CIK: 0000938487 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Jul 26, 2024
Total Value ($000): $1,301,740 (26.3% shares, 73.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 174,267 | $95,364 | 7.3% | $314.51 | — | CORE S&P500 ETF | 464287200 |
| — | BOOKING HOLDINGS INC | 17,199,000 | $36,171 | 2.8% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | FORD MTR CO DEL | 29,068,000 | $29,344 | 2.3% | $1.09 | — | NOTE 3/1 | 345370CZ1 |
| — | ROYAL CARIBBEAN GROUP | 7,590,000 | $24,482 | 1.9% | $2.28 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | WELLS FARGO CO NEW | 20,338 | $24,185 | 1.9% | $1224.65 | — | PERP PFD CNV A | 949746804 |
| — | DUKE ENERGY CORP NEW | 23,425,000 | $23,356 | 1.8% | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | VENTAS RLTY LTD PARTNERSHIP | 19,554,000 | $20,522 | 1.6% | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | APOLLO GLOBAL MGMT INC | 310,520 | $20,379 | 1.6% | $54.99 | — | SER A MAND CNV | 03769M304 |
| — | BANK AMERICA CORP | 16,954 | $20,294 | 1.6% | $1206.87 | — | 7.25%CNV PFD L | 060505682 |
| — | INSMED INC | 8,495,000 | $17,914 | 1.4% | $1.17 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | PALO ALTO NETWORKS INC | 5,240,000 | $17,854 | 1.4% | $2.03 | — | NOTE 0.375% 6/0 | 697435AF2 |
| VXUS | VANGUARD STAR FDS | 276,279 | $16,660 | 1.3% | $58.69 | — | VG TL INTL STK F | 921909768 |
| LQD | ISHARES TR | 145,551 | $15,591 | 1.2% | $109.76 | — | IBOXX INV CP ETF | 464287242 |
| — | WAYFAIR INC | 16,401,000 | $14,756 | 1.1% | $0.83 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | DATADOG INC | 10,138,000 | $14,675 | 1.1% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | INTEGER HLDGS CORP | 10,140,000 | $14,475 | 1.1% | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | SOUTHWEST AIRLS CO | 14,453,000 | $14,467 | 1.1% | $1.18 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | SHIFT4 PMTS INC | 14,249,000 | $13,458 | 1.0% | $0.93 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | ON SEMICONDUCTOR CORP | 14,045,999 | $13,456 | 1.0% | $0.98 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | SOUTHERN CO | 12,710,000 | $12,983 | 1.0% | $0.99 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | ENVESTNET INC | 11,538,000 | $12,363 | 0.9% | $1.01 | — | NOTE 2.625%12/0 | 29404KAG1 |
| — | ASCENDIS PHARMA A/S | 10,915,000 | $12,134 | 0.9% | $1.05 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | AFFIRM HLDGS INC | 14,472,000 | $12,012 | 0.9% | $0.76 | — | NOTE 11/1 | 00827BAB2 |
| — | DEXCOM INC | 11,959,000 | $11,684 | 0.9% | $0.98 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | UPSTART HLDGS INC | 14,690,000 | $11,629 | 0.9% | $0.68 | — | NOTE 0.250% 8/1 | 91680MAB3 |
| — | NATERA INC | 3,998,000 | $11,342 | 0.9% | $2.08 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | NUTANIX INC | 9,127,000 | $10,642 | 0.8% | $1.04 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | DRAFTKINGS INC NEW | 12,599,000 | $10,438 | 0.8% | $0.79 | — | NOTE 3/1 | 26142RAB0 |
| — | CABLE ONE INC | 13,738,000 | $10,197 | 0.8% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | PPL CAP FDG INC | 10,604,000 | $10,143 | 0.8% | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | MONGODB INC | 7,677,000 | $10,108 | 0.8% | $1.98 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | AXON ENTERPRISE INC | 7,294,000 | $10,008 | 0.8% | $1.26 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | SUMMIT HOTEL PPTYS | 10,956,000 | $9,860 | 0.8% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | WAYFAIR INC | 8,552,000 | $9,824 | 0.8% | $1.21 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | GRANITE CONSTR INC | 6,765,000 | $9,806 | 0.8% | $1.45 | — | NOTE 3.750% 5/1 | 387328AD9 |
| — | CHEESECAKE FACTORY INC | 10,773,000 | $9,720 | 0.7% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | DIGITALOCEAN HLDGS INC | 11,478,000 | $9,670 | 0.7% | $0.78 | — | NOTE 12/0 | 25402DAB8 |
| — | NCL CORP LTD | 10,402,000 | $9,665 | 0.7% | $0.92 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | AKAMAI TECHNOLOGIES INC | 9,182,000 | $9,622 | 0.7% | $1.13 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SAREPTA THERAPEUTICS INC | 7,303,998 | $9,397 | 0.7% | $1.16 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | PEBBLEBROOK HOTEL TR | 10,396,000 | $9,174 | 0.7% | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | TWO HARBORS INVENTMENT CORPO | 9,581,000 | $9,150 | 0.7% | $0.96 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | REVANCE THERAPEUTICS INC | 13,745,000 | $9,017 | 0.7% | $0.90 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | HUBSPOT INC | 4,327,000 | $9,009 | 0.7% | $1.79 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | AMERICAN AIRLINES GROUP INC | 8,680,000 | $8,977 | 0.7% | $1.24 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | LIBERTY MEDIA CORP DEL | 8,472,000 | $8,890 | 0.7% | $0.97 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | ALBEMARLE CORP | 193,925 | $8,872 | 0.7% | $52.85 | — | 7.25% DEP SHS A | 012653200 |
| FLOT | ISHARES TR | 171,684 | $8,771 | 0.7% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | TYLER TEX INDPT SCH DIST | 7,797,000 | $8,538 | 0.7% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | CHART INDS INC | 149,715 | $8,526 | 0.7% | $63.79 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | MIRUM PHARMACEUTICALS INC | 6,294,000 | $8,430 | 0.6% | $1.34 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | FRESHPET INC | 4,239,000 | $8,387 | 0.6% | $1.79 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | LENDINGTREE INC | 8,828,000 | $8,276 | 0.6% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | COINBASE GLOBAL INC | 7,977,000 | $8,192 | 0.6% | $1.02 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| BKLN | INVESCO EXCH TRADED FD TR II | 381,917 | $8,036 | 0.6% | $21.13 | — | SR LN ETF | 46138G508 |
| — | TRANSMEDICS GROUP INC | 4,578,000 | $8,028 | 0.6% | $1.75 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | JETBLUE AIRWAYS CORP | 9,097,000 | $7,979 | 0.6% | $0.82 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | CNX RES CORP | 4,089,000 | $7,875 | 0.6% | $1.92 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | CYBERARK SOFTWARE LTD | 4,511,000 | $7,836 | 0.6% | $1.25 | — | NOTE 11/1 | 23248VAB1 |
| — | ATI INC | 2,106,000 | $7,536 | 0.6% | $1.62 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | RWT HLDGS INC | 7,650,000 | $7,421 | 0.6% | $0.96 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,196,000 | $7,326 | 0.6% | $0.91 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | ZSCALER INC | 5,304,000 | $7,120 | 0.5% | $1.48 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | UNITY SOFTWARE INC | 8,097,000 | $6,976 | 0.5% | $0.83 | — | NOTE 11/1 | 91332UAB7 |
| IEF | ISHARES TR | 73,720 | $6,904 | 0.5% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| — | LANTHEUS HLDGS INC | 5,513,999 | $6,857 | 0.5% | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| JAAA | JANUS DETROIT STR TR | 131,882 | $6,710 | 0.5% | $50.88 | — | HENDRSON AAA CL | 47103U845 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 138,038 | $6,633 | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | IMPINJ INC | 4,162,000 | $6,438 | 0.5% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | PENNYMAC CORP | 6,324,000 | $6,245 | 0.5% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | SHAKE SHACK INC | 7,143,000 | $6,179 | 0.5% | $0.81 | — | NOTE 3/0 | 819047AB7 |
| — | ITRON INC | 6,072,000 | $6,099 | 0.5% | $0.81 | — | NOTE 3/1 | 465741AN6 |
| — | MICROSTRATEGY INC | 5,077,000 | $6,080 | 0.5% | $1.02 | — | NOTE 2/1 | 594972AE1 |
| IYW | ISHARES TR | 39,420 | $5,933 | 0.5% | $122.75 | — | U.S. TECH ETF | 464287721 |
| — | POST HLDGS INC | 5,361,000 | $5,892 | 0.5% | $1.11 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | INSULET CORP | 5,378,000 | $5,865 | 0.5% | $1.25 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | GUARDANT HEALTH INC | 7,614,000 | $5,820 | 0.4% | $0.76 | — | NOTE 11/1 | 40131MAB5 |
| — | SPOTIFY USA INC | 6,047,000 | $5,754 | 0.4% | $0.88 | — | NOTE 3/1 | 84921RAB6 |
| — | BREAD FINANCIAL HOLDINGS INC | 4,323,000 | $5,753 | 0.4% | $1.33 | — | NOTE 4.250% 6/1 | 018581AN8 |
| — | ALNYLAM PHARMACEUTICALS INC | 5,339,000 | $5,753 | 0.4% | $1.07 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | LUMENTUM HLDGS INC | 5,896,000 | $5,727 | 0.4% | $0.97 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | PATRICK INDS INC | 4,598,000 | $5,564 | 0.4% | $0.95 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | LIBERTY MEDIA CORP DEL | 5,250,000 | $5,460 | 0.4% | $1.20 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | NRG ENERGY INC | 2,833,000 | $5,432 | 0.4% | $1.40 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 2,455,000 | $5,422 | 0.4% | $1.30 | — | NOTE 2/1 | 56087FAB0 |
| — | SEMTECH CORP | 5,120,000 | $5,384 | 0.4% | $1.01 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | HALOZYME THERAPEUTICS INC | 4,730,000 | $5,258 | 0.4% | $0.93 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| BUFR | FIRST TR EXCHNG TRADED FD VI | 181,704 | $5,255 | 0.4% | $24.49 | — | FT VEST LADDERED | 33740F755 |
| MSFT | MICROSOFT CORP | 11,586 | $5,178 | 0.4% | $38.41 | +986.3% | COM | 594918104 |
| — | WOLFSPEED INC | 9,385,000 | $5,171 | 0.4% | $0.68 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | PENNYMAC CORP | 5,425,000 | $5,161 | 0.4% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | RBC BEARINGS INC | 41,215 | $5,008 | 0.4% | $122.84 | — | 5% CNV PFD SR A | 75524B203 |
| — | NORTHERN OIL & GAS INC | 4,341,000 | $4,996 | 0.4% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| ICVT | ISHARES TR | 63,419 | $4,987 | 0.4% | $78.63 | — | CONV BD ETF | 46435G102 |
| — | STRIDE INC | 3,482,000 | $4,984 | 0.4% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | CYTOKINETICS INC | 3,726,000 | $4,860 | 0.4% | $1.10 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | LIVE NATION ENTERTAINMENT IN | 4,315,000 | $4,765 | 0.4% | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | BRIDGEBIO PHARMA INC | 4,690,000 | $4,728 | 0.4% | $1.21 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | BLOOM ENERGY CORP | 4,857,000 | $4,698 | 0.4% | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | COLLEGIUM PHARMACEUTICAL INC | 4,250,000 | $4,684 | 0.4% | $1.23 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | BENTLEY SYS INC | 4,681,000 | $4,632 | 0.4% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| IEMG | ISHARES INC | 84,503 | $4,523 | 0.3% | $53.37 | — | CORE MSCI EMKT | 46434G103 |
| — | GREENBRIER COS INC | 4,193,000 | $4,495 | 0.3% | $0.97 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | GLAUKOS CORP | 2,061,000 | $4,452 | 0.3% | $2.16 | — | NOTE 2.750% 6/1 | 377322AB8 |
| — | JAZZ INVESTMENTS I LTD | 4,610,000 | $4,428 | 0.3% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | HCI GROUP INC | 3,389,000 | $4,410 | 0.3% | $1.30 | — | NOTE 4.750% 6/0 | 40416EAF0 |
| — | INTERDIGITAL INC | 2,817,000 | $4,355 | 0.3% | $1.44 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | WISDOMTREE INC | 3,500,000 | $4,284 | 0.3% | $1.18 | — | NOTE 5.750% 8/1 | 97717PAF1 |
| — | VARONIS SYS INC | 2,598,000 | $4,214 | 0.3% | $1.53 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | REDFIN CORP | 7,661,000 | $4,186 | 0.3% | $0.64 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| QUAL | ISHARES TR | 24,420 | $4,170 | 0.3% | $170.76 | — | MSCI USA QLT FCT | 46432F339 |
| — | SNAP INC | 5,000,000 | $4,153 | 0.3% | $0.74 | — | NOTE 5/0 | 83304AAF3 |
| SHYG | ISHARES TR | 96,713 | $4,081 | 0.3% | $42.20 | — | 0-5YR HI YL CP | 46434V407 |
| NVDA | NVIDIA CORPORATION | 32,485 | $4,013 | 0.3% | $92.62 | +9.1% | COM | 67066G104 |
| — | CONMED CORP | 4,376,000 | $3,908 | 0.3% | $1.09 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | VERINT SYSTEMS INC | 4,135,000 | $3,812 | 0.3% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| IWN | ISHARES TR | 24,755 | $3,770 | 0.3% | $148.74 | — | RUS 2000 VAL ETF | 464287630 |
| — | PDD HOLDINGS INC | 3,811,000 | $3,747 | 0.3% | $0.98 | — | NOTE 12/0 | 722304AC6 |
| — | CHEGG INC | 4,000,000 | $3,700 | 0.3% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | PERFICIENT INC | 3,750,000 | $3,624 | 0.3% | $0.77 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | BRIDGEBIO PHARMA INC | 4,500,000 | $3,607 | 0.3% | $0.78 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| HDEF | DBX ETF TR | 144,211 | $3,516 | 0.3% | $24.67 | — | XTRACK MSCI EAFE | 233051630 |
| — | PERMIAN RESOURCES CORP | 1,228,000 | $3,382 | 0.3% | $2.32 | — | NOTE 3.250% 4/0 | 15136AAA0 |
| AAPL | APPLE INC | 15,740 | $3,315 | 0.3% | $83.72 | +121.1% | COM | 037833100 |
| — | DAYFORCE INC | 3,616,000 | $3,294 | 0.3% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | TURNING PT BRANDS INC | 3,300,000 | $3,290 | 0.3% | $0.99 | — | NOTE 2.500% 7/1 | 90041LAE5 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,500,000 | $3,185 | 0.2% | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | HAEMONETICS CORP MASS | 3,531,000 | $3,166 | 0.2% | $0.80 | — | NOTE 3/0 | 405024AB6 |
| — | EXACT SCIENCES CORP | 3,500,000 | $3,042 | 0.2% | $0.87 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | H WORLD GROUP LTD | 2,798,000 | $2,960 | 0.2% | $1.06 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | ZILLOW GROUP INC | 2,891,000 | $2,914 | 0.2% | $1.06 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | EXPEDIA GROUP INC | 3,141,000 | $2,883 | 0.2% | $1.08 | — | NOTE 2/1 | 30212PBE4 |
| — | CHEFS WHSE INC | 2,570,000 | $2,851 | 0.2% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | HALOZYME THERAPEUTICS INC | 2,962,000 | $2,824 | 0.2% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| GOOGL | ALPHABET INC | 15,451 | $2,814 | 0.2% | $106.43 | +57.2% | CAP STK CL A | 02079K305 |
| — | NEXTERA ENERGY INC | 65,190 | $2,706 | 0.2% | $43.35 | — | UNIT 09/01/2025 | 65339F713 |
| — | JAMF HLDG CORP | 3,000,000 | $2,645 | 0.2% | $0.84 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | CMS ENERGY CORP | 2,683,000 | $2,625 | 0.2% | $0.98 | — | NOTE 3.375% 5/0 | 125896BX7 |
| AMZN | AMAZON COM INC | 13,404 | $2,590 | 0.2% | $122.53 | +49.9% | COM | 023135106 |
| INDA | ISHARES TR | 46,379 | $2,587 | 0.2% | $48.85 | — | MSCI INDIA ETF | 46429B598 |
| — | ETSY INC | 2,610,000 | $2,577 | 0.2% | $1.21 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BLOCK INC | 3,112,000 | $2,574 | 0.2% | $0.82 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | I3 VERTICALS LLC | 2,600,000 | $2,516 | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | ZILLOW GROUP INC | 2,086,000 | $2,515 | 0.2% | $1.21 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | FIRST MAJESTIC SILVER CORP | 3,000,000 | $2,474 | 0.2% | $0.82 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| — | BENTLEY SYS INC | 2,750,000 | $2,456 | 0.2% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | LUMENTUM HLDGS INC | 2,500,000 | $2,251 | 0.2% | $1.16 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | XOMETRY INC | 3,000,000 | $2,242 | 0.2% | $0.82 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,500,000 | $2,238 | 0.2% | $0.91 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | CENTURY ALUM CO | 2,025,000 | $2,209 | 0.2% | $1.01 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | AIRBNB INC | 2,373,000 | $2,165 | 0.2% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | RIVIAN AUTOMOTIVE INC | 2,044,000 | $1,999 | 0.2% | $0.98 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | ARBOR REALTY TRUST INC | 2,000,000 | $1,998 | 0.2% | $0.99 | — | NOTE 7.500% 8/0 | 038923BA5 |
| META | META PLATFORMS INC | 3,944 | $1,989 | 0.2% | $87.37 | +453.2% | CL A | 30303M102 |
| — | BLACKLINE INC | 2,000,000 | $1,984 | 0.2% | $0.99 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | MESA LABS INC | 2,000,000 | $1,879 | 0.1% | $0.91 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | SSR MINING IN | 2,000,000 | $1,808 | 0.1% | $0.89 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | JAZZ INVESTMENTS I LTD | 1,750,000 | $1,740 | 0.1% | $0.98 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ZIFF DAVIS INC | 1,850,000 | $1,718 | 0.1% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | REALOGY GRP LLC/REALOGY CO | 2,000,000 | $1,625 | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | EZCORP INC | 1,660,000 | $1,602 | 0.1% | $0.93 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | 3D SYS CORP DEL | 1,750,000 | $1,417 | 0.1% | $0.78 | — | NOTE 11/1 | 88554DAD8 |
| XLU | SELECT SECTOR SPDR TR | 20,288 | $1,382 | 0.1% | $48.31 | — | SBI INT-UTILS | 81369Y886 |
| — | INNOVIVA INC | 1,531,000 | $1,374 | 0.1% | $0.83 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1,200 | 0.1% | $74.42 | +68.4% | COM | 494368103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,701 | $1,099 | 0.1% | $137.39 | +197.4% | CL B NEW | 084670702 |
| AVGO | BROADCOM INC | 647 | $1,039 | 0.1% | $19.73 | +597.9% | COM | 11135F101 |
| — | UBER TECHNOLOGIES INC | 954,000 | $1,023 | 0.1% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | AKAMAI TECHNOLOGIES INC | 1,046,000 | $1,012 | 0.1% | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | LIBERTY LATIN AMERICA LTD | 1,000,000 | $991 | 0.1% | $0.97 | — | NOTE 2.000% 7/1 | 53069QAB5 |
| L | LOEWS CORP | 13,232 | $989 | 0.1% | $42.08 | +79.2% | COM | 540424108 |
| JPM | JPMORGAN CHASE & CO. | 4,212 | $852 | 0.1% | $37.03 | +410.9% | COM | 46625H100 |
| PG | PROCTER AND GAMBLE CO | 4,858 | $801 | 0.1% | $58.66 | +168.0% | COM | 742718109 |
| COST | COSTCO WHSL CORP NEW | 921 | $783 | 0.1% | $119.70 | +546.5% | COM | 22160K105 |
| UNH | UNITEDHEALTH GROUP INC | 1,481 | $754 | 0.1% | $64.23 | +636.6% | COM | 91324P102 |
| IWD | ISHARES TR | 4,020 | $701 | 0.1% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| LLY | ELI LILLY & CO | 736 | $666 | 0.1% | $448.39 | +76.4% | COM | 532457108 |
| BAC | BANK AMERICA CORP | 16,624 | $661 | 0.1% | $11.46 | +221.4% | COM | 060505104 |
| — | SNAP INC | 608,000 | $651 | 0.0% | $1.05 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| SGOV | ISHARES TR | 6,429 | $647 | 0.0% | $100.71 | — | 0-3 MNTH TREASRY | 46436E718 |
| — | SNAP INC | 770,000 | $613 | 0.0% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| JNJ | JOHNSON & JOHNSON | 4,111 | $601 | 0.0% | $69.14 | +104.6% | COM | 478160104 |
| V | VISA INC | 2,212 | $581 | 0.0% | $79.55 | +240.5% | COM CL A | 92826C839 |
| — | PARSONS CORP DEL | 319,000 | $578 | 0.0% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| IYR | ISHARES TR | 6,019 | $528 | 0.0% | $90.39 | — | U.S. REAL ES ETF | 464287739 |
| AMAT | APPLIED MATLS INC | 2,233 | $527 | 0.0% | $51.23 | +312.7% | COM | 038222105 |
| MRK | MERCK & CO INC | 4,251 | $526 | 0.0% | $40.85 | +198.0% | COM | 58933Y105 |
| — | IONIS PHARMACEUTICALS INC | 496,000 | $511 | 0.0% | $1.05 | — | NOTE 4/0 | 462222AD2 |
| ORCL | ORACLE CORP | 3,609 | $510 | 0.0% | $30.91 | +295.6% | COM | 68389X105 |
| — | ENPHASE ENERGY INC | 573,000 | $474 | 0.0% | $1.00 | — | NOTE 3/0 | 29355AAK3 |
| ETN | EATON CORP PLC | 1,512 | $474 | 0.0% | $145.02 | +118.8% | SHS | G29183103 |
| — | BURLINGTON STORES INC | 394,000 | $463 | 0.0% | $1.27 | — | NOTE 2.250% 4/1 | 122017AB2 |
| KO | COCA COLA CO | 7,109 | $452 | 0.0% | $28.21 | +108.7% | COM | 191216100 |
| UNP | UNION PAC CORP | 1,988 | $450 | 0.0% | $73.21 | +208.0% | COM | 907818108 |
| AMGN | AMGEN INC | 1,438 | $449 | 0.0% | $88.03 | +217.3% | COM | 031162100 |
| — | ETSY INC | 535,000 | $447 | 0.0% | $1.06 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | UPWORK INC | 500,000 | $444 | 0.0% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| MA | MASTERCARD INCORPORATED | 999 | $441 | 0.0% | $74.60 | +505.4% | CL A | 57636Q104 |
| TSLA | TESLA INC | 2,200 | $435 | 0.0% | $246.82 | -29.2% | COM | 88160R101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,112 | $426 | 0.0% | $46.08 | +185.9% | COM | 45866F104 |
| — | ON SEMICONDUCTOR CORP | 305,000 | $426 | 0.0% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| — | CLOUDFLARE INC | 468,000 | $425 | 0.0% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| — | ALLIANT ENERGY CORP | 423,000 | $416 | 0.0% | $0.98 | — | NOTE 3.875% 3/1 | 018802AC2 |
| WFC | WELLS FARGO CO NEW | 6,878 | $408 | 0.0% | $23.98 | +137.2% | COM | 949746101 |
| PEP | PEPSICO INC | 2,458 | $405 | 0.0% | $56.46 | +187.5% | COM | 713448108 |
| ABBV | ABBVIE INC | 2,346 | $402 | 0.0% | $32.31 | +386.3% | COM | 00287Y109 |
| HD | HOME DEPOT INC | 1,147 | $395 | 0.0% | $65.33 | +401.4% | COM | 437076102 |
| ABT | ABBOTT LABS | 3,765 | $391 | 0.0% | $29.00 | +255.0% | COM | 002824100 |
| KKR | KKR & CO INC | 3,706 | $390 | 0.0% | $47.56 | +112.1% | COM | 48251W104 |
| CRM | SALESFORCE INC | 1,514 | $389 | 0.0% | $173.15 | +52.9% | COM | 79466L302 |
| CSCO | CISCO SYS INC | 8,023 | $381 | 0.0% | $16.25 | +178.8% | COM | 17275R102 |
| — | WOLFSPEED INC | 646,000 | $381 | 0.0% | $0.72 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | MIDDLEBY CORP | 357,000 | $380 | 0.0% | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| PFE | PFIZER INC | 13,485 | $377 | 0.0% | $17.09 | +44.9% | COM | 717081103 |
| DHR | DANAHER CORPORATION | 1,489 | $372 | 0.0% | $125.27 | +99.8% | COM | 235851102 |
| AGG | ISHARES TR | 3,809 | $370 | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| MCD | MCDONALDS CORP | 1,444 | $368 | 0.0% | $88.23 | +189.1% | COM | 580135101 |
| CVX | CHEVRON CORP NEW | 2,329 | $364 | 0.0% | $79.58 | +86.5% | COM | 166764100 |
| — | MICROSTRATEGY INC | 102,000 | $353 | 0.0% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| ADBE | ADOBE INC | 603 | $335 | 0.0% | $217.25 | +122.9% | COM | 00724F101 |
| DHI | D R HORTON INC | 2,370 | $334 | 0.0% | $64.70 | +123.3% | COM | 23331A109 |
| CAT | CATERPILLAR INC | 992 | $330 | 0.0% | $195.46 | +73.3% | COM | 149123101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 573 | $317 | 0.0% | $124.96 | +356.0% | COM | 883556102 |
| — | EURONET WORLDWIDE INC | 318,000 | $308 | 0.0% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| UBER | UBER TECHNOLOGIES INC | 4,168 | $303 | 0.0% | $52.31 | +32.9% | COM | 90353T100 |
| MU | MICRON TECHNOLOGY INC | 2,267 | $298 | 0.0% | $89.83 | +39.4% | COM | 595112103 |
| — | UNITED STATES STL CORP | 102,000 | $290 | 0.0% | $2.84 | — | NOTE 5.000%11/0 | 912909AT5 |
| WMT | WALMART INC | 4,261 | $289 | 0.0% | $44.12 | +40.5% | COM | 931142103 |
| NOW | SERVICENOW INC | 365 | $287 | 0.0% | $43.97 | +233.8% | COM | 81762P102 |
| CMCSA | COMCAST CORP NEW | 7,254 | $284 | 0.0% | $27.74 | +33.8% | CL A | 20030N101 |
| PH | PARKER-HANNIFIN CORP | 546 | $276 | 0.0% | $275.48 | +91.5% | COM | 701094104 |
| — | MICROCHIP TECHNOLOGY INC. | 259,000 | $273 | 0.0% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| HON | HONEYWELL INTL INC | 1,274 | $272 | 0.0% | $73.48 | +150.1% | COM | 438516106 |
| DIS | DISNEY WALT CO | 2,675 | $266 | 0.0% | $80.72 | +30.7% | COM | 254687106 |
| FWONK | LIBERTY MEDIA CORP DEL | 3,505 | $252 | 0.0% | $62.30 | — | COM LBTY ONE S C | 531229755 |
| ACN | ACCENTURE PLC IRELAND | 809 | $245 | 0.0% | $227.26 | +31.7% | SHS CLASS A | G1151C101 |
| — | LAM RESEARCH CORP | 221 | $235 | 0.0% | $971.58 | — | COM | 512807108 |
| LIN | LINDE PLC | 535 | $235 | 0.0% | $383.62 | +12.2% | SHS | G54950103 |
| BA | BOEING CO | 1,285 | $234 | 0.0% | $182.45 | -2.3% | COM | 097023105 |
| AIG | AMERICAN INTL GROUP INC | 3,124 | $232 | 0.0% | $60.81 | +21.2% | COM NEW | 026874784 |
| INTU | INTUIT | 352 | $231 | 0.0% | $544.67 | +12.8% | COM | 461202103 |
| VLO | VALERO ENERGY CORP | 1,474 | $231 | 0.0% | $135.69 | +13.1% | COM | 91913Y100 |
| LMT | LOCKHEED MARTIN CORP | 473 | $221 | 0.0% | $417.42 | +5.8% | COM | 539830109 |
| TJX | TJX COS INC NEW | 1,982 | $218 | 0.0% | $94.62 | +4.3% | COM | 872540109 |
| MSI | MOTOROLA SOLUTIONS INC | 527 | $203 | 0.0% | $354.55 | 0.0% | COM NEW | 620076307 |
| VZ | VERIZON COMMUNICATIONS INC | 4,881 | $201 | 0.0% | $31.00 | +17.7% | COM | 92343V104 |
| — | VEECO INSTRS INC DEL | 104,000 | $179 | 0.0% | $1.72 | — | NOTE 2.875% 6/0 | 922417AJ9 |
| — | PEABODY ENGR CORP | 124,000 | $163 | 0.0% | $1.51 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | JOHN BEAN TECHNOLOGIES CORP | 162,000 | $148 | 0.0% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PROSPECT CAP CORP | 92,000 | $92 | 0.0% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | DROPBOX INC | 98,000 | $89 | 0.0% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| RIG | TRANSOCEAN LTD | 14,133 | $76 | 0.0% | $6.56 | -11.8% | REGISTERED SHS | H8817H100 |
| — | BLOCK INC | 44,000 | $42 | 0.0% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SHIFT4 PMTS INC | 28,000 | $31 | 0.0% | $1.06 | — | NOTE 12/1 | 82452JAB5 |
| — | ENVISTA HOLDINGS CORPORATION | 10,000 | $10 | 0.0% | $1.68 | — | NOTE 2.375% 6/0 | 29415FAB0 |