CIK: 0000938487 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 12, 2021
Total Value ($000): $1,657,406 (19.8% shares, 80.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 188,661 | $81,279 | 4.9% | $277.59 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 46,709,000 | $69,774 | 4.2% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PIONEER NAT RES CO | 37,337,000 | $60,261 | 3.6% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | BOOKING HOLDINGS INC | 28,912,000 | $42,463 | 2.6% | $1.42 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | PALO ALTO NETWORKS INC | 21,089,000 | $38,329 | 2.3% | $1.17 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | DEXCOM INC | 23,108,000 | $27,385 | 1.7% | $1.08 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ANTHEM INC | 4,792,000 | $25,293 | 1.5% | $3.44 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NCL CORP LTD | 13,281,000 | $22,672 | 1.4% | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | SEA LTD | 22,332,000 | $22,597 | 1.4% | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | SNAP INC | 6,880,000 | $22,445 | 1.4% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | ROYAL CARIBBEAN GROUP | 15,456,000 | $21,718 | 1.3% | $1.41 | — | NOTE 4.250% 6/1 | 780153BB7 |
| AGG | ISHARES TR | 179,305 | $20,591 | 1.2% | $111.44 | — | CORE US AGGBD ET | 464287226 |
| — | LIVE NATION ENTERTAINMENT IN | 13,908,000 | $20,063 | 1.2% | $1.26 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | ETSY INC | 15,192,000 | $19,973 | 1.2% | $1.31 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | NEXTERA ENERGY INC | 381,220 | $19,438 | 1.2% | $49.21 | — | UNIT 99/99/9999 | 65339F770 |
| — | ILLUMINA INC | 16,207,000 | $18,829 | 1.1% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | EURONET WORLDWIDE INC | 16,982,000 | $18,665 | 1.1% | $1.03 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SQUARE INC | 5,993,000 | $18,429 | 1.1% | $1.21 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | TESLA INC | 1,438,000 | $17,939 | 1.1% | $2.07 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | MICROCHIP TECHNOLOGY INC. | 7,753,000 | $17,703 | 1.1% | $1.18 | — | NOTE 1.625% 2/1 | 595017AF1 |
| VXUS | VANGUARD STAR FDS | 276,064 | $17,462 | 1.1% | $63.66 | — | VG TL INTL STK F | 921909768 |
| — | BURLINGTON STORES INC | 11,904,000 | $17,293 | 1.0% | $1.56 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | DICKS SPORTING GOODS INC | 4,674,000 | $17,143 | 1.0% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | ON SEMICONDUCTOR CORP | 7,521,000 | $16,939 | 1.0% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | OKTA INC | 11,533,000 | $16,277 | 1.0% | $1.35 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | ZILLOW GROUP INC | 10,097,000 | $15,716 | 0.9% | $1.51 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | EXACT SCIENCES CORP | 13,531,000 | $15,326 | 0.9% | $1.11 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SPLUNK INC | 12,963,000 | $15,149 | 0.9% | $1.14 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ZENDESK INC | 11,871,000 | $15,095 | 0.9% | $1.44 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | CHEGG INC | 15,221,000 | $15,005 | 0.9% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | WORKDAY INC | 8,320,000 | $14,244 | 0.9% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | PEBBLEBROOK HOTEL TR | 12,713,000 | $14,195 | 0.9% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ARES CAPITAL CORP | 12,625,000 | $13,950 | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | INSULET CORP | 9,888,000 | $13,748 | 0.8% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | HUBSPOT INC | 5,562,000 | $13,463 | 0.8% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | LYFT INC | 8,021,000 | $12,473 | 0.8% | $1.62 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | JAZZ INVESTMENTS I LTD | 10,390,000 | $11,994 | 0.7% | $1.33 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ZSCALER INC | 6,569,000 | $11,981 | 0.7% | $1.82 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | WISDOMTREE INVTS INC | 10,236,000 | $11,937 | 0.7% | $1.17 | — | NOTE 4.250% 6/1 | 97717PAB0 |
