Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 13, 2019
Total Value: $1.194B (30.2% shares, 69.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 202,301 | $57.56M | 4.8% | $238.71 | — | CORE S&P500 ETF | 464287200 |
| — | WELLS FARGO CO NEW | 25,443 | $32.88M | 2.8% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 23,329 | $30.37M | 2.5% | $1186.65 | — | 7.25%CNV PFD L | 060505682 |
| — | MICROCHIP TECHNOLOGY INC | 23,654,000 | $25.96M | 2.2% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 15,623,000 | $22.06M | 1.8% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | BECTON DICKINSON & CO | 346,677 | $21.43M | 1.8% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | PRICELINE GRP INC | 19,243,000 | $21.24M | 1.8% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | PRICELINE GRP INC | 15,494,000 | $20.94M | 1.8% | $1.21 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ANTHEM INC | 5,208,000 | $20.67M | 1.7% | $2.31 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ISIS PHARMACEUTICALS INC DEL | 13,745,000 | $18.58M | 1.6% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | MICROCHIP TECHNOLOGY INC | 10,350,000 | $16.94M | 1.4% | $1.27 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | BLACKSTONE MTG TR INC | 15,901,000 | $16.02M | 1.3% | $1.00 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| AGG | ISHARES TR | 142,701 | $15.56M | 1.3% | $108.42 | — | CORE US AGGBD ET | 464287226 |
| — | CHENIERE ENERGY INC | 19,743,000 | $15.43M | 1.3% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | NOVELLUS SYS INC | 2,703,000 | $14.81M | 1.2% | $2.87 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ADVANCED MICRO DEVICES INC | 4,502,000 | $14.69M | 1.2% | $3.84 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | DANAHER CORPORATION | 13,849 | $14.53M | 1.2% | $1048.88 | — | 4.75 MND CV PFD | 235851300 |
| — | HERBALIFE LTD | 13,322,000 | $14.04M | 1.2% | $1.05 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | NEXTERA ENERGY INC | 211,370 | $13.15M | 1.1% | $57.34 | — | UNIT 09/01/2019 | 65339F820 |
| — | ILLUMINA INC | 9,536,000 | $12.89M | 1.1% | $1.19 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SEMPRA ENERGY | 119,905 | $12.67M | 1.1% | $100.84 | — | 6% PFD CONV A | 816851406 |
| — | CROWN CASTLE INTL CORP NEW | 10,655 | $12.62M | 1.1% | $1063.21 | — | 6.875% CON PFD A | 22822V309 |
| — | JAZZ INVESTMENTS I LTD | 11,905,000 | $12.05M | 1.0% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | MERITOR INC | 12,378,000 | $11.91M | 1.0% | $0.93 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | SERVICENOW INC | 6,407,000 | $11.87M | 1.0% | $1.49 | — | NOTE 6/0 | 81762PAC6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 10,656,000 | $11.06M | 0.9% | $1.17 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | FORTIVE CORP | 10,165 | $10.7M | 0.9% | $1069.83 | — | 5% PFD CNV SER A | 34959J207 |
| — | HORIZON PHARMA INVT LTD | 8,998,000 | $10.2M | 0.9% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | NEUROCRINE BIOSCIENCES INC | 7,440,000 | $10.06M | 0.8% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | EXACT SCIENCES CORP | 9,044,000 | $9.244M | 0.8% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ON SEMICONDUCTOR CORP | 7,413,000 | $9.165M | 0.8% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | DISH NETWORK CORP | 10,781,000 | $9.155M | 0.8% | $0.81 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | WAYFAIR INC | 5,909,000 | $9.056M | 0.8% | $1.41 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | COLONY STARWOOD HOMES | 7,897,000 | $9.028M | 0.8% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | ZENDESK INC | 6,053,000 | $8.814M | 0.7% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | CAESARS ENTMT CORP | 5,990,000 | $8.514M | 0.7% | $1.74 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | II VI INC | 8,070,000 | $8.441M | 0.7% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 166,025 | $8.342M | 0.7% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | RINGCENTRAL INC | 5,808,000 | $8.282M | 0.7% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | CENTERPOINT ENERGY INC | 155,740 | $8.229M | 0.7% | $50.75 | — | DEP RP PFD CV B | 15189T503 |
| — | CLEVELAND CLIFFS INC | 6,006,000 | $8.2M | 0.7% | $1.17 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | VERINT SYS INC | 7,162,000 | $7.886M | 0.7% | $1.03 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | RED HAT INC | 3,125,000 | $7.755M | 0.6% | $1.32 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | ZILLOW GROUP INC | 7,590,000 | $7.745M | 0.6% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | NAVISTAR INTL CORP NEW | 7,529,000 | $7.536M | 0.6% | $1.04 | — | NOTE 4.750% 4/1 | 63934EAS7 |
| — | CYPRESS SEMICONDUCTOR CORP | 5,867,000 | $7.491M | 0.6% | $1.30 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | INTERCEPT PHARMACEUTICALS IN | 7,515,000 | $7.442M | 0.6% | $0.99 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| — | VIAVI SOLUTIONS INC | 6,600,000 | $7.431M | 0.6% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | ILLUMINA INC | 5,927,000 | $7.253M | 0.6% | $1.12 | — | NOTE 6/1 | 452327AF6 |
| — | KAMAN CORP | 6,535,000 | $7.183M | 0.6% | $1.20 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | DOMINION ENERGY INC | 143,235 | $7.147M | 0.6% | $47.88 | — | UNIT 08/15/2019 | 25746U836 |
| — | PACIRA PHARMACEUTICALS INC | 7,238,000 | $7.124M | 0.6% | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 138,203 | $7.088M | 0.6% | $51.75 | — | FST LOW OPPT EFT | 33739Q200 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,285,000 | $7.047M | 0.6% | $1.04 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WRIGHT MED GROUP N V | 4,494,000 | $6.967M | 0.6% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | SAREPTA THERAPEUTICS INC | 3,772,000 | $6.808M | 0.6% | $1.80 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | LIVE NATION ENTERTAINMENT IN | 5,824,000 | $6.716M | 0.6% | $1.15 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | GUIDEWIRE SOFTWARE INC | 6,166,000 | $6.697M | 0.6% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | LIBERTY MEDIA CORP | 8,793,000 | $6.618M | 0.6% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,875,000 | $6.461M | 0.5% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,185,000 | $6.328M | 0.5% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 5,700,000 | $6.079M | 0.5% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | CHESAPEAKE ENERGY CORP | 6,545,000 | $6.062M | 0.5% | $0.94 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | WHITING PETE CORP NEW | 6,242,000 | $6.032M | 0.5% | $0.95 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | NUVASIVE INC | 5,365,000 | $5.962M | 0.5% | $1.28 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | MEDICINES CO | 5,876,000 | $5.873M | 0.5% | $1.00 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | AIR TRANSPORT SERVICES GRP I | 5,824,000 | $5.811M | 0.5% | $0.95 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | Q2 HLDGS INC | 4,419,000 | $5.806M | 0.5% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| — | TESLA INC | 5,305,000 | $5.789M | 0.5% | $1.03 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | J2 GLOBAL INC | 4,300,000 | $5.734M | 0.5% | $1.21 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | SILICON LABORATORIES INC | 5,233,000 | $5.679M | 0.5% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,813,000 | $5.657M | 0.5% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | THERAVANCE INC | 5,525,000 | $5.605M | 0.5% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | HANNON ARMSTRONG SUST INFR C | 5,457,000 | $5.52M | 0.5% | $1.00 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | AMERICAN ELEC PWR CO INC | 106,500 | $5.424M | 0.5% | $50.93 | — | UNIT 03/15/2022 | 025537127 |
| — | HERCULES CAPITAL INC | 5,552,000 | $5.423M | 0.5% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | EXACT SCIENCES CORP | 3,941,000 | $5.381M | 0.5% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | LUMENTUM HLDGS INC | 4,573,000 | $5.379M | 0.5% | $1.18 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | PENNYMAC CORP | 5,250,000 | $5.248M | 0.4% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | MOLINA HEALTHCARE INC | 1,498,000 | $5.202M | 0.4% | $3.44 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | NEW YORK CMNTY CAP TR V | 108,432 | $5.177M | 0.4% | $49.70 | — | UNIT 11/01/2051 | 64944P307 |
| — | WORLD WRESTLING ENTMT INC | 1,440,000 | $5.076M | 0.4% | $3.52 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | SEACOR HOLDINGS INC | 5,583,000 | $5.017M | 0.4% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | STANLEY BLACK & DECKER INC | 50,804 | $4.966M | 0.4% | $111.94 | — | UNIT 05/15/2020 | 854502887 |
| — | SUNPOWER CORP | 6,000,000 | $4.934M | 0.4% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | PROSPECT CAPITAL CORPORATION | 5,000,000 | $4.907M | 0.4% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | DTE ENERGY CO | 87,500 | $4.843M | 0.4% | $55.21 | — | UNIT 99/99/9999 | 233331883 |
| — | COLFAX CORP | 36,290 | $4.841M | 0.4% | $133.40 | — | UNIT 01/15/2022T | 194014205 |
| — | TRANSOCEAN INC | 4,248,000 | $4.75M | 0.4% | $1.42 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | INPHI CORP | 4,400,000 | $4.604M | 0.4% | $1.05 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | MICRON TECHNOLOGY INC | 1,203,000 | $4.539M | 0.4% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | VISTRA ENERGY CORP | 45,000 | $4.433M | 0.4% | $94.46 | — | UNIT 02/02/2024 | 92840M300 |
| — | OASIS PETE INC NEW | 4,674,000 | $4.364M | 0.4% | $1.27 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | HURON CONSULTING GROUP INC | 4,422,000 | $4.344M | 0.4% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| FEX | FIRST TR LRGE CP CORE ALPHA | 72,795 | $4.332M | 0.4% | $47.39 | — | COM SHS | 33734K109 |
| — | PDC ENERGY INC | 4,645,000 | $4.323M | 0.4% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | NUTANIX INC | 4,062,000 | $4.309M | 0.4% | $1.06 | — | NOTE 1/1 | 67059NAB4 |
| — | APOLLO COML REAL EST FIN INC | 4,400,000 | $4.293M | 0.4% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MEDICINES CO | 5,031,000 | $4.231M | 0.4% | $0.96 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | ARES CAP CORP | 4,146,000 | $4.137M | 0.3% | $1.00 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | OSI SYSTEMS INC | 4,064,000 | $4.109M | 0.3% | $0.90 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | INSULET CORP | 2,475,000 | $4.082M | 0.3% | $1.42 | — | NOTE 1.250% 9/1 | 45784PAF8 |
| — | ETSY INC | 2,055,000 | $3.963M | 0.3% | $1.93 | — | NOTE 3/0 | 29786AAC0 |
| — | FIRST MAJESTIC SILVER CORP | 4,000,000 | $3.887M | 0.3% | $0.97 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | FORESTAR GROUP INC | 3,871,000 | $3.838M | 0.3% | $1.08 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | HUBSPOT INC | 2,107,000 | $3.798M | 0.3% | $1.43 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | OKTA INC | 2,006,000 | $3.631M | 0.3% | $1.81 | — | NOTE 0.250% 2/1 | 679295AB1 |
| FLOT | ISHARES TR | 70,409 | $3.584M | 0.3% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| — | ROYAL GOLD INC | 3,454,000 | $3.45M | 0.3% | $1.09 | — | NOTE 2.875% 6/1 | 780287AA6 |
| — | ENERGIZER HLDGS INC NEW | 35,000 | $3.403M | 0.3% | $97.23 | — | 7.5 MCNV PFD A | 29272W208 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,974,000 | $3.326M | 0.3% | $1.19 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | CEMEX SAB DE CV | 3,335,000 | $3.308M | 0.3% | $1.03 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | SYNAPTICS INC | 3,500,000 | $3.23M | 0.3% | $0.92 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | KNOWLES CORP | 2,750,000 | $3.211M | 0.3% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | REDWOOD TR INC | 3,342,000 | $3.187M | 0.3% | $0.97 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | RADIUS HEALTH INC | 3,820,000 | $3.171M | 0.3% | $0.97 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | AMERICAN RLTY CAP PPTYS INC | 3,067,000 | $3.061M | 0.3% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | INSMED INC | 3,000,000 | $3.03M | 0.3% | $0.88 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | DYCOM INDS INC | 3,291,000 | $3.029M | 0.3% | $1.13 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 3,125,000 | $3.008M | 0.3% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | QTS RLTY TR INC | 27,400 | $2.989M | 0.3% | $105.36 | — | 6.50% CON PFD B | 74736A301 |
| — | HARMONIC INC | 2,600,000 | $2.956M | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 109,806 | $2.944M | 0.2% | $26.81 | — | 6% PFD CNV SR A | G6359F129 |
| IYW | ISHARES TR | 15,224 | $2.902M | 0.2% | $111.94 | — | U.S. TECH ETF | 464287721 |
| — | REALPAGE INC | 1,830,000 | $2.817M | 0.2% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | VIRTUS INVT PARTNERS INC | 31,752 | $2.79M | 0.2% | $97.98 | — | PFD CV SER D | 92828Q208 |
| — | BLACKROCK TCP CAPITAL CORP | 2,750,000 | $2.77M | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | SOUTH JERSEY INDS INC | 52,911 | $2.722M | 0.2% | $52.32 | — | UNIT 99/99/9999 | 838518116 |
| — | RETROPHIN INC | 2,885,000 | $2.689M | 0.2% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | PRA GROUP INC | 3,000,000 | $2.688M | 0.2% | $1.03 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | THERAVANCE BIOPHARMA INC | 2,763,000 | $2.676M | 0.2% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | NEWPARK RES INC | 2,178,000 | $2.676M | 0.2% | $1.23 | — | NOTE 4.000%12/0 | 651718AE8 |
| — | TEAM INC | 2,475,000 | $2.671M | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | ALDER BIOPHARMACEUTICALS INC | 2,750,000 | $2.626M | 0.2% | $0.90 | — | NOTE 2.500% 2/0 | 014339AA3 |
| — | BLACKSTONE MTG TR INC | 2,600,000 | $2.62M | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NEW MTN FIN CORP | 2,522,000 | $2.526M | 0.2% | $1.00 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | ON SEMICONDUCTOR CORP | 2,033,000 | $2.501M | 0.2% | $1.23 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ISTAR INC | 2,722,000 | $2.497M | 0.2% | $0.91 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| IEMG | ISHARES INC | 46,567 | $2.409M | 0.2% | $51.73 | — | CORE MSCI EMKT | 46434G103 |
| — | DANAHER CORPORATION | 477,000 | $2.407M | 0.2% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| TLT | ISHARES TR | 18,253 | $2.309M | 0.2% | $121.59 | — | 20 YR TR BD ETF | 464287432 |
| — | FIREEYE INC | 2,450,000 | $2.285M | 0.2% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | SHIP FIN INTL LTD | 2,241,000 | $2.215M | 0.2% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | SPIRIT RLTY CAP INC NEW | 2,176,000 | $2.172M | 0.2% | $1.04 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | TESLA INC | 2,047,000 | $2.104M | 0.2% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | VEECO INSTRS INC DEL | 2,450,000 | $2.09M | 0.2% | $1.03 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,798,000 | $2.042M | 0.2% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| MSFT | MICROSOFT CORP | 17,253 | $2.034M | 0.2% | $38.41 | +166.3% | COM | 594918104 |
| — | FLEXION THERAPEUTICS INC | 2,284,000 | $1.994M | 0.2% | $1.03 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | ENCORE CAP GROUP INC | 2,143,000 | $1.969M | 0.2% | $0.82 | — | NOTE 2.875% 3/1 | 292554AH5 |
| TBF | PROSHARES TR | 90,000 | $1.936M | 0.2% | $23.58 | — | SHRT 20+YR TRE | 74347X849 |
| — | REDWOOD TR INC | 1,850,000 | $1.806M | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | VERASTEM INC | 2,282,000 | $1.793M | 0.2% | $0.81 | — | NOTE 5.000%11/0 | 92337CAA2 |
| GOOGL | ALPHABET INC | 1,456 | $1.713M | 0.1% | $37.45 | +49.6% | CAP STK CL A | 02079K305 |
| — | ENCORE CAP EUROPE FIN LTD | 1,919,000 | $1.691M | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| AAPL | APPLE INC | 8,890 | $1.687M | 0.1% | $19.25 | +110.1% | COM | 037833100 |
| XLU | SELECT SECTOR SPDR TR | 28,553 | $1.66M | 0.1% | $42.56 | — | SBI INT-UTILS | 81369Y886 |
| — | TWITTER INC | 1,631,000 | $1.603M | 0.1% | $0.97 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| AMZN | AMAZON COM INC | 900 | $1.6M | 0.1% | $19.98 | +316.6% | COM | 023135106 |
| — | ENCORE CAP GROUP INC | 1,650,000 | $1.571M | 0.1% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,553,000 | $1.548M | 0.1% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| — | ENVESTNET INC | 1,333,000 | $1.485M | 0.1% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | NICE SYS INC | 942,000 | $1.437M | 0.1% | $1.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| IYR | ISHARES TR | 16,341 | $1.421M | 0.1% | $71.48 | — | U.S. REAL ES ETF | 464287739 |
| — | APOLLO COML REAL EST FIN INC | 1,373,000 | $1.339M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | GRANITE PT MTG TR INC | 1,311,000 | $1.32M | 0.1% | $0.98 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | EURONET WORLDWIDE INC | 599,000 | $1.18M | 0.1% | $1.42 | — | NOTE 1.500%10/0 | 298736AH2 |
| JPM | JPMORGAN CHASE & CO | 11,387 | $1.151M | 0.1% | $37.03 | +130.5% | COM | 46625H100 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.076M | 0.1% | $74.42 | +22.7% | COM | 494368103 |
| — | ALLEGHENY TECHNOLOGIES INC | 556,000 | $1.06M | 0.1% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | CSG SYS INTL INC | 987,000 | $1.036M | 0.1% | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | WELLS FARGO & CO | 1,031,000 | $1.002M | 0.1% | $1.05 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | SQUARE INC | 303,000 | $990K | 0.1% | $4.02 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 1,006,000 | $980K | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| META | FACEBOOK INC | 5,818 | $972K | 0.1% | $75.34 | +109.6% | CL A | 30303M102 |
| HYLB | DBX ETF TR | 19,470 | $966K | 0.1% | $49.61 | — | XTRACK USD HIGH | 233051432 |
| — | RTI INTL METALS INC | 958,000 | $950K | 0.1% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | NUANCE COMMUNICATIONS INC | 901,000 | $897K | 0.1% | $1.00 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| JNJ | JOHNSON & JOHNSON | 6,391 | $891K | 0.1% | $69.14 | +59.6% | COM | 478160104 |
| — | TELADOC HEALTH INC | 601,000 | $890K | 0.1% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| UNH | UNITEDHEALTH GROUP INC | 3,513 | $868K | 0.1% | $64.23 | +254.4% | COM | 91324P102 |
| PFE | PFIZER INC | 19,931 | $848K | 0.1% | $17.09 | +71.1% | COM | 717081103 |
| — | MACQUARIE INFRASTRUCTURE COR | 943,000 | $832K | 0.1% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | ECHO GLOBAL LOGISTICS INC | 819,000 | $815K | 0.1% | $0.95 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| L | LOEWS CORP | 16,540 | $793K | 0.1% | $42.08 | +8.9% | COM | 540424108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,887 | $778K | 0.1% | $127.86 | +57.9% | CL B NEW | 084670702 |
| PG | PROCTER AND GAMBLE CO | 7,189 | $749K | 0.1% | $58.66 | +39.9% | COM | 742718109 |
| INTC | INTEL CORP | 13,830 | $743K | 0.1% | $22.17 | +97.7% | COM | 458140100 |
| HD | HOME DEPOT INC | 3,816 | $732K | 0.1% | $65.33 | +136.8% | COM | 437076102 |
| — | DEXCOM INC | 542,000 | $727K | 0.1% | $1.53 | — | NOTE 0.750% 5/1 | 252131AF4 |
| VZ | VERIZON COMMUNICATIONS INC | 11,928 | $706K | 0.1% | $28.61 | +36.2% | COM | 92343V104 |
| — | RESTORATION HARDWARE HLDGS I | 647,000 | $706K | 0.1% | $1.20 | — | DBCV 7/1 | 761283AC4 |
| — | REDFIN CORP | 726,000 | $696K | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| BAC | BANK AMER CORP | 25,025 | $691K | 0.1% | $11.46 | +108.4% | COM | 060505104 |
| — | NATIONAL HEALTH INVS INC | 596,000 | $683K | 0.1% | $1.06 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| MA | MASTERCARD INC | 2,837 | $668K | 0.1% | $74.60 | +177.7% | CL A | 57636Q104 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $659K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| EEMV | ISHARES INC | 10,968 | $653K | 0.1% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| — | INTERDIGITAL INC | 620,000 | $649K | 0.1% | $1.07 | — | NOTE 1.500% 3/0 | 458660AD9 |
| CSCO | CISCO SYS INC | 11,984 | $648K | 0.1% | $16.25 | +143.2% | COM | 17275R102 |
| TBT | PROSHARES TR | 20,005 | $645K | 0.1% | $39.02 | — | PSHS ULTSH 20YRS | 74347B201 |
| IWD | ISHARES TR | 5,167 | $639K | 0.1% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| — | PALO ALTO NETWORKS INC | 284,000 | $625K | 0.1% | $1.62 | — | NOTE 7/0 | 697435AB1 |
| V | VISA INC | 3,968 | $619K | 0.1% | $79.55 | +72.7% | COM CL A | 92826C839 |
| — | ASSURANT INC | 5,615 | $582K | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| IYM | ISHARES TR | 6,134 | $561K | 0.0% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| T | AT&T INC | 16,625 | $521K | 0.0% | $11.76 | +20.4% | COM | 00206R102 |
| XOM | EXXON MOBIL CORP | 6,406 | $517K | 0.0% | $53.94 | +2.8% | COM | 30231G102 |
| C | CITIGROUP INC | 8,200 | $510K | 0.0% | $38.04 | +28.2% | COM NEW | 172967424 |
| BA | BOEING CO | 1,318 | $502K | 0.0% | $100.58 | +273.1% | COM | 097023105 |
| KO | COCA COLA CO | 10,612 | $498K | 0.0% | $28.21 | +33.9% | COM | 191216100 |
| UNP | UNION PACIFIC CORP | 2,934 | $492K | 0.0% | $73.21 | +88.6% | COM | 907818108 |
| MRK | MERCK & CO INC | 5,879 | $489K | 0.0% | $36.66 | +64.5% | COM | 58933Y105 |
| SHY | ISHARES TR | 5,647 | $474K | 0.0% | $83.64 | — | 1 3 YR TREAS BD | 464287457 |
| EZU | ISHARES INC | 11,909 | $459K | 0.0% | $38.54 | — | MSCI EURZONE ETF | 464286608 |
| PEP | PEPSICO INC | 3,616 | $444K | 0.0% | $56.46 | +63.7% | COM | 713448108 |
| — | INPHI CORP | 358,000 | $441K | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| ABT | ABBOTT LABS | 5,407 | $432K | 0.0% | $29.00 | +127.9% | COM | 002824100 |
| CVX | CHEVRON CORP NEW | 3,492 | $431K | 0.0% | $71.15 | +22.9% | COM | 166764100 |
| DIS | DISNEY WALT CO | 3,850 | $429K | 0.0% | $73.08 | +47.6% | COM DISNEY | 254687106 |
| — | CYPRESS SEMICONDUCTOR CORP | 410,000 | $419K | 0.0% | $0.95 | — | NOTE 2.000% 2/0 | 232806AP4 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,525 | $416K | 0.0% | $124.96 | +95.6% | COM | 883556102 |
| AMGN | AMGEN INC | 2,153 | $408K | 0.0% | $88.03 | +75.7% | COM | 031162100 |
| ADBE | ADOBE INC | 1,520 | $405K | 0.0% | $217.25 | +16.0% | COM | 00724F101 |
| — | ARES CAP CORP | 400,000 | $396K | 0.0% | $0.99 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | SEACOR HOLDINGS INC | 405,000 | $395K | 0.0% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| PYPL | PAYPAL HLDGS INC | 3,716 | $388K | 0.0% | $94.45 | 0.0% | COM | 70450Y103 |
| — | RAYTHEON CO | 2,135 | $386K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| CRM | SALESFORCE COM INC | 2,422 | $386K | 0.0% | $153.14 | 0.0% | COM | 79466L302 |
| WFC | WELLS FARGO CO NEW | 7,954 | $385K | 0.0% | $33.63 | +21.2% | COM | 949746101 |
| MCD | MCDONALDS CORP | 1,978 | $375K | 0.0% | $75.70 | +104.2% | COM | 580135101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,615 | $352K | 0.0% | $46.08 | +48.7% | COM | 45866F104 |
| MO | ALTRIA GROUP INC | 6,145 | $351K | 0.0% | $21.85 | +36.0% | COM | 02209S103 |
| TXN | TEXAS INSTRS INC | 3,219 | $340K | 0.0% | $42.34 | +101.7% | COM | 882508104 |
| COST | COSTCO WHSL CORP NEW | 1,376 | $333K | 0.0% | $119.70 | +65.7% | COM | 22160K105 |
| TJX | TJX COS INC NEW | 6,091 | $323K | 0.0% | $37.29 | +21.9% | COM | 872540109 |
| CMCSA | COMCAST CORP NEW | 8,004 | $319K | 0.0% | $24.42 | +29.1% | CL A | 20030N101 |
| MDT | MEDTRONIC PLC | 3,419 | $312K | 0.0% | $59.40 | +25.1% | SHS | G5960L103 |
| ORCL | ORACLE CORP | 5,723 | $307K | 0.0% | $30.91 | +49.0% | COM | 68389X105 |
| DHR | DANAHER CORPORATION | 2,309 | $305K | 0.0% | $85.98 | +15.6% | COM | 235851102 |
| AVGO | BROADCOM INC | 999 | $302K | 0.0% | $19.73 | +14.0% | COM | 11135F101 |
| HON | HONEYWELL INTL INC | 1,901 | $299K | 0.0% | $73.48 | +64.9% | COM | 438516106 |
| KEY | KEYCORP NEW | 18,932 | $297K | 0.0% | $8.85 | +35.3% | COM | 493267108 |
| NFLX | NETFLIX INC | 838 | $295K | 0.0% | $34.67 | 0.0% | COM | 64110L106 |
| NVDA | NVIDIA CORP | 1,636 | $294K | 0.0% | $4.87 | -20.9% | COM | 67066G104 |
| DAL | DELTA AIR LINES INC DEL | 5,673 | $293K | 0.0% | $19.21 | +143.4% | COM NEW | 247361702 |
| FCVT | FIRST TR EXCHANGE TRADED FD | 9,477 | $288K | 0.0% | $30.39 | — | SSI STRG ETF | 33739Q507 |
| — | RWT HLDGS INC | 287,000 | $287K | 0.0% | $1.01 | — | NOTE 5.625%11/1 | 749772AB5 |
| MMM | 3M CO | 1,344 | $278K | 0.0% | $61.79 | +112.1% | COM | 88579Y101 |
| ABBV | ABBVIE INC | 3,407 | $272K | 0.0% | $28.68 | +112.8% | COM | 00287Y109 |
| WMT | WALMART INC | 2,622 | $256K | 0.0% | $20.94 | +39.6% | COM | 931142103 |
| DHI | D R HORTON INC | 6,059 | $249K | 0.0% | $36.40 | 0.0% | COM | 23331A109 |
| — | UNITED TECHNOLOGIES CORP | 1,898 | $245K | 0.0% | $93.15 | — | COM | 913017109 |
| IYE | ISHARES TR | 6,550 | $236K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| ACN | ACCENTURE PLC IRELAND | 1,286 | $229K | 0.0% | $142.15 | 0.0% | SHS CLASS A | G1151C101 |
| RVTY | PERKINELMER INC | 2,300 | $224K | 0.0% | $88.58 | 0.0% | COM | 714046109 |
| PM | PHILIP MORRIS INTL INC | 2,433 | $216K | 0.0% | $56.07 | 0.0% | COM | 718172109 |
| XRT | SPDR SERIES TRUST | 4,691 | $214K | 0.0% | $45.62 | — | S&P RETAIL ETF | 78464A714 |
| BKNG | BOOKING HLDGS INC | 121 | $214K | 0.0% | $1933.58 | -9.2% | COM | 09857L108 |
| GILD | GILEAD SCIENCES INC | 3,264 | $211K | 0.0% | $49.18 | +3.4% | COM | 375558103 |
| VFC | V F CORP | 2,418 | $211K | 0.0% | $77.99 | 0.0% | COM | 918204108 |
| LMT | LOCKHEED MARTIN CORP | 696 | $211K | 0.0% | $243.60 | 0.0% | COM | 539830109 |
| BDX | BECTON DICKINSON & CO | 843 | $210K | 0.0% | $212.74 | 0.0% | COM | 075887109 |
| COP | CONOCOPHILLIPS | 3,126 | $208K | 0.0% | $52.98 | 0.0% | COM | 20825C104 |
| NOW | SERVICENOW INC | 826 | $204K | 0.0% | $43.97 | 0.0% | COM | 81762P102 |
| OXY | OCCIDENTAL PETE CORP | 3,038 | $204K | 0.0% | $56.47 | 0.0% | COM | 674599105 |
| ETN | EATON CORP PLC | 2,490 | $201K | 0.0% | $66.48 | 0.0% | SHS | G29183103 |
| ARCC | ARES CAP CORP | 11,544 | $200K | 0.0% | $6.69 | +29.8% | COM | 04010L103 |
| — | ALZA CORP | 101,000 | $193K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | GENERAL ELECTRIC CO | 12,046 | $119K | 0.0% | $24.14 | — | COM | 369604103 |
| — | WESTERN ASSET MTG CAP CORP | 112,000 | $108K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | ZILLOW GROUP INC | 87,000 | $79,000 | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |