CIK: 0000938487 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 11, 2022
Total Value ($000): $1,705,377 (30.5% shares, 69.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 202,472 | $96,580 | 5.7% | $291.19 | — | CORE S&P500 ETF | 464287200 |
| — | PIONEER NAT RES CO | 35,087,000 | $62,520 | 3.7% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SOUTHWEST AIRLS CO | 43,919,000 | $58,546 | 3.4% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BROADCOM INC | 23,309 | $48,315 | 2.8% | $2072.80 | — | 8% MCNV PFD SR A | 11135F200 |
| — | PALO ALTO NETWORKS INC | 22,081,000 | $46,287 | 2.7% | $1.21 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | BOOKING HOLDINGS INC | 27,515,000 | $40,407 | 2.4% | $1.42 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | DANAHER CORPORATION | 21,993 | $38,430 | 2.3% | $1747.37 | — | 5% CONV PFD B | 235851409 |
| — | DEXCOM INC | 30,136,000 | $35,767 | 2.1% | $1.10 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | KKR & CO INC | 309,107 | $28,752 | 1.7% | $93.02 | — | 6% MCONV PFD C | 48251W401 |
| — | ANTHEM INC | 4,248,000 | $27,916 | 1.6% | $3.44 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | LIVE NATION ENTERTAINMENT IN | 15,315,000 | $27,640 | 1.6% | $1.31 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| AGG | ISHARES TR | 225,706 | $25,747 | 1.5% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | NEXTERA ENERGY INC | 435,680 | $24,982 | 1.5% | $50.22 | — | UNIT 99/99/9999 | 65339F770 |
| — | ETSY INC | 18,584,000 | $24,930 | 1.5% | $1.32 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | BLOCK INC | 21,421,000 | $22,722 | 1.3% | $1.06 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | MICROCHIP TECHNOLOGY INC. | 18,145,000 | $22,456 | 1.3% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | ROYAL CARIBBEAN GROUP | 17,248,000 | $21,952 | 1.3% | $1.39 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | AVANTOR INC | 169,975 | $21,917 | 1.3% | $128.94 | — | 6.25 PFD CNV SR | 05352A209 |
| APTV 5.5 06/15/23 A | APTIV PLC | 99,960 | $18,363 | 1.1% | $183.70 | — | 5.5% CNV PFD A | G6095L117 |
| — | ILLUMINA INC | 14,689,000 | $16,755 | 1.0% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| VXUS | VANGUARD STAR FDS | 252,828 | $16,072 | 0.9% | $63.66 | — | VG TL INTL STK F | 921909768 |
| — | PEBBLEBROOK HOTEL TR | 14,506,000 | $15,973 | 0.9% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | SEA LTD | 17,302,000 | $15,910 | 0.9% | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | DICKS SPORTING GOODS INC | 4,493,000 | $15,873 | 0.9% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | SHOPIFY INC | 12,563,000 | $15,670 | 0.9% | $1.21 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | WORKDAY INC | 8,299,000 | $15,437 | 0.9% | $1.28 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SPLUNK INC | 14,051,000 | $14,986 | 0.9% | $1.13 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | OKTA INC | 10,783,000 | $14,622 | 0.9% | $1.35 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | DISH NETWORK CORPORATION | 14,405,000 | $14,471 | 0.8% | $1.00 | — | NOTE 12/1 | 25470MAF6 |
| — | ZSCALER INC | 6,557,000 | $14,332 | 0.8% | $1.82 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | NCL CORP LTD | 10,021,000 | $14,231 | 0.8% | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | TESLA INC | 827,000 | $14,069 | 0.8% | $2.07 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | ARES CAPITAL CORP | 12,611,000 | $14,057 | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | EXACT SCIENCES CORP | 13,531,000 | $13,764 | 0.8% | $1.11 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | SUMMIT HOTEL PPTYS | 12,842,000 | $13,394 | 0.8% | $1.08 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | INSULET CORP | 9,888,000 | $13,078 | 0.8% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | LIBERTY MEDIA CORP DEL | 8,586,000 | $12,923 | 0.8% | $1.21 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | HUBSPOT INC | 5,280,000 | $12,555 | 0.7% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | EURONET WORLDWIDE INC | 10,944,000 | $11,819 | 0.7% | $1.03 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | BOSTON SCIENTIFIC CORP | 102,790 | $11,691 | 0.7% | $113.74 | — | 5.50% CNV PFD A | 101137206 |
| — | MONGODB INC | 4,571,000 | $11,679 | 0.7% | $1.72 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | WISDOMTREE INVTS INC | 9,721,000 | $11,653 | 0.7% | $1.17 | — | NOTE 4.250% 6/1 | 97717PAB0 |
| — | LIBERTY MEDIA CORP DEL | 6,593,000 | $11,363 | 0.7% | $1.22 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | TWITTER INC | 10,162,000 | $11,072 | 0.6% | $1.22 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | AKAMAI TECHNOLOGIES INC | 8,393,000 | $10,985 | 0.6% | $1.17 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CENTENNIAL RESOURCE DEV INC | 8,573,000 | $10,749 | 0.6% | $1.21 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | CONMED CORP | 6,448,000 | $10,723 | 0.6% | $1.11 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | COUPA SOFTWARE INC | 11,286,000 | $10,664 | 0.6% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| FPE | FIRST TR EXCH TRADED FD III | 516,440 | $10,496 | 0.6% | $19.88 | — | PFD SECS INC ETF | 33739E108 |
| — | UBER TECHNOLOGIES INC | 10,571,000 | $10,380 | 0.6% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| — | LYFT INC | 7,703,000 | $10,263 | 0.6% | $1.62 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | JAZZ INVESTMENTS I LTD | 8,990,000 | $10,145 | 0.6% | $1.33 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | VAIL RESORTS INC | 9,496,000 | $10,120 | 0.6% | $1.07 | — | NOTE 1/0 | 91879QAN9 |
| — | AMERICAN AIRLINES GROUP INC | 7,131,000 | $9,851 | 0.6% | $1.53 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | DATADOG INC | 4,857,000 | $9,730 | 0.6% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | BURLINGTON STORES INC | 6,474,000 | $9,616 | 0.6% | $1.56 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,944,000 | $9,351 | 0.5% | $1.05 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | FTI CONSULTING INC | 6,031,000 | $9,335 | 0.5% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 186,439 | $8,933 | 0.5% | $47.94 | — | SENIOR LN FD | 33738D309 |
| — | EQT CORP | 5,253,000 | $8,753 | 0.5% | $1.63 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | INSMED INC | 7,827,000 | $8,480 | 0.5% | $1.10 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | LUMENTUM HLDGS INC | 6,687,000 | $8,316 | 0.5% | $1.23 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | KBR INC | 4,359,000 | $8,290 | 0.5% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ENVISTA HOLDINGS CORPORATION | 3,745,000 | $8,290 | 0.5% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | CALLAWAY GOLF COMPANY | 4,786,000 | $8,248 | 0.5% | $2.04 | — | NOTE 2.750% 5/0 | 131193AE4 |
| IYW | ISHARES TR | 71,001 | $8,153 | 0.5% | $110.01 | — | U.S. TECH ETF | 464287721 |
| — | MIDDLEBY CORP | 4,783,000 | $7,644 | 0.4% | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| ANGL | VANECK ETF TRUST | 225,306 | $7,431 | 0.4% | $32.61 | — | FALLEN ANGEL HG | 92189F437 |
| — | SMART GLOBAL HLDGS INC | 3,921,000 | $7,285 | 0.4% | $1.37 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | RBC BEARINGS INC | 68,490 | $7,150 | 0.4% | $110.25 | — | 5% CNV PFD SR A | 75524B203 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 142,504 | $7,122 | 0.4% | $51.50 | — | FST LOW OPPT EFT | 33739Q200 |
| — | GUARDANT HEALTH INC | 6,702,000 | $6,772 | 0.4% | $1.01 | — | NOTE 11/1 | 40131MAB5 |
| — | GRANITE CONSTR INC | 4,931,000 | $6,700 | 0.4% | $1.26 | — | NOTE 2.750%11/0 | 387328AB3 |
| — | PROSPECT CAP CORP | 5,961,000 | $6,535 | 0.4% | $1.01 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | SERVICENOW INC | 1,326,000 | $6,377 | 0.4% | $1.54 | — | NOTE 6/0 | 81762PAC6 |
| — | TERADYNE INC | 1,227,000 | $6,346 | 0.4% | $2.17 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | ZENDESK INC | 5,314,000 | $6,341 | 0.4% | $1.44 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | PURE STORAGE INC | 4,653,000 | $6,208 | 0.4% | $1.11 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | MFA FINL INC | 6,000,000 | $6,181 | 0.4% | $0.97 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | HANNON ARMSTRONG SUST INFR C | 5,029,000 | $5,949 | 0.3% | $1.07 | — | NOTE 8/1 | 41068XAD2 |
| — | NOVAVAX INC | 4,301,000 | $5,890 | 0.3% | $1.77 | — | NOTE 3.750% 2/0 | 670002AB0 |
| AAPL | APPLE INC | 32,885 | $5,840 | 0.3% | $83.72 | +84.8% | COM | 037833100 |
| — | REPLIGEN CORP | 2,439,000 | $5,698 | 0.3% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 5,259,000 | $5,694 | 0.3% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ARES CAPITAL CORP | 5,088,000 | $5,572 | 0.3% | $1.01 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | CNX RES CORP | 4,254,000 | $5,563 | 0.3% | $1.30 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| MSFT | MICROSOFT CORP | 16,128 | $5,424 | 0.3% | $38.41 | +715.9% | COM | 594918104 |
| — | NOVOCURE LTD | 5,859,000 | $5,354 | 0.3% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | LCI INDS | 4,842,000 | $5,316 | 0.3% | $1.10 | — | NOTE 1.125% 5/1 | 501812AB7 |
| IWM | ISHARES TR | 23,869 | $5,311 | 0.3% | $177.05 | — | RUSSELL 2000 ETF | 464287655 |
| — | PAR TECHNOLOGY CORP | 5,217,000 | $5,229 | 0.3% | $1.07 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | NEXTERA ENERGY INC | 74,595 | $5,071 | 0.3% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | APOLLO COML REAL ESTATE FIN | 5,000,000 | $5,063 | 0.3% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | PENNYMAC CORP | 4,997,000 | $4,991 | 0.3% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | CINEMARK HLDGS INC | 3,472,000 | $4,962 | 0.3% | $1.43 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | WESTERN DIGITAL CORP. | 4,657,000 | $4,701 | 0.3% | $1.06 | — | NOTE 1.500% 2/0 | 958102AP0 |
| FIW | FIRST TR EXCHANGE TRADED FD | 46,111 | $4,371 | 0.3% | $85.65 | — | WTR ETF | 33733B100 |
| — | GRANITE PT MTG TR INC | 4,316,000 | $4,355 | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | DISH NETWORK CORPORATION | 4,565,000 | $4,290 | 0.3% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | ELANCO ANIMAL HEALTH INC | 95,010 | $4,250 | 0.2% | $51.08 | — | UNIT 02/01/2023T | 28414H202 |
| — | CERENCE INC | 1,934,000 | $4,215 | 0.2% | $2.94 | — | NOTE 3.000% 6/0 | 156727AB5 |
| — | LIVENT CORP | 1,420,000 | $4,158 | 0.2% | $2.93 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | DANAHER CORPORATION | 1,854 | $4,069 | 0.2% | $2194.71 | — | 4.75 MND CV PFD | 235851300 |
| — | AKAMAI TECHNOLOGIES INC | 3,373,000 | $3,944 | 0.2% | $1.14 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ON SEMICONDUCTOR CORP | 1,167,000 | $3,832 | 0.2% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | WORKIVA INC | 2,000,000 | $3,529 | 0.2% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NEW YORK CMNTY CAP TR V | 67,000 | $3,484 | 0.2% | $49.32 | — | UNIT 11/01/2051 | 64944P307 |
| — | BK OF AMERICA CORP | 2,373 | $3,434 | 0.2% | $1447.11 | — | 7.25%CNV PFD L | 060505682 |
| — | WELLS FARGO CO NEW | 2,297 | $3,424 | 0.2% | $1490.64 | — | PERP PFD CNV A | 949746804 |
| — | NRG ENERGY INC | 2,850,000 | $3,381 | 0.2% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| GOOGL | ALPHABET INC | 1,144 | $3,315 | 0.2% | $37.45 | +281.7% | CAP STK CL A | 02079K305 |
| XLF | SELECT SECTOR SPDR TR | 84,335 | $3,292 | 0.2% | $34.53 | — | FINANCIAL | 81369Y605 |
| — | WINNEBAGO INDS INC | 2,458,000 | $3,277 | 0.2% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | CHEFS WHSE INC | 3,003,000 | $3,181 | 0.2% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| EUFN | ISHARES TR | 157,991 | $3,168 | 0.2% | $19.39 | — | MSCI EURO FL ETF | 464289180 |
| — | DTE ENERGY CO | 60,735 | $3,121 | 0.2% | $49.25 | — | UNIT 11/01/2022S | 233331842 |
| — | TRAVERE THERAPEUTICS INC | 2,750,000 | $3,010 | 0.2% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | SOUTHERN CO | 55,975 | $2,992 | 0.2% | $51.89 | — | UNIT 08/01/2022 | 842587602 |
| EMB | ISHARES TR | 27,140 | $2,959 | 0.2% | $110.72 | — | JPMORGAN USD EMG | 464288281 |
| — | ENCORE CAP EUROPE FIN LTD | 2,000,000 | $2,955 | 0.2% | $1.06 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | RH | 1,070,000 | $2,954 | 0.2% | $1.22 | — | NOTE 6/1 | 74967XAA1 |
| — | CHENIERE ENERGY INC | 3,500,000 | $2,945 | 0.2% | $0.78 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | PRA GROUP INC | 2,500,000 | $2,910 | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| AMZN | AMAZON COM INC | 850 | $2,833 | 0.2% | $19.98 | +756.7% | COM | 023135106 |
| — | STANLEY BLACK & DECKER INC | 25,320 | $2,754 | 0.2% | $100.70 | — | UNIT 11/15/2022 | 854502846 |
| — | SPLUNK INC | 2,950,000 | $2,750 | 0.2% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | INNOVIVA INC | 2,500,000 | $2,722 | 0.2% | $0.96 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | GOSSAMER BIO INC | 2,750,000 | $2,681 | 0.2% | $0.91 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | RWT HLDGS INC | 2,500,000 | $2,557 | 0.1% | $1.01 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | BILL COM HLDGS INC | 1,473,000 | $2,518 | 0.1% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| — | TWO HARBORS INVENTMENT CORPO | 2,500,000 | $2,518 | 0.1% | $1.02 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | LIGAND PHARMACEUTICALS INC | 2,500,000 | $2,490 | 0.1% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | ISTAR INC | 1,300,000 | $2,440 | 0.1% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | STRIDE INC | 2,500,000 | $2,432 | 0.1% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | SABRE GLBL INC | 1,750,000 | $2,389 | 0.1% | $1.79 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | NEW RELIC INC | 2,000,000 | $2,382 | 0.1% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | RH | 912,000 | $2,306 | 0.1% | $2.82 | — | NOTE 9/1 | 74967XAD5 |
| — | I3 VERTICALS LLC | 2,500,000 | $2,303 | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | OSI SYSTEMS INC | 2,250,000 | $2,299 | 0.1% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | AIR TRANS SVCS GROUP INC | 2,000,000 | $2,248 | 0.1% | $1.02 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | JAZZ INVESTMENTS I LTD | 2,240,000 | $2,240 | 0.1% | $0.96 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | II-VI INC | 1,500,000 | $2,220 | 0.1% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | COHERUS BIOSCIENCES INC | 2,000,000 | $2,201 | 0.1% | $1.02 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| XLE | SELECT SECTOR SPDR TR | 38,107 | $2,113 | 0.1% | $49.41 | — | ENERGY | 81369Y506 |
| — | AVAYA HLDGS CORP | 2,000,000 | $2,107 | 0.1% | $1.09 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | RINGCENTRAL INC | 2,237,000 | $2,102 | 0.1% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| — | CHEGG INC | 2,500,000 | $2,068 | 0.1% | $0.99 | — | NOTE 9/0 | 163092AF6 |
| — | REDWOOD TRUST INC | 2,000,000 | $2,037 | 0.1% | $1.03 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ZILLOW GROUP INC | 1,575,000 | $2,026 | 0.1% | $1.51 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | NOVA LTD | 994,000 | $1,978 | 0.1% | $1.99 | — | NOTE 10/1 | 66980MAB2 |
| — | INFINERA CORP | 1,650,000 | $1,958 | 0.1% | $1.01 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | MERITOR INC | 1,793,000 | $1,952 | 0.1% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BLOOM ENERGY CORP | 1,250,000 | $1,939 | 0.1% | $1.38 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | KAMAN CORP | 1,817,000 | $1,875 | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | DOMINION ENERGY INC | 18,590 | $1,867 | 0.1% | $104.87 | — | UNIT 99/99/9999 | 25746U133 |
| META | META PLATFORMS INC | 5,455 | $1,834 | 0.1% | $75.34 | +337.6% | CL A | 30303M102 |
| — | GOLAR LNG LTD | 1,800,000 | $1,797 | 0.1% | $0.96 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | ENVESTNET INC | 1,430,000 | $1,796 | 0.1% | $1.21 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | AMERICAN ELEC PWR CO INC | 35,605 | $1,781 | 0.1% | $50.73 | — | UNIT 08/01/2021 | 025537127 |
| — | SFL CORPORATION LTD | 1,750,000 | $1,754 | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | HOPE BANCORP INC | 1,775,000 | $1,727 | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| JPM | JPMORGAN CHASE & CO | 10,721 | $1,698 | 0.1% | $37.03 | +299.2% | COM | 46625H100 |
| — | LIVEPERSON INC | 2,000,000 | $1,687 | 0.1% | $0.84 | — | NOTE 12/1 | 538146AD3 |
| XLU | SELECT SECTOR SPDR TR | 23,549 | $1,686 | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | READY CAPITAL CORP | 61,500 | $1,654 | 0.1% | $26.89 | — | 7% CN SR NT 2023 | 75574U200 |
| — | ALGONQUIN PWR UTILS CORP | 35,000 | $1,646 | 0.1% | $49.51 | — | UNIT 99/99/9999 | 015857873 |
| — | DEXCOM INC | 502,000 | $1,640 | 0.1% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | 2U INC | 1,500,000 | $1,587 | 0.1% | $1.55 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | IONIS PHARMACEUTICALS INC | 1,750,000 | $1,564 | 0.1% | $0.99 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | Q2 HLDGS INC | 1,388,000 | $1,555 | 0.1% | $1.13 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | TELADOC HEALTH INC | 1,700,000 | $1,548 | 0.1% | $0.91 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| NVDA | NVIDIA CORPORATION | 5,123 | $1,507 | 0.1% | $16.76 | +63.9% | COM | 67066G104 |
| — | 8X8 INC NEW | 1,500,000 | $1,493 | 0.1% | $1.45 | — | NOTE 0.500% 2/0 | 282914AB6 |
| HD | HOME DEPOT INC | 3,583 | $1,486 | 0.1% | $65.33 | +425.3% | COM | 437076102 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $1,482 | 0.1% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ZOGENIX INC | 1,500,000 | $1,478 | 0.1% | $0.99 | — | NOTE 2.750%10/0 | 98978LAB1 |
| — | NISOURCE INC | 13,170 | $1,474 | 0.1% | $111.92 | — | UNIT 12/01/2023 | 65473P121 |
| — | SPIRIT AIRLS INC | 1,650,000 | $1,422 | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SNAP INC | 641,000 | $1,388 | 0.1% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 15,000 | $1,354 | 0.1% | $90.27 | — | 5.25% PFD CONV A | G21810208 |
| — | CHEESECAKE FACTORY INC | 1,500,000 | $1,343 | 0.1% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| ASHR | DBX ETF TR | 33,901 | $1,326 | 0.1% | $37.78 | — | XTRACK HRVST CSI | 233051879 |
| TBF | PROSHARES TR | 80,000 | $1,280 | 0.1% | $17.47 | — | SHRT 20+YR TRE | 74347X849 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1,241 | 0.1% | $74.42 | +54.9% | COM | 494368103 |
| IEMG | ISHARES INC | 20,582 | $1,233 | 0.1% | $62.81 | — | CORE MSCI EMKT | 46434G103 |
| — | EVERBRIDGE INC | 1,250,000 | $1,214 | 0.1% | $1.48 | — | NOTE 0.125%12/1 | 29978AAC8 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 4,044 | $1,208 | 0.1% | $137.39 | +108.5% | CL B NEW | 084670702 |
| — | SPLUNK INC | 1,075,000 | $1,184 | 0.1% | $1.19 | — | NOTE 1.125% 9/1 | 848637AD6 |
| UNH | UNITEDHEALTH GROUP INC | 2,256 | $1,135 | 0.1% | $64.23 | +557.3% | COM | 91324P102 |
| PG | PROCTER AND GAMBLE CO | 6,790 | $1,110 | 0.1% | $58.66 | +128.7% | COM | 742718109 |
| PFE | PFIZER INC | 18,649 | $1,102 | 0.1% | $17.09 | +135.4% | COM | 717081103 |
| TSLA | TESLA INC | 1,011 | $1,067 | 0.1% | $210.56 | +59.3% | COM | 88160R101 |
| BAC | BK OF AMERICA CORP | 23,534 | $1,049 | 0.1% | $11.46 | +257.8% | COM | 060505104 |
| JNJ | JOHNSON & JOHNSON | 5,979 | $1,024 | 0.1% | $69.14 | +109.8% | COM | 478160104 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $952 | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | WAYFAIR INC | 502,000 | $884 | 0.1% | $1.16 | — | NOTE 1.125%11/0 | 94419LAD3 |
| IYR | ISHARES TR | 7,508 | $873 | 0.1% | $89.96 | — | U.S. REAL ES ETF | 464287739 |
| — | MARRIOTT VACATIONS WORLDWIDE | 640,000 | $778 | 0.0% | $1.13 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| V | VISA INC | 3,551 | $769 | 0.0% | $79.55 | +161.6% | COM CL A | 92826C839 |
| L | LOEWS CORP | 13,232 | $764 | 0.0% | $42.08 | +32.8% | COM | 540424108 |
| — | GREEN PLAINS INC | 569,000 | $758 | 0.0% | $1.12 | — | NOTE 2.250% 3/1 | 393222AK0 |
| COST | COSTCO WHSL CORP NEW | 1,292 | $734 | 0.0% | $119.70 | +307.8% | COM | 22160K105 |
| CSCO | CISCO SYS INC | 11,259 | $715 | 0.0% | $16.25 | +210.7% | COM | 17275R102 |
| ABT | ABBOTT LABS | 5,076 | $714 | 0.0% | $29.00 | +309.3% | COM | 002824100 |
| DHR | DANAHER CORPORATION | 2,158 | $712 | 0.0% | $85.98 | +214.1% | COM | 235851102 |
| — | ETSY INC | 280,000 | $712 | 0.0% | $2.15 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| UNP | UNION PAC CORP | 2,747 | $693 | 0.0% | $73.21 | +193.6% | COM | 907818108 |
| IWD | ISHARES TR | 4,077 | $685 | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| — | MERCADOLIBRE INC | 214,000 | $664 | 0.0% | $3.22 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| DIS | DISNEY WALT CO | 4,159 | $644 | 0.0% | $80.72 | +95.5% | COM | 254687106 |
| AVGO | BROADCOM INC | 939 | $626 | 0.0% | $19.73 | +162.5% | COM | 11135F101 |
| — | FORTIVE CORP | 595,000 | $595 | 0.0% | $0.92 | — | NOTE 0.875% 2/1 | 34959JAK4 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,349 | $593 | 0.0% | $46.08 | +172.1% | COM | 45866F104 |
| — | INSMED INC | 574,000 | $589 | 0.0% | $0.93 | — | NOTE 1.750% 1/1 | 457669AA7 |
| PEP | PEPSICO INC | 3,382 | $588 | 0.0% | $56.46 | +154.1% | COM | 713448108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 880 | $588 | 0.0% | $124.96 | +394.0% | COM | 883556102 |
| KO | COCA COLA CO | 9,932 | $587 | 0.0% | $28.21 | +74.3% | COM | 191216100 |
| VZ | VERIZON COMMUNICATIONS INC | 11,203 | $583 | 0.0% | $28.61 | +41.2% | COM | 92343V104 |
| MCD | MCDONALDS CORP | 2,149 | $577 | 0.0% | $88.23 | +160.2% | COM | 580135101 |
| MA | MASTERCARD INCORPORATED | 1,530 | $550 | 0.0% | $74.60 | +352.8% | CL A | 57636Q104 |
| — | VIAVI SOLUTIONS INC | 386,000 | $547 | 0.0% | $1.37 | — | NOTE 1.000% 3/0 | 925550AB1 |
| CMCSA | COMCAST CORP NEW | 10,732 | $541 | 0.0% | $27.74 | +66.3% | CL A | 20030N101 |
| FLOT | ISHARES TR | 10,594 | $539 | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,823 | $529 | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| AMAT | APPLIED MATLS INC | 3,340 | $525 | 0.0% | $51.23 | +172.4% | COM | 038222105 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 891 | $504 | 0.0% | $217.25 | +187.7% | COM | 00724F101 |
| WFC | WELLS FARGO CO NEW | 10,487 | $503 | 0.0% | $23.98 | +85.2% | COM | 949746101 |
| MRK | MERCK & CO INC | 6,387 | $491 | 0.0% | $40.85 | +71.1% | COM | 58933Y105 |
| — | ESSENTIAL UTILS INC | 7,430 | $483 | 0.0% | $54.45 | — | UNIT 04/30/2022 | 29670G201 |
| ABBV | ABBVIE INC | 3,550 | $482 | 0.0% | $32.31 | +214.8% | COM | 00287Y109 |
| ACN | ACCENTURE PLC IRELAND | 1,151 | $478 | 0.0% | $142.15 | +141.5% | SHS CLASS A | G1151C101 |
| — | ARBOR REALTY TRUST INC | 435,000 | $477 | 0.0% | $1.11 | — | NOTE 4.750%11/0 | 038923AP3 |
| INTC | INTEL CORP | 9,237 | $476 | 0.0% | $22.17 | +113.3% | COM | 458140100 |
| — | HERCULES CAPITAL INC | 458,000 | $471 | 0.0% | $0.97 | — | DBCV 4.375% 2/0 | 427096AF9 |
| SHY | ISHARES TR | 5,481 | $470 | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| ORCL | ORACLE CORP | 5,322 | $466 | 0.0% | $30.91 | +187.6% | COM | 68389X105 |
| AMGN | AMGEN INC | 2,019 | $454 | 0.0% | $88.03 | +110.3% | COM | 031162100 |
| NKE | NIKE INC | 2,682 | $448 | 0.0% | $78.77 | +96.2% | CL B | 654106103 |
| RVTY | PERKINELMER INC | 2,149 | $433 | 0.0% | $90.26 | +98.4% | COM | 714046109 |
| — | INSIGHT ENTERPRISES INC | 270,000 | $431 | 0.0% | $1.60 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| PYPL | PAYPAL HLDGS INC | 2,274 | $430 | 0.0% | $94.45 | +128.6% | COM | 70450Y103 |
| CVX | CHEVRON CORP NEW | 3,629 | $426 | 0.0% | $79.58 | +20.8% | COM | 166764100 |
| — | NICE LTD | 334,000 | $407 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |
| — | CYBERARK SOFTWARE LTD | 316,000 | $400 | 0.0% | $1.27 | — | NOTE 11/1 | 23248VAB1 |
| CRM | SALESFORCE COM INC | 1,556 | $396 | 0.0% | $153.14 | +81.3% | COM | 79466L302 |
| — | SOLAREDGE TECHNOLOGIES INC | 309,000 | $393 | 0.0% | $1.27 | — | NOTE 9/1 | 83417MAD6 |
| ETN | EATON CORP PLC | 2,190 | $378 | 0.0% | $74.77 | +107.9% | SHS | G29183103 |
| SGI | TEMPUR SEALY INTL INC | 8,055 | $378 | 0.0% | $24.39 | +85.9% | COM | 88023U101 |
| NFLX | NETFLIX INC | 629 | $377 | 0.0% | $50.70 | +26.0% | COM | 64110L106 |
| HON | HONEYWELL INTL INC | 1,787 | $374 | 0.0% | $73.48 | +151.9% | COM | 438516106 |
| ZD | ZIFF DAVIS INC | 3,307 | $367 | 0.0% | $119.28 | -0.6% | COM | 48123V102 |
| NOW | SERVICENOW INC | 551 | $357 | 0.0% | $43.97 | +198.6% | COM | 81762P102 |
| DHI | D R HORTON INC | 3,288 | $357 | 0.0% | $64.70 | +42.7% | COM | 23331A109 |
| — | PIONEER NAT RES CO | 1,910 | $347 | 0.0% | $161.88 | — | COM | 723787107 |
| WMT | WALMART INC | 2,381 | $346 | 0.0% | $20.94 | +115.8% | COM | 931142103 |
| BA | BOEING CO | 1,708 | $344 | 0.0% | $192.22 | +9.9% | COM | 097023105 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,831 | $341 | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| GM | GENERAL MTRS CO | 5,771 | $338 | 0.0% | $37.51 | +50.3% | COM | 37045V100 |
| INTU | INTUIT | 523 | $336 | 0.0% | $373.72 | +60.9% | COM | 461202103 |
| MDT | MEDTRONIC PLC | 3,221 | $334 | 0.0% | $59.40 | +71.8% | SHS | G5960L103 |
| — | LIBERTY MEDIA CORP DEL | 5,258 | $333 | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| MU | MICRON TECHNOLOGY INC | 3,527 | $328 | 0.0% | $82.77 | -7.8% | COM | 595112103 |
| LOW | LOWES COS INC | 1,261 | $326 | 0.0% | $139.87 | +57.2% | COM | 548661107 |
| QCOM | QUALCOMM INC | 1,750 | $319 | 0.0% | $95.15 | +53.5% | COM | 747525103 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $312 | 0.0% | $30.39 | +42.4% | COM | 67103H107 |
| MRVL | MARVELL TECHNOLOGY INC | 3,519 | $308 | 0.0% | $47.96 | +53.1% | COM | 573874104 |
| LPLA | LPL FINL HLDGS INC | 1,904 | $305 | 0.0% | $127.60 | +29.3% | COM | 50212V100 |
| — | LABORATORY CORP AMER HLDGS | 971 | $305 | 0.0% | $256.17 | — | COM NEW | 50540R409 |
| DOV | DOVER CORP | 1,631 | $296 | 0.0% | $119.60 | +34.6% | COM | 260003108 |
| CVS | CVS HEALTH CORP | 2,847 | $294 | 0.0% | $62.28 | +29.2% | COM | 126650100 |
| MS | MORGAN STANLEY | 2,961 | $291 | 0.0% | $65.58 | +32.3% | COM NEW | 617446448 |
| — | CARNIVAL CORP | 138,000 | $290 | 0.0% | $2.10 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | LINDE PLC | 831 | $287 | 0.0% | $265.82 | — | SHS | G5494J103 |
| REM | ISHARES TR | 8,302 | $287 | 0.0% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| UPS | UNITED PARCEL SERVICE INC | 1,333 | $286 | 0.0% | $136.91 | +23.1% | CL B | 911312106 |
| DKS | DICKS SPORTING GOODS INC | 2,449 | $282 | 0.0% | $41.47 | +162.5% | COM | 253393102 |
| SLB | SCHLUMBERGER LTD | 9,280 | $279 | 0.0% | $26.00 | +10.4% | COM STK | 806857108 |
| MSI | MOTOROLA SOLUTIONS INC | 1,014 | $276 | 0.0% | $175.97 | +36.1% | COM NEW | 620076307 |
| — | WAYFAIR INC | 188,000 | $275 | 0.0% | $2.06 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| PRU | PRUDENTIAL FINL INC | 2,523 | $274 | 0.0% | $67.80 | +31.1% | COM | 744320102 |
| FCX | FREEPORT-MCMORAN INC | 6,408 | $269 | 0.0% | $30.35 | +17.9% | CL B | 35671D857 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 8,356 | $267 | 0.0% | $29.22 | — | NY REGISTRY SH | 03938L203 |
| AIG | AMERICAN INTL GROUP INC | 4,689 | $267 | 0.0% | $38.62 | +34.2% | COM NEW | 026874784 |
| CLF | CLEVELAND-CLIFFS INC NEW | 12,119 | $264 | 0.0% | $16.28 | +32.3% | COM | 185899101 |
| PH | PARKER-HANNIFIN CORP | 817 | $261 | 0.0% | $231.36 | +26.5% | COM | 701094104 |
| ITW | ILLINOIS TOOL WKS INC | 1,030 | $254 | 0.0% | $167.30 | +25.7% | COM | 452308109 |
| AVTR | AVANTOR INC | 6,035 | $253 | 0.0% | $39.41 | 0.0% | COM | 05352A100 |
| LUV | SOUTHWEST AIRLS CO | 5,863 | $253 | 0.0% | $29.57 | +47.7% | COM | 844741108 |
| DE | DEERE & CO | 732 | $253 | 0.0% | $307.48 | +6.9% | COM | 244199105 |
| EXPE | EXPEDIA GROUP INC | 1,385 | $252 | 0.0% | $168.61 | 0.0% | COM NEW | 30212P303 |
| T | AT&T INC | 10,265 | $251 | 0.0% | $11.76 | +24.7% | COM | 00206R102 |
| SNAP | SNAP INC | 5,308 | $250 | 0.0% | $56.28 | 0.0% | CL A | 83304A106 |
| — | APELLIS PHARMACEUTICALS INC | 165,000 | $250 | 0.0% | $1.65 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| BMY | BRISTOL-MYERS SQUIBB CO | 4,003 | $248 | 0.0% | $45.19 | +9.0% | COM | 110122108 |
| RNG | RINGCENTRAL INC | 1,317 | $248 | 0.0% | $222.01 | 0.0% | CL A | 76680R206 |
| IYM | ISHARES TR | 1,748 | $248 | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| AMD | ADVANCED MICRO DEVICES INC | 1,699 | $244 | 0.0% | $134.42 | 0.0% | COM | 007903107 |
| LMT | LOCKHEED MARTIN CORP | 659 | $237 | 0.0% | $243.60 | +26.8% | COM | 539830109 |
| — | LAM RESEARCH CORP | 327 | $236 | 0.0% | $721.71 | — | COM | 512807108 |
| TXN | TEXAS INSTRS INC | 1,223 | $233 | 0.0% | $151.36 | +12.4% | COM | 882508104 |
| — | BLOCK INC | 153,000 | $225 | 0.0% | $2.05 | — | NOTE 0.125% 3/0 | 852234AF0 |
| CSX | CSX CORP | 5,955 | $225 | 0.0% | $33.29 | 0.0% | COM | 126408103 |
| MMM | 3M CO | 1,245 | $224 | 0.0% | $102.42 | +24.3% | COM | 88579Y101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 906 | $223 | 0.0% | $207.28 | 0.0% | COM | 053015103 |
| ARCC | ARES CAPITAL CORP | 10,415 | $221 | 0.0% | $6.69 | +108.9% | COM | 04010L103 |
| GILD | GILEAD SCIENCES INC | 3,024 | $219 | 0.0% | $55.86 | +5.3% | COM | 375558103 |
| CMI | CUMMINS INC | 979 | $215 | 0.0% | $174.85 | +17.7% | COM | 231021106 |
| — | VISHAY INTERTECHNOLOGY INC | 203,000 | $209 | 0.0% | $1.03 | — | NOTE 2.250% 6/1 | 928298AP3 |
| SBUX | STARBUCKS CORP | 1,775 | $208 | 0.0% | $102.21 | 0.0% | COM | 855244109 |
| WMB | WILLIAMS COS INC | 7,977 | $208 | 0.0% | $20.43 | +11.4% | COM | 969457100 |
| TFC | TRUIST FINL CORP | 3,499 | $206 | 0.0% | $45.12 | +10.2% | COM | 89832Q109 |
| CALY | CALLAWAY GOLF CO | 7,413 | $203 | 0.0% | $27.78 | 0.0% | COM | 131193104 |
| GS | GOLDMAN SACHS GROUP INC | 521 | $201 | 0.0% | $356.48 | 0.0% | COM | 38141G104 |
| — | ANTERO RESOURCES CORP | 42,000 | $172 | 0.0% | $4.37 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| — | LIVE NATION ENTERTAINMENT IN | 87,000 | $114 | 0.0% | $1.31 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | CSG SYS INTL INC | 106,000 | $112 | 0.0% | $1.09 | — | NOTE 4.250% 3/1 | 126349AF6 |
| — | PALO ALTO NETWORKS INC | 32,000 | $61 | 0.0% | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NICE SYS INC | 10,000 | $36 | 0.0% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | ROYAL CARIBBEAN GROUP | 28,000 | $33 | 0.0% | $1.18 | — | NOTE 2.875%11/1 | 780153BF8 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 17,000 | $27 | 0.0% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |