CIK: 0000938487 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 3, 2023
Total Value ($000): $1,222,498 (24.0% shares, 76.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 192,868 | $82,823 | 6.8% | $314.51 | — | CORE S&P500 ETF | 464287200 |
| — | PIONEER NAT RES CO | 13,912,000 | $34,076 | 2.8% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | BOOKING HOLDINGS INC | 18,800,000 | $31,396 | 2.6% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SOUTHWEST AIRLS CO | 27,762,000 | $27,790 | 2.3% | $1.27 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | WELLS FARGO CO NEW | 21,073 | $23,444 | 1.9% | $1224.85 | — | PERP PFD CNV A | 949746804 |
| — | PALO ALTO NETWORKS INC | 9,919,000 | $23,364 | 1.9% | $2.01 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | SNAP INC | 29,683,000 | $20,452 | 1.7% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| IEF | ISHARES TR | 215,147 | $19,705 | 1.6% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| VXUS | VANGUARD STAR FDS | 353,811 | $18,936 | 1.5% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | UBER TECHNOLOGIES INC | 19,096,000 | $17,815 | 1.5% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | FORD MTR CO DEL | 17,508,000 | $17,202 | 1.4% | $1.15 | — | NOTE 3/1 | 345370CZ1 |
| — | DEXCOM INC | 17,213,000 | $16,223 | 1.3% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | ROYAL CARIBBEAN GROUP | 7,959,000 | $15,691 | 1.3% | $1.97 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | APOLLO GLOBAL MGMT INC | 285,505 | $15,646 | 1.3% | $54.80 | — | SER A MAND CNV | 03769M304 |
| — | WESTERN DIGITAL CORP. | 14,971,000 | $14,716 | 1.2% | $0.98 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SHIFT4 PMTS INC | 14,716,000 | $14,481 | 1.2% | $1.06 | — | NOTE 12/1 | 82452JAB5 |
| — | ZILLOW GROUP INC | 12,034,000 | $12,353 | 1.0% | $1.05 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | CONMED CORP | 12,934,000 | $12,313 | 1.0% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | BANK AMERICA CORP | 11,059 | $12,303 | 1.0% | $1214.13 | — | 7.25%CNV PFD L | 060505682 |
| — | EXACT SCIENCES CORP | 13,540,000 | $11,686 | 1.0% | $0.96 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | ARES CAPITAL CORP | 10,987,000 | $11,145 | 0.9% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | CABLE ONE INC | 14,846,000 | $11,045 | 0.9% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | HELIX ENERGY SOLUTIONS GRP I | 6,324,000 | $10,880 | 0.9% | $1.30 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | MONGODB INC | 6,262,000 | $10,702 | 0.9% | $1.98 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | WAYFAIR INC | 12,942,000 | $10,580 | 0.9% | $0.80 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PENNYMAC CORP | 10,814,000 | $10,544 | 0.9% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | DATADOG INC | 8,906,000 | $10,451 | 0.9% | $1.20 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MICROCHIP TECHNOLOGY INC. | 9,829,000 | $10,320 | 0.8% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| FLOT | ISHARES TR | 200,791 | $10,218 | 0.8% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | TRANSOCEAN INC | 5,657,000 | $10,137 | 0.8% | $1.28 | — | DEB 4.000%12/1 | 893830BT5 |
| — | HALOZYME THERAPEUTICS INC | 10,815,000 | $10,099 | 0.8% | $0.93 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | UPSTART HLDGS INC | 15,218,000 | $10,053 | 0.8% | $0.67 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | AMERICAN AIRLINES GROUP INC | 9,187,000 | $9,803 | 0.8% | $1.25 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | EQT CORP | 3,520,000 | $9,770 | 0.8% | $2.01 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | LENDINGTREE INC | 12,194,000 | $9,603 | 0.8% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | BILL HOLDINGS INC | 9,406,000 | $9,453 | 0.8% | $1.06 | — | NOTE 12/0 | 090043AB6 |
| — | DISH NETWORK CORPORATION | 15,703,000 | $9,438 | 0.8% | $0.60 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | HAEMONETICS CORP MASS | 10,872,000 | $9,431 | 0.8% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | ALPHATEC HLDGS INC | 9,780,000 | $9,370 | 0.8% | $1.12 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | INSMED INC | 9,325,000 | $9,250 | 0.8% | $1.00 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | SUMMIT HOTEL PPTYS | 10,829,000 | $9,096 | 0.7% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | CHART INDS INC | 134,805 | $8,991 | 0.7% | $63.96 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | WAYFAIR INC | 7,400,000 | $8,910 | 0.7% | $1.20 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | PARSONS CORP DEL | 6,964,000 | $8,841 | 0.7% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | NEXTERA ENERGY INC | 229,110 | $8,624 | 0.7% | $47.50 | — | UNIT 09/01/2025 | 65339F713 |
| — | PERFICIENT INC | 10,738,000 | $8,604 | 0.7% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | LIBERTY MEDIA CORP DEL | 8,757,000 | $8,521 | 0.7% | $0.97 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | JAZZ INVESTMENTS I LTD | 8,363,000 | $8,515 | 0.7% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,726,000 | $8,464 | 0.7% | $1.03 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | PEBBLEBROOK HOTEL TR | 10,202,000 | $8,462 | 0.7% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | AFFIRM HLDGS INC | 11,295,000 | $8,429 | 0.7% | $0.74 | — | NOTE 11/1 | 00827BAB2 |
| — | CHEESECAKE FACTORY INC | 10,004,000 | $8,266 | 0.7% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | EXPEDIA GROUP INC | 9,347,000 | $8,121 | 0.7% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| — | DROPBOX INC | 8,495,000 | $8,045 | 0.7% | $0.94 | — | NOTE 3/0 | 26210CAD6 |
| LQD | ISHARES TR | 77,853 | $7,943 | 0.6% | $109.00 | — | IBOXX INV CP ETF | 464287242 |
| — | JOHN BEAN TECHNOLOGIES CORP | 8,769,000 | $7,866 | 0.6% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | HUBSPOT INC | 4,379,000 | $7,803 | 0.6% | $1.69 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | APOLLO COML REAL ESTATE FIN | 7,750,000 | $7,711 | 0.6% | $0.97 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | MFA FINL INC | 7,750,000 | $7,692 | 0.6% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| BIL | SPDR SER TR | 83,381 | $7,656 | 0.6% | $91.82 | — | BLOOMBERG 1-3 MO | 78468R663 |
| — | TYLER TEX INDPT SCH DIST | 7,794,000 | $7,525 | 0.6% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | AKAMAI TECHNOLOGIES INC | 6,345,000 | $7,483 | 0.6% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BENTLEY SYS INC | 7,679,000 | $7,410 | 0.6% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | ZSCALER INC | 6,106,000 | $7,333 | 0.6% | $1.61 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | NCL CORP LTD | 8,729,000 | $7,223 | 0.6% | $0.92 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | ITRON INC | 8,262,000 | $7,105 | 0.6% | $0.80 | — | NOTE 3/1 | 465741AN6 |
| — | DIGITALOCEAN HLDGS INC | 9,253,000 | $7,073 | 0.6% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | DISH NETWORK CORPORATION | 10,272,000 | $6,857 | 0.6% | $0.67 | — | NOTE 12/1 | 25470MAF6 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 140,229 | $6,624 | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | POST HLDGS INC | 6,528,000 | $6,473 | 0.5% | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | PATRICK INDS INC | 6,847,000 | $6,460 | 0.5% | $0.95 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,547,000 | $6,301 | 0.5% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | CONFLUENT INC | 7,566,000 | $6,171 | 0.5% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | SAREPTA THERAPEUTICS INC | 5,481,998 | $6,123 | 0.5% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | BRIDGEBIO PHARMA INC | 8,217,000 | $6,122 | 0.5% | $0.74 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | EURONET WORLDWIDE INC | 6,635,000 | $6,096 | 0.5% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | DRAFTKINGS INC NEW | 8,046,000 | $6,087 | 0.5% | $0.75 | — | NOTE 3/1 | 26142RAB0 |
| — | ARRAY TECHNOLOGIES INC | 5,292,000 | $6,028 | 0.5% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | ATI INC | 2,241,000 | $6,027 | 0.5% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | STRIDE INC | 5,715,000 | $6,004 | 0.5% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | KBR INC | 2,539,000 | $5,964 | 0.5% | $2.11 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | INSULET CORP | 5,957,000 | $5,826 | 0.5% | $1.34 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | DISH NETWORK CORPORATION | 6,043,000 | $5,801 | 0.5% | $0.96 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | MICROSTRATEGY INC | 5,311,000 | $5,716 | 0.5% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | JETBLUE AIRWAYS CORP | 7,176,000 | $5,548 | 0.5% | $0.80 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | REVANCE THERAPEUTICS INC | 6,877,000 | $5,528 | 0.5% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | IMAX CORP | 5,893,000 | $5,495 | 0.4% | $0.91 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | CLOUDFLARE INC | 6,270,000 | $5,330 | 0.4% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | NCL CORP LTD | 4,353,000 | $5,060 | 0.4% | $1.29 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| CWB | SPDR SER TR | 74,292 | $5,037 | 0.4% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| — | SUNNOVA ENERGY INTL INC. | 7,860,000 | $4,830 | 0.4% | $0.61 | — | NOTE 2.625% 2/1 | 86745KAH7 |
| — | CYBERARK SOFTWARE LTD | 4,111,000 | $4,738 | 0.4% | $1.09 | — | NOTE 11/1 | 23248VAB1 |
| — | COINBASE GLOBAL INC | 6,239,000 | $4,683 | 0.4% | $0.75 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | TWO HARBORS INVENTMENT CORPO | 5,000,000 | $4,600 | 0.4% | $0.98 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | ALNYLAM PHARMACEUTICALS INC | 4,896,000 | $4,517 | 0.4% | $0.92 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| BUFR | FIRST TR EXCHNG TRADED FD VI | 184,280 | $4,513 | 0.4% | $24.49 | — | CBOE VEST US EQ | 33740F755 |
| — | NATERA INC | 3,407,000 | $4,506 | 0.4% | $1.44 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | MICROSTRATEGY INC | 6,078,000 | $4,232 | 0.3% | $0.70 | — | NOTE 2/1 | 594972AE1 |
| XME | SPDR SER TR | 80,198 | $4,210 | 0.3% | $51.32 | — | S&P METALS MNG | 78464A755 |
| IEMG | ISHARES INC | 86,757 | $4,129 | 0.3% | $53.39 | — | CORE MSCI EMKT | 46434G103 |
| — | ASCENDIS PHARMA A/S | 4,508,000 | $4,114 | 0.3% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | AIRBNB INC | 4,625,000 | $4,070 | 0.3% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | LIVENT CORP | 1,864,000 | $4,037 | 0.3% | $2.17 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| DXJ | WISDOMTREE TR | 45,676 | $4,031 | 0.3% | $83.25 | — | JAPN HEDGE EQT | 97717W851 |
| — | ZILLOW GROUP INC | 3,326,000 | $3,963 | 0.3% | $1.26 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | HALOZYME THERAPEUTICS INC | 4,577,000 | $3,862 | 0.3% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | NUTANIX INC | 4,325,000 | $3,860 | 0.3% | $0.89 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | IMPINJ INC | 4,424,000 | $3,835 | 0.3% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | AKAMAI TECHNOLOGIES INC | 3,672,000 | $3,824 | 0.3% | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| MSFT | MICROSOFT CORP | 11,718 | $3,700 | 0.3% | $38.41 | +745.0% | COM | 594918104 |
| — | CERIDIAN HCM HLDG INC | 4,116,000 | $3,620 | 0.3% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | LYFT INC | 3,800,000 | $3,492 | 0.3% | $0.90 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | REDWOOD TRUST INC | 3,541,000 | $3,470 | 0.3% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | NEUROCRINE BIOSCIENCES INC | 2,296,000 | $3,406 | 0.3% | $1.46 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | LUMENTUM HLDGS INC | 4,048,000 | $3,392 | 0.3% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | PROSPECT CAP CORP | 3,406,000 | $3,377 | 0.3% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | UPWORK INC | 4,000,000 | $3,282 | 0.3% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | CYTOKINETICS INC | 3,534,000 | $2,997 | 0.2% | $0.85 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | PDD HOLDINGS INC | 3,000,000 | $2,959 | 0.2% | $0.95 | — | NOTE 12/0 | 722304AC6 |
| — | SPIRIT AIRLS INC | 3,550,000 | $2,952 | 0.2% | $0.87 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | HERBALIFE LTD | 3,000,000 | $2,928 | 0.2% | $0.91 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | CHEGG INC | 3,250,000 | $2,922 | 0.2% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | GREENBRIER COS INC | 3,087,000 | $2,908 | 0.2% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | 8X8 INC NEW | 3,050,000 | $2,903 | 0.2% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | AES CORP | 46,405 | $2,832 | 0.2% | $102.14 | — | UNIT 02/15/2024 | 00130H204 |
| — | RWT HLDGS INC | 3,000,000 | $2,776 | 0.2% | $0.96 | — | NOTE 5.750%10/0 | 749772AD1 |
| AAPL | APPLE INC | 16,011 | $2,741 | 0.2% | $83.72 | +116.6% | COM | 037833100 |
| — | RBC BEARINGS INC | 24,345 | $2,685 | 0.2% | $110.27 | — | 5% CNV PFD SR A | 75524B203 |
| IWN | ISHARES TR | 19,435 | $2,634 | 0.2% | $140.80 | — | RUS 2000 VAL ETF | 464287630 |
| — | SNAP INC | 3,500,000 | $2,594 | 0.2% | $0.71 | — | NOTE 5/0 | 83304AAF3 |
| — | I3 VERTICALS LLC | 2,750,000 | $2,558 | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | VERINT SYSTEMS INC | 2,855,000 | $2,437 | 0.2% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | NEW YORK CMNTY CAP TR V | 64,890 | $2,369 | 0.2% | $45.86 | — | UNIT 05/07/2051 | 64944P307 |
| — | BENTLEY SYS INC | 2,550,000 | $2,203 | 0.2% | $0.75 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | JAZZ INVESTMENTS I LTD | 2,250,000 | $2,168 | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | PENNYMAC CORP | 2,400,000 | $2,154 | 0.2% | $0.94 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | NRG ENERGY INC | 2,000,000 | $2,116 | 0.2% | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | ENVESTNET INC | 2,228,000 | $2,052 | 0.2% | $0.84 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| GOOGL | ALPHABET INC | 15,642 | $2,047 | 0.2% | $106.43 | +20.6% | CAP STK CL A | 02079K305 |
| — | SUNNOVA ENERGY INTL INC. | 3,000,000 | $1,934 | 0.2% | $0.77 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | BLOCK INC | 2,052,000 | $1,902 | 0.2% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | ZIFF DAVIS INC | 2,000,000 | $1,839 | 0.2% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | KAMAN CORP | 1,817,000 | $1,764 | 0.1% | $1.14 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | MITEK SYS INC | 2,000,000 | $1,740 | 0.1% | $0.81 | — | NOTE 0.750% 2/0 | 606710AA9 |
| TBF | PROSHARES TR | 65,000 | $1,635 | 0.1% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| AMZN | AMAZON COM INC | 12,692 | $1,613 | 0.1% | $119.83 | +11.8% | COM | 023135106 |
| — | REALOGY GRP LLC/REALOGY CO | 2,000,000 | $1,520 | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | INNOVIVA INC | 1,530,000 | $1,509 | 0.1% | $1.02 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| NVDA | NVIDIA CORPORATION | 3,420 | $1,488 | 0.1% | $16.76 | +167.2% | COM | 67066G104 |
| — | JAMF HLDG CORP | 1,750,000 | $1,466 | 0.1% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | MESA LABS INC | 1,500,000 | $1,346 | 0.1% | $0.90 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| XLU | SELECT SECTOR SPDR TR | 20,588 | $1,213 | 0.1% | $48.31 | — | SBI INT-UTILS | 81369Y886 |
| META | META PLATFORMS INC | 3,828 | $1,149 | 0.1% | $75.34 | +297.1% | CL A | 30303M102 |
| — | COHERUS BIOSCIENCES INC | 1,750,000 | $1,063 | 0.1% | $0.81 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1,050 | 0.1% | $74.42 | +58.2% | COM | 494368103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,738 | $959 | 0.1% | $137.39 | +158.2% | CL B NEW | 084670702 |
| — | ON SEMICONDUCTOR CORP | 522,000 | $940 | 0.1% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| — | MIDDLEBY CORP | 801,000 | $897 | 0.1% | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | Q2 HLDGS INC | 1,000,000 | $872 | 0.1% | $0.86 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| L | LOEWS CORP | 13,232 | $838 | 0.1% | $42.08 | +47.0% | COM | 540424108 |
| UNH | UNITEDHEALTH GROUP INC | 1,502 | $757 | 0.1% | $64.23 | +631.7% | COM | 91324P102 |
| — | BLOCK INC | 1,000,000 | $751 | 0.1% | $0.75 | — | NOTE 0.250%11/0 | 852234AK9 |
| PG | PROCTER AND GAMBLE CO | 4,920 | $718 | 0.1% | $58.66 | +145.7% | COM | 742718109 |
| — | INNOVIVA INC | 825,000 | $677 | 0.1% | $0.79 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| JNJ | JOHNSON & JOHNSON | 4,167 | $649 | 0.1% | $69.14 | +121.7% | COM | 478160104 |
| JPM | JPMORGAN CHASE & CO | 4,279 | $621 | 0.1% | $37.03 | +284.3% | COM | 46625H100 |
| IWD | ISHARES TR | 4,020 | $610 | 0.0% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| — | SNAP INC | 680,000 | $596 | 0.0% | $1.33 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | RINGCENTRAL INC | 702,000 | $591 | 0.0% | $0.83 | — | NOTE 3/1 | 76680RAH0 |
| — | WOLFSPEED INC | 859,000 | $579 | 0.0% | $0.77 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | UNITY SOFTWARE INC | 729,000 | $577 | 0.0% | $0.80 | — | NOTE 11/1 | 91332UAB7 |
| TSLA | TESLA INC | 2,235 | $559 | 0.0% | $246.82 | +4.1% | COM | 88160R101 |
| AVGO | BROADCOM INC | 655 | $544 | 0.0% | $19.73 | +325.7% | COM | 11135F101 |
| COST | COSTCO WHSL CORP NEW | 931 | $526 | 0.0% | $119.70 | +344.6% | COM | 22160K105 |
| V | VISA INC | 2,239 | $515 | 0.0% | $79.55 | +196.9% | COM CL A | 92826C839 |
| — | VAIL RESORTS INC | 584,000 | $514 | 0.0% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| — | FIVE9 INC | 520,000 | $485 | 0.0% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | INTEGRA LIFESCIENCES HLDGS C | 525,000 | $479 | 0.0% | $0.97 | — | NOTE 0.500% 8/1 | 457985AM1 |
| IYR | ISHARES TR | 6,109 | $477 | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| BAC | BANK AMERICA CORP | 16,797 | $460 | 0.0% | $11.46 | +142.7% | COM | 060505104 |
| PFE | PFIZER INC | 13,681 | $454 | 0.0% | $17.09 | +78.9% | COM | 717081103 |
| — | IONIS PHARMACEUTICALS INC | 460,000 | $449 | 0.0% | $0.99 | — | NOTE 4/0 | 462222AD2 |
| MRK | MERCK & CO INC | 4,316 | $444 | 0.0% | $40.85 | +144.4% | COM | 58933Y105 |
| CSCO | CISCO SYS INC | 8,125 | $437 | 0.0% | $16.25 | +209.6% | COM | 17275R102 |
| — | BURLINGTON STORES INC | 448,000 | $434 | 0.0% | $1.27 | — | NOTE 2.250% 4/1 | 122017AB2 |
| PEP | PEPSICO INC | 2,485 | $421 | 0.0% | $56.46 | +196.0% | COM | 713448108 |
| — | BLOOM ENERGY CORP | 379,000 | $411 | 0.0% | $1.21 | — | NOTE 2.500% 8/1 | 093712AH0 |
| UNP | UNION PAC CORP | 2,012 | $410 | 0.0% | $73.21 | +181.6% | COM | 907818108 |
| KO | COCA COLA CO | 7,218 | $404 | 0.0% | $28.21 | +97.5% | COM | 191216100 |
| — | RAPID7 INC | 472,000 | $402 | 0.0% | $0.85 | — | NOTE 0.250% 3/1 | 753422AF1 |
| LLY | ELI LILLY & CO | 746 | $401 | 0.0% | $448.39 | +13.0% | COM | 532457108 |
| MA | MASTERCARD INCORPORATED | 1,012 | $401 | 0.0% | $74.60 | +431.1% | CL A | 57636Q104 |
| CVX | CHEVRON CORP NEW | 2,363 | $398 | 0.0% | $79.58 | +83.2% | COM | 166764100 |
| AMGN | AMGEN INC | 1,461 | $393 | 0.0% | $88.03 | +163.4% | COM | 031162100 |
| ORCL | ORACLE CORP | 3,659 | $388 | 0.0% | $30.91 | +264.8% | COM | 68389X105 |
| — | LIVE NATION ENTERTAINMENT IN | 380,000 | $387 | 0.0% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| MCD | MCDONALDS CORP | 1,469 | $387 | 0.0% | $88.23 | +205.5% | COM | 580135101 |
| AGG | ISHARES TR | 4,053 | $381 | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | GUARDANT HEALTH INC | 552,000 | $380 | 0.0% | $0.71 | — | NOTE 11/1 | 40131MAB5 |
| — | ENPHASE ENERGY INC | 455,000 | $377 | 0.0% | $1.04 | — | NOTE 3/0 | 29355AAK3 |
| DHR | DANAHER CORPORATION | 1,507 | $374 | 0.0% | $125.27 | +75.8% | COM | 235851102 |
| ABT | ABBOTT LABS | 3,814 | $369 | 0.0% | $29.00 | +246.4% | COM | 002824100 |
| ABBV | ABBVIE INC | 2,390 | $356 | 0.0% | $32.31 | +318.8% | COM | 00287Y109 |
| HD | HOME DEPOT INC | 1,164 | $352 | 0.0% | $65.33 | +363.7% | COM | 437076102 |
| SLB | SCHLUMBERGER LTD | 5,991 | $349 | 0.0% | $26.00 | +109.3% | COM STK | 806857108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,156 | $347 | 0.0% | $46.08 | +141.3% | COM | 45866F104 |
| — | ENVISTA HOLDINGS CORPORATION | 239,000 | $332 | 0.0% | $1.68 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| ETN | EATON CORP PLC | 1,534 | $327 | 0.0% | $74.77 | +180.5% | SHS | G29183103 |
| CMCSA | COMCAST CORP NEW | 7,351 | $326 | 0.0% | $27.74 | +49.6% | CL A | 20030N101 |
| — | CNX RES CORP | 176,000 | $318 | 0.0% | $1.81 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | CARNIVAL CORP | 210,000 | $314 | 0.0% | $1.97 | — | NOTE 5.750%10/0 | 143658BT8 |
| AMAT | APPLIED MATLS INC | 2,260 | $313 | 0.0% | $51.23 | +174.0% | COM | 038222105 |
| ADBE | ADOBE INC | 611 | $312 | 0.0% | $217.25 | +141.5% | COM | 00724F101 |
| CRM | SALESFORCE INC | 1,534 | $311 | 0.0% | $173.15 | +23.3% | COM | 79466L302 |
| — | ETSY INC | 291,000 | $295 | 0.0% | $2.12 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| TMO | THERMO FISHER SCIENTIFIC INC | 581 | $294 | 0.0% | $124.96 | +323.3% | COM | 883556102 |
| — | ETSY INC | 363,000 | $290 | 0.0% | $1.20 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| WFC | WELLS FARGO CO NEW | 6,928 | $283 | 0.0% | $23.98 | +69.7% | COM | 949746101 |
| CAT | CATERPILLAR INC | 1,011 | $276 | 0.0% | $195.46 | +33.8% | COM | 149123101 |
| — | PACIRA BIOSCIENCES INC | 300,000 | $270 | 0.0% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| DHI | D R HORTON INC | 2,393 | $257 | 0.0% | $64.70 | +80.8% | COM | 23331A109 |
| ACN | ACCENTURE PLC IRELAND | 821 | $252 | 0.0% | $142.15 | +114.1% | SHS CLASS A | G1151C101 |
| BA | BOEING CO | 1,304 | $250 | 0.0% | $182.45 | +19.9% | COM | 097023105 |
| SGI | TEMPUR SEALY INTL INC | 5,513 | $239 | 0.0% | $30.08 | +47.4% | COM | 88023U101 |
| HON | HONEYWELL INTL INC | 1,292 | $239 | 0.0% | $73.48 | +136.6% | COM | 438516106 |
| WMT | WALMART INC | 1,459 | $233 | 0.0% | $20.94 | +147.5% | COM | 931142103 |
| KKR | KKR & CO INC | 3,766 | $232 | 0.0% | $47.56 | +25.7% | COM | 48251W104 |
| — | PEABODY ENGR CORP | 153,000 | $231 | 0.0% | $1.51 | — | NOTE 3.250% 3/0 | 704551AD2 |
| FWONK | LIBERTY MEDIA CORP DEL | 3,557 | $222 | 0.0% | $62.30 | — | COM LBTY ONE S C | 531229755 |
| DIS | DISNEY WALT CO | 2,712 | $220 | 0.0% | $80.72 | +3.4% | COM | 254687106 |
| PH | PARKER-HANNIFIN CORP | 554 | $216 | 0.0% | $275.48 | +42.1% | COM | 701094104 |
| VLO | VALERO ENERGY CORP | 1,494 | $212 | 0.0% | $122.12 | 0.0% | COM | 91913Y100 |
| NOW | SERVICENOW INC | 370 | $207 | 0.0% | $43.97 | +159.5% | COM | 81762P102 |
| RIG | TRANSOCEAN LTD | 14,363 | $118 | 0.0% | $6.42 | +27.3% | REG SHS | H8817H100 |
| — | NICE LTD | 35,000 | $32 | 0.0% | $1.22 | — | NOTE 9/1 | 653656AB4 |
| — | MERCADOLIBRE INC | 10,000 | $29 | 0.0% | $2.75 | — | NOTE 2.000% 8/1 | 58733RAD4 |