CIK: 0000938487 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 12, 2020
Total Value ($000): $1,141,852 (26.4% shares, 73.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 227,558 | $70,472 | 6.2% | $257.10 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 36,918,000 | $44,041 | 3.9% | $1.19 | — | NOTE 1.250% 5/0 | 844741BG2 |
| CTRA | CABOT OIL & GAS CORP | 5,600 | $32,018 | 2.8% | $14.77 | 0.0% | COM | 127097103 |
| — | TESLA INC | 8,803,000 | $30,886 | 2.7% | $1.41 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| AGG | ISHARES TR | 218,373 | $25,815 | 2.3% | $110.69 | — | CORE US AGGBD ET | 464287226 |
| — | AKAMAI TECHNOLOGIES INC | 18,192,000 | $22,656 | 2.0% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | COUPA SOFTWARE INC | 11,976,000 | $21,694 | 1.9% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ILLUMINA INC | 19,895,000 | $21,602 | 1.9% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | TESLA INC | 6,079,000 | $20,143 | 1.8% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | WELLPOINT INC | 5,112,000 | $18,702 | 1.6% | $2.52 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MICROCHIP TECHNOLOGY INC. | 12,494,000 | $18,429 | 1.6% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | PALO ALTO NETWORKS INC | 16,400,000 | $17,532 | 1.5% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | TESLA INC | 5,518,000 | $16,536 | 1.4% | $2.27 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ILLUMINA INC | 10,705,000 | $15,922 | 1.4% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | DANAHER CORPORATION | 12,739 | $15,883 | 1.4% | $1053.11 | — | 4.75 MND CV PFD | 235851300 |
| — | SQUARE INC | 10,461,000 | $15,546 | 1.4% | $1.19 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | DEXCOM INC | 6,195,000 | $15,364 | 1.3% | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | STANLEY BLACK & DECKER INC | 170,271 | $15,237 | 1.3% | $97.24 | — | UNIT 11/15/2022 | 854502846 |
| — | WORKDAY INC | 10,538,000 | $14,480 | 1.3% | $1.24 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | CHEGG INC | 10,061,000 | $14,213 | 1.2% | $1.41 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | SERVICENOW INC | 4,742,000 | $14,210 | 1.2% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| — | CROWN CASTLE INTL CORP NEW | 9,406 | $13,969 | 1.2% | $1067.80 | — | 6.875% CON PFD A | 22822V309 |
| — | ADVANCED MICRO DEVICES INC | 2,032,000 | $13,342 | 1.2% | $4.55 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | BIOMARIN PHARMACEUTICAL INC | 10,695,000 | $13,070 | 1.1% | $1.11 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | DISH NETWORK CORPORATION | 14,099,000 | $12,954 | 1.1% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | SPLUNK INC | 8,700,000 | $12,516 | 1.1% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | NOVELLUS SYS INC | 1,217,000 | $12,361 | 1.1% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | MICROCHIP TECHNOLOGY INC. | 5,538,000 | $12,351 | 1.1% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SAREPTA THERAPEUTICS INC | 5,167,000 | $11,858 | 1.0% | $2.01 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | EXACT SCIENCES CORP | 11,276,000 | $11,679 | 1.0% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ZILLOW GROUP INC | 9,735,000 | $11,381 | 1.0% | $1.17 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | TERADYNE INC | 4,121,000 | $11,058 | 1.0% | $1.92 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | RH | 7,847,000 | $10,979 | 1.0% | $1.14 | — | NOTE 6/1 | 74967XAA1 |
| — | MICRON TECHNOLOGY INC | 2,059,000 | $10,638 | 0.9% | $4.76 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | DOCUSIGN INC | 4,296,000 | $10,444 | 0.9% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | NEUROCRINE BIOSCIENCES INC | 6,226,000 | $10,354 | 0.9% | $1.52 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ZYNGA INC | 7,950,000 | $10,152 | 0.9% | $1.28 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | ON SEMICONDUCTOR CORP | 8,320,000 | $10,095 | 0.9% | $1.19 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | WAYFAIR INC | 5,578,000 | $9,944 | 0.9% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | PRICELINE GRP INC | 9,322,000 | $9,904 | 0.9% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | SYNAPTICS INC | 8,931,000 | $9,516 | 0.8% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| CWB | SPDR SER TR | 156,113 | $9,447 | 0.8% | $48.02 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | NUANCE COMMUNICATIONS INC | 6,643,000 | $9,263 | 0.8% | $1.10 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | Q2 HLDGS INC | 7,701,000 | $8,696 | 0.8% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | FTI CONSULTING INC | 6,545,000 | $8,318 | 0.7% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | ARES CAPITAL CORP | 8,033,000 | $7,904 | 0.7% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | II-VI INC | 6,487,000 | $7,688 | 0.7% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | VIAVI SOLUTIONS INC | 6,667,000 | $7,663 | 0.7% | $1.08 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | EURONET WORLDWIDE INC | 7,625,000 | $7,328 | 0.6% | $0.90 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | ARES CAPITAL CORP | 7,505,000 | $7,307 | 0.6% | $0.94 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | MERITOR INC | 7,284,000 | $7,259 | 0.6% | $0.94 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | TELADOC HEALTH INC | 1,993,000 | $7,097 | 0.6% | $1.49 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| — | REPLIGEN CORP | 5,483,000 | $6,873 | 0.6% | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | LIVE NATION ENTERTAINMENT IN | 6,682,000 | $6,777 | 0.6% | $1.13 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | LIBERTY MEDIA CORP DEL | 6,432,000 | $6,749 | 0.6% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | DOMINION ENERGY INC | 66,093 | $6,703 | 0.6% | $105.21 | — | UNIT 99/99/9999 | 25746U133 |
| — | INSMED INC | 6,851,000 | $6,658 | 0.6% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | CONMED CORP | 6,324,000 | $6,617 | 0.6% | $0.94 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | PENN NATL GAMING INC | 4,413,000 | $6,607 | 0.6% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | LIBERTY MEDIA CORP DEL | 6,074,000 | $6,585 | 0.6% | $1.20 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | RINGCENTRAL INC | 1,835,000 | $6,401 | 0.6% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | SSR MNG INC | 4,426,000 | $6,193 | 0.5% | $1.40 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | TWILIO INC | 1,996,000 | $6,192 | 0.5% | $2.09 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | YY INC | 5,586,000 | $6,135 | 0.5% | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | ENVESTNET INC | 4,806,000 | $5,910 | 0.5% | $1.19 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | COLONY STARWOOD HOMES | 4,504,000 | $5,791 | 0.5% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | KBR INC | 5,008,000 | $5,625 | 0.5% | $1.04 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | INSULET CORP | 2,482,000 | $5,253 | 0.5% | $1.42 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | REALPAGE INC | 4,817,000 | $5,196 | 0.5% | $1.08 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | HORIZON PHARMA INVT LTD | 2,450,000 | $4,716 | 0.4% | $0.97 | — | NOTE 2.500% 3/1 | 44052TAB7 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 90,658 | $4,684 | 0.4% | $51.68 | — | FST LOW OPPT EFT | 33739Q200 |
| IWM | ISHARES TR | 30,468 | $4,361 | 0.4% | $143.13 | — | RUSSELL 2000 ETF | 464287655 |
| — | WELLS FARGO CO NEW | 3,326 | $4,315 | 0.4% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| — | NEXTERA ENERGY INC | 99,040 | $4,202 | 0.4% | $44.10 | — | UNIT 99/99/9999 | 65339F770 |
| — | ESSENTIAL UTILS INC | 73,880 | $4,177 | 0.4% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| — | HERCULES CAPITAL INC | 4,222,000 | $4,113 | 0.4% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 89,545 | $3,966 | 0.3% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | CLEVELAND CLIFFS INC | 4,232,000 | $3,855 | 0.3% | $1.01 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | COLFAX CORP | 30,633 | $3,740 | 0.3% | $144.44 | — | UNIT 01/15/2022T | 194014205 |
| — | MFA FINL INC | 4,140,000 | $3,622 | 0.3% | $0.95 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | CHIMERA INVT CORP | 2,345,000 | $3,417 | 0.3% | $1.46 | — | NOTE 7.000% 4/0 | 16934QAA7 |
| MSFT | MICROSOFT CORP | 16,654 | $3,389 | 0.3% | $38.41 | +350.5% | COM | 594918104 |
| — | BK OF AMERICA CORP | 2,454 | $3,294 | 0.3% | $1190.54 | — | 7.25%CNV PFD L | 060505682 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 235,173 | $3,221 | 0.3% | $13.70 | — | MULTI ASSET DI | 33738R100 |
| IWD | ISHARES TR | 28,554 | $3,217 | 0.3% | $115.28 | — | RUS 1000 VAL ETF | 464287598 |
| REM | ISHARES TR | 125,755 | $3,126 | 0.3% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| AAPL | APPLE INC | 8,492 | $3,098 | 0.3% | $19.25 | +290.2% | COM | 037833100 |
| — | NEXTERA ENERGY INC | 63,740 | $3,092 | 0.3% | $49.96 | — | UNIT 09/01/2022S | 65339F796 |
| FTCS | FIRST TR NASDAQ-100 TECH IND | 159,147 | $2,932 | 0.3% | $29.75 | — | CAP STRENGTH ETF | 33733E104 |
| — | SUNPOWER CORP | 3,600,000 | $2,888 | 0.3% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | PROSPECT CAP CORP | 2,940,000 | $2,881 | 0.3% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | LIGAND PHARMACEUTICALS INC | 3,250,000 | $2,850 | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| IYW | ISHARES TR | 10,502 | $2,832 | 0.2% | $148.83 | — | U.S. TECH ETF | 464287721 |
| — | APOLLO COML REAL EST FIN INC | 3,470,000 | $2,815 | 0.2% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| GLD | SPDR GOLD TR | 16,607 | $2,782 | 0.2% | $167.52 | — | GOLD SHS | 78463V107 |
| — | REDWOOD TR INC | 3,088,000 | $2,760 | 0.2% | $0.89 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | NEW YORK CMNTY CAP TR V | 63,000 | $2,748 | 0.2% | $49.56 | — | UNIT 11/01/2051 | 64944P307 |
| ACWX | ISHARES TR | 63,178 | $2,732 | 0.2% | $43.24 | — | MSCI ACWI EX US | 464288240 |
| — | OSI SYSTEMS INC | 2,690,000 | $2,573 | 0.2% | $1.03 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | NRG ENERGY INC | 2,445,000 | $2,469 | 0.2% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | HOPE BANCORP INC | 2,953,000 | $2,426 | 0.2% | $0.91 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | NEW RELIC INC | 2,500,000 | $2,415 | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| AMZN | AMAZON COM INC | 875 | $2,414 | 0.2% | $19.98 | +504.6% | COM | 023135106 |
| — | QTS RLTY TR INC | 16,855 | $2,403 | 0.2% | $116.16 | — | 6.50% CON PFD B | 74736A301 |
| — | CHANGE HEALTHCARE INC | 52,575 | $2,272 | 0.2% | $54.00 | — | UNIT 99/99/9999 | 15912K209 |
| — | WEIBO CORP | 2,421,000 | $2,252 | 0.2% | $0.92 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | WESTERN DIGITAL CORP. | 2,345,000 | $2,204 | 0.2% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | NEW MTN FIN CORP | 2,332,000 | $2,186 | 0.2% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | PERFICIENT INC | 1,884,000 | $2,164 | 0.2% | $1.20 | — | NOTE 2.375% 9/1 | 71375UAB7 |
| — | KKR REAL ESTATE FIN TR INC | 2,252,000 | $2,160 | 0.2% | $1.04 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | SPLUNK INC | 1,466,000 | $2,155 | 0.2% | $1.09 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | MOMO INC | 2,791,000 | $2,150 | 0.2% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | NEW YORK MTG TR INC | 2,373,000 | $2,124 | 0.2% | $1.02 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | JAZZ INVESTMENTS I LTD | 2,296,000 | $2,098 | 0.2% | $0.91 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SEACOR HOLDINGS INC | 2,850,000 | $2,052 | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | TWO HBRS INVT CORP | 2,086,000 | $2,043 | 0.2% | $0.82 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | AMERICAN ELEC PWR CO INC | 41,175 | $1,994 | 0.2% | $50.97 | — | UNIT 03/15/2022 | 025537127 |
| — | THERAVANCE INC | 2,000,000 | $1,975 | 0.2% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | NUANCE COMMUNICATIONS INC | 1,634,000 | $1,928 | 0.2% | $0.97 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CHENIERE ENERGY INC | 3,000,000 | $1,897 | 0.2% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | VISHAY INTERTECHNOLOGY INC | 2,002,000 | $1,867 | 0.2% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | RADIUS HEALTH INC | 2,500,000 | $1,829 | 0.2% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | BLACKSTONE MTG TR INC | 2,000,000 | $1,819 | 0.2% | $0.91 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | PRA GROUP INC | 1,750,000 | $1,792 | 0.2% | $1.01 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | INPHI CORP | 834,000 | $1,744 | 0.2% | $1.06 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| GOOGL | ALPHABET INC | 1,181 | $1,676 | 0.1% | $37.45 | +78.7% | CAP STK CL A | 02079K305 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,220,000 | $1,603 | 0.1% | $1.12 | — | NOTE 1.500%10/1 | 09061GAF8 |
| — | BOINGO WIRELESS INC | 1,775,000 | $1,575 | 0.1% | $0.88 | — | NOTE 1.000%10/0 | 09739CAB8 |
| — | ZENDESK INC | 1,034,000 | $1,538 | 0.1% | $1.41 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | AIR TRANSPORT SERVICES GRP I | 1,607,000 | $1,512 | 0.1% | $0.96 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CREE INC | 1,231,000 | $1,445 | 0.1% | $1.10 | — | NOTE 0.875% 9/0 | 225447AB7 |
| XLU | SELECT SECTOR SPDR TR | 24,373 | $1,376 | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | ENCORE CAP EUROPE FIN LTD | 1,419,000 | $1,368 | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | APOLLO COML REAL EST FIN INC | 1,564,000 | $1,359 | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | NICE SYS INC | 583,000 | $1,332 | 0.1% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | ISTAR INC | 1,250,000 | $1,331 | 0.1% | $0.93 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | KNOWLES CORP | 1,250,000 | $1,327 | 0.1% | $1.12 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | SILICON LABORATORIES INC | 1,092,000 | $1,310 | 0.1% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | ENCORE CAP GROUP INC | 1,349,000 | $1,297 | 0.1% | $0.83 | — | NOTE 2.875% 3/1 | 292554AH5 |
| META | FACEBOOK INC | 5,631 | $1,279 | 0.1% | $75.34 | +175.2% | CL A | 30303M102 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,280,000 | $1,277 | 0.1% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | WESTERN ASSET MTG CAP CORP | 1,797,000 | $1,276 | 0.1% | $0.95 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | RETROPHIN INC | 1,489,000 | $1,229 | 0.1% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1,228 | 0.1% | $74.42 | +51.4% | COM | 494368103 |
| — | VONAGE HLDGS CORP | 1,250,000 | $1,162 | 0.1% | $0.93 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | THERAVANCE BIOPHARMA INC | 1,200,000 | $1,156 | 0.1% | $1.17 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | KAMAN CORP | 1,200,000 | $1,138 | 0.1% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| IYR | ISHARES TR | 14,047 | $1,108 | 0.1% | $71.40 | — | U.S. REAL ES ETF | 464287739 |
| — | SHIP FIN INTL LTD | 1,250,000 | $1,098 | 0.1% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | GRANITE PT MTG TR INC | 1,500,000 | $1,066 | 0.1% | $1.00 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | SOUTHERN CO | 24,165 | $1,065 | 0.1% | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| — | SEMPRA ENERGY | 10,860 | $1,062 | 0.1% | $101.08 | — | 6% PFD CONV A | 816851406 |
| JPM | JPMORGAN CHASE & CO | 10,988 | $1,034 | 0.1% | $37.03 | +120.8% | COM | 46625H100 |
| — | GOSSAMER BIO INC | 1,000,000 | $1,005 | 0.1% | $1.00 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | TWITTER INC | 1,063,000 | $999 | 0.1% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| UNH | UNITEDHEALTH GROUP INC | 3,387 | $999 | 0.1% | $64.23 | +306.5% | COM | 91324P102 |
| — | PORTFOLIO RECOVERY ASSOCS IN | 1,000,000 | $994 | 0.1% | $1.01 | — | NOTE 3.000% 8/0 | 73640QAB1 |
| — | TELADOC HEALTH INC | 226,000 | $979 | 0.1% | $2.07 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | LUMENTUM HLDGS INC | 644,000 | $936 | 0.1% | $1.29 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| HD | HOME DEPOT INC | 3,693 | $927 | 0.1% | $65.33 | +205.7% | COM | 437076102 |
| — | WAYFAIR INC | 463,000 | $881 | 0.1% | $1.48 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | INSEEGO CORP | 841,000 | $878 | 0.1% | $1.04 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| JNJ | JOHNSON & JOHNSON | 6,153 | $865 | 0.1% | $69.14 | +79.7% | COM | 478160104 |
| — | INFINERA CORP | 1,000,000 | $857 | 0.1% | $0.86 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| PG | PROCTER AND GAMBLE CO | 6,968 | $835 | 0.1% | $58.66 | +73.1% | COM | 742718109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $827 | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | CSG SYS INTL INC | 813,000 | $823 | 0.1% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| MA | MASTERCARD INCORPORATED | 2,739 | $810 | 0.1% | $74.60 | +266.4% | CL A | 57636Q104 |
| — | REDFIN CORP | 521,000 | $766 | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | LIBERTY MEDIA CORP | 1,000,000 | $737 | 0.1% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| V | VISA INC | 3,799 | $733 | 0.1% | $79.55 | +120.7% | COM CL A | 92826C839 |
| — | NUVASIVE INC | 656,000 | $716 | 0.1% | $1.24 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ISIS PHARMACEUTICALS INC DEL | 606,000 | $667 | 0.1% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,732 | $665 | 0.1% | $127.86 | +42.8% | CL B NEW | 084670702 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $655 | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| VZ | VERIZON COMMUNICATIONS INC | 11,533 | $634 | 0.1% | $28.61 | +42.5% | COM | 92343V104 |
| PFE | PFIZER INC | 19,235 | $627 | 0.1% | $17.09 | +52.1% | COM | 717081103 |
| PYPL | PAYPAL HLDGS INC | 3,577 | $622 | 0.1% | $94.45 | +46.0% | COM | 70450Y103 |
| NVDA | NVIDIA CORPORATION | 1,577 | $600 | 0.1% | $4.87 | +65.5% | COM | 67066G104 |
| — | EXACT SCIENCES CORP | 435,000 | $593 | 0.1% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | FORTIVE CORP | 608,000 | $593 | 0.1% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| BAC | BK OF AMERICA CORP | 24,175 | $574 | 0.1% | $11.46 | +79.4% | COM | 060505104 |
| — | DTE ENERGY CO | 13,550 | $573 | 0.1% | $51.25 | — | UNIT 11/01/2022S | 233331842 |
| INTC | INTEL CORP | 9,483 | $566 | 0.0% | $22.17 | +139.9% | COM | 458140100 |
| FLOT | ISHARES TR | 10,684 | $542 | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| CSCO | CISCO SYS INC | 11,577 | $542 | 0.0% | $16.25 | +127.7% | COM | 17275R102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,482 | $536 | 0.0% | $124.96 | +164.3% | COM | 883556102 |
| MRK | MERCK & CO. INC | 6,588 | $511 | 0.0% | $40.85 | +53.9% | COM | 58933Y105 |
| — | STARWOOD PPTY TR INC | 522,000 | $500 | 0.0% | $1.04 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| AMGN | AMGEN INC | 2,071 | $487 | 0.0% | $88.03 | +117.7% | COM | 031162100 |
| DIS | DISNEY WALT CO | 4,324 | $484 | 0.0% | $80.72 | +33.6% | COM DISNEY | 254687106 |
| UNP | UNION PAC CORP | 2,825 | $480 | 0.0% | $73.21 | +93.2% | COM | 907818108 |
| ABT | ABBOTT LABS | 5,247 | $480 | 0.0% | $29.00 | +182.6% | COM | 002824100 |
| PEP | PEPSICO INC | 3,489 | $460 | 0.0% | $56.46 | +96.2% | COM | 713448108 |
| SHY | ISHARES TR | 5,257 | $456 | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| KO | COCA COLA CO | 10,189 | $456 | 0.0% | $28.21 | +37.3% | COM | 191216100 |
| T | AT&T INC | 15,018 | $454 | 0.0% | $11.76 | +31.8% | COM | 00206R102 |
| L | LOEWS CORP | 13,232 | $454 | 0.0% | $42.08 | -21.7% | COM | 540424108 |
| CRM | SALESFORCE COM INC | 2,332 | $436 | 0.0% | $153.14 | +8.7% | COM | 79466L302 |
| CMCSA | COMCAST CORP NEW | 11,082 | $432 | 0.0% | $27.74 | +18.1% | CL A | 20030N101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,460 | $409 | 0.0% | $46.08 | +84.8% | COM | 45866F104 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 6,601 | $406 | 0.0% | $54.61 | 0.0% | COM | 75513E101 |
| MCD | MCDONALDS CORP | 2,211 | $405 | 0.0% | $88.23 | +82.5% | COM | 580135101 |
| COST | COSTCO WHSL CORP NEW | 1,332 | $405 | 0.0% | $119.70 | +133.2% | COM | 22160K105 |
| ADBE | ADOBE INC | 917 | $400 | 0.0% | $217.25 | +70.6% | COM | 00724F101 |
| DHR | DANAHER CORPORATION | 2,228 | $395 | 0.0% | $85.98 | +62.9% | COM | 235851102 |
| — | RAMBUS INC DEL | 375,000 | $392 | 0.0% | $0.96 | — | NOTE 1.375% 2/0 | 750917AG1 |
| C | CITIGROUP INC | 7,431 | $379 | 0.0% | $38.04 | +1.7% | COM NEW | 172967424 |
| — | ZILLOW GROUP INC | 347,000 | $362 | 0.0% | $0.83 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| ABBV | ABBVIE INC | 3,659 | $360 | 0.0% | $32.31 | +118.2% | COM | 00287Y109 |
| FCVT | FIRST TR EXCHANGE-TRADED FD | 9,930 | $352 | 0.0% | $30.38 | — | SSI STRG ETF | 33739Q507 |
| NOW | SERVICENOW INC | 801 | $325 | 0.0% | $43.97 | +60.6% | COM | 81762P102 |
| APD | AIR PRODS & CHEMS INC | 1,301 | $314 | 0.0% | $194.15 | +2.3% | COM | 009158106 |
| AVGO | BROADCOM INC | 965 | $305 | 0.0% | $19.73 | +24.3% | COM | 11135F101 |
| MDT | MEDTRONIC PLC | 3,312 | $304 | 0.0% | $59.40 | +37.7% | SHS | G5960L103 |
| ORCL | ORACLE CORP | 5,518 | $303 | 0.0% | $30.91 | +58.5% | COM | 68389X105 |
| TJX | TJX COS INC NEW | 5,878 | $298 | 0.0% | $37.29 | +25.1% | COM | 872540109 |
| WMT | WALMART INC | 2,471 | $296 | 0.0% | $20.94 | +81.8% | COM | 931142103 |
| — | HERBALIFE LTD | 289,000 | $287 | 0.0% | $1.05 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | GUESS INC | 431,000 | $287 | 0.0% | $0.67 | — | NOTE 2.000% 4/1 | 401617AD7 |
| WFC | WELLS FARGO CO NEW | 10,829 | $278 | 0.0% | $23.98 | 0.0% | COM | 949746101 |
| NKE | NIKE INC | 2,768 | $271 | 0.0% | $78.77 | +8.5% | CL B | 654106103 |
| HON | HONEYWELL INTL INC | 1,847 | $269 | 0.0% | $73.48 | +60.4% | COM | 438516106 |
| — | SPLUNK INC | 1,334 | $267 | 0.0% | $200.15 | — | COM | 848637104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,149 | $265 | 0.0% | $99.39 | 0.0% | COM | 09061G101 |
| — | ASSURANT INC | 2,540 | $263 | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,441 | $261 | 0.0% | $45.19 | +6.1% | COM | 110122108 |
| ACN | ACCENTURE PLC IRELAND | 1,190 | $256 | 0.0% | $142.15 | +22.8% | SHS CLASS A | G1151C101 |
| XLE | SELECT SECTOR SPDR TR | 6,710 | $254 | 0.0% | $37.85 | — | ENERGY | 81369Y506 |
| LMT | LOCKHEED MARTIN CORP | 674 | $248 | 0.0% | $243.60 | +32.9% | COM | 539830109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 1,984 | $241 | 0.0% | $102.47 | -10.8% | COM | 459200101 |
| GILD | GILEAD SCIENCES INC | 3,130 | $240 | 0.0% | $49.18 | +25.0% | COM | 375558103 |
| — | AEROJET ROCKETDYNE HLDGS INC | 148,000 | $237 | 0.0% | $1.38 | — | NOTE 2.250%12/1 | 007800AB1 |
| SRPT | SAREPTA THERAPEUTICS INC | 1,479 | $237 | 0.0% | $136.08 | 0.0% | COM | 803607100 |
| RVTY | PERKINELMER INC | 2,225 | $220 | 0.0% | $90.26 | 0.0% | COM | 714046109 |
| AMAT | APPLIED MATLS INC | 3,465 | $209 | 0.0% | $51.23 | 0.0% | COM | 038222105 |
| LUV | SOUTHWEST AIRLS CO | 6,058 | $209 | 0.0% | $29.57 | 0.0% | COM | 844741108 |
| MMM | 3M CO | 1,288 | $201 | 0.0% | $102.42 | 0.0% | COM | 88579Y101 |
| ETN | EATON CORP PLC | 2,265 | $200 | 0.0% | $74.77 | 0.0% | SHS | G29183103 |
| — | ALZA CORP | 101,000 | $195 | 0.0% | $1.47 | — | SDCV 7/2 | 02261WAB5 |
| — | FIREEYE INC | 200,000 | $189 | 0.0% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| BLMN | BLOOMIN BRANDS INC | 15,065 | $161 | 0.0% | $8.73 | 0.0% | COM | 094235108 |
| ARCC | ARES CAPITAL CORP | 11,199 | $161 | 0.0% | $6.69 | +18.1% | COM | 04010L103 |
| — | SEACOR HOLDINGS INC | 150,000 | $148 | 0.0% | $0.86 | — | NOTE 3.000%11/1 | 81170YAB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 88,000 | $75 | 0.0% | $1.00 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | GUIDEWIRE SOFTWARE INC | 25,000 | $29 | 0.0% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |