Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 28, 2021
Total Value: $1.387B (21.2% shares, 78.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SOUTHWEST AIRLS CO | 41,646,000 | $71.5M | 5.2% | $1.22 | — | NOTE 1.250% 5/0 | 844741BG2 |
| IVV | ISHARES TR | 166,377 | $66.19M | 4.8% | $257.10 | — | CORE S&P500 ETF | 464287200 |
| — | TESLA INC | 3,756,000 | $40.35M | 2.9% | $2.07 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | ZILLOW GROUP INC | 15,009,000 | $31.15M | 2.2% | $1.51 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SQUARE INC | 10,264,000 | $29.95M | 2.2% | $1.21 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | PALO ALTO NETWORKS INC | 21,303,000 | $28.16M | 2.0% | $1.13 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | SNAP INC | 11,912,000 | $28.09M | 2.0% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | MICROCHIP TECHNOLOGY INC. | 10,861,000 | $24.71M | 1.8% | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | ILLUMINA INC | 19,653,000 | $23.32M | 1.7% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | WELLPOINT INC | 4,392,000 | $22.01M | 1.6% | $3.27 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ON SEMICONDUCTOR CORP | 10,024,000 | $20.78M | 1.5% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | WORKDAY INC | 11,571,000 | $19.92M | 1.4% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| AGG | ISHARES TR | 174,734 | $19.89M | 1.4% | $111.37 | — | CORE US AGGBD ET | 464287226 |
| — | EXACT SCIENCES CORP | 14,326,000 | $19.59M | 1.4% | $1.11 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | TWILIO INC | 3,672,000 | $17.6M | 1.3% | $2.91 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | STANLEY BLACK & DECKER INC | 139,256 | $16.43M | 1.2% | $98.36 | — | UNIT 11/15/2022 | 854502846 |
| — | LIVE NATION ENTERTAINMENT IN | 11,541,000 | $16.12M | 1.2% | $1.23 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | SYNAPTICS INC | 8,365,000 | $15.41M | 1.1% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | NEXTERA ENERGY INC | 302,990 | $15.01M | 1.1% | $48.66 | — | UNIT 99/99/9999 | 65339F770 |
| — | LUMENTUM HLDGS INC | 12,765,000 | $14.84M | 1.1% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ILLUMINA INC | 9,787,000 | $14.72M | 1.1% | $1.21 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | NUANCE COMMUNICATIONS INC | 7,926,000 | $14.63M | 1.1% | $1.67 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | EURONET WORLDWIDE INC | 12,400,000 | $14.13M | 1.0% | $0.99 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | OKTA INC | 10,463,000 | $14.12M | 1.0% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | MICRON TECHNOLOGY INC | 1,533,000 | $13.53M | 1.0% | $7.88 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | INSULET CORP | 9,970,000 | $13.25M | 1.0% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | CONMED CORP | 8,408,000 | $13.14M | 0.9% | $1.10 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | TERADYNE INC | 3,320,000 | $12.77M | 0.9% | $1.94 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | CLEVELAND-CLIFFS INC NEW | 4,862,000 | $12.66M | 0.9% | $1.10 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | PENN NATL GAMING INC | 2,754,000 | $12.42M | 0.9% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| VXUS | VANGUARD STAR FDS | 197,883 | $12.41M | 0.9% | $62.70 | — | VG TL INTL STK F | 921909768 |
| — | MERCADOLIBRE INC | 3,582,000 | $11.98M | 0.9% | $2.90 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | MERITOR INC | 10,347,000 | $11.93M | 0.9% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | COLFAX CORP | 63,488 | $11.44M | 0.8% | $146.25 | — | UNIT 01/15/2022T | 194014205 |
| — | SPIRIT AIRLS INC | 3,674,000 | $11.26M | 0.8% | $1.64 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | PRICELINE GRP INC | 9,287,000 | $10.89M | 0.8% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | ARES CAPITAL CORP | 9,975,000 | $10.84M | 0.8% | $0.98 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | II-VI INC | 6,865,000 | $10.48M | 0.8% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | FTI CONSULTING INC | 7,028,000 | $10.24M | 0.7% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | HALOZYME THERAPEUTICS INC | 5,511,000 | $10.09M | 0.7% | $1.83 | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | LIBERTY MEDIA CORP DEL | 7,951,000 | $10.08M | 0.7% | $1.22 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | PINDUODUO INC | 9,339,000 | $9.887M | 0.7% | $1.23 | — | NOTE 12/0 | 722304AC6 |
| — | PEBBLEBROOK HOTEL TR | 8,216,000 | $9.618M | 0.7% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | RINGCENTRAL INC | 8,465,000 | $9.272M | 0.7% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | RH | 2,974,000 | $9.15M | 0.7% | $1.16 | — | NOTE 6/1 | 74967XAA1 |
| — | NOVELLUS SYS INC | 481,000 | $9.11M | 0.7% | $3.69 | — | NOTE 2.625% 5/1 | 670008AD3 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 175,078 | $8.94M | 0.6% | $51.56 | — | FST LOW OPPT EFT | 33739Q200 |
| — | HELIX ENERGY SOLUTIONS GRP I | 7,367,000 | $8.48M | 0.6% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | AMERICAN AIRLS GROUP INC | 4,884,000 | $8.39M | 0.6% | $1.54 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SHOPIFY INC | 7,334,000 | $8.36M | 0.6% | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | WAYFAIR INC | 3,020,000 | $8.276M | 0.6% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | TWITTER INC | 6,109,000 | $8.118M | 0.6% | $1.24 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | SUMMIT HOTEL PPTYS INC | 7,265,000 | $8.006M | 0.6% | $1.10 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | GUESS INC | 6,957,000 | $7.922M | 0.6% | $1.08 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | LIBERTY MEDIA CORP DEL | 6,079,000 | $7.743M | 0.6% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ARES CAPITAL CORP | 7,340,000 | $7.552M | 0.5% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | PROSPECT CAP CORP | 6,961,000 | $7.492M | 0.5% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | REPLIGEN CORP | 4,261,000 | $7.481M | 0.5% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | KBR INC | 4,652,000 | $7.336M | 0.5% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | NEOGENOMICS INC | 7,234,000 | $7.272M | 0.5% | $1.01 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | MONGODB INC | 5,051,000 | $7.271M | 0.5% | $1.44 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | GOSSAMER BIO INC | 8,025,000 | $7.235M | 0.5% | $0.91 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | DOCUSIGN INC | 2,459,000 | $6.935M | 0.5% | $1.24 | — | NOTE 0.500% 9/1 | 256163AB2 |
| IWD | ISHARES TR | 44,492 | $6.742M | 0.5% | $128.63 | — | RUS 1000 VAL ETF | 464287598 |
| — | AKAMAI TECHNOLOGIES INC | 5,396,000 | $6.528M | 0.5% | $1.09 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | FIREEYE INC | 5,348,000 | $6.025M | 0.4% | $1.13 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| FPE | FIRST TR EXCH TRADED FD III | 295,827 | $5.959M | 0.4% | $19.41 | — | PFD SECS INC ETF | 33739E108 |
| — | SPLUNK INC | 5,200,000 | $5.943M | 0.4% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | WINNEBAGO INDS INC | 4,189,000 | $5.8M | 0.4% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | CHEFS WHSE INC | 5,390,000 | $5.473M | 0.4% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | NUVASIVE INC | 5,309,000 | $5.407M | 0.4% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | COWEN INC | 2,546,000 | $5.222M | 0.4% | $2.05 | — | NOTE 3.000%12/1 | 223622AE1 |
| — | AES CORP | 50,000 | $5.164M | 0.4% | $103.28 | — | UNIT 99/99/9999 | 00130H204 |
| — | PURE STORAGE INC | 4,645,000 | $5.095M | 0.4% | $1.10 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | PATRICK INDS INC | 4,355,000 | $5.076M | 0.4% | $1.17 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | SERVICENOW INC | 1,346,000 | $4.989M | 0.4% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| — | HANNON ARMSTRONG SUST INFR C | 3,883,000 | $4.84M | 0.3% | $1.04 | — | NOTE 8/1 | 41068XAD2 |
| — | REVANCE THERAPEUTICS INC | 4,287,000 | $4.8M | 0.3% | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | RH | 1,700,000 | $4.798M | 0.3% | $2.82 | — | NOTE 9/1 | 74967XAD5 |
| ACWX | ISHARES TR | 83,603 | $4.611M | 0.3% | $46.34 | — | MSCI ACWI EX US | 464288240 |
| — | WAYFAIR INC | 2,071,000 | $4.589M | 0.3% | $2.06 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| IEMG | ISHARES INC | 69,902 | $4.5M | 0.3% | $62.93 | — | CORE MSCI EMKT | 46434G103 |
| — | NEXTERA ENERGY INC | 77,995 | $4.477M | 0.3% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | MFA FINL INC | 4,454,000 | $4.409M | 0.3% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | INVITAE CORP | 2,810,000 | $4.239M | 0.3% | $1.64 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | GRANITE CONSTR INC | 3,005,000 | $4.172M | 0.3% | $1.10 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | BLACKLINE INC | 2,606,000 | $4.127M | 0.3% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | APOLLO COML REAL EST FIN INC | 4,150,000 | $4.067M | 0.3% | $0.95 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 2,182,000 | $4.05M | 0.3% | $1.86 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | DEXCOM INC | 1,834,000 | $4.042M | 0.3% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| AAPL | APPLE INC | 33,057 | $4.038M | 0.3% | $83.72 | +49.4% | COM | 037833100 |
| — | PENNYMAC CORP | 3,997,000 | $4.023M | 0.3% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 81,154 | $3.886M | 0.3% | $47.88 | — | SENIOR LN FD | 33738D309 |
| — | REDWOOD TR INC | 3,882,000 | $3.872M | 0.3% | $0.92 | — | NOTE 4.750% 8/1 | 758075AC9 |
| MSFT | MICROSOFT CORP | 16,232 | $3.826M | 0.3% | $38.41 | +480.3% | COM | 594918104 |
| CWB | SPDR SER TR | 44,798 | $3.734M | 0.3% | $48.02 | — | BLMBRG BRC CNVRT | 78464A359 |
| — | LIGAND PHARMACEUTICALS INC | 3,600,000 | $3.726M | 0.3% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | IQIYI INC | 4,000,000 | $3.692M | 0.3% | $0.92 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | WORKIVA INC | 2,784,000 | $3.671M | 0.3% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| IWM | ISHARES TR | 16,497 | $3.644M | 0.3% | $143.13 | — | RUSSELL 2000 ETF | 464287655 |
| — | ARBOR REALTY TRUST INC | 3,500,000 | $3.644M | 0.3% | $1.00 | — | NOTE 4.750%11/0 | 038923AP3 |
| TBF | PROSHARES TR | 200,000 | $3.624M | 0.3% | $18.12 | — | SHRT 20+YR TRE | 74347X849 |
| — | FLEXION THERAPEUTICS INC | 4,000,000 | $3.623M | 0.3% | $0.86 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | JAZZ INVESTMENTS I LTD | 3,312,000 | $3.58M | 0.3% | $0.96 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | IONIS PHARMACEUTICALS INC | 3,745,000 | $3.576M | 0.3% | $0.99 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | Q2 HLDGS INC | 2,651,000 | $3.455M | 0.2% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | CHENIERE ENERGY INC | 4,200,000 | $3.431M | 0.2% | $0.77 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| EMB | ISHARES TR | 30,695 | $3.341M | 0.2% | $109.33 | — | JPMORGAN USD EMG | 464288281 |
| — | OSI SYSTEMS INC | 3,075,000 | $3.315M | 0.2% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| FDN | FIRST TR EXCHANGE-TRADED FD | 15,154 | $3.304M | 0.2% | $188.16 | — | DJ INTERNT IDX | 33733E302 |
| — | MOMO INC | 3,700,000 | $3.236M | 0.2% | $0.88 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | PRA GROUP INC | 3,000,000 | $3.211M | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | NRG ENERGY INC | 2,750,000 | $3.203M | 0.2% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| ANGL | VANECK VECTORS ETF TR | 97,251 | $3.105M | 0.2% | $32.10 | — | FALLEN ANGEL HG | 92189F437 |
| — | AIR TRANSPORT SERVICES GRP I | 2,749,000 | $3.071M | 0.2% | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | NEW YORK CMNTY CAP TR V | 61,158 | $3.057M | 0.2% | $49.19 | — | UNIT 11/01/2051 | 64944P307 |
| — | CREE INC | 1,589,000 | $2.929M | 0.2% | $1.13 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | NEW RELIC INC | 3,000,000 | $2.925M | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | AVAYA HLDGS CORP | 2,343,000 | $2.89M | 0.2% | $1.11 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | KKR REAL ESTATE FIN TR INC | 2,752,000 | $2.82M | 0.2% | $1.03 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | 8X8 INC NEW | 2,000,000 | $2.779M | 0.2% | $1.45 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | INSMED INC | 2,440,000 | $2.715M | 0.2% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | BLACKSTONE MTG TR INC | 2,650,000 | $2.713M | 0.2% | $0.93 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| IYW | ISHARES TR | 30,820 | $2.705M | 0.2% | $120.94 | — | U.S. TECH ETF | 464287721 |
| — | INFINERA CORP | 2,250,000 | $2.673M | 0.2% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| AMZN | AMAZON COM INC | 853 | $2.637M | 0.2% | $19.98 | +693.5% | COM | 023135106 |
| — | VONAGE HLDGS CORP | 2,500,000 | $2.621M | 0.2% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | RADIUS HEALTH INC | 2,750,000 | $2.555M | 0.2% | $0.94 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | TABULA RASA HEALTHCARE INC | 2,500,000 | $2.525M | 0.2% | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| XLE | SELECT SECTOR SPDR TR | 51,478 | $2.524M | 0.2% | $49.03 | — | ENERGY | 81369Y506 |
| — | ENCORE CAP EUROPE FIN LTD | 2,188,000 | $2.491M | 0.2% | $1.06 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| XLF | SELECT SECTOR SPDR TR | 72,826 | $2.478M | 0.2% | $34.03 | — | SBI INT-FINL | 81369Y605 |
| — | BOINGO WIRELESS INC | 2,525,000 | $2.475M | 0.2% | $0.91 | — | NOTE 1.000%10/0 | 09739CAB8 |
| GOOGL | ALPHABET INC | 1,151 | $2.375M | 0.2% | $37.45 | +161.5% | CAP STK CL A | 02079K305 |
| — | YY INC | 2,000,000 | $2.359M | 0.2% | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | ISTAR INC | 1,750,000 | $2.305M | 0.2% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | ENVESTNET INC | 1,860,000 | $2.285M | 0.2% | $1.21 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | CENTENNIAL RESOURCE DEV INC | 2,376,000 | $2.272M | 0.2% | $0.96 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| ASHR | DBX ETF TR | 58,434 | $2.259M | 0.2% | $37.72 | — | XTRACK HRVST CSI | 233051879 |
| — | SUNPOWER CORP | 1,411,000 | $2.22M | 0.2% | $0.76 | — | DBCV 4.000% 1/1 | 867652AL3 |
| — | GRANITE PT MTG TR INC | 2,316,000 | $2.2M | 0.2% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | TWO HBRS INVT CORP | 2,000,000 | $2.177M | 0.2% | $1.09 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | EVERBRIDGE INC | 1,700,000 | $2.163M | 0.2% | $1.48 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | WESTERN ASSET MTG CAP CORP | 2,297,000 | $2.112M | 0.2% | $0.93 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | APELLIS PHARMACEUTICALS INC | 1,500,000 | $2.106M | 0.2% | $1.28 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | NUANCE COMMUNICATIONS INC | 916,000 | $2.083M | 0.2% | $1.10 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | NEW YORK MTG TR INC | 2,000,000 | $2.031M | 0.1% | $1.01 | — | NOTE 6.250% 1/1 | 649604AD7 |
| EUFN | ISHARES TR | 103,282 | $1.989M | 0.1% | $19.26 | — | MSCI EURO FL ETF | 464289180 |
| — | SOUTH JERSEY INDS INC | 40,000 | $1.987M | 0.1% | $49.67 | — | UNIT 04/01/2024 | 838518306 |
| FPXI | FIRST TR EXCHANGE TRADED FD | 29,783 | $1.964M | 0.1% | $65.94 | — | INTL EQUITY OPP | 33734X853 |
| — | DOMINION ENERGY INC | 19,540 | $1.932M | 0.1% | $104.87 | — | UNIT 99/99/9999 | 25746U133 |
| — | GOLAR LNG LTD | 2,000,000 | $1.93M | 0.1% | $0.96 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | SEACOR HOLDINGS INC | 2,000,000 | $1.911M | 0.1% | $1.01 | — | NOTE 3.250% 5/1 | 811904AN1 |
| — | SOUTHERN CO | 36,315 | $1.85M | 0.1% | $52.45 | — | UNIT 08/01/2022 | 842587602 |
| — | RETROPHIN INC | 1,739,000 | $1.779M | 0.1% | $0.93 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | THERAVANCE BIOPHARMA INC | 1,750,000 | $1.772M | 0.1% | $1.10 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | THERAVANCE INC | 1,755,000 | $1.756M | 0.1% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | AMERICAN ELEC PWR CO INC | 36,110 | $1.743M | 0.1% | $50.73 | — | UNIT 08/01/2021 | 025537127 |
| — | GREEN PLAINS INC | 1,559,000 | $1.743M | 0.1% | $1.12 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | CHEGG INC | 976,000 | $1.695M | 0.1% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | SHIP FIN INTL LTD | 1,750,000 | $1.683M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | DTE ENERGY CO | 33,200 | $1.65M | 0.1% | $48.55 | — | UNIT 11/01/2022S | 233331842 |
| — | APOLLO COML REAL EST FIN INC | 1,639,000 | $1.641M | 0.1% | $1.00 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| JPM | JPMORGAN CHASE & CO | 10,725 | $1.632M | 0.1% | $37.03 | +243.7% | COM | 46625H100 |
| — | VISHAY INTERTECHNOLOGY INC | 1,500,000 | $1.631M | 0.1% | $0.97 | — | NOTE 2.250% 6/1 | 928298AP3 |
| META | FACEBOOK INC | 5,497 | $1.619M | 0.1% | $75.34 | +254.9% | CL A | 30303M102 |
| — | MICROCHIP TECHNOLOGY INC. | 705,000 | $1.611M | 0.1% | $2.29 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | HOPE BANCORP INC | 1,600,000 | $1.569M | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| XLU | SELECT SECTOR SPDR TR | 23,718 | $1.517M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | KNOWLES CORP | 1,250,000 | $1.461M | 0.1% | $1.12 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | GREENBRIER COS INC | 1,324,000 | $1.438M | 0.1% | $1.09 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | AKAMAI TECHNOLOGIES INC | 1,236,000 | $1.34M | 0.1% | $1.14 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | KAMAN CORP | 1,200,000 | $1.301M | 0.1% | $1.19 | — | NOTE 3.250% 5/0 | 483548AF0 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.208M | 0.1% | $74.42 | +49.0% | COM | 494368103 |
| — | ETSY INC | 477,000 | $1.127M | 0.1% | $2.15 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| HD | HOME DEPOT INC | 3,606 | $1.101M | 0.1% | $65.33 | +274.1% | COM | 437076102 |
| — | NEW MTN FIN CORP | 1,000,000 | $1.043M | 0.1% | $1.01 | — | NOTE 5.750% 8/1 | 647551AC4 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,070 | $1.042M | 0.1% | $137.39 | +76.8% | CL B NEW | 084670702 |
| — | DISH NETWORK CORPORATION | 1,054,000 | $1.014M | 0.1% | $0.87 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | COUPA SOFTWARE INC | 588,000 | $1.001M | 0.1% | $1.80 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | LIBERTY MEDIA CORP DEL | 1,000,000 | $996K | 0.1% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| JNJ | JOHNSON & JOHNSON | 5,989 | $981K | 0.1% | $69.14 | +103.6% | COM | 478160104 |
| — | ZILLOW GROUP INC | 570,000 | $958K | 0.1% | $1.16 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | ZENDESK INC | 450,000 | $957K | 0.1% | $1.41 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $957K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 19,135 | $939K | 0.1% | $51.08 | — | UNIT 09/15/2021 | 459506309 |
| — | WESTERN DIGITAL CORP. | 910,000 | $930K | 0.1% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| PG | PROCTER AND GAMBLE CO | 6,799 | $921K | 0.1% | $58.66 | +97.2% | COM | 742718109 |
| BAC | BK OF AMERICA CORP | 23,555 | $911K | 0.1% | $11.46 | +167.2% | COM | 060505104 |
| PYPL | PAYPAL HLDGS INC | 3,488 | $847K | 0.1% | $94.45 | +166.7% | COM | 70450Y103 |
| UNH | UNITEDHEALTH GROUP INC | 2,269 | $844K | 0.1% | $64.23 | +397.7% | COM | 91324P102 |
| — | ZYNGA INC | 614,000 | $840K | 0.1% | $1.28 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| — | MARRIOTT VACTINS WORLDWID CO | 640,000 | $828K | 0.1% | $1.13 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | INPHI CORP | 252,000 | $794K | 0.1% | $1.06 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| V | VISA INC | 3,711 | $786K | 0.1% | $79.55 | +155.4% | COM CL A | 92826C839 |
| DIS | DISNEY WALT CO | 4,184 | $771K | 0.1% | $80.72 | +123.2% | COM | 254687106 |
| — | TELADOC HEALTH INC | 212,000 | $722K | 0.1% | $1.68 | — | NOTE 1.375% 5/1 | 87918AAC9 |
| IYR | ISHARES TR | 7,524 | $693K | 0.0% | $89.96 | — | U.S. REAL ES ETF | 464287739 |
| NVDA | NVIDIA CORPORATION | 1,292 | $690K | 0.0% | $4.87 | +175.2% | COM | 67066G104 |
| — | SPLUNK INC | 582,000 | $685K | 0.0% | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| PFE | PFIZER INC | 18,784 | $681K | 0.0% | $17.09 | +64.0% | COM | 717081103 |
| L | LOEWS CORP | 13,232 | $679K | 0.0% | $42.08 | +13.7% | COM | 540424108 |
| VZ | VERIZON COMMUNICATIONS INC | 11,269 | $657K | 0.0% | $28.61 | +47.7% | COM | 92343V104 |
| FCVT | FIRST TR EXCHANGE-TRADED FD | 12,808 | $642K | 0.0% | $39.63 | — | SSI STRG ETF | 33739Q507 |
| — | FORTIVE CORP | 608,000 | $616K | 0.0% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| ABT | ABBOTT LABS | 5,108 | $613K | 0.0% | $29.00 | +274.6% | COM | 002824100 |
| UNP | UNION PAC CORP | 2,762 | $609K | 0.0% | $73.21 | +156.9% | COM | 907818108 |
| — | COLONY STARWOOD HOMES | 421,000 | $595K | 0.0% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| INTC | INTEL CORP | 9,246 | $593K | 0.0% | $22.17 | +143.9% | COM | 458140100 |
| CSCO | CISCO SYS INC | 11,308 | $586K | 0.0% | $16.25 | +150.0% | COM | 17275R102 |
| CMCSA | COMCAST CORP NEW | 10,773 | $582K | 0.0% | $27.74 | +66.4% | CL A | 20030N101 |
| REM | ISHARES TR | 16,238 | $572K | 0.0% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| MA | MASTERCARD INCORPORATED | 1,542 | $549K | 0.0% | $74.60 | +355.2% | CL A | 57636Q104 |
| — | HERCULES CAPITAL INC | 528,000 | $540K | 0.0% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | VIAVI SOLUTIONS INC | 399,000 | $524K | 0.0% | $1.08 | — | NOTE 1.000% 3/0 | 925550AB1 |
| KO | COCA COLA CO | 9,938 | $523K | 0.0% | $28.21 | +53.8% | COM | 191216100 |
| — | ELANCO ANIMAL HEALTH INC | 11,215 | $513K | 0.0% | $47.55 | — | UNIT 02/01/2023T | 28414H202 |
| FLOT | ISHARES TR | 9,864 | $502K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| AMGN | AMGEN INC | 2,023 | $500K | 0.0% | $88.03 | +132.5% | COM | 031162100 |
| MRK | MERCK & CO. INC | 6,400 | $494K | 0.0% | $40.85 | +54.4% | COM | 58933Y105 |
| DHR | DANAHER CORPORATION | 2,170 | $488K | 0.0% | $85.98 | +131.1% | COM | 235851102 |
| — | INSIGHT ENTERPRISES INC | 332,000 | $488K | 0.0% | $1.47 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,349 | $486K | 0.0% | $46.08 | +131.1% | COM | 45866F104 |
| MCD | MCDONALDS CORP | 2,153 | $483K | 0.0% | $88.23 | +116.8% | COM | 580135101 |
| PEP | PEPSICO INC | 3,403 | $482K | 0.0% | $56.46 | +108.8% | COM | 713448108 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 28,716 | $464K | 0.0% | $13.70 | — | MULTI ASSET DI | 33738R100 |
| COST | COSTCO WHSL CORP NEW | 1,301 | $458K | 0.0% | $119.70 | +175.5% | COM | 22160K105 |
| SHY | ISHARES TR | 5,257 | $453K | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| AMAT | APPLIED MATLS INC | 3,366 | $449K | 0.0% | $51.23 | +106.3% | COM | 038222105 |
| — | BIOMARIN PHARMACEUTICAL INC | 444,000 | $448K | 0.0% | $1.11 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | ESSENTIAL UTILS INC | 7,690 | $440K | 0.0% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| BA | BOEING CO | 1,713 | $438K | 0.0% | $192.22 | +15.6% | COM | 097023105 |
| — | RAMBUS INC DEL | 367,000 | $438K | 0.0% | $0.96 | — | NOTE 1.375% 2/0 | 750917AG1 |
| AVGO | BROADCOM INC | 939 | $436K | 0.0% | $19.73 | +111.1% | COM | 11135F101 |
| T | AT&T INC | 14,240 | $429K | 0.0% | $11.76 | +37.3% | COM | 00206R102 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 892 | $422K | 0.0% | $217.25 | +115.2% | COM | 00724F101 |
| WFC | WELLS FARGO CO NEW | 10,522 | $411K | 0.0% | $23.98 | +31.9% | COM | 949746101 |
| TSLA | TESLA INC | 607 | $404K | 0.0% | $170.65 | +47.1% | COM | 88160R101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 877 | $398K | 0.0% | $124.96 | +277.0% | COM | 883556102 |
| HON | HONEYWELL INTL INC | 1,798 | $390K | 0.0% | $73.48 | +140.4% | COM | 438516106 |
| ABBV | ABBVIE INC | 3,553 | $385K | 0.0% | $32.31 | +175.2% | COM | 00287Y109 |
| MDT | MEDTRONIC PLC | 3,234 | $382K | 0.0% | $59.40 | +71.2% | SHS | G5960L103 |
| CVX | CHEVRON CORP NEW | 3,636 | $381K | 0.0% | $79.58 | 0.0% | COM | 166764100 |
| ORCL | ORACLE CORP | 5,361 | $375K | 0.0% | $30.91 | +96.1% | COM | 68389X105 |
| NKE | NIKE INC | 2,695 | $359K | 0.0% | $78.77 | +64.5% | CL B | 654106103 |
| LUV | SOUTHWEST AIRLS CO | 5,884 | $359K | 0.0% | $29.57 | +67.4% | COM | 844741108 |
| DKS | DICKS SPORTING GOODS INC | 4,457 | $338K | 0.0% | $41.47 | +49.3% | COM | 253393102 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,852 | $337K | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| CRM | SALESFORCE COM INC | 1,568 | $332K | 0.0% | $153.14 | +43.6% | COM | 79466L302 |
| GM | GENERAL MTRS CO | 5,784 | $332K | 0.0% | $37.51 | +36.6% | COM | 37045V100 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 278,000 | $331K | 0.0% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| NFLX | NETFLIX INC | 629 | $330K | 0.0% | $50.70 | +4.6% | COM | 64110L106 |
| WMT | WALMART INC | 2,384 | $323K | 0.0% | $20.94 | +106.8% | COM | 931142103 |
| ACN | ACCENTURE PLC IRELAND | 1,157 | $321K | 0.0% | $142.15 | +69.8% | SHS CLASS A | G1151C101 |
| — | WIX COM LTD | 156,000 | $312K | 0.0% | $2.00 | — | NOTE 7/0 | 92940WAB5 |
| MU | MICRON TECHNOLOGY INC | 3,533 | $311K | 0.0% | $82.77 | 0.0% | COM | 595112103 |
| ETN | EATON CORP PLC | 2,202 | $306K | 0.0% | $74.77 | +59.1% | SHS | G29183103 |
| C | CITIGROUP INC | 4,182 | $305K | 0.0% | $38.04 | +47.7% | COM NEW | 172967424 |
| SGI | TEMPUR SEALY INTL INC | 8,109 | $296K | 0.0% | $24.39 | +32.8% | COM | 88023U101 |
| DHI | D R HORTON INC | 3,284 | $293K | 0.0% | $64.70 | +15.2% | COM | 23331A109 |
| — | NEUROCRINE BIOSCIENCES INC | 209,000 | $280K | 0.0% | $1.52 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| NOW | SERVICENOW INC | 551 | $279K | 0.0% | $43.97 | +140.1% | COM | 81762P102 |
| RVTY | PERKINELMER INC | 2,162 | $277K | 0.0% | $90.26 | +51.8% | COM | 714046109 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,315 | $273K | 0.0% | $45.19 | +12.9% | COM | 110122108 |
| — | INPHI CORP | 1,529 | $272K | 0.0% | $159.48 | — | COM | 45772F107 |
| DE | DEERE & CO | 729 | $272K | 0.0% | $307.48 | 0.0% | COM | 244199105 |
| LPLA | LPL FINL HLDGS INC | 1,916 | $272K | 0.0% | $127.60 | 0.0% | COM | 50212V100 |
| PH | PARKER-HANNIFIN CORP | 818 | $260K | 0.0% | $231.36 | +16.9% | COM | 701094104 |
| CMI | CUMMINS INC | 985 | $257K | 0.0% | $174.85 | +26.9% | COM | 231021106 |
| — | LABORATORY CORP AMER HLDGS | 972 | $249K | 0.0% | $256.17 | — | COM NEW | 50540R409 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 8,418 | $246K | 0.0% | $29.22 | — | NY REGISTRY SH | 03938L203 |
| CLF | CLEVELAND-CLIFFS INC NEW | 12,211 | $245K | 0.0% | $16.28 | 0.0% | COM | 185899101 |
| MMM | 3M CO | 1,257 | $244K | 0.0% | $102.42 | +22.1% | COM | 88579Y101 |
| LMT | LOCKHEED MARTIN CORP | 659 | $244K | 0.0% | $243.60 | +23.1% | COM | 539830109 |
| — | LINDE PLC | 869 | $244K | 0.0% | $265.82 | — | SHS | G5494J103 |
| LOW | LOWES COS INC | 1,267 | $242K | 0.0% | $139.87 | +12.2% | COM | 548661107 |
| PSX | PHILLIPS 66 | 2,955 | $241K | 0.0% | $64.91 | 0.0% | COM | 718546104 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 8,571 | $237K | 0.0% | $20.86 | +27.5% | SHS | G66721104 |
| QCOM | QUALCOMM INC | 1,763 | $235K | 0.0% | $95.15 | +36.3% | COM | 747525103 |
| — | LIBERTY MEDIA CORP DEL | 5,298 | $232K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| TXN | TEXAS INSTRS INC | 1,218 | $232K | 0.0% | $151.36 | 0.0% | COM | 882508104 |
| PRU | PRUDENTIAL FINL INC | 2,536 | $231K | 0.0% | $67.80 | 0.0% | COM | 744320102 |
| MS | MORGAN STANLEY | 2,961 | $230K | 0.0% | $65.58 | 0.0% | COM NEW | 617446448 |
| ITW | ILLINOIS TOOL WKS INC | 1,031 | $229K | 0.0% | $167.30 | +10.6% | COM | 452308109 |
| UPS | UNITED PARCEL SERVICE INC | 1,328 | $227K | 0.0% | $136.91 | -3.6% | CL B | 911312106 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $226K | 0.0% | $30.39 | +1.9% | COM | 67103H107 |
| DOV | DOVER CORP | 1,643 | $224K | 0.0% | $119.60 | 0.0% | COM | 260003108 |
| APD | AIR PRODS & CHEMS INC | 789 | $224K | 0.0% | $194.15 | +23.7% | COM | 009158106 |
| IYM | ISHARES TR | 1,761 | $224K | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| MCS | MARCUS CORP DEL | 11,052 | $221K | 0.0% | $13.46 | +37.1% | COM | 566330106 |
| AIG | AMERICAN INTL GROUP INC | 4,729 | $220K | 0.0% | $38.62 | 0.0% | COM NEW | 026874784 |
| CAT | CATERPILLAR INC | 947 | $219K | 0.0% | $189.09 | 0.0% | COM | 149123101 |
| CVS | CVS HEALTH CORP | 2,866 | $217K | 0.0% | $62.28 | 0.0% | COM | 126650100 |
| MSI | MOTOROLA SOLUTIONS INC | 1,111 | $212K | 0.0% | $168.08 | 0.0% | COM NEW | 620076307 |
| FCX | FREEPORT-MCMORAN INC | 6,413 | $211K | 0.0% | $30.35 | 0.0% | CL B | 35671D857 |
| BLMN | BLOOMIN BRANDS INC | 7,581 | $207K | 0.0% | $8.73 | +134.2% | COM | 094235108 |
| TFC | TRUIST FINL CORP | 3,515 | $206K | 0.0% | $43.57 | 0.0% | COM | 89832Q109 |
| FDX | FEDEX CORP | 715 | $204K | 0.0% | $234.19 | 0.0% | COM | 31428X106 |
| INTU | INTUIT | 523 | $202K | 0.0% | $373.72 | 0.0% | COM | 461202103 |
| ARCC | ARES CAPITAL CORP | 10,420 | $195K | 0.0% | $6.69 | +70.2% | COM | 04010L103 |
| — | MICROCHIP TECHNOLOGY INC. | 110,000 | $130K | 0.0% | $1.18 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CSG SYS INTL INC | 106,000 | $111K | 0.0% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | ROSECLIFF ACQUISITION CORP I | 10,000 | $99,000 | 0.0% | $9.90 | — | UNIT 99/99/9999 | 77732R202 |
| — | NICE SYS INC | 25,000 | $65,000 | 0.0% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | MICROCHIP TECHNOLOGY INC. | 11,000 | $38,000 | 0.0% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CHIMERA INVT CORP | 18,000 | $35,000 | 0.0% | $1.46 | — | NOTE 7.000% 4/0 | 16934QAA7 |