CIK: 0000938487 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 13, 2023
Total Value ($000): $1,577,748 (24.0% shares, 76.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 198,868 | $76,407 | 4.8% | $303.80 | — | CORE S&P500 ETF | 464287200 |
| — | PIONEER NAT RES CO | 21,444,000 | $50,007 | 3.2% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | SOUTHWEST AIRLS CO | 34,061,000 | $40,907 | 2.6% | $1.28 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BOOKING HOLDINGS INC | 27,619,000 | $36,786 | 2.3% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | DEXCOM INC | 33,161,000 | $36,063 | 2.3% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ELEVANCE HEALTH INC | 4,086,000 | $29,880 | 1.9% | $3.44 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ETSY INC | 27,935,000 | $27,865 | 1.8% | $1.20 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | WELLS FARGO CO NEW | 23,325 | $27,639 | 1.8% | $1224.85 | — | PERP PFD CNV A | 949746804 |
| — | NEXTERA ENERGY INC | 508,055 | $25,687 | 1.6% | $50.42 | — | UNIT 03/01/2023 | 65339F770 |
| — | PALO ALTO NETWORKS INC | 16,223,000 | $25,632 | 1.6% | $1.24 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ENPHASE ENERGY INC | 21,722,000 | $25,402 | 1.6% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| VXUS | VANGUARD STAR FDS | 490,355 | $25,361 | 1.6% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | EXPEDIA GROUP INC | 26,334,000 | $22,935 | 1.5% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| — | SAREPTA THERAPEUTICS INC | 19,470,000 | $22,439 | 1.4% | $1.06 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | JAZZ INVESTMENTS I LTD | 17,363,000 | $20,640 | 1.3% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | SPLUNK INC | 21,237,000 | $19,995 | 1.3% | $0.94 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | CLOUDFLARE INC | 22,926,000 | $18,685 | 1.2% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| IEF | ISHARES TR | 175,673 | $16,826 | 1.1% | $101.26 | — | 7-10 YR TRSY BD | 464287440 |
| — | WESTERN DIGITAL CORP. | 16,722,000 | $15,928 | 1.0% | $0.98 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | MICROCHIP TECHNOLOGY INC. | 14,665,000 | $15,728 | 1.0% | $1.22 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | DANAHER CORPORATION | 11,469 | $15,567 | 1.0% | $1688.16 | — | 5% CONV PFD B | 235851409 |
| — | UBER TECHNOLOGIES INC | 17,930,000 | $15,102 | 1.0% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | BIOMARIN PHARMACEUTICAL INC | 13,927,000 | $14,781 | 0.9% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | AKAMAI TECHNOLOGIES INC | 15,134,000 | $14,574 | 0.9% | $1.02 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | FORD MTR CO DEL | 13,940,000 | $13,152 | 0.8% | $1.17 | — | NOTE 3/1 | 345370CZ1 |
| — | SHIFT4 PMTS INC | 13,040,000 | $12,918 | 0.8% | $1.03 | — | NOTE 12/1 | 82452JAB5 |
| — | BLOCK INC | 13,385,000 | $12,732 | 0.8% | $1.17 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | ARES CAPITAL CORP | 11,899,000 | $12,620 | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | OKTA INC | 14,325,000 | $12,585 | 0.8% | $1.20 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | VERINT SYSTEMS INC | 14,023,000 | $12,200 | 0.8% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | ILLUMINA INC | 12,551,000 | $12,124 | 0.8% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | NEXTERA ENERGY INC | 243,265 | $11,935 | 0.8% | $49.06 | — | UNIT 09/01/2025 | 65339F713 |
| — | LUMENTUM HLDGS INC | 13,041,000 | $11,183 | 0.7% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | RINGCENTRAL INC | 12,978,000 | $11,145 | 0.7% | $0.83 | — | NOTE 3/0 | 76680RAF4 |
| — | NISOURCE INC | 105,925 | $11,043 | 0.7% | $118.14 | — | UNIT 12/01/2023 | 65473P121 |
| — | ON SEMICONDUCTOR CORP | 8,262,000 | $10,947 | 0.7% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| — | COUPA SOFTWARE INC | 11,273,000 | $10,893 | 0.7% | $0.83 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | BOSTON SCIENTIFIC CORP | 92,520 | $10,626 | 0.7% | $113.94 | — | 5.50% CNV PFD A | 101137206 |
| — | AMERICAN ELEC PWR CO INC | 203,955 | $10,589 | 0.7% | $56.04 | — | UNIT 08/15/2023 | 02557T307 |
| — | MACOM TECH SOLUTIONS HLDGS I | 10,522,000 | $10,412 | 0.7% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | PEBBLEBROOK HOTEL TR | 12,627,000 | $10,386 | 0.7% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | CYBERARK SOFTWARE LTD | 9,787,000 | $10,356 | 0.7% | $1.08 | — | NOTE 11/1 | 23248VAB1 |
| — | PG&E CORP | 71,305 | $10,294 | 0.7% | $111.72 | — | UNIT 08/16/2023 | 69331C140 |
| — | BURLINGTON STORES INC | 8,865,000 | $10,195 | 0.6% | $1.30 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | INSULET CORP | 7,217,000 | $10,190 | 0.6% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PENNYMAC CORP | 10,667,000 | $9,520 | 0.6% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | PERFICIENT INC | 12,293,000 | $9,496 | 0.6% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | INSMED INC | 11,364,000 | $9,375 | 0.6% | $1.01 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | HAEMONETICS CORP MASS | 11,316,000 | $9,350 | 0.6% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | GREEN PLAINS INC | 7,836,000 | $9,317 | 0.6% | $1.20 | — | NOTE 2.250% 3/1 | 393222AK0 |
| FLOT | ISHARES TR | 183,651 | $9,243 | 0.6% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 192,729 | $9,137 | 0.6% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | REVANCE THERAPEUTICS INC | 9,896,000 | $9,035 | 0.6% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | SUMMIT HOTEL PPTYS | 10,569,000 | $9,026 | 0.6% | $1.07 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | ENVESTNET INC | 9,961,000 | $8,990 | 0.6% | $0.84 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | KBR INC | 4,165,000 | $8,782 | 0.6% | $2.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | AIRBNB INC | 10,476,000 | $8,622 | 0.5% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | PARSONS CORP DEL | 7,547,000 | $8,577 | 0.5% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | BILL COM HLDGS INC | 8,347,000 | $8,539 | 0.5% | $1.10 | — | NOTE 12/0 | 090043AB6 |
| — | TRANSOCEAN INC | 7,078,000 | $8,521 | 0.5% | $1.20 | — | DEB 4.000%12/1 | 893830BT5 |
| — | FIVE9 INC | 9,274,000 | $8,495 | 0.5% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| CWB | SPDR SER TR | 131,564 | $8,465 | 0.5% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| — | HELIX ENERGY SOLUTIONS GRP I | 6,096,000 | $8,422 | 0.5% | $1.29 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | ARRAY TECHNOLOGIES INC | 8,134,000 | $8,268 | 0.5% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | STRIDE INC | 9,225,000 | $8,216 | 0.5% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | GREENBRIER COS INC | 9,312,000 | $8,209 | 0.5% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | EURONET WORLDWIDE INC | 8,591,000 | $8,124 | 0.5% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | DIGITALOCEAN HLDGS INC | 10,791,000 | $8,066 | 0.5% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | VAIL RESORTS INC | 8,590,000 | $7,967 | 0.5% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | ZSCALER INC | 7,535,000 | $7,912 | 0.5% | $1.63 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | DROPBOX INC | 8,857,000 | $7,892 | 0.5% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| — | BECTON DICKINSON & CO | 156,575 | $7,844 | 0.5% | $52.49 | — | 6% DP CONV PFD B | 075887406 |
| — | VISHAY INTERTECHNOLOGY INC | 8,094,000 | $7,812 | 0.5% | $0.95 | — | NOTE 2.250% 6/1 | 928298AP3 |
| — | SSR MNG INC | 6,936,000 | $7,751 | 0.5% | $1.13 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | NEUROCRINE BIOSCIENCES INC | 4,915,000 | $7,749 | 0.5% | $1.46 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | BENTLEY SYS INC | 8,482,000 | $7,736 | 0.5% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 7,778,000 | $7,685 | 0.5% | $0.99 | — | NOTE 2/1 | 56087FAB0 |
| — | TYLER TEX INDPT SCH DIST | 8,239,000 | $7,654 | 0.5% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | BOX INC | 5,646,000 | $7,405 | 0.5% | $1.24 | — | NOTE 1/1 | 10316TAB0 |
| — | EQT CORP | 3,156,000 | $7,328 | 0.5% | $1.75 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | KKR & CO INC | 125,472 | $7,198 | 0.5% | $74.50 | — | 6% MCONV PFD C | 48251W401 |
| — | LIBERTY MEDIA CORP DEL | 5,827,000 | $7,176 | 0.5% | $1.22 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CONFLUENT INC | 9,472,000 | $7,151 | 0.5% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | H WORLD GROUP LTD | 5,742,000 | $6,979 | 0.4% | $1.18 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | AIR TRANS SVCS GROUP INC | 6,764,000 | $6,870 | 0.4% | $1.08 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | LYFT INC | 7,659,000 | $6,743 | 0.4% | $1.61 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | JOHN BEAN TECHNOLOGIES CORP | 7,697,000 | $6,608 | 0.4% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | IONIS PHARMACEUTICALS INC | 6,935,000 | $6,402 | 0.4% | $0.99 | — | NOTE 4/0 | 462222AD2 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,819,000 | $6,346 | 0.4% | $1.08 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | ITRON INC | 7,443,000 | $6,094 | 0.4% | $0.78 | — | NOTE 3/1 | 465741AN6 |
| — | APOLLO COML REAL ESTATE FIN | 6,250,000 | $6,078 | 0.4% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MGP INGREDIENTS INC NEW | 4,758,000 | $5,989 | 0.4% | $1.26 | — | NOTE 1.875%11/1 | 55303JAB2 |
| — | DATADOG INC | 5,146,000 | $5,616 | 0.4% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MFA FINL INC | 6,250,000 | $5,594 | 0.4% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | PROSPECT CAP CORP | 5,607,000 | $5,586 | 0.4% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | HALOZYME THERAPEUTICS INC | 5,683,000 | $5,502 | 0.3% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | AES CORP | 51,950 | $5,306 | 0.3% | $102.14 | — | UNIT 02/15/2024 | 00130H204 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,358,000 | $5,224 | 0.3% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | ATI INC | 2,587,000 | $5,197 | 0.3% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | PAGERDUTY INC | 5,025,000 | $5,058 | 0.3% | $1.01 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | EXACT SCIENCES CORP | 4,845,000 | $4,969 | 0.3% | $1.03 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | NATIONAL VISION HLDGS INC | 3,414,000 | $4,684 | 0.3% | $1.37 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| VCSH | VANGUARD SCOTTSDALE FDS | 61,288 | $4,608 | 0.3% | $76.31 | — | SHRT TRM CORP BD | 92206C409 |
| — | OIL STS INTL INC | 4,177,000 | $4,493 | 0.3% | $1.08 | — | NOTE 4.750% 4/0 | 678026AK1 |
| — | PACIRA BIOSCIENCES INC | 4,961,000 | $4,468 | 0.3% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | PURE STORAGE INC | 4,056,000 | $4,366 | 0.3% | $1.11 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | EVOLENT HEALTH INC | 4,035,000 | $4,350 | 0.3% | $1.08 | — | NOTE 1.500%10/1 | 30050BAD3 |
| FPE | FIRST TR EXCH TRADED FD III | 254,477 | $4,275 | 0.3% | $19.88 | — | PFD SECS INC ETF | 33739E108 |
| IEMG | ISHARES INC | 91,317 | $4,265 | 0.3% | $53.39 | — | CORE MSCI EMKT | 46434G103 |
| FTSL | FIRST TR EXCHANGE-TRADED FD | 94,963 | $4,234 | 0.3% | $47.92 | — | SENIOR LN FD | 33738D309 |
| — | ALTERYX INC | 4,927,000 | $4,089 | 0.3% | $0.79 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| TBF | PROSHARES TR | 180,000 | $4,082 | 0.3% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| — | BK OF AMERICA CORP | 3,370 | $3,909 | 0.2% | $1361.52 | — | 7.25%CNV PFD L | 060505682 |
| — | TWO HARBORS INVENTMENT CORPO | 4,500,000 | $3,839 | 0.2% | $0.99 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| MSFT | MICROSOFT CORP | 15,858 | $3,803 | 0.2% | $38.41 | +509.3% | COM | 594918104 |
| — | GRANITE PT MTG TR INC | 3,816,000 | $3,679 | 0.2% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | KKR REAL ESTATE FIN TR INC | 3,614,000 | $3,547 | 0.2% | $0.98 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | EXACT SCIENCES CORP | 4,250,000 | $3,506 | 0.2% | $1.09 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | MAGNITE INC | 4,500,000 | $3,451 | 0.2% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | BLACKSTONE MORTGAGE TRUST IN | 3,500,000 | $3,432 | 0.2% | $0.98 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | LENDINGTREE INC | 4,750,000 | $3,420 | 0.2% | $0.81 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | CHEGG INC | 4,250,000 | $3,334 | 0.2% | $0.88 | — | NOTE 9/0 | 163092AF6 |
| AAPL | APPLE INC | 25,196 | $3,274 | 0.2% | $83.72 | +68.1% | COM | 037833100 |
| — | BILIBILI INC | 2,644,000 | $3,072 | 0.2% | $1.16 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | SPLUNK INC | 3,560,000 | $3,004 | 0.2% | $0.95 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | UPWORK INC | 4,000,000 | $2,999 | 0.2% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | INFINERA CORP | 3,000,000 | $2,937 | 0.2% | $1.06 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | REDWOOD TRUST INC | 3,194,000 | $2,891 | 0.2% | $1.00 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | BIGCOMMERCE HLDGS INC | 4,000,000 | $2,840 | 0.2% | $0.73 | — | NOTE 0.250%10/0 | 08975PAB4 |
| IBB | ISHARES TR | 21,577 | $2,833 | 0.2% | $116.93 | — | ISHARES BIOTECH | 464287556 |
| — | PROGRESS SOFTWARE CORP | 2,750,000 | $2,811 | 0.2% | $0.96 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | CHEESECAKE FACTORY INC | 3,400,000 | $2,786 | 0.2% | $0.85 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | HERBALIFE NUTRITION LTD | 3,000,000 | $2,766 | 0.2% | $0.91 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | 8X8 INC NEW | 3,000,000 | $2,670 | 0.2% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | BLOOM ENERGY CORP | 1,954,000 | $2,629 | 0.2% | $1.39 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | CABLE ONE INC | 3,500,000 | $2,601 | 0.2% | $0.85 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | BLACKLINE INC | 3,000,000 | $2,556 | 0.2% | $0.79 | — | NOTE 3/1 | 09239BAD1 |
| — | BENTLEY SYS INC | 3,050,000 | $2,483 | 0.2% | $0.75 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | NRG ENERGY INC | 2,500,000 | $2,471 | 0.2% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | PRA GROUP INC | 2,500,000 | $2,461 | 0.2% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | REALOGY GRP LLC/REALOGY CO | 3,500,000 | $2,447 | 0.2% | $0.73 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | UPSTART HLDGS INC | 4,500,000 | $2,363 | 0.1% | $0.56 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | LIVEPERSON INC | 3,250,000 | $2,318 | 0.1% | $0.80 | — | NOTE 12/1 | 538146AD3 |
| — | INNOVIVA INC | 2,275,000 | $2,272 | 0.1% | $1.01 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| — | JAZZ INVESTMENTS I LTD | 2,250,000 | $2,215 | 0.1% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | HOPE BANCORP INC | 2,255,000 | $2,203 | 0.1% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2,191 | 0.1% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | READY CAPITAL CORP | 86,500 | $2,148 | 0.1% | $26.33 | — | 7% CN SR NT 2023 | 75574U200 |
| — | ETSY INC | 2,500,000 | $2,134 | 0.1% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | PERMIAN RESOURCES CORP | 1,250,000 | $2,111 | 0.1% | $1.21 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | RWT HLDGS INC | 2,500,000 | $2,097 | 0.1% | $0.97 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | SNAP INC | 3,000,000 | $2,096 | 0.1% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | WISDOMTREE INC | 2,000,000 | $2,078 | 0.1% | $1.16 | — | NOTE 4.250% 6/1 | 97717PAB0 |
| — | DISH NETWORK CORPORATION | 3,250,000 | $2,074 | 0.1% | $0.64 | — | NOTE 12/1 | 25470MAF6 |
| — | ZILLOW GROUP INC | 2,163,000 | $2,057 | 0.1% | $1.18 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | NEW YORK CMNTY CAP TR V | 47,157 | $2,027 | 0.1% | $49.32 | — | UNIT 05/07/2051 | 64944P307 |
| — | I3 VERTICALS LLC | 2,250,000 | $2,019 | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| GOOGL | ALPHABET INC | 22,439 | $1,980 | 0.1% | $106.43 | -11.4% | CAP STK CL A | 02079K305 |
| — | DIGITALBRIDGE GROUP INC | 2,000,000 | $1,970 | 0.1% | $0.98 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | COHERUS BIOSCIENCES INC | 3,000,000 | $1,958 | 0.1% | $0.85 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | NEW RELIC INC | 2,000,000 | $1,956 | 0.1% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | LIGAND PHARMACEUTICALS INC | 2,000,000 | $1,946 | 0.1% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | SUNNOVA ENERGY INTL INC. | 2,500,000 | $1,934 | 0.1% | $0.80 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 1,450,000 | $1,886 | 0.1% | $1.54 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | INNOVIVA INC | 1,850,000 | $1,884 | 0.1% | $1.02 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | SABRE GLBL INC | 1,750,000 | $1,876 | 0.1% | $1.79 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | WORKIVA INC | 1,500,000 | $1,850 | 0.1% | $1.12 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| XLU | SELECT SECTOR SPDR TR | 26,056 | $1,837 | 0.1% | $46.74 | — | SBI INT-UTILS | 81369Y886 |
| — | ENCORE CAP EUROPE FIN LTD | 1,500,000 | $1,769 | 0.1% | $1.11 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | KAMAN CORP | 1,817,000 | $1,689 | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | MITEK SYS INC | 2,000,000 | $1,640 | 0.1% | $0.81 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | PENNYMAC CORP | 2,000,000 | $1,639 | 0.1% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | COUPA SOFTWARE INC | 1,640,000 | $1,577 | 0.1% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | BANDWIDTH INC | 2,500,000 | $1,555 | 0.1% | $0.59 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | PATRICK INDS INC | 1,500,000 | $1,486 | 0.1% | $0.99 | — | DBCV 1.000% 2/0 | 703343AB9 |
| — | SFL CORPORATION LTD | 1,500,000 | $1,468 | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | JETBLUE AIRWAYS CORP | 2,000,000 | $1,458 | 0.1% | $0.71 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | STARWOOD PPTY TR INC | 1,500,000 | $1,454 | 0.1% | $0.97 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | GDS HLDGS LTD | 1,500,000 | $1,433 | 0.1% | $0.96 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| — | JOYY INC | 1,500,000 | $1,433 | 0.1% | $0.95 | — | NOTE 0.750% 6/1 | 98426TAD8 |
| AMZN | AMAZON COM INC | 16,701 | $1,403 | 0.1% | $119.83 | -17.6% | COM | 023135106 |
| JPM | JPMORGAN CHASE & CO | 10,447 | $1,401 | 0.1% | $37.03 | +217.7% | COM | 46625H100 |
| — | GROUPON INC | 2,400,000 | $1,380 | 0.1% | $0.63 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | MESA LABS INC | 1,500,000 | $1,347 | 0.1% | $0.90 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | EVERBRIDGE INC | 1,500,000 | $1,344 | 0.1% | $1.26 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | SPIRIT AIRLS INC | 1,650,000 | $1,328 | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | WINNEBAGO INDS INC | 1,250,000 | $1,311 | 0.1% | $1.17 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | SPOTIFY USA INC | 1,595,000 | $1,284 | 0.1% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | NEXTERA ENERGY INC | 25,195 | $1,263 | 0.1% | $48.52 | — | UNIT 09/01/2023 | 65339F739 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,972 | $1,227 | 0.1% | $137.39 | +116.2% | CL B NEW | 084670702 |
| — | ENPHASE ENERGY INC | 1,067,000 | $1,202 | 0.1% | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| — | IMPINJ INC | 1,000,000 | $1,200 | 0.1% | $1.20 | — | NOTE 1.125% 5/1 | 453204AD1 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1,179 | 0.1% | $74.42 | +51.5% | COM | 494368103 |
| HEFA | ISHARES TR | 43,465 | $1,174 | 0.1% | $27.00 | — | HDG MSCI EAFE | 46434V803 |
| UNH | UNITEDHEALTH GROUP INC | 2,213 | $1,173 | 0.1% | $64.23 | +679.1% | COM | 91324P102 |
| — | ROYAL CARIBBEAN GROUP | 1,097,000 | $1,089 | 0.1% | $1.39 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | AKAMAI TECHNOLOGIES INC | 990,000 | $1,040 | 0.1% | $1.17 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| JNJ | JOHNSON & JOHNSON | 5,819 | $1,028 | 0.1% | $69.14 | +127.2% | COM | 478160104 |
| PG | PROCTER AND GAMBLE CO | 6,679 | $1,012 | 0.1% | $58.66 | +121.2% | COM | 742718109 |
| — | RBC BEARINGS INC | 9,750 | $1,003 | 0.1% | $107.48 | — | 5% CNV PFD SR A | 75524B203 |
| — | REDWOOD TRUST INC | 1,000,000 | $975 | 0.1% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| PFE | PFIZER INC | 18,401 | $943 | 0.1% | $17.09 | +135.2% | COM | 717081103 |
| — | PINDUODUO INC | 1,000,000 | $928 | 0.1% | $0.90 | — | NOTE 12/0 | 722304AC6 |
| — | SAREPTA THERAPEUTICS INC | 444,000 | $829 | 0.1% | $1.76 | — | DBCV 1.500%11/1 | 803607AB6 |
| IYR | ISHARES TR | 9,364 | $788 | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| L | LOEWS CORP | 13,232 | $772 | 0.0% | $42.08 | +31.1% | COM | 540424108 |
| BAC | BANK AMERICA CORP | 23,146 | $767 | 0.0% | $11.46 | +176.6% | COM | 060505104 |
| NVDA | NVIDIA CORPORATION | 5,014 | $733 | 0.0% | $16.76 | -12.6% | COM | 67066G104 |
| V | VISA INC | 3,489 | $725 | 0.0% | $79.55 | +147.6% | COM CL A | 92826C839 |
| MRK | MERCK & CO INC | 6,319 | $701 | 0.0% | $40.85 | +127.2% | COM | 58933Y105 |
| — | PALO ALTO NETWORKS INC | 455,000 | $672 | 0.0% | $1.69 | — | NOTE 0.375% 6/0 | 697435AF2 |
| CVX | CHEVRON CORP NEW | 3,589 | $644 | 0.0% | $79.58 | +92.6% | COM | 166764100 |
| KO | COCA COLA CO | 9,832 | $625 | 0.0% | $28.21 | +94.6% | COM | 191216100 |
| IWD | ISHARES TR | 4,077 | $618 | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| PEP | PEPSICO INC | 3,355 | $606 | 0.0% | $56.46 | +185.0% | COM | 713448108 |
| COST | COSTCO WHSL CORP NEW | 1,278 | $583 | 0.0% | $119.70 | +291.6% | COM | 22160K105 |
| HD | HOME DEPOT INC | 1,833 | $579 | 0.0% | $65.33 | +330.4% | COM | 437076102 |
| DHR | DANAHER CORPORATION | 2,138 | $567 | 0.0% | $125.27 | +82.1% | COM | 235851102 |
| ABBV | ABBVIE INC | 3,507 | $567 | 0.0% | $32.31 | +324.7% | COM | 00287Y109 |
| UNP | UNION PAC CORP | 2,725 | $564 | 0.0% | $73.21 | +159.8% | COM | 907818108 |
| ABT | ABBOTT LABS | 5,041 | $553 | 0.0% | $29.00 | +236.6% | COM | 002824100 |
| MCD | MCDONALDS CORP | 2,099 | $553 | 0.0% | $88.23 | +178.0% | COM | 580135101 |
| META | META PLATFORMS INC | 4,581 | $551 | 0.0% | $75.34 | +54.8% | CL A | 30303M102 |
| MA | MASTERCARD INCORPORATED | 1,511 | $525 | 0.0% | $74.60 | +333.5% | CL A | 57636Q104 |
| AMGN | AMGEN INC | 1,996 | $524 | 0.0% | $88.03 | +175.7% | COM | 031162100 |
| CSCO | CISCO SYS INC | 10,999 | $524 | 0.0% | $16.25 | +155.2% | COM | 17275R102 |
| AVGO | BROADCOM INC | 932 | $521 | 0.0% | $19.73 | +141.3% | COM | 11135F101 |
| SLB | SCHLUMBERGER LTD | 9,189 | $491 | 0.0% | $26.00 | +77.2% | COM STK | 806857108 |
| BA | BOEING CO | 2,568 | $489 | 0.0% | $182.45 | -10.3% | COM | 097023105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 873 | $481 | 0.0% | $124.96 | +320.1% | COM | 883556102 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,751 | $475 | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| — | CHART INDS INC | 9,360 | $474 | 0.0% | $50.60 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | WISDOMTREE INC | 500,000 | $463 | 0.0% | $0.91 | — | NOTE 3.250% 6/1 | 97717PAD6 |
| — | ETSY INC | 291,000 | $449 | 0.0% | $2.12 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | SNAP INC | 522,000 | $442 | 0.0% | $1.55 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 4,307 | $442 | 0.0% | $46.08 | +107.3% | COM | 45866F104 |
| VZ | VERIZON COMMUNICATIONS INC | 11,061 | $436 | 0.0% | $28.61 | +7.5% | COM | 92343V104 |
| TSLA | TESLA INC | 3,520 | $434 | 0.0% | $246.82 | -23.3% | COM | 88160R101 |
| ORCL | ORACLE CORP | 5,290 | $432 | 0.0% | $30.91 | +136.8% | COM | 68389X105 |
| SHY | ISHARES TR | 5,277 | $428 | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| WFC | WELLS FARGO CO NEW | 10,304 | $425 | 0.0% | $23.98 | +70.3% | COM | 949746101 |
| LPLA | LPL FINL HLDGS INC | 1,889 | $408 | 0.0% | $127.60 | +83.2% | COM | 50212V100 |
| AGG | ISHARES TR | 4,130 | $401 | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | VIAVI SOLUTIONS INC | 385,000 | $387 | 0.0% | $1.36 | — | NOTE 1.000% 3/0 | 925550AB1 |
| CAT | CATERPILLAR INC | 1,601 | $384 | 0.0% | $195.46 | +5.7% | COM | 149123101 |
| HON | HONEYWELL INTL INC | 1,768 | $379 | 0.0% | $73.48 | +143.3% | COM | 438516106 |
| ORLY | OREILLY AUTOMOTIVE INC | 444 | $375 | 0.0% | $30.39 | +76.9% | COM | 67103H107 |
| — | WOLFSPEED INC | 232,000 | $373 | 0.0% | $2.48 | — | NOTE 1.750% 5/0 | 225447AD3 |
| CMCSA | COMCAST CORP NEW | 10,642 | $372 | 0.0% | $27.74 | +8.4% | CL A | 20030N101 |
| — | CUTERA INC | 247,000 | $365 | 0.0% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| DIS | DISNEY WALT CO | 4,121 | $358 | 0.0% | $80.72 | +15.8% | COM | 254687106 |
| — | LIVE NATION ENTERTAINMENT IN | 364,000 | $357 | 0.0% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| ETN | EATON CORP PLC | 2,173 | $341 | 0.0% | $74.77 | +96.5% | SHS | G29183103 |
| WMT | WALMART INC | 2,349 | $333 | 0.0% | $20.94 | +118.1% | COM | 931142103 |
| — | FTI CONSULTING INC | 210,000 | $330 | 0.0% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| AMAT | APPLIED MATLS INC | 3,310 | $322 | 0.0% | $51.23 | +82.1% | COM | 038222105 |
| LMT | LOCKHEED MARTIN CORP | 653 | $318 | 0.0% | $243.60 | +75.1% | COM | 539830109 |
| DE | DEERE & CO | 728 | $312 | 0.0% | $307.48 | +26.4% | COM | 244199105 |
| NKE | NIKE INC | 2,665 | $312 | 0.0% | $78.77 | +21.0% | CL B | 654106103 |
| CRM | SALESFORCE INC | 2,349 | $311 | 0.0% | $173.15 | -16.7% | COM | 79466L302 |
| — | LIBERTY MEDIA CORP DEL | 5,200 | $311 | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| — | DEXCOM INC | 111,000 | $306 | 0.0% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| ACN | ACCENTURE PLC IRELAND | 1,143 | $305 | 0.0% | $142.15 | +85.8% | SHS CLASS A | G1151C101 |
| RVTY | PERKINELMER INC | 2,133 | $299 | 0.0% | $90.26 | +47.9% | COM | 714046109 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 883 | $297 | 0.0% | $217.25 | +47.2% | COM | 00724F101 |
| AIG | AMERICAN INTL GROUP INC | 4,633 | $293 | 0.0% | $38.62 | +40.4% | COM NEW | 026874784 |
| DHI | D R HORTON INC | 3,260 | $291 | 0.0% | $64.70 | +20.1% | COM | 23331A109 |
| VLO | VALERO ENERGY CORP | 2,269 | $288 | 0.0% | $76.96 | +48.2% | COM | 91913Y100 |
| BMY | BRISTOL-MYERS SQUIBB CO | 3,970 | $286 | 0.0% | $45.19 | +44.4% | COM | 110122108 |
| KKR | KKR & CO INC | 5,912 | $274 | 0.0% | $47.56 | 0.0% | COM | 48251W104 |
| SGI | TEMPUR SEALY INTL INC | 7,986 | $274 | 0.0% | $30.08 | 0.0% | COM | 88023U101 |
| — | LINDE PLC | 826 | $269 | 0.0% | $265.82 | — | SHS | G5494J103 |
| CVS | CVS HEALTH CORP | 2,820 | $263 | 0.0% | $62.28 | +38.0% | COM | 126650100 |
| LLY | LILLY ELI & CO | 708 | $259 | 0.0% | $345.79 | 0.0% | COM | 532457108 |
| GILD | GILEAD SCIENCES INC | 2,989 | $257 | 0.0% | $70.79 | 0.0% | COM | 375558103 |
| NOC | NORTHROP GRUMMAN CORP | 470 | $256 | 0.0% | $387.65 | +27.7% | COM | 666807102 |
| PRU | PRUDENTIAL FINL INC | 2,504 | $249 | 0.0% | $67.80 | +27.9% | COM | 744320102 |
| LOW | LOWES COS INC | 1,248 | $249 | 0.0% | $139.87 | +34.5% | COM | 548661107 |
| MDT | MEDTRONIC PLC | 3,192 | $248 | 0.0% | $59.40 | +23.7% | SHS | G5960L103 |
| XOM | EXXON MOBIL CORP | 2,230 | $246 | 0.0% | $96.28 | 0.0% | COM | 30231G102 |
| MS | MORGAN STANLEY | 2,849 | $242 | 0.0% | $65.58 | +17.1% | COM NEW | 617446448 |
| INTC | INTEL CORP | 8,964 | $237 | 0.0% | $22.17 | +20.2% | COM | 458140100 |
| PH | PARKER-HANNIFIN CORP | 812 | $236 | 0.0% | $275.48 | 0.0% | COM | 701094104 |
| CMI | CUMMINS INC | 972 | $236 | 0.0% | $196.18 | +12.5% | COM | 231021106 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 2,326 | $235 | 0.0% | $87.65 | 0.0% | COM | 75513E101 |
| KEY | KEYCORP | 13,219 | $230 | 0.0% | $20.30 | -27.2% | COM | 493267108 |
| UPS | UNITED PARCEL SERVICE INC | 1,319 | $229 | 0.0% | $136.91 | +8.1% | CL B | 911312106 |
| MSI | MOTOROLA SOLUTIONS INC | 889 | $229 | 0.0% | $226.88 | +6.2% | COM NEW | 620076307 |
| — | LABORATORY CORP AMER HLDGS | 958 | $226 | 0.0% | $235.48 | — | COM NEW | 50540R409 |
| ITW | ILLINOIS TOOL WKS INC | 1,017 | $224 | 0.0% | $197.50 | 0.0% | COM | 452308109 |
| DOV | DOVER CORP | 1,612 | $218 | 0.0% | $127.77 | 0.0% | COM | 260003108 |
| MT | ARCELORMITTAL SA LUXEMBOURG | 8,267 | $217 | 0.0% | $26.22 | — | NY REGISTRY SH | 03938L203 |
| IYM | ISHARES TR | 1,729 | $216 | 0.0% | $124.77 | — | U.S. BAS MTL ETF | 464287838 |
| ADP | AUTOMATIC DATA PROCESSING IN | 899 | $215 | 0.0% | $219.07 | +4.5% | COM | 053015103 |
| NOW | SERVICENOW INC | 551 | $214 | 0.0% | $43.97 | +77.8% | COM | 81762P102 |
| EQT | EQT CORP | 6,255 | $212 | 0.0% | $22.99 | +66.4% | COM | 26884L109 |
| COP | CONOCOPHILLIPS | 1,752 | $207 | 0.0% | $109.40 | 0.0% | COM | 20825C104 |
| EL | LAUDER ESTEE COS INC | 825 | $205 | 0.0% | $211.01 | 0.0% | CL A | 518439104 |
| GPRE | GREEN PLAINS INC | 6,710 | $205 | 0.0% | $30.82 | 0.0% | COM | 393222104 |
| INTU | INTUIT | 518 | $202 | 0.0% | $373.72 | +4.1% | COM | 461202103 |
| CLF | CLEVELAND-CLIFFS INC NEW | 11,984 | $193 | 0.0% | $16.28 | -7.5% | COM | 185899101 |
| SKIN | THE BEAUTY HEALTH COMPANY | 12,330 | $112 | 0.0% | $16.50 | -34.6% | COM CL A | 88331L108 |
| — | NICE LTD | 35,000 | $33 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |
| — | LIVE NATION ENTERTAINMENT IN | 12,000 | $13 | 0.0% | $1.31 | — | NOTE 2.500% 3/1 | 538034AQ2 |