Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 16, 2021
Total Value: $1.546B (20.4% shares, 79.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 173,988 | $74.8M | 4.8% | $264.66 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 36,932,000 | $55.93M | 3.6% | $1.22 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PIONEER NAT RES CO | 34,152,000 | $54.49M | 3.5% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | BOOKING HOLDINGS INC | 27,966,000 | $39.55M | 2.6% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | PALO ALTO NETWORKS INC | 19,687,000 | $28.69M | 1.9% | $1.13 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ZILLOW GROUP INC | 12,985,000 | $25.6M | 1.7% | $1.51 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | WELLPOINT INC | 4,732,000 | $25.54M | 1.7% | $3.42 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | SNAP INC | 6,926,000 | $20.85M | 1.3% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | ILLUMINA INC | 16,207,000 | $20.4M | 1.3% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| AGG | ISHARES TR | 175,419 | $20.23M | 1.3% | $111.37 | — | CORE US AGGBD ET | 464287226 |
| — | LIVE NATION ENTERTAINMENT IN | 14,250,000 | $19.9M | 1.3% | $1.26 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| VXUS | VANGUARD STAR FDS | 292,327 | $19.2M | 1.2% | $63.66 | — | VG TL INTL STK F | 921909768 |
| — | EURONET WORLDWIDE INC | 16,832,000 | $19.17M | 1.2% | $1.03 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SQUARE INC | 6,095,000 | $19.07M | 1.2% | $1.21 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | STANLEY BLACK & DECKER INC | 155,538 | $18.78M | 1.2% | $100.70 | — | UNIT 11/15/2022 | 854502846 |
| — | DEXCOM INC | 17,970,000 | $18.77M | 1.2% | $1.04 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | EXACT SCIENCES CORP | 14,094,000 | $18.65M | 1.2% | $1.11 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | MICROCHIP TECHNOLOGY INC. | 7,895,000 | $17.57M | 1.1% | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WORKDAY INC | 10,519,000 | $17.39M | 1.1% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | TESLA INC | 1,462,000 | $15.99M | 1.0% | $2.07 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | SPIRIT AIRLS INC | 16,739,000 | $15.95M | 1.0% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | TERADYNE INC | 3,692,000 | $15.64M | 1.0% | $2.17 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | ZENDESK INC | 10,579,000 | $15.41M | 1.0% | $1.46 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | BURLINGTON STORES INC | 9,260,000 | $14.71M | 1.0% | $1.59 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | CLEVELAND-CLIFFS INC NEW | 5,262,000 | $14.67M | 0.9% | $1.23 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | ON SEMICONDUCTOR CORP | 7,602,000 | $14.45M | 0.9% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | JAZZ INVESTMENTS I LTD | 10,799,000 | $14.37M | 0.9% | $1.33 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | NEXTERA ENERGY INC | 291,120 | $14.25M | 0.9% | $48.66 | — | UNIT 99/99/9999 | 65339F770 |
| — | DICKS SPORTING GOODS INC | 4,713,000 | $13.95M | 0.9% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | ARES CAPITAL CORP | 12,465,000 | $13.56M | 0.9% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | LUMENTUM HLDGS INC | 11,623,000 | $12.54M | 0.8% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PEBBLEBROOK HOTEL TR | 10,870,000 | $12.33M | 0.8% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | HUBSPOT INC | 5,574,000 | $11.8M | 0.8% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | OKTA INC | 8,164,000 | $11.76M | 0.8% | $1.32 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | COUPA SOFTWARE INC | 9,886,000 | $11.4M | 0.7% | $1.15 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | INSULET CORP | 8,060,000 | $10.96M | 0.7% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | WESTERN DIGITAL CORP. | 10,175,000 | $10.87M | 0.7% | $1.06 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | AMERICAN EAGLE OUTFITTERS IN | 2,448,000 | $10.68M | 0.7% | $4.36 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| — | LIBERTY MEDIA CORP DEL | 7,784,000 | $10.58M | 0.7% | $1.22 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | CALLAWAY GOLF CO | 5,191,000 | $10.58M | 0.7% | $2.04 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | CONMED CORP | 6,454,000 | $10.4M | 0.7% | $1.10 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | SHOPIFY INC | 7,786,000 | $10.14M | 0.7% | $1.18 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | PRICELINE GRP INC | 9,227,000 | $10.02M | 0.6% | $1.14 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | RH | 2,854,000 | $9.96M | 0.6% | $1.16 | — | NOTE 6/1 | 74967XAA1 |
| — | RINGCENTRAL INC | 8,389,000 | $9.269M | 0.6% | $1.10 | — | NOTE 3/0 | 76680RAF4 |
| — | INSMED INC | 8,320,000 | $9.145M | 0.6% | $1.10 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | SYNAPTICS INC | 4,343,000 | $9.142M | 0.6% | $1.03 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 179,557 | $9.137M | 0.6% | $51.54 | — | FST LOW OPPT EFT | 33739Q200 |
| — | TELADOC HEALTH INC | 8,146,000 | $9.122M | 0.6% | $1.12 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | COLFAX CORP | 48,756 | $9.076M | 0.6% | $146.25 | — | UNIT 01/15/2022T | 194014205 |
| — | CENTENNIAL RESOURCE DEV INC | 6,823,000 | $9.049M | 0.6% | $1.20 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | II-VI INC | 5,705,000 | $8.999M | 0.6% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | SEA LTD | 2,898,000 | $8.942M | 0.6% | $3.09 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | FTI CONSULTING INC | 6,031,000 | $8.61M | 0.6% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | HELIX ENERGY SOLUTIONS GRP I | 6,911,000 | $8.505M | 0.6% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | WAYFAIR INC | 3,044,000 | $8.332M | 0.5% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | AKAMAI TECHNOLOGIES INC | 6,367,000 | $8.323M | 0.5% | $1.12 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | TWITTER INC | 5,967,000 | $8.184M | 0.5% | $1.24 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | SUMMIT HOTEL PPTYS INC | 7,910,000 | $8.15M | 0.5% | $1.10 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | APELLIS PHARMACEUTICALS INC | 4,418,000 | $8.147M | 0.5% | $1.65 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | ENVISTA HOLDINGS CORPORATION | 3,749,000 | $7.989M | 0.5% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | LIBERTY MEDIA CORP DEL | 5,980,000 | $7.948M | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 161,525 | $7.753M | 0.5% | $47.94 | — | SENIOR LN FD | 33738D309 |
| — | ARES CAPITAL CORP | 7,304,000 | $7.632M | 0.5% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| FPE | FIRST TR EXCH TRADED FD III | 364,809 | $7.514M | 0.5% | $19.63 | — | PFD SECS INC ETF | 33739E108 |
| — | PROSPECT CAP CORP | 6,961,000 | $7.508M | 0.5% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | AMERICAN AIRLS GROUP INC | 4,676,000 | $7.328M | 0.5% | $1.54 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | CHEESECAKE FACTORY INC | 7,269,000 | $7.159M | 0.5% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| TBF | PROSHARES TR | 423,000 | $7.14M | 0.5% | $17.47 | — | SHRT 20+YR TRE | 74347X849 |
| — | HALOZYME THERAPEUTICS INC | 3,573,000 | $6.973M | 0.5% | $1.83 | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | DATADOG INC | 5,149,000 | $6.861M | 0.4% | $1.33 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | KBR INC | 4,372,000 | $6.852M | 0.4% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | GUESS INC | 5,462,000 | $6.779M | 0.4% | $1.08 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | CERENCE INC | 2,300,000 | $6.769M | 0.4% | $2.94 | — | NOTE 3.000% 6/0 | 156727AB5 |
| EMB | ISHARES TR | 57,290 | $6.444M | 0.4% | $110.79 | — | JPMORGAN USD EMG | 464288281 |
| — | THE REALREAL INC | 4,725,000 | $6.415M | 0.4% | $1.36 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | CREE INC | 2,935,000 | $6.369M | 0.4% | $2.17 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | FIREEYE INC | 5,586,000 | $6.308M | 0.4% | $1.13 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | COPA HOLDINGS SA | 3,824,000 | $6.246M | 0.4% | $1.63 | — | NOTE 4.500% 4/1 | 21720AAB8 |
| — | MERCADOLIBRE INC | 1,733,000 | $6.122M | 0.4% | $2.90 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | MONGODB INC | 3,378,000 | $6.094M | 0.4% | $1.44 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | MFA FINL INC | 6,000,000 | $6.074M | 0.4% | $0.97 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BILIBILI INC | 1,931,000 | $5.818M | 0.4% | $3.01 | — | NOTE 1.250% 6/1 | 090040AD8 |
| IWD | ISHARES TR | 36,660 | $5.815M | 0.4% | $128.63 | — | RUS 1000 VAL ETF | 464287598 |
| — | LYFT INC | 3,388,000 | $5.781M | 0.4% | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | CNX RES CORP | 4,434,000 | $5.746M | 0.4% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | NEOGENOMICS INC | 5,643,000 | $5.483M | 0.4% | $1.01 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | SERVICENOW INC | 1,326,000 | $5.392M | 0.3% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| — | SMART GLOBAL HLDGS INC | 3,921,000 | $5.377M | 0.3% | $1.37 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | FARFETCH LTD | 1,640,000 | $5.317M | 0.3% | $3.24 | — | NOTE 3.750% 5/0 | 30744WAD9 |
| — | SPLUNK INC | 4,556,000 | $5.302M | 0.3% | $1.07 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | RH | 1,647,000 | $5.271M | 0.3% | $2.82 | — | NOTE 9/1 | 74967XAD5 |
| — | REVANCE THERAPEUTICS INC | 4,487,000 | $5.231M | 0.3% | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | VIAVI SOLUTIONS INC | 3,715,000 | $5.23M | 0.3% | $1.37 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | NOVAVAX INC | 2,914,000 | $5.198M | 0.3% | $1.78 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | NUVASIVE INC | 5,211,000 | $5.139M | 0.3% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | PENNYMAC CORP | 4,997,000 | $5.098M | 0.3% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | EQT CORP | 2,969,000 | $4.946M | 0.3% | $1.67 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | HANNON ARMSTRONG SUST INFR C | 3,824,000 | $4.709M | 0.3% | $1.04 | — | NOTE 8/1 | 41068XAD2 |
| — | PURE STORAGE INC | 4,497,000 | $4.699M | 0.3% | $1.10 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | DISH NETWORK CORPORATION | 4,607,000 | $4.698M | 0.3% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| IYW | ISHARES TR | 47,043 | $4.675M | 0.3% | $113.50 | — | U.S. TECH ETF | 464287721 |
| — | PATRICK INDS INC | 4,289,000 | $4.628M | 0.3% | $1.17 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | UNITED STATES STL CORP NEW | 2,292,000 | $4.612M | 0.3% | $2.01 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | UNDER ARMOUR INC | 2,342,000 | $4.603M | 0.3% | $1.97 | — | NOTE 1.500% 6/0 | 904311AC1 |
| — | CHEFS WHSE INC | 4,404,000 | $4.572M | 0.3% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | REPLIGEN CORP | 2,539,000 | $4.544M | 0.3% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | WAYFAIR INC | 2,063,000 | $4.54M | 0.3% | $2.06 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| AAPL | APPLE INC | 32,956 | $4.513M | 0.3% | $83.72 | +51.0% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 16,168 | $4.378M | 0.3% | $38.41 | +537.1% | COM | 594918104 |
| — | NEXTERA ENERGY INC | 76,095 | $4.273M | 0.3% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | GRANITE PT MTG TR INC | 4,316,000 | $4.198M | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | DEXCOM INC | 1,611,000 | $4.188M | 0.3% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | BLACKLINE INC | 2,602,000 | $4.174M | 0.3% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | APOLLO COML REAL EST FIN INC | 4,000,000 | $4.025M | 0.3% | $0.95 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 2,150,000 | $4.021M | 0.3% | $1.86 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | INVITAE CORP | 2,807,000 | $3.773M | 0.2% | $1.64 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | CHENIERE ENERGY INC | 4,500,000 | $3.751M | 0.2% | $0.78 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | JAZZ INVESTMENTS I LTD | 3,399,000 | $3.73M | 0.2% | $0.96 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | PENN NATL GAMING INC | 1,115,000 | $3.719M | 0.2% | $1.50 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | RADIUS HEALTH INC | 4,000,000 | $3.693M | 0.2% | $0.93 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | ELANCO ANIMAL HEALTH INC | 66,385 | $3.561M | 0.2% | $52.61 | — | UNIT 02/01/2023T | 28414H202 |
| — | MERITOR INC | 3,294,000 | $3.497M | 0.2% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | NEW YORK CMNTY CAP TR V | 67,000 | $3.394M | 0.2% | $49.32 | — | UNIT 11/01/2051 | 64944P307 |
| — | MOMO INC | 3,750,000 | $3.335M | 0.2% | $0.88 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| — | NRG ENERGY INC | 2,850,000 | $3.312M | 0.2% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | GRANITE CONSTR INC | 2,195,000 | $3.172M | 0.2% | $1.10 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | WINNEBAGO INDS INC | 2,458,000 | $3.151M | 0.2% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| ANGL | VANECK VECTORS ETF TR | 95,499 | $3.14M | 0.2% | $32.10 | — | FALLEN ANGEL HG | 92189F437 |
| IWM | ISHARES TR | 13,640 | $3.127M | 0.2% | $143.13 | — | RUSSELL 2000 ETF | 464287655 |
| — | NEW RELIC INC | 3,150,000 | $3.108M | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | NANOSTRING TECHNOLOGIES INC | 1,968,000 | $3.104M | 0.2% | $1.58 | — | NOTE 2.625% 3/0 | 63009RAD1 |
| — | AKAMAI TECHNOLOGIES INC | 2,681,000 | $3.102M | 0.2% | $1.15 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 2,809,000 | $3.1M | 0.2% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | WORKIVA INC | 2,000,000 | $3.043M | 0.2% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| XLE | SELECT SECTOR SPDR TR | 54,923 | $2.961M | 0.2% | $49.34 | — | ENERGY | 81369Y506 |
| AMZN | AMAZON COM INC | 852 | $2.932M | 0.2% | $19.98 | +732.0% | COM | 023135106 |
| — | FLEXION THERAPEUTICS INC | 3,250,000 | $2.918M | 0.2% | $0.86 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| — | IQIYI INC | 3,068,000 | $2.858M | 0.2% | $0.92 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| XLF | SELECT SECTOR SPDR TR | 77,801 | $2.855M | 0.2% | $34.20 | — | FINANCIAL | 81369Y605 |
| GOOGL | ALPHABET INC | 1,145 | $2.795M | 0.2% | $37.45 | +209.5% | CAP STK CL A | 02079K305 |
| — | PRA GROUP INC | 2,500,000 | $2.684M | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | Q2 HLDGS INC | 2,028,000 | $2.65M | 0.2% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | THERAVANCE INC | 2,500,000 | $2.54M | 0.2% | $0.96 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | I3 VERTICALS LLC | 2,500,000 | $2.528M | 0.2% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | RWT HLDGS INC | 2,500,000 | $2.522M | 0.2% | $1.01 | — | NOTE 5.750%10/0 | 749772AD1 |
| FPXI | FIRST TR EXCHANGE TRADED FD | 36,730 | $2.511M | 0.2% | $66.40 | — | INTL EQUITY OPP | 33734X853 |
| — | ENCORE CAP EUROPE FIN LTD | 2,000,000 | $2.506M | 0.2% | $1.06 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | LIGAND PHARMACEUTICALS INC | 2,500,000 | $2.471M | 0.2% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | SPLUNK INC | 2,500,000 | $2.437M | 0.2% | $0.97 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | OSI SYSTEMS INC | 2,250,000 | $2.388M | 0.2% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| EUFN | ISHARES TR | 120,787 | $2.361M | 0.2% | $19.30 | — | MSCI EURO FL ETF | 464289180 |
| — | MICROCHIP TECHNOLOGY INC. | 1,060,000 | $2.358M | 0.2% | $2.26 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | RETROPHIN INC | 2,750,000 | $2.296M | 0.1% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | DTE ENERGY CO | 46,070 | $2.278M | 0.1% | $48.80 | — | UNIT 11/01/2022S | 233331842 |
| — | SABRE GLBL INC | 1,250,000 | $2.275M | 0.1% | $1.82 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| ACWX | ISHARES TR | 38,551 | $2.217M | 0.1% | $46.34 | — | MSCI ACWI EX US | 464288240 |
| — | GOSSAMER BIO INC | 2,750,000 | $2.209M | 0.1% | $0.91 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | WESTERN ASSET MTG CAP CORP | 2,297,000 | $2.205M | 0.1% | $0.93 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | SOUTHERN CO | 42,400 | $2.146M | 0.1% | $52.19 | — | UNIT 08/01/2022 | 842587602 |
| — | VONAGE HLDGS CORP | 1,850,000 | $2.062M | 0.1% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | 2U INC | 1,250,000 | $2.055M | 0.1% | $1.64 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | REDWOOD TR INC | 2,000,000 | $2.055M | 0.1% | $1.03 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | TABULA RASA HEALTHCARE INC | 2,000,000 | $2.047M | 0.1% | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | COHERUS BIOSCIENCES INC | 2,000,000 | $2.044M | 0.1% | $1.02 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | AIR TRANSPORT SERVICES GRP I | 2,000,000 | $2.027M | 0.1% | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | INFINERA CORP | 1,650,000 | $2.018M | 0.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | ISTAR INC | 1,300,000 | $1.964M | 0.1% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| META | FACEBOOK INC | 5,473 | $1.902M | 0.1% | $75.34 | +322.9% | CL A | 30303M102 |
| — | 8X8 INC NEW | 1,500,000 | $1.858M | 0.1% | $1.45 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | AVAYA HLDGS CORP | 1,550,000 | $1.809M | 0.1% | $1.11 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | DOMINION ENERGY INC | 18,590 | $1.806M | 0.1% | $104.87 | — | UNIT 99/99/9999 | 25746U133 |
| — | GOLAR LNG LTD | 1,800,000 | $1.785M | 0.1% | $0.96 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | IONIS PHARMACEUTICALS INC | 1,905,000 | $1.757M | 0.1% | $0.99 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | ENVESTNET INC | 1,430,000 | $1.751M | 0.1% | $1.21 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | AMERICAN ELEC PWR CO INC | 35,605 | $1.749M | 0.1% | $50.73 | — | UNIT 08/01/2021 | 025537127 |
| PAVE | GLOBAL X FDS | 67,622 | $1.739M | 0.1% | $25.72 | — | US INFR DEV ETF | 37954Y673 |
| ASHR | DBX ETF TR | 42,850 | $1.736M | 0.1% | $37.72 | — | XTRACK HRVST CSI | 233051879 |
| — | JOYY INC | 1,750,000 | $1.735M | 0.1% | $1.10 | — | NOTE 1.375% 6/1 | 98426TAF3 |
| — | ALGONQUIN PWR UTILS CORP | 35,000 | $1.733M | 0.1% | $49.51 | — | UNIT 99/99/9999 | 015857873 |
| — | EVERBRIDGE INC | 1,250,000 | $1.705M | 0.1% | $1.48 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | KAMAN CORP | 1,600,000 | $1.688M | 0.1% | $1.15 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | SHIP FIN INTL LTD | 1,750,000 | $1.672M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| IEMG | ISHARES INC | 24,902 | $1.669M | 0.1% | $62.93 | — | CORE MSCI EMKT | 46434G103 |
| JPM | JPMORGAN CHASE & CO | 10,684 | $1.664M | 0.1% | $37.03 | +277.4% | COM | 46625H100 |
| — | THERAVANCE BIOPHARMA INC | 1,750,000 | $1.658M | 0.1% | $1.10 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | HOPE BANCORP INC | 1,600,000 | $1.565M | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| XLU | SELECT SECTOR SPDR TR | 23,619 | $1.495M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | NCL CORP LTD | 582,000 | $1.351M | 0.1% | $2.32 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | CHEGG INC | 738,000 | $1.242M | 0.1% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.162M | 0.1% | $74.42 | +51.0% | COM | 494368103 |
| HD | HOME DEPOT INC | 3,593 | $1.149M | 0.1% | $65.33 | +334.4% | COM | 437076102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,054 | $1.127M | 0.1% | $137.39 | +103.4% | CL B NEW | 084670702 |
| NVDA | NVIDIA CORPORATION | 1,285 | $1.028M | 0.1% | $4.87 | +228.3% | COM | 67066G104 |
| — | ETSY INC | 422,000 | $1.014M | 0.1% | $2.15 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $994K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| JNJ | JOHNSON & JOHNSON | 5,994 | $986K | 0.1% | $69.14 | +109.6% | COM | 478160104 |
| BAC | BK OF AMERICA CORP | 23,489 | $968K | 0.1% | $11.46 | +218.9% | COM | 060505104 |
| PG | PROCTER AND GAMBLE CO | 6,805 | $916K | 0.1% | $58.66 | +105.8% | COM | 742718109 |
| UNH | UNITEDHEALTH GROUP INC | 2,261 | $905K | 0.1% | $64.23 | +474.6% | COM | 91324P102 |
| V | VISA INC | 3,556 | $831K | 0.1% | $79.55 | +177.8% | COM CL A | 92826C839 |
| — | MARRIOTT VACATIONS WORLDWIDE | 640,000 | $763K | 0.0% | $1.13 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| IYR | ISHARES TR | 7,491 | $763K | 0.0% | $89.96 | — | U.S. REAL ES ETF | 464287739 |
| PFE | PFIZER INC | 18,704 | $733K | 0.0% | $17.09 | +81.4% | COM | 717081103 |
| DIS | DISNEY WALT CO | 4,169 | $733K | 0.0% | $80.72 | +117.7% | COM | 254687106 |
| — | GREEN PLAINS INC | 569,000 | $731K | 0.0% | $1.12 | — | NOTE 2.250% 3/1 | 393222AK0 |
| L | LOEWS CORP | 13,232 | $723K | 0.0% | $42.08 | +30.8% | COM | 540424108 |
| — | INSMED INC | 667,000 | $696K | 0.0% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | COLONY STARWOOD HOMES | 419,000 | $683K | 0.0% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| PYPL | PAYPAL HLDGS INC | 2,279 | $665K | 0.0% | $94.45 | +179.0% | COM | 70450Y103 |
| VZ | VERIZON COMMUNICATIONS INC | 11,223 | $628K | 0.0% | $28.61 | +51.8% | COM | 92343V104 |
| CMCSA | COMCAST CORP NEW | 10,762 | $613K | 0.0% | $27.74 | +76.9% | CL A | 20030N101 |
| UNP | UNION PAC CORP | 2,752 | $607K | 0.0% | $73.21 | +173.7% | COM | 907818108 |
| — | FORTIVE CORP | 595,000 | $596K | 0.0% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| CSCO | CISCO SYS INC | 11,260 | $595K | 0.0% | $16.25 | +182.1% | COM | 17275R102 |
| ABT | ABBOTT LABS | 5,091 | $592K | 0.0% | $29.00 | +269.9% | COM | 002824100 |
| — | SPLUNK INC | 479,000 | $585K | 0.0% | $1.17 | — | NOTE 1.125% 9/1 | 848637AD6 |
| DHR | DANAHER CORPORATION | 2,163 | $582K | 0.0% | $85.98 | +152.5% | COM | 235851102 |
| — | LIBERTY MEDIA CORP DEL | 500,000 | $573K | 0.0% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | CREE INC | 336,000 | $560K | 0.0% | $1.13 | — | NOTE 0.875% 9/0 | 225447AB7 |
| MA | MASTERCARD INCORPORATED | 1,535 | $558K | 0.0% | $74.60 | +385.6% | CL A | 57636Q104 |
| FLOT | ISHARES TR | 10,689 | $545K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| KO | COCA COLA CO | 9,952 | $538K | 0.0% | $28.21 | +67.6% | COM | 191216100 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,521 | $535K | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| REM | ISHARES TR | 14,363 | $533K | 0.0% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| INTC | INTEL CORP | 9,262 | $521K | 0.0% | $22.17 | +141.6% | COM | 458140100 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 891 | $519K | 0.0% | $217.25 | +137.3% | COM | 00724F101 |
| — | HERCULES CAPITAL INC | 488,000 | $517K | 0.0% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,359 | $517K | 0.0% | $46.08 | +135.1% | COM | 45866F104 |
| COST | COSTCO WHSL CORP NEW | 1,295 | $512K | 0.0% | $119.70 | +199.9% | COM | 22160K105 |
| PEP | PEPSICO INC | 3,387 | $501K | 0.0% | $56.46 | +123.5% | COM | 713448108 |
| MRK | MERCK & CO INC | 6,402 | $500K | 0.0% | $40.85 | +57.0% | COM | 58933Y105 |
| MCD | MCDONALDS CORP | 2,145 | $494K | 0.0% | $88.23 | +137.2% | COM | 580135101 |
| AMGN | AMGEN INC | 2,014 | $488K | 0.0% | $88.03 | +141.4% | COM | 031162100 |
| AMAT | APPLIED MATLS INC | 3,350 | $477K | 0.0% | $51.23 | +151.5% | COM | 038222105 |
| WFC | WELLS FARGO CO NEW | 10,473 | $474K | 0.0% | $23.98 | +66.7% | COM | 949746101 |
| — | BRIDGEBIO PHARMA INC | 279,000 | $458K | 0.0% | $1.64 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| SHY | ISHARES TR | 5,302 | $457K | 0.0% | $84.69 | — | 1 3 YR TREAS BD | 464287457 |
| — | INTERNATIONAL FLAVORS&FRAGRA | 9,030 | $457K | 0.0% | $51.08 | — | UNIT 09/15/2021 | 459506309 |
| AVGO | BROADCOM INC | 933 | $444K | 0.0% | $19.73 | +113.2% | COM | 11135F101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 876 | $443K | 0.0% | $124.96 | +272.9% | COM | 883556102 |
| — | ESSENTIAL UTILS INC | 7,430 | $425K | 0.0% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| NKE | NIKE INC | 2,687 | $417K | 0.0% | $78.77 | +59.5% | CL B | 654106103 |
| ORCL | ORACLE CORP | 5,337 | $413K | 0.0% | $30.91 | +138.1% | COM | 68389X105 |
| TSLA | TESLA INC | 607 | $412K | 0.0% | $170.65 | +27.2% | COM | 88160R101 |
| BA | BOEING CO | 1,705 | $409K | 0.0% | $192.22 | +25.8% | COM | 097023105 |
| T | AT&T INC | 14,173 | $408K | 0.0% | $11.76 | +44.5% | COM | 00206R102 |
| ABBV | ABBVIE INC | 3,537 | $400K | 0.0% | $32.31 | +193.3% | COM | 00287Y109 |
| MDT | MEDTRONIC PLC | 3,226 | $400K | 0.0% | $59.40 | +84.4% | SHS | G5960L103 |
| HON | HONEYWELL INTL INC | 1,792 | $393K | 0.0% | $73.48 | +161.5% | COM | 438516106 |
| CRM | SALESFORCE COM INC | 1,561 | $382K | 0.0% | $153.14 | +48.7% | COM | 79466L302 |
| CVX | CHEVRON CORP NEW | 3,639 | $382K | 0.0% | $79.58 | +9.4% | COM | 166764100 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,836 | $341K | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| GM | GENERAL MTRS CO | 5,786 | $341K | 0.0% | $37.51 | +51.2% | COM | 37045V100 |
| ACN | ACCENTURE PLC IRELAND | 1,151 | $340K | 0.0% | $142.15 | +88.6% | SHS CLASS A | G1151C101 |
| NFLX | NETFLIX INC | 629 | $334K | 0.0% | $50.70 | +0.8% | COM | 64110L106 |
| WMT | WALMART INC | 2,369 | $333K | 0.0% | $20.94 | +109.2% | COM | 931142103 |
| RVTY | PERKINELMER INC | 2,154 | $332K | 0.0% | $90.26 | +54.1% | COM | 714046109 |
| ETN | EATON CORP PLC | 2,195 | $326K | 0.0% | $74.77 | +79.1% | SHS | G29183103 |
| SGI | TEMPUR SEALY INTL INC | 8,075 | $317K | 0.0% | $24.39 | +57.1% | COM | 88023U101 |
| — | SQUARE INC | 153,000 | $314K | 0.0% | $2.05 | — | NOTE 0.125% 3/0 | 852234AF0 |
| LUV | SOUTHWEST AIRLS CO | 5,878 | $311K | 0.0% | $29.57 | +88.6% | COM | 844741108 |
| — | PIONEER NAT RES CO | 1,915 | $310K | 0.0% | $161.88 | — | COM | 723787107 |
| NOW | SERVICENOW INC | 551 | $303K | 0.0% | $43.97 | +130.6% | COM | 81762P102 |
| MU | MICRON TECHNOLOGY INC | 3,537 | $300K | 0.0% | $82.77 | -0.5% | COM | 595112103 |
| C | CITIGROUP INC | 4,186 | $297K | 0.0% | $38.04 | +64.9% | COM NEW | 172967424 |
| DHI | D R HORTON INC | 3,276 | $296K | 0.0% | $64.70 | +38.5% | COM | 23331A109 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,318 | $288K | 0.0% | $45.19 | +19.3% | COM | 110122108 |
| — | WORLD WRESTLING ENTMT INC | 118,000 | $283K | 0.0% | $2.40 | — | NOTE 3.375%12/1 | 98156QAB4 |
| UPS | UNITED PARCEL SERVICE INC | 1,333 | $277K | 0.0% | $136.91 | +19.9% | CL B | 911312106 |
| — | NEUROCRINE BIOSCIENCES INC | 207,000 | $274K | 0.0% | $1.52 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| MS | MORGAN STANLEY | 2,966 | $273K | 0.0% | $65.58 | +12.4% | COM NEW | 617446448 |
| — | LABORATORY CORP AMER HLDGS | 971 | $268K | 0.0% | $256.17 | — | COM NEW | 50540R409 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 8,381 | $261K | 0.0% | $29.22 | — | NY REGISTRY SH | 03938L203 |
| CLF | CLEVELAND-CLIFFS INC NEW | 12,154 | $261K | 0.0% | $16.28 | +21.0% | COM | 185899101 |
| PRU | PRUDENTIAL FINL INC | 2,528 | $260K | 0.0% | $67.80 | +20.6% | COM | 744320102 |
| — | INSIGHT ENTERPRISES INC | 170,000 | $260K | 0.0% | $1.47 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| INTU | INTUIT | 523 | $256K | 0.0% | $373.72 | +12.8% | COM | 461202103 |
| LPLA | LPL FINL HLDGS INC | 1,909 | $256K | 0.0% | $127.60 | +14.0% | COM | 50212V100 |
| DE | DEERE & CO | 728 | $256K | 0.0% | $307.48 | +11.5% | COM | 244199105 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 8,565 | $254K | 0.0% | $20.86 | +44.5% | SHS | G66721104 |
| — | LIBERTY MEDIA CORP DEL | 5,273 | $254K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| — | LINDE PLC | 869 | $252K | 0.0% | $265.82 | — | SHS | G5494J103 |
| PSX | PHILLIPS 66 | 2,941 | $252K | 0.0% | $64.91 | +8.7% | COM | 718546104 |
| PH | PARKER-HANNIFIN CORP | 817 | $252K | 0.0% | $231.36 | +25.8% | COM | 701094104 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $251K | 0.0% | $30.39 | +18.1% | COM | 67103H107 |
| QCOM | QUALCOMM INC | 1,755 | $251K | 0.0% | $95.15 | +28.4% | COM | 747525103 |
| PUBM | PUBMATIC INC | 6,416 | $251K | 0.0% | $41.61 | 0.0% | COM CL A | 74467Q103 |
| MMM | 3M CO | 1,250 | $251K | 0.0% | $102.42 | +37.1% | COM | 88579Y101 |
| LMT | LOCKHEED MARTIN CORP | 659 | $249K | 0.0% | $243.60 | +39.0% | COM | 539830109 |
| DKS | DICKS SPORTING GOODS INC | 2,454 | $247K | 0.0% | $41.47 | +86.9% | COM | 253393102 |
| LOW | LOWES COS INC | 1,261 | $246K | 0.0% | $139.87 | +28.3% | COM | 548661107 |
| DOV | DOVER CORP | 1,636 | $245K | 0.0% | $119.60 | +16.3% | COM | 260003108 |
| MSI | MOTOROLA SOLUTIONS INC | 1,110 | $241K | 0.0% | $168.08 | +12.3% | COM NEW | 620076307 |
| FCX | FREEPORT-MCMORAN INC | 6,423 | $240K | 0.0% | $30.35 | +20.4% | CL B | 35671D857 |
| CMI | CUMMINS INC | 979 | $239K | 0.0% | $174.85 | +30.6% | COM | 231021106 |
| CVS | CVS HEALTH CORP | 2,852 | $239K | 0.0% | $62.28 | +13.2% | COM | 126650100 |
| TXN | TEXAS INSTRS INC | 1,223 | $236K | 0.0% | $151.36 | +8.5% | COM | 882508104 |
| MCS | MARCUS CORP DEL | 11,003 | $233K | 0.0% | $13.46 | +54.3% | COM | 566330106 |
| ITW | ILLINOIS TOOL WKS INC | 1,030 | $231K | 0.0% | $167.30 | +22.5% | COM | 452308109 |
| IYM | ISHARES TR | 1,753 | $230K | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| APD | AIR PRODS & CHEMS INC | 789 | $227K | 0.0% | $194.15 | +34.3% | COM | 009158106 |
| AIG | AMERICAN INTL GROUP INC | 4,704 | $225K | 0.0% | $38.62 | +15.2% | COM NEW | 026874784 |
| STLD | STEEL DYNAMICS INC | 3,741 | $223K | 0.0% | $54.47 | 0.0% | COM | 858119100 |
| WDC | WESTERN DIGITAL CORP. | 3,064 | $219K | 0.0% | $53.87 | 0.0% | COM | 958102105 |
| — | LAM RESEARCH CORP | 327 | $215K | 0.0% | $657.49 | — | COM | 512807108 |
| — | ZENDESK INC | 1,475 | $214K | 0.0% | $145.08 | — | COM | 98936J101 |
| FDX | FEDEX CORP | 715 | $213K | 0.0% | $234.19 | +15.4% | COM | 31428X106 |
| WMB | WILLIAMS COS INC | 7,992 | $212K | 0.0% | $20.43 | 0.0% | COM | 969457100 |
| GILD | GILEAD SCIENCES INC | 3,034 | $209K | 0.0% | $55.86 | 0.0% | COM | 375558103 |
| MRVL | MARVELL TECHNOLOGY INC | 3,529 | $207K | 0.0% | $47.96 | 0.0% | COM | 573874104 |
| ARCC | ARES CAPITAL CORP | 10,445 | $207K | 0.0% | $6.69 | +87.0% | COM | 04010L103 |
| BLMN | BLOOMIN BRANDS INC | 7,548 | $206K | 0.0% | $8.73 | +173.5% | COM | 094235108 |
| — | CHAMPIONX CORPORATION | 7,977 | $205K | 0.0% | $25.70 | — | COM | 15872M104 |
| CAT | CATERPILLAR INC | 941 | $205K | 0.0% | $189.09 | +12.0% | COM | 149123101 |
| BIIB | BIOGEN INC | 570 | $200K | 0.0% | $302.94 | 0.0% | COM | 09062X103 |
| SBUX | STARBUCKS CORP | 1,780 | $200K | 0.0% | $101.66 | 0.0% | COM | 855244109 |
| NOC | NORTHROP GRUMMAN CORP | 551 | $200K | 0.0% | $333.78 | 0.0% | COM | 666807102 |
| — | MICROCHIP TECHNOLOGY INC. | 160,000 | $181K | 0.0% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CSG SYS INTL INC | 106,000 | $110K | 0.0% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | ROSECLIFF ACQUISITION CORP I | 10,000 | $100K | 0.0% | $9.90 | — | UNIT 99/99/9999 | 77732R202 |
| — | PALO ALTO NETWORKS INC | 67,000 | $91,000 | 0.0% | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NICE SYS INC | 25,000 | $74,000 | 0.0% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | MICROCHIP TECHNOLOGY INC. | 11,000 | $36,000 | 0.0% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 17,000 | $22,000 | 0.0% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |