Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2020 (← Previous) (Next →)
Filing Date: Nov 16, 2020
Total Value: $1.16B (22.0% shares, 78.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 227,955 | $76.61M | 6.6% | $257.10 | — | CORE S&P500 ETF | 464287200 |
| — | TESLA INC | 8,624,000 | $59.61M | 5.1% | $1.41 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | SOUTHWEST AIRLS CO | 37,659,000 | $49.15M | 4.2% | $1.20 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | TESLA INC | 4,967,000 | $32.48M | 2.8% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | TESLA INC | 4,285,000 | $25.5M | 2.2% | $2.27 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| AGG | ISHARES TR | 214,006 | $25.26M | 2.2% | $110.69 | — | CORE US AGGBD ET | 464287226 |
| — | SQUARE INC | 10,645,000 | $23.05M | 2.0% | $1.21 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | AKAMAI TECHNOLOGIES INC | 17,867,000 | $22.98M | 2.0% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ILLUMINA INC | 20,190,000 | $21.36M | 1.8% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | STANLEY BLACK & DECKER INC | 191,647 | $19.34M | 1.7% | $97.65 | — | UNIT 11/15/2022 | 854502846 |
| — | PALO ALTO NETWORKS INC | 16,828,000 | $18.97M | 1.6% | $1.05 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | MICROCHIP TECHNOLOGY INC. | 12,228,000 | $18.84M | 1.6% | $1.16 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 12,219,000 | $18.77M | 1.6% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | DANAHER CORPORATION | 12,398 | $18.3M | 1.6% | $1053.11 | — | 4.75 MND CV PFD | 235851300 |
| — | ZILLOW GROUP INC | 10,193,000 | $17.61M | 1.5% | $1.19 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | RH | 7,977,000 | $16.19M | 1.4% | $1.16 | — | NOTE 6/1 | 74967XAA1 |
| — | DEXCOM INC | 5,910,000 | $14.93M | 1.3% | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | OKTA INC | 11,275,000 | $14.91M | 1.3% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ILLUMINA INC | 11,530,000 | $14.79M | 1.3% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SERVICENOW INC | 4,002,000 | $14.47M | 1.2% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| — | SNAP INC | 9,712,000 | $13.45M | 1.2% | $1.38 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | CHEGG INC | 8,816,000 | $13.41M | 1.2% | $1.41 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | SAREPTA THERAPEUTICS INC | 6,418,000 | $13.31M | 1.1% | $2.02 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | DOCUSIGN INC | 4,315,000 | $13.02M | 1.1% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | EXACT SCIENCES CORP | 10,891,000 | $12.75M | 1.1% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ON SEMICONDUCTOR CORP | 8,899,000 | $11.75M | 1.0% | $1.20 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ADVANCED MICRO DEVICES INC | 1,148,000 | $11.74M | 1.0% | $4.55 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | PENN NATL GAMING INC | 3,630,000 | $11.65M | 1.0% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | TWILIO INC | 3,322,000 | $11.55M | 1.0% | $2.64 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | NUANCE COMMUNICATIONS INC | 6,302,000 | $11.16M | 1.0% | $1.10 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | SYNAPTICS INC | 8,887,000 | $10.99M | 0.9% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | WELLPOINT INC | 2,928,000 | $10.97M | 0.9% | $2.52 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | TERADYNE INC | 4,211,000 | $10.74M | 0.9% | $1.94 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | SPLUNK INC | 7,240,000 | $10.06M | 0.9% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | PRICELINE