Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value: $1.424B (23.9% shares, 76.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 179,554 | $73.81M | 5.2% | $303.80 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 37,346,000 | $42.43M | 3.0% | $1.27 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BOOKING HOLDINGS INC | 26,960,000 | $40.37M | 2.8% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | PALO ALTO NETWORKS INC | 19,459,000 | $39.24M | 2.8% | $2.01 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | PIONEER NAT RES CO | 18,073,000 | $38.59M | 2.7% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DEXCOM INC | 32,552,000 | $34.87M | 2.4% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | WELLS FARGO CO NEW | 23,031 | $26.54M | 1.9% | $1224.85 | — | PERP PFD CNV A | 949746804 |
| — | ETSY INC | 27,656,000 | $24.88M | 1.7% | $1.20 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | NEXTERA ENERGY INC | 521,140 | $24.04M | 1.7% | $47.50 | — | UNIT 09/01/2025 | 65339F713 |
| — | SNAP INC | 31,813,000 | $22.32M | 1.6% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| VXUS | VANGUARD STAR FDS | 365,786 | $20.2M | 1.4% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | SPLUNK INC | 20,275,000 | $19.62M | 1.4% | $0.94 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | SHIFT4 PMTS INC | 16,285,000 | $19.03M | 1.3% | $1.06 | — | NOTE 12/1 | 82452JAB5 |
| IEF | ISHARES TR | 191,129 | $18.94M | 1.3% | $101.09 | — | 7-10 YR TRSY BD | 464287440 |
| — | MICROCHIP TECHNOLOGY INC. | 16,952,000 | $18.92M | 1.3% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | JAZZ INVESTMENTS I LTD | 16,981,000 | $18.81M | 1.3% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | ENPHASE ENERGY INC | 16,855,000 | $17.48M | 1.2% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| — | CLOUDFLARE INC | 20,171,000 | $17.03M | 1.2% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| BIL | SPDR SER TR | 176,285 | $16.19M | 1.1% | $91.82 | — | BLOOMBERG 1-3 MO | 78468R663 |
| — | EXPEDIA GROUP INC | 17,387,000 | $15.57M | 1.1% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| — | UBER TECHNOLOGIES INC | 17,292,000 | $15.21M | 1.1% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | BLOCK INC | 15,322,000 | $14.64M | 1.0% | $1.14 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | TRANSOCEAN INC | 9,875,000 | $14.53M | 1.0% | $1.28 | — | DEB 4.000%12/1 | 893830BT5 |
| — | BIOMARIN PHARMACEUTICAL INC | 14,019,000 | $14.38M | 1.0% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | WESTERN DIGITAL CORP. | 14,865,000 | $14.33M | 1.0% | $0.98 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | FORD MTR CO DEL | 13,648,000 | $13.63M | 1.0% | $1.17 | — | NOTE 3/1 | 345370CZ1 |
| — | KKR & CO INC | 211,332 | $13.39M | 0.9% | $69.96 | — | 6% MCONV PFD C | 48251W401 |
| — | CYBERARK SOFTWARE LTD | 11,842,000 | $13.25M | 0.9% | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| — | BURLINGTON STORES INC | 10,721,000 | $12.31M | 0.9% | $1.27 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | VERINT SYSTEMS INC | 13,605,000 | $12.03M | 0.8% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | ILLUMINA INC | 12,146,000 | $11.84M | 0.8% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | ARES CAPITAL CORP | 11,684,000 | $11.76M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | BOSTON SCIENTIFIC CORP | 92,185 | $11.11M | 0.8% | $113.94 | — | 5.50% CNV PFD A | 101137206 |
| — | ZILLOW GROUP INC | 10,407,000 | $10.64M | 0.7% | $1.05 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | PEBBLEBROOK HOTEL TR | 12,530,000 | $10.61M | 0.7% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | INSULET CORP | 6,956,000 | $10.39M | 0.7% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| FLOT | ISHARES TR | 205,347 | $10.35M | 0.7% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | LUMENTUM HLDGS INC | 11,758,000 | $10.17M | 0.7% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | WORKIVA INC | 7,211,000 | $10.15M | 0.7% | $1.35 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | H WORLD GROUP LTD | 7,419,000 | $9.953M | 0.7% | $1.22 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | PENNYMAC CORP | 10,623,000 | $9.933M | 0.7% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | PG&E CORP | 69,010 | $9.782M | 0.7% | $111.72 | — | UNIT 08/16/2023 | 69331C140 |
| — | REVANCE THERAPEUTICS INC | 7,938,000 | $9.736M | 0.7% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | SEA LTD | 7,828,000 | $9.526M | 0.7% | $1.22 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | BILL HOLDINGS INC | 10,397,000 | $9.508M | 0.7% | $1.06 | — | NOTE 12/0 | 090043AB6 |
| — | ARRAY TECHNOLOGIES INC | 8,590,000 | $9.464M | 0.7% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | LENDINGTREE INC | 12,537,000 | $9.35M | 0.7% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | HAEMONETICS CORP MASS | 10,967,000 | $9.305M | 0.7% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | PERFICIENT INC | 11,603,000 | $9.218M | 0.6% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | HELIX ENERGY SOLUTIONS GRP I | 6,724,000 | $9.195M | 0.6% | $1.30 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | SUMMIT HOTEL PPTYS | 10,422,000 | $8.918M | 0.6% | $1.07 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | AIRBNB INC | 9,899,000 | $8.657M | 0.6% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | PAGERDUTY INC | 7,674,000 | $8.606M | 0.6% | $1.05 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | INSMED INC | 10,902,000 | $8.421M | 0.6% | $1.01 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | DIGITALOCEAN HLDGS INC | 10,693,000 | $8.397M | 0.6% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | DATADOG INC | 7,738,000 | $8.353M | 0.6% | $1.20 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MACOM TECH SOLUTIONS HLDGS I | 7,831,000 | $8.234M | 0.6% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | CHEESECAKE FACTORY INC | 9,945,000 | $8.23M | 0.6% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | PARSONS CORP DEL | 7,462,000 | $8.223M | 0.6% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | BENTLEY SYS INC | 8,658,000 | $8.199M | 0.6% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | EURONET WORLDWIDE INC | 8,350,000 | $8.037M | 0.6% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | TYLER TEX INDPT SCH DIST | 8,236,000 | $7.865M | 0.6% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | BECTON DICKINSON & CO | 156,030 | $7.772M | 0.5% | $52.49 | — | 6% DP CONV PFD B | 075887406 |
| APTV 5.5 06/15/23 A | APTIV PLC | 62,440 | $7.677M | 0.5% | $122.95 | — | 5.5% CNV PFD A | G6095L117 |
| — | VAIL RESORTS INC | 8,590,000 | $7.672M | 0.5% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | SILICON LABORATORIES INC | 5,116,000 | $7.642M | 0.5% | $1.49 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | ZSCALER INC | 7,206,000 | $7.599M | 0.5% | $1.63 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | EQT CORP | 3,395,000 | $7.477M | 0.5% | $1.78 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | FIVE9 INC | 8,098,000 | $7.455M | 0.5% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | DROPBOX INC | 8,510,000 | $7.39M | 0.5% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| — | EVOLENT HEALTH INC | 6,236,000 | $7.39M | 0.5% | $1.12 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | JOHN BEAN TECHNOLOGIES CORP | 8,046,000 | $7.334M | 0.5% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | BILIBILI INC | 6,144,000 | $7.329M | 0.5% | $1.18 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 7,698,000 | $7.309M | 0.5% | $0.99 | — | NOTE 2/1 | 56087FAB0 |
| QUAL | ISHARES TR | 57,783 | $7.169M | 0.5% | $124.06 | — | MSCI USA QLT FCT | 46432F339 |
| — | AMERICAN ELEC PWR CO INC | 138,970 | $6.974M | 0.5% | $56.04 | — | UNIT 08/15/2023 | 02557T307 |
| — | CONFLUENT INC | 8,725,000 | $6.892M | 0.5% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 143,059 | $6.848M | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | IMPINJ INC | 4,673,000 | $6.633M | 0.5% | $1.37 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | BOX INC | 5,604,000 | $6.526M | 0.5% | $1.24 | — | NOTE 1/1 | 10316TAB0 |
| — | STRIDE INC | 6,435,000 | $6.376M | 0.4% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | CHART INDS INC | 2,941,000 | $6.342M | 0.4% | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | ATI INC | 2,436,000 | $6.313M | 0.4% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | KBR INC | 2,860,000 | $6.211M | 0.4% | $2.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | AIR TRANS SVCS GROUP INC | 6,499,000 | $6.162M | 0.4% | $1.08 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | GREEN PLAINS INC | 5,043,000 | $6.066M | 0.4% | $1.20 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | APOLLO COML REAL ESTATE FIN | 6,250,000 | $6.055M | 0.4% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | IONIS PHARMACEUTICALS INC | 6,569,000 | $5.961M | 0.4% | $0.99 | — | NOTE 4/0 | 462222AD2 |
| — | MFA FINL INC | 6,250,000 | $5.939M | 0.4% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | EXACT SCIENCES CORP | 5,032,000 | $5.755M | 0.4% | $1.03 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ITRON INC | 6,925,000 | $5.73M | 0.4% | $0.78 | — | NOTE 3/1 | 465741AN6 |
| — | LIBERTY MEDIA CORP DEL | 5,222,000 | $5.663M | 0.4% | $1.22 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | NEUROCRINE BIOSCIENCES INC | 4,195,000 | $5.628M | 0.4% | $1.46 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | HUBSPOT INC | 3,196,000 | $5.069M | 0.4% | $1.59 | — | NOTE 0.375% 6/0 | 443573AD2 |
| CWB | SPDR SER TR | 75,284 | $5.049M | 0.4% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| LQD | ISHARES TR | 45,806 | $5.021M | 0.4% | $109.61 | — | IBOXX INV CP ETF | 464287242 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,119,000 | $4.955M | 0.3% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | KKR REAL ESTATE FIN TR INC | 4,864,000 | $4.815M | 0.3% | $0.99 | — | NOTE 6.125% 5/1 | 48251KAB6 |
| — | HALOZYME THERAPEUTICS INC | 5,608,000 | $4.753M | 0.3% | $0.88 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | AES CORP | 52,005 | $4.678M | 0.3% | $102.14 | — | UNIT 02/15/2024 | 00130H204 |
| — | PROSPECT CAP CORP | 4,667,000 | $4.504M | 0.3% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | PACIRA BIOSCIENCES INC | 4,870,000 | $4.453M | 0.3% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| IEMG | ISHARES INC | 90,133 | $4.398M | 0.3% | $53.39 | — | CORE MSCI EMKT | 46434G103 |
| — | BANK AMERICA CORP | 3,445 | $3.953M | 0.3% | $1356.86 | — | 7.25%CNV PFD L | 060505682 |
| — | TWO HARBORS INVENTMENT CORPO | 4,500,000 | $3.866M | 0.3% | $0.99 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | ALTERYX INC | 4,529,000 | $3.816M | 0.3% | $0.79 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | NISOURCE INC | 36,640 | $3.814M | 0.3% | $118.14 | — | UNIT 12/01/2023 | 65473P121 |
| MSFT | MICROSOFT CORP | 13,170 | $3.797M | 0.3% | $38.41 | +549.4% | COM | 594918104 |
| — | EXACT SCIENCES CORP | 4,000,000 | $3.722M | 0.3% | $1.09 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | GRANITE PT MTG TR INC | 3,816,000 | $3.593M | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| TBF | PROSHARES TR | 165,000 | $3.486M | 0.2% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| — | AMERICAN AIRLINES GROUP INC | 2,852,000 | $3.295M | 0.2% | $1.16 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| AAPL | APPLE INC | 19,688 | $3.247M | 0.2% | $83.72 | +73.8% | COM | 037833100 |
| — | PERMIAN RESOURCES CORP | 1,713,000 | $3.161M | 0.2% | $1.38 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| — | UPWORK INC | 4,000,000 | $3.134M | 0.2% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | RINGCENTRAL INC | 3,500,000 | $3.082M | 0.2% | $0.83 | — | NOTE 3/0 | 76680RAF4 |
| — | CABLE ONE INC | 4,198,000 | $3.069M | 0.2% | $0.83 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | MAGNITE INC | 3,675,000 | $2.936M | 0.2% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| FPE | FIRST TR EXCH TRADED FD III | 182,500 | $2.913M | 0.2% | $19.88 | — | PFD SECS INC ETF | 33739E108 |
| — | REDWOOD TRUST INC | 3,041,000 | $2.861M | 0.2% | $1.00 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | CHEGG INC | 3,250,000 | $2.844M | 0.2% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | HERBALIFE NUTRITION LTD | 3,000,000 | $2.843M | 0.2% | $0.91 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | GREENBRIER COS INC | 3,250,000 | $2.758M | 0.2% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | 8X8 INC NEW | 3,000,000 | $2.698M | 0.2% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | BENTLEY SYS INC | 3,050,000 | $2.574M | 0.2% | $0.75 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | RWT HLDGS INC | 2,500,000 | $2.244M | 0.2% | $0.97 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | SNAP INC | 3,000,000 | $2.186M | 0.2% | $0.70 | — | NOTE 5/0 | 83304AAF3 |
| — | JAZZ INVESTMENTS I LTD | 2,250,000 | $2.175M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | READY CAPITAL CORP | 86,500 | $2.158M | 0.2% | $26.33 | — | 7% CN SR NT 2023 | 75574U200 |
| — | ENVESTNET INC | 2,266,000 | $2.044M | 0.1% | $0.84 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | INFINERA CORP | 2,000,000 | $2.039M | 0.1% | $1.06 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | DIGITALBRIDGE GROUP INC | 2,000,000 | $2M | 0.1% | $0.98 | — | NOTE 5.000% 4/1 | 19624RAA4 |
| — | LIGAND PHARMACEUTICALS INC | 2,000,000 | $1.981M | 0.1% | $0.89 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| GOOGL | ALPHABET INC | 18,372 | $1.906M | 0.1% | $106.43 | -10.5% | CAP STK CL A | 02079K305 |
| — | CERIDIAN HCM HLDG INC | 2,116,000 | $1.898M | 0.1% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | PATRICK INDS INC | 2,000,000 | $1.806M | 0.1% | $0.90 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | SUNNOVA ENERGY INTL INC. | 2,500,000 | $1.771M | 0.1% | $0.80 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | ENCORE CAP EUROPE FIN LTD | 1,500,000 | $1.767M | 0.1% | $1.11 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | INNOVIVA INC | 1,850,000 | $1.761M | 0.1% | $1.02 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | BANDWIDTH INC | 2,750,000 | $1.76M | 0.1% | $0.60 | — | NOTE 0.500% 4/0 | 05988JAD5 |
| — | NEW RELIC INC | 1,750,000 | $1.741M | 0.1% | $0.99 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | PENNYMAC CORP | 2,000,000 | $1.735M | 0.1% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | PRA GROUP INC | 1,750,000 | $1.732M | 0.1% | $1.04 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | KAMAN CORP | 1,817,000 | $1.713M | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | ETSY INC | 2,000,000 | $1.651M | 0.1% | $0.74 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | MITEK SYS INC | 2,000,000 | $1.631M | 0.1% | $0.81 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | I3 VERTICALS LLC | 1,750,000 | $1.606M | 0.1% | $1.01 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | NRG ENERGY INC | 1,500,000 | $1.541M | 0.1% | $1.09 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | NEW YORK CMNTY CAP TR V | 39,657 | $1.537M | 0.1% | $49.32 | — | UNIT 05/07/2051 | 64944P307 |
| — | JETBLUE AIRWAYS CORP | 2,000,000 | $1.534M | 0.1% | $0.71 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | SFL CORPORATION LTD | 1,500,000 | $1.487M | 0.1% | $0.99 | — | NOTE 4.875% 5/0 | 824689AG8 |
| — | GDS HLDGS LTD | 1,500,000 | $1.472M | 0.1% | $0.96 | — | NOTE 2.000% 6/0 | 36165LAB4 |
| — | JOYY INC | 1,500,000 | $1.467M | 0.1% | $0.95 | — | NOTE 0.750% 6/1 | 98426TAD8 |
| — | JAMF HLDG CORP | 1,750,000 | $1.44M | 0.1% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| XLU | SELECT SECTOR SPDR TR | 21,110 | $1.429M | 0.1% | $46.74 | — | SBI INT-UTILS | 81369Y886 |
| AMZN | AMAZON COM INC | 13,801 | $1.426M | 0.1% | $119.83 | -19.4% | COM | 023135106 |
| — | MESA LABS INC | 1,500,000 | $1.387M | 0.1% | $0.90 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | PROGRESS SOFTWARE CORP | 1,250,000 | $1.36M | 0.1% | $0.96 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | WAYFAIR INC | 1,954,000 | $1.289M | 0.1% | $0.66 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SPIRIT AIRLS INC | 1,550,000 | $1.249M | 0.1% | $0.95 | — | NOTE 1.000% 5/1 | 848577AB8 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.166M | 0.1% | $74.42 | +56.2% | COM | 494368103 |
| NVDA | NVIDIA CORPORATION | 4,071 | $1.131M | 0.1% | $16.76 | +29.0% | COM | 67066G104 |
| — | ON SEMICONDUCTOR CORP | 644,000 | $1.051M | 0.1% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| — | COHERUS BIOSCIENCES INC | 1,500,000 | $1.044M | 0.1% | $0.85 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | AKAMAI TECHNOLOGIES INC | 1,114,000 | $1.023M | 0.1% | $1.02 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | ENPHASE ENERGY INC | 990,000 | $1.017M | 0.1% | $1.02 | — | NOTE 3/0 | 29355AAH0 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 3,243 | $1.001M | 0.1% | $137.39 | +124.3% | CL B NEW | 084670702 |
| — | IQIYI INC | 1,000,000 | $998K | 0.1% | $1.00 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | REDWOOD TRUST INC | 1,000,000 | $983K | 0.1% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | ROYAL CARIBBEAN GROUP | 936,000 | $948K | 0.1% | $1.39 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | PDD HOLDINGS INC | 1,000,000 | $946K | 0.1% | $0.90 | — | NOTE 12/0 | 722304AC6 |
| — | SPLUNK INC | 1,060,000 | $906K | 0.1% | $0.95 | — | NOTE 1.125% 6/1 | 848637AF1 |
| UNH | UNITEDHEALTH GROUP INC | 1,792 | $847K | 0.1% | $64.23 | +611.9% | COM | 91324P102 |
| PG | PROCTER AND GAMBLE CO | 5,627 | $837K | 0.1% | $58.66 | +127.1% | COM | 742718109 |
| META | META PLATFORMS INC | 3,901 | $827K | 0.1% | $75.34 | +124.5% | CL A | 30303M102 |
| — | WINNEBAGO INDS INC | 750,000 | $825K | 0.1% | $1.17 | — | NOTE 1.500% 4/0 | 974637AB6 |
| L | LOEWS CORP | 13,232 | $768K | 0.1% | $42.08 | +39.5% | COM | 540424108 |
| JNJ | JOHNSON & JOHNSON | 4,830 | $749K | 0.1% | $69.14 | +113.9% | COM | 478160104 |
| — | SNAP INC | 787,000 | $721K | 0.1% | $1.33 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| JPM | JPMORGAN CHASE & CO | 5,284 | $689K | 0.0% | $37.03 | +246.1% | COM | 46625H100 |
| PFE | PFIZER INC | 15,617 | $637K | 0.0% | $17.09 | +113.9% | COM | 717081103 |
| IYR | ISHARES TR | 7,412 | $629K | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| IWD | ISHARES TR | 4,020 | $612K | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| V | VISA INC | 2,635 | $594K | 0.0% | $79.55 | +173.9% | COM CL A | 92826C839 |
| — | INNOVIVA INC | 735,000 | $575K | 0.0% | $0.78 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| TSLA | TESLA INC | 2,745 | $569K | 0.0% | $246.82 | -29.3% | COM | 88160R101 |
| — | HOPE BANCORP INC | 580,000 | $561K | 0.0% | $0.98 | — | NOTE 2.000% 5/1 | 43940TAB5 |
| BAC | BANK AMERICA CORP | 19,337 | $553K | 0.0% | $11.46 | +166.7% | COM | 060505104 |
| MRK | MERCK & CO INC | 5,116 | $544K | 0.0% | $40.85 | +141.6% | COM | 58933Y105 |
| COST | COSTCO WHSL CORP NEW | 1,078 | $536K | 0.0% | $119.70 | +293.7% | COM | 22160K105 |
| PEP | PEPSICO INC | 2,847 | $519K | 0.0% | $56.46 | +181.1% | COM | 713448108 |
| KO | COCA COLA CO | 8,273 | $513K | 0.0% | $28.21 | +96.4% | COM | 191216100 |
| — | INTEGRA LIFESCIENCES HLDGS C | 525,000 | $511K | 0.0% | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | CHART INDS INC | 9,360 | $498K | 0.0% | $50.60 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | SAREPTA THERAPEUTICS INC | 257,000 | $497K | 0.0% | $1.76 | — | DBCV 1.500%11/1 | 803607AB6 |
| AVGO | BROADCOM INC | 767 | $492K | 0.0% | $19.73 | +191.9% | COM | 11135F101 |
| CSCO | CISCO SYS INC | 9,281 | $485K | 0.0% | $16.25 | +176.1% | COM | 17275R102 |
| MCD | MCDONALDS CORP | 1,722 | $481K | 0.0% | $88.23 | +183.9% | COM | 580135101 |
| MDIV | FIRST TR EXCHANGE-TRADED FD | 31,751 | $465K | 0.0% | $13.99 | — | MULTI ASSET DI | 33738R100 |
| CVX | CHEVRON CORP NEW | 2,851 | $465K | 0.0% | $79.58 | +86.5% | COM | 166764100 |
| — | WISDOMTREE INC | 500,000 | $461K | 0.0% | $0.91 | — | NOTE 3.250% 6/1 | 97717PAD6 |
| UNP | UNION PAC CORP | 2,288 | $460K | 0.0% | $73.21 | +158.7% | COM | 907818108 |
| ABBV | ABBVIE INC | 2,840 | $453K | 0.0% | $32.31 | +327.5% | COM | 00287Y109 |
| DHR | DANAHER CORPORATION | 1,765 | $445K | 0.0% | $125.27 | +78.9% | COM | 235851102 |
| MA | MASTERCARD INCORPORATED | 1,220 | $443K | 0.0% | $74.60 | +379.1% | CL A | 57636Q104 |
| ABT | ABBOTT LABS | 4,308 | $436K | 0.0% | $29.00 | +244.8% | COM | 002824100 |
| SHY | ISHARES TR | 5,277 | $434K | 0.0% | $84.73 | — | 1 3 YR TREAS BD | 464287457 |
| HD | HOME DEPOT INC | 1,439 | $425K | 0.0% | $65.33 | +335.7% | COM | 437076102 |
| — | ETSY INC | 291,000 | $416K | 0.0% | $2.12 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| AGG | ISHARES TR | 4,130 | $412K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | FTI CONSULTING INC | 210,000 | $409K | 0.0% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | MERCADOLIBRE INC | 135,000 | $407K | 0.0% | $3.02 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| AMGN | AMGEN INC | 1,679 | $406K | 0.0% | $88.03 | +154.5% | COM | 031162100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 703 | $405K | 0.0% | $124.96 | +347.1% | COM | 883556102 |
| ORCL | ORACLE CORP | 4,327 | $402K | 0.0% | $30.91 | +174.3% | COM | 68389X105 |
| — | VIAVI SOLUTIONS INC | 385,000 | $390K | 0.0% | $1.36 | — | NOTE 1.000% 3/0 | 925550AB1 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,618 | $377K | 0.0% | $46.08 | +117.6% | COM | 45866F104 |
| CRM | SALESFORCE INC | 1,864 | $372K | 0.0% | $173.15 | -3.6% | COM | 79466L302 |
| — | LIVE NATION ENTERTAINMENT IN | 380,000 | $370K | 0.0% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| VZ | VERIZON COMMUNICATIONS INC | 9,272 | $361K | 0.0% | $28.61 | +14.3% | COM | 92343V104 |
| SLB | SCHLUMBERGER LTD | 7,271 | $357K | 0.0% | $26.00 | +90.0% | COM STK | 806857108 |
| — | WOLFSPEED INC | 232,000 | $346K | 0.0% | $2.48 | — | NOTE 1.750% 5/0 | 225447AD3 |
| BA | BOEING CO | 1,603 | $341K | 0.0% | $182.45 | +13.9% | COM | 097023105 |
| DIS | DISNEY WALT CO | 3,357 | $336K | 0.0% | $80.72 | +22.0% | COM | 254687106 |
| AMAT | APPLIED MATLS INC | 2,679 | $329K | 0.0% | $51.23 | +118.4% | COM | 038222105 |
| CMCSA | COMCAST CORP NEW | 8,671 | $329K | 0.0% | $27.74 | +24.9% | CL A | 20030N101 |
| — | LIBERTY MEDIA CORP DEL | 4,225 | $316K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| — | DEXCOM INC | 111,000 | $314K | 0.0% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| WFC | WELLS FARGO CO NEW | 8,336 | $312K | 0.0% | $23.98 | +68.8% | COM | 949746101 |
| ORLY | OREILLY AUTOMOTIVE INC | 365 | $310K | 0.0% | $30.39 | +80.3% | COM | 67103H107 |
| ETN | EATON CORP PLC | 1,799 | $308K | 0.0% | $74.77 | +114.2% | SHS | G29183103 |
| CAT | CATERPILLAR INC | 1,250 | $286K | 0.0% | $195.46 | +18.0% | COM | 149123101 |
| HON | HONEYWELL INTL INC | 1,484 | $284K | 0.0% | $73.48 | +140.4% | COM | 438516106 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 723 | $279K | 0.0% | $217.25 | +63.6% | COM | 00724F101 |
| — | NEXTERA ENERGY INC | 5,640 | $274K | 0.0% | $48.52 | — | UNIT 09/01/2023 | 65339F739 |
| ACN | ACCENTURE PLC IRELAND | 953 | $272K | 0.0% | $142.15 | +83.9% | SHS CLASS A | G1151C101 |
| WMT | WALMART INC | 1,822 | $269K | 0.0% | $20.94 | +118.7% | COM | 931142103 |
| DHI | D R HORTON INC | 2,742 | $268K | 0.0% | $64.70 | +43.4% | COM | 23331A109 |
| NKE | NIKE INC | 2,174 | $267K | 0.0% | $78.77 | +48.1% | CL B | 654106103 |
| LMT | LOCKHEED MARTIN CORP | 550 | $260K | 0.0% | $243.60 | +77.8% | COM | 539830109 |
| SGI | TEMPUR SEALY INTL INC | 6,504 | $257K | 0.0% | $30.08 | +32.2% | COM | 88023U101 |
| VLO | VALERO ENERGY CORP | 1,814 | $253K | 0.0% | $76.96 | +59.8% | COM | 91913Y100 |
| KKR | KKR & CO INC | 4,622 | $243K | 0.0% | $47.56 | +10.4% | COM | 48251W104 |
| DE | DEERE & CO | 584 | $241K | 0.0% | $307.48 | +29.1% | COM | 244199105 |
| INTC | INTEL CORP | 7,379 | $241K | 0.0% | $22.17 | +24.1% | COM | 458140100 |
| RVTY | PERKINELMER INC | 1,775 | $237K | 0.0% | $90.26 | +44.9% | COM | 714046109 |
| BMY | BRISTOL-MYERS SQUIBB CO | 3,211 | $223K | 0.0% | $45.19 | +36.1% | COM | 110122108 |
| PH | PARKER-HANNIFIN CORP | 661 | $222K | 0.0% | $275.48 | +16.2% | COM | 701094104 |
| MDT | MEDTRONIC PLC | 2,687 | $217K | 0.0% | $59.40 | +25.5% | SHS | G5960L103 |
| GILD | GILEAD SCIENCES INC | 2,529 | $210K | 0.0% | $70.79 | +5.5% | COM | 375558103 |
| NOW | SERVICENOW INC | 442 | $205K | 0.0% | $43.97 | +98.1% | COM | 81762P102 |
| LOW | LOWES COS INC | 1,022 | $204K | 0.0% | $139.87 | +37.4% | COM | 548661107 |
| UPS | UNITED PARCEL SERVICE INC | 1,049 | $203K | 0.0% | $136.91 | +15.5% | CL B | 911312106 |
| MS | MORGAN STANLEY | 2,304 | $202K | 0.0% | $65.58 | +29.3% | COM NEW | 617446448 |
| RIG | TRANSOCEAN LTD | 17,718 | $113K | 0.0% | $6.42 | 0.0% | REG SHS | H8817H100 |
| — | NICE LTD | 35,000 | $33,667 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |