Palo Alto Networks I note 0.750% 7/0
|
3.3 |
$171M |
|
154M |
1.11 |
Bank Of America Corporation preferred
(BAC.PL)
|
3.3 |
$170M |
|
117k |
1457.88 |
Wells Fargo & Company Non-cum Perpet cnv
(WFC.PL)
|
3.2 |
$164M |
|
113k |
1450.27 |
Western Digital Corp note 1.500% 2/0
|
3.0 |
$155M |
|
158M |
0.98 |
Twitter Inc note 0.250% 6/1
|
2.4 |
$126M |
|
130M |
0.97 |
Illumina Inc conv
|
1.9 |
$98M |
|
70M |
1.39 |
Priceline Group Inc/the conv
|
1.7 |
$89M |
|
77M |
1.16 |
Biomarin Pharma Inc convertible/
|
1.7 |
$88M |
|
83M |
1.06 |
Pure Storage Inc note 0.125% 4/1
|
1.6 |
$80M |
|
80M |
1.00 |
Broadcom 8 00 Manda Conv Srs A Prf
|
1.6 |
$80M |
|
69k |
1169.32 |
Exact Sciences convertible/
|
1.5 |
$77M |
|
68M |
1.13 |
Dish Network Corp note 3.375% 8/1
|
1.4 |
$73M |
|
75M |
0.97 |
Ares Capital Corp convertible security
|
1.4 |
$72M |
|
70M |
1.03 |
Verint Sys Inc note 1.5% 6/1
|
1.4 |
$71M |
|
67M |
1.07 |
Microchip Technology Inc sdcv 2.125%12/1
|
1.4 |
$70M |
|
49M |
1.43 |
Splunk Inc note 0.500% 9/1
|
1.4 |
$70M |
|
58M |
1.21 |
Illumina Inc note 8/1
|
1.3 |
$69M |
|
62M |
1.11 |
Fireeye Inc note 0.875% 6/0
|
1.3 |
$66M |
|
66M |
1.01 |
Liberty Media Corp Delaware deb 2.250% 9/3
|
1.2 |
$64M |
|
110M |
0.58 |
Synaptics Inc note 0.500% 6/1
|
1.2 |
$64M |
|
57M |
1.11 |
Nuance Communications Inc Dbcv 1.00012/1
|
1.2 |
$63M |
|
63M |
1.00 |
Jazz Investments I Ltd note 1.500% 8/1
|
1.2 |
$62M |
|
62M |
1.01 |
Wellpoint Inc Note cb
|
1.2 |
$61M |
|
15M |
4.21 |
Ares Capital Corp convertible security
|
1.1 |
$58M |
|
55M |
1.07 |
Dominion Energy Inc unit 99/99/9999
|
1.1 |
$58M |
|
538k |
106.87 |
Herbalife Ltd convertible security
|
1.1 |
$57M |
|
55M |
1.04 |
Southern Co unit 08/01/2022
|
1.1 |
$54M |
|
1.0M |
53.84 |
Nextera Energy Inc unit 09/01/2022s
|
1.0 |
$53M |
|
1.0M |
51.16 |
Ligand Pharmaceuticals Inc note 0.750% 5/1
|
1.0 |
$53M |
|
61M |
0.87 |
1,375% Liberty Media 15.10.2023 note
|
1.0 |
$52M |
|
39M |
1.35 |
Vishay Intertechnology convertible security
|
1.0 |
$52M |
|
52M |
1.00 |
Novellus Systems, Inc. note 2.625% 5/1
|
1.0 |
$50M |
|
5.4M |
9.12 |
Nrg Energy Inc dbcv 2.750% 6/0
|
1.0 |
$50M |
|
44M |
1.14 |
Marriott Vacation Worldw convertible security
|
0.9 |
$47M |
|
44M |
1.07 |
Dte Energy Co convertible preferred security
