Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 4, 2022
Total Value: $1.489B (22.3% shares, 77.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 199,236 | $71.46M | 4.8% | $303.80 | — | CORE S&P500 ETF | 464287200 |
| — | PIONEER NAT RES CO | 22,631,000 | $49.02M | 3.3% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SOUTHWEST AIRLS CO | 39,934,000 | $45.58M | 3.1% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | PALO ALTO NETWORKS INC | 19,483,000 | $36.12M | 2.4% | $1.24 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | DEXCOM INC | 34,177,000 | $31.48M | 2.1% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | BOOKING HOLDINGS INC | 25,778,000 | $30.96M | 2.1% | $1.42 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | NEXTERA ENERGY INC | 601,470 | $29.82M | 2.0% | $50.42 | — | UNIT 03/01/2023 | 65339F770 |
| — | ENPHASE ENERGY INC | 23,551,000 | $27.96M | 1.9% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| — | ELEVANCE HEALTH INC | 4,143,000 | $26.78M | 1.8% | $3.44 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | EXPEDIA GROUP INC | 28,266,000 | $24.45M | 1.6% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| — | WELLS FARGO CO NEW | 18,425 | $22.05M | 1.5% | $1235.46 | — | PERP PFD CNV A | 949746804 |
| — | ETSY INC | 22,712,000 | $19.95M | 1.3% | $1.25 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| IEF | ISHARES TR | 205,890 | $19.76M | 1.3% | $101.26 | — | 7-10 YR TRSY BD | 464287440 |
| — | SPLUNK INC | 21,951,000 | $19.32M | 1.3% | $0.94 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | CLOUDFLARE INC | 23,685,000 | $18.41M | 1.2% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | JAZZ INVESTMENTS I LTD | 16,701,000 | $17.87M | 1.2% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FORD MTR CO DEL | 17,296,000 | $15.82M | 1.1% | $1.17 | — | NOTE 3/1 | 345370CZ1 |
| — | UBER TECHNOLOGIES INC | 18,835,000 | $15.63M | 1.0% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | ON SEMICONDUCTOR CORP | 11,581,000 | $15.27M | 1.0% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| VXUS | VANGUARD STAR FDS | 332,359 | $15.21M | 1.0% | $62.01 | — | VG TL INTL STK F | 921909768 |
| — | MICROCHIP TECHNOLOGY INC. | 14,885,000 | $15.07M | 1.0% | $1.22 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | SAREPTA THERAPEUTICS INC | 14,605,000 | $15.04M | 1.0% | $1.03 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | AKAMAI TECHNOLOGIES INC | 15,669,000 | $14.58M | 1.0% | $1.02 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,257,000 | $14.13M | 0.9% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | LUMENTUM HLDGS INC | 14,481,000 | $13.5M | 0.9% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | DANAHER CORPORATION | 9,887 | $13.25M | 0.9% | $1741.09 | — | 5% CONV PFD B | 235851409 |
| — | EQT CORP | 4,798,000 | $13.22M | 0.9% | $1.75 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | OKTA INC | 15,166,000 | $12.66M | 0.9% | $1.20 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLOCK INC | 13,641,000 | $12.36M | 0.8% | $1.17 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | ILLUMINA INC | 12,551,000 | $11.99M | 0.8% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | RINGCENTRAL INC | 14,080,000 | $11.85M | 0.8% | $0.83 | — | NOTE 3/0 | 76680RAF4 |