GRP INC | 9,314,000 | $9.91M | 0.9% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | NOVELLUS SYS INC | 890,000 | $9.265M | 0.8% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | Q2 HLDGS INC | 7,355,000 | $9.002M | 0.8% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | WAYFAIR INC | 3,493,000 | $8.975M | 0.8% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | MERITOR INC | 8,317,000 | $8.628M | 0.7% | $0.95 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | MERCADOLIBRE INC | 3,405,000 | $8.578M | 0.7% | $2.52 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | ZYNGA INC | 6,417,000 | $8.122M | 0.7% | $1.28 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | NEUROCRINE BIOSCIENCES INC | 5,888,000 | $8.1M | 0.7% | $1.52 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | COUPA SOFTWARE INC | 4,406,000 | $8.027M | 0.7% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | REPLIGEN CORP | 5,634,000 | $8.009M | 0.7% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ARES CAPITAL CORP | 7,719,000 | $7.797M | 0.7% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | ARES CAPITAL CORP | 7,505,000 | $7.781M | 0.7% | $0.94 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | INSMED INC | 6,753,000 | $7.326M | 0.6% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | LIBERTY MEDIA CORP DEL | 6,067,000 | $7.191M | 0.6% | $1.20 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | LIVE NATION ENTERTAINMENT IN | 6,447,000 | $7.18M | 0.6% | $1.13 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BLACKLINE INC | 5,170,000 | $7.125M | 0.6% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 6,747,000 | $7.079M | 0.6% | $1.11 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | II-VI INC | 6,269,000 | $7.061M | 0.6% | $1.12 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | EURONET WORLDWIDE INC | 7,312,000 | $6.997M | 0.6% | $0.90 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | MICROCHIP TECHNOLOGY INC. | 2,897,000 | $6.456M | 0.6% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | LIBERTY MEDIA CORP DEL | 5,807,000 | $6.32M | 0.5% | $1.06 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | COLFAX CORP | 46,988 | $6.303M | 0.5% | $140.85 | — | UNIT 01/15/2022T | 194014205 |
| — | CONMED CORP | 5,466,000 | $6.12M | 0.5% | $0.94 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | KBR INC | 5,267,000 | $5.94M | 0.5% | $1.04 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | YY INC | 5,403,000 | $5.805M | 0.5% | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 101,636 | $5.251M | 0.5% | $51.68 | — | FST LOW OPPT EFT | 33739Q200 |
| — | PINDUODUO INC | 2,903,000 | $5.241M | 0.5% | $1.81 | — | NOTE 10/0 | 722304AB8 |
| — | AIR TRANSPORT SERVICES GRP I | 4,716,000 | $4.972M | 0.4% | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CLEVELAND-CLIFFS INC NEW | 4,562,000 | $4.711M | 0.4% | $1.01 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | DISH NETWORK CORPORATION | 5,043,000 | $4.63M | 0.4% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 3,704,000 | $4.456M | 0.4% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| FPE | FIRST TR EXCH TRADED FD III | 225,705 | $4.326M | 0.4% | $19.17 | — | PFD SECS INC ETF | 33739E108 |
| — | HANNON ARMSTRONG SUST INFR C | 4,099,000 | $4.25M | 0.4% | $1.04 | — | NOTE 8/1 | 41068XAD2 |
