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | LAM RESEARCH CORP | 3,646,000 | $11.15M | 1.0% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| AGG | ISHARES TR | 93,280 | $10.22M | 0.9% | $109.67 | — | CORE US AGGBD ET | 464287226 |
| — | NAVISTAR INTL CORP NEW | 9,294,000 | $10.19M | 0.9% | $1.03 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ENVESTNET INC | 9,650,000 | $10.14M | 0.9% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | YAHOO INC | 7,744,000 | $10.05M | 0.9% | $1.14 | — | NOTE 12/0 | 984332AF3 |
| — | HERBALIFE LTD | 9,600,000 | $9.6M | 0.8% | $0.92 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | TESLA INC | 8,546,000 | $9.384M | 0.8% | $0.97 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,831,000 | $9.301M | 0.8% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | CHENIERE ENERGY INC | 13,342,000 | $9.239M | 0.8% | $0.79 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | WELLTOWER INC | 145,015 | $9.158M | 0.8% | $63.03 | — | 6.50% PFD PREPET | 95040Q203 |
| — | CITRIX SYS INC | 7,724,000 | $8.959M | 0.8% | $1.07 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | WRIGHT MED GROUP INC | 8,034,000 | $8.681M | 0.7% | $0.99 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | ILLUMINA INC | 7,551,000 | $8.583M | 0.7% | $1.13 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $8.438M | 0.7% | $1.14 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | 51JOB INC | 5,671,000 | $8.348M | 0.7% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | NEXTERA ENERGY INC | 122,720 | $8.101M | 0.7% | $59.53 | — | UNIT 08/31/2018 | 65339F846 |
| — | TESLA INC | 7,151,000 | $8.054M | 0.7% | $0.97 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,114,000 | $7.553M | 0.6% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | CEMEX SAB DE CV | 6,431,000 | $7.336M | 0.6% | $1.16 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | PENNYMAC CORP | 7,396,000 | $7.312M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | MOLINA HEALTHCARE INC | 5,804,000 | $7.272M | 0.6% | $1.21 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | CROWN CASTLE INTL CORP NEW | 6,827 | $7.241M | 0.6% | $1060.64 | — | 6.875% CON PFD A | 22822V309 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 5,844,000 | $7.048M | 0.6% | $1.13 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ON SEMICONDUCTOR CORP | 5,892,000 | $7.03M | 0.6% | $1.05 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | STARWOOD PPTY TR INC | 6,624,000 | $7.01M | 0.6% | $1.07 | — | NOTE 4.550% 3/0 | 85571BAA3 |
| — | AMERICAN TOWER CORP NEW | 56,751 | $6.906M | 0.6% | $120.75 | — | DEP PFD CONV SE | 03027X407 |
| FLOT | ISHARES TR | 134,994 | $6.878M | 0.6% | $50.75 | — | FLTG RATE NT ETF | 46429B655 |
| — | PDC ENERGY INC | 7,000,000 | $6.817M | 0.6% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | TRINITY INDS INC | 5,051,000 | $6.772M | 0.6% | $1.23 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | RPM INTL INC | 5,833,000 | $6.724M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ROYAL GOLD INC | 6,048,000 | $6.672M | 0.6% | $1.10 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | T MOBILE US INC | 66,520 | $6.636M | 0.6% | $58.87 | — | CONV PFD SER A | 872590203 |
| — | SEACOR HOLDINGS INC | 7,416,000 | $6.623M | 0.6% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | THERAVANCE INC | 6,713,000 | $6.551M | 0.6% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SALESFORCE COM INC | 4,584,000 | $6.436M | 0.5% | $1.23 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | LIVE NATION ENTERTAINMENT IN | 4,775,000 | $6.302M | 0.5% | $1.08 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,162,000 | $6.244M | 0.5% | $1.00 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | HANNON ARMSTRONG SUST INFR C | 6,016,000 | $6.197M | 0.5% | $1.03 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | EMERGENT BIOSOLUTIONS INC | 4,300,000 | $6.179M | 0.5% | $1.17 | — | NOTE 2.875% 1/1 | 29089QAB1 |
| — | ARES CAP CORP | 5,678,000 | $5.804M | 0.5% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,500,000 | $5.732M | 0.5% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | LIBERTY MEDIA CORP | 10,418,000 | $5.711M | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| SPY | SPDR S&P 500 ETF TR | 22,189 | $5.575M | 0.5% | $193.30 | — | TR UNIT | 78462F103 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,218,000 | $5.511M | 0.5% | $1.02 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | OLD REP INTL CORP | 4,253,000 | $5.439M | 0.5% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,119,000 | $5.421M | 0.5% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | REDWOOD TR INC | 5,353,000 | $5.39M | 0.5% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | JAZZ INVESTMENTS I LTD | 5,101,000 | $5.371M | 0.5% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | LIBERTY INTERACTIVE LLC | 4,527,000 | $5.364M | 0.5% | $1.10 | — | DEB 1.750% 9/3 | 530610AD6 |
| — | ADVANCED MICRO DEVICES INC | 2,975,000 | $5.268M | 0.4% | $1.16 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ACORDA THERAPEUTICS INC | 5,683,000 | $5.129M | 0.4% | $0.99 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | KB HOME | 4,847,000 | $5.086M | 0.4% | $1.07 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | ENCORE CAP GROUP INC | 4,439,000 | $5.078M | 0.4% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 94,945 | $4.937M | 0.4% | $52.13 | — | FST LOW OPPT EFT | 33739Q200 |
| IWD | ISHARES TR | 41,485 | $4.918M | 0.4% | $105.00 | — | RUS 1000 VAL ETF | 464287598 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 89,258 | $4.902M | 0.4% | $46.60 | — | COM SHS | 33734K109 |
| — | COLONY CAP INC | 4,885,000 | $4.896M | 0.4% | $1.00 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | IRIDIUM COMMUNICATIONS INC | 13,507 | $4.892M | 0.4% | $321.92 | — | PERP PFD CNV B | 46269C409 |
| — | RTI INTL METALS INC | 4,373,000 | $4.866M | 0.4% | $1.03 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | VEECO INSTRS INC DEL | 5,065,000 | $4.844M | 0.4% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | EURONET WORLDWIDE INC | 3,574,000 | $4.832M | 0.4% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | JDS UNIPHASE CORP | 4,580,000 | $4.788M | 0.4% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | CTRIP COM INTL LTD | 4,202,000 | $4.779M | 0.4% | $1.07 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | MEDICINES CO | 4,518,000 | $4.748M | 0.4% | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | GENERAL CABLE CORP DEL NEW | 5,294,000 | $4.698M | 0.4% | $0.99 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | B2GOLD CORP | 4,531,000 | $4.687M | 0.4% | $0.92 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | WELLS FARGO & CO | 4,788,000 | $4.637M | 0.4% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | FORESTAR GROUP INC | 4,500,000 | $4.551M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | DOMINION ENERGY INC | 89,825 | $4.545M | 0.4% | $50.26 | — | UNIT 08/15/2019 | 25746U836 |
| — | BLACKSTONE MTG TR INC | 3,982,000 | $4.544M | 0.4% | $1.11 | — | NOTE 5.250%12/0 | 09257WAA8 |
| — | RAYONIER ADVANCED MATLS INC | 42,654 | $4.475M | 0.4% | $104.12 | — | PFD CV SER A | 75508B203 |
| — | WRIGHT MED GROUP N V | 3,287,000 | $4.411M | 0.4% | $1.41 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | AMAG PHARMACEUTICALS INC | 4,500,000 | $4.376M | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | CLOVIS ONCOLOGY INC | 2,813,000 | $4.333M | 0.4% | $1.29 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | BLACKHAWK NETWORK HLDGS INC | 3,882,000 | $4.333M | 0.4% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| — | BLACKSTONE MTG TR INC | 4,250,000 | $4.276M | 0.4% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,274,000 | $4.274M | 0.4% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | INSULET CORP | 3,428,000 | $4.265M | 0.4% | $0.97 | — | NOTE 2.000% 6/1 | 45784PAD3 |
| — | CHART INDS INC | 4,250,000 | $4.233M | 0.4% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | BOTTOMLINE TECH DEL INC | 3,900,000 | $4.156M | 0.4% | $1.08 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | J2 GLOBAL INC | 3,250,000 | $4.024M | 0.3% | $1.18 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | STANLEY BLACK & DECKER INC | 35,135 | $3.999M | 0.3% | $108.50 | — | UNIT 05/15/2020 | 854502887 |
| — | KINDER MORGAN INC DEL | 94,695 | $3.977M | 0.3% | $44.42 | — | PFD SER A | 49456B200 |
| — | DYCOM INDS INC | 3,481,000 | $3.953M | 0.3% | $1.09 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | YANDEX NV | 3,973,000 | $3.95M | 0.3% | $0.86 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | PROOFPOINT INC | 1,750,000 | $3.909M | 0.3% | $1.45 | — | NOTE 1.250%12/1 | 743424AB9 |
| — | MEDIDATA SOLUTIONS INC | 2,827,000 | $3.895M | 0.3% | $1.16 | — | NOTE 1.000% 8/0 | 58471AAB1 |
| — | PROOFPOINT INC | 3,106,000 | $3.874M | 0.3% | $1.17 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | RENEWABLE ENERGY GROUP INC | 2,908,000 | $3.808M | 0.3% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | PANDORA MEDIA INC | 4,032,000 | $3.764M | 0.3% | $1.02 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | BLACK HILLS CORP | 49,692 | $3.732M | 0.3% | $68.47 | — | UNIT 99/99/9999 | 092113125 |
| — | TESLA INC | 3,000,000 | $3.685M | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $3.683M | 0.3% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 4,000,000 | $3.678M | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | WORKDAY INC | 2,800,000 | $3.653M | 0.3% | $1.29 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | SERVICENOW INC | 2,228,000 | $3.578M | 0.3% | $1.20 | — | NOTE 11/0 | 81762PAB8 |
| — | VIRTUS INVT PARTNERS INC | 33,501 | $3.469M | 0.3% | $97.67 | — | PFD CV SER D | 92828Q208 |
| — | KNOWLES CORP | 3,030,000 | $3.414M | 0.3% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | SILVER STD RES INC | 3,392,000 | $3.407M | 0.3% | $0.91 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | HORIZON PHARMA INVT LTD | 3,500,000 | $3.161M | 0.3% | $0.91 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,300,000 | $3.109M | 0.3% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | NUANCE COMMUNICATIONS INC | 3,304,000 | $3.094M | 0.3% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 2,870,000 | $3.069M | 0.3% | $1.03 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | RADIUS HEALTH INC | 3,000,000 | $3.024M | 0.3% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | HUNTINGTON BANCSHARES INC | 2,032 | $2.988M | 0.3% | $1299.39 | — | PFD CONV SER A | 446150401 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 146,910 | $2.95M | 0.3% | $20.06 | — | PFD SECS INC ETF | 33739E108 |
| — | WABASH NATL CORP | 1,500,000 | $2.947M | 0.3% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| — | TCP CAP CORP | 2,750,000 | $2.892M | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | IGI LABORATORIES INC | 3,000,000 | $2.873M | 0.2% | $0.97 | — | NOTE 3.750%12/1 | 449575AB5 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 591,000 | $2.799M | 0.2% | $1.52 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | HURON CONSULTING GROUP INC | 3,000,000 | $2.798M | 0.2% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ENDOLOGIX INC | 3,256,000 | $2.796M | 0.2% | $1.05 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | HOLOGIC INC | 2,237,000 | $2.701M | 0.2% | $1.26 | — | FRNT 12/1 | 436440AG6 |
| — | IMPAX LABORATORIES INC | 3,000,000 | $2.697M | 0.2% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | WPX ENERGY INC | 50,000 | $2.663M | 0.2% | $37.00 | — | PFD SER A CV | 98212B202 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,650,000 | $2.65M | 0.2% | $0.81 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | SUNPOWER CORP | 3,198,000 | $2.622M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| HEZU | ISHARES TR | 86,043 | $2.591M | 0.2% | $28.11 | — | CUR HD EURZN ETF | 46434V639 |
| — | NEW YORK CMNTY CAP TR V | 51,281 | $2.577M | 0.2% | $50.37 | — | UNIT 11/01/2051 | 64944P307 |
| — | APOLLO COML REAL EST FIN INC | 2,500,000 | $2.542M | 0.2% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | SPIRIT RLTY CAP INC NEW | 2,496,000 | $2.501M | 0.2% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| TBF | PROSHARES TR | 110,000 | $2.465M | 0.2% | $23.89 | — | SHRT 20+YR TRE | 74347X849 |
| — | NUVASIVE INC | 2,159,000 | $2.456M | 0.2% | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ECHO GLOBAL LOGISTICS INC | 2,500,000 | $2.406M | 0.2% | $0.91 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | ANADARKO PETE CORP | 61,365 | $2.337M | 0.2% | $37.06 | — | UNIT 99/99/9999 | 032511404 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 2,000,000 | $2.327M | 0.2% | $1.22 | — | NOTE 0.375% 3/1 | N72482AA5 |
| — | NVIDIA CORP | 260,000 | $2.31M | 0.2% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | PALO ALTO NETWORKS INC | 1,674,000 | $2.307M | 0.2% | $1.60 | — | NOTE 7/0 | 697435AB1 |
| GOOGL | ALPHABET INC | 2,320 | $2.26M | 0.2% | $37.45 | +25.7% | CAP STK CL A | 02079K305 |
| — | HARMONIC INC | 2,500,000 | $2.221M | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | FIDELITY NATIONAL FINANCIAL | 816,000 | $2.203M | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,190,000 | $2.203M | 0.2% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| IYW | ISHARES TR | 14,087 | $2.112M | 0.2% | $107.42 | — | U.S. TECH ETF | 464287721 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,724,000 | $2.064M | 0.2% | $1.14 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | POWERSHARES ETF TRUST II | 88,028 | $2.038M | 0.2% | $23.34 | — | SENIOR LN PORT | 73936Q769 |
| — | CTRIP COM INTL LTD | 1,879,000 | $2.023M | 0.2% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| AAPL | APPLE INC | 12,835 | $1.977M | 0.2% | $19.25 | +87.8% | COM | 037833100 |
| — | EZCORP INC | 2,000,000 | $1.96M | 0.2% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| IEMG | ISHARES INC | 35,187 | $1.901M | 0.2% | $47.99 | — | CORE MSCI EMKT | 46434G103 |
| — | ENDOLOGIX INC | 2,000,000 | $1.9M | 0.2% | $0.95 | — | NOTE 2.250%12/1 | 29266SAA4 |
| — | SOLARCITY CORP | 2,000,000 | $1.89M | 0.2% | $0.94 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | ENCORE CAP GROUP INC | 1,829,000 | $1.82M | 0.2% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| IEFA | ISHARES TR | 27,160 | $1.742M | 0.1% | $60.93 | — | CORE MSCI EAFE | 46432F842 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 2,000,000 | $1.702M | 0.1% | $0.93 | — | NOTE 0.750% 8/1 | 87157BAA1 |
| XLU | SELECT SECTOR SPDR TR | 31,897 | $1.691M | 0.1% | $42.00 | — | SBI INT-UTILS | 81369Y886 |
| — | MERCADOLIBRE INC | 802,000 | $1.673M | 0.1% | $1.29 | — | NOTE 2.250% 7/0 | 58733RAB8 |
| MSFT | MICROSOFT CORP | 21,492 | $1.6M | 0.1% | $36.35 | +83.4% | COM | 594918104 |
| — | NATIONAL HEALTH INVS INC | 1,377,000 | $1.581M | 0.1% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | DANAHER CORP DEL | 479,000 | $1.571M | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| C | CITIGROUP INC | 21,164 | $1.542M | 0.1% | $38.04 | +36.5% | COM NEW | 172967424 |
| — | DEPOMED INC | 2,000,000 | $1.474M | 0.1% | $0.91 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | FIREEYE INC | 1,500,000 | $1.392M | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| IYR | ISHARES TR | 17,049 | $1.36M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| — | DYNEGY INC NEW DEL | 20,000 | $1.349M | 0.1% | $60.90 | — | UNIT 07/01/20191 | 26817R405 |
| JPM | JPMORGAN CHASE & CO | 13,599 | $1.3M | 0.1% | $37.03 | +98.9% | COM | 46625H100 |
| — | ACETO CORP | 1,455,000 | $1.286M | 0.1% | $0.96 | — | NOTE 2.000%11/0 | 004446AD2 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,321,000 | $1.28M | 0.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | MICRON TECHNOLOGY INC | 923,000 | $1.277M | 0.1% | $1.15 | — | NOTE 3.000%11/1 | 595112AY9 |
| META | FACEBOOK INC | 7,329 | $1.253M | 0.1% | $75.34 | +120.0% | CL A | 30303M102 |
| — | MICRON TECHNOLOGY INC | 319,000 | $1.144M | 0.1% | $2.38 | — | NOTE 1.625% 2/1 | 595112AU7 |
| JNJ | JOHNSON & JOHNSON | 8,655 | $1.126M | 0.1% | $69.14 | +51.8% | COM | 478160104 |
| — | UNISYS CORP | 967,000 | $1.119M | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | LABORATORY CORP AMER HLDGS | 518,000 | $1.052M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | MARRIOTT VACATIONS WRLDWDE C | 1,000,000 | $1.048M | 0.1% | $1.05 | — | NOTE 1.500% 9/1 | 57164YAA5 |
| — | SOUTHWESTERN ENERGY CO | 75,000 | $1.045M | 0.1% | $33.14 | — | DEP SHS 1/20 B | 845467208 |
| — | PDL BIOPHARMA INC | 950,000 | $1.031M | 0.1% | $0.83 | — | NOTE 2.750%12/0 | 69329YAG9 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.022M | 0.1% | $74.42 | +22.3% | COM | 494368103 |
| — | RAMCO-GERSHENSON PPTYS TR | 18,912 | $1.017M | 0.1% | $57.23 | — | PERP PFD-D CV | 751452608 |
| — | REDWOOD TR INC | 1,000,000 | $997K | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| AMZN | AMAZON COM INC | 1,001 | $963K | 0.1% | $17.62 | +178.8% | COM | 023135106 |
| — | TWITTER INC | 1,000,000 | $918K | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| UNH | UNITEDHEALTH GROUP INC | 4,666 | $916K | 0.1% | $64.23 | +163.0% | COM | 91324P102 |