| — | STANLEY BLACK & DECKER INC | 111,068 | $11,689 | 0.7% | $100.70 | — | UNIT 11/15/2022 | 854502846 |
| — | CLEVELAND-CLIFFS INC NEW | 4,551,000 | $11,652 | 0.7% | $1.23 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | LIBERTY MEDIA CORP DEL | 7,748,000 | $10,995 | 0.7% | $1.22 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SHOPIFY INC | 8,945,000 | $10,951 | 0.7% | $1.19 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | AMERICAN AIRLINES GROUP INC | 7,131,000 | $10,898 | 0.7% | $1.53 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | COUPA SOFTWARE INC | 9,646,000 | $10,413 | 0.6% | $1.15 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | CONMED CORP | 6,683,000 | $10,327 | 0.6% | $1.11 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | TWITTER INC | 8,155,000 | $10,268 | 0.6% | $1.25 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | WESTERN DIGITAL CORP. | 10,175,000 | $10,256 | 0.6% | $1.06 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | MERCADOLIBRE INC | 2,655,000 | $10,146 | 0.6% | $3.22 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | RH | 2,931,000 | $10,053 | 0.6% | $1.22 | — | NOTE 6/1 | 74967XAA1 |
| — | PACIRA BIOSCIENCES INC | 9,247,000 | $9,955 | 0.6% | $1.08 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | WAYFAIR INC | 9,748,000 | $9,745 | 0.6% | $1.00 | — | NOTE 0.625%10/0 | 94419LAM3 |
| FPE | FIRST TR EXCH TRADED FD III | 472,235 | $9,700 | 0.6% | $19.84 | — | PFD SECS INC ETF | 33739E108 |
| — | SEA LTD | 2,605,000 | $9,247 | 0.6% | $3.09 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | CALLAWAY GOLF CO | 5,211,000 | $9,111 | 0.5% | $2.04 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | CENTENNIAL RESOURCE DEV INC | 6,823,000 | $8,945 | 0.5% | $1.20 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | COLFAX CORP | 47,806 | $8,900 | 0.5% | $146.25 | — | UNIT 01/15/2022T | 194014205 |
| — | MIDDLEBY CORP | 6,177,000 | $8,809 | 0.5% | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | INSMED INC | 7,992,000 | $8,736 | 0.5% | $1.10 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | DATADOG INC | 5,203,000 | $8,587 | 0.5% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | FTI CONSULTING INC | 6,031,000 | $8,440 | 0.5% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | SUMMIT HOTEL PPTYS INC | 7,977,000 | $8,377 | 0.5% | $1.10 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | ALLEGHENY TECHNOLOGIES INC | 6,122,000 | $8,168 | 0.5% | $1.33 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | EQT CORP | 5,130,000 | $8,088 | 0.5% | $1.63 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 168,280 | $8,053 | 0.5% | $47.94 | — | SENIOR LN FD | 33738D309 |
| — | LIBERTY MEDIA CORP DEL | 5,909,000 | $8,047 | 0.5% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | MONGODB INC | 3,493,000 | $7,961 | 0.5% | $1.47 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ENVISTA HOLDINGS CORPORATION | 3,745,000 | $7,769 | 0.5% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | TERADYNE INC | 2,242,000 | $7,745 | 0.5% | $2.17 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | ANTERO RESOURCES CORP | 1,767,000 | $7,717 | 0.5% | $4.37 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| — | ARES CAPITAL CORP | 7,133,000 | $7,633 | 0.5% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | AKAMAI TECHNOLOGIES INC | 6,287,000 | $7,633 | 0.5% | $1.12 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | RBC BEARINGS INC | 68,490 | $7,551 | 0.5% | $110.25 | — | 5% CNV PFD SR A | 75524B203 |
| — | II-VI INC | 5,680,000 | $7,545 | 0.5% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | PROSPECT CAP CORP | 6,961,000 | $7,519 | 0.5% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | NOVAVAX INC | 4,301,000 | $7,424 | 0.4% | $1.77 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | AMERICAN EAGLE OUTFITTERS IN | 2,407,000 | $7,367 | 0.4% | $4.36 | — | NOTE 3.750% 4/1 | 02553EAB2 |
| TBF | PROSHARES TR | 423,000 | $7,056 | 0.4% | $17.47 | — | SHRT 20+YR TRE | 74347X849 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 139,091 | $7,033 | 0.4% | $51.54 | — | FST LOW OPPT EFT | 33739Q200 |
| — | KBR INC | 4,359,000 | $6,983 | 0.4% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | GRANITE CONSTR INC | 4,931,000 | $6,858 | 0.4% | $1.26 | — | NOTE 2.750%11/0 | 387328AB3 |
| IYW | ISHARES TR | 67,661 | $6,851 | 0.4% | $109.77 | — | U.S. TECH ETF | 464287721 |
| — | WAYFAIR INC | 2,882,000 | $6,471 | 0.4% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | REPLIGEN CORP | 2,539,000 | $6,420 | 0.4% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | HALOZYME THERAPEUTICS INC | 3,573,000 | $6,351 | 0.4% | $1.83 | — | NOTE 1.250%12/0 | 40637HAB5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 5,622,000 | $6,175 | 0.4% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | CERENCE INC | 2,300,000 | $6,133 | 0.4% | $2.94 | — | NOTE 3.000% 6/0 | 156727AB5 |
| — | MFA FINL INC | 6,000,000 | $6,126 | 0.4% | $0.97 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | SERVICENOW INC | 1,326,000 | $6,112 | 0.4% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| IWD | ISHARES TR | 37,656 | $5,892 | 0.4% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| — | ELANCO ANIMAL HEALTH INC | 116,735 | $5,728 | 0.3% | $51.08 | — | UNIT 02/01/2023T | 28414H202 |
| — | NEOGENOMICS INC | 5,629,000 | $5,688 | 0.3% | $1.01 | — | NOTE 0.250% 1/1 | 64049MAB6 |
| — | DEXCOM INC | 1,611,000 | $5,357 | 0.3% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | CNX RES CORP | 4,254,000 | $5,294 | 0.3% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | PAR TECHNOLOGY CORP | 4,929,000 | $5,280 | 0.3% | $1.07 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | PENN NATL GAMING INC | 1,626,000 | $5,190 | 0.3% | $2.03 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | RH | 1,647,000 | $5,180 | 0.3% | $2.82 | — | NOTE 9/1 | 74967XAD5 |
| — | REVANCE THERAPEUTICS INC | 4,487,000 | $5,155 | 0.3% | $1.12 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | SMART GLOBAL HLDGS INC | 3,921,000 | $5,125 | 0.3% | $1.37 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | PENNYMAC CORP | 4,997,000 | $5,098 | 0.3% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | PURE STORAGE INC | 4,395,000 | $5,086 | 0.3% | $1.10 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | NUVASIVE INC | 5,152,000 | $4,962 | 0.3% | $1.02 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | HANNON ARMSTRONG SUST INFR C | 4,059,000 | $4,870 | 0.3% | $1.05 | — | NOTE 8/1 | 41068XAD2 |
| — | DISH NETWORK CORPORATION | 4,565,000 | $4,746 | 0.3% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| AAPL | APPLE INC | 32,997 | $4,669 | 0.3% | $83.72 | +71.9% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 16,180 | $4,565 | 0.3% | $38.41 | +630.9% | COM | 594918104 |
| — | NEXTERA ENERGY INC | 76,095 | $4,447 | 0.3% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | BLACKLINE INC | 2,602,000 | $4,354 | 0.3% | $1.38 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | GRANITE PT MTG TR INC | 4,316,000 | $4,294 | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | CHEFS WHSE INC | 3,968,000 | $4,210 | 0.3% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | APELLIS PHARMACEUTICALS INC | 3,418,000 | $4,192 | 0.3% | $1.65 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | APOLLO COML REAL ESTATE FIN | 4,000,000 | $4,008 | 0.2% | $0.95 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | SPLUNK INC | 3,950,000 | $3,919 | 0.2% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | CHENIERE ENERGY INC | 4,500,000 | $3,861 | 0.2% | $0.78 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | WAYFAIR INC | 2,063,000 | $3,824 | 0.2% | $2.06 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | LUMENTUM HLDGS INC | 3,437,000 | $3,775 | 0.2% | $1.22 | — | NOTE 0.500%12/1 | 55024UAD1 |
| FIW | FIRST TR EXCHANGE TRADED FD | 43,900 | $3,740 | 0.2% | $85.19 | — | WTR ETF | 33733B100 |
| — | WORKIVA INC | 2,000,000 | $3,716 | 0.2% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | AKAMAI TECHNOLOGIES INC | 3,373,000 | $3,682 | 0.2% | $1.14 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NEW YORK CMNTY CAP TR V | 67,000 | $3,516 | 0.2% | $49.32 | — | UNIT 11/01/2051 | 64944P307 |
| — | MERITOR INC | 3,253,000 | $3,411 | 0.2% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| ANGL | VANECK ETF TRUST | 101,461 | $3,351 | 0.2% | $32.16 | — | FALLEN ANGEL HG | 92189F437 |
| — | NRG ENERGY INC | 2,850,000 | $3,343 | 0.2% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | WINNEBAGO INDS INC | 2,458,000 | $3,257 | 0.2% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | NEW RELIC INC | 3,150,000 | $3,192 | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | HELLO GROUP INC | 3,750,000 | $3,160 | 0.2% | $0.88 | — | NOTE 1.250% 7/0 | 60879BAB3 |
| IWM | ISHARES TR | 14,270 | $3,123 | 0.2% | $146.48 | — | RUSSELL 2000 ETF | 464287655 |
| GOOGL | ALPHABET INC | 1,145 | $3,062 | 0.2% | $37.45 | +260.6% | CAP STK CL A | 02079K305 |
| — | SABRE GLBL INC | 1,750,000 | $3,017 | 0.2% | $1.79 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| XLF | SELECT SECTOR SPDR TR | 80,186 | $3,008 | 0.2% | $34.30 | — | FINANCIAL | 81369Y605 |
| EUFN | ISHARES TR | 151,541 | $2,973 | 0.2% | $19.36 | — | MSCI EURO FL ETF | 464289180 |
| XLE | SELECT SECTOR SPDR TR | 56,530 | $2,944 | 0.2% | $49.41 | — | ENERGY | 81369Y506 |
| — | HELIX ENERGY SOLUTIONS GRP I | 2,843,000 | $2,943 | 0.2% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | FLEXION THERAPEUTICS INC | 3,250,000 | $2,877 | 0.2% | $0.86 | — | NOTE 3.375% 5/0 | 33938JAB2 |
| EMB | ISHARES TR | 26,040 | $2,869 | 0.2% | $110.79 | — | JPMORGAN USD EMG | 464288281 |
| — | STRIDE INC | 2,881,000 | $2,863 | 0.2% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | GOSSAMER BIO INC | 2,750,000 | $2,856 | 0.2% | $0.91 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | SOUTHERN CO | 55,975 | $2,853 | 0.2% | $51.89 | — | UNIT 08/01/2022 | 842587602 |
| AMZN | AMAZON COM INC | 852 | $2,799 | 0.2% | $19.98 | +763.5% | COM | 023135106 |
| — | TRAVERE THERAPEUTICS INC | 2,750,000 | $2,765 | 0.2% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | PRA GROUP INC | 2,500,000 | $2,763 | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | THERAVANCE INC | 2,500,000 | $2,686 | 0.2% | $0.96 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | IQIYI INC | 3,068,000 | $2,685 | 0.2% | $0.92 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | DTE ENERGY CO | 53,520 | $2,671 | 0.2% | $48.96 | — | UNIT 11/01/2022S | 233331842 |
| — | TWO HBRS INVT CORP | 2,500,000 | $2,558 | 0.2% | $1.02 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | RWT HLDGS INC | 2,500,000 | $2,550 | 0.2% | $1.01 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | ENCORE CAP EUROPE FIN LTD | 2,000,000 | $2,547 | 0.2% | $1.06 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | LIGAND PHARMACEUTICALS INC | 2,500,000 | $2,504 | 0.2% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | MICROCHIP TECHNOLOGY INC. | 1,060,000 | $2,412 | 0.1% | $2.26 | — | NOTE 2.250% 2/1 | 595017AH7 |
| FPXI | FIRST TR EXCHANGE TRADED FD | 37,410 | $2,395 | 0.1% | $66.36 | — | INTL EQUITY OPP | 33734X853 |
| — | ISTAR INC | 1,300,000 | $2,362 | 0.1% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | JAZZ INVESTMENTS I LTD | 2,299,000 | $2,324 | 0.1% | $0.96 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | OSI SYSTEMS INC | 2,250,000 | $2,322 | 0.1% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | I3 VERTICALS LLC | 2,500,000 | $2,313 | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | HUAZHU GROUP LTD | 1,750,000 | $2,269 | 0.1% | $1.30 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | COHERUS BIOSCIENCES INC | 2,000,000 | $2,194 | 0.1% | $1.02 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | VONAGE HLDGS CORP | 1,850,000 | $2,153 | 0.1% | $0.98 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | AIR TRANS SVCS GROUP INC | 2,000,000 | $2,152 | 0.1% | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | AVAYA HLDGS CORP | 2,000,000 | $2,095 | 0.1% | $1.09 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | REDWOOD TR INC | 2,000,000 | $2,055 | 0.1% | $1.03 | — | NOTE 5.625% 7/1 | 758075AD7 |
| META | FACEBOOK INC | 5,473 | $1,857 | 0.1% | $75.34 | +374.7% | CL A | 30303M102 |
| — | EVERBRIDGE INC | 1,250,000 | $1,833 | 0.1% | $1.48 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | INFINERA CORP | 1,650,000 | $1,829 | 0.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | RADIUS HEALTH INC | 2,000,000 | $1,817 | 0.1% | $0.93 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | DOMINION ENERGY INC | 18,590 | $1,809 | 0.1% | $104.87 | — | UNIT 99/99/9999 | 25746U133 |
| — | ENVESTNET INC | 1,430,000 | $1,804 | 0.1% | $1.21 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | GOLAR LNG LTD | 1,800,000 | $1,787 | 0.1% | $0.96 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | BILIBILI INC | 985,000 | $1,766 | 0.1% | $3.01 | — | NOTE 1.250% 6/1 | 090040AD8 |
| — | SFL CORPORATION LTD | 1,750,000 | $1,762 | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| JPM | JPMORGAN CHASE & CO | 10,751 | $1,758 | 0.1% | $37.03 | +278.9% | COM | 46625H100 |
| — | HOPE BANCORP INC | 1,775,000 | $1,750 | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | IONIS PHARMACEUTICALS INC | 1,905,000 | $1,736 | 0.1% | $0.99 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | 2U INC | 1,250,000 | $1,736 | 0.1% | $1.64 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | BLOOM ENERGY CORP | 1,250,000 | $1,720 | 0.1% | $1.38 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | AMERICAN ELEC PWR CO INC | 35,605 | $1,704 | 0.1% | $50.73 | — | UNIT 08/01/2021 | 025537127 |
| — | ALGONQUIN PWR UTILS CORP | 35,000 | $1,701 | 0.1% | $49.51 | — | UNIT 99/99/9999 | 015857873 |
| — | 8X8 INC NEW | 1,500,000 | $1,686 | 0.1% | $1.45 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | TABULA RASA HEALTHCARE INC | 2,000,000 | $1,655 | 0.1% | $1.01 | — | NOTE 1.750% 2/1 | 873379AA9 |
| — | KAMAN CORP | 1,600,000 | $1,623 | 0.1% | $1.15 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | VISHAY INTERTECHNOLOGY INC | 1,538,000 | $1,584 | 0.1% | $1.03 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | Q2 HLDGS INC | 1,388,000 | $1,555 | 0.1% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | SPIRIT AIRLS INC | 1,650,000 | $1,546 | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| XLU | SELECT SECTOR SPDR TR | 23,619 | $1,508 | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | CHEESECAKE FACTORY INC | 1,500,000 | $1,428 | 0.1% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| ACWX | ISHARES TR | 25,237 | $1,398 | 0.1% | $46.34 | — | MSCI ACWI EX US | 464288240 |
| ASHR | DBX ETF TR | 32,611 | $1,243 | 0.1% | $37.72 | — | XTRACK HRVST CSI | 233051879 |
| IEMG | ISHARES INC | 19,787 | $1,221 | 0.1% | $62.93 | — | CORE MSCI EMKT | 46434G103 |
| — | SPLUNK INC | 973,000 | $1,188 | 0.1% | $1.19 | — | NOTE 1.125% 9/1 | 848637AD6 |
| HD | HOME DEPOT INC | 3,593 | $1,180 | 0.1% | $65.33 | +350.8% | COM | 437076102 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1,150 | 0.1% | $74.42 | +55.2% | COM | 494368103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,054 | $1,107 | 0.1% | $137.39 | +104.4% | CL B NEW | 084670702 |
| NVDA | NVIDIA CORPORATION | 5,140 | $1,064 | 0.1% | $16.76 | +23.6% | COM | 67066G104 |
| — | ETSY INC | 422,000 | $1,022 | 0.1% | $2.15 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| BAC | BK OF AMERICA CORP | 23,624 | $1,004 | 0.1% | $11.46 | +214.8% | COM | 060505104 |
| JNJ | JOHNSON & JOHNSON | 5,994 | $967 | 0.1% | $69.14 | +117.3% | COM | 478160104 |
| PG | PROCTER AND GAMBLE CO | 6,805 | $952 | 0.1% | $58.66 | +116.9% | COM | 742718109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $944 | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| UNH | UNITEDHEALTH GROUP INC | 2,261 | $883 | 0.1% | $64.23 | +499.2% | COM | 91324P102 |
| PFE | PFIZER INC | 18,704 | $805 | 0.0% | $17.09 | +108.7% | COM | 717081103 |
| V | VISA INC | 3,556 | $792 | 0.0% | $79.55 | +185.4% | COM CL A | 92826C839 |
| — | NCL CORP LTD | 365,000 | $782 | 0.0% | $2.32 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| IYR | ISHARES TR | 7,528 | $769 | 0.0% | $89.96 | — | U.S. REAL ES ETF | 464287739 |
| — | MARRIOTT VACATIONS WORLDWIDE | 640,000 | $756 | 0.0% | $1.13 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | GREEN PLAINS INC | 569,000 | $723 | 0.0% | $1.12 | — | NOTE 2.250% 3/1 | 393222AK0 |
| L | LOEWS CORP | 13,232 | $714 | 0.0% | $42.08 | +27.1% | COM | 540424108 |
| DIS | DISNEY WALT CO | 4,169 | $706 | 0.0% | $80.72 | +115.7% | COM | 254687106 |
| TSLA | TESLA INC | 869 | $677 | 0.0% | $190.16 | +23.8% | COM | 88160R101 |
| DHR | DANAHER CORPORATION | 2,163 | $659 | 0.0% | $85.98 | +210.3% | COM | 235851102 |
| CSCO | CISCO SYS INC | 11,317 | $614 | 0.0% | $16.25 | +203.0% | COM | 17275R102 |
| — | LIBERTY MEDIA CORP DEL | 500,000 | $613 | 0.0% | $0.54 | — | DEB 3.500% 1/1 | 530715AN1 |
| VZ | VERIZON COMMUNICATIONS INC | 11,223 | $606 | 0.0% | $28.61 | +47.9% | COM | 92343V104 |
| ABT | ABBOTT LABS | 5,091 | $603 | 0.0% | $29.00 | +291.3% | COM | 002824100 |
| CMCSA | COMCAST CORP NEW | 10,762 | $602 | 0.0% | $27.74 | +85.3% | CL A | 20030N101 |
| — | FORTIVE CORP | 595,000 | $596 | 0.0% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| — | INSMED INC | 574,000 | $595 | 0.0% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| PYPL | PAYPAL HLDGS INC | 2,279 | $593 | 0.0% | $94.45 | +199.7% | COM | 70450Y103 |
| COST | COSTCO WHSL CORP NEW | 1,295 | $582 | 0.0% | $119.70 | +249.4% | COM | 22160K105 |
| FLOT | ISHARES TR | 10,689 | $545 | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| UNP | UNION PAC CORP | 2,752 | $539 | 0.0% | $73.21 | +166.7% | COM | 907818108 |
| MA | MASTERCARD INCORPORATED | 1,535 | $530 | 0.0% | $74.60 | +375.5% | CL A | 57636Q104 |
| KO | COCA COLA CO | 9,952 | $521 | 0.0% | $28.21 | +72.9% | COM | 191216100 |
| MCD | MCDONALDS CORP | 2,154 | $519 | 0.0% | $88.23 | +144.6% | COM | 580135101 |
| REM | ISHARES TR | 14,363 | $518 | 0.0% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,521 | $515 | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 891 | $511 | 0.0% | $217.25 | +189.7% | COM | 00724F101 |
| PEP | PEPSICO INC | 3,387 | $510 | 0.0% | $56.46 | +139.1% | COM | 713448108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 880 | $504 | 0.0% | $124.96 | +334.0% | COM | 883556102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,359 | $501 | 0.0% | $46.08 | +143.1% | COM | 45866F104 |
| — | VIAVI SOLUTIONS INC | 383,000 | $499 | 0.0% | $1.37 | — | NOTE 1.000% 3/0 | 925550AB1 |
| INTC | INTEL CORP | 9,262 | $495 | 0.0% | $22.17 | +124.6% | COM | 458140100 |
| WFC | WELLS FARGO CO NEW | 10,517 | $488 | 0.0% | $23.98 | +73.4% | COM | 949746101 |
| — | ARBOR REALTY TRUST INC | 435,000 | $484 | 0.0% | $1.11 | — | NOTE 4.750%11/0 | 038923AP3 |
| MRK | MERCK & CO INC | 6,402 | $482 | 0.0% | $40.85 | +61.9% | COM | 58933Y105 |
| — | HERCULES CAPITAL INC | 458,000 | $478 | 0.0% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| SHY | ISHARES TR | 5,481 | $472 | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| ORCL | ORACLE CORP | 5,337 | $466 | 0.0% | $30.91 | +169.6% | COM | 68389X105 |
| AVGO | BROADCOM INC | 939 | $454 | 0.0% | $19.73 | +125.5% | COM | 11135F101 |
| AMAT | APPLIED MATLS INC | 3,350 | $432 | 0.0% | $51.23 | +154.9% | COM | 038222105 |
| AMGN | AMGEN INC | 2,024 | $432 | 0.0% | $88.03 | +127.5% | COM | 031162100 |
| — | ESSENTIAL UTILS INC | 7,430 | $426 | 0.0% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| CRM | SALESFORCE COM INC | 1,561 | $422 | 0.0% | $153.14 | +63.8% | COM | 79466L302 |
| — | CHEGG INC | 289,000 | $415 | 0.0% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| MDT | MEDTRONIC PLC | 3,226 | $406 | 0.0% | $59.40 | +91.0% | SHS | G5960L103 |
| NKE | NIKE INC | 2,687 | $390 | 0.0% | $78.77 | +93.7% | CL B | 654106103 |
| — | BRIDGEBIO PHARMA INC | 279,000 | $386 | 0.0% | $1.64 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| ABBV | ABBVIE INC | 3,560 | $386 | 0.0% | $32.31 | +200.9% | COM | 00287Y109 |
| NFLX | NETFLIX INC | 629 | $383 | 0.0% | $50.70 | +8.5% | COM | 64110L106 |
| HON | HONEYWELL INTL INC | 1,792 | $380 | 0.0% | $73.48 | +164.8% | COM | 438516106 |
| BA | BOEING CO | 1,713 | $377 | 0.0% | $192.22 | +16.0% | COM | 097023105 |
| SGI | TEMPUR SEALY INTL INC | 8,075 | $374 | 0.0% | $24.39 | +79.2% | COM | 88023U101 |
| RVTY | PERKINELMER INC | 2,154 | $374 | 0.0% | $90.26 | +93.3% | COM | 714046109 |
| CVX | CHEVRON CORP NEW | 3,639 | $369 | 0.0% | $79.58 | +4.7% | COM | 166764100 |
| ACN | ACCENTURE PLC IRELAND | 1,151 | $369 | 0.0% | $142.15 | +114.9% | SHS CLASS A | G1151C101 |
| T | AT&T INC | 12,959 | $352 | 0.0% | $11.76 | +36.7% | COM | 00206R102 |
| NOW | SERVICENOW INC | 551 | $343 | 0.0% | $43.97 | +175.4% | COM | 81762P102 |
| WMT | WALMART INC | 2,386 | $333 | 0.0% | $20.94 | +117.2% | COM | 931142103 |
| ETN | EATON CORP PLC | 2,195 | $328 | 0.0% | $74.77 | +99.6% | SHS | G29183103 |
| — | PIONEER NAT RES CO | 1,915 | $318 | 0.0% | $161.88 | — | COM | 723787107 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,836 | $317 | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| — | SQUARE INC | 153,000 | $308 | 0.0% | $2.05 | — | NOTE 0.125% 3/0 | 852234AF0 |
| GM | GENERAL MTRS CO | 5,786 | $305 | 0.0% | $37.51 | +36.7% | COM | 37045V100 |
| LUV | SOUTHWEST AIRLS CO | 5,878 | $302 | 0.0% | $29.57 | +58.9% | COM | 844741108 |
| LPLA | LPL FINL HLDGS INC | 1,909 | $299 | 0.0% | $127.60 | +12.6% | COM | 50212V100 |
| DKS | DICKS SPORTING GOODS INC | 2,454 | $295 | 0.0% | $41.47 | +146.4% | COM | 253393102 |
| C | CITIGROUP INC | 4,186 | $295 | 0.0% | $38.04 | +56.9% | COM NEW | 172967424 |
| MS | MORGAN STANLEY | 2,966 | $290 | 0.0% | $65.58 | +30.7% | COM NEW | 617446448 |
| INTU | INTUIT | 523 | $283 | 0.0% | $373.72 | +40.3% | COM | 461202103 |
| SLB | SCHLUMBERGER LTD | 9,305 | $277 | 0.0% | $26.00 | 0.0% | COM STK | 806857108 |
| DHI | D R HORTON INC | 3,293 | $276 | 0.0% | $64.70 | +36.2% | COM | 23331A109 |
| — | LIBERTY MEDIA CORP DEL | 5,273 | $273 | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| — | LABORATORY CORP AMER HLDGS | 971 | $273 | 0.0% | $256.17 | — | COM NEW | 50540R409 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $271 | 0.0% | $30.39 | +31.7% | COM | 67103H107 |
| PRU | PRUDENTIAL FINL INC | 2,528 | $267 | 0.0% | $67.80 | +23.0% | COM | 744320102 |
| AIG | AMERICAN INTL GROUP INC | 4,704 | $259 | 0.0% | $38.62 | +20.7% | COM NEW | 026874784 |
| LOW | LOWES COS INC | 1,261 | $257 | 0.0% | $139.87 | +31.2% | COM | 548661107 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 8,381 | $253 | 0.0% | $29.22 | — | NY REGISTRY SH | 03938L203 |
| DOV | DOVER CORP | 1,636 | $253 | 0.0% | $119.60 | +30.9% | COM | 260003108 |
| MU | MICRON TECHNOLOGY INC | 3,537 | $251 | 0.0% | $82.77 | -11.5% | COM | 595112103 |
| DE | DEERE & CO | 732 | $246 | 0.0% | $307.48 | +10.4% | COM | 244199105 |
| UPS | UNITED PARCEL SERVICE INC | 1,333 | $245 | 0.0% | $136.91 | +18.9% | CL B | 911312106 |
| — | LINDE PLC | 831 | $244 | 0.0% | $265.82 | — | SHS | G5494J103 |
| CVS | CVS HEALTH CORP | 2,852 | $243 | 0.0% | $62.28 | +16.5% | COM | 126650100 |
| CLF | CLEVELAND-CLIFFS INC NEW | 12,154 | $240 | 0.0% | $16.28 | +40.0% | COM | 185899101 |
| — | STARWOOD WAYPOINT HOMES | 142,000 | $239 | 0.0% | $1.13 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,013 | $237 | 0.0% | $45.19 | +21.3% | COM | 110122108 |
| TXN | TEXAS INSTRS INC | 1,223 | $236 | 0.0% | $151.36 | +11.0% | COM | 882508104 |
| PH | PARKER-HANNIFIN CORP | 817 | $230 | 0.0% | $231.36 | +21.2% | COM | 701094104 |
| LMT | LOCKHEED MARTIN CORP | 659 | $228 | 0.0% | $243.60 | +31.7% | COM | 539830109 |
| QCOM | QUALCOMM INC | 1,755 | $227 | 0.0% | $95.15 | +35.4% | COM | 747525103 |
| MMM | 3M CO | 1,250 | $222 | 0.0% | $102.42 | +34.1% | COM | 88579Y101 |
| CMI | CUMMINS INC | 979 | $221 | 0.0% | $174.85 | +20.3% | COM | 231021106 |
| IYM | ISHARES TR | 1,753 | $218 | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| ZD | J2 GLOBAL INC | 1,589 | $218 | 0.0% | $120.06 | 0.0% | COM | 48123V102 |
| ITW | ILLINOIS TOOL WKS INC | 1,030 | $214 | 0.0% | $167.30 | +21.3% | COM | 452308109 |
| MRVL | MARVELL TECHNOLOGY INC | 3,529 | $214 | 0.0% | $47.96 | +22.8% | COM | 573874104 |
| ARCC | ARES CAPITAL CORP | 10,445 | $213 | 0.0% | $6.69 | +97.5% | COM | 04010L103 |
| SE | SEA LTD | 664 | $212 | 0.0% | $319.28 | — | SPONSORD ADS | 81141R100 |
| GILD | GILEAD SCIENCES INC | 3,034 | $211 | 0.0% | $55.86 | +6.3% | COM | 375558103 |
| MSI | MOTOROLA SOLUTIONS INC | 902 | $210 | 0.0% | $168.08 | +30.9% | COM NEW | 620076307 |
| FCX | FREEPORT-MCMORAN INC | 6,423 | $209 | 0.0% | $30.35 | +9.0% | CL B | 35671D857 |
| WMB | WILLIAMS COS INC | 7,992 | $208 | 0.0% | $20.43 | -0.2% | COM | 969457100 |
| TFC | TRUIST FINL CORP | 3,499 | $206 | 0.0% | $45.12 | 0.0% | COM | 89832Q109 |
| PSX | PHILLIPS 66 | 2,941 | $205 | 0.0% | $64.91 | -5.7% | COM | 718546104 |
| APD | AIR PRODS & CHEMS INC | 789 | $203 | 0.0% | $194.15 | +27.2% | COM | 009158106 |
| — | MICROCHIP TECHNOLOGY INC. | 160,000 | $181 | 0.0% | $1.17 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CSG SYS INTL INC | 106,000 | $109 | 0.0% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | ROSECLIFF ACQUISITION CORP I | 10,000 | $99 | 0.0% | $9.90 | — | UNIT 99/99/9999 | 77732R202 |
| — | NICE SYS INC | 25,000 | $85 | 0.0% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | PALO ALTO NETWORKS INC | 32,000 | $53 | 0.0% | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | MICROCHIP TECHNOLOGY INC. | 11,000 | $37 | 0.0% | $1.28 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 17,000 | $25 | 0.0% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |