Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 12, 2019
Total Value: $1.373B (28.5% shares, 71.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 210,876 | $62.95M | 4.6% | $241.26 | — | CORE S&P500 ETF | 464287200 |
| — | WELLS FARGO CO NEW | 22,629 | $33.83M | 2.5% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| — | MICROCHIP TECHNOLOGY INC | 22,613,000 | $29.11M | 2.1% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PRICELINE GRP INC | 24,721,000 | $28.66M | 2.1% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | BANK AMER CORP | 19,104 | $28.37M | 2.1% | $1186.65 | — | 7.25%CNV PFD L | 060505682 |
| — | PRICELINE GRP INC | 16,833,000 | $25.16M | 1.8% | $1.23 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NOVELLUS SYS INC | 3,470,000 | $24.8M | 1.8% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ILLUMINA INC | 20,794,000 | $23M | 1.7% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | AKAMAI TECHNOLOGIES INC | 18,177,000 | $20.81M | 1.5% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WORKDAY INC | 15,174,000 | $19.89M | 1.4% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | ANTHEM INC | 5,796,000 | $19.39M | 1.4% | $2.45 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BECTON DICKINSON & CO | 303,867 | $18.81M | 1.4% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | MICROCHIP TECHNOLOGY INC | 9,874,000 | $18.7M | 1.4% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| AGG | ISHARES TR | 160,828 | $18.2M | 1.3% | $108.78 | — | CORE US AGGBD ET | 464287226 |
| — | TWITTER INC | 15,342,000 | $16.24M | 1.2% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | DANAHER CORPORATION | 14,098 | $16.07M | 1.2% | $1051.53 | — | 4.75 MND CV PFD | 235851300 |
| — | SQUARE INC | 14,421,000 | $16.03M | 1.2% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | DISH NETWORK CORP | 16,894,000 | $15.48M | 1.1% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PALO ALTO NETWORKS INC | 14,358,000 | $15.1M | 1.1% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ILLUMINA INC | 11,106,000 | $14.71M | 1.1% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | CHENIERE ENERGY INC | 19,039,000 | $14.69M | 1.1% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | SPLUNK INC | 13,621,000 | $14.63M | 1.1% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | SEMPRA ENERGY | 121,349 | $14.34M | 1.0% | $101.08 | — | 6% PFD CONV A | 816851406 |
| — | ADVANCED MICRO DEVICES INC | 3,834,000 | $14.29M | 1.0% | $3.84 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | FTI CONSULTING INC | 11,488,000 | $13.98M | 1.0% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | BLACKSTONE MTG TR INC | 13,393,000 | $13.95M | 1.0% | $1.00 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | CROWN CASTLE INTL CORP NEW | 10,948 | $13.82M | 1.0% | $1067.80 | — | 6.875% CON PFD A | 22822V309 |
| — | SOUTHERN CO | 243,255 | $13.02M | 0.9% | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| — | SERVICENOW INC | 6,659,000 | $12.74M | 0.9% | $1.51 | — | NOTE 6/0 | 81762PAC6 |
| — | MERITOR INC | 12,333,000 | $12.07M | 0.9% | $0.93 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | FORTIVE CORP | 12,985 | $11.71M | 0.9% | $1032.67 | — | 5% PFD CNV SER A | 34959J207 |
| — | TWO HBRS INVT CORP | 11,275,000 | $11.53M | 0.8% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | COLONY STARWOOD HOMES | 8,084,000 | $10.74M | 0.8% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | CREE INC | 9,699,000 | $10.62M | 0.8% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | MEDICINES CO | 8,785,000 | $10.59M | 0.8% | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| — | OSI SYSTEMS INC | 8,965,000 | $10.03M | 0.7% | $1.03 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | EXACT SCIENCES CORP | 9,263,000 | $9.993M | 0.7% | $1.03 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NRG ENERGY INC | 8,835,000 | $9.929M | 0.7% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | KAMAN CORP | 8,659,000 | $9.879M | 0.7% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | HORIZON PHARMA INVT LTD | 8,164,000 | $9.503M | 0.7% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | DOMINION ENERGY INC | 89,490 | $9.463M | 0.7% | $105.49 | — | UNIT 99/99/9999 | 25746U133 |
| — | NEXTERA ENERGY INC | 186,260 | $9.339M | 0.7% | $50.14 | — | UNIT 09/01/2022S | 65339F796 |
| — | WESTERN DIGITAL CORP | 9,594,000 | $9.24M | 0.7% | $0.96 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ENVESTNET INC | 8,453,000 | $9.107M | 0.7% | $1.19 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | NEUROCRINE BIOSCIENCES INC | 6,582,000 | $9.011M | 0.7% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ISIS PHARMACEUTICALS INC DEL | 7,872,000 | $8.977M | 0.7% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | ON SEMICONDUCTOR CORP | 7,617,000 | $8.934M | 0.7% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | AVANTOR INC | 166,785 | $8.905M | 0.6% | $61.07 | — | 6.25 PFD CNV SR | 05352A209 |
| — | PERFICIENT INC | 7,402,000 | $8.832M | 0.6% | $1.19 | — | NOTE 2.375% 9/1 | 71375UAB7 |
| — | VISHAY INTERTECHNOLOGY INC | 9,277,000 | $8.672M | 0.6% | $0.93 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | RADIUS HEALTH INC | 9,294,000 | $8.469M | 0.6% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | II VI INC | 7,869,000 | $8.122M | 0.6% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | VIAVI SOLUTIONS INC | 6,556,000 | $8.047M | 0.6% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | CENTERPOINT ENERGY INC | 153,460 | $8.02M | 0.6% | $50.77 | — | DEP RP PFD CV B | 15189T503 |
| — | AIR TRANSPORT SERVICES GRP I | 8,452,000 | $7.875M | 0.6% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,422,000 | $7.671M | 0.6% | $1.05 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | RINGCENTRAL INC | 4,539,000 | $7.318M | 0.5% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 139,741 | $7.265M | 0.5% | $51.75 | — | FST LOW OPPT EFT | 33739Q200 |
| — | CHANGE HEALTHCARE INC | 148,790 | $7.099M | 0.5% | $53.60 | — | UNIT 99/99/9999 | 15912K209 |
| — | STANLEY BLACK & DECKER INC | 69,614 | $6.995M | 0.5% | $108.91 | — | UNIT 05/15/2020 | 854502887 |
| — | LIVE NATION ENTERTAINMENT IN | 5,951,000 | $6.977M | 0.5% | $1.15 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,035,000 | $6.915M | 0.5% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | SILICON LABORATORIES INC | 5,254,000 | $6.834M | 0.5% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | HERBALIFE LTD | 7,235,000 | $6.749M | 0.5% | $1.05 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | GUIDEWIRE SOFTWARE INC | 5,893,000 | $6.748M | 0.5% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | ARES CAP CORP | 6,422,000 | $6.637M | 0.5% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | NUVASIVE INC | 5,608,000 | $6.624M | 0.5% | $1.28 | — | NOTE 2.250% 3/1 | 670704AG0 |
| SHY | ISHARES TR | 77,221 | $6.55M | 0.5% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| — | CAESARS ENTMT CORP | 3,836,000 | $6.515M | 0.5% | $1.74 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | AMERICAN ELEC PWR CO INC | 118,180 | $6.509M | 0.5% | $51.36 | — | UNIT 03/15/2022 | 025537127 |
| — | LIBERTY MEDIA CORP | 7,000,000 | $6.389M | 0.5% | $0.53 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | INSULET CORP | 3,441,000 | $6.322M | 0.5% | $1.42 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | TERADYNE INC | 3,278,000 | $6.233M | 0.5% | $1.67 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | INPHI CORP | 4,949,000 | $6.142M | 0.4% | $1.05 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | HERCULES CAPITAL INC | 5,901,000 | $6.041M | 0.4% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | TESLA INC | 5,913,000 | $5.997M | 0.4% | $1.02 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | CLEVELAND CLIFFS INC | 5,495,000 | $5.956M | 0.4% | $1.17 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | WIX COM LTD | 5,359,000 | $5.936M | 0.4% | $1.11 | — | NOTE 7/0 | 92940WAB5 |
| — | INSMED INC | 6,929,000 | $5.776M | 0.4% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,455,000 | $5.708M | 0.4% | $1.17 | — | NOTE 2.250% 6/0 | 049164BH8 |
| — | ZENDESK INC | 4,272,000 | $5.641M | 0.4% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | AQUA AMERICA INC | 92,880 | $5.629M | 0.4% | $57.16 | — | UNIT 04/30/2022 | 03836W202 |
| — | TWILIO INC | 3,363,000 | $5.612M | 0.4% | $2.01 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | TESLA INC | 5,493,000 | $5.579M | 0.4% | $0.98 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | INTERCEPT PHARMACEUTICALS IN | 6,012,000 | $5.403M | 0.4% | $0.99 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | REPLIGEN CORP | 5,382,000 | $5.322M | 0.4% | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NEW YORK CMNTY CAP TR V | 105,000 | $5.25M | 0.4% | $49.52 | — | UNIT 11/01/2051 | 64944P307 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,182,000 | $5.237M | 0.4% | $1.25 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | WAYFAIR INC | 4,170,000 | $5.153M | 0.4% | $1.41 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | TELADOC HEALTH INC | 3,453,000 | $5.109M | 0.4% | $1.48 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | SAREPTA THERAPEUTICS INC | 3,810,000 | $5.034M | 0.4% | $1.80 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,972,000 | $5.033M | 0.4% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | JAZZ INVESTMENTS I LTD | 5,012,000 | $5.016M | 0.4% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | SPLUNK INC | 4,540,000 | $4.963M | 0.4% | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | LUMENTUM HLDGS INC | 4,274,000 | $4.948M | 0.4% | $1.18 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | RH | 4,488,000 | $4.857M | 0.4% | $1.08 | — | NOTE 6/1 | 74967XAA1 |
| — | HOPE BANCORP INC | 5,250,000 | $4.849M | 0.4% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | SUNPOWER CORP | 5,325,000 | $4.817M | 0.4% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | MICRON TECHNOLOGY INC | 1,180,000 | $4.612M | 0.3% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | APOLLO COML REAL EST FIN INC | 4,375,000 | $4.474M | 0.3% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MERCADOLIBRE INC | 3,000,000 | $4.404M | 0.3% | $1.47 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | QTS RLTY TR INC | 36,000 | $4.373M | 0.3% | $107.69 | — | 6.50% CON PFD B | 74736A301 |
| — | AEROJET ROCKETDYNE HLDGS INC | 2,157,000 | $4.3M | 0.3% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | LIGAND PHARMACEUTICALS INC | 5,150,000 | $4.291M | 0.3% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 91,575 | $4.286M | 0.3% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | EXACT SCIENCES CORP | 3,016,000 | $4.256M | 0.3% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | PDC ENERGY INC | 4,605,000 | $4.244M | 0.3% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | PROSPECT CAPITAL CORPORATION | 4,000,000 | $4.23M | 0.3% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| FTCS | FIRST TR EXCHANGE TRADED FD | 73,637 | $4.181M | 0.3% | $56.78 | — | CAP STRENGTH ETF | 33733E104 |
| — | MOMO INC | 4,600,000 | $4.141M | 0.3% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | OIL STS INTL INC | 4,898,000 | $4.127M | 0.3% | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | SEACOR HOLDINGS INC | 4,349,000 | $4.06M | 0.3% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | WRIGHT MED GROUP N V | 3,457,000 | $4.034M | 0.3% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | CHEGG INC | 3,149,000 | $4.027M | 0.3% | $1.53 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | PENNYMAC CORP | 4,000,000 | $4.025M | 0.3% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | COLFAX CORP | 30,000 | $3.909M | 0.3% | $133.40 | — | UNIT 01/15/2022T | 194014205 |
| — | KKR REAL ESTATE FIN TR INC | 3,675,000 | $3.827M | 0.3% | $1.03 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | ENERGIZER HLDGS INC NEW | 40,000 | $3.787M | 0.3% | $95.88 | — | 7.5 MCNV PFD A | 29272W208 |
| IYW | ISHARES TR | 18,423 | $3.762M | 0.3% | $126.87 | — | U.S. TECH ETF | 464287721 |
| — | FIRST MAJESTIC SILVER CORP | 3,175,000 | $3.739M | 0.3% | $0.97 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | KNOWLES CORP | 2,875,000 | $3.683M | 0.3% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | WORLD WRESTLING ENTMT INC | 1,209,000 | $3.566M | 0.3% | $3.52 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | J2 GLOBAL INC | 2,500,000 | $3.545M | 0.3% | $1.21 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | HUBSPOT INC | 2,103,000 | $3.518M | 0.3% | $1.44 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | TRANSOCEAN INC | 4,052,000 | $3.315M | 0.2% | $1.42 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | MONGODB INC | 1,729,000 | $3.248M | 0.2% | $1.88 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| — | SHIP FIN INTL LTD | 2,950,000 | $3.21M | 0.2% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | ARES CAP CORP | 3,043,000 | $3.2M | 0.2% | $1.03 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | SYNAPTICS INC | 3,400,000 | $3.167M | 0.2% | $0.92 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | NEW MTN FIN CORP | 3,000,000 | $3.139M | 0.2% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | ON SEMICONDUCTOR CORP | 2,570,000 | $3.09M | 0.2% | $1.23 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | PRA GROUP INC | 3,000,000 | $3.024M | 0.2% | $1.02 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,592,000 | $3.022M | 0.2% | $1.19 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,000,000 | $2.991M | 0.2% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | REDWOOD TR INC | 3,000,000 | $2.982M | 0.2% | $0.97 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,500,000 | $2.898M | 0.2% | $1.11 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | CEMEX SAB DE CV | 2,900,000 | $2.895M | 0.2% | $1.03 | — | NOTE 3.720% 3/1 | 151290BT9 |
| TBF | PROSHARES TR | 151,150 | $2.837M | 0.2% | $21.96 | — | SHRT 20+YR TRE | 74347X849 |
| — | THERAVANCE INC | 3,000,000 | $2.816M | 0.2% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | NEW YORK MTG TR INC | 2,750,000 | $2.791M | 0.2% | $1.01 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | FIREEYE INC | 2,966,000 | $2.78M | 0.2% | $0.97 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | RAPID7 INC | 2,000,000 | $2.593M | 0.2% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | MFA FINL INC | 2,500,000 | $2.565M | 0.2% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | TEAM INC | 2,250,000 | $2.487M | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,500,000 | $2.477M | 0.2% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| MSFT | MICROSOFT CORP | 17,168 | $2.387M | 0.2% | $38.41 | +238.2% | COM | 594918104 |
| — | REDWOOD TR INC | 2,350,000 | $2.386M | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ISTAR INC | 2,250,000 | $2.382M | 0.2% | $0.91 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | EZCORP INC | 3,000,000 | $2.377M | 0.2% | $0.90 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | NEW RELIC INC | 2,250,000 | $2.13M | 0.2% | $1.06 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | WESTERN ASSET MTG CAP CORP | 2,112,000 | $2.122M | 0.2% | $1.00 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | NEWPARK RES INC | 1,900,000 | $2.101M | 0.2% | $1.23 | — | NOTE 4.000%12/0 | 651718AE8 |
| — | WEIBO CORP | 2,250,000 | $2.1M | 0.2% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ENCORE CAP GROUP INC | 2,143,000 | $2.097M | 0.2% | $0.82 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | SOUTH JERSEY INDS INC | 40,000 | $2.081M | 0.2% | $52.32 | — | UNIT 99/99/9999 | 838518116 |
| — | THERAVANCE BIOPHARMA INC | 2,250,000 | $2.076M | 0.2% | $1.19 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | REALPAGE INC | 1,300,000 | $2.052M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | BLACKROCK TCP CAPITAL CORP | 2,000,000 | $2.011M | 0.1% | $0.99 | — | NOTE 5.250%12/1 | 87238QAB9 |
| XLU | SELECT SECTOR SPDR TR | 30,906 | $2.001M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | FORESTAR GROUP INC | 2,000,000 | $2M | 0.1% | $1.08 | — | NOTE 3.750% 3/0 | 346232AB7 |
| AAPL | APPLE INC | 8,845 | $1.981M | 0.1% | $19.25 | +161.0% | COM | 037833100 |
| — | SOLARCITY CORP | 2,000,000 | $1.976M | 0.1% | $0.96 | — | NOTE 1.625%11/0 | 83416TAC4 |
| — | ENCORE CAP EUROPE FIN LTD | 1,919,000 | $1.975M | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | FIVE9 INC | 1,341,000 | $1.93M | 0.1% | $1.40 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | OKTA INC | 907,000 | $1.906M | 0.1% | $1.82 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | NICE SYS INC | 1,060,000 | $1.891M | 0.1% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | FIREEYE INC | 2,000,000 | $1.891M | 0.1% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 115,000 | $1.859M | 0.1% | $26.64 | — | 6% PFD CNV SR A | G6359F129 |
| — | RETROPHIN INC | 2,500,000 | $1.851M | 0.1% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | CSG SYS INTL INC | 1,547,000 | $1.749M | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| AMZN | AMAZON COM INC | 896 | $1.555M | 0.1% | $19.98 | +364.2% | COM | 023135106 |
| — | GRANITE PT MTG TR INC | 1,500,000 | $1.545M | 0.1% | $0.99 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | APOLLO COML REAL EST FIN INC | 1,500,000 | $1.523M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| IYR | ISHARES TR | 16,258 | $1.521M | 0.1% | $71.48 | — | U.S. REAL ES ETF | 464287739 |
| GOOGL | ALPHABET INC | 1,213 | $1.481M | 0.1% | $37.45 | +56.9% | CAP STK CL A | 02079K305 |
| TBT | PROSHARES TR | 57,950 | $1.411M | 0.1% | $30.40 | — | PSHS ULTSH 20YRS | 74347B201 |
| JPM | JPMORGAN CHASE & CO | 11,336 | $1.334M | 0.1% | $37.03 | +156.8% | COM | 46625H100 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.234M | 0.1% | $74.42 | +47.4% | COM | 494368103 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,040,000 | $1.071M | 0.1% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| META | FACEBOOK INC | 5,791 | $1.031M | 0.1% | $75.34 | +150.5% | CL A | 30303M102 |
| — | WELLS FARGO & CO | 1,031,000 | $1.017M | 0.1% | $1.05 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.016M | 0.1% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | HANNON ARMSTRONG SUST INFR C | 889,000 | $992K | 0.1% | $1.00 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | DANAHER CORPORATION | 173,000 | $953K | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| PG | PROCTER & GAMBLE CO | 7,159 | $890K | 0.1% | $58.66 | +72.2% | COM | 742718109 |
| HD | HOME DEPOT INC | 3,800 | $882K | 0.1% | $65.33 | +186.4% | COM | 437076102 |
| L | LOEWS CORP | 16,540 | $851K | 0.1% | $42.08 | +19.4% | COM | 540424108 |
| JNJ | JOHNSON & JOHNSON | 6,359 | $823K | 0.1% | $69.14 | +59.1% | COM | 478160104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,869 | $805K | 0.1% | $127.86 | +61.1% | CL B NEW | 084670702 |
| — | CTRIP COM INTL LTD | 782,000 | $790K | 0.1% | $1.08 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | NUANCE COMMUNICATIONS INC | 785,000 | $775K | 0.1% | $1.00 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| MA | MASTERCARD INC | 2,825 | $767K | 0.1% | $74.60 | +256.7% | CL A | 57636Q104 |
| UNH | UNITEDHEALTH GROUP INC | 3,497 | $760K | 0.1% | $64.23 | +238.0% | COM | 91324P102 |
| — | INTERDIGITAL INC | 755,000 | $753K | 0.1% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| BAC | BANK AMER CORP | 24,907 | $727K | 0.1% | $11.46 | +114.3% | COM | 060505104 |
| VZ | VERIZON COMMUNICATIONS INC | 11,873 | $717K | 0.1% | $28.61 | +41.4% | COM | 92343V104 |
| PFE | PFIZER INC | 19,840 | $713K | 0.1% | $17.09 | +58.1% | COM | 717081103 |
| — | ALLEGHENY TECHNOLOGIES INC | 432,000 | $676K | 0.0% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $675K | 0.0% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| V | VISA INC | 3,882 | $668K | 0.0% | $79.55 | +114.1% | COM CL A | 92826C839 |
| — | ASSURANT INC | 5,325 | $666K | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| IWD | ISHARES TR | 5,167 | $663K | 0.0% | $108.05 | — | RUS 1000 VAL ETF | 464287598 |
| — | RTI INTL METALS INC | 664,000 | $663K | 0.0% | $1.04 | — | NOTE 1.625%10/1 | 74973WAB3 |
| T | AT&T INC | 16,550 | $626K | 0.0% | $11.76 | +44.5% | COM | 00206R102 |
| — | TELADOC HEALTH INC | 355,000 | $605K | 0.0% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | REDFIN CORP | 643,000 | $590K | 0.0% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| CSCO | CISCO SYS INC | 11,923 | $589K | 0.0% | $16.25 | +163.4% | COM | 17275R102 |
| DIS | DISNEY WALT CO | 4,469 | $582K | 0.0% | $80.72 | +66.3% | COM DISNEY | 254687106 |
| KO | COCA COLA CO | 10,566 | $575K | 0.0% | $28.21 | +55.8% | COM | 191216100 |
| C | CITIGROUP INC | 8,160 | $564K | 0.0% | $38.04 | +42.4% | COM NEW | 172967424 |
| — | DEXCOM INC | 351,000 | $557K | 0.0% | $1.53 | — | NOTE 0.750% 5/1 | 252131AF4 |
| FLOT | ISHARES TR | 10,934 | $557K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| CMCSA | COMCAST CORP NEW | 11,398 | $514K | 0.0% | $27.74 | +35.2% | CL A | 20030N101 |
| — | ENVESTNET INC | 503,000 | $511K | 0.0% | $0.97 | — | NOTE 1.750%12/1 | 29404KAA4 |
| INTC | INTEL CORP | 9,803 | $505K | 0.0% | $22.17 | +94.0% | COM | 458140100 |
| PEP | PEPSICO INC | 3,593 | $493K | 0.0% | $56.46 | +93.6% | COM | 713448108 |
| MRK | MERCK & CO INC | 5,839 | $492K | 0.0% | $36.66 | +78.6% | COM | 58933Y105 |
| MCD | MCDONALDS CORP | 2,281 | $490K | 0.0% | $88.23 | +109.4% | COM | 580135101 |
| — | NATIONAL HEALTH INVS INC | 400,000 | $483K | 0.0% | $1.21 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| WFC | WELLS FARGO CO NEW | 9,488 | $479K | 0.0% | $34.64 | +14.9% | COM | 949746101 |
| — | Q2 HLDGS INC | 326,000 | $477K | 0.0% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| UNP | UNION PACIFIC CORP | 2,919 | $473K | 0.0% | $73.21 | +99.2% | COM | 907818108 |
| XOM | EXXON MOBIL CORP | 6,363 | $449K | 0.0% | $53.94 | -0.3% | COM | 30231G102 |
| ABT | ABBOTT LABS | 5,365 | $449K | 0.0% | $29.00 | +162.4% | COM | 002824100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,520 | $443K | 0.0% | $124.96 | +125.4% | COM | 883556102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,581 | $423K | 0.0% | $46.08 | +82.5% | COM | 45866F104 |
| — | RAYTHEON CO | 2,122 | $416K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| TXN | TEXAS INSTRS INC | 3,201 | $414K | 0.0% | $42.34 | +143.0% | COM | 882508104 |
| AMGN | AMGEN INC | 2,141 | $414K | 0.0% | $88.03 | +79.5% | COM | 031162100 |
| CVX | CHEVRON CORP NEW | 3,451 | $409K | 0.0% | $71.15 | +28.6% | COM | 166764100 |
| COST | COSTCO WHSL CORP NEW | 1,372 | $395K | 0.0% | $119.70 | +114.2% | COM | 22160K105 |
| — | SQUARE INC | 141,000 | $384K | 0.0% | $4.02 | — | NOTE 0.375% 3/0 | 852234AB9 |
| PYPL | PAYPAL HLDGS INC | 3,696 | $383K | 0.0% | $94.45 | +16.4% | COM | 70450Y103 |
| MDT | MEDTRONIC PLC | 3,405 | $370K | 0.0% | $59.40 | +47.4% | SHS | G5960L103 |
| IYM | ISHARES TR | 3,913 | $361K | 0.0% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| CRM | SALESFORCE COM INC | 2,409 | $358K | 0.0% | $153.14 | -2.0% | COM | 79466L302 |
| TJX | TJX COS INC NEW | 6,067 | $338K | 0.0% | $37.29 | +34.3% | COM | 872540109 |
| DHR | DANAHER CORPORATION | 2,299 | $332K | 0.0% | $85.98 | +41.6% | COM | 235851102 |
| — | RESTORATION HARDWARE HLDGS I | 219,000 | $326K | 0.0% | $1.20 | — | DBCV 7/1 | 761283AC4 |
| DAL | DELTA AIR LINES INC DEL | 5,640 | $325K | 0.0% | $19.21 | +195.2% | COM NEW | 247361702 |
| FCVT | FIRST TR EXCHANGE TRADED FD | 10,295 | $321K | 0.0% | $30.47 | — | SSI STRG ETF | 33739Q507 |
| HON | HONEYWELL INTL INC | 1,893 | $320K | 0.0% | $73.48 | +89.6% | COM | 438516106 |
| DHI | D R HORTON INC | 6,028 | $318K | 0.0% | $36.40 | +22.7% | COM | 23331A109 |
| BA | BOEING CO | 826 | $314K | 0.0% | $100.58 | +250.3% | COM | 097023105 |
| ORCL | ORACLE CORP | 5,689 | $313K | 0.0% | $30.91 | +63.0% | COM | 68389X105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 2,123 | $309K | 0.0% | $102.47 | 0.0% | COM | 459200101 |
| WMT | WALMART INC | 2,599 | $308K | 0.0% | $20.94 | +64.6% | COM | 931142103 |
| — | RWT HLDGS INC | 287,000 | $287K | 0.0% | $1.01 | — | NOTE 5.625%11/1 | 749772AB5 |
| NVDA | NVIDIA CORP | 1,628 | $283K | 0.0% | $4.87 | -14.1% | COM | 67066G104 |
| AVGO | BROADCOM INC | 995 | $275K | 0.0% | $19.73 | +21.8% | COM | 11135F101 |
| — | NUTANIX INC | 292,000 | $272K | 0.0% | $1.06 | — | NOTE 1/1 | 67059NAB4 |
| LMT | LOCKHEED MARTIN CORP | 694 | $271K | 0.0% | $243.60 | +29.9% | COM | 539830109 |
| NKE | NIKE INC | 2,842 | $267K | 0.0% | $78.77 | 0.0% | CL B | 654106103 |
| ADBE | ADOBE INC | 944 | $261K | 0.0% | $217.25 | +34.4% | COM | 00724F101 |
| — | UNITED TECHNOLOGIES CORP | 1,887 | $258K | 0.0% | $93.15 | — | COM | 913017109 |
| — | PIONEER NAT RES CO | 2,040 | $257K | 0.0% | $154.34 | — | COM | 723787107 |
| ABBV | ABBVIE INC | 3,390 | $257K | 0.0% | $28.68 | +83.4% | COM | 00287Y109 |
| — | SEACOR HOLDINGS INC | 255,000 | $251K | 0.0% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| ACN | ACCENTURE PLC IRELAND | 1,281 | $246K | 0.0% | $142.15 | +24.2% | SHS CLASS A | G1151C101 |
| BKNG | BOOKING HLDGS INC | 121 | $237K | 0.0% | $1933.58 | -1.5% | COM | 09857L108 |
| PNC | PNC FINL SVCS GROUP INC | 1,583 | $222K | 0.0% | $104.11 | +3.4% | COM | 693475105 |
| MMM | 3M CO | 1,340 | $220K | 0.0% | $61.79 | +79.0% | COM | 88579Y101 |
| APH | AMPHENOL CORP NEW | 2,283 | $220K | 0.0% | $22.58 | -4.0% | CL A | 032095101 |
| — | COUPA SOFTWARE INC | 75,000 | $219K | 0.0% | $2.92 | — | NOTE 0.375% 1/1 | 22266LAB2 |
| NOC | NORTHROP GRUMMAN CORP | 583 | $219K | 0.0% | $318.69 | 0.0% | COM | 666807102 |
| ARCC | ARES CAP CORP | 11,491 | $214K | 0.0% | $6.69 | +50.7% | COM | 04010L103 |
| CB | CHUBB LIMITED | 1,320 | $213K | 0.0% | $139.33 | 0.0% | COM | H1467J104 |
| BDX | BECTON DICKINSON & CO | 839 | $212K | 0.0% | $212.74 | +5.1% | COM | 075887109 |
| DLTR | DOLLAR TREE INC | 1,857 | $212K | 0.0% | $105.20 | -0.6% | COM | 256746108 |
| PSX | PHILLIPS 66 | 2,074 | $212K | 0.0% | $77.27 | 0.0% | COM | 718546104 |
| — | SUNTRUST BKS INC | 3,073 | $211K | 0.0% | $68.66 | — | COM | 867914103 |
| HYLB | DBX ETF TR | 4,174 | $209K | 0.0% | $49.61 | — | XTRACK USD HIGH | 233051432 |
| NOW | SERVICENOW INC | 823 | $209K | 0.0% | $43.97 | +23.7% | COM | 81762P102 |
| IYE | ISHARES TR | 6,550 | $208K | 0.0% | $33.89 | — | U.S. ENERGY ETF | 464287796 |
| ETN | EATON CORP PLC | 2,479 | $206K | 0.0% | $66.48 | +8.5% | SHS | G29183103 |
| GILD | GILEAD SCIENCES INC | 3,243 | $206K | 0.0% | $49.18 | +3.7% | COM | 375558103 |
| USB | US BANCORP DEL | 3,677 | $203K | 0.0% | $41.13 | 0.0% | COM NEW | 902973304 |
| OPTU | ALTICE USA INC | 7,036 | $202K | 0.0% | $27.23 | 0.0% | CL A | 02156K103 |
| — | ALZA CORP | 101,000 | $180K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | COLONY CAP INC | 155,000 | $152K | 0.0% | $0.96 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | ZILLOW GROUP INC | 150,000 | $149K | 0.0% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | GENERAL ELECTRIC CO | 11,963 | $107K | 0.0% | $24.14 | — | COM | 369604103 |
| — | MEDICINES CO | 62,000 | $94,000 | 0.0% | $1.00 | — | NOTE 2.500% 1/1 | 584688AE5 |
| — | TESLA INC | 89,000 | $87,000 | 0.0% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MACQUARIE INFRASTRUCTURE COR | 88,000 | $80,000 | 0.0% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | INPHI CORP | 41,000 | $64,000 | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | ETSY INC | 19,000 | $32,000 | 0.0% | $1.93 | — | NOTE 3/0 | 29786AAC0 |