Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Feb 11, 2021
Total Value: $1.401B (19.5% shares, 80.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TESLA INC | 9,229,000 | $105M | 7.5% | $2.07 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| IVV | ISHARES TR | 216,579 | $81.3M | 5.8% | $257.10 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 41,187,000 | $59.83M | 4.3% | $1.22 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | TESLA INC | 4,577,000 | $49.27M | 3.5% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ZILLOW GROUP INC | 15,980,000 | $33.22M | 2.4% | $1.51 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | PALO ALTO NETWORKS INC | 21,144,000 | $29.82M | 2.1% | $1.13 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SQUARE INC | 10,532,000 | $29.49M | 2.1% | $1.21 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | SNAP INC | 12,378,000 | $28.03M | 2.0% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| AGG | ISHARES TR | 235,323 | $27.81M | 2.0% | $111.37 | — | CORE US AGGBD ET | 464287226 |
| — | ILLUMINA INC | 24,472,000 | $27.58M | 2.0% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | LUMENTUM HLDGS INC | 21,384,000 | $26.07M | 1.9% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | MICROCHIP TECHNOLOGY INC. | 12,566,000 | $25.41M | 1.8% | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | STANLEY BLACK & DECKER INC | 203,592 | $22.34M | 1.6% | $98.36 | — | UNIT 11/15/2022 | 854502846 |
| — | PINDUODUO INC | 16,584,000 | $20.45M | 1.5% | $1.23 | — | NOTE 12/0 | 722304AC6 |
| — | EXACT SCIENCES CORP | 14,522,000 | $20.1M | 1.4% | $1.11 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | WORKDAY INC | 12,008,000 | $20.06M | 1.4% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | INSULET CORP | 15,013,000 | $19.79M | 1.4% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | MERCADOLIBRE INC | 4,851,000 | $18.39M | 1.3% | $2.90 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | TWILIO INC | 3,798,000 | $18.11M | 1.3% | $2.91 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | ON SEMICONDUCTOR CORP | 10,579,000 | $17.88M | 1.3% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | WELLPOINT INC | 3,635,000 | $16.28M | 1.2% | $2.90 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | SAREPTA THERAPEUTICS INC | 6,412,000 | $15.72M | 1.1% | $2.02 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | OKTA INC | 10,406,000 | $15.49M | 1.1% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | NUANCE COMMUNICATIONS INC | 8,111,000 | $15.1M | 1.1% | $1.67 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ILLUMINA INC | 10,224,000 | $14.94M | 1.1% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | TERADYNE INC | 3,421,000 | $12.93M | 0.9% | $1.94 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | EURONET WORLDWIDE INC | 10,753,000 | $12.15M | 0.9% | $0.97 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | RH | 5,059,000 | $11.86M | 0.8% | $1.16 | — | NOTE 6/1 | 74967XAA1 |
| — | CONMED CORP | 8,349,000 | $11.67M | 0.8% | $1.10 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | SYNAPTICS INC | 8,319,000 | $11.47M | 0.8% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | II-VI INC | 6,848,000 | $11.43M | 0.8% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | MERITOR INC | 9,450,000 | $10.84M | 0.8% | $0.97 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | PRICELINE GRP INC | 9,310,000 | $10.79M | 0.8% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | LIVE NATION ENTERTAINMENT IN | 8,121,000 | $10.48M | 0.7% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | PENN NATL GAMING INC | 2,746,000 | $10.36M | 0.7% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | COLFAX CORP | 62,168 | $9.948M | 0.7% | $145.53 | — | UNIT 01/15/2022T | 194014205 |
