Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 13, 2020
Total Value: $1.134B (32.7% shares, 67.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 233,921 | $60.45M | 5.3% | $257.10 | — | CORE S&P500 ETF | 464287200 |
| — | WELLS FARGO CO NEW | 22,989 | $29.29M | 2.6% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| AGG | ISHARES TR | 240,544 | $27.75M | 2.4% | $110.69 | — | CORE US AGGBD ET | 464287226 |
| — | PRICELINE GRP INC | 26,294,000 | $26.22M | 2.3% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | BK OF AMERICA CORP | 19,565 | $24.77M | 2.2% | $1190.54 | — | 7.25%CNV PFD L | 060505682 |
| — | BROADCOM INC | 24,029 | $22.45M | 2.0% | $1134.35 | — | 8% CNV PFD SER A | 11135F200 |
| — | FORTIVE CORP | 23,484,000 | $21.6M | 1.9% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | AKAMAI TECHNOLOGIES INC | 18,745,000 | $20.92M | 1.8% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NOVELLUS SYS INC | 2,729,000 | $20.57M | 1.8% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | ILLUMINA INC | 20,929,000 | $20.03M | 1.8% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | DEXCOM INC | 10,522,000 | $18.2M | 1.6% | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | WELLPOINT INC | 5,760,000 | $18.19M | 1.6% | $2.52 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MICROCHIP TECHNOLOGY INC | 15,785,000 | $16.2M | 1.4% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PALO ALTO NETWORKS INC | 15,896,000 | $15.22M | 1.3% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SPLUNK INC | 13,830,000 | $14.84M | 1.3% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | SQUARE INC | 14,270,000 | $14.73M | 1.3% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | BECTON DICKINSON & CO | 267,120 | $14.67M | 1.3% | $56.13 | — | PFD SHS CONV A | 075887208 |
| — | TESLA INC | 7,845,000 | $14.31M | 1.3% | $1.16 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | DANAHER CORPORATION | 13,595 | $14.17M | 1.2% | $1053.11 | — | 4.75 MND CV PFD | 235851300 |
| — | CROWN CASTLE INTL CORP NEW | 10,647 | $13.79M | 1.2% | $1067.80 | — | 6.875% CON PFD A | 22822V309 |
| — | TESLA INC | 7,902,000 | $13.52M | 1.2% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ILLUMINA INC | 10,614,000 | $12.96M | 1.1% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | FTI CONSULTING INC | 9,912,000 | $12.92M | 1.1% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | DISH NETWORK CORPORATION | 15,761,000 | $12.79M | 1.1% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | PRICELINE GRP INC | 11,186,000 | $12.38M | 1.1% | $1.23 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NEXTERA ENERGY INC | 234,910 | $11.55M | 1.0% | $49.96 | — | UNIT 09/01/2022S | 65339F796 |
| — | WORKDAY INC | 9,890,000 | $10.95M | 1.0% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | WESTERN DIGITAL CORP. | 12,545,000 | $10.91M | 1.0% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | TWITTER INC | 12,192,000 | $10.84M | 1.0% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | SEMPRA ENERGY | 114,352 | $10.73M | 0.9% | $101.08 | — | 6% PFD CONV A | 816851406 |
| — | EURONET WORLDWIDE INC | 11,469,000 | $10.28M | 0.9% | $0.90 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SERVICENOW INC | 4,656,000 | $9.911M | 0.9% | $1.51 | — | NOTE 6/0 | 81762PAC6 |
| — | NEXTERA ENERGY INC | 220,005 | $9.703M | 0.9% | $44.10 | — | UNIT 99/99/9999 | 65339F770 |
