Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 9, 2023
Total Value: $1.425B (23.2% shares, 76.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 194,220 | $86.57M | 6.1% | $314.51 | — | CORE S&P500 ETF | 464287200 |
| — | SOUTHWEST AIRLS CO | 35,693,000 | $40.92M | 2.9% | $1.27 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | BOOKING HOLDINGS INC | 23,437,000 | $35.13M | 2.5% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | PIONEER NAT RES CO | 15,709,000 | $34.54M | 2.4% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | DEXCOM INC | 32,119,000 | $34.29M | 2.4% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | PALO ALTO NETWORKS INC | 12,661,000 | $32.58M | 2.3% | $2.01 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | WELLS FARGO CO NEW | 22,754 | $26.22M | 1.8% | $1224.85 | — | PERP PFD CNV A | 949746804 |
| — | SNAP INC | 31,845,000 | $22.56M | 1.6% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| IEF | ISHARES TR | 215,507 | $20.82M | 1.5% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| — | SPLUNK INC | 20,154,000 | $20.15M | 1.4% | $0.94 | — | NOTE 1.125% 9/1 | 848637AD6 |
| VXUS | VANGUARD STAR FDS | 355,061 | $19.91M | 1.4% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | NEXTERA ENERGY INC | 439,440 | $19.77M | 1.4% | $47.50 | — | UNIT 09/01/2025 | 65339F713 |
| — | FORD MTR CO DEL | 16,926,000 | $18.54M | 1.3% | $1.16 | — | NOTE 3/1 | 345370CZ1 |
| — | SHIFT4 PMTS INC | 15,858,000 | $17.22M | 1.2% | $1.06 | — | NOTE 12/1 | 82452JAB5 |
| — | CLOUDFLARE INC | 20,001,000 | $16.97M | 1.2% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | UBER TECHNOLOGIES INC | 17,129,000 | $15.62M | 1.1% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | MICROCHIP TECHNOLOGY INC. | 13,373,000 | $15.13M | 1.1% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CONMED CORP | 13,247,000 | $14.78M | 1.0% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | EXPEDIA GROUP INC | 16,681,000 | $14.58M | 1.0% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| BIL | SPDR SER TR | 148,712 | $13.65M | 1.0% | $91.82 | — | BLOOMBERG 1-3 MO | 78468R663 |
| — | WESTERN DIGITAL CORP. | 14,035,000 | $13.61M | 1.0% | $0.98 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | ZILLOW GROUP INC | 12,877,000 | $13.51M | 0.9% | $1.05 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | AMERICAN AIRLINES GROUP INC | 10,303,000 | $13.2M | 0.9% | $1.25 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | KKR & CO INC | 199,102 | $13.15M | 0.9% | $69.96 | — | 6% MCONV PFD C | 48251W401 |
| — | CYBERARK SOFTWARE LTD | 11,569,000 | $13.1M | 0.9% | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| — | ILLUMINA INC | 13,063,000 | $12.97M | 0.9% | $1.09 | — | NOTE 8/1 | 452327AK5 |
| — | EQT CORP | 4,339,000 | $12.21M | 0.9% | $2.01 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | MONGODB INC | 6,062,000 | $12.06M | 0.8% | $1.99 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ARES CAPITAL CORP | 11,662,000 | $11.7M | 0.8% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CABLE ONE INC | 15,414,000 | $11.6M | 0.8% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | WAYFAIR INC | 13,573,000 | $11.16M | 0.8% | $0.80 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | INSULET CORP | 7,941,000 | $10.91M | 0.8% | $1.34 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | BURLINGTON STORES INC | 10,458,000 | $10.82M | 0.8% | $1.27 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | BILL HOLDINGS INC | 10,161,000 | $10.62M | 0.7% | $1.06 | — | NOTE 12/0 | 090043AB6 |
| FLOT | ISHARES TR | 203,844 | $10.36M | 0.7% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | JAZZ INVESTMENTS I LTD | 10,145,000 | $10.31M | 0.7% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | AIR TRANS SVCS GROUP INC | 10,903,000 | $10.3M | 0.7% | $1.03 | — | NOTE 1.125%10/1 | 00922RAB1 |
| — | WORKIVA INC | 7,229,000 | $10.16M | 0.7% | $1.35 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | DATADOG INC | 8,150,000 | $10.11M | 0.7% | $1.20 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | INSMED INC | 12,022,000 | $10.08M | 0.7% | $1.00 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | PG&E CORP | 67,270 | $10.08M | 0.7% | $111.72 | — | UNIT 08/16/2023 | 69331C140 |
| — | PENNYMAC CORP | 10,717,000 | $10.07M | 0.7% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | ARRAY TECHNOLOGIES INC | 8,572,000 | $9.806M | 0.7% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | SUMMIT HOTEL PPTYS | 11,422,000 | $9.702M | 0.7% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | LENDINGTREE INC | 12,537,000 | $9.653M | 0.7% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | BANK AMERICA CORP | 8,200 | $9.609M | 0.7% | $1249.56 | — | 7.25%CNV PFD L | 060505682 |
| — | HAEMONETICS CORP MASS | 11,208,000 | $9.537M | 0.7% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | TRANSOCEAN INC | 5,949,000 | $9.495M | 0.7% | $1.28 | — | DEB 4.000%12/1 | 893830BT5 |
| — | LYFT INC | 10,600,000 | $9.492M | 0.7% | $0.90 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | CHART INDS INC | 143,135 | $9.288M | 0.7% | $63.96 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | BIOMARIN PHARMACEUTICAL INC | 9,386,000 | $9.22M | 0.6% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | PERFICIENT INC | 11,237,000 | $9.215M | 0.6% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | HUBSPOT INC | 4,719,000 | $9.018M | 0.6% | $1.69 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | ALPHATEC HLDGS INC | 7,762,000 | $9.002M | 0.6% | $1.16 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | BENTLEY SYS INC | 8,636,000 | $8.883M | 0.6% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | HELIX ENERGY SOLUTIONS GRP I | 6,724,000 | $8.882M | 0.6% | $1.30 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | JOHN BEAN TECHNOLOGIES CORP | 9,318,000 | $8.838M | 0.6% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | ZSCALER INC | 7,554,000 | $8.804M | 0.6% | $1.61 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | CHEESECAKE FACTORY INC | 10,429,000 | $8.747M | 0.6% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | JETBLUE AIRWAYS CORP | 10,606,000 | $8.71M | 0.6% | $0.80 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | NCL CORP LTD | 9,340,000 | $8.607M | 0.6% | $0.92 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | PARSONS CORP DEL | 7,439,000 | $8.514M | 0.6% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | PEBBLEBROOK HOTEL TR | 10,067,000 | $8.498M | 0.6% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | TYLER TEX INDPT SCH DIST | 8,228,000 | $8.475M | 0.6% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| LQD | ISHARES TR | 77,980 | $8.433M | 0.6% | $109.00 | — | IBOXX INV CP ETF | 464287242 |
| — | DIGITALOCEAN HLDGS INC | 10,638,000 | $8.309M | 0.6% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | REVANCE THERAPEUTICS INC | 7,818,000 | $8.24M | 0.6% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | EURONET WORLDWIDE INC | 8,350,000 | $8.105M | 0.6% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | EXACT SCIENCES CORP | 7,909,000 | $8.092M | 0.6% | $1.02 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | SEA LTD | 7,828,000 | $7.945M | 0.6% | $1.22 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | DROPBOX INC | 8,210,000 | $7.853M | 0.6% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| — | MERCADOLIBRE INC | 2,747,000 | $7.509M | 0.5% | $2.75 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | IMPINJ INC | 6,828,000 | $7.383M | 0.5% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | KBR INC | 2,860,000 | $7.316M | 0.5% | $2.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | PAGERDUTY INC | 7,657,000 | $7.267M | 0.5% | $1.05 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | AFFIRM HLDGS INC | 9,784,000 | $7.222M | 0.5% | $0.74 | — | NOTE 11/1 | 00827BAB2 |
| — | AKAMAI TECHNOLOGIES INC | 6,749,000 | $7.2M | 0.5% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ETSY INC | 8,570,000 | $7.143M | 0.5% | $1.20 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | EVOLENT HEALTH INC | 6,236,000 | $7.113M | 0.5% | $1.12 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | CONFLUENT INC | 8,549,000 | $7.098M | 0.5% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | ATI INC | 2,434,000 | $7.046M | 0.5% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | PATRICK INDS INC | 7,145,000 | $6.938M | 0.5% | $0.95 | — | NOTE 1.750%12/0 | 703343AG8 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 142,563 | $6.796M | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | BOX INC | 5,419,000 | $6.73M | 0.5% | $1.24 | — | NOTE 1/1 | 10316TAB0 |
| — | MICROSTRATEGY INC | 5,817,000 | $6.29M | 0.4% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | DRAFTKINGS INC NEW | 8,385,000 | $6.255M | 0.4% | $0.75 | — | NOTE 3/1 | 26142RAB0 |
| — | APOLLO COML REAL ESTATE FIN | 6,250,000 | $6.191M | 0.4% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MFA FINL INC | 6,250,000 | $6.164M | 0.4% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | ITRON INC | 6,759,000 | $5.994M | 0.4% | $0.78 | — | NOTE 3/1 | 465741AN6 |
| — | LIBERTY MEDIA CORP DEL | 5,171,000 | $5.98M | 0.4% | $1.22 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | STRIDE INC | 6,092,000 | $5.825M | 0.4% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,646,000 | $5.702M | 0.4% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | H WORLD GROUP LTD | 4,996,000 | $5.648M | 0.4% | $1.22 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 4,334,000 | $5.595M | 0.4% | $1.29 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | IMAX CORP | 6,071,000 | $5.548M | 0.4% | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | AMERICAN ELEC PWR CO INC | 107,745 | $5.327M | 0.4% | $56.04 | — | UNIT 08/15/2023 | 02557T307 |
| — | HALOZYME THERAPEUTICS INC | 6,295,000 | $5.228M | 0.4% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| CWB | SPDR SER TR | 74,621 | $5.22M | 0.4% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| — | NATERA INC | 3,583,000 | $5.17M | 0.4% | $1.44 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 5,119,000 | $4.743M | 0.3% | $1.09 | — | NOTE 1/1 | 57164YAD9 |
| — | ASCENDIS PHARMA A/S | 5,013,000 | $4.549M | 0.3% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | AIRBNB INC | 5,184,000 | $4.52M | 0.3% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | ZILLOW GROUP INC | 3,498,000 | $4.399M | 0.3% | $1.26 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | SOLAREDGE TECHNOLOGIES INC | 3,707,000 | $4.397M | 0.3% | $1.19 | — | NOTE 9/1 | 83417MAD6 |
| IEMG | ISHARES INC | 86,797 | $4.278M | 0.3% | $53.39 | — | CORE MSCI EMKT | 46434G103 |
| — | VERINT SYSTEMS INC | 4,634,000 | $4.084M | 0.3% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| MSFT | MICROSOFT CORP | 11,803 | $4.019M | 0.3% | $38.41 | +699.8% | COM | 594918104 |
| — | AES CORP | 48,750 | $3.962M | 0.3% | $102.14 | — | UNIT 02/15/2024 | 00130H204 |
| — | TWO HARBORS INVENTMENT CORPO | 4,500,000 | $3.96M | 0.3% | $0.99 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | LUMENTUM HLDGS INC | 4,380,000 | $3.865M | 0.3% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| DXJ | WISDOMTREE TR | 45,880 | $3.82M | 0.3% | $83.25 | — | JAPN HEDGE EQT | 97717W851 |
| — | NCL CORP LTD | 2,750,000 | $3.768M | 0.3% | $1.37 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | ALTERYX INC | 4,491,000 | $3.75M | 0.3% | $0.79 | — | NOTE 1.000% 8/0 | 02156BAF0 |
| — | GRANITE PT MTG TR INC | 3,816,000 | $3.683M | 0.3% | $0.97 | — | NOTE 6.375%10/0 | 38741LAC1 |
| — | REDWOOD TRUST INC | 3,541,000 | $3.36M | 0.2% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | PROSPECT CAP CORP | 3,406,000 | $3.354M | 0.2% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | READY CAPITAL CORP | 132,722 | $3.311M | 0.2% | $25.85 | — | 7% CN SR NT 2023 | 75574U200 |
| — | UPWORK INC | 4,000,000 | $3.24M | 0.2% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | RINGCENTRAL INC | 3,500,000 | $3.218M | 0.2% | $0.83 | — | NOTE 3/0 | 76680RAF4 |
| — | ENVISTA HOLDINGS CORPORATION | 1,915,000 | $3.208M | 0.2% | $1.68 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | GREENBRIER COS INC | 3,250,000 | $3.2M | 0.2% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| AAPL | APPLE INC | 16,221 | $3.146M | 0.2% | $83.72 | +105.5% | COM | 037833100 |
| — | NEUROCRINE BIOSCIENCES INC | 2,443,000 | $3.109M | 0.2% | $1.46 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | MAGNITE INC | 3,675,000 | $3.091M | 0.2% | $0.78 | — | NOTE 0.250% 3/1 | 55955DAB6 |
| — | PDD HOLDINGS INC | 3,000,000 | $2.913M | 0.2% | $0.95 | — | NOTE 12/0 | 722304AC6 |
| — | HERBALIFE LTD | 3,000,000 | $2.906M | 0.2% | $0.91 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | 8X8 INC NEW | 3,050,000 | $2.897M | 0.2% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | SPIRIT AIRLS INC | 3,550,000 | $2.868M | 0.2% | $0.87 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | CHEGG INC | 3,250,000 | $2.863M | 0.2% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| XME | SPDR SER TR | 56,197 | $2.856M | 0.2% | $50.82 | — | S&P METALS MNG | 78464A755 |
| — | NISOURCE INC | 27,110 | $2.771M | 0.2% | $118.14 | — | UNIT 12/01/2023 | 65473P121 |
| — | BENTLEY SYS INC | 3,050,000 | $2.754M | 0.2% | $0.75 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| IWN | ISHARES TR | 19,517 | $2.748M | 0.2% | $140.80 | — | RUS 2000 VAL ETF | 464287630 |
| — | UPSTART HLDGS INC | 4,000,000 | $2.73M | 0.2% | $0.68 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | NEW MTN FIN CORP | 2,750,000 | $2.73M | 0.2% | $0.99 | — | NOTE 5.750% 8/1 | 647551AC4 |
| — | NEW YORK CMNTY CAP TR V | 64,890 | $2.622M | 0.2% | $45.86 | — | UNIT 05/07/2051 | 64944P307 |
| — | SNAP INC | 3,500,000 | $2.59M | 0.2% | $0.71 | — | NOTE 5/0 | 83304AAF3 |
| — | I3 VERTICALS LLC | 2,750,000 | $2.515M | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | HANNON ARMSTRONG SUST INFR C | 2,500,000 | $2.475M | 0.2% | $0.99 | — | NOTE 8/1 | 41068XAD2 |
| — | AKAMAI TECHNOLOGIES INC | 2,377,000 | $2.296M | 0.2% | $0.99 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | RWT HLDGS INC | 2,500,000 | $2.162M | 0.2% | $0.97 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | Q2 HLDGS INC | 2,500,000 | $2.16M | 0.2% | $0.86 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | JAZZ INVESTMENTS I LTD | 2,250,000 | $2.139M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NRG ENERGY INC | 2,000,000 | $2.111M | 0.1% | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | SPLUNK INC | 2,135,000 | $2.11M | 0.1% | $0.99 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ENVESTNET INC | 2,242,000 | $2.057M | 0.1% | $0.84 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | SUNNOVA ENERGY INTL INC. | 2,500,000 | $1.959M | 0.1% | $0.80 | — | NOTE 0.250%12/0 | 86745KAF1 |
| GOOGL | ALPHABET INC | 15,802 | $1.891M | 0.1% | $106.43 | +7.3% | CAP STK CL A | 02079K305 |
| — | CERIDIAN HCM HLDG INC | 2,116,000 | $1.862M | 0.1% | $0.87 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | CERENCE INC | 1,738,000 | $1.86M | 0.1% | $1.07 | — | NOTE 3.000% 6/0 | 156727AB5 |
| — | SABRE GLBL INC | 2,294,000 | $1.778M | 0.1% | $0.78 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | PENNYMAC CORP | 2,000,000 | $1.775M | 0.1% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | KAMAN CORP | 1,817,000 | $1.75M | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | MITEK SYS INC | 2,000,000 | $1.735M | 0.1% | $0.81 | — | NOTE 0.750% 2/0 | 606710AA9 |
| AMZN | AMAZON COM INC | 12,847 | $1.675M | 0.1% | $119.83 | -4.7% | COM | 023135106 |
| — | ENCORE CAP EUROPE FIN LTD | 1,500,000 | $1.65M | 0.1% | $1.11 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| — | INNOVIVA INC | 1,530,000 | $1.511M | 0.1% | $1.02 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | JAMF HLDG CORP | 1,750,000 | $1.5M | 0.1% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | FIVE9 INC | 1,543,000 | $1.487M | 0.1% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| NVDA | NVIDIA CORPORATION | 3,460 | $1.464M | 0.1% | $16.76 | +98.0% | COM | 67066G104 |
| TBF | PROSHARES TR | 65,000 | $1.41M | 0.1% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| — | PROGRESS SOFTWARE CORP | 1,250,000 | $1.369M | 0.1% | $0.96 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | MESA LABS INC | 1,500,000 | $1.339M | 0.1% | $0.90 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.199M | 0.1% | $74.42 | +69.0% | COM | 494368103 |
| XLU | SELECT SECTOR SPDR TR | 17,929 | $1.173M | 0.1% | $46.74 | — | SBI INT-UTILS | 81369Y886 |
| — | ON SEMICONDUCTOR CORP | 631,000 | $1.159M | 0.1% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| META | META PLATFORMS INC | 3,863 | $1.109M | 0.1% | $75.34 | +225.3% | CL A | 30303M102 |
| — | BLOCK INC | 1,088,000 | $1.025M | 0.1% | $1.14 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | REDWOOD TRUST INC | 1,000,000 | $989K | 0.1% | $0.98 | — | NOTE 4.750% 8/1 | 758075AC9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,763 | $942K | 0.1% | $137.39 | +137.6% | CL B NEW | 084670702 |
| — | COHERUS BIOSCIENCES INC | 1,500,000 | $919K | 0.1% | $0.85 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | SPLUNK INC | 1,060,000 | $914K | 0.1% | $0.95 | — | NOTE 1.125% 6/1 | 848637AF1 |
| L | LOEWS CORP | 13,232 | $786K | 0.1% | $42.08 | +36.4% | COM | 540424108 |
| PG | PROCTER AND GAMBLE CO | 4,965 | $753K | 0.1% | $58.66 | +140.9% | COM | 742718109 |
| UNH | UNITEDHEALTH GROUP INC | 1,517 | $729K | 0.1% | $64.23 | +623.8% | COM | 91324P102 |
| JNJ | JOHNSON & JOHNSON | 4,212 | $697K | 0.0% | $69.14 | +115.3% | COM | 478160104 |
| — | WOLFSPEED INC | 859,000 | $658K | 0.0% | $0.77 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | SNAP INC | 707,000 | $652K | 0.0% | $1.33 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| IWD | ISHARES TR | 4,020 | $634K | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| JPM | JPMORGAN CHASE & CO | 4,334 | $630K | 0.0% | $37.03 | +250.2% | COM | 46625H100 |
| — | INNOVIVA INC | 735,000 | $602K | 0.0% | $0.78 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| TSLA | TESLA INC | 2,260 | $592K | 0.0% | $246.82 | -19.0% | COM | 88160R101 |
| — | RINGCENTRAL INC | 702,000 | $583K | 0.0% | $0.83 | — | NOTE 3/1 | 76680RAH0 |
| — | UNITY SOFTWARE INC | 729,000 | $582K | 0.0% | $0.80 | — | NOTE 11/1 | 91332UAB7 |
| AVGO | BROADCOM INC | 660 | $573K | 0.0% | $19.73 | +248.5% | COM | 11135F101 |
| — | VAIL RESORTS INC | 604,000 | $539K | 0.0% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| V | VISA INC | 2,264 | $538K | 0.0% | $79.55 | +182.2% | COM CL A | 92826C839 |
| IYR | ISHARES TR | 6,179 | $535K | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| COST | COSTCO WHSL CORP NEW | 941 | $507K | 0.0% | $119.70 | +307.0% | COM | 22160K105 |
| PFE | PFIZER INC | 13,806 | $506K | 0.0% | $17.09 | +94.4% | COM | 717081103 |
| MRK | MERCK & CO INC | 4,356 | $503K | 0.0% | $40.85 | +155.7% | COM | 58933Y105 |
| BAC | BANK AMERICA CORP | 16,942 | $486K | 0.0% | $11.46 | +132.2% | COM | 060505104 |
| — | INTEGRA LIFESCIENCES HLDGS C | 525,000 | $479K | 0.0% | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| PEP | PEPSICO INC | 2,510 | $465K | 0.0% | $56.46 | +202.1% | COM | 713448108 |
| — | BLOOM ENERGY CORP | 379,000 | $459K | 0.0% | $1.21 | — | NOTE 2.500% 8/1 | 093712AH0 |
| MCD | MCDONALDS CORP | 1,484 | $443K | 0.0% | $88.23 | +209.5% | COM | 580135101 |
| ORCL | ORACLE CORP | 3,694 | $440K | 0.0% | $30.91 | +224.7% | COM | 68389X105 |
| KO | COCA COLA CO | 7,283 | $439K | 0.0% | $28.21 | +103.3% | COM | 191216100 |
| — | IONIS PHARMACEUTICALS INC | 460,000 | $434K | 0.0% | $0.99 | — | NOTE 4/0 | 462222AD2 |
| — | ENPHASE ENERGY INC | 455,000 | $428K | 0.0% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| CSCO | CISCO SYS INC | 8,205 | $425K | 0.0% | $16.25 | +180.1% | COM | 17275R102 |
| ABT | ABBOTT LABS | 3,839 | $419K | 0.0% | $29.00 | +249.9% | COM | 002824100 |
| UNP | UNION PAC CORP | 2,032 | $416K | 0.0% | $73.21 | +155.4% | COM | 907818108 |
| — | CARNIVAL CORP | 210,000 | $415K | 0.0% | $1.97 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | LIVE NATION ENTERTAINMENT IN | 380,000 | $403K | 0.0% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| MA | MASTERCARD INCORPORATED | 1,022 | $402K | 0.0% | $74.60 | +395.8% | CL A | 57636Q104 |
| AGG | ISHARES TR | 4,053 | $397K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | GUARDANT HEALTH INC | 552,000 | $395K | 0.0% | $0.71 | — | NOTE 11/1 | 40131MAB5 |
| — | FTI CONSULTING INC | 210,000 | $394K | 0.0% | $1.38 | — | NOTE 2.000% 8/1 | 302941AP4 |
| CVX | CHEVRON CORP NEW | 2,388 | $376K | 0.0% | $79.58 | +80.0% | COM | 166764100 |
| HD | HOME DEPOT INC | 1,179 | $366K | 0.0% | $65.33 | +323.1% | COM | 437076102 |
| DHR | DANAHER CORPORATION | 1,522 | $365K | 0.0% | $125.27 | +66.6% | COM | 235851102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,186 | $360K | 0.0% | $46.08 | +127.2% | COM | 45866F104 |
| — | DEXCOM INC | 111,000 | $346K | 0.0% | $2.05 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | ETSY INC | 291,000 | $344K | 0.0% | $2.12 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| AMAT | APPLIED MATLS INC | 2,280 | $330K | 0.0% | $51.23 | +138.6% | COM | 038222105 |
| AMGN | AMGEN INC | 1,481 | $329K | 0.0% | $88.03 | +142.7% | COM | 031162100 |
| CRM | SALESFORCE INC | 1,549 | $327K | 0.0% | $173.15 | +16.5% | COM | 79466L302 |
| ABBV | ABBVIE INC | 2,420 | $326K | 0.0% | $32.31 | +313.8% | COM | 00287Y109 |
| ETN | EATON CORP PLC | 1,549 | $312K | 0.0% | $74.77 | +127.8% | SHS | G29183103 |
| CMCSA | COMCAST CORP NEW | 7,426 | $309K | 0.0% | $27.74 | +32.1% | CL A | 20030N101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 591 | $308K | 0.0% | $124.96 | +328.4% | COM | 883556102 |
| WFC | WELLS FARGO CO NEW | 7,098 | $303K | 0.0% | $23.98 | +57.0% | COM | 949746101 |
| ADBE | ADOBE SYSTEMS INCORPORATED | 616 | $301K | 0.0% | $217.25 | +85.4% | COM | 00724F101 |
| SLB | SCHLUMBERGER LTD | 6,056 | $297K | 0.0% | $26.00 | +71.2% | COM STK | 806857108 |
| DHI | D R HORTON INC | 2,413 | $294K | 0.0% | $64.70 | +64.8% | COM | 23331A109 |
| — | PACIRA BIOSCIENCES INC | 314,000 | $290K | 0.0% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| BA | BOEING CO | 1,319 | $279K | 0.0% | $182.45 | +13.9% | COM | 097023105 |
| — | LIBERTY MEDIA CORP DEL | 3,597 | $271K | 0.0% | $42.82 | — | COM SER C FRMLA | 531229854 |
| HON | HONEYWELL INTL INC | 1,302 | $270K | 0.0% | $73.48 | +138.9% | COM | 438516106 |
| ACN | ACCENTURE PLC IRELAND | 831 | $256K | 0.0% | $142.15 | +96.8% | SHS CLASS A | G1151C101 |
| DIS | DISNEY WALT CO | 2,866 | $256K | 0.0% | $80.72 | +14.7% | COM | 254687106 |
| CAT | CATERPILLAR INC | 1,026 | $252K | 0.0% | $195.46 | +9.4% | COM | 149123101 |
| — | NEXTERA ENERGY INC | 5,150 | $251K | 0.0% | $48.52 | — | UNIT 09/01/2023 | 65339F739 |
| VZ | VERIZON COMMUNICATIONS INC | 6,591 | $245K | 0.0% | $28.61 | +9.1% | COM | 92343V104 |
| — | SAREPTA THERAPEUTICS INC | 141,000 | $238K | 0.0% | $1.76 | — | DBCV 1.500%11/1 | 803607AB6 |
| WMT | WALMART INC | 1,484 | $233K | 0.0% | $20.94 | +133.8% | COM | 931142103 |
| SGI | TEMPUR SEALY INTL INC | 5,568 | $223K | 0.0% | $30.08 | +25.0% | COM | 88023U101 |
| LMT | LOCKHEED MARTIN CORP | 484 | $223K | 0.0% | $243.60 | +77.1% | COM | 539830109 |
| PH | PARKER-HANNIFIN CORP | 564 | $220K | 0.0% | $275.48 | +19.2% | COM | 701094104 |
| LLY | LILLY ELI & CO | 457 | $214K | 0.0% | $411.47 | 0.0% | COM | 532457108 |
| KKR | KKR & CO INC | 3,811 | $213K | 0.0% | $47.56 | +8.1% | COM | 48251W104 |
| NOW | SERVICENOW INC | 375 | $211K | 0.0% | $43.97 | +127.4% | COM | 81762P102 |
| MDT | MEDTRONIC PLC | 2,356 | $208K | 0.0% | $59.40 | +33.7% | SHS | G5960L103 |
| NKE | NIKE INC | 1,858 | $205K | 0.0% | $78.77 | +41.3% | CL B | 654106103 |
| INTC | INTEL CORP | 6,070 | $203K | 0.0% | $22.17 | +38.6% | COM | 458140100 |
| RIG | TRANSOCEAN LTD | 14,548 | $102K | 0.0% | $6.42 | -3.7% | REG SHS | H8817H100 |
| — | NICE LTD | 35,000 | $33,908 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |