CIK: 0000938487 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Aug 7, 2018
Total Value ($000): $1,222,598 (21.9% shares, 78.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 189,639 | $51,781 | 4.2% | $227.43 | — | CORE S&P500 ETF | 464287200 |
| — | INTEL CORP | 20,628,000 | $49,374 | 4.0% | $1.56 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WELLS FARGO CO NEW | 20,552 | $25,791 | 2.1% | $1216.39 | — | PERP PFD CNV A | 949746804 |
| — | BECTON DICKINSON & CO | 405,817 | $25,107 | 2.1% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | PRICELINE GRP INC | 15,230,000 | $23,578 | 1.9% | $1.19 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | MICROCHIP TECHNOLOGY INC | 19,197,000 | $22,487 | 1.8% | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | NOVELLUS SYS INC | 4,154,000 | $21,550 | 1.8% | $2.82 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | PRICELINE GRP INC | 17,641,000 | $21,075 | 1.7% | $1.15 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | BANK AMER CORP | 16,446 | $20,571 | 1.7% | $1151.19 | — | 7.25%CNV PFD L | 060505682 |
| — | MICRON TECHNOLOGY INC | 3,851,000 | $18,437 | 1.5% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | ANTHEM INC | 5,568,000 | $18,193 | 1.5% | $2.23 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | CHENIERE ENERGY INC | 22,300,000 | $17,655 | 1.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ILLUMINA INC | 13,140,000 | $17,303 | 1.4% | $1.17 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | INSULET CORP | 11,217,000 | $17,041 | 1.4% | $1.42 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | RED HAT INC | 9,156,000 | $16,684 | 1.4% | $1.32 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | ILLUMINA INC | 13,689,000 | $16,120 | 1.3% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | HERBALIFE LTD | 12,057,000 | $15,597 | 1.3% | $0.96 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CITRIX SYS INC | 9,679,000 | $14,053 | 1.1% | $1.12 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | JAZZ INVESTMENTS I LTD | 12,117,000 | $13,171 | 1.1% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 10,583,000 | $12,992 | 1.1% | $1.17 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | NEUROCRINE BIOSCIENCES INC | 8,736,000 | $12,609 | 1.0% | $1.44 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | NAVISTAR INTL CORP NEW | 12,174,000 | $12,544 | 1.0% | $1.04 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | REALPAGE INC | 8,664,000 | $12,279 | 1.0% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | BLACKSTONE MTG TR INC | 12,229,000 | $11,995 | 1.0% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | NEXTERA ENERGY INC | 161,670 | $11,988 | 1.0% | $62.80 | — | UNIT 08/31/2018 | 65339F846 |
| — | MICROCHIP TECHNOLOGY INC | 6,827,000 | $11,914 | 1.0% | $1.12 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | HESS CORP | 155,805 | $11,708 | 1.0% | $61.26 | — | DEP PDF SR A | 42809H404 |
| — | SILICON LABORATORIES INC | 9,487,000 | $11,532 | 0.9% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | YAHOO INC | 8,323,000 | $11,352 | 0.9% | $1.17 | — | NOTE 12/0 | 984332AF3 |
| — | TESLA INC | 9,763,000 | $10,760 | 0.9% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | 51JOB INC | 4,671,000 | $10,701 | 0.9% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | EXACT SCIENCES CORP | 10,097,000 | $10,615 | 0.9% | $0.94 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | ENVESTNET INC | 9,343,000 | $9,811 | 0.8% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| AGG | ISHARES TR | 92,065 | $9,787 | 0.8% | $109.58 | — | CORE US AGGBD ET | 464287226 |
| — | ON SEMICONDUCTOR CORP | 7,415,000 | $9,759 | 0.8% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | ISIS PHARMACEUTICALS INC DEL | 9,742,000 | $9,573 | 0.8% | $1.03 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | TTM TECHNOLOGIES INC | 4,900,000 | $9,130 | 0.7% | $1.15 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | MOLINA HEALTHCARE INC | 5,322,000 | $8,968 | 0.7% | $1.23 | — | DBCV 1.625% 8/1 | 60855RAD2 |
| — | KAMAN CORP | 7,423,000 | $8,955 | 0.7% | $1.21 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,833,000 | $8,930 | 0.7% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | HUBSPOT INC | 6,085,000 | $8,696 | 0.7% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | RPM INTL INC | 7,066,000 | $8,496 | 0.7% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | CROWN CASTLE INTL CORP NEW | 7,750 | $8,312 | 0.7% | $1065.34 | — | 6.875% CON PFD A | 22822V309 |
| — | WRIGHT MED GROUP INC | 7,651,000 | $8,279 | 0.7% | $1.00 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | QUIDEL CORP | 3,824,000 | $8,159 | 0.7% | $1.20 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | INTEGRATED DEVICE TECHNOLOGY | 7,027,000 | $8,011 | 0.7% | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,133,000 | $7,628 | 0.6% | $1.03 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,700,000 | $7,620 | 0.6% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | MACQUARIE INFRASTRUCTURE COR | 7,240,000 | $7,184 | 0.6% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ROYAL GOLD INC | 6,778,000 | $7,163 | 0.6% | $1.09 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | GUIDEWIRE SOFTWARE INC | 6,811,000 | $6,911 | 0.6% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | KB HOME | 6,346,000 | $6,884 | 0.6% | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | STARWOOD WAYPOINT RESIDENTL | 5,268,000 | $6,648 | 0.5% | $1.02 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| — | LIBERTY MEDIA CORP | 10,500,000 | $6,636 | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | ZILLOW GROUP INC | 5,184,000 | $6,568 | 0.5% | $1.13 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | VISTRA ENERGY CORP | 69,000 | $6,518 | 0.5% | $94.46 | — | UNIT 02/02/2024 | 92840M300 |
| — | PENNYMAC CORP | 6,500,000 | $6,500 | 0.5% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | WAYFAIR INC | 5,000,000 | $6,441 | 0.5% | $1.04 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| — | CAESARS ENTMT CORP | 3,743,000 | $6,363 | 0.5% | $1.90 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | THERAVANCE INC | 6,500,000 | $6,306 | 0.5% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | IRIDIUM COMMUNICATIONS INC | 11,500 | $6,229 | 0.5% | $321.92 | — | PERP PFD CNV B | 46269C409 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,600,000 | $6,097 | 0.5% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 4,800,000 | $6,092 | 0.5% | $1.20 | — | DEBT 0.375% 3/1 | N72482AA5 |
| — | WRIGHT MED GROUP N V | 4,550,000 | $6,069 | 0.5% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | J2 GLOBAL INC | 4,300,000 | $5,812 | 0.5% | $1.20 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | WHITING PETE CORP NEW | 6,042,000 | $5,770 | 0.5% | $0.95 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | TRANSOCEAN INC | 4,015,000 | $5,743 | 0.5% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | COLONY CAP INC | 5,970,000 | $5,672 | 0.5% | $0.99 | — | NOTE 3.875% 1/1 | 19624RAB2 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 95,462 | $5,663 | 0.5% | $47.39 | — | COM SHS | 33734K109 |
| — | AMAG PHARMACEUTICALS INC | 5,500,000 | $5,615 | 0.5% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | RENEWABLE ENERGY GROUP INC | 3,108,000 | $5,534 | 0.5% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | CTRIP COM INTL LTD | 5,252,000 | $5,529 | 0.5% | $1.07 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | SEACOR HOLDINGS INC | 5,422,000 | $5,522 | 0.5% | $1.02 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | INSMED INC | 6,000,000 | $5,508 | 0.5% | $0.88 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | CYPRESS SEMICONDUCTOR CORP | 4,115,000 | $5,453 | 0.4% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | CLEVELAND CLIFFS INC | 4,500,000 | $5,435 | 0.4% | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | SILVER STD RES INC | 5,500,000 | $5,428 | 0.4% | $0.94 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | OASIS PETE INC NEW | 4,101,000 | $5,320 | 0.4% | $1.31 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | APOLLO COML REAL EST FIN INC | 5,350,000 | $5,296 | 0.4% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | PROSPECT CAPITAL CORPORATION | 5,250,000 | $5,243 | 0.4% | $1.00 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | DYCOM INDS INC | 4,435,000 | $5,136 | 0.4% | $1.13 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | STANLEY BLACK & DECKER INC | 48,153 | $5,062 | 0.4% | $112.09 | — | UNIT 05/15/2020 | 854502887 |
| — | AKAMAI TECHNOLOGIES INC | 5,018,000 | $5,024 | 0.4% | $1.02 | — | DBCV 2/1 | 00971TAG6 |
| — | TESLA INC | 4,459,000 | $5,023 | 0.4% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MICRON TECHNOLOGY INC | 2,777,000 | $4,999 | 0.4% | $1.40 | — | NOTE 3.000%11/1 | 595112AY9 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 96,472 | $4,934 | 0.4% | $52.04 | — | FST LOW OPPT EFT | 33739Q200 |
| — | PROOFPOINT INC | 3,309,000 | $4,853 | 0.4% | $1.20 | — | DBCV 0.750% 6/1 | 743424AD5 |
| — | PALO ALTO NETWORKS INC | 2,601,000 | $4,835 | 0.4% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| — | ARES CAP CORP | 4,687,000 | $4,711 | 0.4% | $1.03 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | ENSCO JERSEY FIN LTD | 5,000,000 | $4,643 | 0.4% | $0.87 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | PDC ENERGY INC | 4,457,000 | $4,615 | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,500,000 | $4,522 | 0.4% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | CEMEX SAB DE CV | 4,350,000 | $4,364 | 0.4% | $1.04 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | OSI SYSTEMS INC | 4,500,000 | $4,345 | 0.4% | $0.90 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | NEW YORK CMNTY CAP TR V | 86,500 | $4,312 | 0.4% | $50.11 | — | UNIT 11/01/2051 | 64944P307 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 4,438,000 | $4,266 | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | SOLARCITY CORP | 4,500,000 | $4,187 | 0.3% | $0.93 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,000,000 | $4,155 | 0.3% | $0.92 | — | NOTE 2.500% 2/0 | 014339AA3 |
| — | ENCORE CAP GROUP INC | 4,100,000 | $4,115 | 0.3% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | YANDEX NV | 3,973,000 | $3,913 | 0.3% | $0.86 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | PACIRA PHARMACEUTICALS INC | 4,208,000 | $3,892 | 0.3% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | ECHO GLOBAL LOGISTICS INC | 3,593,000 | $3,751 | 0.3% | $0.95 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | VIRTUS INVT PARTNERS INC | 34,501 | $3,735 | 0.3% | $97.98 | — | PFD CV SER D | 92828Q208 |
| — | RADIUS HEALTH INC | 4,000,000 | $3,709 | 0.3% | $0.99 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | TESLA INC | 3,000,000 | $3,640 | 0.3% | $1.04 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | WEATHERFORD INTL LTD | 3,685,000 | $3,627 | 0.3% | $1.17 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | ACORDA THERAPEUTICS INC | 3,750,000 | $3,624 | 0.3% | $0.99 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | WELLS FARGO & CO | 3,700,000 | $3,559 | 0.3% | $1.06 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | GRANITE PT MTG TR INC | 3,500,000 | $3,559 | 0.3% | $0.99 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | FORESTAR GROUP INC | 3,560,000 | $3,533 | 0.3% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | KNOWLES CORP | 3,000,000 | $3,342 | 0.3% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| TBF | PROSHARES TR | 146,634 | $3,320 | 0.3% | $23.58 | — | SHRT 20+YR TRE | 74347X849 |
| — | MEDICINES CO | 3,100,000 | $3,117 | 0.3% | $1.04 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | HORIZON PHARMA INVT LTD | 3,250,000 | $3,110 | 0.3% | $0.91 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | NUVASIVE INC | 2,771,000 | $3,000 | 0.2% | $1.31 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | GOLAR LNG LTD | 2,750,000 | $2,981 | 0.2% | $1.02 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $2,939 | 0.2% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | HURON CONSULTING GROUP INC | 3,000,000 | $2,817 | 0.2% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | TCP CAP CORP | 2,750,000 | $2,784 | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | HANNON ARMSTRONG SUST INFR C | 2,922,000 | $2,762 | 0.2% | $1.03 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | CLOVIS ONCOLOGY INC | 3,000,000 | $2,758 | 0.2% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| FTSL | FIRST TR EXCHANGE TRADED FD | 57,438 | $2,745 | 0.2% | $48.05 | — | SENIOR LN FD | 33738D309 |
| FTXO | FIRST TR EXCHANGE TRADED FD | 95,810 | $2,729 | 0.2% | $29.14 | — | NASDAQ BK ETF | 33738R860 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,698,000 | $2,726 | 0.2% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| IYW | ISHARES TR | 15,179 | $2,704 | 0.2% | $111.94 | — | U.S. TECH ETF | 464287721 |
| — | PRA GROUP INC | 2,500,000 | $2,660 | 0.2% | $1.06 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | VEECO INSTRS INC DEL | 3,000,000 | $2,639 | 0.2% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | SUNPOWER CORP | 3,198,000 | $2,591 | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | HARMONIC INC | 2,500,000 | $2,549 | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | CHESAPEAKE ENERGY CORP | 2,347,000 | $2,385 | 0.2% | $0.86 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | SPIRIT RLTY CAP INC NEW | 2,344,000 | $2,333 | 0.2% | $1.06 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,930,000 | $2,271 | 0.2% | $1.09 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | CHART INDS INC | 2,236,000 | $2,236 | 0.2% | $0.88 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | FIDELITY NATIONAL FINANCIAL | 745,000 | $2,203 | 0.2% | $1.39 | — | NOTE 4.250% 8/1 | 31620RAE5 |
| — | SHIP FIN INTL LTD | 2,000,000 | $2,075 | 0.2% | $1.04 | — | NOTE 4.875% 5/0 | 824689AG8 |
| GOOGL | ALPHABET INC | 1,821 | $2,056 | 0.2% | $37.45 | +44.1% | CAP STK CL A | 02079K305 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 107,781 | $2,055 | 0.2% | $20.06 | — | PFD SECS INC ETF | 33739E108 |
| — | ARES CAP CORP | 2,040,000 | $2,050 | 0.2% | $1.00 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,025,000 | $2,025 | 0.2% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | EZCORP INC | 2,000,000 | $2,025 | 0.2% | $0.96 | — | NOTE 2.125% 6/1 | 302301AB2 |
| FXH | FIRST TR EXCHANGE TRADED FD | 27,090 | $2,011 | 0.2% | $70.74 | — | HLTH CARE ALPH | 33734X143 |
| — | SYNAPTICS INC | 2,000,000 | $1,962 | 0.2% | $0.98 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | REDWOOD TR INC | 2,000,000 | $1,959 | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | REDWOOD TR INC | 2,000,000 | $1,939 | 0.2% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| AAPL | APPLE INC | 10,461 | $1,938 | 0.2% | $19.25 | +122.1% | COM | 037833100 |
| — | DISH NETWORK CORP | 2,000,000 | $1,914 | 0.2% | $1.12 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ENDOLOGIX INC | 2,000,000 | $1,828 | 0.1% | $1.05 | — | NOTE 3.250%11/0 | 29266SAB2 |
| — | DANAHER CORP DEL | 479,000 | $1,811 | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| — | NVIDIA CORP | 153,000 | $1,804 | 0.1% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | ENCORE CAP GROUP INC | 1,829,000 | $1,687 | 0.1% | $0.75 | — | NOTE 2.875% 3/1 | 292554AH5 |
| MSFT | MICROSOFT CORP | 16,796 | $1,657 | 0.1% | $36.35 | +146.9% | COM | 594918104 |
| — | DEPOMED INC | 2,000,000 | $1,633 | 0.1% | $0.91 | — | NOTE 2.500% 9/0 | 249908AA2 |
| AMZN | AMAZON COM INC | 910 | $1,547 | 0.1% | $19.98 | +297.3% | COM | 023135106 |
| XLU | SELECT SECTOR SPDR TR | 28,891 | $1,502 | 0.1% | $42.56 | — | SBI INT-UTILS | 81369Y886 |
| — | B2GOLD CORP | 1,500,000 | $1,499 | 0.1% | $0.92 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | CARBONITE INC | 1,000,000 | $1,482 | 0.1% | $1.48 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | BLACKSTONE MTG TR INC | 1,500,000 | $1,459 | 0.1% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | UNISYS CORP | 967,000 | $1,451 | 0.1% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | HERCULES CAPITAL INC | 1,431,000 | $1,426 | 0.1% | $1.00 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | NATIONAL HEALTH INVS INC | 1,265,000 | $1,424 | 0.1% | $1.06 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | TWITTER INC | 1,453,000 | $1,409 | 0.1% | $0.97 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | FIREEYE INC | 1,500,000 | $1,370 | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| TBT | PROSHARES TR | 37,632 | $1,353 | 0.1% | $39.02 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | NICE SYS INC | 991,000 | $1,313 | 0.1% | $1.32 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | LABORATORY CORP AMER HLDGS | 518,000 | $1,251 | 0.1% | $1.34 | — | NOTE 9/1 | 50540RAG7 |
| — | NOVAVAX INC | 2,132,000 | $1,240 | 0.1% | $0.48 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | FLEXION THERAPEUTICS INC | 1,000,000 | $1,223 | 0.1% | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| JPM | JPMORGAN CHASE & CO | 11,560 | $1,203 | 0.1% | $37.03 | +140.4% | COM | 46625H100 |
| — | SEACOR HOLDINGS INC | 1,222,000 | $1,193 | 0.1% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| IYR | ISHARES TR | 14,674 | $1,181 | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| — | RTI INTL METALS INC | 1,156,000 | $1,159 | 0.1% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| META | FACEBOOK INC | 5,884 | $1,142 | 0.1% | $75.34 | +138.2% | CL A | 30303M102 |
| — | CONSOLIDATED TOMOKA LD CO | 1,067,000 | $1,115 | 0.1% | $1.01 | — | NOTE 4.500% 3/1 | 210226AB2 |
| — | COLONY STARWOOD HOMES | 1,000,000 | $1,113 | 0.1% | $1.11 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | ALLEGHENY TECHNOLOGIES INC | 533,000 | $1,010 | 0.1% | $1.83 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | RAMCO-GERSHENSON PPTYS TR | 18,912 | $994 | 0.1% | $57.23 | — | PERP PFD-D CV | 751452608 |
| — | BIOMARIN PHARMACEUTICAL INC | 839,000 | $993 | 0.1% | $1.15 | — | NOTE 1.500%10/1 | 09061GAF8 |
| FDN | FIRST TR EXCHANGE TRADED FD | 7,205 | $992 | 0.1% | $137.68 | — | DJ INTERNT IDX | 33733E302 |
| — | MOLINA HEALTHCARE INC | 410,000 | $992 | 0.1% | $2.42 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | TWITTER INC | 1,000,000 | $967 | 0.1% | $0.84 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $915 | 0.1% | $74.42 | +6.7% | COM | 494368103 |
| — | ARBOR RLTY TR INC | 812,000 | $901 | 0.1% | $1.05 | — | NOTE 5.375%11/1 | 038923AB4 |
| — | RTW HLDGS INC | 878,000 | $887 | 0.1% | $1.01 | — | NOTE 5.625%11/1 | 749772AB5 |
| UNH | UNITEDHEALTH GROUP INC | 3,605 | $884 | 0.1% | $64.23 | +230.2% | COM | 91324P102 |
| — | TUTOR PERINI CORP | 848,000 | $849 | 0.1% | $1.10 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PHOTRONICS INC | 800,000 | $819 | 0.1% | $1.07 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | SOUTH JERSEY INDS INC | 15,000 | $818 | 0.1% | $54.53 | — | UNIT 99/99/9999 | 838518116 |
| — | MACQUARIE INFRASTRUCTURE COR | 916,000 | $813 | 0.1% | $1.01 | — | NOTE 2.000%10/0 | 55608BAB1 |
| L | LOEWS CORP | 16,540 | $799 | 0.1% | $42.08 | +15.6% | COM | 540424108 |
| JNJ | JOHNSON & JOHNSON | 6,557 | $796 | 0.1% | $69.14 | +45.6% | COM | 478160104 |
| C | CITIGROUP INC | 11,771 | $783 | 0.1% | $38.04 | +39.4% | COM NEW | 172967424 |
| — | CSG SYS INTL INC | 735,000 | $774 | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| HD | HOME DEPOT INC | 3,897 | $761 | 0.1% | $65.33 | +137.2% | COM | 437076102 |
| PFE | PFIZER INC | 20,592 | $747 | 0.1% | $17.09 | +42.2% | COM | 717081103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,956 | $740 | 0.1% | $127.86 | +52.4% | CL B NEW | 084670702 |
| — | NABORS INDS INC NEW | 925,000 | $731 | 0.1% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | EVERBRIDGE INC | 488,000 | $725 | 0.1% | $1.26 | — | NOTE 1.500%11/0 | 29978AAA2 |
| BAC | BANK AMER CORP | 25,404 | $717 | 0.1% | $11.46 | +116.8% | COM | 060505104 |
| — | JDS UNIPHASE CORP | 708,000 | $708 | 0.1% | $1.04 | — | DBCV 0.625% 8/1 | 46612JAF8 |
| INTC | INTEL CORP | 13,965 | $692 | 0.1% | $22.17 | +103.1% | COM | 458140100 |
| — | AIR LEASE CORP | 469,000 | $675 | 0.1% | $1.47 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | INVACARE CORP | 500,000 | $663 | 0.1% | $1.33 | — | NOTE 4.500% 6/0 | 461203AH4 |
| — | SPIRIT RLTY CAP INC NEW | 650,000 | $652 | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| EEMV | ISHARES INC | 11,076 | $640 | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| — | FINISAR CORP | 635,000 | $633 | 0.1% | $1.18 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | DTE ENERGY CO | 12,260 | $628 | 0.1% | $54.19 | — | UNIT 99/99/9999 | 233331883 |
| IWD | ISHARES TR | 5,167 | $627 | 0.1% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| IYM | ISHARES TR | 6,199 | $614 | 0.1% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| VZ | VERIZON COMMUNICATIONS INC | 12,049 | $606 | 0.0% | $28.61 | +12.6% | COM | 92343V104 |
| — | EPR PPTYS | 21,992 | $588 | 0.0% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| — | BRISTOW GROUP INC | 500,000 | $572 | 0.0% | $1.10 | — | NOTE 4.500% 6/0 | 110394AF0 |
| MA | MASTERCARD INCORPORATED | 2,897 | $571 | 0.0% | $74.60 | +141.7% | CL A | 57636Q104 |
| PG | PROCTER AND GAMBLE CO | 7,282 | $569 | 0.0% | $58.66 | +5.3% | COM | 742718109 |
| FLOT | ISHARES TR | 11,137 | $568 | 0.0% | $50.75 | — | FLTG RATE NT ETF | 46429B655 |
| XOM | EXXON MOBIL CORP | 6,669 | $551 | 0.0% | $53.94 | +4.1% | COM | 30231G102 |
| T | AT&T INC | 17,160 | $549 | 0.0% | $11.76 | +23.5% | COM | 00206R102 |
| CSCO | CISCO SYS INC | 12,371 | $534 | 0.0% | $16.25 | +113.9% | COM | 17275R102 |
| DBJP | DBX ETF TR | 12,314 | $514 | 0.0% | $33.77 | — | XTRACK MSCI JAPN | 233051507 |
| — | WESTERN ASSET MTG CAP CORP | 500,000 | $504 | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| KO | COCA COLA CO | 10,931 | $479 | 0.0% | $28.21 | +20.6% | COM | 191216100 |
| — | INPHI CORP | 438,000 | $467 | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| CVX | CHEVRON CORP NEW | 3,659 | $461 | 0.0% | $71.15 | +25.3% | COM | 166764100 |
| — | SUNTRUST BKS INC | 6,805 | $449 | 0.0% | $35.24 | — | COM | 867914103 |
| BA | BOEING CO | 1,332 | $447 | 0.0% | $100.58 | +228.5% | COM | 097023105 |
| WFC | WELLS FARGO CO NEW | 8,037 | $443 | 0.0% | $33.63 | +28.9% | COM | 949746101 |
| FDX | FEDEX CORP | 1,945 | $441 | 0.0% | $84.07 | +157.5% | COM | 31428X106 |
| V | VISA INC | 3,296 | $436 | 0.0% | $66.60 | +83.3% | COM CL A | 92826C839 |
| UNP | UNION PAC CORP | 2,967 | $422 | 0.0% | $73.21 | +60.8% | COM | 907818108 |
| — | RAYTHEON CO | 2,174 | $421 | 0.0% | $78.51 | — | COM NEW | 755111507 |
| PEP | PEPSICO INC | 3,748 | $409 | 0.0% | $56.46 | +44.7% | COM | 713448108 |
| AMGN | AMGEN INC | 2,202 | $407 | 0.0% | $88.03 | +59.3% | COM | 031162100 |
| KEY | KEYCORP NEW | 19,111 | $373 | 0.0% | $8.85 | +58.1% | COM | 493267108 |
| MRK | MERCK & CO INC | 5,957 | $364 | 0.0% | $36.66 | +21.4% | COM | 58933Y105 |
| TXN | TEXAS INSTRS INC | 3,259 | $357 | 0.0% | $42.34 | +106.2% | COM | 882508104 |
| COP | CONOCOPHILLIPS | 5,082 | $355 | 0.0% | $32.79 | +58.0% | COM | 20825C104 |
| MO | ALTRIA GROUP INC | 6,212 | $352 | 0.0% | $21.85 | +47.4% | COM | 02209S103 |
| ABT | ABBOTT LABS | 5,629 | $345 | 0.0% | $29.00 | +83.3% | COM | 002824100 |
| — | LAM RESEARCH CORP | 1,990 | $344 | 0.0% | $83.51 | — | COM | 512807108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,661 | $343 | 0.0% | $46.08 | +43.2% | COM | 45866F104 |
| — | AETNA INC NEW | 1,809 | $332 | 0.0% | $111.04 | — | COM | 00817Y108 |
| GD | GENERAL DYNAMICS CORP | 1,759 | $329 | 0.0% | $110.33 | +56.0% | COM | 369550108 |
| ABBV | ABBVIE INC | 3,446 | $320 | 0.0% | $28.68 | +145.9% | COM | 00287Y109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,543 | $318 | 0.0% | $124.96 | +66.5% | COM | 883556102 |
| MCD | MCDONALDS CORP | 2,004 | $314 | 0.0% | $75.70 | +79.0% | COM | 580135101 |
| — | CELGENE CORP | 3,878 | $310 | 0.0% | $112.22 | — | COM | 151020104 |
| NVDA | NVIDIA CORP | 1,260 | $299 | 0.0% | $4.91 | +22.5% | COM | 67066G104 |
| MDT | MEDTRONIC PLC | 3,454 | $297 | 0.0% | $59.40 | +15.4% | SHS | G5960L103 |
| TJX | TJX COS INC NEW | 3,077 | $293 | 0.0% | $28.75 | +37.6% | COM | 872540109 |
| COST | COSTCO WHSL CORP NEW | 1,393 | $291 | 0.0% | $119.70 | +48.5% | COM | 22160K105 |
| DAL | DELTA AIR LINES INC DEL | 5,764 | $285 | 0.0% | $19.21 | +157.1% | COM NEW | 247361702 |
| HON | HONEYWELL INTL INC | 1,934 | $279 | 0.0% | $73.48 | +54.6% | COM | 438516106 |
| DIS | DISNEY WALT CO | 2,639 | $277 | 0.0% | $56.71 | +71.4% | COM DISNEY | 254687106 |
| IYE | ISHARES TR | 6,550 | $275 | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| MMM | 3M CO | 1,357 | $268 | 0.0% | $61.79 | +110.6% | COM | 88579Y101 |
| CMCSA | COMCAST CORP NEW | 8,093 | $265 | 0.0% | $24.42 | +10.0% | CL A | 20030N101 |
| MET | METLIFE INC | 5,994 | $261 | 0.0% | $27.99 | +28.3% | COM | 59156R108 |
| ORCL | ORACLE CORP | 5,785 | $253 | 0.0% | $30.91 | +33.2% | COM | 68389X105 |
| — | E TRADE FINANCIAL CORP | 4,176 | $253 | 0.0% | $49.70 | — | COM NEW | 269246401 |
| BKNG | BOOKING HLDGS INC | 122 | $246 | 0.0% | $1933.58 | +7.2% | COM | 09857L108 |
| AVGO | BROADCOM INC | 1,007 | $244 | 0.0% | $19.73 | 0.0% | COM | 11135F101 |
| — | UNITED TECHNOLOGIES CORP | 1,923 | $241 | 0.0% | $93.15 | — | COM | 913017109 |
| ADBE | ADOBE SYS INC | 970 | $236 | 0.0% | $203.33 | +16.3% | COM | 00724F101 |
| GILD | GILEAD SCIENCES INC | 3,307 | $234 | 0.0% | $49.18 | +7.2% | COM | 375558103 |
| SLB | SCHLUMBERGER LTD | 3,495 | $233 | 0.0% | $52.94 | +4.0% | COM | 806857108 |
| WMT | WALMART INC | 2,697 | $232 | 0.0% | $20.94 | +20.6% | COM | 931142103 |
| DHR | DANAHER CORP DEL | 2,333 | $231 | 0.0% | $85.98 | 0.0% | COM | 235851102 |
| XRT | SPDR SERIES TRUST | 4,738 | $230 | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| — | GENERAL ELECTRIC CO | 16,762 | $229 | 0.0% | $24.14 | — | COM | 369604103 |
| — | PIONEER NAT RES CO | 1,201 | $229 | 0.0% | $176.32 | — | COM | 723787107 |
| ITB | ISHARES TR | 5,954 | $228 | 0.0% | $43.53 | — | US HOME CONS ETF | 464288752 |
| — | DOWDUPONT INC | 3,317 | $218 | 0.0% | $69.33 | — | COM | 26078J100 |
| LOW | LOWES COS INC | 2,265 | $217 | 0.0% | $58.89 | +33.6% | COM | 548661107 |
| PNC | PNC FINL SVCS GROUP INC | 1,605 | $215 | 0.0% | $118.19 | -5.6% | COM | 693475105 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 9,413 | $215 | 0.0% | $22.84 | — | SR LN ETF | 46138G508 |
| ACN | ACCENTURE PLC IRELAND | 1,297 | $210 | 0.0% | $114.67 | +21.5% | SHS CLASS A | G1151C101 |
| — | LABORATORY CORP AMER HLDGS | 1,166 | $209 | 0.0% | $159.34 | — | COM NEW | 50540R409 |
| MPC | MARATHON PETE CORP | 2,989 | $209 | 0.0% | $60.02 | 0.0% | COM | 56585A102 |
| LMT | LOCKHEED MARTIN CORP | 701 | $207 | 0.0% | $201.24 | +30.5% | COM | 539830109 |
| VFC | V F CORP | 2,442 | $202 | 0.0% | $75.34 | 0.0% | COM | 918204108 |
| — | ALLERGAN PLC | 1,192 | $201 | 0.0% | $302.92 | — | SHS | G0177J108 |
| EOG | EOG RES INC | 1,621 | $201 | 0.0% | $67.46 | +29.3% | COM | 26875P101 |
| GS | GOLDMAN SACHS GROUP INC | 902 | $201 | 0.0% | $218.41 | -8.1% | COM | 38141G104 |
| ARCC | ARES CAP CORP | 11,659 | $192 | 0.0% | $6.69 | +18.7% | COM | 04010L103 |
| — | WELLS FARGO & CO | 182,000 | $176 | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | ALZA CORP | 101,000 | $168 | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | INTERDIGITAL INC | 100,000 | $120 | 0.0% | $1.16 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | MERITOR INC | 59,000 | $115 | 0.0% | $1.95 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | STARWOOD PPTY TR INC | 72,000 | $79 | 0.0% | $1.04 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | INCYTE CORP | 45,000 | $59 | 0.0% | $1.73 | — | NOTE 0.375%11/1 | 45337CAM4 |
| — | JANUS HENDERSON GROUP PLC | 15,000 | $21 | 0.0% | $1.26 | — | NOTE 0.750% 7/1 | 47102XAH8 |