| — | STANLEY BLACK & DECKER INC | 134,676 | $9.426M | 0.8% | $99.29 | — | UNIT 11/15/2022 | 854502846 |
| — | ADVANCED MICRO DEVICES INC | 1,621,000 | $9.291M | 0.8% | $4.04 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MICROCHIP TECHNOLOGY INC | 6,269,000 | $8.968M | 0.8% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SYNAPTICS INC | 8,607,000 | $8.948M | 0.8% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | DOMINION ENERGY INC | 94,208 | $8.831M | 0.8% | $105.21 | — | UNIT 99/99/9999 | 25746U133 |
| — | SOUTHERN CO | 188,375 | $8.661M | 0.8% | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| — | TELADOC HEALTH INC | 2,940,000 | $8.532M | 0.8% | $1.49 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | EXACT SCIENCES CORP | 9,908,000 | $8.328M | 0.7% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | KAMAN CORP | 8,520,000 | $8.099M | 0.7% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | VISHAY INTERTECHNOLOGY INC | 8,653,000 | $7.684M | 0.7% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | BLACKSTONE MTG TR INC | 9,881,000 | $7.683M | 0.7% | $1.01 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | ENVESTNET INC | 7,431,000 | $7.592M | 0.7% | $1.19 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | RINGCENTRAL INC | 2,897,000 | $7.495M | 0.7% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | MERITOR INC | 8,719,000 | $7.403M | 0.7% | $0.94 | — | NOTE 3.250%10/1 | 59001KAF7 |
| CWB | SPDR SER TR | 153,929 | $7.365M | 0.6% | $47.85 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | PRA GROUP INC | 8,513,000 | $7.364M | 0.6% | $1.01 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | ARES CAPITAL CORP | 8,043,000 | $7.246M | 0.6% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | HORIZON PHARMA INVT LTD | 6,086,000 | $7.097M | 0.6% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,781,000 | $7.058M | 0.6% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | NUANCE COMMUNICATIONS INC | 6,535,000 | $7.037M | 0.6% | $1.10 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | INPHI CORP | 4,774,000 | $7.001M | 0.6% | $1.06 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | VIAVI SOLUTIONS INC | 6,329,000 | $6.67M | 0.6% | $1.07 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | AMERICAN ELEC PWR CO INC | 134,430 | $6.486M | 0.6% | $50.97 | — | UNIT 03/15/2022 | 025537127 |
| — | II VI INC | 7,031,000 | $6.441M | 0.6% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | OSI SYSTEMS INC | 6,899,000 | $6.366M | 0.6% | $1.03 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | MICRON TECHNOLOGY INC | 1,494,000 | $6.303M | 0.6% | $4.60 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | ARES CAPITAL CORP | 7,258,000 | $6.283M | 0.6% | $0.94 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | RH | 7,786,000 | $6.269M | 0.6% | $1.14 | — | NOTE 6/1 | 74967XAA1 |
| — | DOCUSIGN INC | 4,406,000 | $6.188M | 0.5% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | ON SEMICONDUCTOR CORP | 6,187,000 | $6.151M | 0.5% | $1.11 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | LIBERTY MEDIA CORP DEL | 6,322,000 | $5.977M | 0.5% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | QTS RLTY TR INC | 45,424 | $5.953M | 0.5% | $116.16 | — | 6.50% CON PFD B | 74736A301 |