| PFE | PFIZER INC | 25,195 | $902K | 0.1% | $17.09 | +30.2% | COM | 717081103 |
| TBT | PROSHARES TR | 24,635 | $876K | 0.1% | $40.64 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | MICROCHIP TECHNOLOGY INC | 227,000 | $867K | 0.1% | $1.74 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | NOVAVAX INC | 1,882,000 | $847K | 0.1% | $0.45 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | ALLEGHENY TECHNOLOGIES INC | 459,000 | $839K | 0.1% | $1.83 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| FXH | FIRST TR EXCHANGE TRADED FD | 12,371 | $833K | 0.1% | $66.85 | — | HLTH CARE ALPH | 33734X143 |
| HD | HOME DEPOT INC | 5,053 | $827K | 0.1% | $65.33 | +91.6% | COM | 437076102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,462 | $820K | 0.1% | $127.86 | +38.2% | CL B NEW | 084670702 |
| BAC | BANK AMER CORP | 31,391 | $795K | 0.1% | $11.46 | +74.1% | COM | 060505104 |
| L | LOEWS CORP | 16,540 | $792K | 0.1% | $42.08 | +9.0% | COM | 540424108 |
| PG | PROCTER AND GAMBLE CO | 8,403 | $765K | 0.1% | $58.66 | +24.5% | COM | 742718109 |
| EEMV | ISHARES INC | 13,094 | $759K | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| XOM | EXXON MOBIL CORP | 9,175 | $754K | 0.1% | $53.94 | +0.7% | COM | 30231G102 |
| — | FINISAR CORP | 725,000 | $754K | 0.1% | $1.18 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | SPIRIT RLTY CAP INC NEW | 733,000 | $749K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | CELGENE CORP | 5,000 | $729K | 0.1% | $112.22 | — | COM | 151020104 |
| VZ | VERIZON COMMUNICATIONS INC | 14,631 | $725K | 0.1% | $28.61 | +5.7% | COM | 92343V104 |
| — | STARWOOD PPTY TR INC | 716,000 | $716K | 0.1% | $1.01 | — | NOTE 3.750%10/1 | 85571BAC9 |
| IYM | ISHARES TR | 7,405 | $710K | 0.1% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| — | DTE ENERGY CO | 12,980 | $703K | 0.1% | $54.23 | — | UNIT 99/99/9999 | 233331883 |
| — | NUANCE COMMUNICATIONS INC | 702,000 | $702K | 0.1% | $1.04 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | GENERAL ELECTRIC CO | 27,715 | $669K | 0.1% | $24.14 | — | COM | 369604103 |
| T | AT&T INC | 15,900 | $621K | 0.1% | $11.49 | +35.9% | COM | 00206R102 |
| — | EPR PPTYS | 21,992 | $606K | 0.1% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| INTC | INTEL CORP | 15,714 | $599K | 0.1% | $22.17 | +33.4% | COM | 458140100 |
| DBJP | DBX ETF TR | 14,731 | $596K | 0.1% | $33.77 | — | XTRAK MSCI JAPN | 233051507 |
| WFC | WELLS FARGO CO NEW | 10,620 | $582K | 0.0% | $33.63 | +25.3% | COM | 949746101 |
| KO | COCA COLA CO | 12,878 | $580K | 0.0% | $28.21 | +23.8% | COM | 191216100 |
| — | CONSOLIDATED TOMOKA LD CO | 517,000 | $556K | 0.0% | $0.96 | — | NOTE 4.500% 3/1 | 210226AB2 |
| ORCL | ORACLE CORP | 10,741 | $521K | 0.0% | $30.91 | +42.1% | COM | 68389X105 |
| EFA | ISHARES TR | 7,590 | $520K | 0.0% | $65.09 | — | MSCI EAFE ETF | 464287465 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 8,654 | $519K | 0.0% | $60.00 | — | FIRST TR ENH NEW | 33739Q408 |
| CSCO | CISCO SYS INC | 15,335 | $515K | 0.0% | $16.25 | +52.1% | COM | 17275R102 |
| MA | MASTERCARD INCORPORATED | 3,613 | $511K | 0.0% | $74.60 | +69.4% | CL A | 57636Q104 |
| AMGN | AMGEN INC | 2,744 | $510K | 0.0% | $88.03 | +56.2% | COM | 031162100 |
| — | GLOBAL EAGLE ENTMT INC | 800,000 | $508K | 0.0% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| FDX | FEDEX CORP | 2,222 | $503K | 0.0% | $84.07 | +119.9% | COM | 31428X106 |
| MRK | MERCK & CO INC | 7,904 | $503K | 0.0% | $36.66 | +27.4% | COM | 58933Y105 |
| — | WESTERN ASSET MTG CAP CORP | 500,000 | $500K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | SUNTRUST BKS INC | 8,083 | $483K | 0.0% | $35.24 | — | COM | 867914103 |
| PEP | PEPSICO INC | 4,297 | $480K | 0.0% | $56.46 | +58.3% | COM | 713448108 |
| CVX | CHEVRON CORP NEW | 4,067 | $478K | 0.0% | $71.15 | +7.1% | COM | 166764100 |
| V | VISA INC | 4,502 | $476K | 0.0% | $66.60 | +43.7% | COM CL A | 92826C839 |
| — | OASIS PETE INC NEW | 441,000 | $471K | 0.0% | $1.39 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| MO | ALTRIA GROUP INC | 7,342 | $468K | 0.0% | $21.85 | +65.2% | COM | 02209S103 |
| — | RAYTHEON CO | 2,505 | $466K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| — | INPHI CORP | 372,000 | $455K | 0.0% | $1.29 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | MEDICINES CO | 359,000 | $451K | 0.0% | $1.16 | — | NOTE 2.500% 1/1 | 584688AE5 |
| BA | BOEING CO | 1,756 | $446K | 0.0% | $100.58 | +119.2% | COM | 097023105 |
| CMCSA | COMCAST CORP NEW | 11,271 | $437K | 0.0% | $24.42 | +31.1% | CL A | 20030N101 |
| — | HORIZON GLOBAL CORP | 424,000 | $437K | 0.0% | $0.91 | — | NOTE 2.750% 7/0 | 44052WAA2 |
| — | LAM RESEARCH CORP | 2,319 | $429K | 0.0% | $83.51 | — | COM | 512807108 |
| — | HELIX ENERGY SOLUTIONS GRP I | 431,000 | $428K | 0.0% | $1.03 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | ELECTRONICS FOR IMAGING INC | 407,000 | $424K | 0.0% | $1.06 | — | NOTE 0.750% 9/0 | 286082AC6 |
| GD | GENERAL DYNAMICS CORP | 2,064 | $423K | 0.0% | $110.33 | +50.8% | COM | 369550108 |
| KEY | KEYCORP NEW | 22,522 | $423K | 0.0% | $8.85 | +40.9% | COM | 493267108 |
| IWS | ISHARES TR | 4,870 | $414K | 0.0% | $70.94 | — | RUS MDCP VAL ETF | 464287473 |
| UNP | UNION PAC CORP | 3,465 | $402K | 0.0% | $73.21 | +21.7% | COM | 907818108 |
| MET | METLIFE INC | 7,676 | $399K | 0.0% | $27.99 | +30.8% | COM | 59156R108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 5,450 | $374K | 0.0% | $46.08 | +28.4% | COM | 45866F104 |
| PM | PHILIP MORRIS INTL INC | 3,316 | $368K | 0.0% | $56.44 | +33.3% | COM | 718172109 |
| ABBV | ABBVIE INC | 3,944 | $351K | 0.0% | $28.68 | +87.1% | COM | 00287Y109 |
| ABT | ABBOTT LABS | 6,553 | $350K | 0.0% | $29.00 | +49.5% | COM | 002824100 |
| MCD | MCDONALDS CORP | 2,214 | $346K | 0.0% | $75.70 | +69.9% | COM | 580135101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,816 | $344K | 0.0% | $124.96 | +41.7% | COM | 883556102 |
| TXN | TEXAS INSTRS INC | 3,748 | $337K | 0.0% | $42.34 | +54.0% | COM | 882508104 |
| MDT | MEDTRONIC PLC | 4,328 | $337K | 0.0% | $59.40 | +12.7% | SHS | G5960L103 |
| — | AETNA INC NEW | 2,084 | $333K | 0.0% | $111.04 | — | COM | 00817Y108 |
| MMM | 3M CO | 1,554 | $328K | 0.0% | $61.79 | +110.2% | COM | 88579Y101 |
| HON | HONEYWELL INTL INC | 2,230 | $319K | 0.0% | $73.48 | +42.0% | COM | 438516106 |
| DAL | DELTA AIR LINES INC DEL | 6,604 | $319K | 0.0% | $19.21 | +135.7% | COM NEW | 247361702 |
| GILD | GILEAD SCIENCES INC | 3,820 | $312K | 0.0% | $49.18 | +13.8% | COM | 375558103 |
| — | DOWDUPONT INC | 4,385 | $304K | 0.0% | $69.33 | — | COM | 26078J100 |
| ARCC | ARES CAP CORP | 18,256 | $301K | 0.0% | $6.69 | +8.9% | COM | 04010L103 |
| DIS | DISNEY WALT CO | 3,040 | $299K | 0.0% | $56.71 | +70.9% | COM DISNEY | 254687106 |
| — | ALLERGAN PLC | 1,450 | $296K | 0.0% | $302.92 | — | SHS | G0177J108 |
| SLB | SCHLUMBERGER LTD | 4,183 | $292K | 0.0% | $52.94 | -2.0% | COM | 806857108 |
| ETN | EATON CORP PLC | 3,714 | $288K | 0.0% | $60.24 | +6.0% | SHS | G29183103 |
| ON | ON SEMICONDUCTOR CORP | 15,539 | $286K | 0.0% | $8.79 | +83.0% | COM | 682189105 |
| WMT | WAL-MART STORES INC | 3,668 | $285K | 0.0% | $20.94 | +9.4% | COM | 931142103 |
| COP | CONOCOPHILLIPS | 5,635 | $285K | 0.0% | $32.79 | +5.0% | COM | 20825C104 |
| LMT | LOCKHEED MARTIN CORP | 923 | $285K | 0.0% | $201.24 | +18.6% | COM | 539830109 |
| — | ALZA CORP | 157,000 | $281K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| IVZ | INVESCO LTD | 7,941 | $280K | 0.0% | $19.66 | +17.0% | SHS | G491BT108 |
| — | TIME WARNER INC | 2,727 | $279K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| COST | COSTCO WHSL CORP NEW | 1,618 | $264K | 0.0% | $119.70 | +17.1% | COM | 22160K105 |
| TJX | TJX COS INC NEW | 3,568 | $261K | 0.0% | $28.75 | +10.2% | COM | 872540109 |
| — | PRICELINE GRP INC | 141 | $259K | 0.0% | $1444.44 | — | COM NEW | 741503403 |
| — | UNITED TECHNOLOGIES CORP | 2,230 | $258K | 0.0% | $93.15 | — | COM | 913017109 |
| — | AIR LEASE CORP | 169,000 | $257K | 0.0% | $1.43 | — | NOTE 3.875%12/0 | 00912XAK0 |
| IYE | ISHARES TR | 6,550 | $245K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| NXPI | NXP SEMICONDUCTORS N V | 2,152 | $244K | 0.0% | $75.31 | +31.6% | COM | N6596X109 |
| ACN | ACCENTURE PLC IRELAND | 1,785 | $241K | 0.0% | $114.67 | 0.0% | SHS CLASS A | G1151C101 |
| BIIB | BIOGEN INC | 765 | $240K | 0.0% | $296.18 | -0.0% | COM | 09062X103 |
| EG | EVEREST RE GROUP LTD | 1,028 | $236K | 0.0% | $174.35 | +21.5% | COM | G3223R108 |
| CVS | CVS HEALTH CORP | 2,869 | $234K | 0.0% | $42.55 | +42.9% | COM | 126650100 |
| — | CBS CORP NEW | 3,866 | $227K | 0.0% | $54.71 | — | CL B | 124857202 |
| LOW | LOWES COS INC | 2,809 | $225K | 0.0% | $58.89 | +11.5% | COM | 548661107 |
| — | PIONEER NAT RES CO | 1,520 | $224K | 0.0% | $176.32 | — | COM | 723787107 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,443 | $220K | 0.0% | $43.12 | 0.0% | COM | 110122108 |
| IP | INTL PAPER CO | 3,826 | $218K | 0.0% | $31.25 | +16.8% | COM | 460146103 |
| EOG | EOG RES INC | 2,268 | $217K | 0.0% | $67.46 | 0.0% | COM | 26875P101 |
| XRT | SPDR SERIES TRUST | 5,209 | $217K | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| — | DISCOVER FINL SVCS | 3,195 | $206K | 0.0% | $72.63 | — | COM | 254709108 |
| AIG | AMERICAN INTL GROUP INC | 3,316 | $203K | 0.0% | $49.81 | +0.7% | COM NEW | 026874784 |
| NKE | NIKE INC | 3,852 | $202K | 0.0% | $50.72 | -0.7% | CL B | 654106103 |
| WDC | WESTERN DIGITAL CORP | 2,316 | $201K | 0.0% | $59.68 | +0.4% | COM | 958102105 |
| CAT | CATERPILLAR INC DEL | 1,619 | $200K | 0.0% | $96.02 | 0.0% | COM | 149123101 |
| — | WELLS FARGO & CO | 182,000 | $176K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | INCYTE CORP | 66,000 | $150K | 0.0% | $1.70 | — | NOTE 0.375%11/1 | 45337CAM4 |
| F | FORD MTR CO DEL | 12,538 | $149K | 0.0% | $7.47 | -2.9% | COM PAR $0.01 | 345370860 |
| — | ARES CAP CORP | 123,000 | $124K | 0.0% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | PROSPECT CAPITAL CORPORATION | 118,000 | $118K | 0.0% | $1.04 | — | NOTE 5.375%10/1 | 74348TAK8 |
| — | STARWOOD PPTY TR INC | 72,000 | $80,000 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | AMERICAN RLTY CAP PPTYS INC | 70,000 | $73,000 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | JANUS HENDERSON GROUP PLC | 33,000 | $51,000 | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 47102XAH8 |