Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 12, 2019
Total Value: $1.346B (28.0% shares, 72.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 201,875 | $59.5M | 4.4% | $238.71 | — | CORE S&P500 ETF | 464287200 |
| — | WELLS FARGO CO NEW | 24,541 | $33.48M | 2.5% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| — | BANK AMER CORP | 21,377 | $29.33M | 2.2% | $1186.65 | — | 7.25%CNV PFD L | 060505682 |
| — | MICROCHIP TECHNOLOGY INC | 22,780,000 | $26.84M | 2.0% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PRICELINE GRP INC | 20,582,000 | $23.54M | 1.7% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | WORKDAY INC | 15,269,000 | $22.86M | 1.7% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PRICELINE GRP INC | 15,638,000 | $22.5M | 1.7% | $1.21 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ANTHEM INC | 5,009,000 | $19.55M | 1.5% | $2.31 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BECTON DICKINSON & CO | 304,622 | $18.86M | 1.4% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | MICROCHIP TECHNOLOGY INC | 10,537,000 | $18.45M | 1.4% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| AGG | ISHARES TR | 163,030 | $18.15M | 1.3% | $108.78 | — | CORE US AGGBD ET | 464287226 |
| — | ADVANCED MICRO DEVICES INC | 4,641,000 | $17.97M | 1.3% | $3.84 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | NOVELLUS SYS INC | 3,017,000 | $17.51M | 1.3% | $3.17 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | SQUARE INC | 13,994,000 | $16.7M | 1.2% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | DISH NETWORK CORP | 16,825,000 | $16.36M | 1.2% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ISIS PHARMACEUTICALS INC DEL | 13,441,000 | $15.89M | 1.2% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | CHENIERE ENERGY INC | 19,514,000 | $15.28M | 1.1% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | DANAHER CORPORATION | 13,689 | $15.06M | 1.1% | $1048.88 | — | 4.75 MND CV PFD | 235851300 |
| — | ILLUMINA INC | 9,586,000 | $14.79M | 1.1% | $1.19 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | AKAMAI TECHNOLOGIES INC | 13,710,000 | $14.65M | 1.1% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | INSULET CORP | 9,859,000 | $13.99M | 1.0% | $1.42 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | BLACKSTONE MTG TR INC | 13,210,000 | $13.77M | 1.0% | $1.00 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | SEMPRA ENERGY | 122,644 | $13.68M | 1.0% | $101.08 | — | 6% PFD CONV A | 816851406 |
| — | MERITOR INC | 12,994,000 | $13.54M | 1.0% | $0.93 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | SERVICENOW INC | 6,548,000 | $13.47M | 1.0% | $1.51 | — | NOTE 6/0 | 81762PAC6 |
| — | CROWN CASTLE INTL CORP NEW | 10,783 | $12.93M | 1.0% | $1064.83 | — | 6.875% CON PFD A | 22822V309 |
| — | HERBALIFE LTD | 13,225,000 | $12.83M | 1.0% | $1.05 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | EXACT SCIENCES CORP | 9,304,000 | $11.74M | 0.9% | $1.03 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | TWO HBRS INVT CORP | 10,839,000 | $10.91M | 0.8% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | NEXTERA ENERGY INC | 164,990 | $10.79M | 0.8% | $57.34 | — | UNIT 09/01/2019 | 65339F820 |
| — | JAZZ INVESTMENTS I LTD | 10,517,000 | $10.7M | 0.8% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | FORTIVE CORP | 10,108 | $10.37M | 0.8% | $1069.83 | — | 5% PFD CNV SER A | 34959J207 |
| — | CAESARS ENTMT CORP | 6,044,000 | $10.35M | 0.8% | $1.74 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | COLONY STARWOOD HOMES | 8,469,000 | $10.33M | 0.8% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | ENVESTNET INC | 8,603,000 | $10.24M | 0.8% | $1.19 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | TWILIO INC | 4,994,000 | $10.01M | 0.7% | $2.01 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | TWITTER INC | 10,134,000 | $9.869M | 0.7% | $0.97 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | HORIZON PHARMA INVT LTD | 8,793,000 | $9.74M | 0.7% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | NEUROCRINE BIOSCIENCES INC | 7,202,000 | $9.45M | 0.7% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ON SEMICONDUCTOR CORP | 7,670,000 | $9.42M | 0.7% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | NRG ENERGY INC | 8,550,000 | $9.133M | 0.7% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | PURE STORAGE INC | 9,517,000 | $9.112M | 0.7% | $0.96 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | RINGCENTRAL INC | 5,940,000 | $8.925M | 0.7% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 164,975 | $8.838M | 0.7% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | ZENDESK INC | 5,749,000 | $8.797M | 0.7% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | CLEVELAND CLIFFS INC | 5,995,000 | $8.652M | 0.6% | $1.17 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | AIR TRANSPORT SERVICES GRP I | 8,370,000 | $8.523M | 0.6% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | ZILLOW GROUP INC | 7,494,000 | $8.48M | 0.6% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | VERINT SYS INC | 7,869,000 | $8.434M | 0.6% | $1.03 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | SAREPTA THERAPEUTICS INC | 3,754,000 | $8.356M | 0.6% | $1.80 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | NEW RELIC INC | 7,829,000 | $8.33M | 0.6% | $1.06 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | II VI INC | 7,782,000 | $8.196M | 0.6% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | VIAVI SOLUTIONS INC | 6,695,000 | $7.857M | 0.6% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | WAYFAIR INC | 5,148,000 | $7.794M | 0.6% | $1.41 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | CENTERPOINT ENERGY INC | 151,505 | $7.611M | 0.6% | $50.75 | — | DEP RP PFD CV B | 15189T503 |
| — | KAMAN CORP | 6,500,000 | $7.579M | 0.6% | $1.20 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,135,000 | $7.407M | 0.6% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 139,867 | $7.227M | 0.5% | $51.75 | — | FST LOW OPPT EFT | 33739Q200 |
| — | LIBERTY MEDIA CORP | 8,100,000 | $7.179M | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | INSMED INC | 7,386,000 | $7.175M | 0.5% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 7,241,000 | $7.158M | 0.5% | $1.17 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | LIVE NATION ENTERTAINMENT IN | 6,036,000 | $7.145M | 0.5% | $1.15 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | PACIRA BIOSCIENCES | 6,976,000 | $7.144M | 0.5% | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | DOMINION ENERGY INC | 141,200 | $7.068M | 0.5% | $47.88 | — | UNIT 08/15/2019 | 25746U836 |
| — | MEDICINES CO | 5,845,000 | $7.018M | 0.5% | $1.00 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | GUIDEWIRE SOFTWARE INC | 6,121,000 | $6.865M | 0.5% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,107,000 | $6.853M | 0.5% | $1.04 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AVANTOR INC | 102,785 | $6.769M | 0.5% | $65.86 | — | 6.25 PFD CNV SR | 05352A209 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,750,000 | $6.708M | 0.5% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | RED HAT INC | 2,581,000 | $6.564M | 0.5% | $1.32 | — | NOTE 0.250%10/0 | 756577AD4 |
| SHY | ISHARES TR | 77,221 | $6.546M | 0.5% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| — | SILICON LABORATORIES INC | 5,201,000 | $6.463M | 0.5% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | EXACT SCIENCES CORP | 3,641,000 | $6.287M | 0.5% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | INTERCEPT PHARMACEUTICALS IN | 6,154,000 | $6.089M | 0.5% | $0.99 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | NUVASIVE INC | 5,336,000 | $6.054M | 0.4% | $1.28 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | HERCULES CAPITAL INC | 6,036,000 | $6.037M | 0.4% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | WHITING PETE CORP NEW | 6,186,000 | $5.986M | 0.4% | $0.95 | — | NOTE 1.250% 4/0 | 966387AL6 |
| — | AQUA AMERICA INC | 103,180 | $5.898M | 0.4% | $57.16 | — | UNIT 04/30/2022 | 03836W202 |
| — | TESLA INC | 5,903,000 | $5.819M | 0.4% | $1.02 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | CHANGE HEALTHCARE INC | 102,670 | $5.775M | 0.4% | $56.25 | — | UNIT 99/99/9999 | 15912K209 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 5,600,000 | $5.749M | 0.4% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | NEW YORK CMNTY CAP TR V | 120,000 | $5.732M | 0.4% | $49.52 | — | UNIT 11/01/2051 | 64944P307 |
| — | AMERICAN ELEC PWR CO INC | 105,840 | $5.644M | 0.4% | $50.93 | — | UNIT 03/15/2022 | 025537127 |
| — | CHEGG INC | 3,649,000 | $5.59M | 0.4% | $1.53 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,200,000 | $5.543M | 0.4% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | INPHI CORP | 4,994,000 | $5.54M | 0.4% | $1.05 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | WRIGHT MED GROUP N V | 3,732,000 | $5.528M | 0.4% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | STANLEY BLACK & DECKER INC | 54,109 | $5.51M | 0.4% | $111.33 | — | UNIT 05/15/2020 | 854502887 |
| — | MEDICINES CO | 5,500,000 | $5.486M | 0.4% | $0.96 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | OKTA INC | 2,042,000 | $5.294M | 0.4% | $1.82 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | ARES CAP CORP | 5,242,000 | $5.282M | 0.4% | $1.00 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | THERAVANCE INC | 5,000,000 | $5.244M | 0.4% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | TESLA INC | 5,361,000 | $5.243M | 0.4% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | LUMENTUM HLDGS INC | 4,457,000 | $5.234M | 0.4% | $1.18 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | TELADOC HEALTH INC | 3,508,000 | $5.197M | 0.4% | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | CHESAPEAKE ENERGY CORP | 6,507,000 | $5.194M | 0.4% | $0.94 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | HOPE BANCORP INC | 5,650,000 | $5.161M | 0.4% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | MOLINA HEALTHCARE INC | 1,457,000 | $5.064M | 0.4% | $3.44 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | DTE ENERGY CO | 87,020 | $4.89M | 0.4% | $55.21 | — | UNIT 99/99/9999 | 233331883 |
| — | PROSPECT CAPITAL CORPORATION | 4,750,000 | $4.851M | 0.4% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | PENNYMAC CORP | 4,800,000 | $4.844M | 0.4% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | LIGAND PHARMACEUTICALS INC | 5,600,000 | $4.835M | 0.4% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | SUNPOWER CORP | 5,250,000 | $4.653M | 0.3% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,622,000 | $4.65M | 0.3% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | SEACOR HOLDINGS INC | 4,849,000 | $4.581M | 0.3% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | TERADYNE INC | 2,769,000 | $4.494M | 0.3% | $1.62 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | OIL STS INTL INC | 5,013,000 | $4.457M | 0.3% | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | APOLLO COML REAL EST FIN INC | 4,375,000 | $4.357M | 0.3% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | COLFAX CORP | 34,250 | $4.335M | 0.3% | $133.40 | — | UNIT 01/15/2022T | 194014205 |
| — | PDC ENERGY INC | 4,606,000 | $4.312M | 0.3% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | WORLD WRESTLING ENTMT INC | 1,435,000 | $4.288M | 0.3% | $3.52 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | MICRON TECHNOLOGY INC | 1,196,000 | $4.219M | 0.3% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | OSI SYSTEMS INC | 3,550,000 | $4.207M | 0.3% | $0.90 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | TRANSOCEAN INC | 4,228,000 | $4.187M | 0.3% | $1.42 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | J2 GLOBAL INC | 3,000,000 | $4.181M | 0.3% | $1.21 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | HUBSPOT INC | 2,156,000 | $4.018M | 0.3% | $1.44 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | FIRST MAJESTIC SILVER CORP | 3,675,000 | $3.935M | 0.3% | $0.97 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | KKR REAL ESTATE FIN TR INC | 3,675,000 | $3.799M | 0.3% | $1.03 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | OASIS PETE INC NEW | 4,139,000 | $3.786M | 0.3% | $1.27 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | ETSY INC | 2,043,000 | $3.693M | 0.3% | $1.93 | — | NOTE 3/0 | 29786AAC0 |
| — | REDWOOD TR INC | 3,750,000 | $3.657M | 0.3% | $0.97 | — | NOTE 4.750% 8/1 | 758075AC9 |
| IYW | ISHARES TR | 18,423 | $3.647M | 0.3% | $126.87 | — | U.S. TECH ETF | 464287721 |
| — | NEW MTN FIN CORP | 3,522,000 | $3.627M | 0.3% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | QTS RLTY TR INC | 32,500 | $3.6M | 0.3% | $106.21 | — | 6.50% CON PFD B | 74736A301 |
| — | RADIUS HEALTH INC | 3,975,000 | $3.597M | 0.3% | $0.97 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,942,000 | $3.577M | 0.3% | $1.19 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | HURON CONSULTING GROUP INC | 3,500,000 | $3.467M | 0.3% | $0.98 | — | NOTE 1.250%10/0 | 447462AB8 |
| — | ENERGIZER HLDGS INC NEW | 40,000 | $3.456M | 0.3% | $95.88 | — | 7.5 MCNV PFD A | 29272W208 |
| — | KNOWLES CORP | 2,875,000 | $3.451M | 0.3% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | SYNAPTICS INC | 3,750,000 | $3.349M | 0.2% | $0.92 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | FIREEYE INC | 3,349,000 | $3.262M | 0.2% | $0.97 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | PRA GROUP INC | 3,250,000 | $3.03M | 0.2% | $1.02 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | SHIP FIN INTL LTD | 2,950,000 | $2.981M | 0.2% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | ON SEMICONDUCTOR CORP | 2,400,000 | $2.924M | 0.2% | $1.23 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | CEMEX SAB DE CV | 2,900,000 | $2.89M | 0.2% | $1.03 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,900,000 | $2.873M | 0.2% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | SOUTH JERSEY INDS INC | 52,000 | $2.76M | 0.2% | $52.32 | — | UNIT 99/99/9999 | 838518116 |
| — | WEIBO CORP | 2,900,000 | $2.737M | 0.2% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | EZCORP INC | 3,000,000 | $2.707M | 0.2% | $0.90 | — | NOTE 2.375% 5/0 | 302301AE6 |
| FLOT | ISHARES TR | 52,645 | $2.682M | 0.2% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| — | ISTAR INC | 2,600,000 | $2.668M | 0.2% | $0.91 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 115,000 | $2.639M | 0.2% | $26.64 | — | 6% PFD CNV SR A | G6359F129 |
| — | REALPAGE INC | 1,750,000 | $2.622M | 0.2% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | ALDER BIOPHARMACEUTICALS INC | 2,750,000 | $2.555M | 0.2% | $0.90 | — | NOTE 2.500% 2/0 | 014339AA3 |
| — | VEECO INSTRS INC DEL | 2,850,000 | $2.529M | 0.2% | $1.01 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | MFA FINL INC | 2,500,000 | $2.515M | 0.2% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BLACKROCK TCP CAPITAL CORP | 2,490,000 | $2.509M | 0.2% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| — | RETROPHIN INC | 2,750,000 | $2.464M | 0.2% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| TLT | ISHARES TR | 18,416 | $2.448M | 0.2% | $121.59 | — | 20 YR TR BD ETF | 464287432 |
| TBF | PROSHARES TR | 120,000 | $2.447M | 0.2% | $22.78 | — | SHRT 20+YR TRE | 74347X849 |
| — | FLEXION THERAPEUTICS INC | 2,750,000 | $2.388M | 0.2% | $1.00 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | THERAVANCE BIOPHARMA INC | 2,750,000 | $2.376M | 0.2% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | FIREEYE INC | 2,500,000 | $2.35M | 0.2% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | REDWOOD TR INC | 2,350,000 | $2.336M | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | HARMONIC INC | 2,000,000 | $2.33M | 0.2% | $1.14 | — | NOTE 4.000%12/0 | 413160AB8 |
| — | ARES CAP CORP | 2,250,000 | $2.311M | 0.2% | $1.02 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| MSFT | MICROSOFT CORP | 17,179 | $2.301M | 0.2% | $38.41 | +211.2% | COM | 594918104 |
| — | TEAM INC | 2,250,000 | $2.288M | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | FORESTAR GROUP INC | 2,250,000 | $2.236M | 0.2% | $1.08 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | VIRTUS INVT PARTNERS INC | 23,250 | $2.197M | 0.2% | $97.98 | — | PFD CV SER D | 92828Q208 |
| — | NEWPARK RES INC | 2,000,000 | $2.194M | 0.2% | $1.23 | — | NOTE 4.000%12/0 | 651718AE8 |
| — | BLACKSTONE MTG TR INC | 2,000,000 | $2.082M | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ENCORE CAP GROUP INC | 2,143,000 | $2.028M | 0.2% | $0.82 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | CTRIP COM INTL LTD | 1,829,000 | $1.982M | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | ENCORE CAP EUROPE FIN LTD | 1,919,000 | $1.953M | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | SOLARCITY CORP | 2,000,000 | $1.929M | 0.1% | $0.96 | — | NOTE 1.625%11/0 | 83416TAC4 |
| XLU | SELECT SECTOR SPDR TR | 30,926 | $1.846M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| AAPL | APPLE INC | 8,851 | $1.753M | 0.1% | $19.25 | +142.3% | COM | 037833100 |
| AMZN | AMAZON COM INC | 896 | $1.698M | 0.1% | $19.98 | +366.3% | COM | 023135106 |
| — | CSG SYS INTL INC | 1,503,000 | $1.662M | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | NICE SYS INC | 942,000 | $1.603M | 0.1% | $1.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | GRANITE PT MTG TR INC | 1,500,000 | $1.549M | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | APOLLO COML REAL EST FIN INC | 1,500,000 | $1.5M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| IYR | ISHARES TR | 16,269 | $1.42M | 0.1% | $71.48 | — | U.S. REAL ES ETF | 464287739 |
| — | FIVE9 INC | 1,011,000 | $1.402M | 0.1% | $1.39 | — | NOTE 0.125% 5/0 | 338307AB7 |
| GOOGL | ALPHABET INC | 1,213 | $1.311M | 0.1% | $37.45 | +53.4% | CAP STK CL A | 02079K305 |
| — | DANAHER CORPORATION | 240,000 | $1.309M | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| JPM | JPMORGAN CHASE & CO | 11,342 | $1.268M | 0.1% | $37.03 | +148.5% | COM | 46625H100 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,041,000 | $1.168M | 0.1% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.158M | 0.1% | $74.42 | +37.3% | COM | 494368103 |
| META | FACEBOOK INC | 5,794 | $1.118M | 0.1% | $75.34 | +140.8% | CL A | 30303M102 |
| — | DOMINION ENERGY INC | 10,000 | $1.035M | 0.1% | $103.50 | — | UNIT 99/99/9999 | 25746U133 |
| — | WELLS FARGO & CO | 1,031,000 | $1.012M | 0.1% | $1.05 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1M | 0.1% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | HANNON ARMSTRONG SUST INFR C | 889,000 | $970K | 0.1% | $1.00 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| TBT | PROSHARES TR | 32,500 | $940K | 0.1% | $35.14 | — | PSHS ULTSH 20YRS | 74347B201 |
| L | LOEWS CORP | 16,540 | $904K | 0.1% | $42.08 | +18.5% | COM | 540424108 |
| JNJ | JOHNSON & JOHNSON | 6,364 | $886K | 0.1% | $69.14 | +66.0% | COM | 478160104 |
| PFE | PFIZER INC | 19,851 | $858K | 0.1% | $17.09 | +71.0% | COM | 717081103 |
| UNH | UNITEDHEALTH GROUP INC | 3,500 | $855K | 0.1% | $64.23 | +235.5% | COM | 91324P102 |
| — | MACQUARIE INFRASTRUCTURE COR | 943,000 | $832K | 0.1% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,872 | $827K | 0.1% | $127.86 | +61.8% | CL B NEW | 084670702 |
| — | ALLEGHENY TECHNOLOGIES INC | 434,000 | $809K | 0.1% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | NUANCE COMMUNICATIONS INC | 825,000 | $805K | 0.1% | $1.00 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| HD | HOME DEPOT INC | 3,803 | $790K | 0.1% | $65.33 | +159.5% | COM | 437076102 |
| PG | PROCTER AND GAMBLE CO | 7,163 | $786K | 0.1% | $58.66 | +54.3% | COM | 742718109 |
| — | INTERDIGITAL INC | 755,000 | $783K | 0.1% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| MA | MASTERCARD INC | 2,827 | $747K | 0.1% | $74.60 | +223.5% | CL A | 57636Q104 |
| BAC | BANK AMER CORP | 24,921 | $723K | 0.1% | $11.46 | +113.7% | COM | 060505104 |
| V | VISA INC | 3,954 | $687K | 0.1% | $79.55 | +96.5% | COM CL A | 92826C839 |
| VZ | VERIZON COMMUNICATIONS INC | 11,879 | $681K | 0.1% | $28.61 | +39.9% | COM | 92343V104 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $671K | 0.0% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | RTI INTL METALS INC | 664,000 | $667K | 0.0% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| IWD | ISHARES TR | 5,167 | $657K | 0.0% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| CSCO | CISCO SYS INC | 11,929 | $654K | 0.0% | $16.25 | +178.1% | COM | 17275R102 |
| EEMV | ISHARES INC | 10,922 | $644K | 0.0% | $52.56 | — | MIN VOL EMRG MKT | 464286533 |
| — | REDFIN CORP | 690,000 | $640K | 0.0% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| DIS | DISNEY WALT CO | 4,472 | $624K | 0.0% | $80.72 | +58.6% | COM DISNEY | 254687106 |
| — | SQUARE INC | 193,000 | $607K | 0.0% | $4.02 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | TELADOC HEALTH INC | 355,000 | $602K | 0.0% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | ASSURANT INC | 5,325 | $594K | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| — | DEXCOM INC | 365,000 | $581K | 0.0% | $1.53 | — | NOTE 0.750% 5/1 | 252131AF4 |
| IYM | ISHARES TR | 6,109 | $580K | 0.0% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| C | CITIGROUP INC | 8,165 | $572K | 0.0% | $38.04 | +39.1% | COM NEW | 172967424 |
| — | ENVESTNET INC | 503,000 | $569K | 0.0% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| T | AT&T INC | 16,561 | $553K | 0.0% | $11.76 | +28.2% | COM | 00206R102 |
| KO | COCA COLA CO | 10,572 | $539K | 0.0% | $28.21 | +41.5% | COM | 191216100 |
| UNP | UNION PACIFIC CORP | 2,921 | $495K | 0.0% | $73.21 | +101.8% | COM | 907818108 |
| MRK | MERCK & CO INC | 5,852 | $490K | 0.0% | $36.66 | +69.5% | COM | 58933Y105 |
| XOM | EXXON MOBIL CORP | 6,370 | $489K | 0.0% | $53.94 | +5.5% | COM | 30231G102 |
| — | CYPRESS SEMICONDUCTOR CORP | 410,000 | $484K | 0.0% | $0.95 | — | NOTE 2.000% 2/0 | 232806AP4 |
| CMCSA | COMCAST CORP NEW | 11,406 | $481K | 0.0% | $27.74 | +28.1% | CL A | 20030N101 |
| MCD | MCDONALDS CORP | 2,282 | $473K | 0.0% | $88.23 | +92.4% | COM | 580135101 |
| — | RESTORATION HARDWARE HLDGS I | 411,000 | $473K | 0.0% | $1.20 | — | DBCV 7/1 | 761283AC4 |
| INTC | INTEL CORP | 9,809 | $471K | 0.0% | $22.17 | +94.4% | COM | 458140100 |
| PEP | PEPSICO INC | 3,596 | $470K | 0.0% | $56.46 | +85.5% | COM | 713448108 |
| — | Q2 HLDGS INC | 326,000 | $465K | 0.0% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| ABT | ABBOTT LABS | 5,388 | $454K | 0.0% | $29.00 | +142.1% | COM | 002824100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,520 | $447K | 0.0% | $124.96 | +116.6% | COM | 883556102 |
| ADBE | ADOBE INC | 1,514 | $444K | 0.0% | $217.25 | +27.8% | COM | 00724F101 |
| CVX | CHEVRON CORP NEW | 3,470 | $431K | 0.0% | $71.15 | +26.8% | COM | 166764100 |
| PYPL | PAYPAL HLDGS INC | 3,699 | $422K | 0.0% | $94.45 | +17.1% | COM | 70450Y103 |
| — | SEACOR HOLDINGS INC | 405,000 | $398K | 0.0% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| AMGN | AMGEN INC | 2,142 | $397K | 0.0% | $88.03 | +66.1% | COM | 031162100 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,599 | $397K | 0.0% | $46.08 | +62.7% | COM | 45866F104 |
| WFC | WELLS FARGO CO NEW | 7,923 | $376K | 0.0% | $33.63 | +16.2% | COM | 949746101 |
| — | RAYTHEON CO | 2,124 | $370K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| TXN | TEXAS INSTRS INC | 3,204 | $366K | 0.0% | $42.34 | +119.1% | COM | 882508104 |
| COST | COSTCO WHSL CORP NEW | 1,372 | $365K | 0.0% | $119.70 | +89.3% | COM | 22160K105 |
| CRM | SALESFORCE COM INC | 2,411 | $365K | 0.0% | $153.14 | +1.1% | COM | 79466L302 |
| MDT | MEDTRONIC PLC | 3,408 | $333K | 0.0% | $59.40 | +28.3% | SHS | G5960L103 |
| HON | HONEYWELL INTL INC | 1,893 | $330K | 0.0% | $73.48 | +88.7% | COM | 438516106 |
| DHR | DANAHER CORPORATION | 2,300 | $329K | 0.0% | $85.98 | +33.7% | COM | 235851102 |
| ORCL | ORACLE CORP | 5,697 | $324K | 0.0% | $30.91 | +59.0% | COM | 68389X105 |
| FCVT | FIRST TR EXCHANGE TRADED FD | 10,295 | $323K | 0.0% | $30.47 | — | SSI STRG ETF | 33739Q507 |
| TJX | TJX COS INC NEW | 6,070 | $321K | 0.0% | $37.29 | +30.5% | COM | 872540109 |
| DAL | DELTA AIR LINES INC DEL | 5,644 | $320K | 0.0% | $19.21 | +177.3% | COM NEW | 247361702 |
| — | PIONEER NAT RES CO | 2,041 | $315K | 0.0% | $154.34 | — | COM | 723787107 |
| NFLX | NETFLIX INC | 834 | $307K | 0.0% | $34.67 | +4.1% | COM | 64110L106 |
| BA | BOEING CO | 826 | $300K | 0.0% | $100.58 | +255.2% | COM | 097023105 |
| AVGO | BROADCOM INC | 995 | $288K | 0.0% | $19.73 | +23.6% | COM | 11135F101 |
| — | RWT HLDGS INC | 287,000 | $287K | 0.0% | $1.01 | — | NOTE 5.625%11/1 | 749772AB5 |
| WMT | WALMART INC | 2,602 | $287K | 0.0% | $20.94 | +49.5% | COM | 931142103 |
| — | NUTANIX INC | 292,000 | $272K | 0.0% | $1.06 | — | NOTE 1/1 | 67059NAB4 |
| NVDA | NVIDIA CORP | 1,628 | $265K | 0.0% | $4.87 | -15.5% | COM | 67066G104 |
| DHI | D R HORTON INC | 6,032 | $261K | 0.0% | $36.40 | +13.5% | COM | 23331A109 |
| LMT | LOCKHEED MARTIN CORP | 694 | $252K | 0.0% | $243.60 | +14.8% | COM | 539830109 |
| — | UNITED TECHNOLOGIES CORP | 1,888 | $246K | 0.0% | $93.15 | — | COM | 913017109 |
| ABBV | ABBVIE INC | 3,393 | $245K | 0.0% | $28.68 | +107.1% | COM | 00287Y109 |
| ACN | ACCENTURE PLC IRELAND | 1,281 | $238K | 0.0% | $142.15 | +15.2% | SHS CLASS A | G1151C101 |
| SRPT | SAREPTA THERAPEUTICS INC | 1,556 | $237K | 0.0% | $121.54 | 0.0% | COM | 803607100 |
| — | MACQUARIE INFRASTRUCTURE COR | 233,000 | $233K | 0.0% | $1.15 | — | NOTE 2.875% 7/1 | 55608BAA3 |
| MMM | 3M CO | 1,340 | $233K | 0.0% | $61.79 | +95.2% | COM | 88579Y101 |
| BKNG | BOOKING HLDGS INC | 121 | $228K | 0.0% | $1933.58 | -8.6% | COM | 09857L108 |
| PH | PARKER HANNIFIN CORP | 1,320 | $227K | 0.0% | $156.48 | 0.0% | COM | 701094104 |
| NOW | SERVICENOW INC | 823 | $226K | 0.0% | $43.97 | +19.5% | COM | 81762P102 |
| IYE | ISHARES TR | 6,550 | $225K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| RVTY | PERKINELMER INC | 2,291 | $223K | 0.0% | $88.58 | +3.5% | COM | 714046109 |
| APH | AMPHENOL CORP NEW | 2,284 | $221K | 0.0% | $22.58 | 0.0% | CL A | 032095101 |
| GILD | GILEAD SCIENCES INC | 3,246 | $219K | 0.0% | $49.18 | +3.3% | COM | 375558103 |
| PNC | PNC FINL SVCS GROUP INC | 1,583 | $218K | 0.0% | $104.11 | 0.0% | COM | 693475105 |
| BDX | BECTON DICKINSON & CO | 839 | $214K | 0.0% | $212.74 | -1.4% | COM | 075887109 |
| ASML | ASML HOLDING N V | 1,021 | $212K | 0.0% | $207.64 | — | N Y REGISTRY SHS | N07059210 |
| HYLB | DBX ETF TR | 4,174 | $210K | 0.0% | $49.61 | — | XTRACK USD HIGH | 233051432 |
| ARCC | ARES CAP CORP | 11,497 | $209K | 0.0% | $6.69 | +40.4% | COM | 04010L103 |
| ETN | EATON CORP PLC | 2,480 | $206K | 0.0% | $66.48 | +7.4% | SHS | G29183103 |
| DLTR | DOLLAR TREE INC | 1,857 | $202K | 0.0% | $105.20 | 0.0% | COM | 256746108 |
| — | LABORATORY CORP AMER HLDGS | 1,151 | $201K | 0.0% | $174.63 | — | COM NEW | 50540R409 |
| — | ALZA CORP | 101,000 | $193K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | COLONY CAP INC | 155,000 | $149K | 0.0% | $0.96 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | GENERAL ELECTRIC CO | 11,974 | $128K | 0.0% | $24.14 | — | COM | 369604103 |
| — | TWITTER INC | 120,000 | $120K | 0.0% | $0.97 | — | NOTE 0.250% 9/1 | 90184LAB8 |
| — | WESTERN ASSET MTG CAP CORP | 112,000 | $111K | 0.0% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | TESLA INC | 90,000 | $86,000 | 0.0% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ZILLOW GROUP INC | 87,000 | $86,000 | 0.0% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | CYPRESS SEMICONDUCTOR CORP | 47,000 | $78,000 | 0.0% | $1.30 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | INPHI CORP | 41,000 | $54,000 | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |