Location: Los Angeles, CA
CIK: 0000938487 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 8, 2024
Total Value: $1.358B (26.4% shares, 73.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 153,853 | $88.75M | 6.5% | $314.51 | — | CORE S&P500 ETF | 464287200 |
| — | BOOKING HOLDINGS INC | 15,341,000 | $34.32M | 2.5% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | SOUTHERN CO | 28,903,000 | $32.14M | 2.4% | $1.06 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | WELLS FARGO CO NEW | 19,981 | $25.55M | 1.9% | $1224.65 | — | PERP PFD CNV A | 949746804 |
| — | DUKE ENERGY CORP NEW | 22,878,000 | $24.22M | 1.8% | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | VENTAS RLTY LTD PARTNERSHIP | 19,027,000 | $23.09M | 1.7% | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | APOLLO GLOBAL MGMT INC | 337,430 | $23.05M | 1.7% | $56.05 | — | SER A MAND CNV | 03769M304 |
| — | BANK AMERICA CORP | 16,668 | $21.22M | 1.6% | $1206.87 | — | 7.25%CNV PFD L | 060505682 |
| VXUS | VANGUARD STAR FDS | 273,234 | $17.69M | 1.3% | $58.69 | — | VG TL INTL STK F | 921909768 |
| — | ROYAL CARIBBEAN GROUP | 4,925,000 | $17.6M | 1.3% | $2.28 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | PALO ALTO NETWORKS INC | 5,095,000 | $17.51M | 1.3% | $2.03 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | INSMED INC | 7,390,000 | $16.95M | 1.2% | $1.17 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | FORD MTR CO | 17,012,000 | $16.65M | 1.2% | $1.09 | — | NOTE 3/1 | 345370CZ1 |
| — | PPL CAP FDG INC | 15,412,000 | $16.31M | 1.2% | $0.99 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| LQD | ISHARES TR | 143,123 | $16.17M | 1.2% | $109.76 | — | IBOXX INV CP ETF | 464287242 |
| — | SEAGATE HDD CAYMAN | 11,176,998 | $16.04M | 1.2% | $1.44 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | WAYFAIR INC | 17,038,000 | $15.88M | 1.2% | $0.83 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SHIFT4 PMTS INC | 14,126,000 | $14.52M | 1.1% | $0.93 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | ON SEMICONDUCTOR CORP | 13,746,999 | $13.9M | 1.0% | $0.98 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | INTEGER HLDGS CORP | 8,677,000 | $13.68M | 1.0% | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | TETRA TECH INC NEW | 9,867,000 | $12.91M | 1.0% | $1.31 | — | DBCV 2.250% 8/1 | 88162GAB9 |
| — | AXON ENTERPRISE INC | 7,168,000 | $12.86M | 0.9% | $1.26 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | AFFIRM HLDGS INC | 14,382,000 | $12.73M | 0.9% | $0.76 | — | NOTE 11/1 | 00827BAB2 |
| — | ASCENDIS PHARMA A/S | 10,737,000 | $12.48M | 0.9% | $1.05 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | GRANITE CONSTR INC | 6,686,000 | $12.01M | 0.9% | $1.45 | — | NOTE 3.750% 5/1 | 387328AD9 |
| — | CABLE ONE INC | 14,649,000 | $11.79M | 0.9% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | AMERICAN WTR CAP CORP | 10,982,000 | $11.25M | 0.8% | $1.02 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| JAAA | JANUS DETROIT STR TR | 211,936 | $10.78M | 0.8% | $50.88 | — | HENDRSON AAA CL | 47103U845 |
| — | CHEESECAKE FACTORY INC | 11,225,000 | $10.58M | 0.8% | $0.85 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | AKAMAI TECHNOLOGIES INC | 9,430,000 | $10.48M | 0.8% | $1.13 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | DRAFTKINGS INC NEW | 12,052,000 | $10.43M | 0.8% | $0.79 | — | NOTE 3/1 | 26142RAB0 |
| — | MONGODB INC | 7,495,000 | $10.34M | 0.8% | $1.98 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SUMMIT HOTEL PPTYS | 10,902,000 | $10.26M | 0.8% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | WAYFAIR INC | 8,478,000 | $10.2M | 0.8% | $1.21 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | DEXCOM INC | 11,243,000 | $9.922M | 0.7% | $0.98 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | NCL CORP LTD | 10,152,000 | $9.82M | 0.7% | $0.92 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | AMPHASTAR PHARMACEUTICALS IN | 9,226,000 | $9.742M | 0.7% | $1.06 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | TYLER TEX INDPT SCH DIST | 7,704,000 | $9.445M | 0.7% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| — | HALOZYME THERAPEUTICS INC | 7,883,000 | $9.361M | 0.7% | $1.04 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| — | FLUOR CORP | 7,630,000 | $9.316M | 0.7% | $1.22 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | MACOM TECH SOLUTIONS HLDGS I | 6,587,000 | $9.307M | 0.7% | $1.02 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | TWO HARBORS INVENTMENT CORPO | 9,555,000 | $9.292M | 0.7% | $0.96 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | MIRUM PHARMACEUTICALS INC | 6,258,000 | $9.17M | 0.7% | $1.34 | — | NOTE 4.000% 5/0 | 604749AB7 |
| — | LIBERTY MEDIA CORP DEL | 8,262,000 | $9.084M | 0.7% | $0.97 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | PEBBLEBROOK HOTEL TR | 9,617,000 | $8.819M | 0.6% | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | ALNYLAM PHARMACEUTICALS INC | 7,353,000 | $8.596M | 0.6% | $1.09 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | NATERA INC | 2,567,000 | $8.495M | 0.6% | $2.08 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | AMERICAN AIRLINES GROUP INC | 8,199,000 | $8.408M | 0.6% | $1.24 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | NUTANIX INC | 7,020,000 | $8.371M | 0.6% | $1.04 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | IMPINJ INC | 4,127,000 | $8.249M | 0.6% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| — | CENTERPOINT ENERGY INC | 8,144,000 | $8.246M | 0.6% | $1.01 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | FRESHPET INC | 3,900,000 | $8.12M | 0.6% | $1.79 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | DIGITALOCEAN HLDGS INC | 9,178,000 | $8.104M | 0.6% | $0.78 | — | NOTE 12/0 | 25402DAB8 |
| — | SAREPTA THERAPEUTICS INC | 7,110,998 | $8.06M | 0.6% | $1.16 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | BURLINGTON STORES INC | 5,674,000 | $7.992M | 0.6% | $1.41 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | LENDINGTREE INC | 8,477,000 | $7.925M | 0.6% | $0.77 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | LANTHEUS HLDGS INC | 5,076,999 | $7.88M | 0.6% | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | EQUINOX GOLD CORP | 6,084,000 | $7.555M | 0.6% | $1.24 | — | NOTE 4.750%10/1 | 29446YAC0 |
| — | RWT HLDGS INC | 7,650,000 | $7.497M | 0.6% | $0.96 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | ALBEMARLE CORP | 163,120 | $7.309M | 0.5% | $52.85 | — | 7.25% DEP SHS A | 012653200 |
| — | AIR TRANS SVCS GROUP INC | 7,667,000 | $7.2M | 0.5% | $0.94 | — | NOTE 3.875% 8/1 | 00922RAD7 |
| IEF | ISHARES TR | 72,705 | $7.134M | 0.5% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| BKLN | INVESCO EXCH TRADED FD TR II | 338,206 | $7.106M | 0.5% | $21.13 | — | SR LN ETF | 46138G508 |
| — | CHART INDS INC | 140,520 | $7.058M | 0.5% | $63.79 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | SOUTHWEST AIRLS CO | 6,976,000 | $7.028M | 0.5% | $1.18 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | ZILLOW GROUP INC | 4,707,000 | $6.924M | 0.5% | $1.35 | — | NOTE 1.375% 9/0 | 98954MAG6 |
| — | ADVANCED ENERGY INDS | 6,476,999 | $6.817M | 0.5% | $1.05 | — | NOTE 2.500% 9/1 | 007973AE0 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 137,704 | $6.804M | 0.5% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | LUMENTUM HLDGS INC | 5,848,000 | $6.788M | 0.5% | $0.97 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | CNX RES CORP | 2,629,000 | $6.704M | 0.5% | $1.92 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | UNITY SOFTWARE INC | 7,428,000 | $6.626M | 0.5% | $0.83 | — | NOTE 11/1 | 91332UAB7 |
| — | PATRICK INDS INC | 4,391,000 | $6.613M | 0.5% | $0.95 | — | NOTE 1.750%12/0 | 703343AG8 |
| IEMG | ISHARES INC | 114,636 | $6.581M | 0.5% | $54.43 | — | CORE MSCI EMKT | 46434G103 |
| — | ZSCALER INC | 5,259,000 | $6.416M | 0.5% | $1.48 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| ICVT | ISHARES TR | 76,075 | $6.365M | 0.5% | $79.47 | — | CONV BD ETF | 46435G102 |
| — | GUARDANT HEALTH INC | 7,931,000 | $6.346M | 0.5% | $0.76 | — | NOTE 11/1 | 40131MAB5 |
| — | POST HLDGS INC | 5,316,000 | $6.321M | 0.5% | $1.11 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | ITRON INC | 6,017,000 | $6.285M | 0.5% | $0.81 | — | NOTE 3/1 | 465741AN6 |
| — | PENNYMAC CORP | 6,282,000 | $6.266M | 0.5% | $0.94 | — | NOTE 5.500%11/0 | 70932AAD5 |
| — | INSULET CORP | 5,220,000 | $6.23M | 0.5% | $1.25 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | TRANSMEDICS GROUP INC | 3,358,000 | $6.191M | 0.5% | $1.75 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | SPOTIFY USA INC | 5,996,000 | $5.958M | 0.4% | $0.88 | — | NOTE 3/1 | 84921RAB6 |
| — | DATADOG INC | 4,544,000 | $5.884M | 0.4% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | LIVE NATION ENTERTAINMENT IN | 4,762,000 | $5.856M | 0.4% | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | JETBLUE AIRWAYS CORP | 6,116,000 | $5.611M | 0.4% | $0.82 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | STRIDE INC | 3,302,000 | $5.557M | 0.4% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | REDFIN CORP | 7,595,000 | $5.525M | 0.4% | $0.64 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| — | GUIDEWIRE SOFTWARE INC | 3,445,000 | $5.524M | 0.4% | $1.60 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | HUBSPOT INC | 2,929,000 | $5.509M | 0.4% | $1.79 | — | NOTE 0.375% 6/0 | 443573AD2 |
| BUFR | FIRST TR EXCHNG TRADED FD VI | 180,936 | $5.408M | 0.4% | $24.49 | — | FT VEST LADDERED | 33740F755 |
| — | COLLEGIUM PHARMACEUTICAL INC | 4,250,000 | $5.344M | 0.4% | $1.23 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | PENNYMAC CORP | 5,425,000 | $5.254M | 0.4% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | INTERDIGITAL INC | 2,793,000 | $5.171M | 0.4% | $1.44 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | RBC BEARINGS INC | 37,540 | $5.003M | 0.4% | $122.84 | — | 5% CNV PFD SR A | 75524B203 |
| MSFT | MICROSOFT CORP | 11,580 | $4.983M | 0.4% | $38.41 | +1001.5% | COM | 594918104 |
| — | WISDOMTREE INC | 4,000,000 | $4.96M | 0.4% | $1.18 | — | NOTE 5.750% 8/1 | 97717PAF1 |
| — | NORTHERN OIL & GAS INC | 4,303,000 | $4.912M | 0.4% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| IYW | ISHARES TR | 31,750 | $4.814M | 0.4% | $122.75 | — | U.S. TECH ETF | 464287721 |
| — | CYTOKINETICS INC | 3,694,000 | $4.773M | 0.4% | $1.10 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | SNAP INC | 5,565,000 | $4.759M | 0.4% | $0.75 | — | NOTE 5/0 | 83304AAF3 |
| — | PERFICIENT INC | 4,750,000 | $4.669M | 0.3% | $0.82 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | BRIDGEBIO PHARMA INC | 4,535,000 | $4.666M | 0.3% | $1.21 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | BENTLEY SYS INC | 4,642,000 | $4.642M | 0.3% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| FLOT | ISHARES TR | 90,939 | $4.642M | 0.3% | $50.37 | — | FLTG RATE NT ETF | 46429B655 |
| — | GREENBRIER COS INC | 4,193,000 | $4.6M | 0.3% | $0.97 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | Q2 HLDGS INC | 4,156,000 | $4.519M | 0.3% | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | WORKIVA INC | 4,718,999 | $4.454M | 0.3% | $0.94 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | BLOOM ENERGY CORP | 4,814,000 | $4.425M | 0.3% | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| QUAL | ISHARES TR | 24,440 | $4.382M | 0.3% | $170.76 | — | MSCI USA QLT FCT | 46432F339 |
| SDVY | FIRST TR EXCHANGE-TRADED FD | 117,110 | $4.26M | 0.3% | $36.38 | — | SMID RISNG ETF | 33741X102 |
| IYR | ISHARES TR | 41,391 | $4.217M | 0.3% | $100.20 | — | U.S. REAL ES ETF | 464287739 |
| SHYG | ISHARES TR | 96,817 | $4.204M | 0.3% | $42.20 | — | 0-5YR HI YL CP | 46434V407 |
| IWN | ISHARES TR | 24,775 | $4.133M | 0.3% | $148.74 | — | RUS 2000 VAL ETF | 464287630 |
| — | CAMTEK LTD | 2,764,000 | $4.081M | 0.3% | $1.48 | — | NOTE 12/0 | 13469VAB4 |
| — | CONMED CORP | 4,376,000 | $4.06M | 0.3% | $1.09 | — | NOTE 2.250% 6/1 | 207410AH4 |
| NVDA | NVIDIA CORPORATION | 32,470 | $3.943M | 0.3% | $92.62 | +27.5% | COM | 67066G104 |
| — | SEMTECH CORP | 2,712,000 | $3.835M | 0.3% | $1.01 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | CHEGG INC | 4,000,000 | $3.83M | 0.3% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| HDEF | DBX ETF TR | 142,426 | $3.83M | 0.3% | $24.67 | — | XTRACK MSCI EAFE | 233051630 |
| — | BRIDGEBIO PHARMA INC | 4,500,000 | $3.757M | 0.3% | $0.78 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | HAEMONETICS CORP MASS | 4,031,000 | $3.709M | 0.3% | $0.82 | — | NOTE 3/0 | 405024AB6 |
| — | ENVESTNET INC | 3,500,000 | $3.703M | 0.3% | $1.01 | — | NOTE 2.625%12/0 | 29404KAG1 |
| AAPL | APPLE INC | 15,725 | $3.664M | 0.3% | $83.72 | +165.1% | COM | 037833100 |
| — | JAZZ INVESTMENTS I LTD | 3,665,000 | $3.652M | 0.3% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | CSG SYS INTL INC | 3,561,000 | $3.549M | 0.3% | $1.00 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | DAYFORCE INC | 3,616,000 | $3.397M | 0.3% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | EXACT SCIENCES CORP | 3,500,000 | $3.39M | 0.2% | $0.87 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NRG ENERGY INC | 1,515,000 | $3.358M | 0.2% | $1.40 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | LIBERTY MEDIA CORP DEL | 3,250,000 | $3.349M | 0.2% | $1.20 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | MICROSTRATEGY INC | 2,422,000 | $3.299M | 0.2% | $1.02 | — | NOTE 2/1 | 594972AE1 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,500,000 | $3.224M | 0.2% | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | ZILLOW GROUP INC | 2,891,000 | $3.219M | 0.2% | $1.06 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 1,281,000 | $3.107M | 0.2% | $1.30 | — | NOTE 2/1 | 56087FAB0 |
| — | BLACKSTONE MORTGAGE TRUST IN | 3,267,000 | $3.095M | 0.2% | $0.92 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | NEXTERA ENERGY INC | 65,190 | $3.038M | 0.2% | $43.35 | — | UNIT 09/01/2025 | 65339F713 |
| — | CHEFS WHSE INC | 2,536,000 | $2.967M | 0.2% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | HALOZYME THERAPEUTICS INC | 2,962,000 | $2.964M | 0.2% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | CMS ENERGY CORP | 2,683,000 | $2.873M | 0.2% | $0.98 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | EXPEDIA GROUP INC | 2,979,000 | $2.843M | 0.2% | $1.08 | — | NOTE 2/1 | 30212PBE4 |
| — | VERINT SYSTEMS INC | 3,000,000 | $2.789M | 0.2% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| INDA | ISHARES TR | 46,379 | $2.715M | 0.2% | $48.85 | — | MSCI INDIA ETF | 46429B598 |
| — | BREAD FINANCIAL HOLDINGS INC | 1,882,000 | $2.71M | 0.2% | $1.33 | — | NOTE 4.250% 6/1 | 018581AN8 |
| — | JAMF HLDG CORP | 3,000,000 | $2.701M | 0.2% | $0.84 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | BLOCK INC | 3,112,000 | $2.683M | 0.2% | $0.82 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | FIRST MAJESTIC SILVER CORP | 3,000,000 | $2.65M | 0.2% | $0.82 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| GOOGL | ALPHABET INC | 15,440 | $2.561M | 0.2% | $106.43 | +56.7% | CAP STK CL A | 02079K305 |
| — | XOMETRY INC | 3,000,000 | $2.558M | 0.2% | $0.82 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | I3 VERTICALS LLC | 2,600,000 | $2.551M | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| AMZN | AMAZON COM INC | 13,395 | $2.496M | 0.2% | $122.53 | +48.9% | COM | 023135106 |
| — | NCL CORP LTD | 2,500,000 | $2.467M | 0.2% | $0.99 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | PEGASYSTEMS INC | 2,500,000 | $2.444M | 0.2% | $0.98 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | HEWLETT PACKARD ENTERPRISE C | 40,000 | $2.425M | 0.2% | $60.63 | — | 7.625 MAND CONV | 42824C208 |
| — | SSR MINING IN | 2,500,000 | $2.34M | 0.2% | $0.90 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | BENTLEY SYS INC | 2,500,000 | $2.305M | 0.2% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| META | META PLATFORMS INC | 3,942 | $2.257M | 0.2% | $87.37 | +486.2% | CL A | 30303M102 |
| — | NEXTERA ENERGY INC | 40,205 | $2.239M | 0.2% | $55.70 | — | UNIT 06/01/2027 | 65339F663 |
| — | CENTURY ALUM CO | 2,025,000 | $2.233M | 0.2% | $1.01 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | AIRBNB INC | 2,373,000 | $2.208M | 0.2% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | LUMENTUM HLDGS INC | 2,500,000 | $2.161M | 0.2% | $0.86 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | TELADOC HEALTH INC | 2,500,000 | $2.159M | 0.2% | $0.86 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | ARBOR REALTY TRUST INC | 2,000,000 | $2.033M | 0.1% | $0.99 | — | NOTE 7.500% 8/0 | 038923BA5 |
| — | MESA LABS INC | 2,000,000 | $1.921M | 0.1% | $0.91 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | RIVIAN AUTOMOTIVE INC | 2,044,000 | $1.841M | 0.1% | $0.98 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | ENPHASE ENERGY INC | 2,073,000 | $1.825M | 0.1% | $0.91 | — | NOTE 3/0 | 29355AAK3 |
| — | PROS HOLDINGS INC | 2,000,000 | $1.784M | 0.1% | $0.89 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | MARA HOLDINGS INC | 2,000,000 | $1.771M | 0.1% | $0.89 | — | NOTE 1.000%12/0 | 565788AB2 |
| — | REALOGY GRP LLC/REALOGY CO | 2,000,000 | $1.747M | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | ZIFF DAVIS INC | 1,850,000 | $1.708M | 0.1% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | SUNNOVA ENERGY INTL INC. | 2,250,000 | $1.696M | 0.1% | $0.75 | — | NOTE 0.250%12/0 | 86745KAF1 |
| XLU | SELECT SECTOR SPDR TR | 20,274 | $1.638M | 0.1% | $48.31 | — | SBI INT-UTILS | 81369Y886 |
| — | EZCORP INC | 1,660,000 | $1.625M | 0.1% | $0.93 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | INNOVIVA INC | 1,531,000 | $1.474M | 0.1% | $0.83 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| — | ZIFF DAVIS INC | 1,542,000 | $1.474M | 0.1% | $0.96 | — | DEBT 3.625% 3/0 | 48123VAH5 |
| — | 3D SYS CORP DEL | 1,750,000 | $1.456M | 0.1% | $0.78 | — | NOTE 11/1 | 88554DAD8 |
| — | SHAKE SHACK INC | 1,500,000 | $1.39M | 0.1% | $0.81 | — | NOTE 3/0 | 819047AB7 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,700 | $1.243M | 0.1% | $137.39 | +221.9% | CL B NEW | 084670702 |
| — | BITDEER TECHNOLOGIES GROUP | 1,050,000 | $1.239M | 0.1% | $1.18 | — | NOTE 8.500% 8/1 | 09175RAA8 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1.236M | 0.1% | $74.42 | +80.3% | COM | 494368103 |
| EWJ | ISHARES INC | 17,196 | $1.23M | 0.1% | $71.54 | — | MSCI JPN ETF NEW | 46434G822 |
| AVGO | BROADCOM INC | 6,466 | $1.115M | 0.1% | $144.17 | +9.6% | COM | 11135F101 |
| — | UBER TECHNOLOGIES INC | 954,000 | $1.052M | 0.1% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| L | LOEWS CORP | 13,232 | $1.046M | 0.1% | $42.08 | +85.7% | COM | 540424108 |
| — | RINGCENTRAL INC | 1,050,000 | $1.022M | 0.1% | $0.97 | — | NOTE 3/0 | 76680RAF4 |
| — | AKAMAI TECHNOLOGIES INC | 986,000 | $1.017M | 0.1% | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | PELOTON INTERACTIVE INC | 1,000,000 | $900K | 0.1% | $0.90 | — | NOTE 2/1 | 70614WAB6 |
| UNH | UNITEDHEALTH GROUP INC | 1,480 | $865K | 0.1% | $64.23 | +753.7% | COM | 91324P102 |
| PG | PROCTER AND GAMBLE CO | 4,855 | $841K | 0.1% | $58.66 | +180.0% | COM | 742718109 |
| COST | COSTCO WHSL CORP NEW | 921 | $816K | 0.1% | $119.70 | +620.1% | COM | 22160K105 |
| — | BOFA FIN LLC | 725,000 | $804K | 0.1% | $1.11 | — | MTNF 0.600% 5/2 | 09709UV70 |
| JPM | JPMORGAN CHASE & CO. | 3,647 | $769K | 0.1% | $37.03 | +453.5% | COM | 46625H100 |
| IWD | ISHARES TR | 4,020 | $763K | 0.1% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| — | PARSONS CORP DEL | 319,000 | $733K | 0.1% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| JNJ | JOHNSON & JOHNSON | 4,108 | $666K | 0.0% | $69.14 | +120.8% | COM | 478160104 |
| SGOV | ISHARES TR | 6,587 | $663K | 0.0% | $100.71 | — | 0-3 MNTH TREASRY | 46436E718 |
| BAC | BANK AMERICA CORP | 16,615 | $659K | 0.0% | $11.46 | +238.2% | COM | 060505104 |
| LLY | ELI LILLY & CO | 736 | $652K | 0.0% | $448.39 | +98.6% | COM | 532457108 |
| — | SNAP INC | 770,000 | $615K | 0.0% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| ORCL | ORACLE CORP | 3,607 | $615K | 0.0% | $30.91 | +362.7% | COM | 68389X105 |
| V | VISA INC | 2,210 | $608K | 0.0% | $79.55 | +236.6% | COM CL A | 92826C839 |
| — | SNAP INC | 608,000 | $585K | 0.0% | $1.05 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| TSLA | TESLA INC | 2,198 | $575K | 0.0% | $246.82 | -7.6% | COM | 88160R101 |
| KO | COCA COLA CO | 7,106 | $511K | 0.0% | $28.21 | +132.7% | COM | 191216100 |
| — | COINBASE GLOBAL INC | 521,000 | $510K | 0.0% | $1.02 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| ETN | EATON CORP PLC | 1,511 | $501K | 0.0% | $145.02 | +107.7% | SHS | G29183103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,110 | $500K | 0.0% | $46.08 | +229.2% | COM | 45866F104 |
| — | IONIS PHARMACEUTICALS INC | 496,000 | $495K | 0.0% | $1.05 | — | NOTE 4/0 | 462222AD2 |
| MA | MASTERCARD INCORPORATED | 998 | $493K | 0.0% | $74.60 | +518.9% | CL A | 57636Q104 |
| UNP | UNION PAC CORP | 1,986 | $490K | 0.0% | $73.21 | +220.5% | COM | 907818108 |
| KKR | KKR & CO INC | 3,703 | $484K | 0.0% | $47.56 | +146.9% | COM | 48251W104 |
| MRK | MERCK & CO INC | 4,248 | $482K | 0.0% | $40.85 | +176.5% | COM | 58933Y105 |
| HD | HOME DEPOT INC | 1,146 | $464K | 0.0% | $65.33 | +439.7% | COM | 437076102 |
| ABBV | ABBVIE INC | 2,345 | $463K | 0.0% | $32.31 | +453.0% | COM | 00287Y109 |
| AMGN | AMGEN INC | 1,437 | $463K | 0.0% | $88.03 | +255.7% | COM | 031162100 |
| — | ETSY INC | 535,000 | $459K | 0.0% | $1.06 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | UPWORK INC | 500,000 | $456K | 0.0% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| DHI | D R HORTON INC | 2,369 | $452K | 0.0% | $64.70 | +167.6% | COM | 23331A109 |
| AMAT | APPLIED MATLS INC | 2,232 | $451K | 0.0% | $51.23 | +295.0% | COM | 038222105 |
| — | ON SEMICONDUCTOR CORP | 305,000 | $447K | 0.0% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| — | ALLIANT ENERGY CORP | 423,000 | $442K | 0.0% | $0.98 | — | NOTE 3.875% 3/1 | 018802AC2 |
| MCD | MCDONALDS CORP | 1,443 | $439K | 0.0% | $88.23 | +202.3% | COM | 580135101 |
| — | CLOUDFLARE INC | 468,000 | $432K | 0.0% | $0.78 | — | NOTE 8/1 | 18915MAC1 |
| ABT | ABBOTT LABS | 3,763 | $429K | 0.0% | $29.00 | +269.2% | COM | 002824100 |
| CSCO | CISCO SYS INC | 8,019 | $427K | 0.0% | $16.25 | +188.0% | COM | 17275R102 |
| PEP | PEPSICO INC | 2,456 | $418K | 0.0% | $56.46 | +188.5% | COM | 713448108 |
| CRM | SALESFORCE INC | 1,513 | $414K | 0.0% | $173.15 | +46.6% | COM | 79466L302 |
| DHR | DANAHER CORPORATION | 1,488 | $414K | 0.0% | $125.27 | +109.5% | COM | 235851102 |
| — | MIDDLEBY CORP | 357,000 | $411K | 0.0% | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| PFE | PFIZER INC | 13,477 | $390K | 0.0% | $17.09 | +56.1% | COM | 717081103 |
| WFC | WELLS FARGO CO NEW | 6,872 | $388K | 0.0% | $23.98 | +128.8% | COM | 949746101 |
| AGG | ISHARES TR | 3,809 | $386K | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| TMO | THERMO FISHER SCIENTIFIC INC | 573 | $354K | 0.0% | $124.96 | +371.5% | COM | 883556102 |
| PH | PARKER-HANNIFIN CORP | 546 | $345K | 0.0% | $275.48 | +103.4% | COM | 701094104 |
| WMT | WALMART INC | 4,255 | $344K | 0.0% | $44.12 | +64.3% | COM | 931142103 |
| CVX | CHEVRON CORP NEW | 2,327 | $343K | 0.0% | $79.58 | +75.9% | COM | 166764100 |
| — | ZTO EXPRESS CAYMAN INC | 313,000 | $333K | 0.0% | $1.06 | — | NOTE 1.500% 9/0 | 98980AAB1 |
| NOW | SERVICENOW INC | 365 | $326K | 0.0% | $43.97 | +273.9% | COM | 81762P102 |
| UBER | UBER TECHNOLOGIES INC | 4,164 | $313K | 0.0% | $52.31 | +34.6% | COM | 90353T100 |
| ADBE | ADOBE INC | 603 | $312K | 0.0% | $217.25 | +152.5% | COM | 00724F101 |
| — | EURONET WORLDWIDE INC | 318,000 | $312K | 0.0% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| — | VARONIS SYS INC | 166,000 | $307K | 0.0% | $1.53 | — | NOTE 1.250% 8/1 | 922280AB8 |
| CMCSA | COMCAST CORP NEW | 7,249 | $303K | 0.0% | $27.74 | +36.1% | CL A | 20030N101 |
| ACN | ACCENTURE PLC IRELAND | 809 | $286K | 0.0% | $227.26 | +42.0% | SHS CLASS A | G1151C101 |
| LMT | LOCKHEED MARTIN CORP | 473 | $276K | 0.0% | $417.42 | +23.7% | COM | 539830109 |
| — | UNITED STATES STL CORP | 102,000 | $272K | 0.0% | $2.84 | — | NOTE 5.000%11/0 | 912909AT5 |
| FWONK | LIBERTY MEDIA CORP DEL | 3,502 | $271K | 0.0% | $62.30 | — | COM LBTY ONE S C | 531229755 |
| HON | HONEYWELL INTL INC | 1,273 | $263K | 0.0% | $73.48 | +156.3% | COM | 438516106 |
| — | MICROCHIP TECHNOLOGY INC. | 259,000 | $258K | 0.0% | $1.20 | — | NOTE 0.125%11/1 | 595017AU8 |
| DIS | DISNEY WALT CO | 2,673 | $257K | 0.0% | $80.72 | +12.2% | COM | 254687106 |
| LIN | LINDE PLC | 535 | $255K | 0.0% | $383.62 | +16.8% | SHS | G54950103 |
| — | PDD HOLDINGS INC | 242,000 | $243K | 0.0% | $0.98 | — | NOTE 12/0 | 722304AC6 |
| MSI | MOTOROLA SOLUTIONS INC | 527 | $237K | 0.0% | $354.55 | +15.8% | COM NEW | 620076307 |
| MU | MICRON TECHNOLOGY INC | 2,265 | $235K | 0.0% | $89.83 | +15.7% | COM | 595112103 |
| TJX | TJX COS INC NEW | 1,980 | $233K | 0.0% | $94.62 | +19.1% | COM | 872540109 |
| LOW | LOWES COS INC | 855 | $232K | 0.0% | $236.16 | 0.0% | COM | 548661107 |
| AIG | AMERICAN INTL GROUP INC | 3,122 | $229K | 0.0% | $60.81 | +18.8% | COM NEW | 026874784 |
| VZ | VERIZON COMMUNICATIONS INC | 4,877 | $219K | 0.0% | $31.00 | +23.8% | COM | 92343V104 |
| INTU | INTUIT | 352 | $219K | 0.0% | $544.67 | +16.2% | COM | 461202103 |
| CMI | CUMMINS INC | 657 | $213K | 0.0% | $287.98 | 0.0% | COM | 231021106 |
| MRSH | MARSH & MCLENNAN COS INC | 921 | $205K | 0.0% | $216.92 | 0.0% | COM | 571748102 |
| NFLX | NETFLIX INC | 289 | $205K | 0.0% | $66.88 | 0.0% | COM | 64110L106 |
| DE | DEERE & CO | 480 | $200K | 0.0% | $369.25 | 0.0% | COM | 244199105 |
| — | H WORLD GROUP LTD | 174,000 | $198K | 0.0% | $1.06 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | PEABODY ENGR CORP | 124,000 | $185K | 0.0% | $1.51 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | DROPBOX INC | 98,000 | $94,509 | 0.0% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | PROSPECT CAP CORP | 92,000 | $92,055 | 0.0% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | JOHN BEAN TECHNOLOGIES CORP | 92,000 | $86,176 | 0.0% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| RIG | TRANSOCEAN LTD | 14,121 | $60,014 | 0.0% | $6.56 | -24.8% | REGISTERED SHS | H8817H100 |
| — | BLOCK INC | 44,000 | $43,010 | 0.0% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SHIFT4 PMTS INC | 28,000 | $34,034 | 0.0% | $1.06 | — | NOTE 12/1 | 82452JAB5 |