Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 11, 2022
Total Value: $1.591B (24.5% shares, 75.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PIONEER NAT RES CO | 28,623,000 | $61.88M | 3.9% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| IVV | ISHARES TR | 162,011 | $61.43M | 3.9% | $291.19 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 45,936,000 | $54.09M | 3.4% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PALO ALTO NETWORKS INC | 19,590,000 | $36.71M | 2.3% | $1.24 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | DEXCOM INC | 34,318,000 | $31.4M | 2.0% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | BOOKING HOLDINGS INC | 25,840,000 | $30.98M | 1.9% | $1.42 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | ELEVANCE HEALTH INC | 4,193,000 | $28.77M | 1.8% | $3.44 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | BROADCOM INC | 18,615 | $28.26M | 1.8% | $2072.80 | — | 8% MCNV PFD SR A | 11135F200 |
| — | NEXTERA ENERGY INC | 565,430 | $27.97M | 1.8% | $50.48 | — | UNIT 99/99/9999 | 65339F770 |
| — | ENPHASE ENERGY INC | 25,632,000 | $25.44M | 1.6% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| — | EXPEDIA GROUP INC | 26,301,000 | $23.74M | 1.5% | $1.18 | — | NOTE 2/1 | 30212PBE4 |
| — | SPLUNK INC | 19,389,000 | $18.18M | 1.1% | $0.95 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | ON SEMICONDUCTOR CORP | 15,425,000 | $17.75M | 1.1% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| IEF | ISHARES TR | 172,050 | $17.6M | 1.1% | $102.30 | — | 7-10 YR TRSY BD | 464287440 |
| VXUS | VANGUARD STAR FDS | 335,930 | $17.34M | 1.1% | $62.01 | — | VG TL INTL STK F | 921909768 |
| — | ETSY INC | 20,708,000 | $16.02M | 1.0% | $1.28 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | AKAMAI TECHNOLOGIES INC | 16,109,000 | $16M | 1.0% | $1.02 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | JAZZ INVESTMENTS I LTD | 13,334,000 | $15.64M | 1.0% | $1.28 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FORD MTR CO DEL | 16,756,000 | $15.28M | 1.0% | $1.18 | — | NOTE 3/1 | 345370CZ1 |
| — | EURONET WORLDWIDE INC | 14,915,000 | $15.08M | 0.9% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | EQT CORP | 6,325,000 | $14.89M | 0.9% | $1.75 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | LUMENTUM HLDGS INC | 14,514,000 | $14.87M | 0.9% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | MICROCHIP TECHNOLOGY INC. | 13,497,000 | $13.43M | 0.8% | $1.24 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | VERINT SYSTEMS INC | 14,497,000 | $13.23M | 0.8% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | DANAHER CORPORATION | 9,890 | $13.21M | 0.8% | $1741.09 | — | 5% CONV PFD B | 235851409 |
| — | ROYAL CARIBBEAN GROUP | 13,590,000 | $12.98M | 0.8% | $1.39 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | NISOURCE INC | 109,365 | $12.35M | 0.8% | $118.47 | — | UNIT 12/01/2023 | 65473P121 |
| — | ARES CAPITAL CORP | 11,884,000 | $12.35M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | HALOZYME THERAPEUTICS INC | 13,677,000 | $12.07M | 0.8% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | SEA LTD | 16,462,000 | $12.02M | 0.8% | $1.01 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | SUMMIT HOTEL PPTYS | 14,093,000 | $11.91M | 0.7% | $1.07 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | BLOCK INC | 12,548,000 | $11.76M | 0.7% | $1.19 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | BIOMARIN PHARMACEUTICAL INC | 11,878,000 | $11.76M | 0.7% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | AMERICAN ELEC PWR CO INC | 217,730 | $11.73M | 0.7% | $56.04 | — | UNIT 08/15/2025 | 02557T307 |
| — | ZILLOW GROUP INC | 12,424,000 | $11.7M | 0.7% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | RINGCENTRAL INC | 14,191,000 | $11.6M | 0.7% | $0.83 | — | NOTE 3/0 | 76680RAF4 |
| — | KKR & CO INC | 195,232 | $11.57M | 0.7% | $93.02 | — | 6% MCONV PFD C | 48251W401 |
| — | ZSCALER INC | 9,486,000 | $11.48M | 0.7% | $1.63 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | PEBBLEBROOK HOTEL TR | 12,815,000 | $11.41M | 0.7% | $1.10 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BECTON DICKINSON & CO | 227,800 | $11.3M | 0.7% | $52.49 | — | 6% DP CONV PFD B | 075887406 |
| — | EXACT SCIENCES CORP | 15,140,000 | $11.03M | 0.7% | $1.09 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ZENDESK INC | 11,300,000 | $10.95M | 0.7% | $1.25 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | ILLUMINA INC | 11,287,000 | $10.73M | 0.7% | $1.11 | — | NOTE 8/1 | 452327AK5 |
| — | AIRBNB INC | 12,890,000 | $10.64M | 0.7% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | INSULET CORP | 9,311,000 | $10.62M | 0.7% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | BOSTON SCIENTIFIC CORP | 103,005 | $10.46M | 0.7% | $113.74 | — | 5.50% CNV PFD A | 101137206 |
| — | WISDOMTREE INVTS INC | 10,040,000 | $10.41M | 0.7% | $1.16 | — | NOTE 4.250% 6/1 | 97717PAB0 |
| — | LIVE NATION ENTERTAINMENT IN | 9,878,000 | $10.27M | 0.6% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | OKTA INC | 11,027,000 | $9.774M | 0.6% | $1.34 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | WORKDAY INC | 9,034,000 | $9.443M | 0.6% | $1.31 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | GREENBRIER COS INC | 9,958,000 | $9.261M | 0.6% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | PACIRA BIOSCIENCES INC | 8,836,000 | $9.129M | 0.6% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | GREEN PLAINS INC | 8,100,000 | $9.093M | 0.6% | $1.20 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | BLOCK INC | 12,303,000 | $9.021M | 0.6% | $1.06 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | SNAP INC | 12,565,000 | $8.835M | 0.6% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| CWB | SPDR SER TR | 135,327 | $8.735M | 0.5% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| — | UBER TECHNOLOGIES INC | 10,836,000 | $8.645M | 0.5% | $0.98 | — | NOTE 12/1 | 90353TAJ9 |
| — | AIR TRANS SVCS GROUP INC | 8,009,000 | $8.645M | 0.5% | $1.08 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | DTE ENERGY CO | 167,705 | $8.641M | 0.5% | $50.70 | — | UNIT 11/01/2022 | 233331842 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 176,320 | $8.518M | 0.5% | $50.21 | — | FST LOW OPPT EFT | 33739Q200 |
| TBF | PROSHARES TR | 423,000 | $8.482M | 0.5% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| — | HAEMONETICS CORP MASS | 10,808,000 | $8.459M | 0.5% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | 8X8 INC NEW | 9,958,000 | $8.438M | 0.5% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | INSMED INC | 9,978,000 | $8.299M | 0.5% | $1.07 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | MONGODB INC | 5,808,000 | $8.122M | 0.5% | $1.82 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | FTI CONSULTING INC | 4,443,000 | $8.001M | 0.5% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | PARSONS CORP DEL | 7,572,000 | $7.955M | 0.5% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | DATADOG INC | 6,288,000 | $7.952M | 0.5% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 8,037,000 | $7.906M | 0.5% | $0.99 | — | NOTE 2/1 | 56087FAB0 |
| — | DROPBOX INC | 8,827,000 | $7.72M | 0.5% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| IYW | ISHARES TR | 95,933 | $7.669M | 0.5% | $102.23 | — | U.S. TECH ETF | 464287721 |
| — | WELLS FARGO CO NEW | 6,240 | $7.524M | 0.5% | $1310.63 | — | PERP PFD CNV A | 949746804 |
| — | PG&E CORP | 77,895 | $7.469M | 0.5% | $111.72 | — | UNIT 99/99/9999 | 69331C140 |
| — | CENTENNIAL RESOURCE DEV INC | 5,949,000 | $7.399M | 0.5% | $1.21 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | TWITTER INC | 7,511,000 | $7.37M | 0.5% | $1.22 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | REALOGY GRP LLC/REALOGY CO | 10,118,000 | $7.36M | 0.5% | $0.73 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | SHIFT4 PMTS INC | 9,086,000 | $7.282M | 0.5% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | LIBERTY MEDIA CORP DEL | 6,144,000 | $7.191M | 0.5% | $1.22 | — | NOTE 1.375%10/1 | 531229AB8 |
| APTV 5.5 06/15/23 A | APTIV PLC | 67,755 | $7.163M | 0.5% | $178.52 | — | 5.5% CNV PFD A | G6095L117 |
| — | VAIL RESORTS INC | 8,212,000 | $7.146M | 0.4% | $1.07 | — | NOTE 1/0 | 91879QAN9 |
| — | IMAX CORP | 7,954,000 | $7.052M | 0.4% | $0.89 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | BENTLEY SYS INC | 8,134,000 | $7.003M | 0.4% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | RAPID7 INC | 7,680,000 | $6.92M | 0.4% | $1.24 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | HUAZHU GROUP LTD | 5,729,000 | $6.762M | 0.4% | $1.18 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | LYFT INC | 7,966,000 | $6.743M | 0.4% | $1.61 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | TYLER TEX INDPT SCH DIST | 7,029,000 | $6.591M | 0.4% | $1.10 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | BILIBILI INC | 6,164,000 | $6.422M | 0.4% | $1.04 | — | NOTE 1.250% 6/1 | 090040AD8 |
| — | COUPA SOFTWARE INC | 7,767,000 | $6.414M | 0.4% | $0.83 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | PROSPECT CAP CORP | 6,236,000 | $6.372M | 0.4% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | MFA FINL INC | 7,000,000 | $6.298M | 0.4% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | HUBSPOT INC | 4,902,000 | $6.24M | 0.4% | $2.12 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | BOX INC | 5,443,000 | $6.18M | 0.4% | $1.26 | — | NOTE 1/1 | 10316TAB0 |
| — | LIBERTY MEDIA CORP DEL | 3,508,000 | $6.046M | 0.4% | $1.22 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | WESTERN DIGITAL CORP. | 6,345,000 | $6.028M | 0.4% | $1.03 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | LI AUTO INC | 4,037,000 | $6.012M | 0.4% | $1.49 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| — | VISHAY INTERTECHNOLOGY INC | 6,299,000 | $5.961M | 0.4% | $0.95 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | KBR INC | 2,956,000 | $5.703M | 0.4% | $1.06 | — | NOTE 2.500%11/0 | 48242WAB2 |
| FPE | FIRST TR EXCH TRADED FD III | 321,677 | $5.542M | 0.3% | $19.88 | — | PFD SECS INC ETF | 33739E108 |
| — | JOHN BEAN TECHNOLOGIES CORP | 5,914,000 | $5.446M | 0.3% | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| VCSH | VANGUARD SCOTTSDALE FDS | 70,670 | $5.393M | 0.3% | $76.31 | — | SHRT TRM CORP BD | 92206C409 |
| — | DICKS SPORTING GOODS INC | 2,198,000 | $5.237M | 0.3% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | FIVE9 INC | 5,191,000 | $5.065M | 0.3% | $0.98 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,659,000 | $5.03M | 0.3% | $1.08 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | CYBERARK SOFTWARE LTD | 4,744,000 | $5.011M | 0.3% | $1.06 | — | NOTE 11/1 | 23248VAB1 |
| — | ENVISTA HOLDINGS CORPORATION | 2,605,000 | $4.973M | 0.3% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | HANNON ARMSTRONG SUST INFR C | 5,018,000 | $4.92M | 0.3% | $1.07 | — | NOTE 8/1 | 41068XAD2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 5,189,000 | $4.903M | 0.3% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | APOLLO COML REAL ESTATE FIN | 5,000,000 | $4.86M | 0.3% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,353,000 | $4.859M | 0.3% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 110,065 | $4.854M | 0.3% | $47.92 | — | SENIOR LN FD | 33738D309 |
| — | PENNYMAC CORP | 4,997,000 | $4.828M | 0.3% | $0.99 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | PURE STORAGE INC | 4,216,000 | $4.724M | 0.3% | $1.11 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | NRG ENERGY INC | 4,250,000 | $4.562M | 0.3% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | BURLINGTON STORES INC | 4,508,000 | $4.448M | 0.3% | $1.53 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | SSR MNG INC | 3,778,000 | $4.3M | 0.3% | $1.39 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | NOVAVAX INC | 4,301,000 | $4.297M | 0.3% | $1.77 | — | NOTE 3.750% 2/0 | 670002AB0 |
| IEMG | ISHARES INC | 86,464 | $4.239M | 0.3% | $53.81 | — | CORE MSCI EMKT | 46434G103 |
| — | ALLEGHENY TECHNOLOGIES INC | 2,591,000 | $4.205M | 0.3% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | GRANITE PT MTG TR INC | 4,316,000 | $4.15M | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | CHEGG INC | 5,652,000 | $4.142M | 0.3% | $0.88 | — | NOTE 9/0 | 163092AF6 |
| MSFT | MICROSOFT CORP | 15,850 | $4.071M | 0.3% | $38.41 | +585.8% | COM | 594918104 |
| — | ALTERYX INC | 4,969,000 | $3.933M | 0.2% | $0.79 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | LIVENT CORP | 1,417,000 | $3.869M | 0.2% | $2.93 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | INNOVIVA INC | 3,910,000 | $3.853M | 0.2% | $1.01 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | SPOTIFY USA INC | 4,845,000 | $3.822M | 0.2% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| XLE | SELECT SECTOR SPDR TR | 50,556 | $3.616M | 0.2% | $54.83 | — | ENERGY | 81369Y506 |
| — | TWO HARBORS INVENTMENT CORPO | 4,000,000 | $3.574M | 0.2% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | ELANCO ANIMAL HEALTH INC | 110,295 | $3.516M | 0.2% | $49.69 | — | UNIT 02/01/2023 | 28414H202 |
| AAPL | APPLE INC | 25,143 | $3.438M | 0.2% | $83.72 | +77.6% | COM | 037833100 |
| — | CHEFS WHSE INC | 3,003,000 | $3.319M | 0.2% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | MAGNITE INC | 4,500,000 | $3.318M | 0.2% | $0.79 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | REPLIGEN CORP | 2,122,000 | $3.223M | 0.2% | $1.01 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NEXTERA ENERGY INC | 56,095 | $3.156M | 0.2% | $51.33 | — | UNIT 09/01/2022S | 65339F796 |
| — | CERIDIAN HCM HLDG INC | 4,000,000 | $3.153M | 0.2% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | ENCORE CAP EUROPE FIN LTD | 2,250,000 | $3.103M | 0.2% | $1.11 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| FTGC | FIRST TR EXCHANGE TRAD FD VI | 115,796 | $3.1M | 0.2% | $28.43 | — | FST TR GLB FD | 33739H101 |
| — | LENDINGTREE INC | 4,500,000 | $3.033M | 0.2% | $0.82 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $2.968M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | STRIDE INC | 3,000,000 | $2.963M | 0.2% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | SOUTHERN CO | 55,975 | $2.961M | 0.2% | $51.89 | — | UNIT 08/01/2022 | 842587602 |
| — | REDWOOD TRUST INC | 3,194,000 | $2.86M | 0.2% | $1.00 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | CHEESECAKE FACTORY INC | 3,750,000 | $2.86M | 0.2% | $0.85 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | BK OF AMERICA CORP | 2,345 | $2.82M | 0.2% | $1447.11 | — | 7.25%CNV PFD L | 060505682 |
| — | WINNEBAGO INDS INC | 2,750,000 | $2.815M | 0.2% | $1.17 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | Q2 HLDGS INC | 3,500,000 | $2.794M | 0.2% | $0.86 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | INFINERA CORP | 3,000,000 | $2.747M | 0.2% | $1.06 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | CABLE ONE INC | 3,250,000 | $2.723M | 0.2% | $0.89 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | NEW RELIC INC | 2,750,000 | $2.657M | 0.2% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | PROGRESS SOFTWARE CORP | 2,750,000 | $2.655M | 0.2% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | RWT HLDGS INC | 2,970,000 | $2.627M | 0.2% | $0.99 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | SPLUNK INC | 3,060,000 | $2.524M | 0.2% | $0.98 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | LIVEPERSON INC | 3,500,000 | $2.515M | 0.2% | $0.82 | — | NOTE 12/1 | 538146AD3 |
| — | PRA GROUP INC | 2,500,000 | $2.513M | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| GOOGL | ALPHABET INC | 1,122 | $2.444M | 0.2% | $37.45 | +212.0% | CAP STK CL A | 02079K305 |
| — | PENNYMAC CORP | 2,750,000 | $2.396M | 0.2% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| GLDM | WORLD GOLD TR | 64,928 | $2.33M | 0.1% | $38.41 | — | SPDR GLD MINIS | 98149E303 |
| — | OSI SYSTEMS INC | 2,250,000 | $2.247M | 0.1% | $1.04 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | ENVESTNET INC | 2,500,000 | $2.133M | 0.1% | $0.85 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | NEW YORK CMNTY CAP TR V | 47,157 | $2.1M | 0.1% | $49.32 | — | UNIT 05/07/2051 | 64944P307 |
| — | DISH NETWORK CORPORATION | 3,100,000 | $2.094M | 0.1% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | I3 VERTICALS LLC | 2,250,000 | $2.09M | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | LIVE NATION ENTERTAINMENT IN | 1,590,000 | $2.053M | 0.1% | $1.31 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BLACKLINE INC | 2,500,000 | $1.978M | 0.1% | $0.79 | — | NOTE 3/1 | 09239BAD1 |
| — | DIGITALBRIDGE GROUP INC | 2,000,000 | $1.966M | 0.1% | $0.98 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | LIGAND PHARMACEUTICALS INC | 2,000,000 | $1.916M | 0.1% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | HOPE BANCORP INC | 1,950,000 | $1.898M | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | CUTERA INC | 1,428,000 | $1.877M | 0.1% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | CALLAWAY GOLF COMPANY | 1,375,000 | $1.841M | 0.1% | $2.04 | — | NOTE 2.750% 5/0 | 131193AE4 |
| XLU | SELECT SECTOR SPDR TR | 26,014 | $1.823M | 0.1% | $46.74 | — | SBI INT-UTILS | 81369Y886 |
| — | STANLEY BLACK & DECKER INC | 27,000 | $1.821M | 0.1% | $90.43 | — | UNIT 11/15/2022 | 854502846 |
| — | SABRE GLBL INC | 1,750,000 | $1.799M | 0.1% | $1.79 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| AMZN | AMAZON COM INC | 16,690 | $1.771M | 0.1% | $119.83 | +4.4% | COM | 023135106 |
| — | EVERBRIDGE INC | 2,000,000 | $1.738M | 0.1% | $1.26 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | SFL CORPORATION LTD | 1,750,000 | $1.728M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | KAMAN CORP | 1,817,000 | $1.699M | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | II-VI INC | 1,500,000 | $1.663M | 0.1% | $1.17 | — | NOTE 0.250% 9/0 | 902104AB4 |
| — | COHERUS BIOSCIENCES INC | 2,500,000 | $1.631M | 0.1% | $1.01 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | WORKIVA INC | 1,500,000 | $1.619M | 0.1% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ENPHASE ENERGY INC | 1,612,000 | $1.599M | 0.1% | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | SUNNOVA ENERGY INTL INC. | 2,000,000 | $1.557M | 0.1% | $0.78 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | BLOOM ENERGY CORP | 1,250,000 | $1.546M | 0.1% | $1.38 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | READY CAPITAL CORP | 61,500 | $1.535M | 0.1% | $26.89 | — | 7% CN SR NT 2023 | 75574U200 |
| — | ALGONQUIN PWR UTILS CORP | 35,000 | $1.531M | 0.1% | $49.51 | — | UNIT 99/99/9999 | 015857873 |
| — | SPIRIT AIRLS INC | 1,650,000 | $1.488M | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | BANDWIDTH INC | 2,500,000 | $1.48M | 0.1% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | ETSY INC | 2,000,000 | $1.465M | 0.1% | $0.73 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $1.434M | 0.1% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ISTAR INC | 1,300,000 | $1.358M | 0.1% | $1.00 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | MACOM TECH SOLUTIONS HLDGS I | 1,500,000 | $1.305M | 0.1% | $0.87 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | COUPA SOFTWARE INC | 1,640,000 | $1.23M | 0.1% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | MITEK SYS INC | 1,500,000 | $1.212M | 0.1% | $0.81 | — | NOTE 0.750% 2/0 | 606710AA9 |
| JPM | JPMORGAN CHASE & CO | 10,441 | $1.175M | 0.1% | $37.03 | +205.2% | COM | 46625H100 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.174M | 0.1% | $74.42 | +54.2% | COM | 494368103 |
| UNH | UNITEDHEALTH GROUP INC | 2,210 | $1.136M | 0.1% | $64.23 | +633.4% | COM | 91324P102 |
| — | GROUPON INC | 1,750,000 | $1.107M | 0.1% | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | AKAMAI TECHNOLOGIES INC | 1,010,000 | $1.107M | 0.1% | $1.17 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,972 | $1.084M | 0.1% | $137.39 | +128.3% | CL B NEW | 084670702 |
| JNJ | JOHNSON & JOHNSON | 5,817 | $1.034M | 0.1% | $69.14 | +131.3% | COM | 478160104 |
| PFE | PFIZER INC | 18,361 | $962K | 0.1% | $17.09 | +145.7% | COM | 717081103 |
| PG | PROCTER AND GAMBLE CO | 6,667 | $957K | 0.1% | $58.66 | +134.0% | COM | 742718109 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $954K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | RBC BEARINGS INC | 9,750 | $928K | 0.1% | $110.25 | — | 5% CNV PFD SR A | 75524B203 |
| IYR | ISHARES TR | 9,356 | $861K | 0.1% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| L | LOEWS CORP | 13,232 | $784K | 0.0% | $42.08 | +47.6% | COM | 540424108 |
| NVDA | NVIDIA CORPORATION | 5,009 | $759K | 0.0% | $16.76 | +12.4% | COM | 67066G104 |
| DHR | DANAHER CORPORATION | 2,970 | $753K | 0.0% | $125.27 | +80.6% | COM | 235851102 |
| META | META PLATFORMS INC | 4,577 | $738K | 0.0% | $75.34 | +154.3% | CL A | 30303M102 |
| — | ARBOR REALTY TRUST INC | 745,000 | $734K | 0.0% | $1.08 | — | NOTE 4.750%11/0 | 038923AP3 |
| BAC | BK OF AMERICA CORP | 23,134 | $722K | 0.0% | $11.46 | +185.6% | COM | 060505104 |
| V | VISA INC | 3,483 | $687K | 0.0% | $79.55 | +152.8% | COM CL A | 92826C839 |
| TSLA | TESLA INC | 1,003 | $674K | 0.0% | $210.56 | +29.6% | COM | 88160R101 |
| KO | COCA COLA CO | 9,829 | $618K | 0.0% | $28.21 | +101.2% | COM | 191216100 |
| COST | COSTCO WHSL CORP NEW | 1,278 | $610K | 0.0% | $119.70 | +305.1% | COM | 22160K105 |
| IWD | ISHARES TR | 4,077 | $591K | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| UNP | UNION PAC CORP | 2,720 | $580K | 0.0% | $73.21 | +185.2% | COM | 907818108 |
| MRK | MERCK & CO INC | 6,313 | $576K | 0.0% | $40.85 | +93.9% | COM | 58933Y105 |
| VZ | VERIZON COMMUNICATIONS INC | 11,044 | $561K | 0.0% | $28.61 | +40.2% | COM | 92343V104 |
| PEP | PEPSICO INC | 3,347 | $557K | 0.0% | $56.46 | +165.3% | COM | 713448108 |
| ABT | ABBOTT LABS | 5,028 | $547K | 0.0% | $29.00 | +265.9% | COM | 002824100 |
| ABBV | ABBVIE INC | 3,507 | $536K | 0.0% | $32.31 | +315.1% | COM | 00287Y109 |
| CVX | CHEVRON CORP NEW | 3,582 | $518K | 0.0% | $79.58 | +79.3% | COM | 166764100 |
| MCD | MCDONALDS CORP | 2,094 | $516K | 0.0% | $88.23 | +156.6% | COM | 580135101 |
| FLOT | ISHARES TR | 10,279 | $512K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| ASHR | DBX ETF TR | 14,687 | $503K | 0.0% | $37.78 | — | XTRACK HRVST CSI | 233051879 |
| HD | HOME DEPOT INC | 1,828 | $500K | 0.0% | $65.33 | +311.7% | COM | 437076102 |
| AMGN | AMGEN INC | 1,996 | $485K | 0.0% | $88.03 | +148.3% | COM | 031162100 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,823 | $484K | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| MA | MASTERCARD INCORPORATED | 1,511 | $478K | 0.0% | $74.60 | +352.1% | CL A | 57636Q104 |
| — | SNAP INC | 502,000 | $477K | 0.0% | $1.57 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| TMO | THERMO FISHER SCIENTIFIC INC | 873 | $476K | 0.0% | $124.96 | +335.9% | COM | 883556102 |
| CSCO | CISCO SYS INC | 10,994 | $468K | 0.0% | $16.25 | +163.6% | COM | 17275R102 |
| — | WISDOMTREE INVTS INC | 500,000 | $454K | 0.0% | $0.91 | — | NOTE 3.250% 6/1 | 97717PAD6 |
| AVGO | BROADCOM INC | 932 | $450K | 0.0% | $19.73 | +165.6% | COM | 11135F101 |
| SHY | ISHARES TR | 5,356 | $444K | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| AGG | ISHARES TR | 4,156 | $423K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | PIONEER NAT RES CO | 1,891 | $421K | 0.0% | $161.88 | — | COM | 723787107 |
| — | VIAVI SOLUTIONS INC | 371,000 | $420K | 0.0% | $1.37 | — | NOTE 1.000% 3/0 | 925550AB1 |
| CMCSA | COMCAST CORP NEW | 10,622 | $418K | 0.0% | $27.74 | +38.3% | CL A | 20030N101 |
| WFC | WELLS FARGO CO NEW | 10,287 | $404K | 0.0% | $23.98 | +66.6% | COM | 949746101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,301 | $404K | 0.0% | $46.08 | +120.8% | COM | 45866F104 |
| DIS | DISNEY WALT CO | 4,112 | $388K | 0.0% | $80.72 | +34.3% | COM | 254687106 |
| CRM | SALESFORCE INC | 2,345 | $388K | 0.0% | $173.15 | +0.8% | COM | 79466L302 |
| ORCL | ORACLE CORP | 5,284 | $369K | 0.0% | $30.91 | +125.9% | COM | 68389X105 |
| LPLA | LPL FINL HLDGS INC | 1,884 | $348K | 0.0% | $127.60 | +48.8% | COM | 50212V100 |
| — | WOLFSPEED INC | 223,000 | $339K | 0.0% | $2.49 | — | NOTE 1.750% 5/0 | 225447AD3 |
| INTC | INTEL CORP | 8,954 | $335K | 0.0% | $22.17 | +83.2% | COM | 458140100 |
| — | CONMED CORP | 276,000 | $333K | 0.0% | $1.11 | — | NOTE 2.625% 2/0 | 207410AF8 |
| — | LIBERTY MEDIA CORP DEL | 5,196 | $330K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| SLB | SCHLUMBERGER LTD | 9,171 | $330K | 0.0% | $26.00 | +47.3% | COM STK | 806857108 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 883 | $322K | 0.0% | $217.25 | +87.3% | COM | 00724F101 |
| ACN | ACCENTURE PLC IRELAND | 1,143 | $319K | 0.0% | $142.15 | +100.2% | SHS CLASS A | G1151C101 |
| — | ETSY INC | 280,000 | $316K | 0.0% | $2.15 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| HON | HONEYWELL INTL INC | 1,768 | $308K | 0.0% | $73.48 | +126.3% | COM | 438516106 |
| BMY | BRISTOL-MYERS SQUIBB CO | 3,962 | $306K | 0.0% | $45.19 | +43.8% | COM | 110122108 |
| RVTY | PERKINELMER INC | 2,130 | $303K | 0.0% | $90.26 | +64.5% | COM | 714046109 |
| AMAT | APPLIED MATLS INC | 3,310 | $301K | 0.0% | $51.23 | +107.0% | COM | 038222105 |
| MDT | MEDTRONIC PLC | 3,188 | $288K | 0.0% | $59.40 | +52.2% | SHS | G5960L103 |
| CAT | CATERPILLAR INC | 1,596 | $286K | 0.0% | $195.46 | +0.9% | COM | 149123101 |
| WMT | WALMART INC | 2,340 | $285K | 0.0% | $20.94 | +110.3% | COM | 931142103 |
| LMT | LOCKHEED MARTIN CORP | 653 | $282K | 0.0% | $243.60 | +63.3% | COM | 539830109 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $281K | 0.0% | $30.39 | +41.6% | COM | 67103H107 |
| ETN | EATON CORP PLC | 2,169 | $275K | 0.0% | $74.77 | +77.3% | SHS | G29183103 |
| NKE | NIKE INC | 2,660 | $272K | 0.0% | $78.77 | +41.3% | CL B | 654106103 |
| CVS | CVS HEALTH CORP | 2,820 | $264K | 0.0% | $62.28 | +37.9% | COM | 126650100 |
| LNG | CHENIERE ENERGY INC | 1,958 | $262K | 0.0% | $121.52 | +12.1% | COM NEW | 16411R208 |
| NOW | SERVICENOW INC | 551 | $260K | 0.0% | $43.97 | +116.8% | COM | 81762P102 |
| WMB | WILLIAMS COS INC | 7,836 | $243K | 0.0% | $20.43 | +42.9% | COM | 969457100 |
| UPS | UNITED PARCEL SERVICE INC | 1,319 | $242K | 0.0% | $136.91 | +12.0% | CL B | 911312106 |
| VLO | VALERO ENERGY CORP | 2,264 | $241K | 0.0% | $76.96 | +37.6% | COM | 91913Y100 |
| PRU | PRUDENTIAL FINL INC | 2,497 | $238K | 0.0% | $67.80 | +30.5% | COM | 744320102 |
| — | LINDE PLC | 825 | $237K | 0.0% | $265.82 | — | SHS | G5494J103 |
| AIG | AMERICAN INTL GROUP INC | 4,633 | $235K | 0.0% | $38.62 | +38.4% | COM NEW | 026874784 |
| BA | BOEING CO | 1,689 | $231K | 0.0% | $192.22 | -23.3% | COM | 097023105 |
| KEY | KEYCORP | 13,201 | $228K | 0.0% | $20.30 | -21.6% | COM | 493267108 |
| — | LABORATORY CORP AMER HLDGS | 958 | $225K | 0.0% | $256.17 | — | COM NEW | 50540R409 |
| NOC | NORTHROP GRUMMAN CORP | 470 | $224K | 0.0% | $387.65 | +11.6% | COM | 666807102 |
| REM | ISHARES TR | 8,288 | $222K | 0.0% | $24.86 | — | MORTGE REL ETF | 46435G342 |
| LOW | LOWES COS INC | 1,248 | $221K | 0.0% | $139.87 | +28.4% | COM | 548661107 |
| QCOM | QUALCOMM INC | 1,729 | $221K | 0.0% | $95.15 | +31.3% | COM | 747525103 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 2,319 | $221K | 0.0% | $86.76 | +2.0% | COM | 75513E101 |
| MS | MORGAN STANLEY | 2,843 | $218K | 0.0% | $65.58 | +10.4% | COM NEW | 617446448 |
| DE | DEERE & CO | 726 | $217K | 0.0% | $307.48 | +13.7% | COM | 244199105 |
| — | DEXCOM INC | 117,000 | $216K | 0.0% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| DHI | D R HORTON INC | 3,260 | $215K | 0.0% | $64.70 | +4.7% | COM | 23331A109 |
| EQT | EQT CORP | 6,255 | $214K | 0.0% | $22.99 | +69.7% | COM | 26884L109 |
| LUV | SOUTHWEST AIRLS CO | 5,593 | $204K | 0.0% | $29.57 | +35.3% | COM | 844741108 |
| T | AT&T INC | 9,743 | $204K | 0.0% | $11.76 | +38.6% | COM | 00206R102 |
| IYM | ISHARES TR | 1,729 | $202K | 0.0% | $113.51 | — | U.S. BAS MTL ETF | 464287838 |
| BKR | BAKER HUGHES COMPANY | 6,971 | $201K | 0.0% | $27.68 | +11.8% | CL A | 05722G100 |
| INTU | INTUIT | 518 | $201K | 0.0% | $373.72 | +8.2% | COM | 461202103 |
| CLF | CLEVELAND-CLIFFS INC NEW | 11,984 | $185K | 0.0% | $16.28 | +46.8% | COM | 185899101 |
| SKIN | THE BEAUTY HEALTH COMPANY | 12,300 | $157K | 0.0% | $16.50 | -18.8% | COM CL A | 88331L108 |
| — | MERITOR INC | 43,000 | $47,000 | 0.0% | $0.99 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | NICE LTD | 35,000 | $34,000 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 17,000 | $20,000 | 0.0% | $1.20 | — | NOTE 1.875% 6/0 | 049164BJ4 |