Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q4 2023 ▲▼ | Q1 2024 ▲▼ | Change ▲▼ | Q4 2023 ▲▼ | Q1 2024 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| PPL CAP FDG INC NOTE 2.875PERCENT 3/1 ADDED(PPL) | 0 | 0 | 0 | 0 | 129,675 | 4.72% | +129,675 |
| ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0 ADDED(ON) | 0 | 0 | 0 | 0 | 51,137 | 1.86% | +51,137 |
| LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1 ADDED(LYV) | 0 | 0 | 0 | 0 | 31,754 | 1.16% | +31,754 |
| ENVESTNET INC NOTE 2.625PERCENT12/0 | 0 | 0 | 0 | 46,164 | 68,787 | 2.50% | +22,622 |
| MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1(VAC) | 0 | 0 | 0 | 50,682 | 69,201 | 2.52% | +18,519 |
| HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1(HALO) | 0 | 0 | 0 | 11,547 | 29,596 | 1.08% | +18,049 |
| MODEL N INC NOTE 1.875PERCENT 3/1 ADDED | 0 | 0 | 0 | 0 | 14,258 | 0.52% | +14,258 |
| SOUTHERN CO NOTE 3.875PERCENT12/1 ADDED(SO) | 0 | 0 | 0 | 0 | 12,759 | 0.46% | +12,759 |
| EL PASO ENERGY CAP TR I PFD CV TR SEC 28(KMI) | 487,963 | 741,906 | +253,943 | 22,983 | 35,582 | 1.30% | +12,599 |
| INNOVIVA INC NOTE 2.125PERCENT 3/1(INVA) | 0 | 0 | 0 | 1,287 | 10,070 | 0.37% | +8,783 |
| ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 0 | 0 | 0 | 27,737 | 35,318 | 1.29% | +7,581 |
| PATRICK INDS INC NOTE 1.750PERCENT12/0(PATK) | 0 | 0 | 0 | 24,427 | 31,657 | 1.15% | +7,230 |
| UPWORK INC NOTE 0.250PERCENT 8/1(UPWK) | 0 | 0 | 0 | 56,842 | 63,887 | 2.33% | +7,045 |
| CONMED CORP NOTE 2.250PERCENT 6/1(CNMD) | 0 | 0 | 0 | 0 | 5,574 | 0.20% | +5,574 |
| FORD MTR CO DEL NOTE 3/1(F) | 0 | 0 | 0 | 139,297 | 144,734 | 5.27% | +5,437 |
| ZIFF DAVIS INC NOTE 1.750PERCENT11/0(ZD) | 0 | 0 | 0 | 39,690 | 44,377 | 1.62% | +4,687 |
| CHEFS WHSE INC NOTE 2.375PERCENT12/1(CHEF) | 0 | 0 | 0 | 27,430 | 31,628 | 1.15% | +4,198 |
| AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0(AAL) | 0 | 0 | 0 | 84,817 | 86,906 | 3.16% | +2,090 |
| BENTLEY SYS INC NOTE 0.375PERCENT 7/0(BSY) | 0 | 0 | 0 | 0 | 1,794 | 0.07% | +1,794 |
| SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0(LUV) | 0 | 0 | 0 | 0 | 1,771 | 0.06% | +1,771 |
| LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1(LNTH) | 0 | 0 | 0 | 15,240 | 16,590 | 0.60% | +1,350 |
| WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0(WGO) | 0 | 0 | 0 | 2,941 | 4,122 | 0.15% | +1,181 |
| PERFICIENT INC NOTE 0.125PERCENT11/1 | 0 | 0 | 0 | 39,369 | 40,541 | 1.48% | +1,172 |
| TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1(TYL) | 0 | 0 | 0 | 4,170 | 5,284 | 0.19% | +1,114 |
| CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1(CBRL) | 0 | 0 | 0 | 34,368 | 35,339 | 1.29% | +970 |
| BURLINGTON STORES INC NOTE 2.250PERCENT 4/1(BURL) | 0 | 0 | 0 | 3,091 | 3,742 | 0.14% | +651 |
| GRANITE CONSTR INC NOTE 2.750PERCENT11/0 | 0 | 0 | 0 | 5,144 | 5,750 | 0.21% | +606 |
| SHAKE SHACK INC NOTE 3/0(SHAK) | 0 | 0 | 0 | 29,335 | 29,911 | 1.09% | +576 |
| TRIPADVISOR INC NOTE 0.250PERCENT 4/0(TRIP) | 0 | 0 | 0 | 7,777 | 8,271 | 0.30% | +493 |
| ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1(ALNY) | 0 | 0 | 0 | 2,456 | 2,820 | 0.10% | +363 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 3,773 | 4,059 | 0.15% | +286 |
| INTERDIGITAL INC NOTE 3.500PERCENT 6/0(IDCC) | 0 | 0 | 0 | 88,864 | 89,148 | 3.24% | +284 |
| VERINT SYSTEMS INC NOTE 0.250PERCENT 4/1 | 0 | 0 | 0 | 1,251 | 1,477 | 0.05% | +225 |
| AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0(AKAM) | 0 | 0 | 0 | 3,730 | 3,842 | 0.14% | +111 |
| BLOCK INC NOTE 0.250PERCENT11/0(XYZ) | 0 | 0 | 0 | 2,053 | 2,084 | 0.08% | +31 |
| SOLAREDGE TECHNOLOGIES INC NOTE 9/1(SEDG) | 0 | 0 | 0 | 11,859 | 11,883 | 0.43% | +25 |
| ZILLOW GROUP INC NOTE 2.750PERCENT 5/1(Z) | 0 | 0 | 0 | 1,401 | 1,347 | 0.05% | -54 |
| EPR PPTYS CONV PFD 9PERCENT SR E(EPR) | 257,465 | 256,541 | -924 | 7,176 | 7,078 | 0.26% | -98 |
| HCI GROUP INC NOTE 4.750PERCENT 6/0 | 0 | 0 | 0 | 23,768 | 23,621 | 0.86% | -147 |
| PROGRESS SOFTWARE CORP NOTE 1.000PERCENT 4/1(PRGS) | 0 | 0 | 0 | 275 | 0 | — | -275 |
| SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 0 | 0 | 0 | 13,861 | 13,545 | 0.49% | -316 |
| POST HLDGS INC NOTE 2.500PERCENT 8/1(POST) | 0 | 0 | 0 | 13,753 | 13,055 | 0.48% | -697 |
| DAYFORCE INC NOTE 0.250PERCENT 3/1 | 0 | 0 | 0 | 50,643 | 49,801 | 1.81% | -843 |
| GREENBRIER COS INC NOTE 2.875PERCENT 4/1(GBX) | 0 | 0 | 0 | 981 | 0 | — | -981 |
| EPR PPTYS PFD C CV 5.75PERCENT(EPR) | 546,740 | 546,740 | 0 | 11,531 | 10,503 | 0.38% | -1,028 |
| ENPHASE ENERGY INC NOTE 3/0(ENPH) | 0 | 0 | 0 | 1,267 | 0 | — | -1,267 |
| ENVESTNET INC NOTE 0.750PERCENT 8/1 | 0 | 0 | 0 | 1,350 | 0 | — | -1,350 |
| INTEGRA LIFESCIENCES HLDGS C NOTE 0.500PERCENT 8/1(IART) | 0 | 0 | 0 | 1,432 | 0 | — | -1,432 |
| EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 0 | 0 | 0 | 12,608 | 10,894 | 0.40% | -1,714 |
| MARRIOTT VACATIONS WORLDWIDE NOTE 1/1(VAC) | 0 | 0 | 0 | 0 | 0 | — | 0 |
| PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 0 | 0 | 0 | 9,707 | 7,750 | 0.28% | -1,957 |
| GREENBRIER COS INC NOTE 2.875PERCENT 2/0(GBX) | 0 | 0 | 0 | 2,005 | 0 | — | -2,005 |
| ETSY INC NOTE 0.250PERCENT 6/1(ETSY) | 0 | 0 | 0 | 28,954 | 26,767 | 0.97% | -2,187 |
| LUMENTUM HLDGS INC NOTE 0.250PERCENT 3/1(LITE) | 0 | 0 | 0 | 0 | 0 | — | 0 |
| TELADOC HEALTH INC NOTE 1.250PERCENT 6/0(TDOC) | 0 | 0 | 0 | 16,767 | 14,280 | 0.52% | -2,486 |
| JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1(JBTM) | 0 | 0 | 0 | 39,281 | 36,496 | 1.33% | -2,784 |
| BENTLEY SYS INC NOTE 0.125PERCENT 1/1(BSY) | 0 | 0 | 0 | 2,816 | 0 | — | -2,816 |
| ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1(ORA) | 0 | 0 | 0 | 13,964 | 11,011 | 0.40% | -2,953 |
| CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1(CNK) | 0 | 0 | 0 | 0 | 52,420 | 1.91% | +52,420 |
| ITRON INC NOTE 3/1(ITRI) | 0 | 0 | 0 | 3,153 | 0 | — | -3,153 |
| HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0(HALO) | 0 | 0 | 0 | 71,938 | 68,729 | 2.50% | -3,209 |
| BLOCK INC NOTE 5/0(XYZ) | 0 | 0 | 0 | 44,843 | 41,470 | 1.51% | -3,373 |
| BLACKLINE INC NOTE 3/1(BL) | 0 | 0 | 0 | 44,624 | 40,314 | 1.47% | -4,309 |
| TECHTARGET INC NOTE 12/1 | 0 | 0 | 0 | 4,358 | 0 | — | -4,357 |
| BOX INC NOTE 1/1(BOX) | 0 | 0 | 0 | 4,695 | 0 | — | -4,695 |
| IONIS PHARMACEUTICALS INC NOTE 4/0(IONS) | 0 | 0 | 0 | 27,773 | 22,617 | 0.82% | -5,156 |
| NCL CORP LTD NOTE 2.500PERCENT 2/1(NCLH) | 0 | 0 | 0 | 5,302 | 0 | — | -5,302 |
| LUMENTUM HLDGS INC NOTE 0.500PERCENT 6/1(LITE) | 0 | 0 | 0 | 5,902 | 0 | — | -5,902 |
| NEOGENOMICS INC NOTE 0.250PERCENT 1/1(NEO) | 0 | 0 | 0 | 6,042 | 0 | — | -6,042 |
| SEMTECH CORP NOTE 1.625PERCENT11/0 ADDED(SMTC) | 0 | 0 | 0 | 7,498 | 0 | — | -7,498 |
| SNAP INC NOTE 5/0(SNAP) | 0 | 0 | 0 | 86,661 | 79,138 | 2.88% | -7,522 |
| DISH NETWORK CORPORATION NOTE 12/1 | 0 | 0 | 0 | 7,611 | 0 | — | -7,610 |
| ALARM COM HLDGS INC NOTE 1/1(ALRM) | 0 | 0 | 0 | 20,933 | 13,183 | 0.48% | -7,750 |
| DIGITALOCEAN HLDGS INC NOTE 12/0(DOCN) | 0 | 0 | 0 | 45,466 | 37,421 | 1.36% | -8,044 |
| LCI INDS NOTE 1.125PERCENT 5/1(LCII) | 0 | 0 | 0 | 29,203 | 20,622 | 0.75% | -8,581 |
| STRIDE INC NOTE 1.125PERCENT 9/0(LRN) | 0 | 0 | 0 | 85,179 | 75,755 | 2.76% | -9,424 |
| PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1(PEB) | 0 | 0 | 0 | 56,350 | 46,875 | 1.71% | -9,475 |
| CABLE ONE INC NOTE 1.125PERCENT 3/1 | 0 | 0 | 0 | 18,650 | 8,835 | 0.32% | -9,815 |
| MIDDLEBY CORP NOTE 1.000PERCENT 9/0(MIDD) | 0 | 0 | 0 | 12,424 | 1,970 | 0.07% | -10,453 |
| 3D SYS CORP DEL NOTE 11/1 | 0 | 0 | 0 | 0 | 0 | — | 0 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 27,811 | 16,922 | 0.62% | -10,890 |
| WAYFAIR INC NOTE 1.000PERCENT 8/1(W) | 0 | 0 | 0 | 25,011 | 12,761 | 0.46% | -12,250 |
| ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 0 | 0 | 0 | 49,123 | 36,685 | 1.34% | -12,438 |
| CABLE ONE INC NOTE 3/1 | 0 | 0 | 0 | 20,131 | 7,599 | 0.28% | -12,531 |
| SHIFT4 PMTS INC NOTE 0.500PERCENT 8/0(FOUR) | 0 | 0 | 0 | 13,172 | 0 | — | -13,172 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 0 | 0 | 0 | 24,188 | 10,512 | 0.38% | -13,676 |
| NEXTERA ENERGY INC COM(NEE) | 698,326 | 449,114 | -249,212 | 42,416 | 28,703 | 1.04% | -13,713 |
| CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1(CAKE) | 0 | 0 | 0 | 32,728 | 18,506 | 0.67% | -14,221 |
| FASTLY INC NOTE 3/1(FSLY) | 0 | 0 | 0 | 14,747 | 0 | — | -14,746 |
| WOLFSPEED INC NOTE 1.875PERCENT12/0(WOLF) | 0 | 0 | 0 | 45,382 | 30,570 | 1.11% | -14,812 |
| OKTA INC NOTE 0.375PERCENT 6/1(OKTA) | 0 | 0 | 0 | 66,999 | 51,744 | 1.88% | -15,255 |
| PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 0 | 0 | 0 | 31,002 | 15,710 | 0.57% | -15,292 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/0 | 0 | 0 | 0 | 31,972 | 15,852 | 0.58% | -16,120 |
| GEO CORRECTIONS HOLDINGS INC NOTE 6.500PERCENT 2/2 | 0 | 0 | 0 | 84,736 | 67,839 | 2.47% | -16,896 |
| SPOTIFY USA INC NOTE 3/1(SPOT) | 0 | 0 | 0 | 124,029 | 105,058 | 3.82% | -18,971 |
| AIRBNB INC NOTE 3/1(ABNB) | 0 | 0 | 0 | 144,137 | 122,602 | 4.46% | -21,535 |
| SHOPIFY INC NOTE 0.125PERCENT11/0(SHOP) | 0 | 0 | 0 | 65,208 | 42,158 | 1.53% | -23,051 |
| LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1(LITE) | 0 | 0 | 0 | 52,178 | 29,006 | 1.06% | -23,172 |
| NUTANIX INC NOTE 0.250PERCENT10/0(NTNX) | 0 | 0 | 0 | 63,440 | 36,113 | 1.31% | -27,327 |
| HCI GROUP INC NOTE 4.250PERCENT 3/0 | 0 | 0 | 0 | 29,449 | 0 | — | -29,449 |