Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Feb 8, 2019
Total Value: $1.069B (27.8% shares, 72.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 162,348 | $40.85M | 3.8% | $227.43 | — | CORE S&P500 ETF | 464287200 |
| — | WELLS FARGO CO NEW | 25,685 | $32.41M | 3.0% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 22,288 | $27.92M | 2.6% | $1181.27 | — | 7.25%CNV PFD L | 060505682 |
| — | MICROCHIP TECHNOLOGY INC | 23,374,000 | $22.83M | 2.1% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 17,017,000 | $20.88M | 2.0% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PRICELINE GRP INC | 15,450,000 | $20.8M | 1.9% | $1.21 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ANTHEM INC | 5,609,000 | $20.28M | 1.9% | $2.31 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BECTON DICKINSON & CO | 351,472 | $20.27M | 1.9% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | ILLUMINA INC | 13,685,000 | $17.97M | 1.7% | $1.19 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | PRICELINE GRP INC | 15,940,000 | $17.59M | 1.6% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | RED HAT INC | 7,042,000 | $16.73M | 1.6% | $1.32 | — | NOTE 0.250%10/0 | 756577AD4 |
| AGG | ISHARES TR | 147,638 | $15.72M | 1.5% | $108.42 | — | CORE US AGGBD ET | 464287226 |
| — | BLACKSTONE MTG TR INC | 16,092,000 | $15.52M | 1.5% | $1.00 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | CITRIX SYS INC | 10,246,000 | $14.55M | 1.4% | $1.15 | — | NOTE 0.500% 4/1 | 177376AD2 |
| — | CHENIERE ENERGY INC | 20,263,000 | $14.1M | 1.3% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | MICROCHIP TECHNOLOGY INC | 8,950,000 | $12.62M | 1.2% | $1.22 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ISIS PHARMACEUTICALS INC DEL | 11,581,000 | $12.39M | 1.2% | $1.04 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NEXTERA ENERGY INC | 210,655 | $12.14M | 1.1% | $57.34 | — | UNIT 09/01/2019 | 65339F820 |
| — | PACIRA PHARMACEUTICALS INC | 11,772,000 | $11.68M | 1.1% | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | JAZZ INVESTMENTS I LTD | 11,998,000 | $11.62M | 1.1% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | SEMPRA ENERGY | 120,655 | $11.61M | 1.1% | $100.84 | — | 6% PFD CONV A | 816851406 |
| — | EXACT SCIENCES CORP | 10,572,000 | $11.52M | 1.1% | $0.95 | — | DBCV 1.000% 1/1 | 30063PAA3 |
| — | TESLA INC | 10,943,000 | $11.37M | 1.1% | $0.98 | — | NOTE 0.250% 3/0 | 88160RAB7 |
| — | CROWN CASTLE INTL CORP NEW | 10,676 | $11.22M | 1.0% | $1063.21 | — | 6.875% CON PFD A | 22822V309 |
| — | NAVISTAR INTL CORP NEW | 11,226,000 | $11.2M | 1.0% | $1.04 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | NOVELLUS SYS INC | 2,653,000 | $11M | 1.0% | $2.82 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 10,625,000 | $10.31M | 1.0% | $1.17 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ADVANCED MICRO DEVICES INC | 4,164,000 | $10.11M | 0.9% | $3.88 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MERITOR INC | 11,440,000 | $9.987M | 0.9% | $0.93 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | FORTIVE CORP | 10,518 | $9.553M | 0.9% | $1069.83 | — | 5% PFD CNV SER A | 34959J207 |
| — | HORIZON PHARMA INVT LTD | 9,398,000 | $9.364M | 0.9% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | NEUROCRINE BIOSCIENCES INC | 7,680,000 | $9.168M | 0.9% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | SERVICENOW INC | 6,340,000 | $8.85M | 0.8% | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | DISH NETWORK CORP | 10,249,000 | $8.277M | 0.8% | $0.81 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,453,000 | $8.136M | 0.8% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ON SEMICONDUCTOR CORP | 7,348,000 | $8.103M | 0.8% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | II VI INC | 8,392,000 | $8.098M | 0.8% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | ILLUMINA INC | 6,321,000 | $7.71M | 0.7% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | ZILLOW GROUP INC | 7,791,000 | $7.572M | 0.7% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 137,260 | $7.007M | 0.7% | $51.75 | — | FST LOW OPPT EFT | 33739Q200 |
| — | DOMINION ENERGY INC | 146,230 | $7.002M | 0.7% | $47.88 | — | UNIT 08/15/2019 | 25746U836 |
| SHY | ISHARES TR | 83,385 | $6.974M | 0.7% | $83.64 | — | 1 3 YR TREAS BD | 464287457 |
| — | VERINT SYS INC | 7,172,000 | $6.94M | 0.6% | $1.03 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TESLA INC | 5,717,000 | $6.936M | 0.6% | $1.03 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | WAYFAIR INC | 6,442,000 | $6.92M | 0.6% | $1.41 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | GUIDEWIRE SOFTWARE INC | 7,109,000 | $6.814M | 0.6% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | ENVESTNET INC | 6,716,000 | $6.786M | 0.6% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,335,000 | $6.784M | 0.6% | $1.04 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | KAMAN CORP | 6,279,000 | $6.686M | 0.6% | $1.20 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | CENTERPOINT ENERGY INC | 131,165 | $6.606M | 0.6% | $50.36 | — | DEP RP PFD CV B | 15189T503 |
| — | INSULET CORP | 4,588,000 | $6.489M | 0.6% | $1.42 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | THERAVANCE INC | 6,000,000 | $6.482M | 0.6% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | PENNYMAC CORP | 6,550,000 | $6.477M | 0.6% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | HANNON ARMSTRONG SUST INFR C | 7,032,000 | $6.387M | 0.6% | $1.00 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | VIAVI SOLUTIONS INC | 6,381,000 | $6.324M | 0.6% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | WRIGHT MED GROUP N V | 4,534,000 | $6.219M | 0.6% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,245,000 | $6.21M | 0.6% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | WHITING PETE CORP NEW | 6,489,000 | $6.136M | 0.6% | $0.95 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | LIBERTY MEDIA CORP | 9,650,000 | $6.016M | 0.6% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| FLOT | ISHARES TR | 111,426 | $5.612M | 0.5% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| — | SILICON LABORATORIES INC | 5,278,000 | $5.575M | 0.5% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 108,530 | $5.518M | 0.5% | $54.33 | — | UNIT 09/15/2021 | 459506309 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,900,000 | $5.516M | 0.5% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | NUVASIVE INC | 5,246,000 | $5.515M | 0.5% | $1.29 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,750,000 | $5.508M | 0.5% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | VISTRA ENERGY CORP | 60,600 | $5.501M | 0.5% | $94.46 | — | UNIT 02/02/2024 | 92840M300 |
| — | AIR TRANSPORT SERVICES GRP I | 5,765,000 | $5.487M | 0.5% | $0.95 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CHESAPEAKE ENERGY CORP | 6,701,000 | $5.397M | 0.5% | $0.94 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | PROSPECT CAPITAL CORPORATION | 5,250,000 | $5.193M | 0.5% | $1.00 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | MICRON TECHNOLOGY INC | 1,769,000 | $5.118M | 0.5% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | CAESARS ENTMT CORP | 4,111,000 | $5.102M | 0.5% | $1.88 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | CLEVELAND CLIFFS INC | 4,575,000 | $5.088M | 0.5% | $1.11 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | MOLINA HEALTHCARE INC | 1,764,000 | $5.016M | 0.5% | $3.44 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | AMAG PHARMACEUTICALS INC | 5,450,000 | $4.983M | 0.5% | $0.97 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | TESLA INC | 4,311,000 | $4.843M | 0.5% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | J2 GLOBAL INC | 4,200,000 | $4.793M | 0.4% | $1.20 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | STANLEY BLACK & DECKER INC | 52,669 | $4.786M | 0.4% | $111.94 | — | UNIT 05/15/2020 | 854502887 |
| — | SEACOR HOLDINGS INC | 5,621,000 | $4.782M | 0.4% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 5,000,000 | $4.765M | 0.4% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | APOLLO COML REAL EST FIN INC | 4,850,000 | $4.646M | 0.4% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | HERCULES CAPITAL INC | 4,898,000 | $4.635M | 0.4% | $0.96 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | ARES CAP CORP | 4,607,000 | $4.605M | 0.4% | $1.02 | — | NOTE 4.375% 1/1 | 04010LAM5 |
| — | NEW YORK CMNTY CAP TR V | 100,382 | $4.492M | 0.4% | $49.86 | — | UNIT 11/01/2051 | 64944P307 |
| — | FORESTAR GROUP INC | 4,600,000 | $4.463M | 0.4% | $1.08 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | PDC ENERGY INC | 4,984,000 | $4.415M | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | CEMEX SAB DE CV | 4,500,000 | $4.388M | 0.4% | $1.03 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | INSMED INC | 6,250,000 | $4.376M | 0.4% | $0.88 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | CYPRESS SEMICONDUCTOR CORP | 3,703,000 | $4.375M | 0.4% | $1.31 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | ROYAL GOLD INC | 4,360,000 | $4.368M | 0.4% | $1.09 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | OASIS PETE INC NEW | 4,712,000 | $4.217M | 0.4% | $1.27 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | OSI SYSTEMS INC | 4,500,000 | $4.171M | 0.4% | $0.90 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | TRANSOCEAN INC | 4,401,000 | $4.168M | 0.4% | $1.42 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | REALPAGE INC | 3,194,000 | $4.132M | 0.4% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | HESS CORP | 82,507 | $4.095M | 0.4% | $62.79 | — | DEP PDF SR A | 42809H404 |
| — | ALDER BIOPHARMACEUTICALS INC | 5,000,000 | $3.989M | 0.4% | $0.90 | — | NOTE 2.500% 2/0 | 014339AA3 |
| — | SYNAPTICS INC | 4,500,000 | $3.943M | 0.4% | $0.92 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | WELLS FARGO & CO | 3,928,000 | $3.775M | 0.4% | $1.05 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 72,113 | $3.76M | 0.4% | $47.39 | — | COM SHS | 33734K109 |
| — | HUBSPOT INC | 2,507,000 | $3.598M | 0.3% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | SPIRIT RLTY CAP INC NEW | 3,574,000 | $3.568M | 0.3% | $1.04 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 3,800,000 | $3.484M | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | DYCOM INDS INC | 3,748,000 | $3.483M | 0.3% | $1.13 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | HURON CONSULTING GROUP INC | 3,500,000 | $3.43M | 0.3% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | EURONET WORLDWIDE INC | 2,410,000 | $3.424M | 0.3% | $1.42 | — | NOTE 1.500%10/0 | 298736AH2 |
| — | ARES CAP CORP | 3,420,000 | $3.418M | 0.3% | $1.00 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | COLONY STARWOOD HOMES | 3,268,000 | $3.35M | 0.3% | $1.09 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | SOLARCITY CORP | 3,550,000 | $3.325M | 0.3% | $0.92 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | MICRON TECHNOLOGY INC | 2,974,000 | $3.296M | 0.3% | $1.43 | — | NOTE 3.000%11/1 | 595112AY9 |
| — | REDWOOD TR INC | 3,500,000 | $3.207M | 0.3% | $0.97 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | KNOWLES CORP | 3,100,000 | $3.195M | 0.3% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | THERAVANCE BIOPHARMA INC | 3,007,000 | $3.094M | 0.3% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,355,000 | $3.091M | 0.3% | $1.19 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | MACQUARIE INFRASTRUCTURE COR | 3,040,000 | $3.019M | 0.3% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | BLACKSTONE MTG TR INC | 3,100,000 | $3.013M | 0.3% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NOVAVAX INC | 5,000,000 | $3.012M | 0.3% | $0.55 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | TWITTER INC | 3,042,000 | $2.956M | 0.3% | $0.97 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | AMERICAN RLTY CAP PPTYS INC | 2,976,000 | $2.933M | 0.3% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | BLACKROCK TCP CAPITAL CORP | 2,750,000 | $2.75M | 0.3% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | HARMONIC INC | 2,600,000 | $2.737M | 0.3% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | RADIUS HEALTH INC | 3,500,000 | $2.691M | 0.3% | $0.99 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | VIRTUS INVT PARTNERS INC | 34,501 | $2.604M | 0.2% | $97.98 | — | PFD CV SER D | 92828Q208 |
| — | SUNPOWER CORP | 3,198,000 | $2.564M | 0.2% | $0.70 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | PRA GROUP INC | 3,000,000 | $2.528M | 0.2% | $1.03 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | TEAM INC | 2,500,000 | $2.484M | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | CTRIP COM INTL LTD | 2,550,000 | $2.466M | 0.2% | $0.97 | — | NOTE 1.250% 9/1 | 22943FAM2 |
| — | MEDICINES CO | 3,250,000 | $2.418M | 0.2% | $1.02 | — | NOTE 2.750% 7/1 | 584688AG0 |
| IYW | ISHARES TR | 15,088 | $2.413M | 0.2% | $111.94 | — | U.S. TECH ETF | 464287721 |
| — | INTEGRATED DEVICE TECHNOLOGY | 1,558,000 | $2.411M | 0.2% | $1.08 | — | NOTE 0.875%11/1 | 458118AC0 |
| — | QTS RLTY TR INC | 25,000 | $2.357M | 0.2% | $105.00 | — | 6.50% CON PFD B | 74736A301 |
| — | RETROPHIN INC | 2,500,000 | $2.24M | 0.2% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| TLT | ISHARES TR | 18,021 | $2.19M | 0.2% | $121.52 | — | 20 YR TR BD ETF | 464287432 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,835,000 | $2.043M | 0.2% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | VERASTEM INC | 2,500,000 | $2.029M | 0.2% | $0.81 | — | NOTE 5.000%11/0 | 92337CAA2 |
| TBF | PROSHARES TR | 90,000 | $2.015M | 0.2% | $23.58 | — | SHRT 20+YR TRE | 74347X849 |
| — | VEECO INSTRS INC DEL | 2,600,000 | $1.96M | 0.2% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | NEW MTN FIN CORP | 2,000,000 | $1.933M | 0.2% | $1.00 | — | NOTE 5.750% 8/1 | 647551AC4 |
| GOOGL | ALPHABET INC | 1,802 | $1.882M | 0.2% | $37.45 | +43.2% | CAP STK CL A | 02079K305 |
| — | REDWOOD TR INC | 2,000,000 | $1.878M | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | DANAHER CORP DEL | 478,000 | $1.873M | 0.2% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| FXH | FIRST TR EXCHANGE TRADED FD | 26,940 | $1.856M | 0.2% | $70.74 | — | HLTH CARE ALPH | 33734X143 |
| — | SHIP FIN INTL LTD | 2,000,000 | $1.789M | 0.2% | $1.04 | — | NOTE 4.875% 5/0 | 824689AG8 |
| MSFT | MICROSOFT CORP | 17,296 | $1.756M | 0.2% | $38.41 | +160.3% | COM | 594918104 |
| — | ENCORE CAP GROUP INC | 2,050,000 | $1.702M | 0.2% | $0.82 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | QUOTIENT TECHNOLOGY INC | 1,800,000 | $1.698M | 0.2% | $0.94 | — | NOTE 1.750%12/0 | 749119AB9 |
| AAPL | APPLE INC | 10,366 | $1.636M | 0.2% | $19.25 | +139.1% | COM | 037833100 |
| — | DEXCOM INC | 1,199,000 | $1.619M | 0.2% | $1.53 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | ENCORE CAP GROUP INC | 1,750,000 | $1.579M | 0.1% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| XLU | SELECT SECTOR SPDR TR | 28,652 | $1.515M | 0.1% | $42.56 | — | SBI INT-UTILS | 81369Y886 |
| — | GRANITE PT MTG TR INC | 1,500,000 | $1.476M | 0.1% | $0.98 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | ENCORE CAP EUROPE FIN LTD | 1,800,000 | $1.435M | 0.1% | $1.02 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | NICE SYS INC | 1,034,000 | $1.414M | 0.1% | $1.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| AMZN | AMAZON COM INC | 904 | $1.363M | 0.1% | $19.98 | +316.2% | COM | 023135106 |
| — | FIREEYE INC | 1,500,000 | $1.362M | 0.1% | $0.90 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| IYR | ISHARES TR | 16,385 | $1.229M | 0.1% | $71.48 | — | U.S. REAL ES ETF | 464287739 |
| — | CARBONITE INC | 1,000,000 | $1.191M | 0.1% | $1.48 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | WRIGHT MED GROUP INC | 1,123,000 | $1.185M | 0.1% | $1.00 | — | NOTE 2.000% 2/1 | 98235TAE7 |
| — | AKAMAI TECHNOLOGIES INC | 1,178,000 | $1.175M | 0.1% | $1.02 | — | DBCV 2/1 | 00971TAG6 |
| — | SEACOR HOLDINGS INC | 1,240,000 | $1.144M | 0.1% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| JPM | JPMORGAN CHASE & CO | 11,428 | $1.115M | 0.1% | $37.03 | +136.4% | COM | 46625H100 |
| — | RTI INTL METALS INC | 1,076,000 | $1.074M | 0.1% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | HERBALIFE LTD | 751,000 | $1.036M | 0.1% | $0.96 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $990K | 0.1% | $74.42 | +16.1% | COM | 494368103 |
| — | ALLEGHENY TECHNOLOGIES INC | 562,000 | $942K | 0.1% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | APOLLO COML REAL EST FIN INC | 1,000,000 | $937K | 0.1% | $1.01 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ECHO GLOBAL LOGISTICS INC | 949,000 | $917K | 0.1% | $0.95 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | ISTAR INC | 1,000,000 | $901K | 0.1% | $0.90 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| UNH | UNITEDHEALTH GROUP INC | 3,521 | $875K | 0.1% | $64.23 | +266.0% | COM | 91324P102 |
| PFE | PFIZER INC | 19,976 | $873K | 0.1% | $17.09 | +75.7% | COM | 717081103 |
| TBT | PROSHARES TR | 24,000 | $843K | 0.1% | $39.02 | — | PSHS ULTSH 20YRS | 74347B201 |
| — | PHOTRONICS INC | 800,000 | $838K | 0.1% | $1.07 | — | NOTE 3.250% 4/0 | 719405AK8 |
| — | TELADOC HEALTH INC | 608,000 | $831K | 0.1% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| JNJ | JOHNSON & JOHNSON | 6,406 | $825K | 0.1% | $69.14 | +65.1% | COM | 478160104 |
| — | MACQUARIE INFRASTRUCTURE COR | 952,000 | $823K | 0.1% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | FLEXION THERAPEUTICS INC | 1,000,000 | $814K | 0.1% | $1.22 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,896 | $795K | 0.1% | $127.86 | +63.4% | CL B NEW | 084670702 |
| META | FACEBOOK INC | 5,838 | $766K | 0.1% | $75.34 | +91.0% | CL A | 30303M102 |
| — | SQUARE INC | 312,000 | $764K | 0.1% | $4.02 | — | NOTE 0.375% 3/0 | 852234AB9 |
| L | LOEWS CORP | 16,540 | $753K | 0.1% | $42.08 | +8.6% | COM | 540424108 |
| — | NATIONAL HEALTH INVS INC | 657,000 | $726K | 0.1% | $1.06 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INFINERA CORPORATION | 1,000,000 | $723K | 0.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | SOUTH JERSEY INDS INC | 15,000 | $699K | 0.1% | $54.53 | — | UNIT 99/99/9999 | 838518116 |
| — | KB HOME | 687,000 | $686K | 0.1% | $1.08 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| VZ | VERIZON COMMUNICATIONS INC | 11,960 | $674K | 0.1% | $28.61 | +35.0% | COM | 92343V104 |
| PG | PROCTER AND GAMBLE CO | 7,222 | $664K | 0.1% | $58.66 | +27.4% | COM | 742718109 |
| HD | HOME DEPOT INC | 3,828 | $656K | 0.1% | $65.33 | +130.2% | COM | 437076102 |
| INTC | INTEL CORP | 13,866 | $650K | 0.1% | $22.17 | +81.3% | COM | 458140100 |
| — | SPIRIT RLTY CAP INC NEW | 650,000 | $637K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | REDFIN CORP | 774,000 | $623K | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| BAC | BANK AMER CORP | 25,084 | $617K | 0.1% | $11.46 | +98.9% | COM | 060505104 |
| EEMV | ISHARES INC | 10,998 | $615K | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| — | CSG SYS INTL INC | 615,000 | $613K | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| C | CITIGROUP INC | 11,672 | $608K | 0.1% | $38.04 | +29.8% | COM NEW | 172967424 |
| — | ASSURANT INC | 6,020 | $589K | 0.1% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| — | EPR PPTYS | 21,992 | $584K | 0.1% | $28.92 | — | PFD C CNV 5.75% | 26884U208 |
| IWD | ISHARES TR | 5,167 | $574K | 0.1% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| — | RESTORATION HARDWARE HLDGS I | 481,000 | $559K | 0.1% | $1.23 | — | DBCV 7/1 | 761283AC4 |
| — | DTE ENERGY CO | 10,695 | $554K | 0.1% | $54.19 | — | UNIT 99/99/9999 | 233331883 |
| V | VISA INC | 4,104 | $542K | 0.1% | $79.55 | +65.2% | COM CL A | 92826C839 |
| MA | MASTERCARD INCORPORATED | 2,848 | $538K | 0.1% | $74.60 | +155.9% | CL A | 57636Q104 |
| CSCO | CISCO SYS INC | 12,014 | $520K | 0.0% | $16.25 | +127.2% | COM | 17275R102 |
| IYM | ISHARES TR | 6,151 | $516K | 0.0% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| — | PALO ALTO NETWORKS INC | 302,000 | $511K | 0.0% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| KO | COCA COLA CO | 10,679 | $505K | 0.0% | $28.21 | +36.1% | COM | 191216100 |
| — | CONSOLIDATED TOMOKA LD CO | 500,000 | $496K | 0.0% | $1.01 | — | NOTE 4.500% 3/1 | 210226AB2 |
| T | AT&T INC | 16,683 | $476K | 0.0% | $11.76 | +19.2% | COM | 00206R102 |
| — | WESTERN ASSET MTG CAP CORP | 500,000 | $465K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | INPHI CORP | 435,000 | $456K | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| MRK | MERCK & CO INC | 5,908 | $451K | 0.0% | $36.66 | +54.1% | COM | 58933Y105 |
| DBJP | DBX ETF TR | 12,206 | $442K | 0.0% | $33.77 | — | XTRACK MSCI JAPN | 233051507 |
| XOM | EXXON MOBIL CORP | 6,427 | $440K | 0.0% | $53.94 | +4.5% | COM | 30231G102 |
| BA | BOEING CO | 1,324 | $428K | 0.0% | $100.58 | +233.0% | COM | 097023105 |
| AMGN | AMGEN INC | 2,161 | $421K | 0.0% | $88.03 | +78.1% | COM | 031162100 |
| UNP | UNION PAC CORP | 2,942 | $406K | 0.0% | $73.21 | +72.7% | COM | 907818108 |
| PEP | PEPSICO INC | 3,630 | $400K | 0.0% | $56.46 | +60.6% | COM | 713448108 |
| ABT | ABBOTT LABS | 5,418 | $392K | 0.0% | $29.00 | +114.3% | COM | 002824100 |
| — | CYPRESS SEMICONDUCTOR CORP | 410,000 | $391K | 0.0% | $0.95 | — | NOTE 2.000% 2/0 | 232806AP4 |
| CVX | CHEVRON CORP NEW | 3,503 | $381K | 0.0% | $71.15 | +19.1% | COM | 166764100 |
| WFC | WELLS FARGO CO NEW | 7,976 | $368K | 0.0% | $33.63 | +25.0% | COM | 949746101 |
| MCD | MCDONALDS CORP | 1,988 | $351K | 0.0% | $75.70 | +98.3% | COM | 580135101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,625 | $350K | 0.0% | $46.08 | +51.7% | COM | 45866F104 |
| ADBE | ADOBE INC | 1,523 | $345K | 0.0% | $217.25 | +11.1% | COM | 00724F101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,533 | $343K | 0.0% | $124.96 | +84.3% | COM | 883556102 |
| — | SUNTRUST BKS INC | 6,751 | $343K | 0.0% | $35.24 | — | COM | 867914103 |
| — | RAYTHEON CO | 2,143 | $329K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| ABBV | ABBVIE INC | 3,417 | $315K | 0.0% | $28.68 | +126.0% | COM | 00287Y109 |
| MDT | MEDTRONIC PLC | 3,425 | $311K | 0.0% | $59.40 | +29.9% | SHS | G5960L103 |
| TXN | TEXAS INSTRS INC | 3,228 | $307K | 0.0% | $42.34 | +86.9% | COM | 882508104 |
| FDX | FEDEX CORP | 1,903 | $307K | 0.0% | $84.07 | +121.1% | COM | 31428X106 |
| MO | ALTRIA GROUP INC | 6,162 | $305K | 0.0% | $21.85 | +51.6% | COM | 02209S103 |
| DIS | DISNEY WALT CO | 2,618 | $287K | 0.0% | $56.71 | +92.4% | COM DISNEY | 254687106 |
| — | RTW HLDGS INC | 287,000 | $287K | 0.0% | $1.01 | — | NOTE 5.625%11/1 | 749772AB5 |
| DAL | DELTA AIR LINES INC DEL | 5,688 | $284K | 0.0% | $19.21 | +165.9% | COM NEW | 247361702 |
| COST | COSTCO WHSL CORP NEW | 1,384 | $280K | 0.0% | $119.70 | +68.7% | COM | 22160K105 |
| KEY | KEYCORP NEW | 18,971 | $279K | 0.0% | $8.85 | +41.5% | COM | 493267108 |
| GD | GENERAL DYNAMICS CORP | 1,745 | $275K | 0.0% | $110.33 | +37.8% | COM | 369550108 |
| TJX | TJX COS INC NEW | 6,105 | $274K | 0.0% | $37.29 | +23.1% | COM | 872540109 |
| CMCSA | COMCAST CORP NEW | 8,031 | $274K | 0.0% | $24.42 | +24.6% | CL A | 20030N101 |
| ORCL | ORACLE CORP | 5,739 | $259K | 0.0% | $30.91 | +39.6% | COM | 68389X105 |
| MMM | 3M CO | 1,347 | $255K | 0.0% | $61.79 | +107.5% | COM | 88579Y101 |
| AVGO | BROADCOM INC | 1,002 | $254K | 0.0% | $19.73 | -1.8% | COM | 11135F101 |
| HON | HONEYWELL INTL INC | 1,905 | $252K | 0.0% | $73.48 | +60.2% | COM | 438516106 |
| — | CELGENE CORP | 3,848 | $246K | 0.0% | $112.22 | — | COM | 151020104 |
| WMT | WALMART INC | 2,642 | $246K | 0.0% | $20.94 | +37.4% | COM | 931142103 |
| MET | METLIFE INC | 5,945 | $245K | 0.0% | $27.99 | +20.3% | COM | 59156R108 |
| DHR | DANAHER CORP DEL | 2,315 | $237K | 0.0% | $85.98 | +2.2% | COM | 235851102 |
| NVDA | NVIDIA CORP | 1,640 | $219K | 0.0% | $4.87 | -2.7% | COM | 67066G104 |
| BKNG | BOOKING HLDGS INC | 121 | $212K | 0.0% | $1933.58 | -6.7% | COM | 09857L108 |
| CVS | CVS HEALTH CORP | 3,101 | $204K | 0.0% | $59.39 | 0.0% | COM | 126650100 |
| GILD | GILEAD SCIENCES INC | 3,275 | $204K | 0.0% | $49.18 | +7.8% | COM | 375558103 |
| — | UNITED TECHNOLOGIES CORP | 1,905 | $204K | 0.0% | $93.15 | — | COM | 913017109 |
| IYE | ISHARES TR | 6,550 | $204K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| ARCC | ARES CAP CORP | 11,576 | $181K | 0.0% | $6.69 | +25.1% | COM | 04010L103 |
| — | ALZA CORP | 101,000 | $179K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | WELLS FARGO & CO | 182,000 | $178K | 0.0% | $1.00 | — | MTNF 0.125% 3/1 | 94986RTK7 |
| — | INTERDIGITAL INC | 105,000 | $110K | 0.0% | $1.16 | — | NOTE 1.500% 3/0 | 458660AD9 |
| — | GENERAL ELECTRIC CO | 12,089 | $92,000 | 0.0% | $24.14 | — | COM | 369604103 |
| — | ZILLOW GROUP INC | 93,000 | $80,000 | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |