Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Nov 13, 2018
Total Value: $1.298B (24.2% shares, 75.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 174,337 | $51.03M | 3.9% | $227.43 | — | CORE S&P500 ETF | 464287200 |
| — | INTEL CORP | 16,787,000 | $38.53M | 3.0% | $1.56 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | WELLS FARGO CO NEW | 22,893 | $29.55M | 2.3% | $1224.00 | — | PERP PFD CNV A | 949746804 |
| — | MICROCHIP TECHNOLOGY INC | 23,053,000 | $24.54M | 1.9% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PRICELINE GRP INC | 15,901,000 | $24.14M | 1.9% | $1.21 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BANK AMER CORP | 18,317 | $23.71M | 1.8% | $1165.80 | — | 7.25%CNV PFD L | 060505682 |
| — | BECTON DICKINSON & CO | 354,022 | $23.14M | 1.8% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | ANTHEM INC | 5,878,000 | $22.19M | 1.7% | $2.31 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ILLUMINA INC | 13,947,000 | $21.03M | 1.6% | $1.19 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | CHENIERE ENERGY INC | 22,618,000 | $18.14M | 1.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | SERVICENOW INC | 11,196,000 | $16.67M | 1.3% | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | ADVANCED MICRO DEVICES INC | 4,159,000 | $16.15M | 1.2% | $3.88 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | CITRIX SYS INC | 10,400,000 | $15.98M | 1.2% | $1.15 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | BLACKSTONE MTG TR INC | 15,704,000 | $15.67M | 1.2% | $1.00 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | NEUROCRINE BIOSCIENCES INC | 8,987,000 | $15.32M | 1.2% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | PRICELINE GRP INC | 12,429,000 | $14.75M | 1.1% | $1.15 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | RED HAT INC | 7,908,000 | $14.61M | 1.1% | $1.32 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | MICROCHIP TECHNOLOGY INC | 9,119,000 | $13.8M | 1.1% | $1.22 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | NOVELLUS SYS INC | 2,984,000 | $13.67M | 1.1% | $2.82 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | HESS CORP | 170,145 | $13.52M | 1.0% | $62.79 | — | DEP PDF SR A | 42809H404 |
| — | JAZZ INVESTMENTS I LTD | 12,220,000 | $13.07M | 1.0% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | EXACT SCIENCES CORP | 10,518,000 | $12.99M | 1.0% | $0.95 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | NEXTERA ENERGY INC | 226,595 | $12.99M | 1.0% | $57.34 | — | UNIT 09/01/2019 | 65339F820 |
| — | NAVISTAR INTL CORP NEW | 12,310,000 | $12.47M | 1.0% | $1.04 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 10,591,000 | $12.21M | 0.9% | $1.17 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | SEMPRA ENERGY | 119,905 | $12.09M | 0.9% | $100.84 | — | 6% PFD CONV A | 816851406 |
| — | FORTIVE CORP | 11,284 | $12.07M | 0.9% | $1069.83 | — | 5% PFD CNV SER A | 34959J207 |
| — | PACIRA PHARMACEUTICALS INC | 11,255,000 | $11.9M | 0.9% | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | DEXCOM INC | 7,131,000 | $10.91M | 0.8% | $1.53 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | ENVESTNET INC | 9,662,000 | $10.61M | 0.8% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | TESLA INC | 10,579,000 | $10.49M | 0.8% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | REALPAGE INC | 6,287,000 | $10.27M | 0.8% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | ISIS PHARMACEUTICALS INC DEL | 9,731,000 | $10.22M | 0.8% | $1.03 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | MICRON TECHNOLOGY INC | 2,375,000 | $9.79M | 0.8% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| AGG | ISHARES TR | 92,035 | $9.711M | 0.7% | $109.58 | — | CORE US AGGBD ET | 464287226 |
