Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 9, 2018
Total Value: $1.199B (26.1% shares, 73.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 20,555,000 | $45.66M | 3.8% | $1.56 | — | SDCV 3.250% 8/0 | 458140AF7 |
| IVV | ISHARES TR | 143,727 | $38.64M | 3.2% | $214.53 | — | CORE S&P500 ETF | 464287200 |
| — | NOVELLUS SYS INC | 5,395,000 | $29.7M | 2.5% | $2.82 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | WELLS FARGO CO NEW | 17,510 | $22.77M | 1.9% | $1207.36 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 14,649,000 | $20.2M | 1.7% | $1.18 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BANK AMER CORP | 14,815 | $19.54M | 1.6% | $1140.85 | — | 7.25%CNV PFD L | 060505682 |
| — | BECTON DICKINSON & CO | 321,767 | $18.66M | 1.6% | $55.26 | — | PFD SHS CONV A | 075887208 |
| — | PRICELINE GRP INC | 15,728,000 | $18.4M | 1.5% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ANTHEM INC | 5,213,000 | $16.04M | 1.3% | $2.17 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ANTHEM INC | 285,659 | $15.97M | 1.3% | $49.32 | — | UNIT 05/01/20188 | 036752202 |
| — | VERISIGN INC | 4,776,000 | $15.95M | 1.3% | $2.41 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | RED HAT INC | 8,937,000 | $14.7M | 1.2% | $1.29 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MICRON TECHNOLOGY INC | 3,913,000 | $14.69M | 1.2% | $1.81 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | NAVISTAR INTL CORP NEW | 13,235,000 | $14.33M | 1.2% | $1.04 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | MICROCHIP TECHNOLOGY INC | 8,398,000 | $14.29M | 1.2% | $1.12 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ILLUMINA INC | 12,134,000 | $13.17M | 1.1% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | CHENIERE ENERGY INC | 18,320,000 | $12.99M | 1.1% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | STARWOOD WAYPOINT RESIDENTL | 9,915,000 | $12.75M | 1.1% | $1.02 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | ILLUMINA INC | 10,599,000 | $12.53M | 1.0% | $1.15 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | DISH NETWORK CORP | 11,389,000 | $12.39M | 1.0% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | QUIDEL CORP | 8,137,000 | $12.28M | 1.0% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 19,733 | $11.58M | 1.0% | $1002.38 | — | 5.5% CNV PFD A | G0177J116 |
| — | HERBALIFE LTD | 11,379,000 | $11.43M | 1.0% | $0.93 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | ISIS PHARMACEUTICALS INC DEL | 10,516,000 | $11.1M | 0.9% | $1.04 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | YAHOO INC | 8,126,000 | $10.96M | 0.9% | $1.15 | — | NOTE 12/0 | 984332AF3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 7,808,000 | $10.75M | 0.9% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | CITRIX SYS INC | 8,202,000 | $10.61M | 0.9% | $1.08 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | PRICELINE GRP INC | 5,771,000 | $10.59M | 0.9% | $1.26 | — | NOTE 1.000% 3/1 | 741503AQ9 |
| AGG | ISHARES TR | 94,980 | $10.39M | 0.9% | $109.67 | — | CORE US AGGBD ET | 464287226 |
| — | WEATHERFORD INTL LTD | 9,463,000 | $10.21M | 0.9% | $1.17 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ENVESTNET INC | 9,741,000 | $10.09M | 0.8% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | LAM RESEARCH CORP | 3,213,000 | $9.826M | 0.8% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | BLACKSTONE MTG TR INC | 9,461,000 | $9.596M | 0.8% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | TESLA INC | 8,921,000 | $9.42M | 0.8% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | NEXTERA ENERGY INC | 128,325 | $8.961M | 0.7% | $59.98 | — | UNIT 08/31/2018 | 65339F846 |
| — | WRIGHT MED GROUP INC | 8,681,000 | $8.904M | 0.7% | $1.00 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | WELLTOWER INC | 146,410 | $8.762M | 0.7% | $63.03 | — | 6.50% PFD PREPET | 95040Q203 |
| — | TESLA INC | 8,050,000 | $8.704M | 0.7% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $8.559M | 0.7% | $1.14 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | MOLINA HEALTHCARE INC | 6,113,000 | $8.379M | 0.7% | $1.22 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | 51JOB INC | 5,671,000 | $8.337M | 0.7% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | ON SEMICONDUCTOR CORP | 6,072,000 | $7.749M | 0.6% | $1.05 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CAESARS ENTMT CORP | 4,006,000 | $7.702M | 0.6% | $1.92 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | INSULET CORP | 5,882,000 | $7.67M | 0.6% | $1.30 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| FLOT | ISHARES TR | 149,296 | $7.586M | 0.6% | $50.75 | — | FLTG RATE NT ETF | 46429B655 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,339,000 | $7.564M | 0.6% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | AMERICAN TOWER CORP NEW | 59,776 | $7.525M | 0.6% | $121.01 | — | DEP PFD CONV SE | 03027X407 |
| — | CROWN CASTLE INTL CORP NEW | 6,538 | $7.39M | 0.6% | $1060.64 | — | 6.875% CON PFD A | 22822V309 |
| — | RPM INTL INC | 6,315,000 | $7.292M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | PENNYMAC CORP | 7,396,000 | $7.281M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | SALESFORCE COM INC | 4,709,000 | $7.214M | 0.6% | $1.24 | — | NOTE 0.250% 4/0 | 79466LAD6 |
| — | CEMEX SAB DE CV | 7,025,000 | $7.116M | 0.6% | $1.15 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | SEACOR HOLDINGS INC | 7,416,000 | $7.003M | 0.6% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,098,000 | $6.993M | 0.6% | $1.13 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | IRONWOOD PHARMACEUTICALS INC | 6,000,000 | $6.945M | 0.6% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | PDC ENERGY INC | 7,000,000 | $6.811M | 0.6% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | ARES CAP CORP | 6,603,000 | $6.736M | 0.6% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ROYAL GOLD INC | 6,268,000 | $6.721M | 0.6% | $1.10 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | TRINITY INDS INC | 4,265,000 | $6.716M | 0.6% | $1.23 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | THERAVANCE INC | 6,675,000 | $6.601M | 0.6% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INTEGRATED DEVICE TECHNOLOGY | 5,733,000 | $6.396M | 0.5% | $1.07 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | HANNON ARMSTRONG SUST INFR C | 6,120,000 | $6.347M | 0.5% | $1.03 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | LIVE NATION ENTERTAINMENT IN | 4,908,000 | $6.335M | 0.5% | $1.08 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | KB HOME | 5,126,000 | $6.274M | 0.5% | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | RAYONIER ADVANCED MATLS INC | 42,654 | $6.19M | 0.5% | $104.12 | — | PFD CV SER A | 75508B203 |
| IWD | ISHARES TR | 49,234 | $6.122M | 0.5% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,293,000 | $6.089M | 0.5% | $1.01 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | OLD REP INTL CORP | 4,253,000 | $5.896M | 0.5% | $1.19 | — | NOTE 3.750% 3/1 | 680223AH7 |
| — | LIBERTY MEDIA CORP | 10,418,000 | $5.848M | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| SPY | SPDR S&P 500 ETF TR | 21,361 | $5.7M | 0.5% | $193.30 | — | TR UNIT | 78462F103 |
| — | GENERAL CABLE CORP DEL NEW | 5,294,000 | $5.589M | 0.5% | $0.99 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | IRIDIUM COMMUNICATIONS INC | 13,507 | $5.547M | 0.5% | $321.92 | — | PERP PFD CNV B | 46269C409 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,128,000 | $5.482M | 0.5% | $1.02 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | TERADYNE INC | 3,811,000 | $5.457M | 0.5% | $1.43 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | REDWOOD TR INC | 5,353,000 | $5.36M | 0.4% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | COLONY CAP INC | 5,361,000 | $5.331M | 0.4% | $1.00 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,500,000 | $5.3M | 0.4% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 90,236 | $5.283M | 0.4% | $46.73 | — | COM SHS | 33734K109 |
| — | RTI INTL METALS INC | 4,599,000 | $5.251M | 0.4% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | JAZZ INVESTMENTS I LTD | 5,227,000 | $5.234M | 0.4% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | WAYFAIR INC | 5,000,000 | $5.224M | 0.4% | $1.04 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 101,135 | $5.223M | 0.4% | $52.10 | — | FST LOW OPPT EFT | 33739Q200 |
| — | DYCOM INDS INC | 3,929,000 | $5.124M | 0.4% | $1.12 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | DYNEGY INC NEW DEL | 65,000 | $5.11M | 0.4% | $73.16 | — | UNIT 07/01/20191 | 26817R405 |
| — | JDS UNIPHASE CORP | 4,954,000 | $5.09M | 0.4% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| — | STANLEY BLACK & DECKER INC | 41,530 | $5.088M | 0.4% | $110.66 | — | UNIT 05/15/2020 | 854502887 |
| — | DOMINION ENERGY INC | 97,815 | $5.065M | 0.4% | $50.38 | — | UNIT 08/15/2019 | 25746U836 |
| — | CEMEX SAB DE CV | 4,750,000 | $4.946M | 0.4% | $1.04 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | ENCORE CAP GROUP INC | 4,439,000 | $4.916M | 0.4% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | B2GOLD CORP | 4,531,000 | $4.8M | 0.4% | $0.92 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | ZILLOW GROUP INC | 4,403,000 | $4.798M | 0.4% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | CTRIP COM INTL LTD | 4,463,000 | $4.705M | 0.4% | $1.07 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | WELLS FARGO & CO | 4,788,000 | $4.635M | 0.4% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 4,000,000 | $4.632M | 0.4% | $1.19 | — | NOTE 0.375% 3/1 | N72482AA5 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,503,000 | $4.598M | 0.4% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | FORESTAR GROUP INC | 4,500,000 | $4.542M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | TWO HBRS INVT CORP | 4,281,000 | $4.536M | 0.4% | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | EURONET WORLDWIDE INC | 3,669,000 | $4.511M | 0.4% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | MEDICINES CO | 4,808,000 | $4.398M | 0.4% | $1.04 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | CLEVELAND CLIFFS INC | 4,000,000 | $4.375M | 0.4% | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | SERVICENOW INC | 2,452,000 | $4.325M | 0.4% | $1.25 | — | NOTE 11/0 | 81762PAB8 |
| — | CHART INDS INC | 4,236,000 | $4.226M | 0.4% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | CLOVIS ONCOLOGY INC | 3,032,000 | $4.08M | 0.3% | $1.29 | — | NOTE 2.500% 9/1 | 189464AB6 |
| — | PROOFPOINT INC | 3,244,000 | $4.062M | 0.3% | $1.18 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | WRIGHT MED GROUP N V | 3,322,000 | $4.045M | 0.3% | $1.41 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | J2 GLOBAL INC | 3,250,000 | $4.024M | 0.3% | $1.18 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | YANDEX NV | 3,973,000 | $3.913M | 0.3% | $0.86 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | AMAG PHARMACEUTICALS INC | 4,500,000 | $3.862M | 0.3% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 4,000,000 | $3.82M | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | WORKDAY INC | 2,975,000 | $3.726M | 0.3% | $1.29 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | RENEWABLE ENERGY GROUP INC | 2,908,000 | $3.711M | 0.3% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ENSCO JERSEY FIN LTD | 4,000,000 | $3.55M | 0.3% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | PANDORA MEDIA INC | 4,000,000 | $3.532M | 0.3% | $1.02 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | TESLA INC | 3,000,000 | $3.489M | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | VIRTUS INVT PARTNERS INC | 33,501 | $3.412M | 0.3% | $97.67 | — | PFD CV SER D | 92828Q208 |
| — | ACORDA THERAPEUTICS INC | 4,000,000 | $3.388M | 0.3% | $0.99 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | MICRON TECHNOLOGY INC | 2,334,000 | $3.364M | 0.3% | $1.33 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | NUANCE COMMUNICATIONS INC | 3,501,000 | $3.341M | 0.3% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | KNOWLES CORP | 3,000,000 | $3.326M | 0.3% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | SILVER STD RES INC | 3,392,000 | $3.308M | 0.3% | $0.91 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $3.283M | 0.3% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | HORIZON PHARMA INVT LTD | 3,500,000 | $3.256M | 0.3% | $0.91 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | ADVANCED MICRO DEVICES INC | 2,156,000 | $3.245M | 0.3% | $1.16 | — | NOTE 2.125% 9/0 | 007903BD8 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 159,253 | $3.187M | 0.3% | $20.06 | — | PFD SECS INC ETF | 33739E108 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 3,300,000 | $3.162M | 0.3% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | PROSPECT CAPITAL CORPORATION | 3,000,000 | $3.003M | 0.3% | $1.00 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | ENDOLOGIX INC | 3,256,000 | $2.951M | 0.2% | $1.05 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | HUNTINGTON BANCSHARES INC | 2,101 | $2.949M | 0.2% | $1302.82 | — | PFD CONV SER A | 446150401 |
| IEMG | ISHARES INC | 51,651 | $2.939M | 0.2% | $50.83 | — | CORE MSCI EMKT | 46434G103 |
| — | IMPAX LABORATORIES INC | 3,000,000 | $2.911M | 0.2% | $0.88 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | TCP CAP CORP | 2,750,000 | $2.866M | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | RADIUS HEALTH INC | 3,000,000 | $2.837M | 0.2% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | HURON CONSULTING GROUP INC | 3,000,000 | $2.793M | 0.2% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | SUNPOWER CORP | 3,198,000 | $2.655M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | APOLLO COML REAL EST FIN INC | 2,600,000 | $2.641M | 0.2% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,650,000 | $2.631M | 0.2% | $0.81 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | NUVASIVE INC | 2,234,000 | $2.618M | 0.2% | $1.36 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | VEECO INSTRS INC DEL | 3,000,000 | $2.605M | 0.2% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | PALO ALTO NETWORKS INC | 1,899,000 | $2.596M | 0.2% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | ECHO GLOBAL LOGISTICS INC | 2,500,000 | $2.581M | 0.2% | $0.91 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | NEW YORK CMNTY CAP TR V | 51,281 | $2.568M | 0.2% | $50.37 | — | UNIT 11/01/2051 | 64944P307 |
| — | HARMONIC INC | 2,500,000 | $2.506M | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | SPIRIT RLTY CAP INC NEW | 2,454,000 | $2.458M | 0.2% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| TBF | PROSHARES TR | 110,000 | $2.406M | 0.2% | $23.89 | — | SHRT 20+YR TRE | 74347X849 |
| — | FIDELITY NATIONAL FINANCIAL | 790,000 | $2.404M | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | KINDER MORGAN INC DEL | 62,295 | $2.341M | 0.2% | $44.42 | — | PFD SER A | 49456B200 |
| IYW | ISHARES TR | 14,248 | $2.319M | 0.2% | $108.04 | — | U.S. TECH ETF | 464287721 |
| — | WABASH NATL CORP | 1,232,000 | $2.308M | 0.2% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| GOOGL | ALPHABET INC | 2,133 | $2.245M | 0.2% | $37.45 | +36.8% | CAP STK CL A | 02079K305 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,225,000 | $2.225M | 0.2% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,836,000 | $2.174M | 0.2% | $1.14 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NVIDIA CORP | 217,000 | $2.082M | 0.2% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | EZCORP INC | 2,000,000 | $2.057M | 0.2% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| IEFA | ISHARES TR | 30,547 | $2.018M | 0.2% | $61.50 | — | CORE MSCI EAFE | 46432F842 |
| AAPL | APPLE INC | 11,817 | $2.001M | 0.2% | $19.25 | +103.1% | COM | 037833100 |
| — | ENDOLOGIX INC | 2,000,000 | $1.944M | 0.2% | $0.95 | — | NOTE 2.250%12/1 | 29266SAA4 |
| — | CTRIP COM INTL LTD | 1,879,000 | $1.919M | 0.2% | $1.08 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | SOLARCITY CORP | 2,000,000 | $1.857M | 0.2% | $0.94 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | ENCORE CAP GROUP INC | 1,829,000 | $1.783M | 0.1% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| XLU | SELECT SECTOR SPDR TR | 33,649 | $1.772M | 0.1% | $42.56 | — | SBI INT-UTILS | 81369Y886 |
| — | DANAHER CORP DEL | 479,000 | $1.699M | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| — | DEPOMED INC | 2,000,000 | $1.688M | 0.1% | $0.91 | — | NOTE 2.500% 9/0 | 249908AA2 |
| MSFT | MICROSOFT CORP | 19,174 | $1.64M | 0.1% | $36.35 | +107.0% | COM | 594918104 |
| FTSL | FIRST TR EXCHANGE TRADED FD | 32,458 | $1.558M | 0.1% | $48.00 | — | SENIOR LN FD | 33738D309 |
| JPM | JPMORGAN CHASE & CO | 13,571 | $1.452M | 0.1% | $37.03 | +119.6% | COM | 46625H100 |
| IYR | ISHARES TR | 17,025 | $1.381M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| — | FIREEYE INC | 1,500,000 | $1.371M | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | ACETO CORP | 1,455,000 | $1.308M | 0.1% | $0.96 | — | NOTE 2.000%11/0 | 004446AD2 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,321,000 | $1.263M | 0.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| META | FACEBOOK INC | 6,836 | $1.208M | 0.1% | $75.34 | +133.0% | CL A | 30303M102 |
| AMZN | AMAZON COM INC | 984 | $1.151M | 0.1% | $17.62 | +212.3% | COM | 023135106 |
| — | LABORATORY CORP AMER HLDGS | 518,000 | $1.106M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | RAMCO-GERSHENSON PPTYS TR | 18,912 | $1.091M | 0.1% | $57.23 | — | PERP PFD-D CV | 751452608 |
| — | UNISYS CORP | 967,000 | $1.087M | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| JNJ | JOHNSON & JOHNSON | 7,701 | $1.073M | 0.1% | $69.14 | +60.5% | COM | 478160104 |
| C | CITIGROUP INC | 14,078 | $1.049M | 0.1% | $38.04 | +48.5% | COM NEW | 172967424 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.048M | 0.1% | $74.42 | +17.7% | COM | 494368103 |
| — | TUTOR PERINI CORP | 935,000 | $1.033M | 0.1% | $1.10 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | GRANITE PT MTG TR INC | 1,000,000 | $1.001M | 0.1% | $1.00 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | ALLEGHENY TECHNOLOGIES INC | 530,000 | $981K | 0.1% | $1.83 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | REDWOOD TR INC | 1,000,000 | $965K | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | TWITTER INC | 1,000,000 | $933K | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| BAC | BANK AMER CORP | 31,348 | $926K | 0.1% | $11.46 | +98.7% | COM | 060505104 |
| — | PDL BIOPHARMA INC | 950,000 | $919K | 0.1% | $0.83 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | SOUTHWESTERN ENERGY CO | 75,000 | $908K | 0.1% | $33.14 | — | DEP SHS 1/20 B | 845467208 |
| UNH | UNITEDHEALTH GROUP INC | 4,127 | $908K | 0.1% | $64.23 | +189.7% | COM | 91324P102 |
| — | NATIONAL HEALTH INVS INC | 804,000 | $901K | 0.1% | $1.03 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,448 | $882K | 0.1% | $127.86 | +48.5% | CL B NEW | 084670702 |
| — | NOVAVAX INC | 1,882,000 | $880K | 0.1% | $0.45 | — | NOTE 3.750% 2/0 | 670002AB0 |
| FXH | FIRST TR EXCHANGE TRADED FD | 12,517 | $873K | 0.1% | $66.88 | — | HLTH CARE ALPH | 33734X143 |
| — | PHOTRONICS INC | 800,000 | $856K | 0.1% | $1.07 | — | NOTE 3.250% 4/0 | 719405AK8 |
| PFE | PFIZER INC | 23,584 | $854K | 0.1% | $17.09 | +39.3% | COM | 717081103 |
| HD | HOME DEPOT INC | 4,426 | $839K | 0.1% | $65.33 | +116.8% | COM | 437076102 |
| TBT | PROSHARES TR | 24,635 | $833K | 0.1% | $40.64 | — | PSHS ULTSH 20YRS | 74347B201 |
| L | LOEWS CORP | 16,540 | $827K | 0.1% | $42.08 | +13.3% | COM | 540424108 |
| EEMV | ISHARES INC | 13,076 | $793K | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| — | BLACKHAWK NETWORK HLDGS INC | 771,000 | $783K | 0.1% | $1.12 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| PG | PROCTER AND GAMBLE CO | 8,377 | $771K | 0.1% | $58.66 | +23.8% | COM | 742718109 |
| IYM | ISHARES TR | 7,395 | $756K | 0.1% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| — | NUANCE COMMUNICATIONS INC | 731,000 | $754K | 0.1% | $1.04 | — | DEBT 1.500%11/0 | 67020YAG5 |
| VZ | VERIZON COMMUNICATIONS INC | 13,754 | $729K | 0.1% | $28.61 | +11.7% | COM | 92343V104 |
| INTC | INTEL CORP | 15,690 | $725K | 0.1% | $22.17 | +64.8% | COM | 458140100 |
| — | SPIRIT RLTY CAP INC NEW | 699,000 | $724K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | FINISAR CORP | 695,000 | $697K | 0.1% | $1.18 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | DTE ENERGY CO | 12,355 | $672K | 0.1% | $54.23 | — | UNIT 99/99/9999 | 233331883 |
| XOM | EXXON MOBIL CORP | 8,056 | $671K | 0.1% | $53.94 | +5.9% | COM | 30231G102 |
| DBJP | DBX ETF TR | 14,706 | $649K | 0.1% | $33.77 | — | XTRACK MSCI JAPN | 233051507 |
| T | AT&T INC | 15,851 | $616K | 0.1% | $11.49 | +32.8% | COM | 00206R102 |
| KO | COCA COLA CO | 12,855 | $587K | 0.0% | $28.21 | +26.3% | COM | 191216100 |
| — | EPR PPTYS | 21,992 | $585K | 0.0% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| WFC | WELLS FARGO CO NEW | 9,601 | $582K | 0.0% | $33.63 | +34.1% | COM | 949746101 |
| — | CONSOLIDATED TOMOKA LD CO | 517,000 | $565K | 0.0% | $0.96 | — | NOTE 4.500% 3/1 | 210226AB2 |
| — | INPHI CORP | 486,000 | $561K | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| FDX | FEDEX CORP | 2,219 | $553K | 0.0% | $84.07 | +136.8% | COM | 31428X106 |
| — | BRISTOW GROUP INC | 500,000 | $552K | 0.0% | $1.10 | — | NOTE 4.500% 6/0 | 110394AF0 |
| CSCO | CISCO SYS INC | 14,299 | $549K | 0.0% | $16.25 | +72.2% | COM | 17275R102 |
| EFA | ISHARES TR | 7,590 | $533K | 0.0% | $65.09 | — | MSCI EAFE ETF | 464287465 |
| MO | ALTRIA GROUP INC | 7,331 | $523K | 0.0% | $21.85 | +67.7% | COM | 02209S103 |
| — | SUNTRUST BKS INC | 8,059 | $521K | 0.0% | $35.24 | — | COM | 867914103 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 8,654 | $519K | 0.0% | $60.00 | — | FIRST TR ENH NEW | 33739Q408 |
| PEP | PEPSICO INC | 4,290 | $516K | 0.0% | $56.46 | +57.6% | COM | 713448108 |
| ORCL | ORACLE CORP | 10,722 | $509K | 0.0% | $30.91 | +40.7% | COM | 68389X105 |
| — | ARBOR RLTY TR INC | 500,000 | $509K | 0.0% | $1.02 | — | NOTE 5.375%11/1 | 038923AB4 |
| CVX | CHEVRON CORP NEW | 4,050 | $508K | 0.0% | $71.15 | +17.4% | COM | 166764100 |
| — | POWERSHARES ETF TRUST II | 22,060 | $508K | 0.0% | $23.34 | — | SENIOR LN PORT | 73936Q769 |
| — | CELGENE CORP | 4,814 | $503K | 0.0% | $112.22 | — | COM | 151020104 |
| MA | MASTERCARD INCORPORATED | 3,309 | $501K | 0.0% | $74.60 | +90.6% | CL A | 57636Q104 |
| — | WESTERN ASSET MTG CAP CORP | 500,000 | $499K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | OASIS PETE INC NEW | 441,000 | $471K | 0.0% | $1.39 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | RAYTHEON CO | 2,500 | $471K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| UNP | UNION PAC CORP | 3,447 | $461K | 0.0% | $73.21 | +37.7% | COM | 907818108 |
| KEY | KEYCORP NEW | 22,494 | $453K | 0.0% | $8.85 | +47.7% | COM | 493267108 |
| BA | BOEING CO | 1,524 | $451K | 0.0% | $100.58 | +155.9% | COM | 097023105 |
| AMGN | AMGEN INC | 2,546 | $442K | 0.0% | $88.03 | +57.0% | COM | 031162100 |
| IWS | ISHARES TR | 4,866 | $437K | 0.0% | $70.94 | — | RUS MDCP VAL ETF | 464287473 |
| V | VISA INC | 3,798 | $433K | 0.0% | $66.60 | +56.7% | COM CL A | 92826C839 |
| — | HELIX ENERGY SOLUTIONS GRP I | 431,000 | $431K | 0.0% | $1.03 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | LAM RESEARCH CORP | 2,316 | $427K | 0.0% | $83.51 | — | COM | 512807108 |
| — | GLOBAL EAGLE ENTMT INC | 800,000 | $423K | 0.0% | $0.76 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| GD | GENERAL DYNAMICS CORP | 2,062 | $420K | 0.0% | $110.33 | +54.4% | COM | 369550108 |
| — | MEDICINES CO | 379,000 | $400K | 0.0% | $1.15 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | HORIZON GLOBAL CORP | 424,000 | $399K | 0.0% | $0.91 | — | NOTE 2.750% 7/0 | 44052WAA2 |
| TXN | TEXAS INSTRS INC | 3,743 | $390K | 0.0% | $42.34 | +83.4% | COM | 882508104 |
| MRK | MERCK & CO INC | 6,844 | $385K | 0.0% | $36.66 | +17.3% | COM | 58933Y105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 5,444 | $383K | 0.0% | $46.08 | +34.2% | COM | 45866F104 |
| MCD | MCDONALDS CORP | 2,212 | $381K | 0.0% | $75.70 | +83.2% | COM | 580135101 |
| ABBV | ABBVIE INC | 3,939 | $380K | 0.0% | $28.68 | +133.2% | COM | 00287Y109 |
| ABT | ABBOTT LABS | 6,546 | $376K | 0.0% | $29.00 | +65.9% | COM | 002824100 |
| — | AETNA INC NEW | 2,082 | $375K | 0.0% | $111.04 | — | COM | 00817Y108 |
| — | AIR LEASE CORP | 222,000 | $372K | 0.0% | $1.49 | — | NOTE 3.875%12/0 | 00912XAK0 |
| DAL | DELTA AIR LINES INC DEL | 6,593 | $370K | 0.0% | $19.21 | +148.7% | COM NEW | 247361702 |
| CMCSA | COMCAST CORP NEW | 9,260 | $369K | 0.0% | $24.42 | +25.6% | CL A | 20030N101 |
| MMM | 3M CO | 1,552 | $366K | 0.0% | $61.79 | +134.6% | COM | 88579Y101 |
| MET | METLIFE INC | 7,010 | $355K | 0.0% | $27.99 | +42.5% | COM | 59156R108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,814 | $345K | 0.0% | $124.96 | +50.0% | COM | 883556102 |
| HON | HONEYWELL INTL INC | 2,228 | $343K | 0.0% | $73.48 | +54.3% | COM | 438516106 |
| — | GENERAL ELECTRIC CO | 19,545 | $342K | 0.0% | $24.14 | — | COM | 369604103 |
| DIS | DISNEY WALT CO | 3,036 | $327K | 0.0% | $56.71 | +71.6% | COM DISNEY | 254687106 |
| MDT | MEDTRONIC PLC | 4,009 | $326K | 0.0% | $59.40 | +9.4% | SHS | G5960L103 |
| ON | ON SEMICONDUCTOR CORP | 15,518 | $325K | 0.0% | $8.79 | +132.0% | COM | 682189105 |
| WMT | WAL-MART STORES INC | 3,226 | $319K | 0.0% | $20.94 | +28.1% | COM | 931142103 |
| ITB | ISHARES TR | 7,167 | $312K | 0.0% | $43.53 | — | US HOME CONS ETF | 464288752 |
| COP | CONOCOPHILLIPS | 5,625 | $310K | 0.0% | $32.79 | +20.9% | COM | 20825C104 |
| COST | COSTCO WHSL CORP NEW | 1,611 | $299K | 0.0% | $119.70 | +29.0% | COM | 22160K105 |
| NVDA | NVIDIA CORP | 1,520 | $294K | 0.0% | $4.91 | 0.0% | COM | 67066G104 |
| IVZ | INVESCO LTD | 7,929 | $292K | 0.0% | $19.66 | +25.0% | SHS | G491BT108 |
| ARCC | ARES CAP CORP | 18,236 | $287K | 0.0% | $6.69 | +11.9% | COM | 04010L103 |
| PM | PHILIP MORRIS INTL INC | 2,712 | $286K | 0.0% | $56.44 | +23.3% | COM | 718172109 |
| — | UNITED TECHNOLOGIES CORP | 2,227 | $285K | 0.0% | $93.15 | — | COM | 913017109 |
| GILD | GILEAD SCIENCES INC | 3,815 | $274K | 0.0% | $49.18 | +13.7% | COM | 375558103 |
| TJX | TJX COS INC NEW | 3,564 | $273K | 0.0% | $28.75 | +12.7% | COM | 872540109 |
| — | DOWDUPONT INC | 3,821 | $272K | 0.0% | $69.33 | — | COM | 26078J100 |
| LOW | LOWES COS INC | 2,805 | $260K | 0.0% | $58.89 | +21.0% | COM | 548661107 |
| IYE | ISHARES TR | 6,550 | $260K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| — | ALZA CORP | 135,000 | $258K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| SLB | SCHLUMBERGER LTD | 3,852 | $257K | 0.0% | $52.94 | -3.3% | COM | 806857108 |
| LMT | LOCKHEED MARTIN CORP | 802 | $256K | 0.0% | $201.24 | +26.0% | COM | 539830109 |
| ITW | ILLINOIS TOOL WKS INC | 1,516 | $253K | 0.0% | $130.85 | 0.0% | COM | 452308109 |
| — | TIME WARNER INC | 2,723 | $249K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| USB | US BANCORP DEL | 4,581 | $248K | 0.0% | $39.05 | 0.0% | COM NEW | 902973304 |
| BIIB | BIOGEN INC | 765 | $245K | 0.0% | $296.18 | +8.3% | COM | 09062X103 |
| — | DISCOVER FINL SVCS | 3,179 | $245K | 0.0% | $72.63 | — | COM | 254709108 |
| — | PRICELINE GRP INC | 141 | $245K | 0.0% | $1444.44 | — | COM NEW | 741503403 |
| NKE | NIKE INC | 3,847 | $242K | 0.0% | $50.72 | +2.1% | CL B | 654106103 |
| XRT | SPDR SERIES TRUST | 5,202 | $236K | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| ACN | ACCENTURE PLC IRELAND | 1,518 | $233K | 0.0% | $114.67 | +12.1% | SHS CLASS A | G1151C101 |
| — | ALLERGAN PLC | 1,408 | $231K | 0.0% | $302.92 | — | SHS | G0177J108 |
| — | PIONEER NAT RES CO | 1,343 | $231K | 0.0% | $176.32 | — | COM | 723787107 |
| — | CBS CORP NEW | 3,860 | $228K | 0.0% | $54.71 | — | CL B | 124857202 |
| EG | EVEREST RE GROUP LTD | 1,026 | $227K | 0.0% | $174.35 | +9.3% | COM | G3223R108 |
| — | E TRADE FINANCIAL CORP | 4,567 | $227K | 0.0% | $49.70 | — | COM NEW | 269246401 |
| IP | INTL PAPER CO | 3,821 | $220K | 0.0% | $31.25 | +20.3% | COM | 460146103 |
| EOG | EOG RES INC | 2,036 | $219K | 0.0% | $67.46 | +11.8% | COM | 26875P101 |
| ETN | EATON CORP PLC | 2,751 | $218K | 0.0% | $60.24 | +10.0% | SHS | G29183103 |
| MGM | MGM RESORTS INTERNATIONAL | 6,314 | $212K | 0.0% | $30.79 | 0.0% | COM | 552953101 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,438 | $212K | 0.0% | $43.12 | +7.7% | COM | 110122108 |
| RVTY | PERKINELMER INC | 2,850 | $209K | 0.0% | $70.26 | 0.0% | COM | 714046109 |
| PWR | QUANTA SVCS INC | 5,302 | $209K | 0.0% | $36.80 | 0.0% | COM | 74762E102 |
| CVS | CVS HEALTH CORP | 2,864 | $209K | 0.0% | $42.55 | +32.2% | COM | 126650100 |
| GIS | GENERAL MLS INC | 3,505 | $208K | 0.0% | $40.54 | 0.0% | COM | 370334104 |
| — | LABORATORY CORP AMER HLDGS | 1,274 | $203K | 0.0% | $159.34 | — | COM NEW | 50540R409 |
| CAT | CATERPILLAR INC DEL | 1,277 | $200K | 0.0% | $96.02 | +21.1% | COM | 149123101 |
| — | WELLS FARGO & CO | 182,000 | $177K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | WEATHERFORD INTL PLC | 39,139 | $164K | 0.0% | $4.19 | — | ORD SHS | G48833100 |
| F | FORD MTR CO DEL | 12,518 | $156K | 0.0% | $7.47 | +7.2% | COM PAR $0.01 | 345370860 |
| — | INCYTE CORP | 82,000 | $149K | 0.0% | $1.73 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | ARES CAP CORP | 100,000 | $100K | 0.0% | $1.02 | — | NOTE 4.750% 1/1 | 04010LAJ2 |
| — | STARWOOD PPTY TR INC | 72,000 | $79,000 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | AMERICAN RLTY CAP PPTYS INC | 70,000 | $72,000 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | TESARO INC | 14,000 | $33,000 | 0.0% | $2.36 | — | NOTE 3.000%10/0 | 881569AA5 |
| — | JANUS HENDERSON GROUP PLC | 15,000 | $26,000 | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 47102XAH8 |