| — | PERFICIENT INC | 6,155,000 | $5.865M | 0.5% | $1.20 | — | NOTE 2.375% 9/1 | 71375UAB7 |
| — | FORTIVE CORP | 7,727 | $5.646M | 0.5% | $1032.67 | — | 5% PFD CNV SER A | 34959J207 |
| — | REPLIGEN CORP | 5,339,000 | $5.623M | 0.5% | $0.99 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NEUROCRINE BIOSCIENCES INC | 4,334,000 | $5.554M | 0.5% | $1.45 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | INSMED INC | 6,629,000 | $5.539M | 0.5% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | TERADYNE INC | 3,074,000 | $5.501M | 0.5% | $1.67 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | AMERICAN RLTY CAP PPTYS INC | 5,631,000 | $5.491M | 0.5% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | LIVE NATION ENTERTAINMENT IN | 5,632,000 | $5.359M | 0.5% | $1.15 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | CHANGE HEALTHCARE INC | 129,708 | $5.33M | 0.5% | $54.00 | — | UNIT 99/99/9999 | 15912K209 |
| — | CONMED CORP | 5,631,000 | $5.213M | 0.5% | $0.93 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | GUIDEWIRE SOFTWARE INC | 5,355,000 | $5.159M | 0.5% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | CHENIERE ENERGY INC | 11,339,000 | $5.104M | 0.4% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | CREE INC | 5,595,000 | $5.102M | 0.4% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | ESSENTIAL UTILS INC | 92,250 | $5.023M | 0.4% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| — | INTERCEPT PHARMACEUTICALS IN | 5,896,000 | $5.014M | 0.4% | $0.99 | — | NOTE 2.000% 5/1 | 45845PAB4 |
| — | KBR INC | 4,803,000 | $4.979M | 0.4% | $1.04 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ZENDESK INC | 4,104,000 | $4.85M | 0.4% | $1.41 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | AVANTOR INC | 107,938 | $4.848M | 0.4% | $61.20 | — | 6.25 PFD CNV SR | 05352A209 |
| — | HERCULES CAPITAL INC | 5,377,000 | $4.84M | 0.4% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | COLONY STARWOOD HOMES | 4,507,000 | $4.801M | 0.4% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| IYW | ISHARES TR | 23,468 | $4.795M | 0.4% | $148.83 | — | U.S. TECH ETF | 464287721 |
| — | HOPE BANCORP INC | 5,600,000 | $4.586M | 0.4% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | SAREPTA THERAPEUTICS INC | 3,009,000 | $4.572M | 0.4% | $1.80 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | SUNPOWER CORP | 5,500,000 | $4.566M | 0.4% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | INSULET CORP | 2,475,000 | $4.548M | 0.4% | $1.42 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | TESLA INC | 2,762,000 | $4.322M | 0.4% | $1.55 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ELANCO ANIMAL HEALTH INC | 101,920 | $4.192M | 0.4% | $41.13 | — | UNIT 02/01/2023T | 28414H202 |
| — | LIBERTY MEDIA CORP DEL | 4,130,000 | $3.898M | 0.3% | $1.25 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | KNOWLES CORP | 3,630,000 | $3.726M | 0.3% | $1.12 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | SPLUNK INC | 3,281,000 | $3.584M | 0.3% | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | MONGODB INC | 1,725,000 | $3.542M | 0.3% | $1.89 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| — | SEACOR HOLDINGS INC | 4,600,000 | $3.492M | 0.3% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 89,280 | $3.409M | 0.3% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | LIGAND PHARMACEUTICALS INC | 4,000,000 | $3.303M | 0.3% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | TWO HBRS INVT CORP | 4,000,000 | $3.279M | 0.3% | $0.82 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | NEW YORK CMNTY CAP TR V | 79,000 | $3.264M | 0.3% | $49.56 | — | UNIT 11/01/2051 | 64944P307 |
| — | NRG ENERGY INC | 3,395,000 | $3.235M | 0.3% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | WAYFAIR INC | 4,660,000 | $3.184M | 0.3% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | ON SEMICONDUCTOR CORP | 3,187,000 | $3.168M | 0.3% | $1.15 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | LIBERTY MEDIA CORP | 4,500,000 | $3.163M | 0.3% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | NEW RELIC INC | 3,750,000 | $3.155M | 0.3% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 4,719,000 | $3.094M | 0.3% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | SILICON LABORATORIES INC | 2,633,000 | $2.911M | 0.3% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | APOLLO COML REAL EST FIN INC | 4,350,000 | $2.905M | 0.3% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | COLFAX CORP | 30,513 | $2.803M | 0.2% | $144.44 | — | UNIT 01/15/2022T | 194014205 |
| — | ENERGIZER HLDGS INC NEW | 39,765 | $2.699M | 0.2% | $100.56 | — | 7.5 MCNV PFD A | 29272W208 |
| MSFT | MICROSOFT CORP | 16,834 | $2.654M | 0.2% | $38.41 | +307.0% | COM | 594918104 |
| — | MERCADOLIBRE INC | 2,000,000 | $2.607M | 0.2% | $1.47 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | THERAVANCE INC | 2,800,000 | $2.604M | 0.2% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | HERBALIFE LTD | 3,236,000 | $2.597M | 0.2% | $1.05 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | MOMO INC | 3,250,000 | $2.594M | 0.2% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | TWILIO INC | 1,846,000 | $2.574M | 0.2% | $2.01 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | WEIBO CORP | 3,000,000 | $2.535M | 0.2% | $0.92 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | CHEGG INC | 1,725,000 | $2.455M | 0.2% | $1.53 | — | NOTE 0.250% 5/1 | 163092AB5 |
| IYH | ISHARES TR | 12,993 | $2.44M | 0.2% | $187.79 | — | US HLTHCARE ETF | 464287762 |
| — | NEW MTN FIN CORP | 2,950,000 | $2.409M | 0.2% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | EXACT SCIENCES CORP | 2,173,000 | $2.355M | 0.2% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | THERAVANCE BIOPHARMA INC | 2,440,000 | $2.343M | 0.2% | $1.17 | — | NOTE 3.250%11/0 | 88339KAA0 |
| FTCS | FIRST TR EXCHANGE-TRADED FD | 47,096 | $2.342M | 0.2% | $56.70 | — | CAP STRENGTH ETF | 33733E104 |
| — | IRONWOOD PHARMACEUTICALS INC | 2,200,000 | $2.316M | 0.2% | $1.11 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| — | RADIUS HEALTH INC | 3,250,000 | $2.295M | 0.2% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | SHIP FIN INTL LTD | 2,500,000 | $2.263M | 0.2% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| AAPL | APPLE INC | 8,698 | $2.212M | 0.2% | $19.25 | +269.3% | COM | 037833100 |
| — | ENCORE CAP GROUP INC | 2,418,000 | $2.166M | 0.2% | $0.83 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | JAZZ INVESTMENTS I LTD | 2,250,000 | $2.132M | 0.2% | $1.06 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | BOINGO WIRELESS INC | 2,275,000 | $2.022M | 0.2% | $0.88 | — | NOTE 1.000%10/0 | 09739CAB8 |
| — | RETROPHIN INC | 2,550,000 | $1.948M | 0.2% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 2,000,000 | $1.941M | 0.2% | $1.01 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | PENNYMAC CORP | 2,000,000 | $1.923M | 0.2% | $0.96 | — | NOTE 5.375% 5/0 | 70932AAB9 |
| — | AEROJET ROCKETDYNE HLDGS INC | 1,145,000 | $1.893M | 0.2% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | KKR REAL ESTATE FIN TR INC | 2,250,000 | $1.846M | 0.2% | $1.04 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | NUANCE COMMUNICATIONS INC | 1,929,000 | $1.842M | 0.2% | $0.97 | — | DBCV 1.000%12/1 | 67020YAK6 |
| AMZN | AMAZON COM INC | 884 | $1.724M | 0.2% | $19.98 | +384.5% | COM | 023135106 |
| — | ISTAR INC | 1,750,000 | $1.713M | 0.2% | $0.93 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | WESTERN ASSET MTG CAP CORP | 3,512,000 | $1.629M | 0.1% | $0.95 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | CSG SYS INTL INC | 1,537,000 | $1.552M | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | MFA FINL INC | 2,500,000 | $1.505M | 0.1% | $1.01 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | FIREEYE INC | 1,596,000 | $1.44M | 0.1% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| — | APOLLO COML REAL EST FIN INC | 2,064,000 | $1.431M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | ENCORE CAP EUROPE FIN LTD | 1,919,000 | $1.428M | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | NICE SYS INC | 801,000 | $1.41M | 0.1% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| GOOGL | ALPHABET INC | 1,194 | $1.387M | 0.1% | $37.45 | +79.6% | CAP STK CL A | 02079K305 |
| XLU | SELECT SECTOR SPDR TR | 24,750 | $1.372M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | STANLEY BLACK & DECKER INC | 18,250 | $1.326M | 0.1% | $108.91 | — | UNIT 05/15/2020 | 854502887 |
| — | NEW YORK MTG TR INC | 3,250,000 | $1.3M | 0.1% | $1.02 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,155,000 | $1.224M | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | RAPID7 INC | 1,000,000 | $1.212M | 0.1% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.111M | 0.1% | $74.42 | +50.6% | COM | 494368103 |
| — | GRANITE PT MTG TR INC | 2,000,000 | $1.1M | 0.1% | $1.00 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | CLEVELAND CLIFFS INC | 1,570,000 | $1.066M | 0.1% | $1.17 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | WRIGHT MED GROUP N V | 750,000 | $1.031M | 0.1% | $1.39 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | REALPAGE INC | 750,000 | $1.024M | 0.1% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | TELADOC HEALTH INC | 287,000 | $1.017M | 0.1% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| JPM | JPMORGAN CHASE & CO | 11,150 | $1.005M | 0.1% | $37.03 | +179.8% | COM | 46625H100 |
| IYR | ISHARES TR | 14,260 | $992K | 0.1% | $71.40 | — | U.S. REAL ES ETF | 464287739 |
| META | FACEBOOK INC | 5,709 | $953K | 0.1% | $75.34 | +158.1% | CL A | 30303M102 |
| — | DANAHER CORPORATION | 167,000 | $880K | 0.1% | $1.90 | — | DBCV 1/2 | 235851AF9 |
| UNH | UNITEDHEALTH GROUP INC | 3,424 | $852K | 0.1% | $64.23 | +288.8% | COM | 91324P102 |
| — | AIR TRANSPORT SERVICES GRP I | 1,000,000 | $846K | 0.1% | $0.97 | — | NOTE 1.125%10/1 | 00922RAB1 |
| JNJ | JOHNSON & JOHNSON | 6,251 | $821K | 0.1% | $69.14 | +73.8% | COM | 478160104 |
| PG | PROCTER & GAMBLE CO | 7,058 | $776K | 0.1% | $58.66 | +77.0% | COM | 742718109 |
| HD | HOME DEPOT INC | 3,740 | $698K | 0.1% | $65.33 | +191.0% | COM | 437076102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,787 | $694K | 0.1% | $127.86 | +66.2% | CL B NEW | 084670702 |
| MA | MASTERCARD INC | 2,784 | $670K | 0.1% | $74.60 | +285.8% | CL A | 57636Q104 |
| PFE | PFIZER INC | 19,483 | $633K | 0.1% | $17.09 | +51.1% | COM | 717081103 |
| VZ | VERIZON COMMUNICATIONS INC | 11,683 | $627K | 0.1% | $28.61 | +43.4% | COM | 92343V104 |
| V | VISA INC | 3,832 | $618K | 0.1% | $79.55 | +127.2% | COM CL A | 92826C839 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $613K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | ISIS PHARMACEUTICALS INC DEL | 606,000 | $610K | 0.1% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| FLOT | ISHARES TR | 11,074 | $541K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 10,563 | $539K | 0.0% | $51.75 | — | FST LOW OPPT EFT | 33739Q200 |
| — | DTE ENERGY CO | 13,550 | $534K | 0.0% | $51.25 | — | UNIT 11/01/2022S | 233331842 |
| — | REDFIN CORP | 583,000 | $529K | 0.0% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | NUVASIVE INC | 506,000 | $526K | 0.0% | $1.28 | — | NOTE 2.250% 3/1 | 670704AG0 |
| INTC | INTEL CORP | 9,653 | $523K | 0.0% | $22.17 | +136.0% | COM | 458140100 |
| BAC | BK OF AMERICA CORP | 24,535 | $520K | 0.0% | $11.46 | +126.0% | COM | 060505104 |
| MRK | MERCK & CO. INC | 6,680 | $514K | 0.0% | $40.85 | +59.3% | COM | 58933Y105 |
| — | ASSURANT INC | 4,825 | $510K | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| — | LUMENTUM HLDGS INC | 378,000 | $510K | 0.0% | $1.18 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| SHY | ISHARES TR | 5,622 | $488K | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| — | STARWOOD PPTY TR INC | 572,000 | $474K | 0.0% | $1.04 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| L | LOEWS CORP | 13,232 | $461K | 0.0% | $42.08 | +9.3% | COM | 540424108 |
| CSCO | CISCO SYS INC | 11,728 | $461K | 0.0% | $16.25 | +125.7% | COM | 17275R102 |
| KO | COCA COLA CO | 10,354 | $459K | 0.0% | $28.21 | +59.5% | COM | 191216100 |
| T | AT&T INC | 15,381 | $449K | 0.0% | $11.76 | +54.5% | COM | 00206R102 |
| AMGN | AMGEN INC | 2,101 | $427K | 0.0% | $88.03 | +107.0% | COM | 031162100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,496 | $425K | 0.0% | $124.96 | +148.5% | COM | 883556102 |
| DIS | DISNEY WALT CO | 4,383 | $425K | 0.0% | $80.72 | +53.0% | COM DISNEY | 254687106 |
| PEP | PEPSICO INC | 3,535 | $424K | 0.0% | $56.46 | +99.7% | COM | 713448108 |
| NVDA | NVIDIA CORP | 1,599 | $421K | 0.0% | $4.87 | +29.0% | COM | 67066G104 |
| ABT | ABBOTT LABS | 5,293 | $418K | 0.0% | $29.00 | +159.8% | COM | 002824100 |
| IWD | ISHARES TR | 4,162 | $413K | 0.0% | $130.64 | — | RUS 1000 VAL ETF | 464287598 |
| UNP | UNION PAC CORP | 2,877 | $407K | 0.0% | $73.21 | +98.0% | COM | 907818108 |
| COST | COSTCO WHSL CORP NEW | 1,350 | $386K | 0.0% | $119.70 | +132.1% | COM | 22160K105 |
| CMCSA | COMCAST CORP NEW | 11,229 | $385K | 0.0% | $27.74 | +30.0% | CL A | 20030N101 |
| MCD | MCDONALDS CORP | 2,247 | $372K | 0.0% | $88.23 | +94.8% | COM | 580135101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,516 | $363K | 0.0% | $46.08 | +82.3% | COM | 45866F104 |
| — | RAMBUS INC DEL | 375,000 | $361K | 0.0% | $0.96 | — | NOTE 1.375% 2/0 | 750917AG1 |
| — | Q2 HLDGS INC | 299,000 | $353K | 0.0% | $1.31 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| PYPL | PAYPAL HLDGS INC | 3,640 | $347K | 0.0% | $94.45 | +16.6% | COM | 70450Y103 |
| CRM | SALESFORCE COM INC | 2,374 | $342K | 0.0% | $153.14 | +10.6% | COM | 79466L302 |
| — | FIREEYE INC | 385,000 | $325K | 0.0% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| C | CITIGROUP INC | 7,562 | $320K | 0.0% | $38.04 | +42.5% | COM NEW | 172967424 |
| DHR | DANAHER CORPORATION | 2,266 | $314K | 0.0% | $85.98 | +52.7% | COM | 235851102 |
| MDT | MEDTRONIC PLC | 3,357 | $301K | 0.0% | $59.40 | +51.8% | SHS | G5960L103 |
| ADBE | ADOBE INC | 931 | $298K | 0.0% | $217.25 | +57.4% | COM | 00724F101 |
| — | HANNON ARMSTRONG SUST INFR C | 312,000 | $296K | 0.0% | $1.05 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | ZILLOW GROUP INC | 352,000 | $291K | 0.0% | $0.83 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | WAYFAIR INC | 376,000 | $289K | 0.0% | $1.39 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| WMT | WALMART INC | 2,532 | $287K | 0.0% | $20.94 | +68.9% | COM | 931142103 |
| TJX | TJX COS INC NEW | 5,956 | $286K | 0.0% | $37.29 | +43.1% | COM | 872540109 |
| FCVT | FIRST TR EXCHANGE-TRADED FD | 9,930 | $284K | 0.0% | $30.38 | — | SSI STRG ETF | 33739Q507 |
| — | RAYTHEON CO | 2,086 | $274K | 0.0% | $78.51 | — | COM NEW | 755111507 |
| ORCL | ORACLE CORP | 5,604 | $270K | 0.0% | $30.91 | +53.7% | COM | 68389X105 |
| APD | AIR PRODS & CHEMS INC | 1,326 | $266K | 0.0% | $194.15 | +1.5% | COM | 009158106 |
| ABBV | ABBVIE INC | 3,341 | $256K | 0.0% | $28.68 | +134.3% | COM | 00287Y109 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,516 | $253K | 0.0% | $45.19 | +7.5% | COM | 110122108 |
| HON | HONEYWELL INTL INC | 1,863 | $251K | 0.0% | $73.48 | +85.9% | COM | 438516106 |
| CVX | CHEVRON CORP NEW | 3,302 | $240K | 0.0% | $71.15 | +6.8% | COM | 166764100 |
| — | COLONY CAP INC | 310,000 | $239K | 0.0% | $0.87 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| GILD | GILEAD SCIENCES INC | 3,188 | $237K | 0.0% | $49.18 | +11.7% | COM | 375558103 |
| NOW | SERVICENOW INC | 814 | $234K | 0.0% | $43.97 | +42.2% | COM | 81762P102 |
| NKE | NIKE INC | 2,800 | $232K | 0.0% | $78.77 | +9.1% | CL B | 654106103 |
| LMT | LOCKHEED MARTIN CORP | 685 | $232K | 0.0% | $243.60 | +37.5% | COM | 539830109 |
| AVGO | BROADCOM INC | 979 | $232K | 0.0% | $19.73 | +23.1% | COM | 11135F101 |
| — | NUTANIX INC | 276,000 | $227K | 0.0% | $1.06 | — | NOTE 1/1 | 67059NAB4 |
| IBM | INTERNATIONAL BUSINESS MACHS | 2,009 | $223K | 0.0% | $102.47 | -4.1% | COM | 459200101 |
| — | COUPA SOFTWARE INC | 69,000 | $214K | 0.0% | $2.92 | — | NOTE 0.375% 1/1 | 22266LAB2 |
| ACN | ACCENTURE PLC IRELAND | 1,261 | $206K | 0.0% | $142.15 | +24.5% | SHS CLASS A | G1151C101 |
| — | ALZA CORP | 101,000 | $182K | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | ZILLOW GROUP INC | 150,000 | $151K | 0.0% | $1.12 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | SEACOR HOLDINGS INC | 150,000 | $148K | 0.0% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| ARCC | ARES CAPITAL CORP | 11,338 | $122K | 0.0% | $6.69 | +43.2% | COM | 04010L103 |
| — | MACQUARIE INFRASTRUCTURE COR | 88,000 | $70,000 | 0.0% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | INPHI CORP | 19,000 | $38,000 | 0.0% | $1.26 | — | NOTE 1.125%12/0 | 45772FAB3 |