| — | KAMAN CORP | 7,955,000 | $9.319M | 0.7% | $1.20 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ILLUMINA INC | 6,405,000 | $9.292M | 0.7% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,810,000 | $9.26M | 0.7% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | INSULET CORP | 4,987,000 | $9.154M | 0.7% | $1.42 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | TELADOC HEALTH INC | 4,401,000 | $9.102M | 0.7% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | CROWN CASTLE INTL CORP NEW | 8,406 | $9.094M | 0.7% | $1066.62 | — | 6.875% CON PFD A | 22822V309 |
| — | WRIGHT MED GROUP INC | 8,245,000 | $9.028M | 0.7% | $1.00 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | MOLINA HEALTHCARE INC | 2,442,000 | $8.903M | 0.7% | $3.44 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | TESLA INC | 8,693,000 | $8.865M | 0.7% | $1.03 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | YAHOO INC | 6,968,000 | $8.855M | 0.7% | $1.17 | — | NOTE 12/0 | 984332AF3 |
| — | RPM INTL INC | 7,188,000 | $8.845M | 0.7% | $1.15 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | ON SEMICONDUCTOR CORP | 7,429,000 | $8.616M | 0.7% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | RENEWABLE ENERGY GROUP INC | 3,108,000 | $8.481M | 0.7% | $1.35 | — | NOTE 4.000% 6/1 | 75972AAC7 |
| — | ZILLOW GROUP INC | 7,809,000 | $8.442M | 0.7% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | HUBSPOT INC | 4,732,000 | $7.775M | 0.6% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,397,000 | $7.77M | 0.6% | $1.04 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | GUIDEWIRE SOFTWARE INC | 7,124,000 | $7.612M | 0.6% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | WAYFAIR INC | 5,000,000 | $7.557M | 0.6% | $1.51 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | II VI INC | 6,466,000 | $7.55M | 0.6% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | VERINT SYS INC | 7,197,000 | $7.413M | 0.6% | $1.03 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,700,000 | $7.399M | 0.6% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | CLEVELAND CLIFFS INC | 4,500,000 | $7.384M | 0.6% | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | LIBERTY MEDIA CORP | 10,500,000 | $7.243M | 0.6% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | MERITOR INC | 7,486,000 | $7.145M | 0.6% | $0.95 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | VIAVI SOLUTIONS INC | 6,449,000 | $6.901M | 0.5% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | HANNON ARMSTRONG SUST INFR C | 6,957,000 | $6.773M | 0.5% | $1.00 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | NUVASIVE INC | 5,339,000 | $6.76M | 0.5% | $1.29 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | VISTRA ENERGY CORP | 69,000 | $6.683M | 0.5% | $94.46 | — | UNIT 02/02/2024 | 92840M300 |
| — | CAESARS ENTMT CORP | 4,097,000 | $6.673M | 0.5% | $1.88 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | SILICON LABORATORIES INC | 5,810,000 | $6.639M | 0.5% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | WRIGHT MED GROUP N V | 4,584,000 | $6.623M | 0.5% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | THERAVANCE INC | 6,500,000 | $6.585M | 0.5% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | PENNYMAC CORP | 6,500,000 | $6.459M | 0.5% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | CHESAPEAKE ENERGY CORP | 6,498,000 | $6.425M | 0.5% | $0.94 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,083,000 | $6.421M | 0.5% | $1.06 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | TRANSOCEAN INC | 4,316,000 | $6.398M | 0.5% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | ROYAL GOLD INC | 6,266,000 | $6.308M | 0.5% | $1.09 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 4,081,000 | $6.14M | 0.5% | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | WHITING PETE CORP NEW | 6,252,000 | $5.996M | 0.5% | $0.96 | — | NOTE 1.250% 4/0 | 966387AL6 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 95,286 | $5.947M | 0.5% | $47.39 | — | COM SHS | 33734K109 |
| — | TWO HBRS INVT CORP | 5,710,000 | $5.87M | 0.5% | $1.03 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,830,000 | $5.831M | 0.4% | $1.12 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | STANLEY BLACK & DECKER INC | 52,433 | $5.78M | 0.4% | $111.94 | — | UNIT 05/15/2020 | 854502887 |
| — | OASIS PETE INC NEW | 4,277,000 | $5.743M | 0.4% | $1.31 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | AMAG PHARMACEUTICALS INC | 5,500,000 | $5.734M | 0.4% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| FLOT | ISHARES TR | 111,939 | $5.709M | 0.4% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 103,750 | $5.653M | 0.4% | $54.49 | — | UNIT 09/15/2021 | 459506309 |
| — | J2 GLOBAL INC | 4,300,000 | $5.571M | 0.4% | $1.20 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NEW YORK CMNTY CAP TR V | 111,500 | $5.464M | 0.4% | $49.86 | — | UNIT 11/01/2051 | 64944P307 |
| — | 51JOB INC | 3,000,000 | $5.432M | 0.4% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | SILVER STD RES INC | 5,500,000 | $5.4M | 0.4% | $0.94 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | HURON CONSULTING GROUP INC | 5,500,000 | $5.341M | 0.4% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | MICRON TECHNOLOGY INC | 3,426,000 | $5.31M | 0.4% | $1.43 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | APOLLO COML REAL EST FIN INC | 5,350,000 | $5.308M | 0.4% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | PROSPECT CAPITAL CORPORATION | 5,250,000 | $5.289M | 0.4% | $1.00 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | CYPRESS SEMICONDUCTOR CORP | 4,186,000 | $5.258M | 0.4% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | SEACOR HOLDINGS INC | 5,428,000 | $5.183M | 0.4% | $1.02 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | INSMED INC | 6,000,000 | $5.05M | 0.4% | $0.88 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,500,000 | $4.994M | 0.4% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | ENSCO JERSEY FIN LTD | 5,000,000 | $4.978M | 0.4% | $0.87 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 96,472 | $4.917M | 0.4% | $52.04 | — | FST LOW OPPT EFT | 33739Q200 |
| — | PDC ENERGY INC | 5,003,000 | $4.847M | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | QUIDEL CORP | 2,278,000 | $4.761M | 0.4% | $1.20 | — | NOTE 3.250%12/1 | 74838JAA9 |
| — | ARES CAP CORP | 4,748,000 | $4.753M | 0.4% | $1.02 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,666,000 | $4.749M | 0.4% | $1.19 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | SOLARCITY CORP | 5,000,000 | $4.374M | 0.3% | $0.92 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | OSI SYSTEMS INC | 4,500,000 | $4.29M | 0.3% | $0.90 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | ALDER BIOPHARMACEUTICALS INC | 4,000,000 | $4.279M | 0.3% | $0.92 | — | NOTE 2.500% 2/0 | 014339AA3 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 4,438,000 | $4.274M | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | HERBALIFE LTD | 3,275,000 | $4.257M | 0.3% | $0.96 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | DYCOM INDS INC | 3,759,000 | $4.17M | 0.3% | $1.13 | — | NOTE 0.750% 9/1 | 267475AB7 |
| QGEN 0.375 03/19/19 | QIAGEN NV | 3,000,000 | $3.96M | 0.3% | $1.20 | — | DEBT 0.375% 3/1 | N72482AA5 |
| — | YANDEX NV | 3,973,000 | $3.941M | 0.3% | $0.86 | — | NOTE 1.125%12/1 | 98474TAB3 |
| — | TESLA INC | 4,062,000 | $3.885M | 0.3% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | WELLS FARGO & CO | 3,928,000 | $3.765M | 0.3% | $1.05 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | AIR TRANSPORT SERVICES GRP I | 3,891,000 | $3.714M | 0.3% | $0.95 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CEMEX SAB DE CV | 3,600,000 | $3.626M | 0.3% | $1.04 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | GRANITE PT MTG TR INC | 3,500,000 | $3.62M | 0.3% | $0.99 | — | NOTE 5.625%12/0 | 38741LAB3 |
| — | SPIRIT RLTY CAP INC NEW | 3,574,000 | $3.568M | 0.3% | $1.04 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $3.541M | 0.3% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | FORESTAR GROUP INC | 3,560,000 | $3.533M | 0.3% | $1.12 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | WEATHERFORD INTL LTD | 3,702,000 | $3.486M | 0.3% | $1.17 | — | NOTE 5.875% 7/0 | 947075AH0 |
| TBF | PROSHARES TR | 146,634 | $3.431M | 0.3% | $23.58 | — | SHRT 20+YR TRE | 74347X849 |
| — | KNOWLES CORP | 3,000,000 | $3.425M | 0.3% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | VIRTUS INVT PARTNERS INC | 34,501 | $3.406M | 0.3% | $97.98 | — | PFD CV SER D | 92828Q208 |
| — | REDWOOD TR INC | 3,500,000 | $3.349M | 0.3% | $0.97 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | HORIZON PHARMA INVT LTD | 3,250,000 | $3.269M | 0.3% | $0.91 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | TEAM INC | 2,500,000 | $3.147M | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | TWITTER INC | 3,205,000 | $3.106M | 0.2% | $0.97 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | RADIUS HEALTH INC | 4,000,000 | $3.055M | 0.2% | $0.99 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | NOVAVAX INC | 5,000,000 | $3.038M | 0.2% | $0.55 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,029,000 | $2.998M | 0.2% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | BLACKSTONE MTG TR INC | 3,000,000 | $2.982M | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| IYW | ISHARES TR | 15,179 | $2.946M | 0.2% | $111.94 | — | U.S. TECH ETF | 464287721 |
| — | HARMONIC INC | 2,500,000 | $2.888M | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,831,000 | $2.856M | 0.2% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | MEDICINES CO | 3,100,000 | $2.812M | 0.2% | $1.04 | — | NOTE 2.750% 7/1 | 584688AG0 |
| FTSL | FIRST TR EXCHANGE TRADED FD | 57,713 | $2.774M | 0.2% | $48.05 | — | SENIOR LN FD | 33738D309 |
| — | BLACKROCK TCP CAPITAL CORP | 2,750,000 | $2.773M | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | COLONY STARWOOD HOMES | 2,500,000 | $2.747M | 0.2% | $1.10 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | ARES CAP CORP | 2,665,000 | $2.692M | 0.2% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SUNPOWER CORP | 3,198,000 | $2.676M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| FTXO | FIRST TR EXCHANGE TRADED FD | 95,810 | $2.672M | 0.2% | $29.14 | — | NASDAQ BK ETF | 33738R860 |
| — | ENCORE CAP EUROPE FIN LTD | 2,600,000 | $2.653M | 0.2% | $1.02 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ENCORE CAP GROUP INC | 2,829,000 | $2.634M | 0.2% | $0.82 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | QTS RLTY TR INC | 25,000 | $2.625M | 0.2% | $105.00 | — | 6.50% CON PFD B | 74736A301 |
| — | PRA GROUP INC | 2,500,000 | $2.583M | 0.2% | $1.06 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | VEECO INSTRS INC DEL | 3,000,000 | $2.541M | 0.2% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| AAPL | APPLE INC | 10,409 | $2.348M | 0.2% | $19.25 | +156.0% | COM | 037833100 |
| — | CLOVIS ONCOLOGY INC | 3,000,000 | $2.319M | 0.2% | $0.92 | — | NOTE 1.250% 5/0 | 189464AC4 |
| FXH | FIRST TR EXCHANGE TRADED FD | 27,090 | $2.3M | 0.2% | $70.74 | — | HLTH CARE ALPH | 33734X143 |
| — | JAZZ INVESTMENTS I LTD | 2,250,000 | $2.285M | 0.2% | $1.02 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | INVACARE CORP | 2,000,000 | $2.222M | 0.2% | $1.16 | — | NOTE 4.500% 6/0 | 461203AH4 |
| GOOGL | ALPHABET INC | 1,813 | $2.188M | 0.2% | $37.45 | +60.4% | CAP STK CL A | 02079K305 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,797,000 | $2.157M | 0.2% | $1.18 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | NVIDIA CORP | 153,000 | $2.133M | 0.2% | $1.22 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | UNISYS CORP | 967,000 | $2.119M | 0.2% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | INFINERA CORPORATION | 2,000,000 | $2.03M | 0.2% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | ENCORE CAP GROUP INC | 2,000,000 | $2.004M | 0.2% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | NEW MTN FIN CORP | 2,000,000 | $2M | 0.2% | $1.00 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | SHIP FIN INTL LTD | 2,000,000 | $1.994M | 0.2% | $1.04 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | DANAHER CORP DEL | 478,000 | $1.983M | 0.2% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| — | EZCORP INC | 2,000,000 | $1.976M | 0.2% | $0.96 | — | NOTE 2.125% 6/1 | 302301AB2 |
| — | REDWOOD TR INC | 2,000,000 | $1.974M | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| MSFT | MICROSOFT CORP | 16,737 | $1.913M | 0.1% | $36.35 | +177.3% | COM | 594918104 |
| — | SYNAPTICS INC | 2,000,000 | $1.91M | 0.1% | $0.98 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | HERCULES CAPITAL INC | 1,898,000 | $1.825M | 0.1% | $0.99 | — | DBCV 4.375% 2/0 | 427096AF9 |
| AMZN | AMAZON COM INC | 906 | $1.814M | 0.1% | $19.98 | +370.7% | COM | 023135106 |
| — | PALO ALTO NETWORKS INC | 758,000 | $1.539M | 0.1% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| XLU | SELECT SECTOR SPDR TR | 28,744 | $1.513M | 0.1% | $42.56 | — | SBI INT-UTILS | 81369Y886 |
| — | CARBONITE INC | 1,000,000 | $1.501M | 0.1% | $1.48 | — | NOTE 2.500% 4/0 | 141337AB1 |
| FPE | FIRST TR EXCHANGE-TRADED FD | 77,735 | $1.485M | 0.1% | $20.06 | — | PFD SECS INC ETF | 33739E108 |
| — | NICE SYS INC | 1,029,000 | $1.47M | 0.1% | $1.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| TBT | PROSHARES TR | 37,632 | $1.443M | 0.1% | $39.02 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | NATIONAL HEALTH INVS INC | 1,234,000 | $1.395M | 0.1% | $1.06 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | FIREEYE INC | 1,500,000 | $1.372M | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | AKAMAI TECHNOLOGIES INC | 1,327,000 | $1.322M | 0.1% | $1.02 | — | DBCV 2/1 | 00971TAG6 |
| JPM | JPMORGAN CHASE & CO | 11,499 | $1.295M | 0.1% | $37.03 | +150.2% | COM | 46625H100 |
| — | ALLEGHENY TECHNOLOGIES INC | 559,000 | $1.208M | 0.1% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SEACOR HOLDINGS INC | 1,240,000 | $1.2M | 0.1% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | RTI INTL METALS INC | 1,167,000 | $1.185M | 0.1% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| IYR | ISHARES TR | 14,607 | $1.168M | 0.1% | $71.05 | — | U.S. REAL ES ETF | 464287739 |
| — | SQUARE INC | 265,000 | $1.14M | 0.1% | $4.30 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | CONSOLIDATED TOMOKA LD CO | 1,067,000 | $1.124M | 0.1% | $1.01 | — | NOTE 4.500% 3/1 | 210226AB2 |
| — | RTW HLDGS INC | 1,112,000 | $1.123M | 0.1% | $1.01 | — | NOTE 5.625%11/1 | 749772AB5 |
| — | ECHO GLOBAL LOGISTICS INC | 1,072,000 | $1.117M | 0.1% | $0.95 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | GOLAR LNG LTD | 1,000,000 | $1.043M | 0.1% | $1.02 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| FDN | FIRST TR EXCHANGE TRADED FD | 7,205 | $1.02M | 0.1% | $137.68 | — | DJ INTERNT IDX | 33733E302 |
| — | RAMCO-GERSHENSON PPTYS TR | 18,912 | $1.014M | 0.1% | $57.23 | — | PERP PFD-D CV | 751452608 |
| — | FLEXION THERAPEUTICS INC | 1,000,000 | $1.01M | 0.1% | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $987K | 0.1% | $74.42 | +16.3% | COM | 494368103 |
| META | FACEBOOK INC | 5,857 | $963K | 0.1% | $75.34 | +138.6% | CL A | 30303M102 |
| UNH | UNITEDHEALTH GROUP INC | 3,586 | $953K | 0.1% | $64.23 | +259.1% | COM | 91324P102 |
| PFE | PFIZER INC | 20,461 | $904K | 0.1% | $17.09 | +61.8% | COM | 717081103 |
| JNJ | JOHNSON & JOHNSON | 6,521 | $900K | 0.1% | $69.14 | +56.2% | COM | 478160104 |
| — | PHOTRONICS INC | 800,000 | $876K | 0.1% | $1.07 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TUTOR PERINI CORP | 846,000 | $862K | 0.1% | $1.10 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | MACQUARIE INFRASTRUCTURE COR | 946,000 | $850K | 0.1% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,937 | $844K | 0.1% | $127.86 | +60.5% | CL B NEW | 084670702 |
| C | CITIGROUP INC | 11,718 | $840K | 0.1% | $38.04 | +44.0% | COM NEW | 172967424 |
| — | SOUTH JERSEY INDS INC | 15,000 | $839K | 0.1% | $54.53 | — | UNIT 99/99/9999 | 838518116 |
| — | EVERBRIDGE INC | 472,000 | $831K | 0.1% | $1.26 | — | NOTE 1.500%11/0 | 29978AAA2 |
| L | LOEWS CORP | 16,540 | $831K | 0.1% | $42.08 | +15.4% | COM | 540424108 |
| — | AIR LEASE CORP | 512,000 | $802K | 0.1% | $1.48 | — | NOTE 3.875%12/0 | 00912XAK0 |
| HD | HOME DEPOT INC | 3,868 | $800K | 0.1% | $65.33 | +157.1% | COM | 437076102 |
| — | KB HOME | 777,000 | $786K | 0.1% | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | REDFIN CORP | 866,000 | $786K | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | ASSURANT INC | 6,805 | $778K | 0.1% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| BAC | BANK AMER CORP | 25,273 | $744K | 0.1% | $11.46 | +122.2% | COM | 060505104 |
| — | CSG SYS INTL INC | 708,000 | $743K | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | NABORS INDS INC NEW | 925,000 | $719K | 0.1% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| INTC | INTEL CORP | 13,907 | $659K | 0.1% | $22.17 | +87.2% | COM | 458140100 |
| EEMV | ISHARES INC | 11,030 | $656K | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| — | SPIRIT RLTY CAP INC NEW | 650,000 | $655K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| IWD | ISHARES TR | 5,167 | $654K | 0.1% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| — | ZILLOW GROUP INC | 708,000 | $653K | 0.1% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| MA | MASTERCARD INCORPORATED | 2,883 | $643K | 0.0% | $74.60 | +168.5% | CL A | 57636Q104 |
| VZ | VERIZON COMMUNICATIONS INC | 11,998 | $640K | 0.0% | $28.61 | +24.6% | COM | 92343V104 |
| — | DTE ENERGY CO | 12,195 | $635K | 0.0% | $54.19 | — | UNIT 99/99/9999 | 233331883 |
| — | CTRIP COM INTL LTD | 637,000 | $627K | 0.0% | $1.07 | — | NOTE 1.000% 7/0 | 22943FAF7 |
| — | EPR PPTYS | 21,992 | $614K | 0.0% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| IYM | ISHARES TR | 6,171 | $608K | 0.0% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| PG | PROCTER AND GAMBLE CO | 7,249 | $603K | 0.0% | $58.66 | +15.6% | COM | 742718109 |
| CSCO | CISCO SYS INC | 12,303 | $598K | 0.0% | $16.25 | +121.9% | COM | 17275R102 |
| — | RESTORATION HARDWARE HLDGS I | 481,000 | $593K | 0.0% | $1.23 | — | DBCV 7/1 | 761283AC4 |
| T | AT&T INC | 17,069 | $572K | 0.0% | $11.76 | +23.1% | COM | 00206R102 |
| XOM | EXXON MOBIL CORP | 6,616 | $563K | 0.0% | $53.94 | +7.9% | COM | 30231G102 |
| DBJP | DBX ETF TR | 12,251 | $546K | 0.0% | $33.77 | — | XTRACK MSCI JAPN | 233051507 |
| — | RETROPHIN INC | 500,000 | $512K | 0.0% | $1.02 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | WESTERN ASSET MTG CAP CORP | 500,000 | $505K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | BRISTOW GROUP INC | 500,000 | $504K | 0.0% | $1.10 | — | NOTE 4.500% 6/0 | 110394AF0 |
| KO | COCA COLA CO | 10,843 | $501K | 0.0% | $28.21 | +28.7% | COM | 191216100 |
| — | INPHI CORP | 435,000 | $501K | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| V | VISA INC | 3,284 | $493K | 0.0% | $66.60 | +102.8% | COM CL A | 92826C839 |
| BA | BOEING CO | 1,326 | $490K | 0.0% | $100.58 | +237.1% | COM | 097023105 |
| UNP | UNION PAC CORP | 2,953 | $479K | 0.0% | $73.21 | +74.5% | COM | 907818108 |
| FDX | FEDEX CORP | 1,934 | $467K | 0.0% | $84.07 | +152.4% | COM | 31428X106 |
| AMGN | AMGEN INC | 2,190 | $453K | 0.0% | $88.03 | +78.8% | COM | 031162100 |
| — | SUNTRUST BKS INC | 6,773 | $452K | 0.0% | $35.24 | — | COM | 867914103 |
| — | RAYTHEON CO | 2,162 | $449K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| CVX | CHEVRON CORP NEW | 3,632 | $444K | 0.0% | $71.15 | +23.6% | COM | 166764100 |
| PEP | PEPSICO INC | 3,729 | $420K | 0.0% | $56.46 | +60.0% | COM | 713448108 |
| WFC | WELLS FARGO CO NEW | 8,003 | $420K | 0.0% | $33.63 | +38.3% | COM | 949746101 |
| MRK | MERCK & CO INC | 5,929 | $419K | 0.0% | $36.66 | +38.2% | COM | 58933Y105 |
| ABT | ABBOTT LABS | 5,597 | $411K | 0.0% | $29.00 | +99.4% | COM | 002824100 |
| COP | CONOCOPHILLIPS | 5,057 | $392K | 0.0% | $32.79 | +71.9% | COM | 20825C104 |
| KEY | KEYCORP NEW | 19,027 | $378K | 0.0% | $8.85 | +65.6% | COM | 493267108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,536 | $376K | 0.0% | $124.96 | +80.6% | COM | 883556102 |
| MO | ALTRIA GROUP INC | 6,183 | $374K | 0.0% | $21.85 | +53.6% | COM | 02209S103 |
| GD | GENERAL DYNAMICS CORP | 1,751 | $357K | 0.0% | $110.33 | +49.8% | COM | 369550108 |
| NVDA | NVIDIA CORP | 1,254 | $353K | 0.0% | $4.91 | +31.2% | COM | 67066G104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,640 | $349K | 0.0% | $46.08 | +48.3% | COM | 45866F104 |
| TXN | TEXAS INSTRS INC | 3,241 | $348K | 0.0% | $42.34 | +113.2% | COM | 882508104 |
| — | CELGENE CORP | 3,861 | $346K | 0.0% | $112.22 | — | COM | 151020104 |
| TJX | TJX COS INC NEW | 3,063 | $343K | 0.0% | $28.75 | +61.7% | COM | 872540109 |
| MDT | MEDTRONIC PLC | 3,438 | $339K | 0.0% | $59.40 | +28.4% | SHS | G5960L103 |
| MCD | MCDONALDS CORP | 1,995 | $335K | 0.0% | $75.70 | +78.1% | COM | 580135101 |
| DAL | DELTA AIR LINES INC DEL | 5,733 | $333K | 0.0% | $19.21 | +167.4% | COM NEW | 247361702 |
| COST | COSTCO WHSL CORP NEW | 1,386 | $325K | 0.0% | $119.70 | +69.7% | COM | 22160K105 |
| ABBV | ABBVIE INC | 3,430 | $325K | 0.0% | $28.68 | +141.2% | COM | 00287Y109 |
| HON | HONEYWELL INTL INC | 1,925 | $320K | 0.0% | $73.48 | +65.5% | COM | 438516106 |
| DIS | DISNEY WALT CO | 2,627 | $308K | 0.0% | $56.71 | +87.9% | COM DISNEY | 254687106 |
| — | LAM RESEARCH CORP | 1,981 | $302K | 0.0% | $83.51 | — | COM | 512807108 |
| ORCL | ORACLE CORP | 5,758 | $296K | 0.0% | $30.91 | +41.0% | COM | 68389X105 |
| — | ACTIVISION BLIZZARD INC | 3,467 | $287K | 0.0% | $82.78 | — | COM | 00507V109 |
| MMM | 3M CO | 1,350 | $284K | 0.0% | $61.79 | +113.9% | COM | 88579Y101 |
| CMCSA | COMCAST CORP NEW | 8,056 | $284K | 0.0% | $24.42 | +20.1% | CL A | 20030N101 |
| MET | METLIFE INC | 5,966 | $278K | 0.0% | $27.99 | +26.9% | COM | 59156R108 |
| IYE | ISHARES TR | 6,550 | $275K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| — | UNITED TECHNOLOGIES CORP | 1,913 | $268K | 0.0% | $93.15 | — | COM | 913017109 |
| ADBE | ADOBE SYS INC | 966 | $260K | 0.0% | $203.33 | +26.8% | COM | 00724F101 |
| DHR | DANAHER CORP DEL | 2,322 | $253K | 0.0% | $85.98 | +2.4% | COM | 235851102 |
| OXY | OCCIDENTAL PETE CORP DEL | 3,055 | $251K | 0.0% | $67.74 | 0.0% | COM | 674599105 |
| GILD | GILEAD SCIENCES INC | 3,289 | $250K | 0.0% | $49.18 | +15.6% | COM | 375558103 |
| WMT | WALMART INC | 2,678 | $250K | 0.0% | $20.94 | +30.6% | COM | 931142103 |
| AVGO | BROADCOM INC | 1,002 | $246K | 0.0% | $19.73 | -7.4% | COM | 11135F101 |
| LMT | LOCKHEED MARTIN CORP | 698 | $241K | 0.0% | $201.24 | +31.3% | COM | 539830109 |
| BKNG | BOOKING HLDGS INC | 121 | $240K | 0.0% | $1933.58 | +0.2% | COM | 09857L108 |
| XRT | SPDR SERIES TRUST | 4,718 | $240K | 0.0% | $44.09 | — | S&P RETAIL ETF | 78464A714 |
| MPC | MARATHON PETE CORP | 2,975 | $239K | 0.0% | $60.02 | +4.2% | COM | 56585A102 |
| — | ALLERGAN PLC | 1,186 | $228K | 0.0% | $302.92 | — | SHS | G0177J108 |
| VFC | V F CORP | 2,431 | $228K | 0.0% | $75.34 | +13.2% | COM | 918204108 |
| CRM | SALESFORCE COM INC | 1,415 | $226K | 0.0% | $146.61 | 0.0% | COM | 79466L302 |
| RVTY | PERKINELMER INC | 2,313 | $225K | 0.0% | $84.34 | 0.0% | COM | 714046109 |
| BIIB | BIOGEN INC | 638 | $223K | 0.0% | $344.30 | 0.0% | COM | 09062X103 |
| BDX | BECTON DICKINSON & CO | 845 | $222K | 0.0% | $220.32 | 0.0% | COM | 075887109 |
| ACN | ACCENTURE PLC IRELAND | 1,291 | $222K | 0.0% | $114.67 | +30.1% | SHS CLASS A | G1151C101 |
| PNC | PNC FINL SVCS GROUP INC | 1,598 | $219K | 0.0% | $118.19 | -7.4% | COM | 693475105 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 9,413 | $218K | 0.0% | $22.84 | — | SR LN ETF | 46138G508 |
| — | E TRADE FINANCIAL CORP | 4,157 | $218K | 0.0% | $49.70 | — | COM NEW | 269246401 |
| ETN | EATON CORP PLC | 2,504 | $217K | 0.0% | $71.13 | 0.0% | SHS | G29183103 |
| — | DOWDUPONT INC | 3,302 | $213K | 0.0% | $69.33 | — | COM | 26078J100 |
| SLB | SCHLUMBERGER LTD | 3,476 | $212K | 0.0% | $52.94 | -1.7% | COM | 806857108 |
| — | PIONEER NAT RES CO | 1,196 | $209K | 0.0% | $176.32 | — | COM | 723787107 |
| — | DISCOVER FINL SVCS | 2,745 | $209K | 0.0% | $76.14 | — | COM | 254709108 |
| TPR | TAPESTRY INC | 4,105 | $207K | 0.0% | $39.97 | 0.0% | COM | 876030107 |
| EOG | EOG RES INC | 1,614 | $206K | 0.0% | $67.46 | +35.5% | COM | 26875P101 |
| — | LABORATORY CORP AMER HLDGS | 1,161 | $203K | 0.0% | $159.34 | — | COM NEW | 50540R409 |
| GS | GOLDMAN SACHS GROUP INC | 898 | $202K | 0.0% | $218.41 | -10.1% | COM | 38141G104 |
| PM | PHILIP MORRIS INTL INC | 2,446 | $200K | 0.0% | $55.49 | 0.0% | COM | 718172109 |
| ARCC | ARES CAP CORP | 11,610 | $200K | 0.0% | $6.69 | +26.7% | COM | 04010L103 |
| — | ALZA CORP | 101,000 | $191K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | GENERAL ELECTRIC CO | 16,688 | $190K | 0.0% | $24.14 | — | COM | 369604103 |
| — | WELLS FARGO & CO | 182,000 | $177K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | INTERDIGITAL INC | 105,000 | $123K | 0.0% | $1.16 | — | NOTE 1.500% 3/0 | 458660AD9 |