CIK: 0000938487 · Show all filings
Period: Q4 2024 (← Previous) (Next →)
Filing Date: Feb 10, 2025
Total Value ($000): $1,340,905 (31.6% shares, 68.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IVV | ISHARES TR | 161,510 | $95,078 | 7.1% | $327.51 | — | CORE S&P500 ETF | 464287200 |
| — | BOOKING HOLDINGS INC | 12,830,000 | $33,854 | 2.5% | $1.41 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | BOEING CO | 513,070 | $31,564 | 2.4% | $61.52 | — | DEP CONV PFD A | 097023204 |
| — | SOUTHERN CO | 28,459,000 | $29,896 | 2.2% | $1.06 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | WELLS FARGO CO NEW | 19,671 | $23,362 | 1.7% | $1224.65 | — | PERP PFD CNV A | 949746804 |
| — | DUKE ENERGY CORP NEW | 22,232,000 | $22,788 | 1.7% | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | UBER TECHNOLOGIES INC | 19,470,000 | $21,417 | 1.6% | $1.10 | — | NOTE 0.875%12/0 | 90353TAM2 |
| — | BANK AMERICA CORP | 16,573 | $20,053 | 1.5% | $1206.87 | — | 7.25%CNV PFD L | 060505682 |
| — | ON SEMICONDUCTOR CORP | 20,124,000 | $18,947 | 1.4% | $0.97 | — | NOTE 0.500% 3/0 | 682189AU9 |
| — | APOLLO GLOBAL MGMT INC | 211,840 | $18,446 | 1.4% | $56.05 | — | SER A MAND CNV | 03769M304 |
| — | PG&E CORP | 16,849,000 | $18,273 | 1.4% | $1.08 | — | NOTE 4.250%12/0 | 69331CAL2 |
| VXUS | VANGUARD STAR FDS | 293,359 | $17,288 | 1.3% | $58.71 | — | VG TL INTL STK F | 921909768 |
| — | SHIFT4 PMTS INC | 15,215,000 | $16,356 | 1.2% | $0.94 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| LQD | ISHARES TR | 153,057 | $16,353 | 1.2% | $109.57 | — | IBOXX INV CP ETF | 464287242 |
| — | PPL CAP FDG INC | 15,227,000 | $15,882 | 1.2% | $0.99 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | ROYAL CARIBBEAN GROUP | 3,395,000 | $15,726 | 1.2% | $2.28 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | NCL CORP LTD | 14,840,000 | $15,359 | 1.1% | $0.96 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | SOUTHWEST AIRLS CO | 14,758,000 | $15,149 | 1.1% | $1.10 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | WAYFAIR INC | 16,261,000 | $15,032 | 1.1% | $0.83 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | VENTAS RLTY LTD PARTNERSHIP | 13,029,000 | $14,814 | 1.1% | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | PALO ALTO NETWORKS INC | 3,986,000 | $14,579 | 1.1% | $2.03 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | WESTERN DIGITAL CORP | 10,601,000 | $14,046 | 1.0% | $1.32 | — | NOTE 3.000%11/1 | 958102AT2 |
| — | SEAGATE HDD CAYMAN | 11,623,000 | $13,953 | 1.0% | $1.43 | — | NOTE 3.500% 6/0 | 81180WBL4 |
| — | INTEGER HLDGS CORP | 8,429,000 | $13,470 | 1.0% | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | ARES MANAGEMENT CORPORATION | 219,060 | $12,254 | 0.9% | $55.94 | — | 6.75 SE B PFD | 03990B309 |
| — | AFFIRM HLDGS INC | 13,438,000 | $12,119 | 0.9% | $0.76 | — | NOTE 11/1 | 00827BAB2 |
| — | CABLE ONE INC | 14,425,000 | $11,865 | 0.9% | $0.77 | — | NOTE 1.125% 3/1 | 12685JAG0 |
| — | RIVIAN AUTOMOTIVE INC | 12,923,000 | $11,540 | 0.9% | $0.89 | — | NOTE 3.625%10/1 | 76954AAD5 |
| JAAA | JANUS DETROIT STR TR | 226,293 | $11,475 | 0.9% | $50.87 | — | HENDRSON AAA CL | 47103U845 |
| — | ASCENDIS PHARMA A/S | 10,382,000 | $11,394 | 0.8% | $1.05 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | HEWLETT PACKARD ENTERPRISE C | 173,540 | $10,721 | 0.8% | $61.51 | — | 7.625 MAND CONV | 42824C208 |
| BKLN | INVESCO EXCH TRADED FD TR II | 500,269 | $10,541 | 0.8% | $21.11 | — | SR LN ETF | 46138G508 |
| — | ZILLOW GROUP INC | 8,929,000 | $10,330 | 0.8% | $1.13 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | INSMED INC | 4,752,000 | $10,299 | 0.8% | $1.17 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | DRAFTKINGS INC NEW | 12,066,000 | $10,268 | 0.8% | $0.79 | — | NOTE 3/1 | 26142RAB0 |
| — | LIBERTY MEDIA CORP DEL | 7,999,000 | $9,763 | 0.7% | $0.97 | — | NOTE 2.250% 8/1 | 531229AQ5 |
| — | CHART INDS INC | 137,595 | $9,743 | 0.7% | $63.79 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | SUMMIT HOTEL PPTYS | 10,069,000 | $9,727 | 0.7% | $1.05 | — | NOTE 1.500% 2/1 | 866082AA8 |
| — | AKAMAI TECHNOLOGIES INC | 9,074,000 | $9,596 | 0.7% | $1.13 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | TWO HARBORS INVENTMENT CORPO | 9,446,000 | $9,290 | 0.7% | $0.96 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | MIRUM PHARMACEUTICALS INC | 6,013,000 | $9,155 | 0.7% | $1.34 | — | NOTE 4.000% 5/0 | 604749AB7 |
| SHYG | ISHARES TR | 213,505 | $9,097 | 0.7% | $42.42 | — | 0-5YR HI YL CP | 46434V407 |
| — | PEBBLEBROOK HOTEL TR | 9,672,000 | $8,981 | 0.7% | $1.08 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | FLUOR CORP | 7,129,000 | $8,958 | 0.7% | $1.22 | — | NOTE 1.125% 8/1 | 343412AJ1 |
| — | TYLER TEX INDPT SCH DIST | 7,394,000 | $8,921 | 0.7% | $1.08 | — | NOTE 0.250% 3/1 | 902252AB1 |
| IWN | ISHARES TR | 53,526 | $8,787 | 0.7% | $157.03 | — | RUS 2000 VAL ETF | 464287630 |
| — | AXON ENTERPRISE INC | 3,346,000 | $8,716 | 0.7% | $1.26 | — | NOTE 0.500%12/1 | 05464CAB7 |
| — | DIGITALOCEAN HLDGS INC | 9,732,000 | $8,637 | 0.6% | $0.78 | — | NOTE 12/0 | 25402DAB8 |
| — | LENDINGTREE INC | 8,779,000 | $8,371 | 0.6% | $0.78 | — | NOTE 0.500% 7/1 | 52603BAD9 |
| — | LUMENTUM HLDGS INC | 5,891,000 | $8,200 | 0.6% | $0.97 | — | NOTE 1.500%12/1 | 55024UAH2 |
| — | FRESHPET INC | 3,695,000 | $8,170 | 0.6% | $1.79 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | NUTANIX INC | 6,655,000 | $8,039 | 0.6% | $1.04 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | FORD MTR CO | 8,188,000 | $7,918 | 0.6% | $1.09 | — | NOTE 3/1 | 345370CZ1 |
| — | ZSCALER INC | 6,234,000 | $7,733 | 0.6% | $1.44 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | ALNYLAM PHARMACEUTICALS INC | 7,078,000 | $7,524 | 0.6% | $1.09 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | SAREPTA THERAPEUTICS INC | 6,847,000 | $7,518 | 0.6% | $1.16 | — | NOTE 1.250% 9/1 | 803607AD2 |
| — | WORKIVA INC | 6,978,000 | $7,386 | 0.6% | $0.98 | — | NOTE 1.250% 8/1 | 98139AAD7 |
| — | DATADOG INC | 4,575,000 | $7,082 | 0.5% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UNITY SOFTWARE INC | 7,666,000 | $6,984 | 0.5% | $0.83 | — | NOTE 11/1 | 91332UAB7 |
| — | HUBSPOT INC | 2,818,000 | $6,922 | 0.5% | $1.79 | — | NOTE 0.375% 6/0 | 443573AD2 |
| ICVT | ISHARES TR | 81,358 | $6,913 | 0.5% | $79.83 | — | CONV BD ETF | 46435G102 |
| — | PG&E CORP | 136,920 | $6,824 | 0.5% | $49.84 | — | PFD CONV SER A | 69331C306 |
| — | INTERDIGITAL INC | 2,694,000 | $6,768 | 0.5% | $1.44 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | ADVANCED ENERGY INDS | 6,214,000 | $6,767 | 0.5% | $1.05 | — | NOTE 2.500% 9/1 | 007973AE0 |
| — | ALBEMARLE CORP | 165,205 | $6,749 | 0.5% | $52.70 | — | 7.25% DEP SHS A | 012653200 |
| SDVY | FIRST TR EXCHANGE-TRADED FD | 183,679 | $6,585 | 0.5% | $36.19 | — | SMID RISNG ETF | 33741X102 |
| — | STRIDE INC | 3,257,000 | $6,561 | 0.5% | $0.93 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | EQUINOX GOLD CORP | 5,963,000 | $6,507 | 0.5% | $1.24 | — | NOTE 4.750%10/1 | 29446YAC0 |
| — | LANTHEUS HLDGS INC | 4,850,000 | $6,455 | 0.5% | $1.12 | — | NOTE 2.625%12/1 | 516544AB9 |
| — | GUARDANT HEALTH INC | 7,647,000 | $6,404 | 0.5% | $0.76 | — | NOTE 11/1 | 40131MAB5 |
| — | BLOOM ENERGY CORP | 4,630,000 | $6,389 | 0.5% | $0.97 | — | NOTE 3.000% 6/0 | 093712AK3 |
| — | INSULET CORP | 5,024,000 | $6,349 | 0.5% | $1.25 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | EVERGY INC | 5,717,000 | $6,206 | 0.5% | $1.09 | — | NOTE 4.500%12/1 | 30034WAD8 |
| — | TRAVERE THERAPEUTICS INC | 6,507,000 | $6,197 | 0.5% | $0.95 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | SPOTIFY USA INC | 5,765,000 | $6,129 | 0.5% | $0.88 | — | NOTE 3/1 | 84921RAB6 |
| — | BURLINGTON STORES INC | 4,052,000 | $6,062 | 0.5% | $1.41 | — | NOTE 1.250%12/1 | 122017AD8 |
| — | LIVE NATION ENTERTAINMENT IN | 4,412,000 | $6,003 | 0.4% | $1.20 | — | NOTE 3.125% 1/1 | 538034BA6 |
| — | AMERICAN AIRLINES GROUP INC | 5,133,000 | $5,996 | 0.4% | $1.24 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | ITRON INC | 5,778,000 | $5,980 | 0.4% | $0.81 | — | NOTE 3/1 | 465741AN6 |
| BUFR | FIRST TR EXCHNG TRADED FD VI | 193,428 | $5,894 | 0.4% | $24.88 | — | FT VEST LADDERED | 33740F755 |
| — | POST HLDGS INC | 4,986,000 | $5,841 | 0.4% | $1.11 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | BLOCK INC | 6,659,000 | $5,767 | 0.4% | $0.84 | — | NOTE 0.250%11/0 | 852234AK9 |
| — | IMPINJ INC | 3,976,000 | $5,635 | 0.4% | $1.28 | — | NOTE 1.125% 5/1 | 453204AD1 |
| IYW | ISHARES TR | 33,732 | $5,381 | 0.4% | $124.91 | — | U.S. TECH ETF | 464287721 |
| — | PENNYMAC CORP | 5,425,000 | $5,317 | 0.4% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | CHEESECAKE FACTORY INC | 5,403,000 | $5,306 | 0.4% | $0.85 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | AMPHASTAR PHARMACEUTICALS IN | 5,645,000 | $5,253 | 0.4% | $1.06 | — | NOTE 2.000% 3/1 | 03209RAB9 |
| — | NORTHERN OIL & GAS INC | 4,425,000 | $5,179 | 0.4% | $1.18 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | WISDOMTREE INC | 4,000,000 | $5,130 | 0.4% | $1.18 | — | NOTE 5.750% 8/1 | 97717PAF1 |
| — | SPHERE ENTERTAINMENT CO | 3,750,000 | $5,111 | 0.4% | $1.36 | — | NOTE 3.500%12/0 | 55826TAB8 |
| — | Q2 HLDGS INC | 3,995,000 | $4,921 | 0.4% | $1.09 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| — | HALOZYME THERAPEUTICS INC | 4,523,000 | $4,878 | 0.4% | $1.04 | — | NOTE 1.000% 8/1 | 40637HAF6 |
| MSFT | MICROSOFT CORP | 11,572 | $4,878 | 0.4% | $38.41 | +999.5% | COM | 594918104 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 100,106 | $4,872 | 0.4% | $49.96 | — | FST LOW OPPT EFT | 33739Q200 |
| — | WAYFAIR INC | 4,564,000 | $4,865 | 0.4% | $1.21 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| FLOT | ISHARES TR | 92,504 | $4,707 | 0.4% | $50.38 | — | FLTG RATE NT ETF | 46429B655 |
| — | GREENBRIER COS INC | 3,843,000 | $4,652 | 0.3% | $0.97 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | SEMTECH CORP | 2,611,000 | $4,610 | 0.3% | $1.01 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | IMAX CORP | 4,311,000 | $4,577 | 0.3% | $1.06 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| QUAL | ISHARES TR | 25,393 | $4,522 | 0.3% | $171.03 | — | MSCI USA QLT FCT | 46432F339 |
| — | SNAP INC | 5,100,000 | $4,424 | 0.3% | $0.75 | — | NOTE 5/0 | 83304AAF3 |
| NVDA | NVIDIA CORPORATION | 32,448 | $4,357 | 0.3% | $92.62 | +48.8% | COM | 67066G104 |
| — | CYTOKINETICS INC | 3,558,000 | $4,227 | 0.3% | $1.10 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | COLLEGIUM PHARMACEUTICAL INC | 4,000,000 | $4,190 | 0.3% | $1.23 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| IEF | ISHARES TR | 44,961 | $4,157 | 0.3% | $100.58 | — | 7-10 YR TRSY BD | 464287440 |
| — | CONMED CORP | 4,376,000 | $4,061 | 0.3% | $1.09 | — | NOTE 2.250% 6/1 | 207410AH4 |
| IYR | ISHARES TR | 43,594 | $4,057 | 0.3% | $99.84 | — | U.S. REAL ES ETF | 464287739 |
| IEMG | ISHARES INC | 76,927 | $4,017 | 0.3% | $54.43 | — | CORE MSCI EMKT | 46434G103 |
| — | ENOVIS CORPORATION | 3,750,000 | $3,960 | 0.3% | $1.06 | — | NOTE 3.875%10/1 | 194014AB2 |
| — | AIR TRANS SVCS GROUP INC | 4,000,000 | $3,957 | 0.3% | $0.94 | — | NOTE 3.875% 8/1 | 00922RAD7 |
| AAPL | APPLE INC | 15,710 | $3,934 | 0.3% | $83.72 | +180.1% | COM | 037833100 |
| — | AMERICAN WTR CAP CORP | 3,953,000 | $3,902 | 0.3% | $1.02 | — | NOTE 3.625% 6/1 | 03040WBE4 |
| — | CHEGG INC | 4,000,000 | $3,878 | 0.3% | $0.88 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | BRIDGEBIO PHARMA INC | 4,500,000 | $3,839 | 0.3% | $0.78 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | UNITED STATES STL CORP | 1,482,000 | $3,803 | 0.3% | $2.59 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | HAEMONETICS CORP MASS | 4,031,000 | $3,794 | 0.3% | $0.82 | — | NOTE 3/0 | 405024AB6 |
| HDEF | DBX ETF TR | 155,241 | $3,771 | 0.3% | $24.64 | — | XTRACK MSCI EAFE | 233051630 |
| — | BLACKSTONE MORTGAGE TRUST IN | 3,767,000 | $3,626 | 0.3% | $0.92 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | MAKEMYTRIP LIMITED MAURITIUS | 1,234,000 | $3,606 | 0.3% | $1.30 | — | NOTE 2/1 | 56087FAB0 |
| — | SEA LTD | 2,835,000 | $3,588 | 0.3% | $1.27 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | CSG SYS INTL INC | 3,561,000 | $3,586 | 0.3% | $1.00 | — | NOTE 3.875% 9/1 | 126349AH2 |
| — | CENTERPOINT ENERGY INC | 3,500,000 | $3,575 | 0.3% | $1.01 | — | NOTE 4.250% 8/1 | 15189TBD8 |
| — | LIBERTY MEDIA CORP DEL | 3,250,000 | $3,351 | 0.2% | $1.20 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | TRANSMEDICS GROUP INC | 3,223,000 | $3,324 | 0.2% | $1.75 | — | NOTE 1.500% 6/0 | 89377MAB5 |
| — | NCL CORP LTD | 2,307,000 | $3,292 | 0.2% | $1.43 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | MARRIOTT VACATIONS WORLDWIDE | 3,500,000 | $3,266 | 0.2% | $0.90 | — | NOTE 3.250%12/1 | 57164YAF4 |
| — | EXACT SCIENCES CORP | 3,500,000 | $3,239 | 0.2% | $0.87 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | NRG ENERGY INC | 1,456,000 | $3,194 | 0.2% | $1.40 | — | DBCV 2.750% 6/0 | 629377CG5 |
| — | EVOLENT HEALTH INC | 3,750,000 | $3,171 | 0.2% | $0.85 | — | NOTE 3.500%12/0 | 30050BAH4 |
| — | BRIDGEBIO PHARMA INC | 2,875,000 | $3,010 | 0.2% | $1.21 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | CNX RES CORP | 1,041,000 | $2,977 | 0.2% | $1.92 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| AMZN | AMAZON COM INC | 13,383 | $2,936 | 0.2% | $122.53 | +67.0% | COM | 023135106 |
| GOOGL | ALPHABET INC | 15,428 | $2,921 | 0.2% | $106.43 | +63.6% | CAP STK CL A | 02079K305 |
| — | CHEFS WHSE INC | 2,267,000 | $2,910 | 0.2% | $0.96 | — | NOTE 2.375%12/1 | 163086AE1 |
| — | VERINT SYSTEMS INC | 3,000,000 | $2,813 | 0.2% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | CMS ENERGY CORP | 2,683,000 | $2,778 | 0.2% | $0.98 | — | NOTE 3.375% 5/0 | 125896BX7 |
| — | JAMF HLDG CORP | 3,000,000 | $2,734 | 0.2% | $0.84 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| INDA | ISHARES TR | 51,669 | $2,720 | 0.2% | $49.24 | — | MSCI INDIA ETF | 46429B598 |
| — | FIRST MAJESTIC SILVER CORP | 3,000,000 | $2,702 | 0.2% | $0.82 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| — | NEXTERA ENERGY INC | 54,250 | $2,647 | 0.2% | $53.91 | — | UNIT 06/01/2027 | 65339F663 |
| — | RIVIAN AUTOMOTIVE INC | 2,613,000 | $2,627 | 0.2% | $0.98 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | NCL CORP LTD | 2,500,000 | $2,616 | 0.2% | $0.99 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | I3 VERTICALS LLC | 2,600,000 | $2,548 | 0.2% | $0.98 | — | NOTE 1.000% 2/1 | 44933TAB2 |
| — | PEGASYSTEMS INC | 2,500,000 | $2,474 | 0.2% | $0.98 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | LUMENTUM HLDGS INC | 2,500,000 | $2,411 | 0.2% | $0.86 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | DAYFORCE INC | 2,500,000 | $2,403 | 0.2% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | CENTURY ALUM CO | 2,025,000 | $2,397 | 0.2% | $1.01 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| META | META PLATFORMS INC | 3,939 | $2,306 | 0.2% | $87.37 | +569.3% | CL A | 30303M102 |
| — | BENTLEY SYS INC | 2,500,000 | $2,251 | 0.2% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | TELADOC HEALTH INC | 2,500,000 | $2,183 | 0.2% | $0.86 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | XOMETRY INC | 2,000,000 | $2,111 | 0.2% | $0.82 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | ARBOR REALTY TRUST INC | 2,000,000 | $1,990 | 0.1% | $0.99 | — | NOTE 7.500% 8/0 | 038923BA5 |
| — | SABRE GLBL INC | 2,000,000 | $1,957 | 0.1% | $0.98 | — | NOTE 4.000% 4/1 | 78573NAE2 |
| — | MESA LABS INC | 2,000,000 | $1,940 | 0.1% | $0.91 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | CAPITAL SOUTHWEST CORP | 2,000,000 | $1,919 | 0.1% | $0.96 | — | NOTE 5.125%11/1 | 140501AE7 |
| — | PROS HOLDINGS INC | 2,000,000 | $1,895 | 0.1% | $0.89 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | NEXTERA ENERGY INC | 43,800 | $1,803 | 0.1% | $43.35 | — | UNIT 09/01/2025 | 65339F713 |
| — | REALOGY GRP LLC/REALOGY CO | 2,000,000 | $1,770 | 0.1% | $0.76 | — | NOTE 0.250% 6/1 | 75606DAP6 |
| — | ZIFF DAVIS INC | 1,850,000 | $1,729 | 0.1% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | ENPHASE ENERGY INC | 2,073,000 | $1,700 | 0.1% | $0.91 | — | NOTE 3/0 | 29355AAK3 |
| — | EZCORP INC | 1,660,000 | $1,643 | 0.1% | $0.93 | — | NOTE 2.375% 5/0 | 302301AE6 |
| — | AIRBNB INC | 1,733,000 | $1,626 | 0.1% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | 3D SYS CORP DEL | 1,750,000 | $1,554 | 0.1% | $0.78 | — | NOTE 11/1 | 88554DAD8 |
| — | SHAKE SHACK INC | 1,500,000 | $1,535 | 0.1% | $0.81 | — | NOTE 3/0 | 819047AB7 |
| XLU | SELECT SECTOR SPDR TR | 20,261 | $1,534 | 0.1% | $48.31 | — | SBI INT-UTILS | 81369Y886 |
| — | ZIFF DAVIS INC | 1,542,000 | $1,506 | 0.1% | $0.96 | — | DEBT 3.625% 3/0 | 48123VAH5 |
| AVGO | BROADCOM INC | 6,461 | $1,498 | 0.1% | $144.17 | +26.8% | COM | 11135F101 |
| — | INNOVIVA INC | 1,531,000 | $1,438 | 0.1% | $0.83 | — | NOTE 2.125% 3/1 | 45781MAD3 |
| — | LUMENTUM HLDGS INC | 1,213,000 | $1,332 | 0.1% | $1.10 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | SUNNOVA ENERGY INTL INC. | 2,250,000 | $1,331 | 0.1% | $0.75 | — | NOTE 0.250%12/0 | 86745KAF1 |
| EWJ | ISHARES INC | 19,236 | $1,291 | 0.1% | $71.07 | — | MSCI JPN ETF NEW | 46434G822 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 2,698 | $1,223 | 0.1% | $137.39 | +236.1% | CL B NEW | 084670702 |
| KMB | KIMBERLY-CLARK CORP | 8,685 | $1,138 | 0.1% | $74.42 | +74.8% | COM | 494368103 |
| L | LOEWS CORP | 13,232 | $1,121 | 0.1% | $42.08 | +95.2% | COM | 540424108 |
| — | ARRAY TECHNOLOGIES INC | 1,500,000 | $1,091 | 0.1% | $0.73 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | RINGCENTRAL INC | 1,050,000 | $1,036 | 0.1% | $0.97 | — | NOTE 3/0 | 76680RAF4 |
| — | UBER TECHNOLOGIES INC | 1,021,000 | $1,029 | 0.1% | $0.92 | — | NOTE 12/1 | 90353TAJ9 |
| — | DEXCOM INC | 1,115,000 | $997 | 0.1% | $0.98 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | AKAMAI TECHNOLOGIES INC | 986,000 | $989 | 0.1% | $1.01 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SSR MINING IN | 1,000,000 | $961 | 0.1% | $0.90 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | PELOTON INTERACTIVE INC | 1,000,000 | $930 | 0.1% | $0.90 | — | NOTE 2/1 | 70614WAB6 |
| TSLA | TESLA INC | 2,195 | $886 | 0.1% | $246.82 | +30.4% | COM | 88160R101 |
| JPM | JPMORGAN CHASE & CO. | 3,642 | $873 | 0.1% | $37.03 | +515.8% | COM | 46625H100 |
| COST | COSTCO WHSL CORP NEW | 921 | $844 | 0.1% | $119.70 | +670.8% | COM | 22160K105 |
| PG | PROCTER AND GAMBLE CO | 4,852 | $813 | 0.1% | $58.66 | +182.5% | COM | 742718109 |
| UNH | UNITEDHEALTH GROUP INC | 1,480 | $749 | 0.1% | $64.23 | +760.8% | COM | 91324P102 |
| IWD | ISHARES TR | 4,020 | $744 | 0.1% | $129.36 | — | RUS 1000 VAL ETF | 464287598 |
| — | BENTLEY SYS INC | 763,000 | $740 | 0.1% | $0.97 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | BOFA FIN LLC | 725,000 | $738 | 0.1% | $1.11 | — | MTNF 0.600% 5/2 | 09709UV70 |
| BAC | BANK AMERICA CORP | 16,606 | $730 | 0.1% | $11.46 | +273.6% | COM | 060505104 |
| V | VISA INC | 2,209 | $698 | 0.1% | $79.55 | +275.0% | COM CL A | 92826C839 |
| SGOV | ISHARES TR | 6,587 | $661 | 0.0% | $100.71 | — | 0-3 MNTH TREASRY | 46436E718 |
| — | PARSONS CORP DEL | 319,000 | $651 | 0.0% | $1.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | GRANITE CONSTR INC | 329,000 | $646 | 0.0% | $1.45 | — | NOTE 3.750% 5/1 | 387328AD9 |
| — | SNAP INC | 770,000 | $630 | 0.0% | $0.70 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| ORCL | ORACLE CORP | 3,604 | $601 | 0.0% | $30.91 | +468.8% | COM | 68389X105 |
| — | ALLIANT ENERGY CORP | 583,000 | $598 | 0.0% | $1.00 | — | NOTE 3.875% 3/1 | 018802AC2 |
| JNJ | JOHNSON & JOHNSON | 4,103 | $593 | 0.0% | $69.14 | +116.3% | COM | 478160104 |
| LLY | ELI LILLY & CO | 736 | $568 | 0.0% | $448.39 | +83.1% | COM | 532457108 |
| — | SNAP INC | 573,000 | $556 | 0.0% | $1.05 | — | NOTE 0.750% 8/0 | 83304AAB2 |
| KKR | KKR & CO INC | 3,698 | $547 | 0.0% | $47.56 | +206.6% | COM | 48251W104 |
| MA | MASTERCARD INCORPORATED | 998 | $526 | 0.0% | $74.60 | +589.9% | CL A | 57636Q104 |
| — | MACOM TECH SOLUTIONS HLDGS I | 328,000 | $525 | 0.0% | $1.02 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | JAZZ INVESTMENTS I LTD | 514,000 | $521 | 0.0% | $1.24 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | EXACT SCIENCES CORP | 591,000 | $521 | 0.0% | $0.88 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| CRM | SALESFORCE INC | 1,513 | $506 | 0.0% | $173.15 | +82.9% | COM | 79466L302 |
| ETN | EATON CORP PLC | 1,511 | $501 | 0.0% | $145.02 | +139.4% | SHS | G29183103 |
| WFC | WELLS FARGO CO NEW | 6,865 | $482 | 0.0% | $23.98 | +178.1% | COM | 949746101 |
| — | EXPEDIA GROUP INC | 479,000 | $475 | 0.0% | $1.08 | — | NOTE 2/1 | 30212PBE4 |
| CSCO | CISCO SYS INC | 8,016 | $475 | 0.0% | $16.25 | +240.9% | COM | 17275R102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 3,107 | $463 | 0.0% | $46.08 | +239.1% | COM | 45866F104 |
| — | UPWORK INC | 500,000 | $461 | 0.0% | $0.73 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| UNP | UNION PAC CORP | 1,985 | $453 | 0.0% | $73.21 | +214.5% | COM | 907818108 |
| HD | HOME DEPOT INC | 1,146 | $446 | 0.0% | $65.33 | +508.1% | COM | 437076102 |
| KO | COCA COLA CO | 7,102 | $442 | 0.0% | $28.21 | +123.6% | COM | 191216100 |
| — | JETBLUE AIRWAYS CORP | 463,000 | $429 | 0.0% | $0.82 | — | NOTE 0.500% 4/0 | 477143AP6 |
| ABT | ABBOTT LABS | 3,760 | $425 | 0.0% | $29.00 | +290.8% | COM | 002824100 |
| MRK | MERCK & CO INC | 4,242 | $422 | 0.0% | $40.85 | +141.6% | COM | 58933Y105 |
| MCD | MCDONALDS CORP | 1,443 | $418 | 0.0% | $88.23 | +228.9% | COM | 580135101 |
| ABBV | ABBVIE INC | 2,343 | $416 | 0.0% | $32.31 | +449.1% | COM | 00287Y109 |
| — | COINBASE GLOBAL INC | 386,000 | $404 | 0.0% | $1.02 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| — | ETSY INC | 465,000 | $400 | 0.0% | $1.06 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | ON SEMICONDUCTOR CORP | 305,000 | $399 | 0.0% | $1.15 | — | NOTE 5/0 | 682189AS4 |
| — | MIDDLEBY CORP | 357,000 | $399 | 0.0% | $1.12 | — | NOTE 1.000% 9/0 | 596278AB7 |
| NOW | SERVICENOW INC | 365 | $387 | 0.0% | $43.97 | +360.8% | COM | 81762P102 |
| WMT | WALMART INC | 4,249 | $384 | 0.0% | $44.12 | +94.5% | COM | 931142103 |
| AMGN | AMGEN INC | 1,437 | $375 | 0.0% | $88.03 | +224.9% | COM | 031162100 |
| PEP | PEPSICO INC | 2,455 | $373 | 0.0% | $56.46 | +177.3% | COM | 713448108 |
| AGG | ISHARES TR | 3,809 | $369 | 0.0% | $111.99 | — | CORE US AGGBD ET | 464287226 |
| AMAT | APPLIED MATLS INC | 2,230 | $363 | 0.0% | $51.23 | +249.7% | COM | 038222105 |
| PFE | PFIZER INC | 13,469 | $357 | 0.0% | $17.09 | +47.0% | COM | 717081103 |
| — | GUIDEWIRE SOFTWARE INC | 242,000 | $357 | 0.0% | $1.60 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| BA | BOEING CO | 2,011 | $356 | 0.0% | $156.93 | 0.0% | COM | 097023105 |
| PH | PARKER-HANNIFIN CORP | 546 | $347 | 0.0% | $275.48 | +137.8% | COM | 701094104 |
| DHR | DANAHER CORPORATION | 1,488 | $342 | 0.0% | $125.27 | +94.7% | COM | 235851102 |
| CVX | CHEVRON CORP NEW | 2,324 | $337 | 0.0% | $79.58 | +82.8% | COM | 166764100 |
| FWONK | LIBERTY MEDIA CORP DEL | 3,499 | $324 | 0.0% | $62.30 | — | COM LBTY ONE S C | 531229755 |
| — | MICROSTRATEGY INC | 156,000 | $321 | 0.0% | $1.02 | — | NOTE 2/1 | 594972AE1 |
| — | ZTO EXPRESS CAYMAN INC | 313,000 | $309 | 0.0% | $1.06 | — | NOTE 1.500% 9/0 | 98980AAB1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 573 | $298 | 0.0% | $124.96 | +338.2% | COM | 883556102 |
| DIS | DISNEY WALT CO | 2,671 | $297 | 0.0% | $80.72 | +28.2% | COM | 254687106 |
| HON | HONEYWELL INTL INC | 1,273 | $288 | 0.0% | $73.48 | +177.1% | COM | 438516106 |
| ACN | ACCENTURE PLC IRELAND | 809 | $285 | 0.0% | $227.26 | +56.1% | SHS CLASS A | G1151C101 |
| CMCSA | COMCAST CORP NEW | 7,247 | $272 | 0.0% | $27.74 | +44.2% | CL A | 20030N101 |
| ADBE | ADOBE INC | 603 | $268 | 0.0% | $217.25 | +127.9% | COM | 00724F101 |
| MRVL | MARVELL TECHNOLOGY INC | 2,347 | $259 | 0.0% | $92.47 | 0.0% | COM | 573874104 |
| NFLX | NETFLIX INC | 289 | $258 | 0.0% | $66.88 | +23.1% | COM | 64110L106 |
| UBER | UBER TECHNOLOGIES INC | 4,161 | $251 | 0.0% | $52.31 | +36.5% | COM | 90353T100 |
| MSI | MOTOROLA SOLUTIONS INC | 527 | $244 | 0.0% | $354.55 | +32.1% | COM NEW | 620076307 |
| — | VARONIS SYS INC | 166,000 | $241 | 0.0% | $1.53 | — | NOTE 1.250% 8/1 | 922280AB8 |
| MS | MORGAN STANLEY | 1,913 | $241 | 0.0% | $119.51 | 0.0% | COM NEW | 617446448 |
| TJX | TJX COS INC NEW | 1,977 | $239 | 0.0% | $94.62 | +24.4% | COM | 872540109 |
| — | PDD HOLDINGS INC | 242,000 | $232 | 0.0% | $0.98 | — | NOTE 12/0 | 722304AC6 |
| LMT | LOCKHEED MARTIN CORP | 473 | $230 | 0.0% | $417.42 | +26.3% | COM | 539830109 |
| CMI | CUMMINS INC | 657 | $229 | 0.0% | $287.98 | +19.3% | COM | 231021106 |
| AIG | AMERICAN INTL GROUP INC | 3,120 | $227 | 0.0% | $60.81 | +20.5% | COM NEW | 026874784 |
| LIN | LINDE PLC | 535 | $224 | 0.0% | $383.62 | +17.0% | SHS | G54950103 |
| INTU | INTUIT | 352 | $221 | 0.0% | $544.67 | +16.5% | COM | 461202103 |
| — | EURONET WORLDWIDE INC | 223,000 | $220 | 0.0% | $1.05 | — | NOTE 0.750% 3/1 | 298736AL3 |
| LOW | LOWES COS INC | 855 | $211 | 0.0% | $236.16 | +10.7% | COM | 548661107 |
| DE | DEERE & CO | 480 | $203 | 0.0% | $369.25 | +12.1% | COM | 244199105 |
| — | H WORLD GROUP LTD | 174,000 | $183 | 0.0% | $1.06 | — | NOTE 3.000% 5/0 | 44332NAB2 |
| — | PEABODY ENGR CORP | 124,000 | $156 | 0.0% | $1.51 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | DROPBOX INC | 98,000 | $100 | 0.0% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | JOHN BEAN TECHNOLOGIES CORP | 92,000 | $91 | 0.0% | $0.91 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | PROSPECT CAP CORP | 92,000 | $91 | 0.0% | $1.02 | — | NOTE 6.375% 3/0 | 74348TAT9 |
| — | HALOZYME THERAPEUTICS INC | 62,000 | $59 | 0.0% | $0.87 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| RIG | TRANSOCEAN LTD | 14,112 | $53 | 0.0% | $6.56 | -36.6% | REGISTERED SHS | H8817H100 |
| — | BLOCK INC | 44,000 | $44 | 0.0% | $1.04 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SHIFT4 PMTS INC | 28,000 | $38 | 0.0% | $1.06 | — | NOTE 12/1 | 82452JAB5 |