Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 14, 2024
Total Value: $1.323B (27.2% shares, 72.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 176,265 | $92.67M | 7.0% | $314.51 | — | CORE S&P500 ETF | 464287200 |
| — | BOOKING HOLDINGS INC | 18,346,000 | $35.41M | 2.7% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | FORD MTR CO DEL | 29,212,000 | $30.19M | 2.3% | $1.09 | — | NOTE 3/1 | 345370CZ1 |
| — | WELLS FARGO CO NEW | 20,698 | $25.01M | 1.9% | $1224.65 | — | PERP PFD CNV A | 949746804 |
| — | PIONEER NAT RES CO | 8,121,000 | $23.23M | 1.8% | $1.60 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | BANK AMERICA CORP | 17,257 | $20.6M | 1.6% | $1206.87 | — | 7.25%CNV PFD L | 060505682 |
| — | APOLLO GLOBAL MGMT INC | 320,980 | $20.57M | 1.6% | $54.99 | — | SER A MAND CNV | 03769M304 |
| — | MICROSTRATEGY INC | 14,431,000 | $19.64M | 1.5% | $1.02 | — | NOTE 2/1 | 594972AE1 |
| — | WAYFAIR INC | 19,921,000 | $18.39M | 1.4% | $0.83 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | PALO ALTO NETWORKS INC | 6,338,000 | $18.09M | 1.4% | $2.03 | — | NOTE 0.375% 6/0 | 697435AF2 |
| VXUS | VANGUARD STAR FDS | 287,428 | $17.33M | 1.3% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | ZILLOW GROUP INC | 16,368,000 | $17.29M | 1.3% | $1.06 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | AKAMAI TECHNOLOGIES INC | 14,599,000 | $17.22M | 1.3% | $1.13 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | DEXCOM INC | 15,414,000 | $16.92M | 1.3% | $1.11 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | UBER TECHNOLOGIES INC | 14,811,000 | $16.63M | 1.3% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| LQD | ISHARES TR | 150,135 | $16.35M | 1.2% | $109.76 | — | IBOXX INV CP ETF | 464287242 |
| — | ROYAL CARIBBEAN GROUP | 5,716,000 | $16.24M | 1.2% | $1.97 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | NEXTERA ENERGY INC | 411,585 | $16.24M | 1.2% | $43.35 | — | UNIT 09/01/2025 | 65339F713 |
| — | ON SEMICONDUCTOR CORP | 16,096,000 | $15.84M | 1.2% | $0.98 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | INTEGER HLDGS CORP | 10,247,000 | $14.79M | 1.1% | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | SOUTHWEST AIRLS CO | 14,453,000 | $14.63M | 1.1% | $1.18 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DATADOG INC | 10,290,000 | $14.5M | 1.1% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MONGODB INC | 7,784,000 | $13.63M | 1.0% | $1.98 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SHIFT4 PMTS INC | 14,467,000 | $13.42M | 1.0% | $0.93 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | SNAP INC | 17,305,000 | $13.14M | 1.0% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| IEF | ISHARES TR | 133,704 | $12.66M | 1.0% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| — | SOUTHERN CO | 12,710,000 | $12.65M | 1.0% | $0.99 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | AFFIRM HLDGS INC | 13,921,000 | $11.52M | 0.9% | $0.76 | — | NOTE 11/1 | 00827BAB2 |
| — | EXACT SCIENCES CORP | 12,315,000 | $11.35M | 0.9% | $0.96 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | NCL CORP LTD | 11,828,000 | $11.15M | 0.8% | $0.92 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | CHART INDS INC | 170,850 | $11.03M | 0.8% | $63.79 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | CYBERARK SOFTWARE LTD | 6,425,000 | $10.95M | 0.8% | $1.25 | — | NOTE 11/1 | 23248VAB1 |
| — | AXON ENTERPRISE INC | 7,401,000 | $10.75M | 0.8% | $1.26 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | CABLE ONE INC | 14,038,000 | $10.54M | 0.8% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | ZSCALER INC | 7,648,000 | $10.42M | 0.8% | $1.48 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | UPSTART HLDGS INC | 13,236,000 | $10.33M | 0.8% | $0.67 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | PENNYMAC CORP | 10,466,000 | $10.31M | 0.8% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | PPL CAP FDG INC | 10,604,000 | $10.15M | 0.8% | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | SUMMIT HOTEL PPTYS | 11,208,000 | $9.981M | 0.8% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | DRAFTKINGS INC NEW | 11,476,000 | $9.898M | 0.7% | $0.78 | — | NOTE 3/1 | 26142RAB0 |
| — | CHEESECAKE FACTORY INC | 10,996,000 | $9.786M | 0.7% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | ALPHATEC HLDGS INC | 9,358,000 | $9.721M | 0.7% | $1.12 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | AMERICAN AIRLINES GROUP INC | 8,293,000 | $9.612M | 0.7% | $1.25 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | PEBBLEBROOK HOTEL TR | 10,517,000 | $9.433M | 0.7% | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ASCENDIS PHARMA A/S | 8,114,000 | $9.335M | 0.7% | $1.02 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | ENVESTNET INC | 8,779,000 | $9.275M | 0.7% | $0.99 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | LENDINGTREE INC | 9,757,000 | $9.038M | 0.7% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| FLOT | ISHARES TR | 173,396 | $8.854M | 0.7% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | TWO HARBORS INVENTMENT CORPO | 9,114,000 | $8.613M | 0.7% | $0.96 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | SNAP INC | 8,985,000 | $8.608M | 0.7% | $1.05 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| — | REVANCE THERAPEUTICS INC | 11,777,000 | $8.568M | 0.6% | $0.94 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | LIBERTY MEDIA CORP DEL | 8,311,000 | $8.389M | 0.6% | $0.97 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | BLOCK INC | 9,918,000 | $8.267M | 0.6% | $0.82 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | WAYFAIR INC | 6,254,000 | $8.224M | 0.6% | $1.23 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | DIGITALOCEAN HLDGS INC | 9,659,000 | $8.095M | 0.6% | $0.77 | — | NOTE 12/0 | 25402DAB8 |
| — | TYLER TEX INDPT SCH DIST | 7,921,000 | $7.957M | 0.6% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | WOLFSPEED INC | 14,077,000 | $7.918M | 0.6% | $0.68 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | RBC BEARINGS INC | 63,820 | $7.802M | 0.6% | $122.84 | — | 5% CNV PFD SR A | 75524B203 |
| — | MFA FINL INC | 7,750,000 | $7.731M | 0.6% | $0.96 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | INSMED INC | 7,190,000 | $7.7M | 0.6% | $1.00 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | FRESHPET INC | 4,256,000 | $7.637M | 0.6% | $1.79 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | BENTLEY SYS INC | 7,479,000 | $7.505M | 0.6% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | RWT HLDGS INC | 7,650,000 | $7.383M | 0.6% | $0.96 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | HUBSPOT INC | 3,182,000 | $7.134M | 0.5% | $1.69 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | ATI INC | 2,131,000 | $7.063M | 0.5% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | UNITY SOFTWARE INC | 8,040,000 | $6.814M | 0.5% | $0.83 | — | NOTE 11/1 | 91332UAB7 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,359,000 | $6.755M | 0.5% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 139,589 | $6.735M | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 3,481,000 | $6.464M | 0.5% | $1.30 | — | NOTE 2/1 | 56087FAB0 |
| — | IONIS PHARMACEUTICALS INC | 6,421,000 | $6.321M | 0.5% | $1.05 | — | NOTE 4/0 | 462222AD2 |
| SGOV | ISHARES TR | 62,610 | $6.305M | 0.5% | $100.71 | — | 0-3 MNTH TREASRY | 46436E718 |
| RSP | INVESCO EXCHANGE TRADED FD T | 37,118 | $6.287M | 0.5% | $157.80 | — | S&P500 EQL WGT | 46137V357 |
| — | SAREPTA THERAPEUTICS INC | 5,358,000 | $6.259M | 0.5% | $1.12 | — | NOTE 1.250% 9/1 | 803607AD2 |
| IWN | ISHARES TR | 39,269 | $6.236M | 0.5% | $148.74 | — | RUS 2000 VAL ETF | 464287630 |
| — | LANTHEUS HLDGS INC | 5,588,000 | $6.18M | 0.5% | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | ALBEMARLE CORP | 104,165 | $6.143M | 0.5% | $58.97 | — | 7.25% DEP SHS A | 012653200 |
| — | JETBLUE AIRWAYS CORP | 7,007,000 | $6.117M | 0.5% | $0.80 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | POST HLDGS INC | 5,431,000 | $6.107M | 0.5% | $1.11 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | NORTHERN OIL & GAS INC | 4,986,000 | $6.07M | 0.5% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | PATRICK INDS INC | 4,688,000 | $6.052M | 0.5% | $0.95 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | SHAKE SHACK INC | 6,674,000 | $6.044M | 0.5% | $0.81 | — | NOTE 3/0 | 819047AB7 |
| — | IMPINJ INC | 4,400,000 | $5.943M | 0.4% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | CYTOKINETICS INC | 3,741,000 | $5.939M | 0.4% | $1.10 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | PELOTON INTERACTIVE INC | 7,038,000 | $5.929M | 0.4% | $0.84 | — | NOTE 2/1 | 70614WAB6 |
| — | LIBERTY MEDIA CORP DEL | 4,650,000 | $5.694M | 0.4% | $1.22 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | ARRAY TECHNOLOGIES INC | 6,149,000 | $5.686M | 0.4% | $1.00 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | ITRON INC | 5,629,000 | $5.64M | 0.4% | $0.80 | — | NOTE 3/1 | 465741AN6 |
| IYW | ISHARES TR | 40,150 | $5.423M | 0.4% | $122.75 | — | U.S. TECH ETF | 464287721 |
| CWB | SPDR SER TR | 73,866 | $5.395M | 0.4% | $76.54 | — | BBG CONV SEC ETF | 78464A359 |
| BKLN | INVESCO EXCH TRADED FD TR II | 252,142 | $5.333M | 0.4% | $21.18 | — | SR LN ETF | 46138G508 |
| — | SPOTIFY USA INC | 5,804,000 | $5.328M | 0.4% | $0.88 | — | NOTE 3/1 | 84921RAB6 |
| — | NATERA INC | 2,160,000 | $5.264M | 0.4% | $1.44 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | NUTANIX INC | 4,272,000 | $5.233M | 0.4% | $0.89 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | LIVE NATION ENTERTAINMENT IN | 4,340,000 | $5.205M | 0.4% | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| BUFR | FIRST TR EXCHNG TRADED FD VI | 185,146 | $5.177M | 0.4% | $24.49 | — | FT VEST FD OF BU | 33740F755 |
| — | BRIDGEBIO PHARMA INC | 4,715,000 | $5.051M | 0.4% | $1.21 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| MSFT | MICROSOFT CORP | 11,595 | $4.878M | 0.4% | $38.41 | +939.4% | COM | 594918104 |
| — | HALOZYME THERAPEUTICS INC | 4,842,000 | $4.704M | 0.4% | $0.93 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | COLLEGIUM PHARMACEUTICAL INC | 3,750,000 | $4.667M | 0.4% | $1.24 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | STRIDE INC | 3,523,000 | $4.659M | 0.4% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | JAZZ INVESTMENTS I LTD | 4,675,000 | $4.63M | 0.3% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| IEMG | ISHARES INC | 87,148 | $4.497M | 0.3% | $53.37 | — | CORE MSCI EMKT | 46434G103 |
| — | REDFIN CORP | 8,060,000 | $4.302M | 0.3% | $0.64 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | VARONIS SYS INC | 2,642,000 | $4.216M | 0.3% | $1.53 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,224,000 | $4.166M | 0.3% | $1.03 | — | NOTE 1.250% 5/1 | 09061GAK7 |
| — | WISDOMTREE INC | 3,500,000 | $4.112M | 0.3% | $1.18 | — | NOTE 5.750% 8/1 | 97717PAF1 |
| — | SNAP INC | 5,000,000 | $4.032M | 0.3% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| — | GREENBRIER COS INC | 3,601,000 | $3.991M | 0.3% | $0.95 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | INTERDIGITAL INC | 2,768,000 | $3.968M | 0.3% | $1.43 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | VERINT SYSTEMS INC | 4,135,000 | $3.877M | 0.3% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | INSULET CORP | 3,600,000 | $3.742M | 0.3% | $1.32 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | AKAMAI TECHNOLOGIES INC | 3,552,000 | $3.738M | 0.3% | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | PERMIAN RESOURCES CORP | 1,233,000 | $3.692M | 0.3% | $2.32 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| HDEF | DBX ETF TR | 147,291 | $3.634M | 0.3% | $24.67 | — | XTRACK MSCI EAFE | 233051630 |
| — | CONMED CORP | 3,903,000 | $3.567M | 0.3% | $1.12 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | PROSPECT CAP CORP | 3,438,000 | $3.412M | 0.3% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | IRONWOOD PHARMACEUTICALS INC | 3,277,000 | $3.32M | 0.3% | $1.01 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | DAYFORCE INC | 3,616,000 | $3.309M | 0.3% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,500,000 | $3.283M | 0.2% | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | HAEMONETICS CORP MASS | 3,572,000 | $3.279M | 0.2% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | CHEGG INC | 3,500,000 | $3.26M | 0.2% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | PERFICIENT INC | 3,750,000 | $3.232M | 0.2% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | SEMTECH CORP | 3,084,000 | $3.032M | 0.2% | $0.98 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | LUMENTUM HLDGS INC | 3,407,000 | $2.989M | 0.2% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | ETSY INC | 2,827,000 | $2.988M | 0.2% | $1.21 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| NVDA | NVIDIA CORPORATION | 3,251 | $2.937M | 0.2% | $16.76 | +332.3% | COM | 67066G104 |
| — | NRG ENERGY INC | 1,750,000 | $2.895M | 0.2% | $1.08 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | CHEFS WHSE INC | 2,638,000 | $2.887M | 0.2% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | JAZZ INVESTMENTS I LTD | 2,750,000 | $2.705M | 0.2% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| AAPL | APPLE INC | 15,756 | $2.702M | 0.2% | $83.72 | +115.3% | COM | 037833100 |
| — | JAMF HLDG CORP | 3,000,000 | $2.676M | 0.2% | $0.84 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | HALOZYME THERAPEUTICS INC | 2,962,000 | $2.621M | 0.2% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | MITEK SYS INC | 2,500,000 | $2.491M | 0.2% | $0.83 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | I3 VERTICALS LLC | 2,600,000 | $2.491M | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | NEUROCRINE BIOSCIENCES INC | 1,376,000 | $2.482M | 0.2% | $1.46 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | BENTLEY SYS INC | 2,750,000 | $2.466M | 0.2% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BRIDGEBIO PHARMA INC | 3,000,000 | $2.443M | 0.2% | $0.77 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| INDA | ISHARES TR | 47,319 | $2.441M | 0.2% | $48.85 | — | MSCI INDIA ETF | 46429B598 |
| AMZN | AMAZON COM INC | 13,419 | $2.421M | 0.2% | $122.53 | +36.2% | COM | 023135106 |
| GOOGL | ALPHABET INC | 15,465 | $2.334M | 0.2% | $106.43 | +33.4% | CAP STK CL A | 02079K305 |
| — | XOMETRY INC | 3,000,000 | $2.278M | 0.2% | $0.82 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | PENNYMAC CORP | 2,400,000 | $2.277M | 0.2% | $0.94 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,500,000 | $2.269M | 0.2% | $0.91 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | AIRBNB INC | 2,391,000 | $2.223M | 0.2% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | KAMAN CORP | 2,067,000 | $2.062M | 0.2% | $1.12 | — | NOTE 3.250% 5/0 | 483548AF0 |
| — | CENTURY ALUM CO | 2,025,000 | $2.046M | 0.2% | $1.01 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | ARBOR REALTY TRUST INC | 2,000,000 | $1.959M | 0.1% | $0.99 | — | NOTE 7.500% 8/0 | 038923BA5 |
| META | META PLATFORMS INC | 3,946 | $1.916M | 0.1% | $87.37 | +407.3% | CL A | 30303M102 |
| — | MESA LABS INC | 2,000,000 | $1.88M | 0.1% | $0.91 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | EXPEDIA GROUP INC | 2,036,000 | $1.875M | 0.1% | $1.16 | — | NOTE 2/1 | 30212PBE4 |
| — | SSR MINING IN | 2,000,000 | $1.785M | 0.1% | $0.89 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | ZIFF DAVIS INC | 1,850,000 | $1.75M | 0.1% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | EZCORP INC | 1,660,000 | $1.633M | 0.1% | $0.93 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | REALOGY GRP LLC/REALOGY CO | 2,000,000 | $1.585M | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | TURNING PT BRANDS INC | 1,500,000 | $1.459M | 0.1% | $0.97 | — | NOTE 2.500% 7/1 | 90041LAE5 |
| — | COHERUS BIOSCIENCES INC | 2,250,000 | $1.435M | 0.1% | $0.77 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | 3D SYS CORP DEL | 1,750,000 | $1.365M | 0.1% | $0.78 | — | NOTE 11/1 | 88554DAD8 |
| — | INNOVIVA INC | 1,531,000 | $1.336M | 0.1% | $0.83 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| XLU | SELECT SECTOR SPDR TR | 20,304 | $1.333M | 0.1% | $48.31 | — | SBI INT-UTILS | 81369Y886 |
| — | MICROSTRATEGY INC | 297,000 | $1.273M | 0.1% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | SUNNOVA ENERGY INTL INC. | 2,500,000 | $1.265M | 0.1% | $0.77 | — | NOTE 0.250%12/0 | 86745KAF1 |
| TBF | PROSHARES TR | 49,500 | $1.148M | 0.1% | $19.56 | — | SHRT 20+YR TRE | 74347X849 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,703 | $1.137M | 0.1% | $137.39 | +186.3% | CL B NEW | 084670702 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.123M | 0.1% | $74.42 | +53.3% | COM | 494368103 |
| — | PARSONS CORP DEL | 597,000 | $1.098M | 0.1% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | MARCUS CORP DEL | 750,000 | $1.076M | 0.1% | $1.45 | — | NOTE 5.000% 9/1 | 566330AB2 |
| L | LOEWS CORP | 13,232 | $1.036M | 0.1% | $42.08 | +74.8% | COM | 540424108 |
| — | LIBERTY LATIN AMERICA LTD | 1,000,000 | $988K | 0.1% | $0.97 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| — | BLOCK INC | 893,000 | $913K | 0.1% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| AVGO | BROADCOM INC | 647 | $858K | 0.1% | $19.73 | +514.5% | COM | 11135F101 |
| JPM | JPMORGAN CHASE & CO | 4,217 | $845K | 0.1% | $37.03 | +368.9% | COM | 46625H100 |
| — | SUNNOVA ENERGY INTL INC. | 2,000,000 | $805K | 0.1% | $0.63 | — | NOTE 2.625% 2/1 | 86745KAH7 |
| PG | PROCTER AND GAMBLE CO | 4,862 | $789K | 0.1% | $58.66 | +155.5% | COM | 742718109 |
| UNH | UNITEDHEALTH GROUP INC | 1,481 | $733K | 0.1% | $64.23 | +661.3% | COM | 91324P102 |
| IWD | ISHARES TR | 4,020 | $720K | 0.1% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| — | ALLIANT ENERGY CORP | 723,000 | $711K | 0.1% | $0.98 | — | NOTE 3.875% 3/1 | 018802AC2 |
| COST | COSTCO WHSL CORP NEW | 921 | $675K | 0.1% | $119.70 | +490.4% | COM | 22160K105 |
| JNJ | JOHNSON & JOHNSON | 4,115 | $651K | 0.0% | $69.14 | +117.3% | COM | 478160104 |
| — | JOHN BEAN TECHNOLOGIES CORP | 700,000 | $649K | 0.0% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| BAC | BANK AMERICA CORP | 16,637 | $631K | 0.0% | $11.46 | +186.1% | COM | 060505104 |
| V | VISA INC | 2,213 | $618K | 0.0% | $79.55 | +242.4% | COM CL A | 92826C839 |
| LLY | ELI LILLY & CO | 736 | $573K | 0.0% | $448.39 | +56.7% | COM | 532457108 |
| MRK | MERCK & CO INC | 4,255 | $561K | 0.0% | $40.85 | +183.4% | COM | 58933Y105 |
| IYR | ISHARES TR | 6,026 | $542K | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| — | BILL HOLDINGS INC | 569,000 | $531K | 0.0% | $1.06 | — | NOTE 12/0 | 090043AB6 |
| — | ENPHASE ENERGY INC | 583,000 | $500K | 0.0% | $1.00 | — | NOTE 3/0 | 29355AAK3 |
| UNP | UNION PAC CORP | 1,988 | $489K | 0.0% | $73.21 | +221.8% | COM | 907818108 |
| — | EURONET WORLDWIDE INC | 500,000 | $485K | 0.0% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| MA | MASTERCARD INCORPORATED | 999 | $481K | 0.0% | $74.60 | +506.7% | CL A | 57636Q104 |
| — | MIDDLEBY CORP | 363,000 | $477K | 0.0% | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| ETN | EATON CORP PLC | 1,512 | $473K | 0.0% | $145.02 | +84.5% | SHS | G29183103 |
| — | BURLINGTON STORES INC | 402,000 | $470K | 0.0% | $1.27 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | ON SEMICONDUCTOR CORP | 317,000 | $466K | 0.0% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| AMAT | APPLIED MATLS INC | 2,234 | $461K | 0.0% | $51.23 | +252.1% | COM | 038222105 |
| CRM | SALESFORCE INC | 1,514 | $456K | 0.0% | $173.15 | +64.7% | COM | 79466L302 |
| — | ETSY INC | 544,000 | $455K | 0.0% | $1.06 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| ORCL | ORACLE CORP | 3,613 | $454K | 0.0% | $30.91 | +263.4% | COM | 68389X105 |
| — | CLOUDFLARE INC | 479,000 | $448K | 0.0% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| HD | HOME DEPOT INC | 1,147 | $440K | 0.0% | $65.33 | +433.5% | COM | 437076102 |
| — | UPWORK INC | 500,000 | $436K | 0.0% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| KO | COCA COLA CO | 7,116 | $435K | 0.0% | $28.21 | +101.0% | COM | 191216100 |
| PEP | PEPSICO INC | 2,459 | $430K | 0.0% | $56.46 | +178.5% | COM | 713448108 |
| ABT | ABBOTT LABS | 3,768 | $428K | 0.0% | $29.00 | +282.0% | COM | 002824100 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,114 | $428K | 0.0% | $46.08 | +181.7% | COM | 45866F104 |
| ABBV | ABBVIE INC | 2,348 | $428K | 0.0% | $32.31 | +401.3% | COM | 00287Y109 |
| AMGN | AMGEN INC | 1,438 | $409K | 0.0% | $88.03 | +213.6% | COM | 031162100 |
| — | WOLFSPEED INC | 700,000 | $408K | 0.0% | $0.72 | — | NOTE 0.250% 2/1 | 977852AB8 |
| MCD | MCDONALDS CORP | 1,444 | $407K | 0.0% | $88.23 | +215.1% | COM | 580135101 |
| CSCO | CISCO SYS INC | 8,030 | $401K | 0.0% | $16.25 | +190.6% | COM | 17275R102 |
| WFC | WELLS FARGO CO NEW | 6,886 | $399K | 0.0% | $23.98 | +109.1% | COM | 949746101 |
| DHI | D R HORTON INC | 2,370 | $390K | 0.0% | $64.70 | +127.4% | COM | 23331A109 |
| TSLA | TESLA INC | 2,203 | $387K | 0.0% | $246.82 | -20.8% | COM | 88160R101 |
| — | ALNYLAM PHARMACEUTICALS INC | 407,000 | $383K | 0.0% | $0.92 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| PFE | PFIZER INC | 13,494 | $374K | 0.0% | $17.09 | +44.3% | COM | 717081103 |
| KKR | KKR & CO INC | 3,711 | $373K | 0.0% | $47.56 | +91.2% | COM | 48251W104 |
| AGG | ISHARES TR | 3,809 | $373K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| DHR | DANAHER CORPORATION | 1,489 | $372K | 0.0% | $125.27 | +92.8% | COM | 235851102 |
| CVX | CHEVRON CORP NEW | 2,332 | $368K | 0.0% | $79.58 | +74.7% | COM | 166764100 |
| CAT | CATERPILLAR INC | 992 | $363K | 0.0% | $195.46 | +59.1% | COM | 149123101 |
| — | RAPID7 INC | 386,000 | $338K | 0.0% | $0.85 | — | NOTE 0.250% 3/1 | 753422AF1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 573 | $333K | 0.0% | $124.96 | +346.3% | COM | 883556102 |
| DIS | DISNEY WALT CO | 2,677 | $328K | 0.0% | $80.72 | +26.8% | COM | 254687106 |
| UBER | UBER TECHNOLOGIES INC | 4,173 | $321K | 0.0% | $52.31 | +37.2% | COM | 90353T100 |
| CMCSA | COMCAST CORP NEW | 7,262 | $315K | 0.0% | $27.74 | +46.5% | CL A | 20030N101 |
| ADBE | ADOBE INC | 603 | $304K | 0.0% | $217.25 | +163.8% | COM | 00724F101 |
| PH | PARKER-HANNIFIN CORP | 546 | $303K | 0.0% | $275.48 | +81.0% | COM | 701094104 |
| — | MICROCHIP TECHNOLOGY INC. | 284,000 | $301K | 0.0% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | CNX RES CORP | 152,000 | $287K | 0.0% | $1.81 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | COINBASE GLOBAL INC | 260,000 | $285K | 0.0% | $0.81 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| ACN | ACCENTURE PLC IRELAND | 809 | $280K | 0.0% | $227.26 | +56.1% | SHS CLASS A | G1151C101 |
| NOW | SERVICENOW INC | 365 | $278K | 0.0% | $43.97 | +244.6% | COM | 81762P102 |
| MU | MICRON TECHNOLOGY INC | 2,270 | $268K | 0.0% | $89.83 | 0.0% | COM | 595112103 |
| HON | HONEYWELL INTL INC | 1,274 | $261K | 0.0% | $73.48 | +146.0% | COM | 438516106 |
| WMT | WALMART INC | 4,269 | $257K | 0.0% | $44.12 | +27.0% | COM | 931142103 |
| VLO | VALERO ENERGY CORP | 1,474 | $252K | 0.0% | $135.69 | 0.0% | COM | 91913Y100 |
| — | GUARDANT HEALTH INC | 369,000 | $251K | 0.0% | $0.71 | — | NOTE 11/1 | 40131MAB5 |
| LIN | LINDE PLC | 535 | $248K | 0.0% | $383.62 | +10.1% | SHS | G54950103 |
| BA | BOEING CO | 1,285 | $248K | 0.0% | $182.45 | +12.6% | COM | 097023105 |
| AIG | AMERICAN INTL GROUP INC | 3,128 | $245K | 0.0% | $60.81 | +12.6% | COM NEW | 026874784 |
| FWONK | LIBERTY MEDIA CORP DEL | 3,509 | $230K | 0.0% | $62.30 | — | COM LBTY ONE S C | 531229755 |
| INTU | INTUIT | 352 | $229K | 0.0% | $544.67 | +15.9% | COM | 461202103 |
| INTC | INTEL CORP | 4,974 | $220K | 0.0% | $40.04 | +10.0% | COM | 458140100 |
| LOW | LOWES COS INC | 855 | $218K | 0.0% | $222.03 | 0.0% | COM | 548661107 |
| LMT | LOCKHEED MARTIN CORP | 473 | $215K | 0.0% | $417.42 | -0.4% | COM | 539830109 |
| — | LAM RESEARCH CORP | 221 | $215K | 0.0% | $971.58 | — | COM | 512807108 |
| VZ | VERIZON COMMUNICATIONS INC | 4,887 | $205K | 0.0% | $31.00 | +15.9% | COM | 92343V104 |
| TJX | TJX COS INC NEW | 1,985 | $201K | 0.0% | $94.62 | 0.0% | COM | 872540109 |
| — | PEABODY ENGR CORP | 127,000 | $179K | 0.0% | $1.51 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | DROPBOX INC | 98,000 | $91,446 | 0.0% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| RIG | TRANSOCEAN LTD | 14,151 | $88,867 | 0.0% | $6.56 | -16.7% | REGISTERED SHS | H8817H100 |
| — | SHIFT4 PMTS INC | 28,000 | $29,960 | 0.0% | $1.06 | — | NOTE 12/1 | 82452JAB5 |
| — | ENVISTA HOLDINGS CORPORATION | 10,000 | $11,588 | 0.0% | $1.68 | — | NOTE 2.375% 6/0 | 29415FAB0 |