| — | ARES CAPITAL CORP | 11,599,000 | $11.84M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | VERINT SYSTEMS INC | 13,906,000 | $11.57M | 0.8% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | PEBBLEBROOK HOTEL TR | 13,345,000 | $11.38M | 0.8% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | INSULET CORP | 9,345,000 | $11.01M | 0.7% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | REVANCE THERAPEUTICS INC | 9,910,000 | $10.76M | 0.7% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | AIRBNB INC | 12,867,000 | $10.65M | 0.7% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | NISOURCE INC | 103,475 | $10.37M | 0.7% | $118.47 | — | UNIT 12/01/2023 | 65473P121 |
| — | AMERICAN ELEC PWR CO INC | 204,190 | $10.09M | 0.7% | $56.04 | — | UNIT 08/15/2023 | 02557T307 |
| — | MACOM TECH SOLUTIONS HLDGS I | 11,004,000 | $10.08M | 0.7% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | SUMMIT HOTEL PPTYS | 11,594,000 | $9.613M | 0.6% | $1.07 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | ZSCALER INC | 7,546,000 | $9.609M | 0.6% | $1.63 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | EURONET WORLDWIDE INC | 10,651,000 | $9.572M | 0.6% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | COUPA SOFTWARE INC | 11,348,000 | $9.571M | 0.6% | $0.83 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | GREEN PLAINS INC | 8,125,000 | $9.291M | 0.6% | $1.20 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | ENVESTNET INC | 10,972,000 | $9.174M | 0.6% | $0.84 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | CYBERARK SOFTWARE LTD | 8,046,000 | $9.155M | 0.6% | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 193,009 | $9.14M | 0.6% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | HAEMONETICS CORP MASS | 11,327,000 | $9.006M | 0.6% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | BILL COM HLDGS INC | 8,204,000 | $9.001M | 0.6% | $1.10 | — | NOTE 12/0 | 090043AB6 |
| — | PACIRA BIOSCIENCES INC | 8,859,000 | $8.694M | 0.6% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | PG&E CORP | 75,310 | $8.635M | 0.6% | $111.72 | — | UNIT 08/16/2023 | 69331C140 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 8,057,000 | $8.394M | 0.6% | $0.99 | — | NOTE 2/1 | 56087FAB0 |
| CWB | SPDR SER TR | 131,686 | $8.335M | 0.6% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| — | FIVE9 INC | 9,131,000 | $8.281M | 0.6% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | GREENBRIER COS INC | 10,298,000 | $8.143M | 0.5% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | SHIFT4 PMTS INC | 9,108,000 | $8.039M | 0.5% | $1.05 | — | NOTE 12/1 | 82452JAB5 |
| — | INSMED INC | 8,749,000 | $7.931M | 0.5% | $1.07 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | PARSONS CORP DEL | 7,586,000 | $7.803M | 0.5% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | TYLER TEX INDPT SCH DIST | 8,246,000 | $7.793M | 0.5% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | BOSTON SCIENTIFIC CORP | 75,780 | $7.755M | 0.5% | $113.74 | — | 5.50% CNV PFD A | 101137206 |
| — | AIR TRANS SVCS GROUP INC | 7,771,000 | $7.754M | 0.5% | $1.08 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | LIVE NATION ENTERTAINMENT IN | 7,746,000 | $7.662M | 0.5% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | TWITTER INC | 7,535,000 | $7.643M | 0.5% | $1.22 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | BECTON DICKINSON & CO | 163,725 | $7.64M | 0.5% | $52.49 | — | 6% DP CONV PFD B | 075887406 |
| — | DTE ENERGY CO | 152,360 | $7.6M | 0.5% | $50.70 | — | UNIT 11/01/2022 | 233331842 |
| — | DROPBOX INC | 8,857,000 | $7.529M | 0.5% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| — | VAIL RESORTS INC | 8,590,000 | $7.481M | 0.5% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | LIBERTY MEDIA CORP DEL | 6,161,000 | $7.378M | 0.5% | $1.22 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | DICKS SPORTING GOODS INC | 2,206,000 | $7.202M | 0.5% | $2.96 | — | NOTE 3.250% 4/1 | 253393AD4 |
| — | BOX INC | 6,490,000 | $7.148M | 0.5% | $1.24 | — | NOTE 1/1 | 10316TAB0 |
| — | BENTLEY SYS INC | 8,522,000 | $7.115M | 0.5% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | COHERUS BIOSCIENCES INC | 8,939,000 | $6.982M | 0.5% | $0.85 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | BLOOM ENERGY CORP | 4,952,000 | $6.889M | 0.5% | $1.39 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | IONIS PHARMACEUTICALS INC | 6,945,000 | $6.865M | 0.5% | $0.99 | — | NOTE 4/0 | 462222AD2 |
| — | LYFT INC | 7,670,000 | $6.537M | 0.4% | $1.61 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | MFA FINL INC | 7,500,000 | $6.469M | 0.4% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | TRAVERE THERAPEUTICS INC | 6,341,000 | $6.449M | 0.4% | $1.02 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | H WORLD GROUP LTD | 5,750,000 | $6.257M | 0.4% | $1.18 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | PTC THERAPEUTICS INC | 5,228,000 | $6.128M | 0.4% | $1.17 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | APOLLO COML REAL ESTATE FIN | 6,250,000 | $6.083M | 0.4% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | BURLINGTON STORES INC | 6,373,000 | $6.056M | 0.4% | $1.36 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | WESTERN DIGITAL CORP. | 6,172,000 | $5.846M | 0.4% | $1.03 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ITRON INC | 7,454,000 | $5.819M | 0.4% | $0.78 | — | NOTE 3/1 | 465741AN6 |
| — | VISHAY INTERTECHNOLOGY INC | 6,243,000 | $5.803M | 0.4% | $0.95 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | PENNYMAC CORP | 6,000,000 | $5.606M | 0.4% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | PROSPECT CAP CORP | 5,607,000 | $5.552M | 0.4% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 4,105,000 | $5.297M | 0.4% | $1.54 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | LIVENT CORP | 1,421,000 | $5.119M | 0.3% | $2.93 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | HALOZYME THERAPEUTICS INC | 5,833,000 | $4.936M | 0.3% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,366,000 | $4.931M | 0.3% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | JOHN BEAN TECHNOLOGIES CORP | 5,932,000 | $4.907M | 0.3% | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | ROYAL CARIBBEAN GROUP | 4,963,000 | $4.826M | 0.3% | $1.39 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | NEUROCRINE BIOSCIENCES INC | 3,423,000 | $4.803M | 0.3% | $1.40 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | PURE STORAGE INC | 4,228,000 | $4.773M | 0.3% | $1.11 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | IRONWOOD PHARMACEUTICALS INC | 4,671,000 | $4.738M | 0.3% | $1.08 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | HANNON ARMSTRONG SUST INFR C | 5,029,000 | $4.727M | 0.3% | $1.07 | — | NOTE 8/1 | 41068XAD2 |
| — | ATI INC | 2,591,000 | $4.715M | 0.3% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | MONGODB INC | 3,957,000 | $4.615M | 0.3% | $1.82 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ALTERYX INC | 5,669,000 | $4.566M | 0.3% | $0.79 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| VCSH | VANGUARD SCOTTSDALE FDS | 61,288 | $4.555M | 0.3% | $76.31 | — | SHRT TRM CORP BD | 92206C409 |
| TBF | PROSHARES TR | 200,000 | $4.461M | 0.3% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| — | SEA LTD | 4,320,000 | $4.314M | 0.3% | $1.00 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | ENVISTA HOLDINGS CORPORATION | 2,614,000 | $4.299M | 0.3% | $2.13 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | DATADOG INC | 3,613,000 | $4.292M | 0.3% | $1.34 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| FPE | FIRST TR EXCH TRADED FD III | 254,970 | $4.257M | 0.3% | $19.88 | — | PFD SECS INC ETF | 33739E108 |
| — | GRANITE PT MTG TR INC | 4,316,000 | $4.206M | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 94,963 | $4.187M | 0.3% | $47.92 | — | SENIOR LN FD | 33738D309 |
| — | LI AUTO INC | 4,047,000 | $4.152M | 0.3% | $1.49 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| — | SILICON LABORATORIES INC | 3,453,000 | $4.088M | 0.3% | $1.18 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | MAGNITE INC | 5,500,000 | $4.022M | 0.3% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | NCL CORP LTD | 3,941,000 | $3.875M | 0.3% | $0.98 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | CHEGG INC | 5,000,000 | $3.77M | 0.3% | $0.88 | — | NOTE 9/0 | 163092AF6 |
| — | TWO HARBORS INVENTMENT CORPO | 4,500,000 | $3.763M | 0.3% | $0.99 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | NRG ENERGY INC | 3,500,000 | $3.725M | 0.3% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| MSFT | MICROSOFT CORP | 15,868 | $3.695M | 0.2% | $38.41 | +568.8% | COM | 594918104 |
| IEMG | ISHARES INC | 85,957 | $3.694M | 0.2% | $53.81 | — | CORE MSCI EMKT | 46434G103 |
| — | PERMIAN RESOURCES CORP | 2,750,000 | $3.663M | 0.2% | $1.21 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | UPWORK INC | 5,000,000 | $3.656M | 0.2% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | LENDINGTREE INC | 5,000,000 | $3.564M | 0.2% | $0.81 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | STRIDE INC | 3,500,000 | $3.551M | 0.2% | $1.00 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| AAPL | APPLE INC | 25,218 | $3.485M | 0.2% | $83.72 | +84.3% | COM | 037833100 |
| — | INNOVIVA INC | 3,410,000 | $3.35M | 0.2% | $1.01 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | EXACT SCIENCES CORP | 4,750,000 | $3.286M | 0.2% | $1.09 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | KKR & CO INC | 60,282 | $3.28M | 0.2% | $93.02 | — | 6% MCONV PFD C | 48251W401 |
| — | BK OF AMERICA CORP | 2,790 | $3.273M | 0.2% | $1403.41 | — | 7.25%CNV PFD L | 060505682 |
| — | CABLE ONE INC | 4,250,000 | $3.06M | 0.2% | $0.85 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | PROGRESS SOFTWARE CORP | 3,250,000 | $3.048M | 0.2% | $0.96 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | RWT HLDGS INC | 3,500,000 | $2.973M | 0.2% | $0.97 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | BIGCOMMERCE HLDGS INC | 4,000,000 | $2.921M | 0.2% | $0.73 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | CHEESECAKE FACTORY INC | 3,750,000 | $2.9M | 0.2% | $0.85 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | REDWOOD TRUST INC | 3,194,000 | $2.868M | 0.2% | $1.00 | — | NOTE 5.625% 7/1 | 758075AD7 |
| IYW | ISHARES TR | 38,699 | $2.838M | 0.2% | $102.23 | — | U.S. TECH ETF | 464287721 |
| — | JAZZ INVESTMENTS I LTD | 3,000,000 | $2.829M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SPLUNK INC | 3,560,000 | $2.801M | 0.2% | $0.95 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | REALOGY GRP LLC/REALOGY CO | 4,000,000 | $2.792M | 0.2% | $0.73 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | INFINERA CORP | 3,000,000 | $2.741M | 0.2% | $1.06 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | LIVEPERSON INC | 4,000,000 | $2.714M | 0.2% | $0.80 | — | NOTE 12/1 | 538146AD3 |
| — | ZILLOW GROUP INC | 2,924,000 | $2.689M | 0.2% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | UPSTART HLDGS INC | 4,750,000 | $2.673M | 0.2% | $0.56 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | DISH NETWORK CORPORATION | 3,750,000 | $2.58M | 0.2% | $0.93 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | 8X8 INC NEW | 3,000,000 | $2.534M | 0.2% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| IBB | ISHARES TR | 21,577 | $2.523M | 0.2% | $116.93 | — | ISHARES BIOTECH | 464287556 |
| — | CHEFS WHSE INC | 2,522,000 | $2.473M | 0.2% | $0.99 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | BENTLEY SYS INC | 3,250,000 | $2.449M | 0.2% | $0.75 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | PRA GROUP INC | 2,500,000 | $2.448M | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | SUNNOVA ENERGY INTL INC. | 2,901,000 | $2.435M | 0.2% | $0.80 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | BLACKLINE INC | 3,000,000 | $2.428M | 0.2% | $0.79 | — | NOTE 3/1 | 09239BAD1 |
| — | CERIDIAN HCM HLDG INC | 3,000,000 | $2.419M | 0.2% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | PENNYMAC CORP | 2,750,000 | $2.235M | 0.2% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | READY CAPITAL CORP | 86,500 | $2.156M | 0.1% | $26.33 | — | 7% CN SR NT 2023 | 75574U200 |
| — | HOPE BANCORP INC | 2,255,000 | $2.149M | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| GOOGL | ALPHABET INC | 22,452 | $2.148M | 0.1% | $106.43 | +3.4% | CAP STK CL A | 02079K305 |
| — | WINNEBAGO INDS INC | 2,000,000 | $2.093M | 0.1% | $1.17 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SNAP INC | 3,000,000 | $2.068M | 0.1% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | NEW YORK CMNTY CAP TR V | 47,157 | $2.02M | 0.1% | $49.32 | — | UNIT 05/07/2051 | 64944P307 |
| — | WISDOMTREE INVTS INC | 2,000,000 | $2.005M | 0.1% | $1.16 | — | NOTE 4.250% 6/1 | 97717PAB0 |
| — | DIGITALBRIDGE GROUP INC | 2,000,000 | $1.969M | 0.1% | $0.98 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | NEW RELIC INC | 2,000,000 | $1.949M | 0.1% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | LIGAND PHARMACEUTICALS INC | 2,000,000 | $1.935M | 0.1% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | ETSY INC | 2,500,000 | $1.928M | 0.1% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | I3 VERTICALS LLC | 2,250,000 | $1.917M | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| AMZN | AMAZON COM INC | 16,714 | $1.89M | 0.1% | $119.83 | +5.5% | COM | 023135106 |
| — | NEXTERA ENERGY INC | 37,780 | $1.833M | 0.1% | $48.52 | — | UNIT 09/01/2023 | 65339F739 |
| — | HERBALIFE NUTRITION LTD | 2,000,000 | $1.809M | 0.1% | $0.90 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | EVERBRIDGE INC | 2,000,000 | $1.776M | 0.1% | $1.26 | — | NOTE 0.125%12/1 | 29978AAC8 |
| XLE | SELECT SECTOR SPDR TR | 24,674 | $1.776M | 0.1% | $54.83 | — | ENERGY | 81369Y506 |
| — | WORKIVA INC | 1,500,000 | $1.758M | 0.1% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ENCORE CAP EUROPE FIN LTD | 1,500,000 | $1.743M | 0.1% | $1.11 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | GROUPON INC | 2,750,000 | $1.728M | 0.1% | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| XLU | SELECT SECTOR SPDR TR | 26,076 | $1.708M | 0.1% | $46.74 | — | SBI INT-UTILS | 81369Y886 |
| — | KAMAN CORP | 1,817,000 | $1.706M | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | SABRE GLBL INC | 1,750,000 | $1.66M | 0.1% | $1.79 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | RBC BEARINGS INC | 15,750 | $1.622M | 0.1% | $107.48 | — | 5% CNV PFD SR A | 75524B203 |
| — | MITEK SYS INC | 2,000,000 | $1.614M | 0.1% | $0.81 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $1.511M | 0.1% | $1.02 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | KKR REAL ESTATE FIN TR INC | 1,500,000 | $1.482M | 0.1% | $0.99 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | SFL CORPORATION LTD | 1,500,000 | $1.474M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | BANDWIDTH INC | 2,500,000 | $1.454M | 0.1% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | JETBLUE AIRWAYS CORP | 2,000,000 | $1.419M | 0.1% | $0.71 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | SPIRIT AIRLS INC | 1,650,000 | $1.378M | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | ALGONQUIN PWR UTILS CORP | 35,000 | $1.313M | 0.1% | $49.51 | — | UNIT 06/15/2024 | 015857873 |
| — | COUPA SOFTWARE INC | 1,640,000 | $1.261M | 0.1% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | SPOTIFY USA INC | 1,595,000 | $1.252M | 0.1% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | ENPHASE ENERGY INC | 1,067,000 | $1.232M | 0.1% | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | LIVE NATION ENTERTAINMENT IN | 1,028,000 | $1.215M | 0.1% | $1.31 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| UNH | UNITEDHEALTH GROUP INC | 2,215 | $1.119M | 0.1% | $64.23 | +670.8% | COM | 91324P102 |
| JPM | JPMORGAN CHASE & CO | 10,453 | $1.092M | 0.1% | $37.03 | +185.3% | COM | 46625H100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,972 | $1.061M | 0.1% | $137.39 | +107.1% | CL B NEW | 084670702 |
| — | AKAMAI TECHNOLOGIES INC | 1,005,000 | $1.021M | 0.1% | $1.17 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,000,000 | $980K | 0.1% | $1.24 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | REDWOOD TRUST INC | 1,000,000 | $979K | 0.1% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $977K | 0.1% | $74.42 | +53.6% | COM | 494368103 |
| JNJ | JOHNSON & JOHNSON | 5,823 | $953K | 0.1% | $69.14 | +121.1% | COM | 478160104 |
| — | PINDUODUO INC | 1,000,000 | $896K | 0.1% | $0.90 | — | NOTE 12/0 | 722304AC6 |
| PG | PROCTER AND GAMBLE CO | 6,679 | $843K | 0.1% | $58.66 | +122.6% | COM | 742718109 |
| PFE | PFIZER INC | 18,413 | $805K | 0.1% | $17.09 | +136.4% | COM | 717081103 |
| TSLA | TESLA INC | 3,016 | $799K | 0.1% | $256.42 | +8.9% | COM | 88160R101 |
| — | PALO ALTO NETWORKS INC | 455,000 | $769K | 0.1% | $1.69 | — | NOTE 0.375% 6/0 | 697435AF2 |
| IYR | ISHARES TR | 9,371 | $763K | 0.1% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| BAC | BK OF AMERICA CORP | 23,164 | $699K | 0.0% | $11.46 | +166.8% | COM | 060505104 |
| L | LOEWS CORP | 13,232 | $659K | 0.0% | $42.08 | +31.8% | COM | 540424108 |
| META | META PLATFORMS INC | 4,581 | $623K | 0.0% | $75.34 | +113.6% | CL A | 30303M102 |
| V | VISA INC | 3,491 | $620K | 0.0% | $79.55 | +149.3% | COM CL A | 92826C839 |
| NVDA | NVIDIA CORPORATION | 5,014 | $610K | 0.0% | $16.76 | -5.8% | COM | 67066G104 |
| COST | COSTCO WHSL CORP NEW | 1,278 | $602K | 0.0% | $119.70 | +316.1% | COM | 22160K105 |
| IWD | ISHARES TR | 4,077 | $555K | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| KO | COCA COLA CO | 9,841 | $552K | 0.0% | $28.21 | +98.7% | COM | 191216100 |
| DHR | DANAHER CORPORATION | 2,138 | $551K | 0.0% | $125.27 | +92.1% | COM | 235851102 |
| PEP | PEPSICO INC | 3,355 | $548K | 0.0% | $56.46 | +173.5% | COM | 713448108 |
| MRK | MERCK & CO INC | 6,319 | $544K | 0.0% | $40.85 | +96.8% | COM | 58933Y105 |
| UNP | UNION PAC CORP | 2,727 | $531K | 0.0% | $73.21 | +179.0% | COM | 907818108 |
| — | WOLFSPEED INC | 232,000 | $528K | 0.0% | $2.48 | — | NOTE 1.750% 5/0 | 225447AD3 |
| CVX | CHEVRON CORP NEW | 3,591 | $516K | 0.0% | $79.58 | +66.9% | COM | 166764100 |
| FLOT | ISHARES TR | 10,279 | $515K | 0.0% | $50.98 | — | FLTG RATE NT ETF | 46429B655 |
| HD | HOME DEPOT INC | 1,833 | $505K | 0.0% | $65.33 | +314.3% | COM | 437076102 |
| ABT | ABBOTT LABS | 5,041 | $487K | 0.0% | $29.00 | +244.9% | COM | 002824100 |
| MCD | MCDONALDS CORP | 2,094 | $483K | 0.0% | $88.23 | +167.8% | COM | 580135101 |
| ABBV | ABBVIE INC | 3,507 | $473K | 0.0% | $32.31 | +293.4% | COM | 00287Y109 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,823 | $458K | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| AMGN | AMGEN INC | 1,996 | $450K | 0.0% | $88.03 | +147.5% | COM | 031162100 |
| — | SNAP INC | 522,000 | $448K | 0.0% | $1.55 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | WISDOMTREE INVTS INC | 500,000 | $446K | 0.0% | $0.91 | — | NOTE 3.250% 6/1 | 97717PAD6 |
| TMO | THERMO FISHER SCIENTIFIC INC | 874 | $446K | 0.0% | $124.96 | +343.5% | COM | 883556102 |
| CSCO | CISCO SYS INC | 11,006 | $439K | 0.0% | $16.25 | +146.5% | COM | 17275R102 |
| SHY | ISHARES TR | 5,356 | $435K | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| — | VIAVI SOLUTIONS INC | 385,000 | $431K | 0.0% | $1.36 | — | NOTE 1.000% 3/0 | 925550AB1 |
| MA | MASTERCARD INCORPORATED | 1,511 | $430K | 0.0% | $74.60 | +335.9% | CL A | 57636Q104 |
| VZ | VERIZON COMMUNICATIONS INC | 11,068 | $420K | 0.0% | $28.61 | +25.0% | COM | 92343V104 |
| WFC | WELLS FARGO CO NEW | 10,312 | $414K | 0.0% | $23.98 | +64.2% | COM | 949746101 |
| AVGO | BROADCOM INC | 932 | $414K | 0.0% | $19.73 | +143.8% | COM | 11135F101 |
| LPLA | LPL FINL HLDGS INC | 1,889 | $413K | 0.0% | $127.60 | +66.7% | COM | 50212V100 |
| AGG | ISHARES TR | 4,156 | $399K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | SAREPTA THERAPEUTICS INC | 235,000 | $391K | 0.0% | $1.66 | — | DBCV 1.500%11/1 | 803607AB6 |
| DIS | DISNEY WALT CO | 4,121 | $389K | 0.0% | $80.72 | +29.5% | COM | 254687106 |
| — | ETSY INC | 291,000 | $388K | 0.0% | $2.12 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,307 | $388K | 0.0% | $46.08 | +107.9% | COM | 45866F104 |
| — | CUTERA INC | 247,000 | $382K | 0.0% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | FTI CONSULTING INC | 210,000 | $344K | 0.0% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| CRM | SALESFORCE INC | 2,349 | $338K | 0.0% | $173.15 | -3.2% | COM | 79466L302 |
| SLB | SCHLUMBERGER LTD | 9,196 | $331K | 0.0% | $26.00 | +28.5% | COM STK | 806857108 |
| LNG | CHENIERE ENERGY INC | 1,958 | $326K | 0.0% | $121.52 | +24.8% | COM NEW | 16411R208 |
| ORCL | ORACLE CORP | 5,290 | $321K | 0.0% | $30.91 | +126.9% | COM | 68389X105 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $312K | 0.0% | $30.39 | +53.4% | COM | 67103H107 |
| CMCSA | COMCAST CORP NEW | 10,642 | $310K | 0.0% | $27.74 | +21.4% | CL A | 20030N101 |
| — | LIBERTY MEDIA CORP DEL | 5,200 | $305K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| WMT | WALMART INC | 2,349 | $305K | 0.0% | $20.94 | +100.6% | COM | 931142103 |
| HON | HONEYWELL INTL INC | 1,768 | $298K | 0.0% | $73.48 | +120.7% | COM | 438516106 |
| ACN | ACCENTURE PLC IRELAND | 1,143 | $295K | 0.0% | $142.15 | +93.3% | SHS CLASS A | G1151C101 |
| ETN | EATON CORP PLC | 2,173 | $291K | 0.0% | $74.77 | +78.4% | SHS | G29183103 |
| — | SSR MNG INC | 265,000 | $287K | 0.0% | $1.39 | — | NOTE 2.500% 4/0 | 784730AB9 |
| BMY | BRISTOL-MYERS SQUIBB CO | 3,970 | $283K | 0.0% | $45.19 | +37.9% | COM | 110122108 |
| AMAT | APPLIED MATLS INC | 3,310 | $271K | 0.0% | $51.23 | +82.5% | COM | 038222105 |
| CVS | CVS HEALTH CORP | 2,820 | $270K | 0.0% | $62.28 | +40.7% | COM | 126650100 |
| CAT | CATERPILLAR INC | 1,601 | $264K | 0.0% | $195.46 | -11.9% | COM | 149123101 |
| MDT | MEDTRONIC PLC | 3,192 | $259K | 0.0% | $59.40 | +36.0% | SHS | G5960L103 |
| RVTY | PERKINELMER INC | 2,133 | $256K | 0.0% | $90.26 | +54.9% | COM | 714046109 |
| EQT | EQT CORP | 6,255 | $255K | 0.0% | $22.99 | +79.2% | COM | 26884L109 |
| LMT | LOCKHEED MARTIN CORP | 653 | $252K | 0.0% | $243.60 | +56.3% | COM | 539830109 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 883 | $243K | 0.0% | $217.25 | +74.2% | COM | 00724F101 |
| DE | DEERE & CO | 728 | $243K | 0.0% | $307.48 | +6.2% | COM | 244199105 |
| VLO | VALERO ENERGY CORP | 2,269 | $242K | 0.0% | $76.96 | +29.1% | COM | 91913Y100 |
| LOW | LOWES COS INC | 1,248 | $235K | 0.0% | $139.87 | +30.4% | COM | 548661107 |
| INTC | INTEL CORP | 8,964 | $230K | 0.0% | $22.17 | +45.7% | COM | 458140100 |
| WMB | WILLIAMS COS INC | 7,856 | $225K | 0.0% | $20.43 | +36.5% | COM | 969457100 |
| — | LINDE PLC | 826 | $224K | 0.0% | $265.82 | — | SHS | G5494J103 |
| MS | MORGAN STANLEY | 2,849 | $223K | 0.0% | $65.58 | +14.7% | COM NEW | 617446448 |
| — | DEXCOM INC | 111,000 | $222K | 0.0% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| NKE | NIKE INC | 2,665 | $221K | 0.0% | $78.77 | +29.0% | CL B | 654106103 |
| AIG | AMERICAN INTL GROUP INC | 4,633 | $221K | 0.0% | $38.62 | +26.0% | COM NEW | 026874784 |
| NOC | NORTHROP GRUMMAN CORP | 470 | $220K | 0.0% | $387.65 | +16.3% | COM | 666807102 |
| DHI | D R HORTON INC | 3,260 | $220K | 0.0% | $64.70 | +10.0% | COM | 23331A109 |
| PRU | PRUDENTIAL FINL INC | 2,504 | $215K | 0.0% | $67.80 | +20.2% | COM | 744320102 |
| UPS | UNITED PARCEL SERVICE INC | 1,319 | $212K | 0.0% | $136.91 | +17.2% | CL B | 911312106 |
| KEY | KEYCORP | 13,219 | $212K | 0.0% | $20.30 | -26.7% | COM | 493267108 |
| NOW | SERVICENOW INC | 551 | $208K | 0.0% | $43.97 | +104.8% | COM | 81762P102 |
| BA | BOEING CO | 1,692 | $205K | 0.0% | $192.22 | -20.2% | COM | 097023105 |
| ADP | AUTOMATIC DATA PROCESSING IN | 899 | $203K | 0.0% | $219.07 | 0.0% | COM | 053015103 |
| INTU | INTUIT | 518 | $202K | 0.0% | $373.72 | +13.1% | COM | 461202103 |
| MSI | MOTOROLA SOLUTIONS INC | 889 | $200K | 0.0% | $226.88 | 0.0% | COM NEW | 620076307 |
| CMI | CUMMINS INC | 972 | $200K | 0.0% | $196.18 | 0.0% | COM | 231021106 |
| CLF | CLEVELAND-CLIFFS INC NEW | 11,984 | $162K | 0.0% | $16.28 | +2.2% | COM | 185899101 |
| SKIN | THE BEAUTY HEALTH COMPANY | 12,330 | $144K | 0.0% | $16.50 | -23.4% | COM CL A | 88331L108 |
| — | NICE LTD | 35,000 | $32,000 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |