Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 12, 2020
Total Value: $1.502B (31.6% shares, 68.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 261,404 | $84.5M | 5.6% | $257.10 | — | CORE S&P500 ETF | 464287200 |
| — | WELLS FARGO CO NEW | 22,768 | $32.9M | 2.2% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| — | PRICELINE GRP INC | 27,430,000 | $31.61M | 2.1% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NOVELLUS SYS INC | 3,458,000 | $31.53M | 2.1% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC | 21,823,000 | $31.1M | 2.1% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | BANK AMER CORP | 19,392 | $28.1M | 1.9% | $1190.54 | — | 7.25%CNV PFD L | 060505682 |
| — | ANTHEM INC | 6,038,000 | $25.36M | 1.7% | $2.52 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | PRICELINE GRP INC | 16,290,000 | $25.27M | 1.7% | $1.23 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | BROADCOM INC | 20,639 | $24.09M | 1.6% | $1167.21 | — | 8% CNV PFD SER A | 11135F200 |
| — | ILLUMINA INC | 21,053,000 | $23.2M | 1.5% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | AKAMAI TECHNOLOGIES INC | 19,318,000 | $21.34M | 1.4% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| AGG | ISHARES TR | 182,653 | $20.52M | 1.4% | $109.21 | — | CORE US AGGBD ET | 464287226 |
| — | BECTON DICKINSON & CO | 306,497 | $20.07M | 1.3% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | MICROCHIP TECHNOLOGY INC | 8,850,000 | $19.04M | 1.3% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | DEXCOM INC | 12,255,000 | $18.15M | 1.2% | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | PALO ALTO NETWORKS INC | 15,380,000 | $16.96M | 1.1% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | DANAHER CORPORATION | 14,275 | $16.83M | 1.1% | $1053.11 | — | 4.75 MND CV PFD | 235851300 |
| — | DISH NETWORK CORP | 17,306,000 | $16.65M | 1.1% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | SPLUNK INC | 13,679,000 | $16.43M | 1.1% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | SQUARE INC | 14,322,000 | $15.98M | 1.1% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | FTI CONSULTING INC | 12,501,000 | $15.65M | 1.0% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | TWITTER INC | 15,824,000 | $15.29M | 1.0% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | CHENIERE ENERGY INC | 19,260,000 | $15.17M | 1.0% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | ILLUMINA INC | 10,599,000 | $14.74M | 1.0% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | BLACKSTONE MTG TR INC | 13,750,000 | $14.6M | 1.0% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | WORKDAY INC | 11,263,000 | $14.39M | 1.0% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SEMPRA ENERGY | 119,249 | $14.31M | 1.0% | $101.08 | — | 6% PFD CONV A | 816851406 |
| — | CROWN CASTLE INTL CORP NEW | 11,007 | $14.11M | 0.9% | $1067.80 | — | 6.875% CON PFD A | 22822V309 |
| — | TESLA INC | 9,766,000 | $13.81M | 0.9% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | MERITOR INC | 12,502,000 | $13.6M | 0.9% | $0.94 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | SOUTHERN CO | 244,175 | $13.13M | 0.9% | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| — | WESTERN DIGITAL CORP | 12,390,000 | $12.13M | 0.8% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | AVANTOR INC | 178,740 | $11.26M | 0.7% | $61.20 | — | 6.25 PFD CNV SR | 05352A209 |
| — | TESLA INC | 7,349,000 | $11.11M | 0.7% | $1.11 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | STANLEY BLACK & DECKER INC | 101,170 | $11.03M | 0.7% | $108.99 | — | UNIT 11/15/2022 | 854502846 |
| — | FORTIVE CORP | 11,213 | $10.91M | 0.7% | $1032.67 | — | 5% PFD CNV SER A | 34959J207 |
| — | KAMAN CORP | 8,832,000 | $10.57M | 0.7% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | VISHAY INTERTECHNOLOGY INC | 10,471,000 | $10.49M | 0.7% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | EXACT SCIENCES CORP | 9,232,000 | $10.44M | 0.7% | $1.03 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | COLONY STARWOOD HOMES | 7,752,000 | $10.43M | 0.7% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | PERFICIENT INC | 7,664,000 | $10.38M | 0.7% | $1.20 | — | NOTE 2.375% 9/1 | 71375UAB7 |
| — | ON SEMICONDUCTOR CORP | 7,579,000 | $10.3M | 0.7% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | NRG ENERGY INC | 9,014,000 | $10.22M | 0.7% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ENVESTNET INC | 8,455,000 | $10.12M | 0.7% | $1.19 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | SERVICENOW INC | 4,772,000 | $10.07M | 0.7% | $1.51 | — | NOTE 6/0 | 81762PAC6 |
| — | DOMINION ENERGY INC | 91,708 | $9.795M | 0.7% | $105.52 | — | UNIT 99/99/9999 | 25746U133 |
| — | NEXTERA ENERGY INC | 188,950 | $9.69M | 0.6% | $50.16 | — | UNIT 09/01/2022S | 65339F796 |
| — | NEUROCRINE BIOSCIENCES INC | 6,317,000 | $9.675M | 0.6% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | CHANGE HEALTHCARE INC | 158,560 | $9.512M | 0.6% | $54.00 | — | UNIT 99/99/9999 | 15912K209 |
| — | RH | 7,486,000 | $9.5M | 0.6% | $1.16 | — | NOTE 6/1 | 74967XAA1 |
| — | SYNAPTICS INC | 8,392,000 | $9.305M | 0.6% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | OSI SYSTEMS INC | 8,309,000 | $9.062M | 0.6% | $1.03 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,720,000 | $9.045M | 0.6% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ENERGIZER HLDGS INC NEW | 86,480 | $9.045M | 0.6% | $100.56 | — | 7.5 MCNV PFD A | 29272W208 |
| — | COLFAX CORP | 55,400 | $8.724M | 0.6% | $144.44 | — | UNIT 01/15/2022T | 194014205 |
| — | HERBALIFE LTD | 8,230,000 | $8.535M | 0.6% | $1.05 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | HORIZON PHARMA INVT LTD | 6,397,000 | $8.448M | 0.6% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | VIAVI SOLUTIONS INC | 6,526,000 | $8.407M | 0.6% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | ADVANCED MICRO DEVICES INC | 1,446,000 | $8.382M | 0.6% | $3.84 | — | NOTE 2.125% 9/0 | 007903BD8 |
| LMBS | FIRST TR EXCHANGE TRADED FD | 160,717 | $8.321M | 0.6% | $51.75 | — | FST LOW OPPT EFT | 33739Q200 |
| — | AIR TRANSPORT SERVICES GRP I | 8,423,000 | $8.196M | 0.5% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | ARES CAP CORP | 7,893,000 | $8.18M | 0.5% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | CENTERPOINT ENERGY INC | 167,560 | $8.168M | 0.5% | $50.60 | — | DEP RP PFD CV B | 15189T503 |
| — | RINGCENTRAL INC | 3,863,000 | $8.103M | 0.5% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | BIOMARIN PHARMACEUTICAL INC | 7,511,000 | $7.932M | 0.5% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,993,000 | $7.928M | 0.5% | $0.99 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | PRA GROUP INC | 7,563,000 | $7.881M | 0.5% | $1.03 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | QTS RLTY TR INC | 60,025 | $7.734M | 0.5% | $116.16 | — | 6.50% CON PFD B | 74736A301 |
| — | NUANCE COMMUNICATIONS INC | 6,936,000 | $7.704M | 0.5% | $1.10 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 5,881,000 | $7.588M | 0.5% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | NUVASIVE INC | 5,590,000 | $7.44M | 0.5% | $1.28 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | SAREPTA THERAPEUTICS INC | 3,803,000 | $7.397M | 0.5% | $1.80 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | CLEVELAND CLIFFS INC | 6,162,000 | $7.369M | 0.5% | $1.17 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | CAESARS ENTMT CORP | 3,806,000 | $7.313M | 0.5% | $1.74 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | II VI INC | 7,149,000 | $7.278M | 0.5% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | INPHI CORP | 5,044,000 | $7.127M | 0.5% | $1.06 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | LIVE NATION ENTERTAINMENT IN | 5,744,000 | $7.003M | 0.5% | $1.15 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | TERADYNE INC | 3,151,000 | $6.911M | 0.5% | $1.67 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | GUIDEWIRE SOFTWARE INC | 5,873,000 | $6.901M | 0.5% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | CREE INC | 6,449,000 | $6.83M | 0.5% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | WAYFAIR INC | 6,586,000 | $6.826M | 0.5% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | RADIUS HEALTH INC | 8,046,000 | $6.813M | 0.5% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | INSMED INC | 6,666,000 | $6.419M | 0.4% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | AMERICAN ELEC PWR CO INC | 117,490 | $6.357M | 0.4% | $51.36 | — | UNIT 03/15/2022 | 025537127 |
| — | LIBERTY MEDIA CORP | 7,250,000 | $6.29M | 0.4% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | INSULET CORP | 3,275,000 | $6.219M | 0.4% | $1.42 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | TELADOC HEALTH INC | 3,522,000 | $6.109M | 0.4% | $1.49 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | REPLIGEN CORP | 5,591,000 | $6.026M | 0.4% | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | SCORPIO TANKERS INC | 4,777,000 | $5.859M | 0.4% | $1.23 | — | NOTE 3.000% 5/1 | 80918TAB5 |
| — | AQUA AMERICA INC | 92,565 | $5.773M | 0.4% | $57.16 | — | UNIT 04/30/2022 | 03836W202 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,645,000 | $5.713M | 0.4% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | DOCUSIGN INC | 4,556,000 | $5.657M | 0.4% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | LIBERTY MEDIA CORP DELAWARE | 4,163,000 | $5.539M | 0.4% | $1.25 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | NEW YORK CMNTY CAP TR V | 109,000 | $5.527M | 0.4% | $49.56 | — | UNIT 11/01/2051 | 64944P307 |
| IYW | ISHARES TR | 23,259 | $5.407M | 0.4% | $148.83 | — | U.S. TECH ETF | 464287721 |
| — | HERCULES CAPITAL INC | 5,127,000 | $5.236M | 0.3% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | SPLUNK INC | 4,215,000 | $5.198M | 0.3% | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | HOPE BANCORP INC | 5,500,000 | $5.174M | 0.3% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | WAYFAIR INC | 4,558,000 | $4.949M | 0.3% | $1.39 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | LIGAND PHARMACEUTICALS INC | 5,700,000 | $4.919M | 0.3% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | MERCADOLIBRE INC | 3,290,000 | $4.904M | 0.3% | $1.47 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | APOLLO COML REAL EST FIN INC | 4,750,000 | $4.813M | 0.3% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MOMO INC | 5,000,000 | $4.635M | 0.3% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | ZENDESK INC | 3,364,000 | $4.584M | 0.3% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | SUNPOWER CORP | 5,500,000 | $4.513M | 0.3% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | KKR REAL ESTATE FIN TR INC | 4,250,000 | $4.443M | 0.3% | $1.04 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | OIL STS INTL INC | 4,890,000 | $4.389M | 0.3% | $0.89 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 91,150 | $4.378M | 0.3% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | CHEGG INC | 2,825,000 | $4.29M | 0.3% | $1.53 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | PROSPECT CAPITAL CORPORATION | 4,000,000 | $4.246M | 0.3% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| ACWX | ISHARES TR | 86,165 | $4.234M | 0.3% | $49.14 | — | MSCI ACWI EX US | 464288240 |
| — | TRANSOCEAN INC | 4,215,000 | $4.207M | 0.3% | $1.41 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | SEACOR HOLDINGS INC | 4,639,000 | $4.207M | 0.3% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | MICRON TECHNOLOGY INC | 765,000 | $3.759M | 0.3% | $2.03 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,175,000 | $3.696M | 0.2% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | MONGODB INC | 1,822,000 | $3.681M | 0.2% | $1.89 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| — | SILICON LABORATORIES INC | 2,763,000 | $3.671M | 0.2% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | ARES CAP CORP | 3,414,000 | $3.621M | 0.2% | $1.03 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | HUBSPOT INC | 2,071,000 | $3.582M | 0.2% | $1.44 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | TWILIO INC | 2,300,000 | $3.513M | 0.2% | $2.01 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | SHIP FIN INTL LTD | 3,100,000 | $3.505M | 0.2% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | EXACT SCIENCES CORP | 2,406,000 | $3.474M | 0.2% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | FIREEYE INC | 3,403,000 | $3.42M | 0.2% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| IWD | ISHARES TR | 24,991 | $3.412M | 0.2% | $130.64 | — | RUS 1000 VAL ETF | 464287598 |
| — | NEW YORK MTG TR INC | 3,250,000 | $3.311M | 0.2% | $1.02 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | NEW MTN FIN CORP | 3,150,000 | $3.304M | 0.2% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | PENNYMAC CORP | 3,250,000 | $3.27M | 0.2% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | WORLD WRESTLING ENTMT INC | 1,205,000 | $3.237M | 0.2% | $3.52 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | FIRST MAJESTIC SILVER CORP | 2,250,000 | $3.185M | 0.2% | $0.97 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | REDWOOD TR INC | 3,100,000 | $3.168M | 0.2% | $0.97 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | WESTERN ASSET MTG CAP CORP | 3,112,000 | $3.156M | 0.2% | $1.01 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | KNOWLES CORP | 2,400,000 | $3.113M | 0.2% | $1.17 | — | NOTE 3.250%11/0 | 49926DAB5 |
| NBR 6 05/01/21 A | NABORS INDUSTRIES LTD | 135,000 | $3.038M | 0.2% | $26.02 | — | 6% PFD CNV SR A | G6359F129 |
| — | THERAVANCE INC | 3,000,000 | $3.006M | 0.2% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | ON SEMICONDUCTOR CORP | 2,170,000 | $2.992M | 0.2% | $1.23 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | AEROJET ROCKETDYNE HLDGS INC | 1,645,000 | $2.988M | 0.2% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | J2 GLOBAL INC | 2,000,000 | $2.89M | 0.2% | $1.21 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| FTCS | FIRST TR EXCHANGE TRADED FD | 46,561 | $2.811M | 0.2% | $56.78 | — | CAP STRENGTH ETF | 33733E104 |
| — | ISTAR INC | 2,500,000 | $2.804M | 0.2% | $0.93 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| MSFT | MICROSOFT CORP | 17,019 | $2.685M | 0.2% | $38.41 | +262.5% | COM | 594918104 |
| — | NEW RELIC INC | 2,750,000 | $2.673M | 0.2% | $1.05 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | MICRON TECHNOLOGY INC | 489,000 | $2.634M | 0.2% | $5.39 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | RAPID7 INC | 1,750,000 | $2.608M | 0.2% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | MFA FINL INC | 2,500,000 | $2.604M | 0.2% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| AAPL | APPLE INC | 8,797 | $2.583M | 0.2% | $19.25 | +222.2% | COM | 037833100 |
| — | JAZZ INVESTMENTS I LTD | 2,513,000 | $2.581M | 0.2% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | THERAVANCE BIOPHARMA INC | 2,440,000 | $2.527M | 0.2% | $1.17 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | TEAM INC | 2,250,000 | $2.35M | 0.2% | $1.26 | — | NOTE 5.000% 8/0 | 878155AE0 |
| — | BOINGO WIRELESS INC | 2,500,000 | $2.209M | 0.1% | $0.88 | — | NOTE 1.000%10/0 | 09739CAB8 |
| — | REDWOOD TR INC | 2,150,000 | $2.19M | 0.1% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | FIVE9 INC | 1,296,000 | $2.185M | 0.1% | $1.40 | — | NOTE 0.125% 5/0 | 338307AB7 |
| TBF | PROSHARES TR | 111,150 | $2.18M | 0.1% | $21.96 | — | SHRT 20+YR TRE | 74347X849 |
| — | DTE ENERGY CO | 42,500 | $2.178M | 0.1% | $51.25 | — | UNIT 11/01/2022S | 233331842 |
| — | WRIGHT MED GROUP N V | 1,500,000 | $2.175M | 0.1% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | WEIBO CORP | 2,325,000 | $2.175M | 0.1% | $0.94 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ENCORE CAP GROUP INC | 2,168,000 | $2.129M | 0.1% | $0.82 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | GRANITE PT MTG TR INC | 2,000,000 | $2.082M | 0.1% | $1.00 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | SOUTH JERSEY INDS INC | 40,000 | $2.076M | 0.1% | $52.32 | — | UNIT 99/99/9999 | 838518116 |
| — | APOLLO COML REAL EST FIN INC | 2,064,000 | $2.073M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ENCORE CAP EUROPE FIN LTD | 1,919,000 | $2.043M | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | NICE SYS INC | 1,056,000 | $2.014M | 0.1% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | FORESTAR GROUP INC | 2,000,000 | $2M | 0.1% | $1.08 | — | NOTE 3.750% 3/0 | 346232AB7 |
| — | STANLEY BLACK & DECKER INC | 18,250 | $1.992M | 0.1% | $108.91 | — | UNIT 05/15/2020 | 854502887 |
| — | NEWPARK RES INC | 1,900,000 | $1.95M | 0.1% | $1.23 | — | NOTE 4.000%12/0 | 651718AE8 |
| — | RETROPHIN INC | 2,500,000 | $1.932M | 0.1% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 1,819,000 | $1.815M | 0.1% | $1.02 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | REALPAGE INC | 1,300,000 | $1.81M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | CSG SYS INTL INC | 1,503,000 | $1.718M | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| TBT | PROSHARES TR | 62,275 | $1.652M | 0.1% | $30.13 | — | PSHS ULTSH 20YRS | 74347B201 |
| AMZN | AMAZON COM INC | 892 | $1.648M | 0.1% | $19.98 | +343.1% | COM | 023135106 |
| GOOGL | ALPHABET INC | 1,208 | $1.619M | 0.1% | $37.45 | +70.9% | CAP STK CL A | 02079K305 |
| XLU | SELECT SECTOR SPDR TR | 25,029 | $1.619M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| JPM | JPMORGAN CHASE & CO | 11,271 | $1.572M | 0.1% | $37.03 | +193.5% | COM | 46625H100 |
| — | HANNON ARMSTRONG SUST INFR C | 1,203,000 | $1.453M | 0.1% | $1.05 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | FIREEYE INC | 1,500,000 | $1.448M | 0.1% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| IYR | ISHARES TR | 13,689 | $1.272M | 0.1% | $71.48 | — | U.S. REAL ES ETF | 464287739 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.195M | 0.1% | $74.42 | +46.2% | COM | 494368103 |
| META | FACEBOOK INC | 5,774 | $1.183M | 0.1% | $75.34 | +155.3% | CL A | 30303M102 |
| — | WELLS FARGO & CO | 1,031,000 | $1.026M | 0.1% | $1.05 | — | MTNF 0.125% 2/2 | 94986RVY4 |
| UNH | UNITEDHEALTH GROUP INC | 3,462 | $1.02M | 0.1% | $64.23 | +268.4% | COM | 91324P102 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $1.007M | 0.1% | $1.09 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | CEMEX SAB DE CV | 1,000,000 | $1.002M | 0.1% | $1.03 | — | NOTE 3.720% 3/1 | 151290BT9 |
| — | DANAHER CORPORATION | 167,000 | $978K | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| JNJ | JOHNSON & JOHNSON | 6,326 | $922K | 0.1% | $69.14 | +65.0% | COM | 478160104 |
| PG | PROCTER & GAMBLE CO | 7,137 | $891K | 0.1% | $58.66 | +79.4% | COM | 742718109 |
| BAC | BANK AMER CORP | 24,807 | $875K | 0.1% | $11.46 | +142.4% | COM | 060505104 |
| L | LOEWS CORP | 16,540 | $868K | 0.1% | $42.08 | +16.8% | COM | 540424108 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,826 | $867K | 0.1% | $127.86 | +69.8% | CL B NEW | 084670702 |
| MA | MASTERCARD INC | 2,812 | $839K | 0.1% | $74.60 | +265.4% | CL A | 57636Q104 |
| HD | HOME DEPOT INC | 3,782 | $823K | 0.1% | $65.33 | +198.5% | COM | 437076102 |
| PFE | PFIZER INC | 19,702 | $771K | 0.1% | $17.09 | +56.3% | COM | 717081103 |
| — | INTERDIGITAL INC | 755,000 | $754K | 0.1% | $1.06 | — | NOTE 1.500% 3/0 | 458660AD9 |
| V | VISA INC | 3,871 | $729K | 0.0% | $79.55 | +116.9% | COM CL A | 92826C839 |
| VZ | VERIZON COMMUNICATIONS INC | 11,813 | $725K | 0.0% | $28.61 | +49.6% | COM | 92343V104 |
| — | TELADOC HEALTH INC | 355,000 | $711K | 0.0% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | ISIS PHARMACEUTICALS INC DEL | 606,000 | $692K | 0.0% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $686K | 0.0% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | ALLEGHENY TECHNOLOGIES INC | 429,000 | $682K | 0.0% | $1.85 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | ASSURANT INC | 5,070 | $652K | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| C | CITIGROUP INC | 8,131 | $649K | 0.0% | $38.04 | +55.8% | COM NEW | 172967424 |
| T | AT&T INC | 16,471 | $644K | 0.0% | $11.76 | +60.4% | COM | 00206R102 |
| DIS | DISNEY WALT CO | 4,436 | $638K | 0.0% | $80.72 | +68.1% | COM DISNEY | 254687106 |
| MRK | MERCK & CO INC | 6,756 | $614K | 0.0% | $40.85 | +65.4% | COM | 58933Y105 |
| — | STARWOOD PPTY TR INC | 581,000 | $603K | 0.0% | $1.04 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | REDFIN CORP | 595,000 | $590K | 0.0% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 543,000 | $589K | 0.0% | $1.17 | — | NOTE 1.500%10/1 | 09061GAF8 |
| INTC | INTEL CORP | 9,767 | $584K | 0.0% | $22.17 | +122.1% | COM | 458140100 |
| KO | COCA COLA CO | 10,482 | $579K | 0.0% | $28.21 | +57.8% | COM | 191216100 |
| — | MEDICINES CO | 328,000 | $571K | 0.0% | $1.05 | — | NOTE 2.750% 7/1 | 584688AG0 |
| CSCO | CISCO SYS INC | 11,863 | $569K | 0.0% | $16.25 | +137.3% | COM | 17275R102 |
| FLOT | ISHARES TR | 11,074 | $565K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| — | LUMENTUM HLDGS INC | 385,000 | $560K | 0.0% | $1.18 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| UNP | UNION PACIFIC CORP | 2,910 | $527K | 0.0% | $73.21 | +104.0% | COM | 907818108 |
| IEMG | ISHARES INC | 9,501 | $512K | 0.0% | $53.89 | — | CORE MSCI EMKT | 46434G103 |
| AMGN | AMGEN INC | 2,128 | $512K | 0.0% | $88.03 | +107.5% | COM | 031162100 |
| CMCSA | COMCAST CORP NEW | 11,358 | $509K | 0.0% | $27.74 | +36.5% | CL A | 20030N101 |
| WFC | WELLS FARGO CO NEW | 9,464 | $508K | 0.0% | $34.64 | +29.0% | COM | 949746101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,513 | $490K | 0.0% | $124.96 | +138.8% | COM | 883556102 |
| PEP | PEPSICO INC | 3,577 | $490K | 0.0% | $56.46 | +99.7% | COM | 713448108 |
| SHY | ISHARES TR | 5,622 | $475K | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| — | RAYTHEON CO | 2,114 | $466K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| ABT | ABBOTT LABS | 5,348 | $465K | 0.0% | $29.00 | +159.6% | COM | 002824100 |
| — | Q2 HLDGS INC | 299,000 | $453K | 0.0% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| MCD | MCDONALDS CORP | 2,273 | $452K | 0.0% | $88.23 | +94.9% | COM | 580135101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,566 | $422K | 0.0% | $46.08 | +86.1% | COM | 45866F104 |
| CVX | CHEVRON CORP NEW | 3,436 | $414K | 0.0% | $71.15 | +26.0% | COM | 166764100 |
| — | NUANCE COMMUNICATIONS INC | 410,000 | $412K | 0.0% | $1.00 | — | DBCV 1.000%12/1 | 67020YAK6 |
| TXN | TEXAS INSTRS INC | 3,189 | $408K | 0.0% | $42.34 | +145.0% | COM | 882508104 |
| XLE | SELECT SECTOR SPDR TR | 6,710 | $403K | 0.0% | $60.06 | — | ENERGY | 81369Y506 |
| COST | COSTCO WHSL CORP NEW | 1,366 | $403K | 0.0% | $119.70 | +126.8% | COM | 22160K105 |
| PYPL | PAYPAL HLDGS INC | 3,684 | $399K | 0.0% | $94.45 | +10.1% | COM | 70450Y103 |
| — | RESTORATION HARDWARE HLDGS I | 216,000 | $390K | 0.0% | $1.20 | — | DBCV 7/1 | 761283AC4 |
| CRM | SALESFORCE COM INC | 2,401 | $389K | 0.0% | $153.14 | +1.1% | COM | 79466L302 |
| XOM | EXXON MOBIL CORP | 5,578 | $388K | 0.0% | $53.94 | -3.5% | COM | 30231G102 |
| IYM | ISHARES TR | 3,900 | $384K | 0.0% | $79.59 | — | U.S. BAS MTL ETF | 464287838 |
| MDT | MEDTRONIC PLC | 3,395 | $383K | 0.0% | $59.40 | +55.8% | SHS | G5960L103 |
| NVDA | NVIDIA CORP | 1,620 | $380K | 0.0% | $4.87 | +6.3% | COM | 67066G104 |
| — | PDC ENERGY INC | 401,000 | $377K | 0.0% | $1.04 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| TJX | TJX COS INC NEW | 6,023 | $368K | 0.0% | $37.29 | +46.4% | COM | 872540109 |
| DHR | DANAHER CORPORATION | 2,291 | $351K | 0.0% | $85.98 | +43.0% | COM | 235851102 |
| HON | HONEYWELL INTL INC | 1,885 | $333K | 0.0% | $73.48 | +95.8% | COM | 438516106 |
| DAL | DELTA AIR LINES INC DEL | 5,619 | $329K | 0.0% | $19.21 | +181.5% | COM NEW | 247361702 |
| APD | AIR PRODS & CHEMS INC | 1,388 | $325K | 0.0% | $194.15 | 0.0% | COM | 009158106 |
| AVGO | BROADCOM INC | 992 | $316K | 0.0% | $19.73 | +31.2% | COM | 11135F101 |
| FCVT | FIRST TR EXCHANGE TRADED FD | 9,490 | $314K | 0.0% | $30.47 | — | SSI STRG ETF | 33739Q507 |
| ADBE | ADOBE INC | 941 | $310K | 0.0% | $217.25 | +35.4% | COM | 00724F101 |
| WMT | WALMART INC | 2,578 | $306K | 0.0% | $20.94 | +73.7% | COM | 931142103 |
| ABBV | ABBVIE INC | 3,380 | $300K | 0.0% | $28.68 | +125.4% | COM | 00287Y109 |
| ORCL | ORACLE CORP | 5,669 | $300K | 0.0% | $30.91 | +63.2% | COM | 68389X105 |
| BMY | BRISTOL MYERS SQUIBB CO | 4,616 | $297K | 0.0% | $45.19 | 0.0% | COM | 110122108 |
| NKE | NIKE INC | 2,833 | $289K | 0.0% | $78.77 | +10.2% | CL B | 654106103 |
| — | UNITED TECHNOLOGIES CORP | 1,879 | $281K | 0.0% | $93.15 | — | COM | 913017109 |
| — | NUTANIX INC | 276,000 | $276K | 0.0% | $1.06 | — | NOTE 1/1 | 67059NAB4 |
| LMT | LOCKHEED MARTIN CORP | 691 | $272K | 0.0% | $243.60 | +33.3% | COM | 539830109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 2,034 | $272K | 0.0% | $102.47 | -2.5% | COM | 459200101 |
| BA | BOEING CO | 823 | $269K | 0.0% | $100.58 | +249.0% | COM | 097023105 |
| ACN | ACCENTURE PLC IRELAND | 1,275 | $269K | 0.0% | $142.15 | +25.5% | SHS CLASS A | G1151C101 |
| — | PIONEER NAT RES CO | 1,666 | $253K | 0.0% | $154.34 | — | COM | 723787107 |
| PNC | PNC FINL SVCS GROUP INC | 1,576 | $250K | 0.0% | $104.11 | +15.4% | COM | 693475105 |
| BKNG | BOOKING HLDGS INC | 120 | $246K | 0.0% | $1933.58 | -0.1% | COM | 09857L108 |
| APH | AMPHENOL CORP NEW | 2,275 | $244K | 0.0% | $22.58 | +6.6% | CL A | 032095101 |
| MMM | 3M CO | 1,333 | $237K | 0.0% | $61.79 | +80.9% | COM | 88579Y101 |
| ETN | EATON CORP PLC | 2,471 | $233K | 0.0% | $66.48 | +19.9% | SHS | G29183103 |
| PSX | PHILLIPS 66 | 2,066 | $230K | 0.0% | $77.27 | +13.1% | COM | 718546104 |
| NOW | SERVICENOW INC | 820 | $230K | 0.0% | $43.97 | +19.8% | COM | 81762P102 |
| BDX | BECTON DICKINSON & CO | 836 | $228K | 0.0% | $212.74 | +6.4% | COM | 075887109 |
| CVS | CVS HEALTH CORP | 3,068 | $228K | 0.0% | $57.78 | 0.0% | COM | 126650100 |
| — | COUPA SOFTWARE INC | 69,000 | $227K | 0.0% | $2.92 | — | NOTE 0.375% 1/1 | 22266LAB2 |
| TFC | TRUIST FINL CORP | 3,959 | $224K | 0.0% | $40.89 | 0.0% | COM | 89832Q109 |
| RVTY | PERKINELMER INC | 2,282 | $223K | 0.0% | $87.99 | 0.0% | COM | 714046109 |
| USB | US BANCORP DEL | 3,666 | $218K | 0.0% | $41.13 | +7.8% | COM NEW | 902973304 |
| ITW | ILLINOIS TOOL WKS INC | 1,215 | $218K | 0.0% | $146.29 | 0.0% | COM | 452308109 |
| AMAT | APPLIED MATLS INC | 3,504 | $216K | 0.0% | $53.00 | 0.0% | COM | 038222105 |
| — | SEACOR HOLDINGS INC | 220,000 | $215K | 0.0% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| ARCC | ARES CAP CORP | 11,460 | $213K | 0.0% | $6.69 | +54.2% | COM | 04010L103 |
| URI | UNITED RENTALS INC | 1,276 | $212K | 0.0% | $140.67 | 0.0% | COM | 911363109 |
| GILD | GILEAD SCIENCES INC | 3,231 | $207K | 0.0% | $49.18 | +4.3% | COM | 375558103 |
| PM | PHILIP MORRIS INTL INC | 2,416 | $206K | 0.0% | $60.01 | 0.0% | COM | 718172109 |
| HYLB | DBX ETF TR | 4,071 | $205K | 0.0% | $49.61 | — | XTRACK USD HIGH | 233051432 |
| CB | CHUBB LIMITED | 1,315 | $205K | 0.0% | $139.33 | -0.6% | COM | H1467J104 |
| — | SPLUNK INC | 1,369 | $205K | 0.0% | $149.74 | — | COM | 848637104 |
| WTW | WILLIS TOWERS WATSON PUB LTD | 1,004 | $204K | 0.0% | $176.33 | 0.0% | SHS | G96629103 |
| COP | CONOCOPHILLIPS | 3,099 | $203K | 0.0% | $47.16 | 0.0% | COM | 20825C104 |
| BK | BANK NEW YORK MELLON CORP | 4,014 | $202K | 0.0% | $39.93 | 0.0% | COM | 064058100 |
| — | ALZA CORP | 101,000 | $202K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| SRPT | SAREPTA THERAPEUTICS INC | 1,549 | $201K | 0.0% | $100.93 | 0.0% | COM | 803607100 |
| NOC | NORTHROP GRUMMAN CORP | 581 | $200K | 0.0% | $318.69 | -0.3% | COM | 666807102 |
| — | ZILLOW GROUP INC | 150,000 | $168K | 0.0% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | COLONY CAP INC | 155,000 | $154K | 0.0% | $0.96 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | TESLA INC | 72,000 | $91,000 | 0.0% | $1.02 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | MACQUARIE INFRASTRUCTURE COR | 88,000 | $85,000 | 0.0% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | INPHI CORP | 19,000 | $36,000 | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |