Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 10, 2022
Total Value: $1.833B (27.2% shares, 72.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 161,707 | $73.37M | 4.0% | $291.19 | — | CORE S&P500 ETF | 464287200 |
| — | PIONEER NAT RES CO | 30,597,000 | $72.65M | 4.0% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SOUTHWEST AIRLS CO | 44,612,000 | $60.54M | 3.3% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PALO ALTO NETWORKS INC | 22,654,000 | $53.02M | 2.9% | $1.24 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | BROADCOM INC | 22,648 | $44.45M | 2.4% | $2072.80 | — | 8% MCNV PFD SR A | 11135F200 |
| — | BOOKING HOLDINGS INC | 27,548,000 | $39.75M | 2.2% | $1.42 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | DEXCOM INC | 34,579,000 | $39.49M | 2.2% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | DANAHER CORPORATION | 22,803 | $35.81M | 2.0% | $1741.09 | — | 5% CONV PFD B | 235851409 |
| — | ANTHEM INC | 4,160,000 | $29.04M | 1.6% | $3.44 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | EXPEDIA GROUP INC | 23,654,000 | $28.77M | 1.6% | $1.22 | — | NOTE 2/1 | 30212PBE4 |
| — | ENPHASE ENERGY INC | 26,799,000 | $27.84M | 1.5% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| — | NEXTERA ENERGY INC | 519,080 | $27.18M | 1.5% | $50.57 | — | UNIT 99/99/9999 | 65339F770 |
| AGG | ISHARES TR | 222,699 | $23.85M | 1.3% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | LIVE NATION ENTERTAINMENT IN | 13,146,000 | $23.2M | 1.3% | $1.31 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | FORD MTR CO DEL | 19,238,000 | $22.74M | 1.2% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| — | ROYAL CARIBBEAN GROUP | 17,204,000 | $22.48M | 1.2% | $1.39 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | ETSY INC | 20,787,000 | $20.6M | 1.1% | $1.28 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| VXUS | VANGUARD STAR FDS | 307,599 | $18.38M | 1.0% | $62.96 | — | VG TL INTL STK F | 921909768 |
| — | MICROCHIP TECHNOLOGY INC. | 16,115,000 | $18.28M | 1.0% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | PEBBLEBROOK HOTEL TR | 14,506,000 | $16.63M | 0.9% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ILLUMINA INC | 15,064,000 | $16.47M | 0.9% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | EURONET WORLDWIDE INC | 14,780,000 | $16.44M | 0.9% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | SPLUNK INC | 14,311,000 | $16.27M | 0.9% | $1.13 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | KKR & CO INC | 210,322 | $15.48M | 0.8% | $93.02 | — | 6% MCONV PFD C | 48251W401 |
| — | DISH NETWORK CORPORATION | 15,480,000 | $15.02M | 0.8% | $1.00 | — | NOTE 12/1 | 25470MAF6 |
| — | BLOCK INC | 16,556,000 | $15M | 0.8% | $1.06 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | WORKDAY INC | 9,080,000 | $14.91M | 0.8% | $1.31 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | SUMMIT HOTEL PPTYS | 14,235,000 | $14.89M | 0.8% | $1.07 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | AVANTOR INC | 143,170 | $14.8M | 0.8% | $128.94 | — | 6.25 PFD CNV SR | 05352A209 |
| — | ARES CAPITAL CORP | 12,973,000 | $14.65M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | NCL CORP LTD | 10,121,000 | $14.62M | 0.8% | $1.71 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | EXACT SCIENCES CORP | 15,266,000 | $14.4M | 0.8% | $1.09 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ZILLOW GROUP INC | 12,720,000 | $14.35M | 0.8% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | SEA LTD | 17,269,000 | $13.79M | 0.8% | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | AIRBNB INC | 13,913,000 | $13.45M | 0.7% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | JAZZ INVESTMENTS I LTD | 10,715,000 | $12.99M | 0.7% | $1.31 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | CENTENNIAL RESOURCE DEV INC | 