Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 8, 2024
Total Value: $1.319B (25.1% shares, 74.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 184,632 | $88.19M | 6.7% | $314.51 | — | CORE S&P500 ETF | 464287200 |
| — | BOOKING HOLDINGS INC | 18,188,000 | $34.26M | 2.6% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | PALO ALTO NETWORKS INC | 10,143,000 | $30.05M | 2.3% | $2.03 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ZILLOW GROUP INC | 25,782,000 | $27.46M | 2.1% | $1.06 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | FORD MTR CO DEL | 27,441,000 | $27.3M | 2.1% | $1.10 | — | NOTE 3/1 | 345370CZ1 |
| — | PIONEER NAT RES CO | 10,237,000 | $24.88M | 1.9% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | WELLS FARGO CO NEW | 20,441 | $24.43M | 1.9% | $1224.85 | — | PERP PFD CNV A | 949746804 |
| VXUS | VANGUARD STAR FDS | 350,931 | $20.34M | 1.5% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | ZSCALER INC | 14,127,000 | $19.49M | 1.5% | $1.48 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | APOLLO GLOBAL MGMT INC | 329,025 | $18.49M | 1.4% | $54.99 | — | SER A MAND CNV | 03769M304 |
| — | SNAP INC | 22,354,000 | $17.48M | 1.3% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | WAYFAIR INC | 20,017,000 | $17.47M | 1.3% | $0.83 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | DEXCOM INC | 15,744,000 | $16.44M | 1.2% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | MONGODB INC | 8,304,000 | $16.4M | 1.2% | $1.98 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ROYAL CARIBBEAN GROUP | 6,118,000 | $16.29M | 1.2% | $1.97 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| LQD | ISHARES TR | 146,570 | $16.22M | 1.2% | $109.78 | — | IBOXX INV CP ETF | 464287242 |
| — | NEXTERA ENERGY INC | 410,610 | $15.65M | 1.2% | $43.35 | — | UNIT 09/01/2025 | 65339F713 |
| — | UBER TECHNOLOGIES INC | 15,258,000 | $15.52M | 1.2% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | WESTERN DIGITAL CORP. | 15,396,000 | $15.14M | 1.1% | $0.98 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SHIFT4 PMTS INC | 15,303,000 | $14.26M | 1.1% | $0.93 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | BANK AMERICA CORP | 11,072 | $13.34M | 1.0% | $1214.13 | — | 7.25%CNV PFD L | 060505682 |
| IEF | ISHARES TR | 133,793 | $12.9M | 1.0% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| — | EXACT SCIENCES CORP | 13,708,000 | $12.82M | 1.0% | $0.96 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | AFFIRM HLDGS INC | 14,631,000 | $11.96M | 0.9% | $0.76 | — | NOTE 11/1 | 00827BAB2 |
| — | CYBERARK SOFTWARE LTD | 8,225,000 | $11.65M | 0.9% | $1.25 | — | NOTE 11/1 | 23248VAB1 |
| — | ARES CAPITAL CORP | 11,037,000 | $11.36M | 0.9% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | NCL CORP LTD | 12,397,000 | $11.32M | 0.9% | $0.92 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | AXON ENTERPRISE INC | 8,954,000 | $11.29M | 0.9% | $1.26 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | PENNYMAC CORP | 10,720,000 | $10.43M | 0.8% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | ALPHATEC HLDGS INC | 9,635,000 | $10.17M | 0.8% | $1.12 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | LENDINGTREE INC | 12,130,000 | $10.01M | 0.8% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | DATADOG INC | 7,168,000 | $10.01M | 0.8% | $1.20 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | SOUTHWEST AIRLS CO | 9,841,000 | $9.944M | 0.8% | $1.27 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | UPSTART HLDGS INC | 13,593,000 | $9.941M | 0.8% | $0.67 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | WOLFSPEED INC | 14,458,000 | $9.853M | 0.7% | $0.68 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | CABLE ONE INC | 13,002,000 | $9.849M | 0.7% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | CONMED CORP | 9,773,000 | $9.767M | 0.7% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | DROPBOX INC | 9,648,000 | $9.708M | 0.7% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | ARRAY TECHNOLOGIES INC | 9,852,000 | $9.689M | 0.7% | $1.00 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | PARSONS CORP DEL | 6,771,000 | $9.686M | 0.7% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | SUMMIT HOTEL PPTYS | 10,790,000 | $9.565M | 0.7% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | AMERICAN AIRLINES GROUP INC | 8,553,000 | $9.472M | 0.7% | $1.25 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | HALOZYME THERAPEUTICS INC | 9,811,000 | $9.09M | 0.7% | $0.93 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | HUBSPOT INC | 4,333,000 | $8.982M | 0.7% | $1.69 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | ENVESTNET INC | 9,095,000 | $8.97M | 0.7% | $0.99 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | PEBBLEBROOK HOTEL TR | 10,017,000 | $8.921M | 0.7% | $1.09 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | EXPEDIA GROUP INC | 9,390,000 | $8.878M | 0.7% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| — | COINBASE GLOBAL INC | 9,699,000 | $8.783M | 0.7% | $0.81 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | LIBERTY MEDIA CORP DEL | 8,638,000 | $8.763M | 0.7% | $0.97 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| FLOT | ISHARES TR | 173,053 | $8.76M | 0.7% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | INSMED INC | 7,605,000 | $8.685M | 0.7% | $1.00 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | PERFICIENT INC | 10,384,000 | $8.599M | 0.7% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | CYTOKINETICS INC | 4,881,000 | $8.566M | 0.6% | $1.10 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | RBC BEARINGS INC | 65,665 | $8.553M | 0.6% | $122.84 | — | 5% CNV PFD SR A | 75524B203 |
| — | CHEESECAKE FACTORY INC | 9,908,000 | $8.546M | 0.6% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | MICROSTRATEGY INC | 5,115,000 | $8.421M | 0.6% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | TYLER TEX INDPT SCH DIST | 7,986,000 | $8.054M | 0.6% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | AKAMAI TECHNOLOGIES INC | 6,247,000 | $7.934M | 0.6% | $1.07 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CHART INDS INC | 140,220 | $7.775M | 0.6% | $63.63 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | MFA FINL INC | 7,750,000 | $7.711M | 0.6% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | SUNNOVA ENERGY INTL INC. | 11,633,000 | $7.643M | 0.6% | $0.63 | — | NOTE 2.625% 2/1 | 86745KAH7 |
| — | ITRON INC | 8,136,000 | $7.49M | 0.6% | $0.80 | — | NOTE 3/1 | 465741AN6 |
| — | TWO HARBORS INVENTMENT CORPO | 8,132,000 | $7.481M | 0.6% | $0.96 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | INSULET CORP | 6,441,000 | $7.401M | 0.6% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | BENTLEY SYS INC | 7,446,000 | $7.357M | 0.6% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BLOCK INC | 8,867,000 | $7.282M | 0.6% | $0.81 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | UNITY SOFTWARE INC | 8,411,000 | $6.99M | 0.5% | $0.83 | — | NOTE 11/1 | 91332UAB7 |
| — | MICROSTRATEGY INC | 7,920,000 | $6.846M | 0.5% | $0.74 | — | NOTE 2/1 | 594972AE1 |
| — | IONIS PHARMACEUTICALS INC | 6,474,000 | $6.811M | 0.5% | $1.05 | — | NOTE 4/0 | 462222AD2 |
| — | STRIDE INC | 5,375,000 | $6.805M | 0.5% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 139,268 | $6.729M | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,416,000 | $6.662M | 0.5% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | SNAP INC | 6,083,000 | $6.466M | 0.5% | $1.09 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | DRAFTKINGS INC NEW | 7,993,000 | $6.406M | 0.5% | $0.75 | — | NOTE 3/1 | 26142RAB0 |
| — | ATI INC | 2,146,000 | $6.355M | 0.5% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | LANTHEUS HLDGS INC | 5,630,999 | $6.31M | 0.5% | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | DIGITALOCEAN HLDGS INC | 7,640,000 | $6.298M | 0.5% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | EURONET WORLDWIDE INC | 6,385,000 | $5.97M | 0.5% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | REVANCE THERAPEUTICS INC | 7,842,000 | $5.955M | 0.5% | $1.05 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | EQT CORP | 2,228,000 | $5.914M | 0.4% | $2.01 | — | NOTE 1.750% 5/0 | 26884LAK5 |
| — | ETSY INC | 5,079,000 | $5.838M | 0.4% | $1.21 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| RSP | INVESCO EXCHANGE TRADED FD T | 36,809 | $5.808M | 0.4% | $157.80 | — | S&P500 EQL WGT | 46137V357 |
| — | NORTHERN OIL & GAS INC | 4,906,999 | $5.785M | 0.4% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | WAYFAIR INC | 4,682,000 | $5.765M | 0.4% | $1.20 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | BRIDGEBIO PHARMA INC | 4,751,000 | $5.727M | 0.4% | $1.21 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | SHAKE SHACK INC | 7,062,000 | $5.726M | 0.4% | $0.81 | — | NOTE 3/0 | 819047AB7 |
| — | NATERA INC | 3,346,000 | $5.722M | 0.4% | $1.44 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | PENN ENTERTAINMENT INC | 4,352,000 | $5.636M | 0.4% | $1.29 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | SAREPTA THERAPEUTICS INC | 5,402,998 | $5.467M | 0.4% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | PATRICK INDS INC | 4,811,000 | $5.46M | 0.4% | $0.95 | — | NOTE 1.750%12/0 | 703343AG8 |
| CWB | SPDR SER TR | 73,987 | $5.338M | 0.4% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| — | REDFIN CORP | 8,110,000 | $5.206M | 0.4% | $0.64 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| BKLN | INVESCO EXCH TRADED FD TR II | 243,181 | $5.151M | 0.4% | $21.18 | — | SR LN ETF | 46138G508 |
| — | SPOTIFY USA INC | 5,785,000 | $5.091M | 0.4% | $0.88 | — | NOTE 3/1 | 84921RAB6 |
| — | JETBLUE AIRWAYS CORP | 7,017,000 | $5.052M | 0.4% | $0.80 | — | NOTE 0.500% 4/0 | 477143AP6 |
| IWN | ISHARES TR | 32,430 | $5.037M | 0.4% | $146.62 | — | RUS 2000 VAL ETF | 464287630 |
| BUFR | FIRST TR EXCHNG TRADED FD VI | 184,366 | $4.899M | 0.4% | $24.49 | — | CBOE VEST US EQ | 33740F755 |
| IYW | ISHARES TR | 39,817 | $4.888M | 0.4% | $122.75 | — | U.S. TECH ETF | 464287721 |
| — | ALNYLAM PHARMACEUTICALS INC | 4,922,000 | $4.836M | 0.4% | $0.92 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | IMPINJ INC | 4,395,000 | $4.785M | 0.4% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | JAZZ INVESTMENTS I LTD | 4,718,000 | $4.758M | 0.4% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | DISH NETWORK CORPORATION | 4,642,000 | $4.596M | 0.3% | $0.96 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 3,508,000 | $4.564M | 0.3% | $1.30 | — | NOTE 2/1 | 56087FAB0 |
| — | NUTANIX INC | 4,290,000 | $4.462M | 0.3% | $0.89 | — | NOTE 0.250%10/0 | 67059NAH1 |
| MSFT | MICROSOFT CORP | 11,688 | $4.395M | 0.3% | $38.41 | +812.1% | COM | 594918104 |
| IEMG | ISHARES INC | 86,239 | $4.362M | 0.3% | $53.39 | — | CORE MSCI EMKT | 46434G103 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,244,000 | $4.358M | 0.3% | $1.03 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | ASCENDIS PHARMA A/S | 4,213,000 | $4.308M | 0.3% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | VARONIS SYS INC | 2,647,000 | $4.042M | 0.3% | $1.53 | — | NOTE 1.250% 8/1 | 922280AB8 |
| DXJ | WISDOMTREE TR | 45,676 | $4.031M | 0.3% | $83.25 | — | JAPN HEDGE EQT | 97717W851 |
| — | ZILLOW GROUP INC | 3,326,000 | $3.963M | 0.3% | $1.26 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | AKAMAI TECHNOLOGIES INC | 3,557,000 | $3.961M | 0.3% | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NEUROCRINE BIOSCIENCES INC | 2,279,000 | $3.929M | 0.3% | $1.46 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | HAEMONETICS CORP MASS | 4,126,000 | $3.672M | 0.3% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | LUMENTUM HLDGS INC | 3,977,000 | $3.544M | 0.3% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | REDWOOD TRUST INC | 3,541,000 | $3.47M | 0.3% | $0.99 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | PROSPECT CAP CORP | 3,438,000 | $3.427M | 0.3% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | HERBALIFE LTD | 3,300,000 | $3.255M | 0.2% | $0.92 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | CERIDIAN HCM HLDG INC | 3,616,000 | $3.245M | 0.2% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| AAPL | APPLE INC | 15,953 | $3.071M | 0.2% | $83.72 | +118.4% | COM | 037833100 |
| — | SNAP INC | 3,825,000 | $3.065M | 0.2% | $0.72 | — | NOTE 5/0 | 83304AAF3 |
| — | GREENBRIER COS INC | 3,087,000 | $3.028M | 0.2% | $0.93 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | 8X8 INC NEW | 3,050,000 | $3.004M | 0.2% | $0.95 | — | NOTE 0.500% 2/0 | 282914AB6 |
| — | CHEGG INC | 3,250,000 | $2.992M | 0.2% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | PERMIAN RESOURCES CORP | 1,239,000 | $2.871M | 0.2% | $2.32 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| BIL | SPDR SER TR | 31,249 | $2.856M | 0.2% | $91.82 | — | BLOOMBERG 1-3 MO | 78468R663 |
| — | VERINT SYSTEMS INC | 3,250,000 | $2.854M | 0.2% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | RWT HLDGS INC | 3,000,000 | $2.803M | 0.2% | $0.96 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | JAZZ INVESTMENTS I LTD | 2,750,000 | $2.67M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | HALOZYME THERAPEUTICS INC | 3,062,000 | $2.647M | 0.2% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | NEW YORK CMNTY CAP TR V | 64,890 | $2.612M | 0.2% | $45.86 | — | UNIT 05/07/2051 | 64944P307 |
| — | NRG ENERGY INC | 2,000,000 | $2.57M | 0.2% | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | JAMF HLDG CORP | 3,000,000 | $2.558M | 0.2% | $0.84 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | I3 VERTICALS LLC | 2,750,000 | $2.552M | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | BENTLEY SYS INC | 2,750,000 | $2.46M | 0.2% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | HELIX ENERGY SOLUTIONS GRP I | 1,500,000 | $2.384M | 0.2% | $1.30 | — | NOTE 6.750% 2/1 | 42330PAK3 |
| — | AIRBNB INC | 2,637,000 | $2.368M | 0.2% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | MITEK SYS INC | 2,500,000 | $2.319M | 0.2% | $0.83 | — | NOTE 0.750% 2/0 | 606710AA9 |
| INDA | ISHARES TR | 46,652 | $2.277M | 0.2% | $48.81 | — | MSCI INDIA ETF | 46429B598 |
| — | MARRIOTT VACATIONS WORLDWIDE | 2,500,000 | $2.211M | 0.2% | $0.88 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | PENNYMAC CORP | 2,400,000 | $2.211M | 0.2% | $0.94 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | CHEFS WHSE INC | 2,338,000 | $2.209M | 0.2% | $0.94 | — | NOTE 2.375%12/1 | 163086AE1 |
| GOOGL | ALPHABET INC | 15,597 | $2.179M | 0.2% | $106.43 | +25.3% | CAP STK CL A | 02079K305 |
| — | SUNNOVA ENERGY INTL INC. | 3,000,000 | $2.033M | 0.2% | $0.77 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | KAMAN CORP | 2,067,000 | $2.005M | 0.2% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| AMZN | AMAZON COM INC | 12,649 | $1.922M | 0.1% | $119.83 | +17.0% | COM | 023135106 |
| — | BRIDGEBIO PHARMA INC | 2,125,000 | $1.8M | 0.1% | $0.74 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | ZIFF DAVIS INC | 1,850,000 | $1.748M | 0.1% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| NVDA | NVIDIA CORPORATION | 3,408 | $1.688M | 0.1% | $16.76 | +176.4% | COM | 67066G104 |
| — | INNOVIVA INC | 1,530,000 | $1.65M | 0.1% | $1.02 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | REALOGY GRP LLC/REALOGY CO | 2,000,000 | $1.568M | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | BILL HOLDINGS INC | 1,641,000 | $1.543M | 0.1% | $1.06 | — | NOTE 12/0 | 090043AB6 |
| — | EZCORP INC | 1,660,000 | $1.541M | 0.1% | $0.93 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | VIAVI SOLUTIONS INC | 1,528,000 | $1.511M | 0.1% | $0.99 | — | NOTE 1.000% 3/0 | 925550AB1 |
| — | TURNING PT BRANDS INC | 1,500,000 | $1.462M | 0.1% | $0.97 | — | NOTE 2.500% 7/1 | 90041LAE5 |
| — | SPLUNK INC | 1,500,000 | $1.453M | 0.1% | $0.97 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | MESA LABS INC | 1,500,000 | $1.377M | 0.1% | $0.90 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | SPIRIT AIRLS INC | 2,000,000 | $1.371M | 0.1% | $0.87 | — | NOTE 1.000% 5/1 | 848577AB8 |
| META | META PLATFORMS INC | 3,817 | $1.351M | 0.1% | $75.34 | +329.2% | CL A | 30303M102 |
| XLU | SELECT SECTOR SPDR TR | 20,521 | $1.3M | 0.1% | $48.31 | — | SBI INT-UTILS | 81369Y886 |
| TBF | PROSHARES TR | 55,000 | $1.216M | 0.1% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| — | MARCUS CORP DEL | 750,000 | $1.088M | 0.1% | $1.45 | — | NOTE 5.000% 9/1 | 566330AB2 |
| — | WOLFSPEED INC | 1,614,000 | $1.087M | 0.1% | $0.72 | — | NOTE 0.250% 2/1 | 977852AB8 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.055M | 0.1% | $74.42 | +49.4% | COM | 494368103 |
| — | COHERUS BIOSCIENCES INC | 1,750,000 | $975K | 0.1% | $0.81 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,730 | $974K | 0.1% | $137.39 | +155.5% | CL B NEW | 084670702 |
| — | ALTERYX INC | 1,000,000 | $971K | 0.1% | $0.97 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | LIBERTY LATIN AMERICA LTD | 1,000,000 | $970K | 0.1% | $0.97 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | BLOCK INC | 979,000 | $956K | 0.1% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | XOMETRY INC | 1,000,000 | $931K | 0.1% | $0.93 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| L | LOEWS CORP | 13,232 | $921K | 0.1% | $42.08 | +57.0% | COM | 540424108 |
| — | Q2 HLDGS INC | 1,000,000 | $909K | 0.1% | $0.86 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | UPWORK INC | 1,000,000 | $848K | 0.1% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| UNH | UNITEDHEALTH GROUP INC | 1,497 | $788K | 0.1% | $64.23 | +696.1% | COM | 91324P102 |
| AVGO | BROADCOM INC | 654 | $730K | 0.1% | $19.73 | +367.6% | COM | 11135F101 |
| JPM | JPMORGAN CHASE & CO | 4,264 | $725K | 0.1% | $37.03 | +291.3% | COM | 46625H100 |
| — | INNOVIVA INC | 825,000 | $720K | 0.1% | $0.79 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| PG | PROCTER AND GAMBLE CO | 4,905 | $719K | 0.1% | $58.66 | +139.7% | COM | 742718109 |
| ETN | EATON CORP PLC | 3,062 | $695K | 0.1% | $145.02 | +48.6% | SHS | G29183103 |
| — | JOHN BEAN TECHNOLOGIES CORP | 761,000 | $687K | 0.1% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| IWD | ISHARES TR | 4,020 | $664K | 0.1% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| JNJ | JOHNSON & JOHNSON | 4,155 | $651K | 0.0% | $69.14 | +107.7% | COM | 478160104 |
| COST | COSTCO WHSL CORP NEW | 929 | $613K | 0.0% | $119.70 | +379.1% | COM | 22160K105 |
| — | ON SEMICONDUCTOR CORP | 360,000 | $589K | 0.0% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| V | VISA INC | 2,233 | $581K | 0.0% | $79.55 | +205.1% | COM CL A | 92826C839 |
| BAC | BANK AMERICA CORP | 16,757 | $564K | 0.0% | $11.46 | +140.9% | COM | 060505104 |
| — | ENPHASE ENERGY INC | 631,000 | $561K | 0.0% | $1.00 | — | NOTE 3/0 | 29355AAK3 |
| IYR | ISHARES TR | 6,088 | $557K | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| TSLA | TESLA INC | 2,227 | $553K | 0.0% | $246.82 | -3.7% | COM | 88160R101 |
| ACN | ACCENTURE PLC IRELAND | 1,639 | $539K | 0.0% | $227.26 | +37.6% | SHS CLASS A | G1151C101 |
| — | GREENBRIER COS INC | 529,000 | $524K | 0.0% | $0.99 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | ETSY INC | 601,000 | $511K | 0.0% | $1.06 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | POST HLDGS INC | 488,000 | $493K | 0.0% | $0.99 | — | NOTE 2.500% 8/1 | 737446AT1 |
| UNP | UNION PAC CORP | 2,006 | $493K | 0.0% | $73.21 | +185.8% | COM | 907818108 |
| — | CONFLUENT INC | 581,000 | $484K | 0.0% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | LIVE NATION ENTERTAINMENT IN | 458,000 | $482K | 0.0% | $1.04 | — | NOTE 2.000% 2/1 | 538034AU3 |
| MRK | MERCK & CO INC | 4,301 | $469K | 0.0% | $40.85 | +137.0% | COM | 58933Y105 |
| — | CLOUDFLARE INC | 512,000 | $460K | 0.0% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | MIDDLEBY CORP | 372,000 | $453K | 0.0% | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | BURLINGTON STORES INC | 405,000 | $435K | 0.0% | $1.27 | — | NOTE 2.250% 4/1 | 122017AB2 |
| MCD | MCDONALDS CORP | 1,463 | $434K | 0.0% | $88.23 | +193.2% | COM | 580135101 |
| LLY | ELI LILLY & CO | 744 | $434K | 0.0% | $448.39 | +28.3% | COM | 532457108 |
| — | FIVE9 INC | 452,000 | $432K | 0.0% | $0.95 | — | NOTE 0.500% 6/0 | 338307AD3 |
| MA | MASTERCARD INCORPORATED | 1,009 | $430K | 0.0% | $74.60 | +432.3% | CL A | 57636Q104 |
| KO | COCA COLA CO | 7,193 | $424K | 0.0% | $28.21 | +88.8% | COM | 191216100 |
| PEP | PEPSICO INC | 2,478 | $421K | 0.0% | $56.46 | +172.3% | COM | 713448108 |
| AMGN | AMGEN INC | 1,455 | $419K | 0.0% | $88.03 | +189.8% | COM | 031162100 |
| ABT | ABBOTT LABS | 3,803 | $419K | 0.0% | $29.00 | +231.3% | COM | 002824100 |
| CSCO | CISCO SYS INC | 8,101 | $409K | 0.0% | $16.25 | +195.3% | COM | 17275R102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,146 | $404K | 0.0% | $46.08 | +139.7% | COM | 45866F104 |
| CRM | SALESFORCE INC | 1,529 | $402K | 0.0% | $173.15 | +29.1% | COM | 79466L302 |
| HD | HOME DEPOT INC | 1,160 | $402K | 0.0% | $65.33 | +349.6% | COM | 437076102 |
| PFE | PFIZER INC | 13,636 | $393K | 0.0% | $17.09 | +54.5% | COM | 717081103 |
| AGG | ISHARES TR | 3,946 | $392K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| — | BLOOM ENERGY CORP | 345,000 | $391K | 0.0% | $1.21 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | VAIL RESORTS INC | 439,000 | $390K | 0.0% | $1.06 | — | NOTE 1/0 | 91879QAN9 |
| ORCL | ORACLE CORP | 3,647 | $385K | 0.0% | $30.91 | +245.2% | COM | 68389X105 |
| — | RAPID7 INC | 427,000 | $383K | 0.0% | $0.85 | — | NOTE 0.250% 3/1 | 753422AF1 |
| MDT | MEDTRONIC PLC | 4,654 | $374K | 0.0% | $71.45 | 0.0% | SHS | G5960L103 |
| ABBV | ABBVIE INC | 2,380 | $369K | 0.0% | $32.31 | +320.0% | COM | 00287Y109 |
| AMAT | APPLIED MATLS INC | 2,254 | $365K | 0.0% | $51.23 | +181.4% | COM | 038222105 |
| ADBE | ADOBE INC | 609 | $363K | 0.0% | $217.25 | +165.5% | COM | 00724F101 |
| DHI | D R HORTON INC | 2,387 | $363K | 0.0% | $64.70 | +86.3% | COM | 23331A109 |
| CVX | CHEVRON CORP NEW | 2,355 | $351K | 0.0% | $79.58 | +73.2% | COM | 166764100 |
| DHR | DANAHER CORPORATION | 1,502 | $347K | 0.0% | $125.27 | +67.9% | COM | 235851102 |
| — | MICROCHIP TECHNOLOGY INC. | 316,000 | $345K | 0.0% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| WFC | WELLS FARGO CO NEW | 6,917 | $340K | 0.0% | $23.98 | +71.1% | COM | 949746101 |
| BA | BOEING CO | 1,299 | $339K | 0.0% | $182.45 | +17.2% | COM | 097023105 |
| CMCSA | COMCAST CORP NEW | 7,327 | $321K | 0.0% | $27.74 | +44.5% | CL A | 20030N101 |
| — | ARBOR REALTY TRUST INC | 315,000 | $319K | 0.0% | $1.01 | — | NOTE 7.500% 8/0 | 038923BA5 |
| KKR | KKR & CO INC | 3,752 | $311K | 0.0% | $47.56 | +40.5% | COM | 48251W104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 580 | $308K | 0.0% | $124.96 | +284.7% | COM | 883556102 |
| CAT | CATERPILLAR INC | 1,006 | $297K | 0.0% | $195.46 | +28.5% | COM | 149123101 |
| — | ENVISTA HOLDINGS CORPORATION | 236,000 | $292K | 0.0% | $1.68 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | GUARDANT HEALTH INC | 406,000 | $284K | 0.0% | $0.71 | — | NOTE 11/1 | 40131MAB5 |
| — | CNX RES CORP | 174,000 | $282K | 0.0% | $1.81 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| HON | HONEYWELL INTL INC | 1,287 | $270K | 0.0% | $73.48 | +134.5% | COM | 438516106 |
| NOW | SERVICENOW INC | 369 | $261K | 0.0% | $43.97 | +186.7% | COM | 81762P102 |
| UBER | UBER TECHNOLOGIES INC | 4,218 | $260K | 0.0% | $52.31 | 0.0% | COM | 90353T100 |
| PH | PARKER-HANNIFIN CORP | 553 | $255K | 0.0% | $275.48 | +47.8% | COM | 701094104 |
| INTC | INTEL CORP | 5,030 | $253K | 0.0% | $40.04 | 0.0% | COM | 458140100 |
| DIS | DISNEY WALT CO | 2,703 | $244K | 0.0% | $80.72 | +6.8% | COM | 254687106 |
| LIN | LINDE PLC | 595 | $233K | 0.0% | $383.62 | 0.0% | SHS | G54950103 |
| WMT | WALMART INC | 1,450 | $229K | 0.0% | $20.94 | +146.7% | COM | 931142103 |
| FWONK | LIBERTY MEDIA CORP DEL | 3,545 | $224K | 0.0% | $62.30 | — | COM LBTY ONE S C | 531229755 |
| INTU | INTUIT | 355 | $222K | 0.0% | $544.67 | 0.0% | COM | 461202103 |
| LMT | LOCKHEED MARTIN CORP | 478 | $217K | 0.0% | $417.42 | 0.0% | COM | 539830109 |
| AIG | AMERICAN INTL GROUP INC | 3,161 | $214K | 0.0% | $60.81 | 0.0% | COM NEW | 026874784 |
| RIG | TRANSOCEAN LTD | 28,672 | $209K | 0.0% | $6.56 | +2.1% | REG SHS | H8817H100 |
| VZ | VERIZON COMMUNICATIONS INC | 5,534 | $209K | 0.0% | $31.00 | 0.0% | COM | 92343V104 |
| — | PEABODY ENGR CORP | 145,000 | $207K | 0.0% | $1.51 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | PACIRA BIOSCIENCES INC | 199,000 | $183K | 0.0% | $1.23 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | SHIFT4 PMTS INC | 28,000 | $31,063 | 0.0% | $1.06 | — | NOTE 12/1 | 82452JAB5 |