Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 14, 2018
Total Value: $1.232B (23.1% shares, 76.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | INTEL CORP | 20,634,000 | $51.68M | 4.2% | $1.56 | — | SDCV 3.250% 8/0 | 458140AF7 |
| IVV | ISHARES TR | 175,249 | $46.51M | 3.8% | $223.68 | — | CORE S&P500 ETF | 464287200 |
| — | NOVELLUS SYS INC | 4,638,000 | $28.07M | 2.3% | $2.82 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | WELLS FARGO CO NEW | 18,865 | $24.25M | 2.0% | $1212.95 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 15,078,000 | $24.21M | 2.0% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | MICROCHIP TECHNOLOGY INC | 20,436,000 | $24.16M | 2.0% | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | BECTON DICKINSON & CO | 375,382 | $21.8M | 1.8% | $55.66 | — | PFD SHS CONV A | 075887208 |
| — | PRICELINE GRP INC | 17,023,000 | $21.25M | 1.7% | $1.15 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | MICRON TECHNOLOGY INC | 4,230,000 | $20.12M | 1.6% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | BANK AMER CORP | 14,900 | $19.21M | 1.6% | $1140.85 | — | 7.25%CNV PFD L | 060505682 |
| — | RED HAT INC | 9,271,000 | $18.75M | 1.5% | $1.32 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | VERISIGN INC | 5,106,000 | $17.59M | 1.4% | $2.48 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | CHENIERE ENERGY INC | 21,606,000 | $16.77M | 1.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | INSULET CORP | 10,741,000 | $16.63M | 1.3% | $1.41 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | ANTHEM INC | 5,398,000 | $16.25M | 1.3% | $2.20 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | HERBALIFE LTD | 12,474,000 | $15.11M | 1.2% | $0.96 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | NAVISTAR INTL CORP NEW | 14,135,000 | $14.53M | 1.2% | $1.04 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ILLUMINA INC | 13,044,000 | $14.43M | 1.2% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | ILLUMINA INC | 11,819,000 | $14.41M | 1.2% | $1.15 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | MICROCHIP TECHNOLOGY INC | 7,987,000 | $14.16M | 1.1% | $1.12 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 12,237,000 | $12.27M | 1.0% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | YAHOO INC | 8,719,000 | $12.18M | 1.0% | $1.17 | — | NOTE 12/0 | 984332AF3 |
| — | CITRIX SYS INC | 9,188,000 | $12.1M | 1.0% | $1.11 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | ISIS PHARMACEUTICALS INC DEL | 11,606,000 | $11.47M | 0.9% | $1.03 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | BLACKSTONE MTG TR INC | 11,181,000 | $10.98M | 0.9% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | DISH NETWORK CORP | 11,350,000 | $10.94M | 0.9% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| AGG | ISHARES TR | 98,505 | $10.56M | 0.9% | $109.58 | — | CORE US AGGBD ET | 464287226 |
| — | 51JOB INC | 5,171,000 | $10.41M | 0.8% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | NEXTERA ENERGY INC | 140,725 | $10.24M | 0.8% | $61.11 | — | UNIT 08/31/2018 | 65339F846 |
| — | ANTHEM INC | 188,444 | $10.12M | 0.8% | $49.32 | — | UNIT 05/01/20188 | 036752202 |
| — | ENVESTNET INC | 9,073,000 | $9.953M | 0.8% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TESLA INC | 9,941,000 | $9.915M | 0.8% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | SILICON LABORATORIES INC | 8,565,000 | $9.911M | 0.8% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | ON SEMICONDUCTOR CORP | 6,664,000 | $9.512M | 0.8% | $1.09 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TTM TECHNOLOGIES INC | 5,150,000 | $8.558M | 0.7% | $1.15 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | HESS CORP | 138,945 | $8.277M | 0.7% | $59.57 | — | DEP PDF SR A | 42809H404 |
| — | CROWN CASTLE INTL CORP NEW | 7,072 | $7.876M | 0.6% | $1064.65 | — | 6.875% CON PFD A | 22822V309 |
| — | STARWOOD WAYPOINT RESIDENTL | 6,268,000 | $7.858M | 0.6% | $1.02 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,748,000 | $7.686M | 0.6% | $1.13 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | RPM INTL INC | 6,780,000 | $7.612M | 0.6% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | WRIGHT MED GROUP INC | 7,507,000 | $7.443M | 0.6% | $1.00 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | MOLINA HEALTHCARE INC | 5,249,000 | $7.389M | 0.6% | $1.22 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | THERAVANCE INC | 6,850,000 | $7.332M | 0.6% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | IRONWOOD PHARMACEUTICALS INC | 6,100,000 | $7.18M | 0.6% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,246,000 | $7.166M | 0.6% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ROYAL GOLD INC | 6,736,000 | $7.081M | 0.6% | $1.09 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | STANLEY BLACK & DECKER INC | 61,465 | $7.074M | 0.6% | $112.09 | — | UNIT 05/15/2020 | 854502887 |
| — | INTEGRATED DEVICE TECHNOLOGY | 6,233,000 | $7.021M | 0.6% | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | PENNYMAC CORP | 7,000,000 | $6.991M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | LIVE NATION ENTERTAINMENT IN | 5,419,000 | $6.898M | 0.6% | $1.10 | — | DBCV 2.500% 5/1 | 538034AJ8 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,678,000 | $6.511M | 0.5% | $1.02 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | JAZZ INVESTMENTS I LTD | 6,218,000 | $6.499M | 0.5% | $1.04 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | TRINITY INDS INC | 4,732,000 | $6.45M | 0.5% | $1.24 | — | NOTE 3.875% 6/0 | 896522AF6 |
| — | DYNEGY INC NEW DEL | 74,000 | $6.398M | 0.5% | $74.78 | — | UNIT 07/01/20191 | 26817R405 |
| — | LIBERTY MEDIA CORP | 10,668,000 | $6.327M | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | KB HOME | 5,582,000 | $6.319M | 0.5% | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | CAESARS ENTMT CORP | 3,436,000 | $5.986M | 0.5% | $1.92 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | SERVICENOW INC | 2,662,000 | $5.944M | 0.5% | $1.33 | — | NOTE 11/0 | 81762PAB8 |
| — | QUIDEL CORP | 3,424,000 | $5.928M | 0.5% | $1.09 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | EXACT SCIENCES CORP | 6,680,000 | $5.924M | 0.5% | $0.89 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | SEACOR HOLDINGS INC | 6,090,000 | $5.884M | 0.5% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | GUIDEWIRE SOFTWARE INC | 5,852,000 | $5.758M | 0.5% | $0.98 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | AMAG PHARMACEUTICALS INC | 5,500,000 | $5.665M | 0.5% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 109,199 | $5.608M | 0.5% | $52.04 | — | FST LOW OPPT EFT | 33739Q200 |
| — | JDS UNIPHASE CORP | 5,412,000 | $5.526M | 0.4% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 93,961 | $5.489M | 0.4% | $47.19 | — | COM SHS | 33734K109 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,600,000 | $5.475M | 0.4% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | SILVER STD RES INC | 5,500,000 | $5.442M | 0.4% | $0.94 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | J2 GLOBAL INC | 4,250,000 | $5.404M | 0.4% | $1.20 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | REDWOOD TR INC | 5,353,000 | $5.353M | 0.4% | $0.99 | — | NOTE 4.625% 4/1 | 758075AB1 |
| — | APOLLO COML REAL EST FIN INC | 5,350,000 | $5.343M | 0.4% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | DYCOM INDS INC | 4,214,000 | $5.335M | 0.4% | $1.13 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | CTRIP COM INTL LTD | 4,953,000 | $5.332M | 0.4% | $1.07 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | COLONY CAP INC | 5,696,000 | $5.331M | 0.4% | $1.00 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| — | INSMED INC | 6,000,000 | $5.303M | 0.4% | $0.88 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | PROSPECT CAPITAL CORPORATION | 5,250,000 | $5.263M | 0.4% | $1.00 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | IRIDIUM COMMUNICATIONS INC | 13,507 | $5.202M | 0.4% | $321.92 | — | PERP PFD CNV B | 46269C409 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 4,400,000 | $5.185M | 0.4% | $1.19 | — | DEBT 0.375% 3/1 | N72482AA5 |
| — | RTI INTL METALS INC | 4,882,000 | $5.13M | 0.4% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | WEATHERFORD INTL LTD | 5,669,000 | $5.081M | 0.4% | $1.17 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,613,000 | $5.041M | 0.4% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | ARES CAP CORP | 4,771,000 | $4.824M | 0.4% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ENCORE CAP GROUP INC | 4,200,000 | $4.796M | 0.4% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | WAYFAIR INC | 5,000,000 | $4.759M | 0.4% | $1.04 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | ZILLOW GROUP INC | 3,895,000 | $4.748M | 0.4% | $1.09 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | TWO HBRS INVT CORP | 4,530,000 | $4.731M | 0.4% | $1.06 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | WORKDAY INC | 3,112,000 | $4.724M | 0.4% | $1.30 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | LAM RESEARCH CORP | 1,357,000 | $4.574M | 0.4% | $1.59 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | PROOFPOINT INC | 3,092,000 | $4.517M | 0.4% | $1.18 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | FORESTAR GROUP INC | 4,500,000 | $4.467M | 0.4% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | MICRON TECHNOLOGY INC | 2,488,000 | $4.453M | 0.4% | $1.35 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,500,000 | $4.436M | 0.4% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | NEW YORK CMNTY CAP TR V | 88,781 | $4.417M | 0.4% | $50.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | CEMEX SAB DE CV | 4,250,000 | $4.374M | 0.4% | $1.04 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | AKAMAI TECHNOLOGIES INC | 4,266,000 | $4.37M | 0.4% | $1.02 | — | DBCV 2/1 | 00971TAG6 |
| — | TERADYNE INC | 2,859,000 | $4.353M | 0.4% | $1.43 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | HANNON ARMSTRONG SUST INFR C | 4,547,000 | $4.347M | 0.4% | $1.03 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | CLEVELAND CLIFFS INC | 4,000,000 | $4.327M | 0.4% | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | CHART INDS INC | 4,236,000 | $4.299M | 0.3% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 4,438,000 | $4.277M | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| FLOT | ISHARES TR | 83,000 | $4.227M | 0.3% | $50.75 | — | FLTG RATE NT ETF | 46429B655 |
| — | RENEWABLE ENERGY GROUP INC | 3,108,000 | $4.193M | 0.3% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,983,000 | $4.179M | 0.3% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SOLARCITY CORP | 4,500,000 | $4.107M | 0.3% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | GOLAR LNG LTD | 4,000,000 | $4.083M | 0.3% | $1.02 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | OSI SYSTEMS INC | 4,500,000 | $4.062M | 0.3% | $0.90 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | YANDEX NV | 3,973,000 | $4.021M | 0.3% | $0.86 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | ENSCO JERSEY FIN LTD | 5,000,000 | $4.007M | 0.3% | $0.87 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| IWD | ISHARES TR | 32,550 | $3.904M | 0.3% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| — | WELLS FARGO & CO | 3,938,000 | $3.786M | 0.3% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | NUANCE COMMUNICATIONS INC | 3,966,000 | $3.76M | 0.3% | $0.92 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | WRIGHT MED GROUP N V | 3,300,000 | $3.747M | 0.3% | $1.41 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,000,000 | $3.68M | 0.3% | $0.92 | — | NOTE 2.500% 2/0 | 014339AA3 |
| — | PANDORA MEDIA INC | 4,000,000 | $3.641M | 0.3% | $1.02 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | PALO ALTO NETWORKS INC | 2,203,000 | $3.636M | 0.3% | $1.58 | — | NOTE 7/0 | 697435AB1 |
| — | ACORDA THERAPEUTICS INC | 4,000,000 | $3.636M | 0.3% | $0.99 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | VIRTUS INVT PARTNERS INC | 33,501 | $3.56M | 0.3% | $97.67 | — | PFD CV SER D | 92828Q208 |
| — | IMPAX LABORATORIES INC | 3,500,000 | $3.466M | 0.3% | $0.89 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | GRANITE PT MTG TR INC | 3,500,000 | $3.43M | 0.3% | $0.99 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | PDC ENERGY INC | 3,500,000 | $3.399M | 0.3% | $1.05 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | TESLA INC | 3,334,000 | $3.311M | 0.3% | $0.98 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | HORIZON PHARMA INVT LTD | 3,500,000 | $3.21M | 0.3% | $0.91 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | RAYONIER ADVANCED MATLS INC | 21,327 | $3.204M | 0.3% | $104.12 | — | PFD CV SER A | 75508B203 |
| IEMG | ISHARES INC | 53,793 | $3.142M | 0.3% | $51.13 | — | CORE MSCI EMKT | 46434G103 |
| — | TESLA INC | 3,000,000 | $3.125M | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | KNOWLES CORP | 3,000,000 | $3.116M | 0.3% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $3.042M | 0.2% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | RADIUS HEALTH INC | 3,000,000 | $3.03M | 0.2% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | REDWOOD TR INC | 3,000,000 | $2.908M | 0.2% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | MEDICINES CO | 3,000,000 | $2.881M | 0.2% | $1.04 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | TCP CAP CORP | 2,750,000 | $2.829M | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | HURON CONSULTING GROUP INC | 3,000,000 | $2.82M | 0.2% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | PACIRA PHARMACEUTICALS INC | 3,000,000 | $2.742M | 0.2% | $0.91 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | VEECO INSTRS INC DEL | 3,000,000 | $2.723M | 0.2% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| FTSL | FIRST TR EXCHANGE TRADED FD | 56,302 | $2.71M | 0.2% | $48.06 | — | SENIOR LN FD | 33738D309 |
| — | NUVASIVE INC | 2,444,000 | $2.683M | 0.2% | $1.34 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | GREENBRIER COS INC | 2,312,000 | $2.64M | 0.2% | $1.14 | — | NOTE 2.875% 2/0 | 393657AK7 |
| HBAN | HUNTINGTON BANCSHARES INC | 172,005 | $2.595M | 0.2% | $11.01 | 0.0% | COM | 446150104 |
| — | SUNPOWER CORP | 3,198,000 | $2.544M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | ECHO GLOBAL LOGISTICS INC | 2,500,000 | $2.536M | 0.2% | $0.91 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| IYW | ISHARES TR | 14,866 | $2.5M | 0.2% | $110.54 | — | U.S. TECH ETF | 464287721 |
| TBF | PROSHARES TR | 110,000 | $2.497M | 0.2% | $23.89 | — | SHRT 20+YR TRE | 74347X849 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 127,314 | $2.477M | 0.2% | $20.06 | — | PFD SECS INC ETF | 33739E108 |
| — | FIDELITY NATIONAL FINANCIAL | 790,000 | $2.472M | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | HARMONIC INC | 2,500,000 | $2.454M | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | SPIRIT RLTY CAP INC NEW | 2,454,000 | $2.442M | 0.2% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | WABASH NATL CORP | 1,232,000 | $2.181M | 0.2% | $1.26 | — | NOTE 3.375% 5/0 | 929566AH0 |
| GOOGL | ALPHABET INC | 2,102 | $2.18M | 0.2% | $37.45 | +46.9% | CAP STK CL A | 02079K305 |
| — | EZCORP INC | 2,000,000 | $2.103M | 0.2% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,085,000 | $2.085M | 0.2% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| ANW 4 11/01/18 | AEGEAN MARINE PETE NETWORK I | 2,300,000 | $2.068M | 0.2% | $1.06 | — | NOTE 4.000%11/0 | Y0020QAA9 |
| — | CHESAPEAKE ENERGY CORP | 2,347,000 | $2.021M | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167CY1 |
| AAPL | APPLE INC | 11,655 | $1.956M | 0.2% | $19.25 | +110.0% | COM | 037833100 |
| — | ENDOLOGIX INC | 2,000,000 | $1.944M | 0.2% | $0.95 | — | NOTE 2.250%12/1 | 29266SAA4 |
| FDT | FIRST TR EXCH TRD ALPHA FD I | 30,647 | $1.925M | 0.2% | $62.81 | — | DEV MRK EX US | 33737J174 |
| — | NVIDIA CORP | 161,000 | $1.85M | 0.2% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ENCORE CAP GROUP INC | 1,829,000 | $1.826M | 0.1% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| FTXO | FIRST TR EXCHANGE TRADED FD | 61,293 | $1.809M | 0.1% | $29.51 | — | NASDAQ BK ETF | 33738R860 |
| — | DANAHER CORP DEL | 479,000 | $1.793M | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| MSFT | MICROSOFT CORP | 18,895 | $1.725M | 0.1% | $36.35 | +131.9% | COM | 594918104 |
| — | ENDOLOGIX INC | 2,000,000 | $1.719M | 0.1% | $1.05 | — | NOTE 3.250%11/0 | 29266SAB2 |
| XLU | SELECT SECTOR SPDR TR | 33,153 | $1.675M | 0.1% | $42.56 | — | SBI INT-UTILS | 81369Y886 |
| — | DEPOMED INC | 2,000,000 | $1.621M | 0.1% | $0.91 | — | NOTE 2.500% 9/0 | 249908AA2 |
| — | B2GOLD CORP | 1,500,000 | $1.508M | 0.1% | $0.92 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | NOVAVAX INC | 2,132,000 | $1.497M | 0.1% | $0.48 | — | NOTE 3.750% 2/0 | 670002AB0 |
| AMZN | AMAZON COM INC | 1,029 | $1.49M | 0.1% | $19.98 | +258.0% | COM | 023135106 |
| JPM | JPMORGAN CHASE & CO | 13,366 | $1.469M | 0.1% | $37.03 | +146.9% | COM | 46625H100 |
| — | BLACKSTONE MTG TR INC | 1,500,000 | $1.469M | 0.1% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NATIONAL HEALTH INVS INC | 1,304,000 | $1.425M | 0.1% | $1.06 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | FIREEYE INC | 1,500,000 | $1.399M | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | ACETO CORP | 1,455,000 | $1.276M | 0.1% | $0.96 | — | NOTE 2.000%11/0 | 004446AD2 |
| — | UNISYS CORP | 967,000 | $1.27M | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| IYR | ISHARES TR | 16,766 | $1.265M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| — | LABORATORY CORP AMER HLDGS | 518,000 | $1.12M | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | CONSOLIDATED TOMOKA LD CO | 1,017,000 | $1.086M | 0.1% | $1.01 | — | NOTE 4.500% 3/1 | 210226AB2 |
| — | ALLEGHENY TECHNOLOGIES INC | 590,000 | $1.075M | 0.1% | $1.83 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| META | FACEBOOK INC | 6,731 | $1.074M | 0.1% | $75.34 | +136.7% | CL A | 30303M102 |
| — | TUTOR PERINI CORP | 1,002,000 | $1.057M | 0.1% | $1.10 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $1.006M | 0.1% | $1.01 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,106,000 | $982K | 0.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | RAMCO-GERSHENSON PPTYS TR | 18,912 | $979K | 0.1% | $57.23 | — | PERP PFD-D CV | 751452608 |
| JNJ | JOHNSON & JOHNSON | 7,576 | $971K | 0.1% | $69.14 | +56.7% | COM | 478160104 |
| — | PDL BIOPHARMA INC | 950,000 | $962K | 0.1% | $0.83 | — | NOTE 2.750%12/0 | 69329YAG9 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $956K | 0.1% | $74.42 | +15.8% | COM | 494368103 |
| — | EURONET WORLDWIDE INC | 796,000 | $939K | 0.1% | $1.20 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | TWITTER INC | 1,000,000 | $936K | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| C | CITIGROUP INC | 13,874 | $934K | 0.1% | $38.04 | +51.5% | COM NEW | 172967424 |
| BAC | BANK AMER CORP | 30,902 | $926K | 0.1% | $11.46 | +127.3% | COM | 060505104 |
| — | HERCULES CAPITAL INC | 900,000 | $908K | 0.1% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| FXH | FIRST TR EXCHANGE TRADED FD | 13,041 | $904K | 0.1% | $66.98 | — | HLTH CARE ALPH | 33734X143 |
| TBT | PROSHARES TR | 24,635 | $893K | 0.1% | $40.64 | — | PSHS ULTSH 20YRS | 74347B201 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,384 | $873K | 0.1% | $127.86 | +60.6% | CL B NEW | 084670702 |
| UNH | UNITEDHEALTH GROUP INC | 4,067 | $870K | 0.1% | $64.23 | +213.1% | COM | 91324P102 |
| — | CSG SYS INTL INC | 779,000 | $850K | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | BIOMARIN PHARMACEUTICAL INC | 763,000 | $845K | 0.1% | $1.14 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | PHOTRONICS INC | 800,000 | $829K | 0.1% | $1.07 | — | NOTE 3.250% 4/0 | 719405AK8 |
| L | LOEWS CORP | 16,540 | $823K | 0.1% | $42.08 | +16.0% | COM | 540424108 |
| PFE | PFIZER INC | 23,231 | $822K | 0.1% | $17.09 | +41.8% | COM | 717081103 |
| INTC | INTEL CORP | 15,491 | $809K | 0.1% | $22.17 | +80.7% | COM | 458140100 |
| EEMV | ISHARES INC | 12,825 | $799K | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| HD | HOME DEPOT INC | 4,364 | $778K | 0.1% | $65.33 | +136.8% | COM | 437076102 |
| — | NUANCE COMMUNICATIONS INC | 718,000 | $730K | 0.1% | $1.04 | — | DEBT 1.500%11/0 | 67020YAG5 |
| — | SPIRIT RLTY CAP INC NEW | 699,000 | $709K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| IYM | ISHARES TR | 7,273 | $700K | 0.1% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| — | FINISAR CORP | 695,000 | $684K | 0.1% | $1.18 | — | NOTE 0.500%12/1 | 31787AAM3 |
| PG | PROCTER AND GAMBLE CO | 8,245 | $654K | 0.1% | $58.66 | +15.7% | COM | 742718109 |
| — | DTE ENERGY CO | 12,530 | $651K | 0.1% | $54.19 | — | UNIT 99/99/9999 | 233331883 |
| VZ | VERIZON COMMUNICATIONS INC | 13,542 | $646K | 0.1% | $28.61 | +15.5% | COM | 92343V104 |
| — | EVERBRIDGE INC | 511,000 | $643K | 0.1% | $1.26 | — | NOTE 1.500%11/0 | 29978AAA2 |
| — | CLOVIS ONCOLOGY INC | 543,000 | $626K | 0.1% | $1.29 | — | NOTE 2.500% 9/1 | 189464AB6 |
| DBJP | DBX ETF TR | 14,409 | $612K | 0.0% | $33.77 | — | XTRACK MSCI JAPN | 233051507 |
| CSCO | CISCO SYS INC | 14,041 | $602K | 0.0% | $16.25 | +105.9% | COM | 17275R102 |
| XOM | EXXON MOBIL CORP | 7,901 | $589K | 0.0% | $53.94 | +3.3% | COM | 30231G102 |
| MA | MASTERCARD INCORPORATED | 3,260 | $570K | 0.0% | $74.60 | +119.4% | CL A | 57636Q104 |
| T | AT&T INC | 15,607 | $557K | 0.0% | $11.49 | +37.7% | COM | 00206R102 |
| — | BRISTOW GROUP INC | 500,000 | $552K | 0.0% | $1.10 | — | NOTE 4.500% 6/0 | 110394AF0 |
| KO | COCA COLA CO | 12,649 | $547K | 0.0% | $28.21 | +24.3% | COM | 191216100 |
| — | SUNTRUST BKS INC | 7,939 | $542K | 0.0% | $35.24 | — | COM | 867914103 |
| — | EPR PPTYS | 21,992 | $535K | 0.0% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| EFA | ISHARES TR | 7,590 | $529K | 0.0% | $65.09 | — | MSCI EAFE ETF | 464287465 |
| — | RAYTHEON CO | 2,459 | $528K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| FDX | FEDEX CORP | 2,188 | $525K | 0.0% | $84.07 | +162.3% | COM | 31428X106 |
| — | ARBOR RLTY TR INC | 500,000 | $510K | 0.0% | $1.02 | — | NOTE 5.375%11/1 | 038923AB4 |
| — | POWERSHARES ETF TRUST II | 21,906 | $506K | 0.0% | $23.34 | — | SENIOR LN PORT | 73936Q769 |
| — | WESTERN ASSET MTG CAP CORP | 500,000 | $497K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| WFC | WELLS FARGO CO NEW | 9,461 | $497K | 0.0% | $33.63 | +41.9% | COM | 949746101 |
| BA | BOEING CO | 1,502 | $495K | 0.0% | $100.58 | +221.0% | COM | 097023105 |
| ORCL | ORACLE CORP | 10,572 | $483K | 0.0% | $30.91 | +43.2% | COM | 68389X105 |
| — | INPHI CORP | 461,000 | $482K | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | AIR LEASE CORP | 323,000 | $481K | 0.0% | $1.49 | — | NOTE 3.875%12/0 | 00912XAK0 |
| PEP | PEPSICO INC | 4,228 | $462K | 0.0% | $56.46 | +58.1% | COM | 713448108 |
| — | LAM RESEARCH CORP | 2,276 | $462K | 0.0% | $83.51 | — | COM | 512807108 |
| UNP | UNION PAC CORP | 3,400 | $456K | 0.0% | $73.21 | +54.4% | COM | 907818108 |
| CVX | CHEVRON CORP NEW | 3,974 | $453K | 0.0% | $71.15 | +19.5% | COM | 166764100 |
| — | OASIS PETE INC NEW | 441,000 | $451K | 0.0% | $1.39 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| GD | GENERAL DYNAMICS CORP | 2,034 | $450K | 0.0% | $110.33 | +64.9% | COM | 369550108 |
| MO | ALTRIA GROUP INC | 7,221 | $449K | 0.0% | $21.85 | +67.4% | COM | 02209S103 |
| V | VISA INC | 3,749 | $448K | 0.0% | $66.60 | +72.3% | COM CL A | 92826C839 |
| KEY | KEYCORP NEW | 22,123 | $432K | 0.0% | $8.85 | +65.1% | COM | 493267108 |
| AMGN | AMGEN INC | 2,497 | $424K | 0.0% | $88.03 | +64.1% | COM | 031162100 |
| — | HELIX ENERGY SOLUTIONS GRP I | 431,000 | $405K | 0.0% | $1.03 | — | NOTE 4.250% 5/0 | 42330PAH0 |
| — | CELGENE CORP | 4,437 | $397K | 0.0% | $112.22 | — | COM | 151020104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 5,368 | $390K | 0.0% | $46.08 | +43.3% | COM | 45866F104 |
| ABT | ABBOTT LABS | 6,441 | $386K | 0.0% | $29.00 | +81.3% | COM | 002824100 |
| TXN | TEXAS INSTRS INC | 3,685 | $384K | 0.0% | $42.34 | +105.1% | COM | 882508104 |
| MRK | MERCK & CO INC | 6,739 | $368K | 0.0% | $36.66 | +15.3% | COM | 58933Y105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,787 | $368K | 0.0% | $124.96 | +64.5% | COM | 883556102 |
| ABBV | ABBVIE INC | 3,880 | $367K | 0.0% | $28.68 | +173.8% | COM | 00287Y109 |
| DAL | DELTA AIR LINES INC DEL | 6,498 | $355K | 0.0% | $19.21 | +164.1% | COM NEW | 247361702 |
| — | AETNA INC NEW | 2,048 | $347K | 0.0% | $111.04 | — | COM | 00817Y108 |
| NVDA | NVIDIA CORP | 1,498 | $347K | 0.0% | $4.91 | +18.3% | COM | 67066G104 |
| MCD | MCDONALDS CORP | 2,173 | $340K | 0.0% | $75.70 | +80.5% | COM | 580135101 |
| MMM | 3M CO | 1,530 | $337K | 0.0% | $61.79 | +143.0% | COM | 88579Y101 |
| COP | CONOCOPHILLIPS | 5,526 | $328K | 0.0% | $32.79 | +33.4% | COM | 20825C104 |
| MET | METLIFE INC | 6,913 | $318K | 0.0% | $27.99 | +32.3% | COM | 59156R108 |
| HON | HONEYWELL INTL INC | 2,192 | $317K | 0.0% | $73.48 | +59.9% | COM | 438516106 |
| MDT | MEDTRONIC PLC | 3,952 | $317K | 0.0% | $59.40 | +13.3% | SHS | G5960L103 |
| CMCSA | COMCAST CORP NEW | 9,129 | $313K | 0.0% | $24.42 | +30.2% | CL A | 20030N101 |
| DIS | DISNEY WALT CO | 2,989 | $301K | 0.0% | $56.71 | +78.0% | COM DISNEY | 254687106 |
| COST | COSTCO WHSL CORP NEW | 1,584 | $297K | 0.0% | $119.70 | +41.4% | COM | 22160K105 |
| BKNG | BOOKING HLDGS INC | 139 | $288K | 0.0% | $1933.58 | 0.0% | COM | 09857L108 |
| TJX | TJX COS INC NEW | 3,504 | $284K | 0.0% | $28.75 | +23.4% | COM | 872540109 |
| GILD | GILEAD SCIENCES INC | 3,753 | $283K | 0.0% | $49.18 | +19.8% | COM | 375558103 |
| WMT | WALMART INC | 3,167 | $281K | 0.0% | $20.94 | +35.4% | COM | 931142103 |
| ITB | ISHARES TR | 7,063 | $278K | 0.0% | $43.53 | — | US HOME CONS ETF | 464288752 |
| — | UNITED TECHNOLOGIES CORP | 2,189 | $275K | 0.0% | $93.15 | — | COM | 913017109 |
| ARCC | ARES CAP CORP | 17,236 | $273K | 0.0% | $6.69 | +11.8% | COM | 04010L103 |
| LMT | LOCKHEED MARTIN CORP | 790 | $267K | 0.0% | $201.24 | +36.9% | COM | 539830109 |
| PM | PHILIP MORRIS INTL INC | 2,663 | $265K | 0.0% | $56.44 | +21.7% | COM | 718172109 |
| PNC | PNC FINL SVCS GROUP INC | 1,728 | $260K | 0.0% | $118.19 | 0.0% | COM | 693475105 |
| — | GENERAL ELECTRIC CO | 19,259 | $260K | 0.0% | $24.14 | — | COM | 369604103 |
| — | BROADCOM LTD | 1,092 | $256K | 0.0% | $234.43 | — | SHS | Y09827109 |
| — | TIME WARNER INC | 2,685 | $255K | 0.0% | $73.66 | — | COM NEW | 887317303 |
| IVZ | INVESCO LTD | 7,794 | $251K | 0.0% | $19.66 | +20.2% | SHS | G491BT108 |
| NKE | NIKE INC | 3,779 | $249K | 0.0% | $50.72 | +17.5% | CL B | 654106103 |
| — | E TRADE FINANCIAL CORP | 4,496 | $248K | 0.0% | $49.70 | — | COM NEW | 269246401 |
| GS | GOLDMAN SACHS GROUP INC | 983 | $248K | 0.0% | $218.41 | 0.0% | COM | 38141G104 |
| LOW | LOWES COS INC | 2,766 | $245K | 0.0% | $58.89 | +39.1% | COM | 548661107 |
| SLB | SCHLUMBERGER LTD | 3,785 | $245K | 0.0% | $52.94 | +5.3% | COM | 806857108 |
| FTSM | FIRST TR EXCHANGE TRADED FD | 4,090 | $245K | 0.0% | $60.00 | — | FIRST TR ENH NEW | 33739Q408 |
| IYE | ISHARES TR | 6,550 | $242K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| — | DOWDUPONT INC | 3,757 | $240K | 0.0% | $69.33 | — | COM | 26078J100 |
| — | ALZA CORP | 135,000 | $239K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| ITW | ILLINOIS TOOL WKS INC | 1,496 | $236K | 0.0% | $130.85 | +4.6% | COM | 452308109 |
| — | ALLERGAN PLC | 1,386 | $235K | 0.0% | $302.92 | — | SHS | G0177J108 |
| USB | US BANCORP DEL | 4,518 | $230K | 0.0% | $39.05 | +2.2% | COM NEW | 902973304 |
| ACN | ACCENTURE PLC IRELAND | 1,496 | $230K | 0.0% | $114.67 | +22.8% | SHS CLASS A | G1151C101 |
| XRT | SPDR SERIES TRUST | 5,117 | $228K | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| — | PIONEER NAT RES CO | 1,323 | $227K | 0.0% | $176.32 | — | COM | 723787107 |
| ADBE | ADOBE SYS INC | 1,042 | $227K | 0.0% | $203.33 | 0.0% | COM | 00724F101 |
| — | DISCOVER FINL SVCS | 3,126 | $227K | 0.0% | $72.63 | — | COM | 254709108 |
| ON | ON SEMICONDUCTOR CORP | 8,991 | $222K | 0.0% | $8.79 | +174.3% | COM | 682189105 |
| MU | MICRON TECHNOLOGY INC | 4,143 | $219K | 0.0% | $46.70 | 0.0% | COM | 595112103 |
| MGM | MGM RESORTS INTERNATIONAL | 6,225 | $218K | 0.0% | $30.79 | +9.4% | COM | 552953101 |
| ETN | EATON CORP PLC | 2,706 | $217K | 0.0% | $60.24 | +16.7% | SHS | G29183103 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,382 | $216K | 0.0% | $43.12 | +11.6% | COM | 110122108 |
| RVTY | PERKINELMER INC | 2,809 | $213K | 0.0% | $70.26 | +7.7% | COM | 714046109 |
| EOG | EOG RES INC | 2,008 | $210K | 0.0% | $67.46 | +19.8% | COM | 26875P101 |
| CRM | SALESFORCE COM INC | 1,783 | $206K | 0.0% | $113.46 | 0.0% | COM | 79466L302 |
| BIIB | BIOGEN INC | 752 | $206K | 0.0% | $296.18 | +4.8% | COM | 09062X103 |
| — | LABORATORY CORP AMER HLDGS | 1,255 | $203K | 0.0% | $159.34 | — | COM NEW | 50540R409 |
| IEFA | ISHARES TR | 3,082 | $203K | 0.0% | $61.50 | — | CORE MSCI EAFE | 46432F842 |
| IP | INTL PAPER CO | 3,763 | $201K | 0.0% | $31.25 | +25.5% | COM | 460146103 |
| — | WELLS FARGO & CO | 182,000 | $177K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | INTERDIGITAL INC | 100,000 | $116K | 0.0% | $1.16 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MERITOR INC | 59,000 | $115K | 0.0% | $1.95 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | STARWOOD PPTY TR INC | 72,000 | $78,000 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | INCYTE CORP | 45,000 | $72,000 | 0.0% | $1.73 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | AMERICAN RLTY CAP PPTYS INC | 70,000 | $71,000 | 0.0% | $1.02 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | JANUS HENDERSON GROUP PLC | 15,000 | $22,000 | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 47102XAH8 |