|
0.9 |
$47M |
|
922k |
51.36 |
Akamai Technologies Inc note 0.125% 5/0
|
0.9 |
$47M |
|
43M |
1.11 |
New Relic Inc note 0.500% 5/0
|
0.9 |
$46M |
|
47M |
0.97 |
Supernus Pharmaceuticals Inc note 0.625% 4/0
|
0.9 |
$45M |
|
50M |
0.91 |
Square Inc note 0.500% 5/1
|
0.9 |
$46M |
|
41M |
1.12 |
Ctrip Com Intl Ltd note 1.990% 7/0
|
0.9 |
$45M |
|
43M |
1.05 |
Intercept Pharmas conv
|
0.9 |
$45M |
|
45M |
1.01 |
Macquarie Infrastructure Cor Note 2.00010/0
|
0.8 |
$44M |
|
46M |
0.96 |
American Elec Pwr Co Inc unit 03/15/2022
|
0.8 |
$43M |
|
799k |
54.00 |
Csg Sys Intl Inc note 4.250% 3/1
|
0.8 |
$43M |
|
38M |
1.14 |
Stanley Black & Decker Inc unit 05/15/2020
|
0.8 |
$42M |
|
388k |
109.11 |
Dish Network Corp note 2.375% 3/1
|
0.8 |
$42M |
|
46M |
0.91 |
Biomarin Pharmaceutical Inc note 1.500%10/1
|
0.8 |
$41M |
|
38M |
1.09 |
Spirit Rlty Cap Inc New Note cb
|
0.8 |
$42M |
|
40M |
1.04 |
Meritor Inc note 3.250%10/1
|
0.8 |
$41M |
|
38M |
1.09 |
Cardtronics Inc note 1.000%12/0
|
0.8 |
$41M |
|
38M |
1.06 |
Priceline Grp Inc note 0.350% 6/1
|
0.8 |
$40M |
|
26M |
1.56 |
Dycom Inds Inc Note 0.750% 9/1 bond
|
0.8 |
$40M |
|
41M |
0.97 |
Starwood Property Trust Inc convertible security
|
0.8 |
$39M |
|
37M |
1.04 |
Cheniere Energy Inc note 4.250% 3/1
|
0.7 |
$38M |
|
48M |
0.79 |
Fireeye Series B convertible security
|
0.7 |
$37M |
|
38M |
0.97 |
Thrx 2 1/8 01/15/23
|
0.7 |
$36M |
|
36M |
1.01 |
Danaher Corporation 4.75 mnd cv p
|
0.7 |
$36M |
|
31k |
1183.55 |
Nuvasive Inc note 2.250% 3/1
|
0.7 |
$36M |
|
27M |
1.33 |
Workday Inc note 0.250%10/0
|
0.7 |
$36M |
|
28M |
1.28 |
Insmed Inc convertible security
|
0.7 |
$35M |
|
36M |
0.97 |
Stanley Black & Deck unit 11/15/2022
|
0.7 |
$35M |
|
320k |
108.79 |
Greenbrier Companies Inc convertible security
|
0.7 |
$34M |
|
35M |
0.97 |
Pra Group Inc conv
|
0.6 |
$33M |
|
33M |
1.00 |
Teradyne Inc note 1.250%12/1
|
0.6 |
$32M |
|
15M |
2.20 |
Pra Group Inc convertible security
|
0.6 |
$30M |
|
28M |
1.05 |
American Rlty Cap Pptys Inc note 3.750%12/1
|
0.6 |
$29M |
|
29M |
1.02 |
Jazz Investments I Ltd. conv
|
0.6 |
$29M |
|
28M |
1.03 |
Becton Dickinson & Co pfd shs conv a
|
0.6 |
$29M |
|
442k |
65.55 |
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14
|
0.6 |
$29M |
|
29M |
0.99 |
Air Transport Services Grp I note 1.125%10/1
|
0.6 |
$29M |
|
30M |
0.97 |
Blackstone Mtg Tr Inc note 4.375% 5/0
|
0.5 |
$28M |
|
26M |
1.06 |
Pacira Pharmaceuticals Inc convertible security
|
0.5 |
$27M |
|
26M |
1.04 |
Fortive Corporation convertible preferred security
|
0.5 |
$26M |
|
27k |
974.54 |
On Semiconductor Corp note 1.625%10/1
|
0.5 |
$26M |
|
19M |
1.38 |
Huazhu Group Ltd convertible security
|
0.5 |
$25M |
|
22M |
1.12 |
Zillow Group Inc note 2.000%12/0
|
0.5 |
$24M |
|
21M |
1.12 |
Intl F & F convertible preferred security
|
0.5 |
$23M |
|
479k |
48.00 |
Redwood Tr Inc note 4.750% 8/1
|
0.4 |
$23M |
|
22M |
1.02 |
Viavi Solutions Inc convertible security
|
0.4 |
$23M |
|
18M |
1.29 |
Altair Engr Inc note 0.250% 6/0
|
0.4 |
$23M |
|
22M |
1.03 |
Rapid7 Inc convertible security
|
0.4 |
$23M |
|
15M |
1.49 |
Twitter Inc note 1.000% 9/1
|
0.4 |
$22M |
|
23M |
0.97 |
Cree Inc note 0.875% 9/0
|
0.4 |
$22M |
|
21M |
1.06 |
Allscripts Healthcare So conv
|
0.4 |
$21M |
|
21M |
0.99 |
Tcp Capital Corp convertible security
|
0.4 |
$21M |
|
20M |
1.03 |
Quotient Technology Inc convertible security
|
0.4 |
$20M |
|
20M |
0.98 |
Benefitfocus Inc convertible security
|
0.4 |
$20M |
|
23M |
0.87 |
Blackstone Mtg Tr Inc Note 4.750 3/1 bond
|
0.4 |
$19M |
|
18M |
1.07 |
Sm Energy Co note 1.500% 7/0
|
0.4 |
$19M |
|
20M |
0.95 |
Veeco Instrs Inc Del note 2.700% 1/1
|
0.4 |
$19M |
|
20M |
0.94 |
Crown Castle Intl Corp New 6.875% con pfd a
|
0.4 |
$19M |
|
14k |
1282.19 |
Nuance Communications Inc note 1.250% 4/0
|
0.4 |
$18M |
|
17M |
1.11 |
Zillow Group Inc convertible/
|
0.3 |
$17M |
|
18M |
0.96 |
Energizer Hldgs Inc New 7.5 mcnv pfd a
|
0.3 |
$18M |
|
168k |
104.88 |
Tpg Specialty Lending Inc note 4.500% 8/0
|
0.3 |
$17M |
|
16M |
1.06 |
Dexcom Inc convertible security
|
0.3 |
$17M |
|
12M |
1.48 |
Nutanix Inc convertible security
|
0.3 |
$16M |
|
16M |
0.99 |
Calamp Corp note 2.000% 8/0
|
0.3 |
$17M |
|
20M |
0.83 |
Tesla Inc note 2.000% 5/1
|
0.3 |
$16M |
|
11M |
1.51 |
New York Cmnty Cap Tr V unit 99/99/9999
(NYCB.PU)
|
0.3 |
$16M |
|
309k |
50.59 |
Flexion Therapeutics convertible security
|
0.3 |
$16M |
|
15M |
1.07 |
New Mtn Fin Corp note 5.750% 8/1
|
0.3 |
$15M |
|
15M |
1.05 |
Qts Rlty Tr
|
0.3 |
$15M |
|
115k |
128.42 |
Viavi Solutions Inc Note 1.750 6/0 bnd
|
0.3 |
$14M |
|
11M |
1.26 |
Goldman Sachs deb
|
0.3 |
$14M |
|
13M |
1.03 |
Osi Systems Inc convertible security
|
0.3 |
$14M |
|
13M |
1.10 |
Tesla Motors Inc bond
|
0.2 |
$13M |
|
10M |
1.27 |
Horizon Pharma Plc convertible security
|
0.2 |
$12M |
|
8.8M |
1.33 |
Retrophin Inc note 2.500% 9/1
|
0.2 |
$11M |
|
15M |
0.78 |
Cypress Semiconductor Co convertible security
|
0.2 |
$11M |
|
9.0M |
1.21 |
Sarepta Therapeutics note 1.500% 11/1
|
0.2 |
$11M |
|
5.4M |
1.95 |
Qiagen Nv debt 1.000%11/1
|
0.2 |
$11M |
|
11M |
1.02 |
Avantor Inc 6.25 pfd cnv sr
|
0.2 |
$11M |
|
171k |
63.10 |
Envestnet Inc note 1.750% 6/0
|
0.2 |
$11M |
|
9.0M |
1.20 |
Ctrip Com Intl Ltd Note 1.000% 7/0 bond
|
0.2 |
$9.9M |
|
10M |
0.99 |
Inphi Corp note 0.750% 9/0
|
0.2 |
$9.8M |
|
6.9M |
1.42 |
Zendesk Inc convertible security
|
0.2 |
$9.1M |
|
6.7M |
1.37 |
Weibo Corp note 1.250%11/1
|
0.2 |
$9.4M |
|
9.9M |
0.95 |
Teladoc note 1.375 5/1
|
0.2 |
$9.1M |
|
5.2M |
1.74 |
Alza Corp sdcv 7/2
|
0.2 |
$8.7M |
|
4.4M |
2.01 |
Tesla Inc convertible security
|
0.2 |
$8.9M |
|
6.3M |
1.42 |
Servicenow Inc note 6/0
|
0.2 |
$9.0M |
|
4.2M |
2.11 |
Etsy Inc convertible security
|
0.2 |
$8.8M |
|
6.3M |
1.41 |
Five9 Inc note 0.125% 5/0
|
0.2 |
$8.4M |
|
5.0M |
1.69 |
Six Flags Entertainment
(SIX)
|
0.1 |
$7.7M |
|
170k |
45.11 |
Western Digital
(WDC)
|
0.1 |
$7.3M |
|
115k |
63.47 |
Cleveland Cliffs Inc dbcv 1.500% 1/1
|
0.1 |
$7.0M |
|
5.9M |
1.20 |
Live Nation Entertainmen convertible security
|
0.1 |
$7.0M |
|
5.7M |
1.23 |
Docusign Inc convertible security
|
0.1 |
$7.2M |
|
5.8M |
1.25 |
Neurocrine Biosciences Inc Note 2.250 5/1
|
0.1 |
$6.9M |
|
4.5M |
1.53 |
Interdigital Inc 1.5% 3/1/20 convertible bond
|
0.1 |
$6.0M |
|
6.0M |
1.00 |
Delta Air Lines
(DAL)
|
0.1 |
$5.8M |
|
100k |
58.48 |
Helix Energy Solutions Group convertible security
|
0.1 |
$5.6M |
|
4.3M |
1.30 |
Sempra Energy Pfd Class B 6.75% cnv pfd b
|
0.1 |
$5.8M |
|
48k |
119.37 |
Centerpnt Enrg Ds Rep 1/20 Srs B Prf
|
0.1 |
$5.5M |
|
113k |
48.78 |
Colfax Corp unit 01/15/2022t
|
0.1 |
$5.7M |
|
36k |
157.28 |
Twilio Inc Note 0.250 6/0 bnd
|
0.1 |
$5.9M |
|
3.8M |
1.53 |
Transocean Inc Deb 0.500 1/3 bond
|
0.1 |
$5.4M |
|
5.4M |
1.00 |
Wayfair Inc convertible security
|
0.1 |
$5.1M |
|
4.7M |
1.09 |
Change Healthcare Inc unit 99/99/9999
|
0.1 |
$5.4M |
|
90k |
59.96 |
Mesa Labs Inc note 1.375% 8/1
|
0.1 |
$5.2M |
|
4.8M |
1.09 |
Carnival Corporation
(CCL)
|
0.1 |
$4.6M |
|
90k |
50.83 |
Hess
(HES)
|
0.1 |
$4.7M |
|
70k |
66.81 |
Lumentum Holdings Inc convertible security
|
0.1 |
$4.5M |
|
3.0M |
1.46 |
Evolent Health Inc convertible security
|
0.1 |
$4.5M |
|
6.5M |
0.69 |
United Parcel Service
(UPS)
|
0.1 |
$4.1M |
|
35k |
117.06 |
At&t
(T)
|
0.1 |
$3.9M |
|
100k |
39.08 |
Blackrock Capital Investment Note 5.000 6/1
|
0.1 |
$4.0M |
|
4.0M |
1.00 |
Colony Starwood Homes convertible security
|
0.1 |
$3.9M |
|
2.9M |
1.35 |
Lear Corporation
(LEA)
|
0.1 |
$3.4M |
|
25k |
137.20 |
Chevron Corporation
(CVX)
|
0.1 |
$3.6M |
|
30k |
120.50 |
Danaher Corp Del debt
|
0.1 |
$3.5M |
|
601k |
5.87 |
Assurant Inc convertible preferred security
|
0.1 |
$3.6M |
|
28k |
128.40 |
Scorpio Tankers Inc note 3.000% 5/1
|
0.1 |
$3.7M |
|
3.0M |
1.23 |
Citigroup
(C)
|
0.1 |
$3.2M |
|
40k |
79.90 |
Pretium Res Inc debt 2.250% 3/1
|
0.1 |
$3.3M |
|
3.2M |
1.04 |
Intercept Pharmaceuticals In Note 2.000 5/1 bnd
|
0.1 |
$3.3M |
|
2.5M |
1.33 |
Splunk Inc note 1.125% 9/1
|
0.1 |
$3.3M |
|
2.7M |
1.24 |
Rh convertible security
|
0.1 |
$2.9M |
|
2.3M |
1.27 |
Hasbro
(HAS)
|
0.1 |
$2.6M |
|
25k |
105.60 |
Advent Claymore Convertible Sec & Inc
(AVK)
|
0.1 |
$2.4M |
|
153k |
15.55 |
Eaton
(ETN)
|
0.1 |
$2.4M |
|
25k |
94.72 |
Kaman Corp convertible security
|
0.1 |
$2.8M |
|
2.3M |
1.20 |
Bristol Myers Squibb Co dbcv 9/1
|
0.0 |
$1.8M |
|
1.1M |
1.65 |
Whiting Pete Corp New Note 1.250% 4/0 bond
|
0.0 |
$2.0M |
|
2.1M |
0.98 |
Wayfair Inc convertible security
|
0.0 |
$2.0M |
|
1.9M |
1.04 |
Occidental Petroleum Corporation
(OXY)
|
0.0 |
$1.4M |
|
34k |
41.22 |
Continental Resources
|
0.0 |
$1.0M |
|
30k |
34.30 |
Comerica Incorporated
(CMA)
|
0.0 |
$1.1M |
|
15k |
71.73 |
United Rentals
(URI)
|
0.0 |
$834k |
|
5.0k |
166.80 |
Micron Technology
(MU)
|
0.0 |
$1.1M |
|
20k |
53.80 |
Cypress Semiconductor Corp note 4.500% 1/1
|
0.0 |
$870k |
|
500k |
1.74 |
Adobe Systems Incorporated
(ADBE)
|
0.0 |
$495k |
|
1.5k |
330.00 |
Akamai Technologies
(AKAM)
|
0.0 |
$276k |
|
3.2k |
86.25 |
Discovery Communications
|
0.0 |
$442k |
|
14k |
32.74 |
Constellation Brands
(STZ)
|
0.0 |
$285k |
|
1.5k |
190.00 |
Marvell Technology Group
|
0.0 |
$531k |
|
20k |
26.55 |
Chipotle Mexican Grill
(CMG)
|
0.0 |
$502k |
|
600.00 |
836.67 |
Ulta Salon, Cosmetics & Fragrance
(ULTA)
|
0.0 |
$633k |
|
2.5k |
253.20 |
Dana Holding Corporation
(DAN)
|
0.0 |
$546k |
|
30k |
18.20 |
SPDR Barclays Capital Convertible SecETF
(CWB)
|
0.0 |
$447k |
|
8.1k |
55.46 |
Wpx Energy
|
0.0 |
$687k |
|
50k |
13.74 |
Norwegian Cruise Line Hldgs
(NCLH)
|
0.0 |
$292k |
|
5.0k |
58.40 |
Intelsat Sa
|
0.0 |
$562k |
|
80k |
7.02 |
Fireeye
|
0.0 |
$531k |
|
32k |
16.53 |
Isis Pharmaceuticals Inc Del note 1.000%11/1
|
0.0 |
$305k |
|
265k |
1.15 |
Levi Strauss Co New cl a com stk
(LEVI)
|
0.0 |
$386k |
|
20k |
19.30 |
IAC/InterActive
|
0.0 |
$174k |
|
700.00 |
248.57 |
Target Corporation
(TGT)
|
0.0 |
$256k |
|
2.0k |
128.00 |
MarineMax
(HZO)
|
0.0 |
$239k |
|
14k |
16.67 |
Freeport-mcmoran Copper & Go option
|
0.0 |
$31k |
|
1.6k |
19.50 |
Spdr S&p 500 Etf Tr option
|
0.0 |
$14k |
|
455.00 |
30.77 |
Continental Resources Inc option
|
0.0 |
$2.0k |
|
300.00 |
6.67 |
Hasbro Inc option
|
0.0 |
$2.0k |
|
200.00 |
10.00 |
D Ishares Tr option
|
0.0 |
$62k |
|
847.00 |
73.20 |
Micron Technology Inc call
|
0.0 |
$163k |
|
400.00 |
407.50 |
Sm Energy Co cmn
|
0.0 |
$43k |
|
300.00 |
143.33 |
8x8 Inc Cmn Stock cmn
|
0.0 |
$8.0k |
|
300.00 |
26.67 |
Spdr S&p Oil & Gas Exp & Pr call
|
0.0 |
$46k |
|
500.00 |
92.00 |
Ishares Tr option
|
0.0 |
$33k |
|
1.1k |
30.00 |
Chegg
(CHGG)
|
0.0 |
$216k |
|
5.7k |
37.89 |
Commscope Hldg
|
0.0 |
$66k |
|
400.00 |
165.00 |
Twitter
|
0.0 |
$1.0k |
|
500.00 |
2.00 |
Intelsat S A
|
0.0 |
$14k |
|
800.00 |
17.50 |
Fnf
(FNF)
|
0.0 |
$181k |
|
4.0k |
45.25 |
Vaneck Vectors Etf Tr opt
|
0.0 |
$10k |
|
750.00 |
13.33 |
Fortive Corp call
|
0.0 |
$4.0k |
|
207.00 |
19.32 |
Sunpower Corp dbcv 4.000% 1/1
|
0.0 |
$1.0k |
|
1.0k |
1.00 |
Snap Inc call
|
0.0 |
$1.0k |
|
600.00 |
1.67 |
Ezcorp Inc note 2.875% 7/0
|
0.0 |
$217k |
|
228k |
0.95 |
Levi Strauss & Co New call
|
0.0 |
$20k |
|
300.00 |
66.67 |
Insulet Corp note 1.375%11/1
|
0.0 |
$139k |
|
73k |
1.90 |
Sciplay Corp cl a
|
0.0 |
$123k |
|
10k |
12.30 |
Viacomcbs
(PARAA)
|
0.0 |
$114k |
|
2.6k |
44.69 |
Ashland Global Holdings
|
0.0 |
$5.0k |
|
400.00 |
12.50 |