| — | REPLIGEN CORP | 5,580,000 | $9.77M | 0.7% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | SERVICENOW INC | 2,339,000 | $9.534M | 0.7% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| — | SPLUNK INC | 7,299,000 | $9.525M | 0.7% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ARES CAPITAL CORP | 8,975,000 | $9.447M | 0.7% | $0.96 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BLACKLINE INC | 5,005,000 | $9.397M | 0.7% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | NOVELLUS SYS INC | 629,000 | $9.319M | 0.7% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | DOCUSIGN INC | 2,944,000 | $9.172M | 0.7% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | CLEVELAND-CLIFFS INC NEW | 4,586,000 | $8.906M | 0.6% | $1.01 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | SHOPIFY INC | 7,527,000 | $8.862M | 0.6% | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | PROSPECT CAP CORP | 8,545,000 | $8.774M | 0.6% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | NEXTERA ENERGY INC | 172,485 | $8.773M | 0.6% | $47.99 | — | UNIT 99/99/9999 | 65339F770 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 161,790 | $8.326M | 0.6% | $51.60 | — | FST LOW OPPT EFT | 33739Q200 |
| — | LIBERTY MEDIA CORP DEL | 6,300,000 | $8.028M | 0.6% | $1.20 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | AKAMAI TECHNOLOGIES INC | 6,456,000 | $7.99M | 0.6% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LIBERTY MEDIA CORP DEL | 6,097,000 | $7.706M | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ARES CAPITAL CORP | 7,430,000 | $7.617M | 0.5% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SPIRIT AIRLS INC | 3,524,000 | $7.588M | 0.5% | $1.58 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | INSMED INC | 6,532,000 | $7.328M | 0.5% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | PEBBLEBROOK HOTEL TR | 6,130,000 | $6.492M | 0.5% | $1.06 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | WAYFAIR INC | 3,145,000 | $6.399M | 0.5% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | GUESS INC | 5,620,000 | $6.249M | 0.4% | $1.06 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | KBR INC | 4,546,000 | $6.219M | 0.4% | $1.04 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ADVANCED MICRO DEVICES INC | 521,000 | $5.959M | 0.4% | $4.55 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | MICRON TECHNOLOGY INC | 787,000 | $5.931M | 0.4% | $6.99 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | INVITAE CORP | 3,631,000 | $5.812M | 0.4% | $1.64 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | AIR TRANSPORT SERVICES GRP I | 4,692,000 | $5.541M | 0.4% | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | HANNON ARMSTRONG SUST INFR C | 4,112,000 | $5.536M | 0.4% | $1.04 | — | NOTE 8/1 | 41068XAD2 |
| — | CHANGE HEALTHCARE INC | 84,305 | $5.477M | 0.4% | $63.94 | — | UNIT 99/99/9999 | 15912K209 |
| FPE | FIRST TR EXCH TRADED FD III | 269,420 | $5.442M | 0.4% | $19.33 | — | PFD SECS INC ETF | 33739E108 |
| — | WINNEBAGO INDS INC | 4,192,000 | $4.965M | 0.4% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | NEXTERA ENERGY INC | 78,350 | $4.607M | 0.3% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | REDWOOD TR INC | 4,781,000 | $4.51M | 0.3% | $0.92 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | ARBOR REALTY TRUST INC | 4,432,000 | $4.436M | 0.3% | $1.00 | — | NOTE 4.750%11/0 | 038923AP3 |
| AAPL | APPLE INC | 33,072 | $4.386M | 0.3% | $83.72 | +39.8% | COM | 037833100 |
| — | MFA FINL INC | 4,391,000 | $4.368M | 0.3% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | ELANCO ANIMAL HEALTH INC | 91,050 | $4.329M | 0.3% | $47.55 | — | UNIT 02/01/2023T | 28414H202 |
| ANGL | VANECK VECTORS ETF TR | 132,105 | $4.241M | 0.3% | $32.10 | — | FALLEN ANGEL HG | 92189F437 |
| — | TWITTER INC | 3,421,000 | $4.135M | 0.3% | $1.17 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | Q2 HLDGS INC | 2,660,000 | $4.076M | 0.3% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | PENNYMAC CORP | 3,997,000 | $3.927M | 0.3% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| REM | ISHARES TR | 123,210 | $3.921M | 0.3% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| — | APOLLO COML REAL EST FIN INC | 4,150,000 | $3.853M | 0.3% | $0.95 | — | NOTE 5.375%10/1 | 03762UAC9 |
| IWD | ISHARES TR | 28,115 | $3.846M | 0.3% | $115.28 | — | RUS 1000 VAL ETF | 464287598 |
| CWB | SPDR SER TR | 44,993 | $3.725M | 0.3% | $48.02 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | WORKIVA INC | 2,784,000 | $3.722M | 0.3% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| MSFT | MICROSOFT CORP | 16,239 | $3.613M | 0.3% | $38.41 | +436.4% | COM | 594918104 |
| ACWX | ISHARES TR | 64,125 | $3.4M | 0.2% | $43.66 | — | MSCI ACWI EX US | 464288240 |
| — | LIGAND PHARMACEUTICALS INC | 3,600,000 | $3.388M | 0.2% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| IWM | ISHARES TR | 17,102 | $3.355M | 0.2% | $143.13 | — | RUSSELL 2000 ETF | 464287655 |
| — | WAYFAIR INC | 1,986,000 | $3.327M | 0.2% | $2.05 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PURE STORAGE INC | 2,989,000 | $3.283M | 0.2% | $1.10 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CHENIERE ENERGY INC | 4,200,000 | $3.282M | 0.2% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | OSI SYSTEMS INC | 3,075,000 | $3.281M | 0.2% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | PRA GROUP INC | 3,000,000 | $3.255M | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | SUNPOWER CORP | 2,500,000 | $3.232M | 0.2% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| FDN | FIRST TR EXCHANGE-TRADED FD | 15,154 | $3.216M | 0.2% | $188.16 | — | DJ INTERNT IDX | 33733E302 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $3.188M | 0.2% | $0.95 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NRG ENERGY INC | 2,750,000 | $3.124M | 0.2% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | HERCULES CAPITAL INC | 3,013,000 | $3.095M | 0.2% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | MOMO INC | 3,700,000 | $3.089M | 0.2% | $0.88 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | ENVESTNET INC | 2,313,000 | $3.055M | 0.2% | $1.21 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | GRANITE CONSTR INC | 2,808,000 | $3.021M | 0.2% | $1.08 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | YY INC | 2,918,000 | $2.953M | 0.2% | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,830,000 | $2.94M | 0.2% | $0.81 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | NEW RELIC INC | 3,000,000 | $2.939M | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | CREE INC | 1,601,000 | $2.908M | 0.2% | $1.13 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | 8X8 INC NEW | 2,000,000 | $2.902M | 0.2% | $1.45 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | NEW YORK CMNTY CAP TR V | 61,158 | $2.804M | 0.2% | $49.19 | — | UNIT 11/01/2051 | 64944P307 |
| AMZN | AMAZON COM INC | 853 | $2.778M | 0.2% | $19.98 | +698.8% | COM | 023135106 |
| — | FTI CONSULTING INC | 2,210,000 | $2.776M | 0.2% | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| IEMG | ISHARES INC | 43,649 | $2.709M | 0.2% | $62.06 | — | CORE MSCI EMKT | 46434G103 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,380,000 | $2.697M | 0.2% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| IYW | ISHARES TR | 31,424 | $2.671M | 0.2% | $120.94 | — | U.S. TECH ETF | 464287721 |
| — | BLACKSTONE MTG TR INC | 2,650,000 | $2.638M | 0.2% | $0.93 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | AKAMAI TECHNOLOGIES INC | 2,316,000 | $2.581M | 0.2% | $1.14 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | APELLIS PHARMACEUTICALS INC | 1,500,000 | $2.516M | 0.2% | $1.28 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | EVERBRIDGE INC | 1,700,000 | $2.511M | 0.2% | $1.48 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | CHEFS WHSE INC | 2,500,000 | $2.407M | 0.2% | $0.96 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | ZENDESK INC | 1,053,000 | $2.403M | 0.2% | $1.41 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | AMERICAN AIRLS GROUP INC | 1,903,000 | $2.386M | 0.2% | $1.25 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | DOMINION ENERGY INC | 23,950 | $2.378M | 0.2% | $104.87 | — | UNIT 99/99/9999 | 25746U133 |
| — | NEW YORK MTG TR INC | 2,413,000 | $2.377M | 0.2% | $1.01 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | IONIS PHARMACEUTICALS INC | 2,250,000 | $2.296M | 0.2% | $1.02 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | KKR REAL ESTATE FIN TR INC | 2,252,000 | $2.267M | 0.2% | $1.04 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | WESTERN DIGITAL CORP. | 2,270,000 | $2.257M | 0.2% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | RADIUS HEALTH INC | 2,500,000 | $2.234M | 0.2% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | FLEXION THERAPEUTICS INC | 2,500,000 | $2.206M | 0.2% | $0.84 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | NUANCE COMMUNICATIONS INC | 945,000 | $2.15M | 0.2% | $1.10 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | GRANITE PT MTG TR INC | 2,316,000 | $2.114M | 0.2% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | ESSENTIAL UTILS INC | 34,880 | $2.112M | 0.2% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| — | TWO HBRS INVT CORP | 2,086,000 | $2.081M | 0.1% | $0.82 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | ISTAR INC | 1,750,000 | $2.059M | 0.1% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| GOOGL | ALPHABET INC | 1,151 | $2.02M | 0.1% | $37.45 | +122.9% | CAP STK CL A | 02079K305 |
| — | WESTERN ASSET MTG CAP CORP | 2,297,000 | $2.015M | 0.1% | $0.93 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | NICE SYS INC | 583,000 | $1.983M | 0.1% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | ENCORE CAP EUROPE FIN LTD | 1,750,000 | $1.973M | 0.1% | $1.04 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | SEACOR HOLDINGS INC | 2,000,000 | $1.936M | 0.1% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | SOUTHERN CO | 36,870 | $1.914M | 0.1% | $52.45 | — | UNIT 08/01/2022 | 842587602 |
| — | NEW MTN FIN CORP | 1,850,000 | $1.901M | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | AMERICAN ELEC PWR CO INC | 36,110 | $1.79M | 0.1% | $50.73 | — | UNIT 08/01/2021 | 025537127 |
| — | THERAVANCE INC | 1,755,000 | $1.746M | 0.1% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | CHEGG INC | 942,000 | $1.708M | 0.1% | $1.41 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | VONAGE HLDGS CORP | 1,550,000 | $1.673M | 0.1% | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | THERAVANCE BIOPHARMA INC | 1,750,000 | $1.648M | 0.1% | $1.10 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | BOINGO WIRELESS INC | 1,775,000 | $1.625M | 0.1% | $0.88 | — | NOTE 1.000%10/0 | 09739CAB8 |
| — | DTE ENERGY CO | 33,200 | $1.572M | 0.1% | $48.55 | — | UNIT 11/01/2022S | 233331842 |
| — | VISHAY INTERTECHNOLOGY INC | 1,500,000 | $1.563M | 0.1% | $0.97 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | APOLLO COML REAL EST FIN INC | 1,639,000 | $1.561M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | INFINERA CORP | 1,250,000 | $1.551M | 0.1% | $0.87 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | SHIP FIN INTL LTD | 1,750,000 | $1.542M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| META | FACEBOOK INC | 5,499 | $1.502M | 0.1% | $75.34 | +261.3% | CL A | 30303M102 |
| — | RETROPHIN INC | 1,489,000 | $1.502M | 0.1% | $0.92 | — | NOTE 2.500% 9/1 | 761299AB2 |
| XLU | SELECT SECTOR SPDR TR | 23,728 | $1.489M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | KNOWLES CORP | 1,250,000 | $1.415M | 0.1% | $1.12 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | KAMAN CORP | 1,200,000 | $1.382M | 0.1% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| JPM | JPMORGAN CHASE & CO | 10,729 | $1.363M | 0.1% | $37.03 | +165.1% | COM | 46625H100 |
| — | SPLUNK INC | 886,000 | $1.196M | 0.1% | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | DISH NETWORK CORPORATION | 1,249,000 | $1.191M | 0.1% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.171M | 0.1% | $74.42 | +55.8% | COM | 494368103 |
| — | COUPA SOFTWARE INC | 520,000 | $1.132M | 0.1% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | ALLEGHENY TECHNOLOGIES INC | 825,000 | $1.122M | 0.1% | $1.36 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | FIRST MAJESTIC SILVER CORP | 750,000 | $1.107M | 0.1% | $1.48 | — | NOTE 1.875% 3/0 | 32076VAB9 |
| — | ZILLOW GROUP INC | 629,000 | $1.072M | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | AVAYA HLDGS CORP | 1,000,000 | $1.042M | 0.1% | $0.94 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | ENCORE CAP GROUP INC | 1,000,000 | $996K | 0.1% | $0.83 | — | NOTE 2.875% 3/1 | 292554AH5 |
| HD | HOME DEPOT INC | 3,607 | $958K | 0.1% | $65.33 | +271.1% | COM | 437076102 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $953K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| PG | PROCTER AND GAMBLE CO | 6,801 | $946K | 0.1% | $58.66 | +110.0% | COM | 742718109 |
| — | NOVAVAX INC | 750,000 | $944K | 0.1% | $1.20 | — | NOTE 3.750% 2/0 | 670002AB0 |
| JNJ | JOHNSON & JOHNSON | 5,991 | $943K | 0.1% | $69.14 | +84.4% | COM | 478160104 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,072 | $943K | 0.1% | $137.39 | +60.3% | CL B NEW | 084670702 |
| — | INPHI CORP | 331,000 | $940K | 0.1% | $1.06 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | ETSY INC | 426,000 | $905K | 0.1% | $2.12 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | GOSSAMER BIO INC | 1,000,000 | $900K | 0.1% | $1.00 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | LIBERTY MEDIA CORP DEL | 1,000,000 | $899K | 0.1% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | ZYNGA INC | 650,000 | $866K | 0.1% | $1.28 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | DEXCOM INC | 378,000 | $859K | 0.1% | $1.48 | — | NOTE 0.750%12/0 | 252131AH0 |
| PYPL | PAYPAL HLDGS INC | 3,489 | $817K | 0.1% | $94.45 | +118.9% | COM | 70450Y103 |
| V | VISA INC | 3,712 | $811K | 0.1% | $79.55 | +147.9% | COM CL A | 92826C839 |
| UNH | UNITEDHEALTH GROUP INC | 2,270 | $797K | 0.1% | $64.23 | +379.8% | COM | 91324P102 |
| DIS | DISNEY WALT CO | 4,185 | $757K | 0.1% | $80.72 | +73.7% | COM | 254687106 |
| — | MARRIOTT VACTINS WORLDWID CO | 640,000 | $724K | 0.1% | $1.13 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| BAC | BK OF AMERICA CORP | 23,565 | $715K | 0.1% | $11.46 | +106.4% | COM | 060505104 |
| — | TELADOC HEALTH INC | 191,000 | $714K | 0.1% | $1.49 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| PFE | PFIZER INC | 18,792 | $691K | 0.0% | $17.09 | +67.5% | COM | 717081103 |
| NVDA | NVIDIA CORPORATION | 1,293 | $675K | 0.0% | $4.87 | +174.1% | COM | 67066G104 |
| VZ | VERIZON COMMUNICATIONS INC | 11,274 | $663K | 0.0% | $28.61 | +53.8% | COM | 92343V104 |
| — | REALPAGE INC | 508,000 | $651K | 0.0% | $1.08 | — | NOTE 1.500% 5/1 | 75606NAC3 |
| — | FORTIVE CORP | 608,000 | $625K | 0.0% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| L | LOEWS CORP | 13,232 | $596K | 0.0% | $42.08 | -6.3% | COM | 540424108 |
| — | COLONY STARWOOD HOMES | 444,000 | $593K | 0.0% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| UNP | UNION PAC CORP | 2,763 | $576K | 0.0% | $73.21 | +143.2% | COM | 907818108 |
| CMCSA | COMCAST CORP NEW | 10,778 | $565K | 0.0% | $27.74 | +50.2% | CL A | 20030N101 |
| ABT | ABBOTT LABS | 5,110 | $560K | 0.0% | $29.00 | +242.3% | COM | 002824100 |
| — | BIOMARIN PHARMACEUTICAL INC | 522,000 | $559K | 0.0% | $1.11 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| MA | MASTERCARD INCORPORATED | 1,543 | $550K | 0.0% | $74.60 | +333.4% | CL A | 57636Q104 |
| KO | COCA COLA CO | 9,942 | $544K | 0.0% | $28.21 | +56.9% | COM | 191216100 |
| — | SSR MNG INC | 385,000 | $531K | 0.0% | $1.38 | — | NOTE 2.500% 4/0 | 784730AB9 |
| MRK | MERCK & CO. INC | 6,403 | $525K | 0.0% | $40.85 | +58.7% | COM | 58933Y105 |
| ASHR | DBX ETF TR | 12,951 | $518K | 0.0% | $34.44 | — | XTRACK HRVST CSI | 233051879 |
| — | VIAVI SOLUTIONS INC | 402,000 | $515K | 0.0% | $1.08 | — | NOTE 1.000% 3/0 | 925550AB1 |
| CSCO | CISCO SYS INC | 11,313 | $507K | 0.0% | $16.25 | +117.1% | COM | 17275R102 |
| PEP | PEPSICO INC | 3,405 | $504K | 0.0% | $56.46 | +114.7% | COM | 713448108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,350 | $503K | 0.0% | $46.08 | +110.8% | COM | 45866F104 |
| FLOT | ISHARES TR | 9,864 | $502K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| COST | COSTCO WHSL CORP NEW | 1,301 | $492K | 0.0% | $119.70 | +190.2% | COM | 22160K105 |
| DHR | DANAHER CORPORATION | 2,171 | $483K | 0.0% | $85.98 | +128.0% | COM | 235851102 |
| AMGN | AMGEN INC | 2,024 | $465K | 0.0% | $88.03 | +123.0% | COM | 031162100 |
| MCD | MCDONALDS CORP | 2,154 | $463K | 0.0% | $88.23 | +119.0% | COM | 580135101 |
| INTC | INTEL CORP | 9,250 | $462K | 0.0% | $22.17 | +98.5% | COM | 458140100 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 30,249 | $455K | 0.0% | $13.70 | — | MULTI ASSET DI | 33738R100 |
| SHY | ISHARES TR | 5,257 | $454K | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 892 | $449K | 0.0% | $217.25 | +122.4% | COM | 00724F101 |
| — | RINGCENTRAL INC | 91,000 | $427K | 0.0% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| TSLA | TESLA INC | 607 | $427K | 0.0% | $170.65 | 0.0% | COM | 88160R101 |
| — | TESLA INC | 43,000 | $421K | 0.0% | $2.27 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | RAMBUS INC DEL | 375,000 | $420K | 0.0% | $0.96 | — | NOTE 1.375% 2/0 | 750917AG1 |
| AVGO | BROADCOM INC | 939 | $412K | 0.0% | $19.73 | +76.5% | COM | 11135F101 |
| T | AT&T INC | 14,246 | $409K | 0.0% | $11.76 | +30.8% | COM | 00206R102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 877 | $407K | 0.0% | $124.96 | +270.2% | COM | 883556102 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 10,000 | $404K | 0.0% | $52.91 | — | UNIT 09/15/2021 | 459506309 |
| — | WEIBO CORP | 400,000 | $388K | 0.0% | $0.92 | — | NOTE 1.250%11/1 | 948596AC5 |
| HON | HONEYWELL INTL INC | 1,799 | $383K | 0.0% | $73.48 | +122.8% | COM | 438516106 |
| ABBV | ABBVIE INC | 3,555 | $381K | 0.0% | $32.31 | +144.3% | COM | 00287Y109 |
| NKE | NIKE INC | 2,696 | $381K | 0.0% | $78.77 | +56.4% | CL B | 654106103 |
| MDT | MEDTRONIC PLC | 3,235 | $378K | 0.0% | $59.40 | +60.1% | SHS | G5960L103 |
| — | NUVASIVE INC | 371,000 | $371K | 0.0% | $1.24 | — | NOTE 2.250% 3/1 | 670704AG0 |
| BA | BOEING CO | 1,714 | $365K | 0.0% | $192.22 | 0.0% | COM | 097023105 |
| CRM | SALESFORCE COM INC | 1,569 | $351K | 0.0% | $153.14 | +56.9% | COM | 79466L302 |
| ORCL | ORACLE CORP | 5,363 | $347K | 0.0% | $30.91 | +79.6% | COM | 68389X105 |
| WMT | WALMART INC | 2,386 | $342K | 0.0% | $20.94 | +116.1% | COM | 931142103 |
| NFLX | NETFLIX INC | 629 | $341K | 0.0% | $50.70 | 0.0% | COM | 64110L106 |
| FCVT | FIRST TR EXCHANGE-TRADED FD | 6,808 | $333K | 0.0% | $30.38 | — | SSI STRG ETF | 33739Q507 |
| WFC | WELLS FARGO CO NEW | 10,527 | $318K | 0.0% | $23.98 | -3.9% | COM | 949746101 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,853 | $312K | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| RVTY | PERKINELMER INC | 2,163 | $310K | 0.0% | $90.26 | +45.8% | COM | 714046109 |
| NOW | SERVICENOW INC | 551 | $303K | 0.0% | $43.97 | +136.5% | COM | 81762P102 |
| ACN | ACCENTURE PLC IRELAND | 1,157 | $303K | 0.0% | $142.15 | +56.9% | SHS CLASS A | G1151C101 |
| AMAT | APPLIED MATLS INC | 3,367 | $292K | 0.0% | $51.23 | +38.0% | COM | 038222105 |
| — | NEUROCRINE BIOSCIENCES INC | 209,000 | $288K | 0.0% | $1.52 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| BLMN | BLOOMIN BRANDS INC | 14,651 | $287K | 0.0% | $8.73 | +64.7% | COM | 094235108 |
| ETSY | ETSY INC | 1,592 | $284K | 0.0% | $150.38 | 0.0% | COM | 29786A106 |
| LUV | SOUTHWEST AIRLS CO | 5,887 | $275K | 0.0% | $29.57 | +36.3% | COM | 844741108 |
| — | SILICON LABORATORIES INC | 199,000 | $272K | 0.0% | $1.16 | — | NOTE 1.375% 3/0 | 826919AB8 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,317 | $268K | 0.0% | $45.19 | +10.7% | COM | 110122108 |
| QCOM | QUALCOMM INC | 1,764 | $267K | 0.0% | $95.15 | +31.1% | COM | 747525103 |
| ETN | EATON CORP PLC | 2,203 | $264K | 0.0% | $74.77 | +38.9% | SHS | G29183103 |
| C | CITIGROUP INC | 4,184 | $257K | 0.0% | $38.04 | +11.4% | COM NEW | 172967424 |
| DKS | DICKS SPORTING GOODS INC | 4,459 | $251K | 0.0% | $41.47 | +17.7% | COM | 253393102 |
| EMB | ISHARES TR | 2,170 | $251K | 0.0% | $115.67 | — | JPMORGAN USD EMG | 464288281 |
| SRPT | SAREPTA THERAPEUTICS INC | 1,437 | $247K | 0.0% | $136.08 | +8.9% | COM | 803607100 |
| — | INPHI CORP | 1,530 | $244K | 0.0% | $159.48 | — | COM | 45772F107 |
| GM | GENERAL MTRS CO | 5,787 | $240K | 0.0% | $37.51 | 0.0% | COM | 37045V100 |
| LMT | LOCKHEED MARTIN CORP | 659 | $237K | 0.0% | $243.60 | +30.9% | COM | 539830109 |
| — | LINDE PLC | 869 | $231K | 0.0% | $265.82 | — | SHS | G5494J103 |
| — | LIBERTY MEDIA CORP DEL | 5,301 | $227K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| DHI | D R HORTON INC | 3,285 | $227K | 0.0% | $64.70 | +7.0% | COM | 23331A109 |
| UPS | UNITED PARCEL SERVICE INC | 1,329 | $224K | 0.0% | $136.91 | 0.0% | CL B | 911312106 |
| PH | PARKER-HANNIFIN CORP | 818 | $223K | 0.0% | $231.36 | 0.0% | COM | 701094104 |
| CMI | CUMMINS INC | 985 | $223K | 0.0% | $174.85 | +13.4% | COM | 231021106 |
| MMM | 3M CO | 1,257 | $221K | 0.0% | $102.42 | +14.7% | COM | 88579Y101 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 8,575 | $220K | 0.0% | $20.86 | 0.0% | SHS | G66721104 |
| SGI | TEMPUR SEALY INTL INC | 8,113 | $219K | 0.0% | $24.39 | 0.0% | COM | 88023U101 |
| APD | AIR PRODS & CHEMS INC | 789 | $218K | 0.0% | $194.15 | +27.5% | COM | 009158106 |
| — | CERBERUS TELECOM ACQUISITION | 20,000 | $214K | 0.0% | $10.70 | — | UNIT 99/99/9999 | G2040C112 |
| ITW | ILLINOIS TOOL WKS INC | 1,031 | $212K | 0.0% | $167.30 | +8.2% | COM | 452308109 |
| IYR | ISHARES TR | 2,477 | $212K | 0.0% | $85.59 | — | U.S. REAL ES ETF | 464287739 |
| CE | CELANESE CORP DEL | 1,608 | $209K | 0.0% | $113.78 | 0.0% | COM | 150870103 |
| — | CONX CORP | 20,000 | $209K | 0.0% | $10.45 | — | UNIT 10/30/2027 | 212873202 |
| — | FAR PEAK ACQUISITION CORP | 20,000 | $208K | 0.0% | $10.40 | — | UNIT 99/99/9999 | G3312L129 |
| MAPS | SILVER SPIKE ACQUISITION COR | 15,840 | $205K | 0.0% | $12.94 | — | CL A SHS | G8136L106 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 959 | $204K | 0.0% | $189.92 | +1.2% | SHS | G96629103 |
| LOW | LOWES COS INC | 1,267 | $204K | 0.0% | $139.87 | +5.8% | COM | 548661107 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $201K | 0.0% | $30.39 | -0.7% | COM | 67103H107 |
| IYM | ISHARES TR | 1,762 | $200K | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| — | FIREEYE INC | 200,000 | $197K | 0.0% | $0.91 | — | NOTE 1.625% 6/0 | 31816QAD3 |
| ARCC | ARES CAPITAL CORP | 10,424 | $175K | 0.0% | $6.69 | +43.3% | COM | 04010L103 |
| — | CSG SYS INTL INC | 153,000 | $160K | 0.0% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| MCS | MARCUS CORP DEL | 11,057 | $150K | 0.0% | $13.46 | -24.8% | COM | 566330106 |
| — | ACIES ACQUISITION CORP | 10,000 | $107K | 0.0% | $10.70 | — | UNIT 11/30/2027 | G0103T121 |
| EMPW/U | EMPOWER LTD | 10,000 | $104K | 0.0% | $10.40 | — | UNIT 99/99/9999 | G3R39W128 |
| — | MACQUARIE INFRASTRUCTURE COR | 59,000 | $59,000 | 0.0% | $0.93 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | MICROCHIP TECHNOLOGY INC. | 11,000 | $33,000 | 0.0% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CHIMERA INVT CORP | 18,000 | $28,000 | 0.0% | $1.46 | — | NOTE 7.000% 4/0 | 16934QAA7 |