8,573,000 | $12.98M | 0.7% | $1.21 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | INSULET CORP | 9,688,000 | $12.84M | 0.7% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | LIBERTY MEDIA CORP DEL | 9,011,000 | $12.7M | 0.7% | $1.22 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | MONGODB INC | 5,820,000 | $12.6M | 0.7% | $1.82 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | LUMENTUM HLDGS INC | 10,789,000 | $12.5M | 0.7% | $1.20 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | NISOURCE INC | 104,395 | $12.5M | 0.7% | $118.73 | — | UNIT 12/01/2023 | 65473P121 |
| — | EQT CORP | 5,253,000 | $12.45M | 0.7% | $1.63 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | BOSTON SCIENTIFIC CORP | 103,385 | $12.03M | 0.7% | $113.74 | — | 5.50% CNV PFD A | 101137206 |
| — | OKTA INC | 11,083,000 | $11.88M | 0.6% | $1.34 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | LIBERTY MEDIA CORP DEL | 6,253,000 | $11.84M | 0.6% | $1.22 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | AMERICAN ELEC PWR CO INC | 204,250 | $11.47M | 0.6% | $56.18 | — | UNIT 08/15/2025 | 02557T307 |
| — | AKAMAI TECHNOLOGIES INC | 8,522,000 | $11.2M | 0.6% | $1.17 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ZSCALER INC | 6,557,000 | $11.15M | 0.6% | $1.82 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | WISDOMTREE INVTS INC | 9,721,000 | $11.08M | 0.6% | $1.17 | — | NOTE 4.250% 6/1 | 97717PAB0 |
| — | CONMED CORP | 6,448,000 | $11.08M | 0.6% | $1.11 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | CUTERA INC | 5,097,000 | $11.06M | 0.6% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | BLOCK INC | 8,302,000 | $10.88M | 0.6% | $1.32 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | PACIRA BIOSCIENCES INC | 8,654,000 | $10.72M | 0.6% | $1.24 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | TWITTER INC | 10,162,000 | $10.34M | 0.6% | $1.22 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| CWB | SPDR SER TR | 130,892 | $10.07M | 0.5% | $76.94 | — | BLOOMBERG CONV | 78464A359 |
| — | BECTON DICKINSON & CO | 186,515 | $9.909M | 0.5% | $53.13 | — | 6% DP CONV PFD B | 075887406 |
| — | LYFT INC | 7,990,000 | $9.894M | 0.5% | $1.61 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | UBER TECHNOLOGIES INC | 10,909,000 | $9.763M | 0.5% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| — | INSMED INC | 9,988,000 | $9.629M | 0.5% | $1.07 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | ZENDESK INC | 7,597,000 | $9.574M | 0.5% | $1.38 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | RAPID7 INC | 7,696,000 | $9.57M | 0.5% | $1.24 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | SHIFT4 PMTS INC | 9,105,000 | $9.532M | 0.5% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | STANLEY BLACK & DECKER INC | 108,475 | $9.47M | 0.5% | $90.43 | — | UNIT 11/15/2022 | 854502846 |
| — | COUPA SOFTWARE INC | 11,286,000 | $9.467M | 0.5% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | KBR INC | 4,359,000 | $9.462M | 0.5% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | DICKS SPORTING GOODS INC | 2,921,000 | $9.091M | 0.5% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,071,000 | $9.068M | 0.5% | $1.04 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | DATADOG INC | 5,057,000 | $8.95M | 0.5% | $1.35 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 188,930 | $8.89M | 0.5% | $47.92 | — | SENIOR LN FD | 33738D309 |
| — | ENVISTA HOLDINGS CORPORATION | 3,745,000 | $8.873M | 0.5% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | HUBSPOT INC | 4,912,000 | $8.761M | 0.5% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 8,052,000 | $8.737M | 0.5% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| APTV 5.5 06/15/23 A | APTIV PLC | 63,250 | $8.64M | 0.5% | $183.70 | — | 5.5% CNV PFD A | G6095L117 |
| — | TESLA INC | 497,000 | $8.621M | 0.5% | $2.07 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | DROPBOX INC | 9,149,000 | $8.619M | 0.5% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| — | PG&E CORP | 74,305 | $8.358M | 0.5% | $112.48 | — | UNIT 99/99/9999 | 69331C140 |
| — | TYLER TEX INDPT SCH DIST | 7,335,000 | $8.076M | 0.4% | $1.10 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | VAIL RESORTS INC | 8,327,000 | $8.065M | 0.4% | $1.07 | — | NOTE 1/0 | 91879QAN9 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 8,053,000 | $7.973M | 0.4% | $0.99 | — | NOTE 2/1 | 56087FAB0 |
| — | BENTLEY SYS INC | 8,151,000 | $7.971M | 0.4% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BURLINGTON STORES INC | 6,943,000 | $7.93M | 0.4% | $1.53 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | GREEN PLAINS INC | 6,269,000 | $7.75M | 0.4% | $1.23 | — | NOTE 2.250% 3/1 | 393222AK0 |
| FPE | FIRST TR EXCH TRADED FD III | 404,946 | $7.699M | 0.4% | $19.88 | — | PFD SECS INC ETF | 33739E108 |
| IYW | ISHARES TR | 71,110 | $7.324M | 0.4% | $110.01 | — | U.S. TECH ETF | 464287721 |
| — | BOX INC | 5,780,000 | $7.291M | 0.4% | $1.26 | — | NOTE 1/1 | 10316TAB0 |
| — | FTI CONSULTING INC | 4,456,000 | $7.074M | 0.4% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | PROSPECT CAP CORP | 6,661,000 | $7.027M | 0.4% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | MIDDLEBY CORP | 4,783,000 | $6.586M | 0.4% | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | RBC BEARINGS INC | 65,740 | $6.541M | 0.4% | $110.25 | — | 5% CNV PFD SR A | 75524B203 |
| — | PURE STORAGE INC | 4,653,000 | $6.496M | 0.4% | $1.11 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | AMERICAN AIRLINES GROUP INC | 4,572,000 | $6.257M | 0.3% | $1.53 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | MFA FINL INC | 6,000,000 | $6.025M | 0.3% | $0.97 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | BILL COM HLDGS INC | 3,699,000 | $5.879M | 0.3% | $1.64 | — | NOTE 12/0 | 090043AB6 |
| FTGC | FIRST TR EXCHANGE TRAD FD VI | 204,802 | $5.823M | 0.3% | $28.43 | — | FST TR GLB FD | 33739H101 |
| — | SMART GLOBAL HLDGS INC | 3,921,000 | $5.707M | 0.3% | $1.37 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| AAPL | APPLE INC | 32,504 | $5.674M | 0.3% | $83.72 | +96.9% | COM | 037833100 |
| — | INTEGRA LIFESCIENCES HLDGS C | 5,308,000 | $5.569M | 0.3% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | WESTERN DIGITAL CORP. | 5,760,000 | $5.559M | 0.3% | $1.04 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | HANNON ARMSTRONG SUST INFR C | 5,029,000 | $5.506M | 0.3% | $1.07 | — | NOTE 8/1 | 41068XAD2 |
| — | SSR MNG INC | 3,786,000 | $5.263M | 0.3% | $1.39 | — | NOTE 2.500% 4/0 | 784730AB9 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 104,827 | $5.133M | 0.3% | $51.50 | — | FST LOW OPPT EFT | 33739Q200 |
| — | APOLLO COML REAL ESTATE FIN | 5,000,000 | $4.975M | 0.3% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | PENNYMAC CORP | 4,997,000 | $4.945M | 0.3% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| MSFT | MICROSOFT CORP | 15,945 | $4.915M | 0.3% | $38.41 | +658.6% | COM | 594918104 |
| IWM | ISHARES TR | 23,910 | $4.908M | 0.3% | $177.05 | — | RUSSELL 2000 ETF | 464287655 |
| — | NRG ENERGY INC | 4,250,000 | $4.658M | 0.3% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | NOVAVAX INC | 4,301,000 | $4.613M | 0.3% | $1.77 | — | NOTE 3.750% 2/0 | 670002AB0 |
| — | ELANCO ANIMAL HEALTH INC | 110,335 | $4.53M | 0.2% | $49.69 | — | UNIT 02/01/2023T | 28414H202 |
| — | SPOTIFY USA INC | 5,275,000 | $4.495M | 0.2% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | LIVENT CORP | 1,420,000 | $4.405M | 0.2% | $2.93 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| ANGL | VANECK ETF TRUST | 143,829 | $4.372M | 0.2% | $32.61 | — | FALLEN ANGEL HG | 92189F437 |
| — | INNOVIVA INC | 3,910,000 | $4.319M | 0.2% | $1.01 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | GRANITE PT MTG TR INC | 4,316,000 | $4.251M | 0.2% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | REPLIGEN CORP | 2,439,000 | $4.191M | 0.2% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | MICROSTRATEGY INC | 5,750,000 | $4.108M | 0.2% | $0.71 | — | NOTE 2/1 | 594972AE1 |
| — | DISH NETWORK CORPORATION | 4,565,000 | $4.107M | 0.2% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | TWO HARBORS INVENTMENT CORPO | 4,000,000 | $3.956M | 0.2% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | NEXTERA ENERGY INC | 64,040 | $3.948M | 0.2% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | AKAMAI TECHNOLOGIES INC | 3,373,000 | $3.877M | 0.2% | $1.14 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | AIR TRANS SVCS GROUP INC | 3,250,000 | $3.852M | 0.2% | $1.09 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | CHEGG INC | 4,652,000 | $3.801M | 0.2% | $0.91 | — | NOTE 9/0 | 163092AF6 |
| — | HALOZYME THERAPEUTICS INC | 4,350,000 | $3.791M | 0.2% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | LENDINGTREE INC | 4,500,000 | $3.685M | 0.2% | $0.82 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | MAGNITE INC | 4,500,000 | $3.555M | 0.2% | $0.79 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | CERIDIAN HCM HLDG INC | 4,000,000 | $3.487M | 0.2% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | INFINERA CORP | 3,000,000 | $3.378M | 0.2% | $1.06 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | ENCORE CAP EUROPE FIN LTD | 2,250,000 | $3.366M | 0.2% | $1.11 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | SPLUNK INC | 3,450,000 | $3.294M | 0.2% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | DTE ENERGY CO | 60,735 | $3.238M | 0.2% | $49.25 | — | UNIT 11/01/2022S | 233331842 |
| XLF | SELECT SECTOR SPDR TR | 84,467 | $3.234M | 0.2% | $34.53 | — | FINANCIAL | 81369Y605 |
| GOOGL | ALPHABET INC | 1,132 | $3.148M | 0.2% | $37.45 | +260.0% | CAP STK CL A | 02079K305 |
| — | CHEFS WHSE INC | 3,003,000 | $3.146M | 0.2% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | BK OF AMERICA CORP | 2,359 | $3.095M | 0.2% | $1447.11 | — | 7.25%CNV PFD L | 060505682 |
| — | SOUTHERN CO | 55,975 | $3.062M | 0.2% | $51.89 | — | UNIT 08/01/2022 | 842587602 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $3.06M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | WELLS FARGO CO NEW | 2,297 | $3.018M | 0.2% | $1490.64 | — | PERP PFD CNV A | 949746804 |
| — | Q2 HLDGS INC | 3,500,000 | $3.005M | 0.2% | $0.86 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | WINNEBAGO INDS INC | 2,750,000 | $3M | 0.2% | $1.17 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | STRIDE INC | 3,000,000 | $2.976M | 0.2% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| XLE | SELECT SECTOR SPDR TR | 38,167 | $2.917M | 0.2% | $49.41 | — | ENERGY | 81369Y506 |
| — | CABLE ONE INC | 3,250,000 | $2.905M | 0.2% | $0.89 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | SABRE GLBL INC | 1,750,000 | $2.871M | 0.2% | $1.79 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | TRAVERE THERAPEUTICS INC | 2,750,000 | $2.793M | 0.2% | $0.90 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | LIVEPERSON INC | 3,500,000 | $2.774M | 0.2% | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | PRA GROUP INC | 2,500,000 | $2.765M | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | NEW RELIC INC | 2,750,000 | $2.756M | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| AMZN | AMAZON COM INC | 842 | $2.747M | 0.1% | $19.98 | +673.5% | COM | 023135106 |
| — | HAEMONETICS CORP MASS | 3,250,000 | $2.723M | 0.1% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | NEW YORK CMNTY CAP TR V | 55,000 | $2.687M | 0.1% | $49.32 | — | UNIT 11/01/2051 | 64944P307 |
| — | REDWOOD TRUST INC | 2,694,000 | $2.674M | 0.1% | $1.02 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | PENNYMAC CORP | 2,750,000 | $2.624M | 0.1% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | WAYFAIR INC | 3,000,000 | $2.464M | 0.1% | $0.82 | — | NOTE 0.625%10/0 | 94419LAM3 |
| GLDM | WORLD GOLD TR | 63,284 | $2.435M | 0.1% | $38.48 | — | SPDR GLD MINIS | 98149E303 |
| — | COHERUS BIOSCIENCES INC | 2,500,000 | $2.413M | 0.1% | $1.01 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | WORKIVA INC | 1,500,000 | $2.412M | 0.1% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | RWT HLDGS INC | 2,500,000 | $2.399M | 0.1% | $1.01 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | II-VI INC | 1,500,000 | $2.315M | 0.1% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | 8X8 INC NEW | 2,500,000 | $2.303M | 0.1% | $1.24 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | OSI SYSTEMS INC | 2,250,000 | $2.269M | 0.1% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| IEMG | ISHARES INC | 40,463 | $2.248M | 0.1% | $59.25 | — | CORE MSCI EMKT | 46434G103 |
| — | ON SEMICONDUCTOR CORP | 738,000 | $2.227M | 0.1% | $1.28 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | I3 VERTICALS LLC | 2,250,000 | $2.208M | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | ISTAR INC | 1,300,000 | $2.208M | 0.1% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | CALLAWAY GOLF COMPANY | 1,375,000 | $2.072M | 0.1% | $2.04 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | BLOOM ENERGY CORP | 1,250,000 | $2.065M | 0.1% | $1.38 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | LIGAND PHARMACEUTICALS INC | 2,000,000 | $1.942M | 0.1% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | AVAYA HLDGS CORP | 2,000,000 | $1.938M | 0.1% | $1.09 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | HOPE BANCORP INC | 1,950,000 | $1.924M | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | DOMINION ENERGY INC | 18,590 | $1.892M | 0.1% | $104.87 | — | DEBT 7.250% 6/0 | 25746U133 |
| — | PARSONS CORP DEL | 1,783,000 | $1.877M | 0.1% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | KAMAN CORP | 1,817,000 | $1.865M | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | RINGCENTRAL INC | 2,250,000 | $1.84M | 0.1% | $0.82 | — | NOTE 3/1 | 76680RAH0 |
| — | EVERBRIDGE INC | 2,000,000 | $1.793M | 0.1% | $1.26 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | SFL CORPORATION LTD | 1,750,000 | $1.775M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| XLU | SELECT SECTOR SPDR TR | 23,173 | $1.726M | 0.1% | $43.87 | — | SBI INT-UTILS | 81369Y886 |
| — | ALGONQUIN PWR UTILS CORP | 35,000 | $1.719M | 0.1% | $49.51 | — | UNIT 99/99/9999 | 015857873 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $1.692M | 0.1% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | FASTLY INC | 2,200,000 | $1.642M | 0.1% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | ENPHASE ENERGY INC | 1,612,000 | $1.637M | 0.1% | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | READY CAPITAL CORP | 61,500 | $1.627M | 0.1% | $26.89 | — | 7% CN SR NT 2023 | 75574U200 |
| — | SPIRIT AIRLS INC | 1,650,000 | $1.481M | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| JPM | JPMORGAN CHASE & CO | 10,621 | $1.448M | 0.1% | $37.03 | +261.0% | COM | 46625H100 |
| — | RINGCENTRAL INC | 1,645,000 | $1.431M | 0.1% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| TBF | PROSHARES TR | 80,000 | $1.416M | 0.1% | $17.47 | — | SHRT 20+YR TRE | 74347X849 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,972 | $1.402M | 0.1% | $137.39 | +135.4% | CL B NEW | 084670702 |
| EMB | ISHARES TR | 14,209 | $1.388M | 0.1% | $110.72 | — | JPMORGAN USD EMG | 464288281 |
| NVDA | NVIDIA CORPORATION | 5,079 | $1.386M | 0.1% | $16.76 | +49.4% | COM | 67066G104 |
| — | CHEESECAKE FACTORY INC | 1,500,000 | $1.343M | 0.1% | $0.98 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | SPLUNK INC | 1,075,000 | $1.288M | 0.1% | $1.19 | — | NOTE 1.125% 9/1 | 848637AD6 |
| UNH | UNITEDHEALTH GROUP INC | 2,210 | $1.128M | 0.1% | $64.23 | +602.4% | COM | 91324P102 |
| ASHR | DBX ETF TR | 33,901 | $1.122M | 0.1% | $37.78 | — | XTRACK HRVST CSI | 233051879 |
| TSLA | TESLA INC | 1,003 | $1.08M | 0.1% | $210.56 | +47.9% | COM | 88160R101 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.07M | 0.1% | $74.42 | +53.2% | COM | 494368103 |
| HD | HOME DEPOT INC | 3,513 | $1.052M | 0.1% | $65.33 | +380.6% | COM | 437076102 |
| JNJ | JOHNSON & JOHNSON | 5,907 | $1.048M | 0.1% | $69.14 | +119.5% | COM | 478160104 |
| PG | PROCTER AND GAMBLE CO | 6,717 | $1.026M | 0.1% | $58.66 | +142.3% | COM | 742718109 |
| META | META PLATFORMS INC | 4,577 | $1.021M | 0.1% | $75.34 | +229.4% | CL A | 30303M102 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $990K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| BAC | BK OF AMERICA CORP | 23,314 | $960K | 0.1% | $11.46 | +256.1% | COM | 060505104 |
| PFE | PFIZER INC | 18,464 | $954K | 0.1% | $17.09 | +148.5% | COM | 717081103 |
| — | SNAP INC | 502,000 | $874K | 0.0% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| L | LOEWS CORP | 13,232 | $858K | 0.0% | $42.08 | +43.7% | COM | 540424108 |
| IYR | ISHARES TR | 7,419 | $803K | 0.0% | $89.96 | — | U.S. REAL ES ETF | 464287739 |
| V | VISA INC | 3,483 | $772K | 0.0% | $79.55 | +164.1% | COM CL A | 92826C839 |
| — | ARBOR REALTY TRUST INC | 745,000 | $771K | 0.0% | $1.08 | — | NOTE 4.750%11/0 | 038923AP3 |
| — | DEXCOM INC | 242,000 | $751K | 0.0% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| UNP | UNION PAC CORP | 2,720 | $742K | 0.0% | $73.21 | +214.9% | COM | 907818108 |
| COST | COSTCO WHSL CORP NEW | 1,278 | $736K | 0.0% | $119.70 | +318.4% | COM | 22160K105 |
| — | MARRIOTT VACATIONS WORLDWIDE | 640,000 | $723K | 0.0% | $1.13 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| IWD | ISHARES TR | 4,077 | $676K | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| DHR | DANAHER CORPORATION | 2,138 | $626K | 0.0% | $85.98 | +185.8% | COM | 235851102 |
| CSCO | CISCO SYS INC | 10,994 | $615K | 0.0% | $16.25 | +209.5% | COM | 17275R102 |
| KO | COCA COLA CO | 9,829 | $610K | 0.0% | $28.21 | +91.6% | COM | 191216100 |
| ABT | ABBOTT LABS | 5,028 | $596K | 0.0% | $29.00 | +297.8% | COM | 002824100 |
| AVGO | BROADCOM INC | 932 | $586K | 0.0% | $19.73 | +179.2% | COM | 11135F101 |
| CVX | CHEVRON CORP NEW | 3,582 | $582K | 0.0% | $79.58 | +54.3% | COM | 166764100 |
| ABBV | ABBVIE INC | 3,507 | $570K | 0.0% | $32.31 | +291.2% | COM | 00287Y109 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,303 | $568K | 0.0% | $46.08 | +166.0% | COM | 45866F104 |
| DIS | DISNEY WALT CO | 4,112 | $566K | 0.0% | $80.72 | +75.0% | COM | 254687106 |
| VZ | VERIZON COMMUNICATIONS INC | 11,089 | $565K | 0.0% | $28.61 | +45.1% | COM | 92343V104 |
| PEP | PEPSICO INC | 3,347 | $562K | 0.0% | $56.46 | +162.9% | COM | 713448108 |
| — | WOLFSPEED INC | 223,000 | $555K | 0.0% | $2.49 | — | NOTE 1.750% 5/0 | 225447AD3 |
| MA | MASTERCARD INCORPORATED | 1,511 | $539K | 0.0% | $74.60 | +371.3% | CL A | 57636Q104 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,823 | $537K | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| FLOT | ISHARES TR | 10,429 | $528K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| MRK | MERCK & CO INC | 6,313 | $517K | 0.0% | $40.85 | +71.0% | COM | 58933Y105 |
| MCD | MCDONALDS CORP | 2,094 | $516K | 0.0% | $88.23 | +158.2% | COM | 580135101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 873 | $515K | 0.0% | $124.96 | +354.7% | COM | 883556102 |
| WFC | WELLS FARGO CO NEW | 10,367 | $503K | 0.0% | $23.98 | +102.2% | COM | 949746101 |
| — | VIAVI SOLUTIONS INC | 386,000 | $500K | 0.0% | $1.37 | — | NOTE 1.000% 3/0 | 925550AB1 |
| CRM | SALESFORCE COM INC | 2,345 | $499K | 0.0% | $173.15 | +22.8% | COM | 79466L302 |
| CMCSA | COMCAST CORP NEW | 10,622 | $498K | 0.0% | $27.74 | +54.5% | CL A | 20030N101 |
| — | BLACKSTONE MORTGAGE TRUST IN | 500,000 | $493K | 0.0% | $0.99 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| AMGN | AMGEN INC | 1,996 | $483K | 0.0% | $88.03 | +130.9% | COM | 031162100 |
| — | PIONEER NAT RES CO | 1,891 | $474K | 0.0% | $161.88 | — | COM | 723787107 |
| SHY | ISHARES TR | 5,481 | $457K | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| — | ETSY INC | 280,000 | $447K | 0.0% | $2.15 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| INTC | INTEL CORP | 8,956 | $444K | 0.0% | $22.17 | +108.3% | COM | 458140100 |
| AMAT | APPLIED MATLS INC | 3,310 | $437K | 0.0% | $51.23 | +159.3% | COM | 038222105 |
| ORCL | ORACLE CORP | 5,284 | $436K | 0.0% | $30.91 | +149.0% | COM | 68389X105 |
| — | INSIGHT ENTERPRISES INC | 270,000 | $433K | 0.0% | $1.60 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 883 | $401K | 0.0% | $217.25 | +121.4% | COM | 00724F101 |
| — | SEA LTD | 245,000 | $388K | 0.0% | $1.58 | — | NOTE 2.375%12/0 | 81141RAF7 |
| CLF | CLEVELAND-CLIFFS INC NEW | 11,984 | $386K | 0.0% | $16.28 | +40.0% | COM | 185899101 |
| ACN | ACCENTURE PLC IRELAND | 1,143 | $386K | 0.0% | $142.15 | +124.1% | SHS CLASS A | G1151C101 |
| SLB | SCHLUMBERGER LTD | 9,173 | $381K | 0.0% | $26.00 | +38.1% | COM STK | 806857108 |
| RVTY | PERKINELMER INC | 2,130 | $371K | 0.0% | $90.26 | +95.0% | COM | 714046109 |
| — | LIBERTY MEDIA CORP DEL | 5,196 | $365K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| NKE | NIKE INC | 2,660 | $359K | 0.0% | $78.77 | +67.5% | CL B | 654106103 |
| CAT | CATERPILLAR INC | 1,596 | $356K | 0.0% | $195.46 | 0.0% | COM | 149123101 |
| MDT | MEDTRONIC PLC | 3,188 | $353K | 0.0% | $59.40 | +57.7% | SHS | G5960L103 |
| WMT | WALMART INC | 2,340 | $348K | 0.0% | $20.94 | +113.0% | COM | 931142103 |
| HON | HONEYWELL INTL INC | 1,768 | $346K | 0.0% | $73.48 | +131.8% | COM | 438516106 |
| LPLA | LPL FINL HLDGS INC | 1,884 | $345K | 0.0% | $127.60 | +36.5% | COM | 50212V100 |
| ETN | EATON CORP PLC | 2,169 | $329K | 0.0% | $74.77 | +97.0% | SHS | G29183103 |
| BA | BOEING CO | 1,689 | $322K | 0.0% | $192.22 | +4.4% | COM | 097023105 |
| FCX | FREEPORT-MCMORAN INC | 6,328 | $316K | 0.0% | $30.35 | +37.9% | CL B | 35671D857 |
| ZD | ZIFF DAVIS INC | 3,262 | $316K | 0.0% | $119.28 | -14.1% | COM | 48123V102 |
| NOW | SERVICENOW INC | 551 | $307K | 0.0% | $43.97 | +154.9% | COM | 81762P102 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $304K | 0.0% | $30.39 | +47.0% | COM | 67103H107 |
| DE | DEERE & CO | 726 | $300K | 0.0% | $307.48 | +18.1% | COM | 244199105 |
| KEY | KEYCORP | 13,201 | $296K | 0.0% | $20.30 | 0.0% | COM | 493267108 |
| PRU | PRUDENTIAL FINL INC | 2,497 | $295K | 0.0% | $67.80 | +38.8% | COM | 744320102 |
| AIG | AMERICAN INTL GROUP INC | 4,633 | $292K | 0.0% | $38.62 | +42.5% | COM NEW | 026874784 |
| BMY | BRISTOL-MYERS SQUIBB CO | 3,962 | $291K | 0.0% | $45.19 | +25.8% | COM | 110122108 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 2,798 | $291K | 0.0% | $81.58 | — | SPONSORED ADS | 874039100 |
| LMT | LOCKHEED MARTIN CORP | 653 | $290K | 0.0% | $243.60 | +49.9% | COM | 539830109 |
| CVS | CVS HEALTH CORP | 2,820 | $287K | 0.0% | $62.28 | +47.7% | COM | 126650100 |
| UPS | UNITED PARCEL SERVICE INC | 1,319 | $283K | 0.0% | $136.91 | +29.4% | CL B | 911312106 |
| MU | MICRON TECHNOLOGY INC | 3,485 | $272K | 0.0% | $82.77 | +0.7% | COM | 595112103 |
| LNG | CHENIERE ENERGY INC | 1,958 | $271K | 0.0% | $121.52 | 0.0% | COM NEW | 16411R208 |
| REM | ISHARES TR | 8,288 | $269K | 0.0% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| EXPE | EXPEDIA GROUP INC | 1,371 | $269K | 0.0% | $168.61 | +10.1% | COM NEW | 30212P303 |
| — | LINDE PLC | 825 | $266K | 0.0% | $265.82 | — | SHS | G5494J103 |
| QCOM | QUALCOMM INC | 1,729 | $266K | 0.0% | $95.15 | +61.4% | COM | 747525103 |
| WMB | WILLIAMS COS INC | 7,889 | $265K | 0.0% | $20.43 | +25.0% | COM | 969457100 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 8,255 | $265K | 0.0% | $29.22 | — | NY REGISTRY SH | 03938L203 |
| PYPL | PAYPAL HLDGS INC | 2,253 | $261K | 0.0% | $94.45 | +40.6% | COM | 70450Y103 |
| IYM | ISHARES TR | 1,729 | $260K | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| LUV | SOUTHWEST AIRLS CO | 5,593 | $256K | 0.0% | $29.57 | +38.3% | COM | 844741108 |
| BKR | BAKER HUGHES COMPANY | 6,971 | $255K | 0.0% | $27.68 | 0.0% | CL A | 05722G100 |
| LOW | LOWES COS INC | 1,248 | $254K | 0.0% | $139.87 | +52.5% | COM | 548661107 |
| — | LABORATORY CORP AMER HLDGS | 958 | $254K | 0.0% | $256.17 | — | COM NEW | 50540R409 |
| DOV | DOVER CORP | 1,612 | $254K | 0.0% | $119.60 | +30.5% | COM | 260003108 |
| MRVL | MARVELL TECHNOLOGY INC | 3,477 | $252K | 0.0% | $47.96 | +47.8% | COM | 573874104 |
| GM | GENERAL MTRS CO | 5,698 | $250K | 0.0% | $37.51 | +28.4% | COM | 37045V100 |
| MS | MORGAN STANLEY | 2,843 | $249K | 0.0% | $65.58 | +29.0% | COM NEW | 617446448 |
| INTU | INTUIT | 518 | $248K | 0.0% | $373.72 | +33.7% | COM | 461202103 |
| DKS | DICKS SPORTING GOODS INC | 2,423 | $244K | 0.0% | $41.47 | +141.8% | COM | 253393102 |
| DHI | D R HORTON INC | 3,260 | $242K | 0.0% | $64.70 | +28.8% | COM | 23331A109 |
| NFLX | NETFLIX INC | 628 | $235K | 0.0% | $50.70 | -17.9% | COM | 64110L106 |
| PH | PARKER-HANNIFIN CORP | 811 | $232K | 0.0% | $231.36 | +23.7% | COM | 701094104 |
| VLO | VALERO ENERGY CORP | 2,264 | $231K | 0.0% | $76.96 | 0.0% | COM | 91913Y100 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 2,319 | $230K | 0.0% | $86.76 | 0.0% | COM | 75513E101 |
| T | AT&T INC | 9,743 | $230K | 0.0% | $11.76 | +26.8% | COM | 00206R102 |
| SGI | TEMPUR SEALY INTL INC | 7,968 | $222K | 0.0% | $24.39 | +51.1% | COM | 88023U101 |
| CSX | CSX CORP | 5,886 | $221K | 0.0% | $33.29 | +0.6% | COM | 126408103 |
| MSI | MOTOROLA SOLUTIONS INC | 889 | $215K | 0.0% | $175.97 | +26.0% | COM NEW | 620076307 |
| EQT | EQT CORP | 6,260 | $215K | 0.0% | $22.99 | 0.0% | COM | 26884L109 |
| ITW | ILLINOIS TOOL WKS INC | 1,017 | $214K | 0.0% | $167.30 | +21.7% | COM | 452308109 |
| NOC | NORTHROP GRUMMAN CORP | 470 | $209K | 0.0% | $387.65 | 0.0% | COM | 666807102 |
| ARCC | ARES CAPITAL CORP | 9,914 | $208K | 0.0% | $6.69 | +118.9% | COM | 04010L103 |
| SKIN | THE BEAUTY HEALTH COMPANY | 12,300 | $208K | 0.0% | $16.50 | 0.0% | COM CL A | 88331L108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 899 | $204K | 0.0% | $207.28 | -5.0% | COM | 053015103 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 9,330 | $203K | 0.0% | $20.43 | 0.0% | SHS | G66721104 |
| AVTR | AVANTOR INC | 5,966 | $202K | 0.0% | $39.41 | -9.5% | COM | 05352A100 |
| CMI | CUMMINS INC | 972 | $201K | 0.0% | $174.85 | +12.5% | COM | 231021106 |
| — | VISHAY INTERTECHNOLOGY INC | 195,000 | $195K | 0.0% | $1.03 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | LIVE NATION ENTERTAINMENT IN | 87,000 | $112K | 0.0% | $1.31 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | DOCUSIGN INC | 84,000 | $78,000 | 0.0% | $0.93 | — | NOTE 1/1 | 256163AD8 |
| — | PALO ALTO NETWORKS INC | 32,000 | $67,000 | 0.0% | $1.36 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | MERITOR INC | 43,000 | $47,000 | 0.0% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | NICE LTD | 35,000 | $37,000 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |
| — | NICE SYS INC | 10,000 | $26,000 | 0.0% | $1.38 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 17,000 | $25,000 | 0.0% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |