Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q1 2024 ▲▼ | Q2 2024 ▲▼ | Change ▲▼ | Q1 2024 ▲▼ | Q2 2024 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| DUKE ENERGY CORP NEW NOTE 4.125PERCENT 4/1 ADDED(DUK) | 0 | 0 | 0 | 0 | 134,995 | 4.08% | +134,995 |
| VENTAS RLTY LTD PARTNERSHIP NOTE 3.750PERCENT 6/0 ADDED(VTR) | 0 | 0 | 0 | 0 | 108,728 | 3.29% | +108,728 |
| DEXCOM INC NOTE 0.375PERCENT 5/1 ADDED(DXCM) | 0 | 0 | 0 | 0 | 102,756 | 3.11% | +102,756 |
| FIRSTENERGY CORP NOTE 4.000PERCENT 5/0 ADDED(FE) | 0 | 0 | 0 | 0 | 66,050 | 2.00% | +66,050 |
| CMS ENERGY CORP NOTE 3.375PERCENT 5/0 ADDED(CMS) | 0 | 0 | 0 | 0 | 57,643 | 1.74% | +57,643 |
| GRANITE CONSTR INC NOTE 3.750PERCENT 5/1 ADDED(GVA) | 0 | 0 | 0 | 0 | 54,413 | 1.65% | +54,413 |
| LUMENTUM HLDGS INC NOTE 1.500PERCENT12/1 ADDED(LITE) | 0 | 0 | 0 | 0 | 39,871 | 1.21% | +39,871 |
| EXPEDIA GROUP INC NOTE 2/1(EXPE) | 0 | 0 | 0 | 0 | 34,930 | 1.06% | +34,930 |
| CORE SCIENTIFIC INC NEW NOTE 10.000PERCENT 1/2 | 0 | 0 | 0 | 0 | 34,414 | 1.04% | +34,414 |
| NEXTERA ENERGY INC UNIT 06/01/2027 ADDED(NEE) | 0 | 600,000 | +600,000 | 0 | 29,514 | 0.89% | +29,514 |
| AIRBNB INC NOTE 3/1(ABNB) | 0 | 0 | 0 | 122,602 | 151,922 | 4.59% | +29,320 |
| IONIS PHARMACEUTICALS INC NOTE 1.750PERCENT 6/1 ADDED(IONS) | 0 | 0 | 0 | 0 | 27,549 | 0.83% | +27,549 |
| BANK AMERICA CORP 7.25PERCENTCNV PFD L | 0 | 63,285 | +63,285 | 0 | 75,752 | 2.29% | +75,752 |
| WAYFAIR INC NOTE 3.250PERCENT 9/1(W) | 0 | 0 | 0 | 0 | 22,658 | 0.69% | +22,658 |
| HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1(HALO) | 0 | 0 | 0 | 29,596 | 48,313 | 1.46% | +18,717 |
| BLOOM ENERGY CORP NOTE 3.000PERCENT 6/0 ADDED(BE) | 0 | 0 | 0 | 0 | 14,339 | 0.43% | +14,339 |
| ENVESTNET INC NOTE 2.625PERCENT12/0 | 0 | 0 | 0 | 68,787 | 82,568 | 2.50% | +13,781 |
| CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1(CNK) | 0 | 0 | 0 | 52,420 | 66,119 | 2.00% | +13,699 |
| ETSY INC NOTE 0.250PERCENT 6/1(ETSY) | 0 | 0 | 0 | 26,767 | 39,314 | 1.19% | +12,547 |
| BLOCK INC NOTE 0.250PERCENT11/0(XYZ) | 0 | 0 | 0 | 2,084 | 14,473 | 0.44% | +12,389 |
| INTERDIGITAL INC NOTE 3.500PERCENT 6/0(IDCC) | 0 | 0 | 0 | 89,148 | 100,003 | 3.02% | +10,854 |
| SNAP INC NOTE 5/0(SNAP) | 0 | 0 | 0 | 79,138 | 89,840 | 2.72% | +10,701 |
| TELADOC HEALTH INC NOTE 1.250PERCENT 6/0(TDOC) | 0 | 0 | 0 | 14,280 | 24,819 | 0.75% | +10,539 |
| UBER TECHNOLOGIES INC NOTE 12/1(UBER) | 0 | 0 | 0 | 0 | 9,273 | 0.28% | +9,273 |
| ENPHASE ENERGY INC NOTE 3/0(ENPH) | 0 | 0 | 0 | 0 | 7,036 | 0.21% | +7,036 |
| DIGITALOCEAN HLDGS INC NOTE 12/0(DOCN) | 0 | 0 | 0 | 37,421 | 44,358 | 1.34% | +6,936 |
| WAYFAIR INC NOTE 3.500PERCENT11/1 ADDED(W) | 0 | 0 | 0 | 0 | 6,913 | 0.21% | +6,913 |
| CONMED CORP NOTE 2.250PERCENT 6/1(CNMD) | 0 | 0 | 0 | 5,574 | 12,145 | 0.37% | +6,571 |
| STRIDE INC NOTE 1.125PERCENT 9/0(LRN) | 0 | 0 | 0 | 75,755 | 81,999 | 2.48% | +6,244 |
| ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 0 | 0 | 0 | 36,685 | 41,893 | 1.27% | +5,208 |
| ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1(ORA) | 0 | 0 | 0 | 11,011 | 15,225 | 0.46% | +4,214 |
| SHOPIFY INC NOTE 0.125PERCENT11/0(SHOP) | 0 | 0 | 0 | 42,158 | 46,115 | 1.39% | +3,957 |
| LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1(LNTH) | 0 | 0 | 0 | 16,590 | 20,520 | 0.62% | +3,930 |
| WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0(WGO) | 0 | 0 | 0 | 4,122 | 7,825 | 0.24% | +3,703 |
| WELLS FARGO CO NEW PERP PFD CNV A(WFC) | 0 | 12,000 | +12,000 | 0 | 14,270 | 0.43% | +14,270 |
| SOLAREDGE TECHNOLOGIES INC NOTE 9/1(SEDG) | 0 | 0 | 0 | 11,883 | 15,076 | 0.46% | +3,193 |
| ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 0 | 0 | 0 | 35,318 | 38,452 | 1.16% | +3,134 |
| EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 0 | 0 | 0 | 10,894 | 13,971 | 0.42% | +3,077 |
| MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1(VAC) | 0 | 0 | 0 | 69,201 | 72,140 | 2.18% | +2,939 |
| INNOVIVA INC NOTE 2.125PERCENT 3/1(INVA) | 0 | 0 | 0 | 10,070 | 12,926 | 0.39% | +2,855 |
| BENTLEY SYS INC NOTE 0.375PERCENT 7/0(BSY) | 0 | 0 | 0 | 1,794 | 4,476 | 0.14% | +2,682 |
| HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0(HALO) | 0 | 0 | 0 | 68,729 | 71,187 | 2.15% | +2,458 |
| IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | 0 | 0 | 0 | 0 | 11,134 | 0.34% | +11,134 |
| CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1(CAKE) | 0 | 0 | 0 | 18,506 | 20,567 | 0.62% | +2,061 |
| POST HLDGS INC NOTE 2.500PERCENT 8/1(POST) | 0 | 0 | 0 | 13,055 | 14,910 | 0.45% | +1,855 |
| SPOTIFY USA INC NOTE 3/1(SPOT) | 0 | 0 | 0 | 105,058 | 106,513 | 3.22% | +1,455 |
| LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1(LYV) | 0 | 0 | 0 | 31,754 | 33,098 | 1.00% | +1,343 |
| UPWORK INC NOTE 0.250PERCENT 8/1(UPWK) | 0 | 0 | 0 | 63,887 | 64,999 | 1.97% | +1,113 |
| UNITY SOFTWARE INC NOTE 11/1(U) | 0 | 0 | 0 | 0 | 41,272 | 1.25% | +41,272 |
| LCI INDS NOTE 1.125PERCENT 5/1(LCII) | 0 | 0 | 0 | 20,622 | 21,116 | 0.64% | +494 |
| ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1(ALNY) | 0 | 0 | 0 | 2,820 | 3,233 | 0.10% | +413 |
| PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 0 | 0 | 0 | 15,710 | 16,104 | 0.49% | +394 |
| PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 0 | 0 | 0 | 7,750 | 7,907 | 0.24% | +157 |
| EL PASO ENERGY CAP TR I PFD CV TR SEC 28(KMI) | 741,906 | 753,738 | +11,832 | 35,582 | 35,682 | 1.08% | +100 |
| CORE SCIENTIFIC INC NEW W EXP 01/23/202(CORZ) | 0 | 0 | 0 | 0 | 0 | — | 0 |
| SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0(LUV) | 0 | 0 | 0 | 1,771 | 1,752 | 0.05% | -19 |
| EPR PPTYS PFD C CV 5.75PERCENT(EPR) | 546,740 | 546,740 | 0 | 10,503 | 10,443 | 0.32% | -60 |
| CABLE ONE INC NOTE 1.125PERCENT 3/1 | 0 | 0 | 0 | 8,835 | 8,737 | 0.26% | -98 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 4,059 | 3,956 | 0.12% | -103 |
| OKTA INC NOTE 0.375PERCENT 6/1(OKTA) | 0 | 0 | 0 | 51,744 | 51,587 | 1.56% | -157 |
| BURLINGTON STORES INC NOTE 2.250PERCENT 4/1(BURL) | 0 | 0 | 0 | 3,742 | 3,553 | 0.11% | -189 |
| DAYFORCE INC NOTE 0.250PERCENT 3/1 | 0 | 0 | 0 | 49,801 | 49,583 | 1.50% | -218 |
| AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0(AAL) | 0 | 0 | 0 | 86,906 | 86,649 | 2.62% | -257 |
| AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0(AKAM) | 0 | 0 | 0 | 3,842 | 3,531 | 0.11% | -310 |
| MIDDLEBY CORP NOTE 1.000PERCENT 9/0(MIDD) | 0 | 0 | 0 | 1,970 | 1,597 | 0.05% | -373 |
| JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1(JBTM) | 0 | 0 | 0 | 36,496 | 36,055 | 1.09% | -441 |
| PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1(PEB) | 0 | 0 | 0 | 46,875 | 46,122 | 1.39% | -753 |
| SOUTHERN CO NOTE 3.875PERCENT12/1(SO) | 0 | 0 | 0 | 12,759 | 11,566 | 0.35% | -1,193 |
| SHAKE SHACK INC NOTE 3/0(SHAK) | 0 | 0 | 0 | 29,911 | 28,569 | 0.86% | -1,342 |
| ZILLOW GROUP INC NOTE 2.750PERCENT 5/1(Z) | 0 | 0 | 0 | 1,347 | 0 | — | -1,347 |
| VERINT SYSTEMS INC NOTE 0.250PERCENT 4/1 | 0 | 0 | 0 | 1,477 | 0 | — | -1,477 |
| IONIS PHARMACEUTICALS INC NOTE 4/0(IONS) | 0 | 0 | 0 | 22,617 | 21,087 | 0.64% | -1,530 |
| EPR PPTYS CONV PFD 9PERCENT SR E(EPR) | 256,541 | 197,041 | -59,500 | 7,078 | 5,413 | 0.16% | -1,665 |
| CHEFS WHSE INC NOTE 2.375PERCENT12/1(CHEF) | 0 | 0 | 0 | 31,628 | 29,838 | 0.90% | -1,789 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 0 | 0 | 0 | 10,512 | 8,691 | 0.26% | -1,821 |
| PATRICK INDS INC NOTE 1.750PERCENT12/0(PATK) | 0 | 0 | 0 | 31,657 | 29,672 | 0.90% | -1,986 |
| TRIPADVISOR INC NOTE 0.250PERCENT 4/0(TRIP) | 0 | 0 | 0 | 8,271 | 6,254 | 0.19% | -2,017 |
| CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1(CBRL) | 0 | 0 | 0 | 35,339 | 33,261 | 1.01% | -2,078 |
| TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1(TYL) | 0 | 0 | 0 | 5,284 | 3,022 | 0.09% | -2,261 |
| CABLE ONE INC NOTE 3/1 | 0 | 0 | 0 | 7,599 | 5,009 | 0.15% | -2,590 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 16,922 | 14,291 | 0.43% | -2,631 |
| HCI GROUP INC NOTE 4.750PERCENT 6/0 | 0 | 0 | 0 | 23,621 | 19,838 | 0.60% | -3,782 |
| SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 0 | 0 | 0 | 13,545 | 9,640 | 0.29% | -3,905 |
| ALARM COM HLDGS INC NOTE 1/1(ALRM) | 0 | 0 | 0 | 13,183 | 8,578 | 0.26% | -4,606 |
| GRANITE CONSTR INC NOTE 2.750PERCENT11/0 | 0 | 0 | 0 | 5,750 | 0 | — | -5,750 |
| LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1(LITE) | 0 | 0 | 0 | 29,006 | 23,020 | 0.70% | -5,985 |
| ZIFF DAVIS INC NOTE 1.750PERCENT11/0(ZD) | 0 | 0 | 0 | 44,377 | 37,753 | 1.14% | -6,624 |
| INNOVIVA INC NOTE 2.500PERCENT 8/1 | 0 | 0 | 0 | 0 | 21,541 | 0.65% | +21,541 |
| WOLFSPEED INC NOTE 1.875PERCENT12/0(WOLF) | 0 | 0 | 0 | 30,570 | 23,018 | 0.70% | -7,552 |
| BLOCK INC NOTE 5/0(XYZ) | 0 | 0 | 0 | 41,470 | 33,662 | 1.02% | -7,808 |
| NUTANIX INC NOTE 0.250PERCENT10/0(NTNX) | 0 | 0 | 0 | 36,113 | 26,958 | 0.82% | -9,155 |
| WAYFAIR INC NOTE 1.000PERCENT 8/1(W) | 0 | 0 | 0 | 12,761 | 0 | — | -12,761 |
| MODEL N INC NOTE 1.875PERCENT 3/1 ADDED | 0 | 0 | 0 | 14,258 | 0 | — | -14,258 |
| APOLLO GLOBAL MGMT INC SER A MAND CNV(APO) | 0 | 342,500 | +342,500 | 0 | 22,478 | 0.68% | +22,478 |
| ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0(ON) | 0 | 0 | 0 | 51,137 | 35,415 | 1.07% | -15,721 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/0 | 0 | 0 | 0 | 15,852 | 0 | — | -15,852 |
| NEXTERA ENERGY INC COM(NEE) | 449,114 | 138,319 | -310,795 | 28,703 | 9,794 | 0.30% | -18,909 |
| NRG ENERGY INC DBCV 2.750PERCENT 6/0(NRG) | 0 | 0 | 0 | 0 | 0 | — | 0 |
| PERFICIENT INC NOTE 0.125PERCENT11/1 | 0 | 0 | 0 | 40,541 | 19,851 | 0.60% | -20,689 |
| BLACKLINE INC NOTE 3/1(BL) | 0 | 0 | 0 | 40,314 | 0 | — | -40,314 |