| — | SPIRIT AIRLS INC | 2,898,000 | $4.21M | 0.4% | $1.45 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | INVITAE CORP | 2,516,000 | $4.152M | 0.4% | $1.65 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | RINGCENTRAL INC | 1,236,000 | $4.151M | 0.4% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | HERCULES CAPITAL INC | 4,088,000 | $4.103M | 0.4% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | HELIX ENERGY SOLUTIONS GRP I | 4,988,000 | $4.02M | 0.3% | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | WAYFAIR INC | 1,875,000 | $3.886M | 0.3% | $2.07 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| AAPL | APPLE INC | 33,100 | $3.834M | 0.3% | $83.72 | +26.6% | COM | 037833100 |
| — | WELLS FARGO CO NEW | 2,848 | $3.823M | 0.3% | $1228.12 | — | PERP PFD CNV A | 949746804 |
| IYW | ISHARES TR | 12,627 | $3.801M | 0.3% | $174.44 | — | U.S. TECH ETF | 464287721 |
| — | BK OF AMERICA CORP | 2,506 | $3.729M | 0.3% | $1196.72 | — | 7.25%CNV PFD L | 060505682 |
| — | NEXTERA ENERGY INC | 68,475 | $3.709M | 0.3% | $50.25 | — | UNIT 09/01/2022S | 65339F796 |
| — | INSULET CORP | 1,415,000 | $3.622M | 0.3% | $1.42 | — | NOTE 1.375%11/1 | 45784PAH4 |
| MSFT | MICROSOFT CORP | 16,277 | $3.425M | 0.3% | $38.41 | +422.6% | COM | 594918104 |
| — | NEXTERA ENERGY INC | 73,300 | $3.423M | 0.3% | $44.10 | — | UNIT 99/99/9999 | 65339F770 |
| CWB | SPDR SER TR | 49,199 | $3.39M | 0.3% | $48.02 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | MFA FINL INC | 3,586,000 | $3.347M | 0.3% | $0.95 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| IWD | ISHARES TR | 27,889 | $3.295M | 0.3% | $115.28 | — | RUS 1000 VAL ETF | 464287598 |
| REM | ISHARES TR | 122,405 | $3.155M | 0.3% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| — | PROSPECT CAP CORP | 2,890,000 | $2.948M | 0.3% | $0.98 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | SUNPOWER CORP | 3,100,000 | $2.941M | 0.3% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | APOLLO COML REAL EST FIN INC | 3,150,000 | $2.868M | 0.2% | $0.96 | — | NOTE 5.375%10/1 | 03762UAC9 |
| IWM | ISHARES TR | 19,151 | $2.868M | 0.2% | $143.13 | — | RUSSELL 2000 ETF | 464287655 |
| GLD | SPDR GOLD TR | 16,132 | $2.856M | 0.2% | $167.52 | — | GOLD SHS | 78463V107 |
| ASHR | DBX ETF TR | 82,402 | $2.838M | 0.2% | $34.44 | — | XTRACK HRVST CSI | 233051879 |
| FDN | FIRST TR EXCHANGE-TRADED FD | 15,030 | $2.828M | 0.2% | $188.16 | — | DJ INTERNT IDX | 33733E302 |
| ACWX | ISHARES TR | 61,388 | $2.82M | 0.2% | $43.24 | — | MSCI ACWI EX US | 464288240 |
| — | SPLUNK INC | 1,865,000 | $2.692M | 0.2% | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| AMZN | AMAZON COM INC | 853 | $2.687M | 0.2% | $19.98 | +689.2% | COM | 023135106 |
| — | NUANCE COMMUNICATIONS INC | 1,791,000 | $2.602M | 0.2% | $1.01 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ENVESTNET INC | 2,019,000 | $2.586M | 0.2% | $1.19 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | NEW YORK CMNTY CAP TR V | 55,110 | $2.369M | 0.2% | $49.56 | — | UNIT 11/01/2051 | 64944P307 |
| — | JAZZ INVESTMENTS I LTD | 2,296,000 | $2.321M | 0.2% | $0.91 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | DOMINION ENERGY INC | 22,575 | $2.296M | 0.2% | $105.21 | — | UNIT 99/99/9999 | 25746U133 |
| — | CHENIERE ENERGY INC | 3,200,000 | $2.288M | 0.2% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | NEW YORK MTG TR INC | 2,373,000 | $2.278M | 0.2% | $1.02 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | FTI CONSULTING INC | 1,842,000 | $2.255M | 0.2% | $1.22 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | WESTERN DIGITAL CORP. | 2,345,000 | $2.227M | 0.2% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | KKR REAL ESTATE FIN TR INC | 2,252,000 | $2.203M | 0.2% | $1.04 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | NEW MTN FIN CORP | 2,100,000 | $2.103M | 0.2% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | TWO HBRS INVT CORP | 2,086,000 | $2.081M | 0.2% | $0.82 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | OSI SYSTEMS INC | 2,075,000 | $2.076M | 0.2% | $1.03 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | RADIUS HEALTH INC | 2,500,000 | $2.048M | 0.2% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | CREE INC | 1,653,000 | $2.047M | 0.2% | $1.13 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | REDWOOD TR INC | 2,231,000 | $2.036M | 0.2% | $0.89 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | MOMO INC | 2,600,000 | $2.035M | 0.2% | $0.90 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | LIGAND PHARMACEUTICALS INC | 2,250,000 | $2.03M | 0.2% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | BLACKSTONE MTG TR INC | 2,150,000 | $2.025M | 0.2% | $0.91 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NRG ENERGY INC | 1,950,000 | $2.02M | 0.2% | $1.07 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | AKAMAI TECHNOLOGIES INC | 1,716,000 | $1.977M | 0.2% | $1.15 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | PRA GROUP INC | 1,750,000 | $1.914M | 0.2% | $1.01 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | NEW RELIC INC | 2,000,000 | $1.911M | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SEACOR HOLDINGS INC | 2,500,000 | $1.877M | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | ESSENTIAL UTILS INC | 34,880 | $1.866M | 0.2% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| — | ZENDESK INC | 1,054,000 | $1.806M | 0.2% | $1.41 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | WORKIVA INC | 1,784,000 | $1.773M | 0.2% | $0.99 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| GOOGL | ALPHABET INC | 1,151 | $1.687M | 0.1% | $37.45 | +101.9% | CAP STK CL A | 02079K305 |
| — | THERAVANCE INC | 1,755,000 | $1.679M | 0.1% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | INPHI CORP | 834,000 | $1.673M | 0.1% | $1.06 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | NICE SYS INC | 583,000 | $1.584M | 0.1% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | BOINGO WIRELESS INC | 1,775,000 | $1.551M | 0.1% | $0.88 | — | NOTE 1.000%10/0 | 09739CAB8 |
| — | WESTERN ASSET MTG CAP CORP | 1,797,000 | $1.545M | 0.1% | $0.95 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | APOLLO COML REAL EST FIN INC | 1,639,000 | $1.529M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | VONAGE HLDGS CORP | 1,550,000 | $1.492M | 0.1% | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | AMERICAN ELEC PWR CO INC | 29,885 | $1.449M | 0.1% | $50.97 | — | UNIT 03/15/2022 | 025537127 |
| META | FACEBOOK INC | 5,503 | $1.44M | 0.1% | $75.34 | +239.9% | CL A | 30303M102 |
| XLU | SELECT SECTOR SPDR TR | 23,748 | $1.409M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | GRANITE PT MTG TR INC | 1,524,000 | $1.401M | 0.1% | $1.00 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | ENCORE CAP EUROPE FIN LTD | 1,250,000 | $1.362M | 0.1% | $1.01 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | ISTAR INC | 1,250,000 | $1.33M | 0.1% | $0.93 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | KNOWLES CORP | 1,250,000 | $1.328M | 0.1% | $1.12 | — | NOTE 3.250%11/0 | 49926DAB5 |
| KMB | KIMBERLY CLARK CORP | 8,685 | $1.282M | 0.1% | $74.42 | +65.9% | COM | 494368103 |
| — | AMERICAN RLTY CAP PPTYS INC | 1,280,000 | $1.28M | 0.1% | $1.01 | — | NOTE 3.750%12/1 | 02917TAB0 |
| — | RETROPHIN INC | 1,489,000 | $1.258M | 0.1% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | KAMAN CORP | 1,200,000 | $1.18M | 0.1% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | WAYFAIR INC | 416,000 | $1.162M | 0.1% | $1.48 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | INFINERA CORP | 1,250,000 | $1.154M | 0.1% | $0.87 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | LUMENTUM HLDGS INC | 804,000 | $1.126M | 0.1% | $1.31 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | VISHAY INTERTECHNOLOGY INC | 1,150,000 | $1.112M | 0.1% | $0.94 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | ZILLOW GROUP INC | 777,000 | $1.106M | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | AERIE PHARMACEUTICALS INC | 1,375,000 | $1.1M | 0.1% | $0.80 | — | NOTE 1.500%10/0 | 00771VAB4 |
| — | SHIP FIN INTL LTD | 1,250,000 | $1.085M | 0.1% | $1.03 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | APELLIS PHARMACEUTICALS INC | 1,000,000 | $1.083M | 0.1% | $1.08 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | THERAVANCE BIOPHARMA INC | 1,200,000 | $1.05M | 0.1% | $1.17 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | TELADOC HEALTH INC | 255,000 | $1.038M | 0.1% | $1.49 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| JPM | JPMORGAN CHASE & CO | 10,738 | $1.033M | 0.1% | $37.03 | +130.8% | COM | 46625H100 |
| — | GOSSAMER BIO INC | 1,000,000 | $1.021M | 0.1% | $1.00 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| HD | HOME DEPOT INC | 3,613 | $1.002M | 0.1% | $65.33 | +263.8% | COM | 437076102 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $995K | 0.1% | $0.83 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | SEMPRA ENERGY | 10,070 | $993K | 0.1% | $101.08 | — | 6% PFD CONV A | 816851406 |
| — | FLEXION THERAPEUTICS INC | 1,250,000 | $988K | 0.1% | $0.79 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| PG | PROCTER AND GAMBLE CO | 6,816 | $948K | 0.1% | $58.66 | +98.3% | COM | 742718109 |
| — | AVAYA HLDGS CORP | 1,000,000 | $939K | 0.1% | $0.94 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | WEIBO CORP | 965,000 | $917K | 0.1% | $0.92 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $905K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| MA | MASTERCARD INCORPORATED | 2,678 | $904K | 0.1% | $74.60 | +323.1% | CL A | 57636Q104 |
| — | NOVAVAX INC | 750,000 | $898K | 0.1% | $1.20 | — | NOTE 3.750% 2/0 | 670002AB0 |
| JNJ | JOHNSON & JOHNSON | 6,005 | $894K | 0.1% | $69.14 | +83.7% | COM | 478160104 |
| — | DTE ENERGY CO | 19,400 | $876K | 0.1% | $49.41 | — | UNIT 11/01/2022S | 233331842 |
| — | LIBERTY MEDIA CORP DEL | 1,000,000 | $831K | 0.1% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | INSEEGO CORP | 841,000 | $809K | 0.1% | $1.04 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,652 | $779K | 0.1% | $127.86 | +60.0% | CL B NEW | 084670702 |
| V | VISA INC | 3,714 | $741K | 0.1% | $79.55 | +141.6% | COM CL A | 92826C839 |
| — | MICRON TECHNOLOGY INC | 154,000 | $719K | 0.1% | $4.76 | — | NOTE 3.125% 5/0 | 595112AX1 |
| UNH | UNITEDHEALTH GROUP INC | 2,272 | $710K | 0.1% | $64.23 | +337.8% | COM | 91324P102 |
| NVDA | NVIDIA CORPORATION | 1,295 | $700K | 0.1% | $4.87 | +138.1% | COM | 67066G104 |
| PFE | PFIZER INC | 18,855 | $691K | 0.1% | $17.09 | +58.6% | COM | 717081103 |
| PYPL | PAYPAL HLDGS INC | 3,492 | $691K | 0.1% | $94.45 | +98.9% | COM | 70450Y103 |
| — | EXACT SCIENCES CORP | 435,000 | $673K | 0.1% | $0.95 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | SPIRIT RLTY CAP INC NEW | 660,000 | $670K | 0.1% | $1.13 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| VZ | VERIZON COMMUNICATIONS INC | 11,283 | $670K | 0.1% | $28.61 | +48.8% | COM | 92343V104 |
| — | PERFICIENT INC | 500,000 | $650K | 0.1% | $1.20 | — | NOTE 2.375% 9/1 | 71375UAB7 |
| — | TWITTER INC | 574,000 | $638K | 0.1% | $1.00 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | REALPAGE INC | 608,000 | $626K | 0.1% | $1.08 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | ISIS PHARMACEUTICALS INC DEL | 600,000 | $620K | 0.1% | $1.09 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | FORTIVE CORP | 608,000 | $609K | 0.1% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | SOUTHERN CO | 12,490 | $581K | 0.1% | $53.51 | — | UNIT 08/01/2022 | 842587602 |
| — | COLONY STARWOOD HOMES | 450,000 | $581K | 0.1% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| CRM | SALESFORCE COM INC | 2,277 | $574K | 0.0% | $153.14 | +41.2% | COM | 79466L302 |
| BAC | BK OF AMERICA CORP | 23,625 | $569K | 0.0% | $11.46 | +90.4% | COM | 060505104 |
| ABT | ABBOTT LABS | 5,147 | $559K | 0.0% | $29.00 | +218.4% | COM | 002824100 |
| — | GUESS INC | 697,000 | $555K | 0.0% | $0.72 | — | NOTE 2.000% 4/1 | 401617AD7 |
| UNP | UNION PAC CORP | 2,765 | $543K | 0.0% | $73.21 | +125.2% | COM | 907818108 |
| — | REDFIN CORP | 312,000 | $541K | 0.0% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| FLOT | ISHARES TR | 10,464 | $533K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| MRK | MERCK & CO. INC | 6,408 | $532K | 0.0% | $40.85 | +61.4% | COM | 58933Y105 |
| DIS | DISNEY WALT CO | 4,189 | $520K | 0.0% | $80.72 | +51.3% | COM DISNEY | 254687106 |
| AMGN | AMGEN INC | 2,026 | $515K | 0.0% | $88.03 | +138.0% | COM | 031162100 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 11,310 | $501K | 0.0% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| CMCSA | COMCAST CORP NEW | 10,787 | $499K | 0.0% | $27.74 | +35.6% | CL A | 20030N101 |
| KO | COCA COLA CO | 9,989 | $492K | 0.0% | $28.21 | +44.6% | COM | 191216100 |
| INTC | INTEL CORP | 9,258 | $480K | 0.0% | $22.17 | +109.8% | COM | 458140100 |
| PEP | PEPSICO INC | 3,414 | $475K | 0.0% | $56.46 | +104.0% | COM | 713448108 |
| MCD | MCDONALDS CORP | 2,156 | $473K | 0.0% | $88.23 | +105.6% | COM | 580135101 |
| — | VIAVI SOLUTIONS INC | 420,000 | $473K | 0.0% | $1.08 | — | NOTE 1.000% 3/0 | 925550AB1 |
| DHR | DANAHER CORPORATION | 2,173 | $470K | 0.0% | $85.98 | +102.0% | COM | 235851102 |
| COST | COSTCO WHSL CORP NEW | 1,302 | $463K | 0.0% | $119.70 | +158.2% | COM | 22160K105 |
| L | LOEWS CORP | 13,232 | $460K | 0.0% | $42.08 | -16.5% | COM | 540424108 |
| SHY | ISHARES TR | 5,257 | $456K | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| CSCO | CISCO SYS INC | 11,322 | $445K | 0.0% | $16.25 | +128.1% | COM | 17275R102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,360 | $438K | 0.0% | $46.08 | +99.6% | COM | 45866F104 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 892 | $437K | 0.0% | $217.25 | +114.1% | COM | 00724F101 |
| — | NUVASIVE INC | 420,000 | $430K | 0.0% | $1.24 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | CHANGE HEALTHCARE INC | 7,890 | $417K | 0.0% | $54.00 | — | UNIT 99/99/9999 | 15912K209 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 30,675 | $414K | 0.0% | $13.70 | — | MULTI ASSET DI | 33738R100 |
| T | AT&T INC | 14,259 | $406K | 0.0% | $11.76 | +32.3% | COM | 00206R102 |
| — | RAMBUS INC DEL | 375,000 | $391K | 0.0% | $0.96 | — | NOTE 1.375% 2/0 | 750917AG1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 877 | $387K | 0.0% | $124.96 | +226.0% | COM | 883556102 |
| NOW | SERVICENOW INC | 780 | $378K | 0.0% | $43.97 | +103.1% | COM | 81762P102 |
| APD | AIR PRODS & CHEMS INC | 1,271 | $378K | 0.0% | $194.15 | +29.7% | COM | 009158106 |
| AVGO | BROADCOM INC | 939 | $342K | 0.0% | $19.73 | +50.3% | COM | 11135F101 |
| NKE | NIKE INC | 2,698 | $338K | 0.0% | $78.77 | +26.5% | CL B | 654106103 |
| MDT | MEDTRONIC PLC | 3,237 | $337K | 0.0% | $59.40 | +45.2% | SHS | G5960L103 |
| WMT | WALMART INC | 2,401 | $335K | 0.0% | $20.94 | +97.3% | COM | 931142103 |
| — | ETSY INC | 96,000 | $321K | 0.0% | $3.34 | — | NOTE 3/0 | 29786AAC0 |
| FCVT | FIRST TR EXCHANGE-TRADED FD | 7,967 | $321K | 0.0% | $30.38 | — | SSI STRG ETF | 33739Q507 |
| ORCL | ORACLE CORP | 5,368 | $320K | 0.0% | $30.91 | +70.6% | COM | 68389X105 |
| ABBV | ABBVIE INC | 3,559 | $313K | 0.0% | $32.31 | +136.2% | COM | 00287Y109 |
| C | CITIGROUP INC | 7,231 | $312K | 0.0% | $38.04 | +7.8% | COM NEW | 172967424 |
| — | MACQUARIE INFRASTRUCTURE COR | 338,000 | $306K | 0.0% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | ASSURANT INC | 2,540 | $299K | 0.0% | $114.33 | — | 6.50% CONV PFD D | 04621X207 |
| AMD | ADVANCED MICRO DEVICES INC | 3,651 | $298K | 0.0% | $74.25 | 0.0% | COM | 007903107 |
| HON | HONEYWELL INTL INC | 1,801 | $297K | 0.0% | $73.48 | +81.3% | COM | 438516106 |
| RVTY | PERKINELMER INC | 2,165 | $274K | 0.0% | $90.26 | +25.8% | COM | 714046109 |
| — | CSG SYS INTL INC | 257,000 | $267K | 0.0% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| ACN | ACCENTURE PLC IRELAND | 1,158 | $262K | 0.0% | $142.15 | +49.3% | SHS CLASS A | G1151C101 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,321 | $259K | 0.0% | $45.19 | +7.5% | COM | 110122108 |
| DKS | DICKS SPORTING GOODS INC | 4,463 | $258K | 0.0% | $41.47 | 0.0% | COM | 253393102 |
| LMT | LOCKHEED MARTIN CORP | 659 | $253K | 0.0% | $243.60 | +35.1% | COM | 539830109 |
| DHI | D R HORTON INC | 3,287 | $250K | 0.0% | $64.70 | 0.0% | COM | 23331A109 |
| WFC | WELLS FARGO CO NEW | 10,537 | $247K | 0.0% | $23.98 | -9.0% | COM | 949746101 |
| — | SILICON LABORATORIES INC | 199,000 | $238K | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,856 | $233K | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| ETN | EATON CORP PLC | 2,205 | $225K | 0.0% | $74.77 | +19.3% | SHS | G29183103 |
| BLMN | BLOOMIN BRANDS INC | 14,665 | $225K | 0.0% | $8.73 | +25.0% | COM | 094235108 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 16,840 | $224K | 0.0% | $13.30 | — | NY REGISTRY SH | 03938L203 |
| LUV | SOUTHWEST AIRLS CO | 5,893 | $223K | 0.0% | $29.57 | +11.8% | COM | 844741108 |
| LOW | LOWES COS INC | 1,269 | $211K | 0.0% | $139.87 | 0.0% | COM | 548661107 |
| QCOM | QUALCOMM INC | 1,766 | $209K | 0.0% | $95.15 | 0.0% | COM | 747525103 |
| CMI | CUMMINS INC | 985 | $209K | 0.0% | $174.85 | 0.0% | COM | 231021106 |
| — | CHIMERA INVT CORP | 162,000 | $206K | 0.0% | $1.46 | — | NOTE 7.000% 4/0 | 16934QAA7 |
| SRPT | SAREPTA THERAPEUTICS INC | 1,439 | $204K | 0.0% | $136.08 | +11.7% | COM | 803607100 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $204K | 0.0% | $30.39 | 0.0% | COM | 67103H107 |
| MMM | 3M CO | 1,258 | $203K | 0.0% | $102.42 | +7.8% | COM | 88579Y101 |
| URI | UNITED RENTALS INC | 1,150 | $202K | 0.0% | $162.81 | 0.0% | COM | 911363109 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 959 | $201K | 0.0% | $189.92 | 0.0% | SHS | G96629103 |
| ITW | ILLINOIS TOOL WKS INC | 1,033 | $201K | 0.0% | $167.30 | 0.0% | COM | 452308109 |
| AMAT | APPLIED MATLS INC | 3,370 | $201K | 0.0% | $51.23 | +14.9% | COM | 038222105 |
| XLE | SELECT SECTOR SPDR TR | 6,710 | $200K | 0.0% | $37.85 | — | ENERGY | 81369Y506 |
| — | FIREEYE INC | 200,000 | $193K | 0.0% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| ARCC | ARES CAPITAL CORP | 10,434 | $146K | 0.0% | $6.69 | +27.9% | COM | 04010L103 |
| MCS | MARCUS CORP DEL | 11,067 | $84,000 | 0.0% | $13.46 | 0.0% | COM | 566330106 |
| — | GUIDEWIRE SOFTWARE INC | 25,000 | $29,000 | 0.0% | $0.99 | — | NOTE 1.250% 3/1 | 40171VAA8 |