Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q2 2024 ▲▼ | Q3 2024 ▲▼ | Change ▲▼ | Q2 2024 ▲▼ | Q3 2024 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| AMERICAN WTR CAP CORP NOTE 3.625PERCENT 6/1 ADDED(AWK) | 0 | 0 | 0 | 0 | 95,705 | 2.51% | +95,705 |
| SEAGATE HDD CAYMAN NOTE 3.500PERCENT 6/0 ADDED(STX) | 0 | 0 | 0 | 0 | 79,858 | 2.10% | +79,858 |
| VISHAY INTERTECHNOLOGY INC NOTE 2.250PERCENT 9/1 ADDED(VSH) | 0 | 0 | 0 | 0 | 73,199 | 1.92% | +73,199 |
| WORKIVA INC NOTE 1.250PERCENT 8/1 ADDED(WK) | 0 | 0 | 0 | 0 | 61,292 | 1.61% | +61,292 |
| DUKE ENERGY CORP NEW NOTE 4.125PERCENT 4/1(DUK) | 0 | 0 | 0 | 134,995 | 194,277 | 5.10% | +59,282 |
| FORD MTR CO NOTE 3/1(F) | 0 | 0 | 0 | 0 | 157,078 | 4.12% | +157,078 |
| SHOPIFY INC NOTE 0.125PERCENT11/0(SHOP) | 0 | 0 | 0 | 46,115 | 102,423 | 2.69% | +56,308 |
| ZIFF DAVIS INC DEBT 3.625PERCENT 3/0 ADDED(ZD) | 0 | 0 | 0 | 0 | 50,767 | 1.33% | +50,767 |
| WORLD KINECT CORPORATION NOTE 3.250PERCENT 7/0 ADDED(WKC) | 0 | 0 | 0 | 0 | 46,375 | 1.22% | +46,375 |
| SOUTHERN CO NOTE 3.875PERCENT12/1(SO) | 0 | 0 | 0 | 11,566 | 52,950 | 1.39% | +41,384 |
| SPOTIFY USA INC NOTE 3/1(SPOT) | 0 | 0 | 0 | 106,513 | 146,363 | 3.84% | +39,851 |
| RAPID7 INC NOTE 1.250PERCENT 3/1 ADDED | 0 | 0 | 0 | 0 | 36,948 | 0.97% | +36,948 |
| ENVISTA HOLDINGS CORPORATION NOTE 1.750PERCENT 8/1 ADDED(NVST) | 0 | 0 | 0 | 0 | 33,766 | 0.89% | +33,766 |
| AMPHASTAR PHARMACEUTICALS IN NOTE 2.000PERCENT 3/1 ADDED(AMPH) | 0 | 0 | 0 | 0 | 32,945 | 0.86% | +32,945 |
| BLOCK INC NOTE 0.250PERCENT11/0(XYZ) | 0 | 0 | 0 | 14,473 | 43,936 | 1.15% | +29,464 |
| HERBALIFE LTD NOTE 4.250PERCENT 6/1 ADDED(HLF) | 0 | 0 | 0 | 0 | 27,821 | 0.73% | +27,821 |
| AKAMAI TECHNOLOGIES INC NOTE 1.125PERCENT 2/1 ADDED(AKAM) | 0 | 0 | 0 | 0 | 27,694 | 0.73% | +27,694 |
| HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1(HALO) | 0 | 0 | 0 | 48,313 | 74,769 | 1.96% | +26,456 |
| FIRSTENERGY CORP NOTE 4.000PERCENT 5/0(FE) | 0 | 0 | 0 | 66,050 | 91,239 | 2.39% | +25,189 |
| TETRA TECH INC NEW DBCV 2.250PERCENT 8/1 ADDED(TTEK) | 0 | 0 | 0 | 0 | 25,109 | 0.66% | +25,109 |
| IONIS PHARMACEUTICALS INC NOTE 1.750PERCENT 6/1(IONS) | 0 | 0 | 0 | 27,549 | 51,801 | 1.36% | +24,252 |
| FLUOR CORP NOTE 1.125PERCENT 8/1 ADDED(FLR) | 0 | 0 | 0 | 0 | 21,795 | 0.57% | +21,795 |
| NEXTERA ENERGY INC UNIT 09/01/2025(NEE) | 0 | 400,000 | +400,000 | 0 | 18,888 | 0.50% | +18,888 |
| EXPEDIA GROUP INC NOTE 2/1(EXPE) | 0 | 0 | 0 | 34,930 | 51,988 | 1.36% | +17,058 |
| ALLIANT ENERGY CORP NOTE 3.875PERCENT 3/1(LNT) | 0 | 0 | 0 | 0 | 16,712 | 0.44% | +16,712 |
| EL PASO ENERGY CAP TR I PFD CV TR SEC 28(KMI) | 753,738 | 1,067,812 | +314,074 | 35,682 | 51,522 | 1.35% | +15,840 |
| WAYFAIR INC NOTE 3.250PERCENT 9/1(W) | 0 | 0 | 0 | 22,658 | 36,962 | 0.97% | +14,304 |
| ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | 0 | 0 | 0 | 41,893 | 54,313 | 1.43% | +12,421 |
| NEXTERA ENERGY INC UNIT 06/01/2027(NEE) | 600,000 | 750,000 | +150,000 | 29,514 | 41,775 | 1.10% | +12,261 |
| SNAP INC NOTE 5/0(SNAP) | 0 | 0 | 0 | 89,840 | 99,847 | 2.62% | +10,008 |
| LCI INDS NOTE 1.125PERCENT 5/1(LCII) | 0 | 0 | 0 | 21,116 | 26,919 | 0.71% | +5,803 |
| DAYFORCE INC NOTE 0.250PERCENT 3/1 | 0 | 0 | 0 | 49,583 | 55,268 | 1.45% | +5,685 |
| BLOCK INC NOTE 5/0(XYZ) | 0 | 0 | 0 | 33,662 | 38,896 | 1.02% | +5,234 |
| UBER TECHNOLOGIES INC NOTE 12/1(UBER) | 0 | 0 | 0 | 9,273 | 14,321 | 0.38% | +5,049 |
| UNITY SOFTWARE INC NOTE 11/1(U) | 0 | 0 | 0 | 41,272 | 45,855 | 1.20% | +4,583 |
| WOLFSPEED INC NOTE 1.875PERCENT12/0(WOLF) | 0 | 0 | 0 | 23,018 | 27,537 | 0.72% | +4,519 |
| SHAKE SHACK INC NOTE 3/0(SHAK) | 0 | 0 | 0 | 28,569 | 32,931 | 0.86% | +4,362 |
| LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1(LYV) | 0 | 0 | 0 | 33,098 | 36,861 | 0.97% | +3,764 |
| AIRBNB INC NOTE 3/1(ABNB) | 0 | 0 | 0 | 151,922 | 155,482 | 4.08% | +3,561 |
| ETSY INC NOTE 0.250PERCENT 6/1(ETSY) | 0 | 0 | 0 | 39,314 | 42,678 | 1.12% | +3,364 |
| BANK AMERICA CORP 7.25PERCENTCNV PFD L | 63,285 | 61,785 | -1,500 | 75,752 | 78,653 | 2.06% | +2,901 |
| VENTAS RLTY LTD PARTNERSHIP NOTE 3.750PERCENT 6/0(VTR) | 0 | 0 | 0 | 108,728 | 111,193 | 2.92% | +2,465 |
| ENPHASE ENERGY INC NOTE 3/0(ENPH) | 0 | 0 | 0 | 7,036 | 9,245 | 0.24% | +2,210 |
| ADVANCED ENERGY INDS NOTE 2.500PERCENT 9/1 ADDED(AEIS) | 0 | 0 | 0 | 0 | 2,105 | 0.06% | +2,105 |
| HCI GROUP INC NOTE 4.750PERCENT 6/0 | 0 | 0 | 0 | 19,838 | 21,831 | 0.57% | +1,993 |
| INNOVIVA INC NOTE 2.125PERCENT 3/1(INVA) | 0 | 0 | 0 | 12,926 | 14,898 | 0.39% | +1,972 |
| MIDDLEBY CORP NOTE 1.000PERCENT 9/0(MIDD) | 0 | 0 | 0 | 1,597 | 3,555 | 0.09% | +1,958 |
| CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1(CNK) | 0 | 0 | 0 | 66,119 | 67,940 | 1.78% | +1,821 |
| UPWORK INC NOTE 0.250PERCENT 8/1(UPWK) | 0 | 0 | 0 | 64,999 | 66,611 | 1.75% | +1,611 |
| EPR PPTYS PFD C CV 5.75PERCENT(EPR) | 546,740 | 546,740 | 0 | 10,443 | 12,028 | 0.32% | +1,586 |
| DIGITALOCEAN HLDGS INC NOTE 12/0(DOCN) | 0 | 0 | 0 | 44,358 | 45,784 | 1.20% | +1,426 |
| CONMED CORP NOTE 2.250PERCENT 6/1(CNMD) | 0 | 0 | 0 | 12,145 | 13,498 | 0.35% | +1,353 |
| ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0(ON) | 0 | 0 | 0 | 35,415 | 36,768 | 0.96% | +1,353 |
| POST HLDGS INC NOTE 2.500PERCENT 8/1(POST) | 0 | 0 | 0 | 14,910 | 16,131 | 0.42% | +1,221 |
| LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1(LNTH) | 0 | 0 | 0 | 20,520 | 21,728 | 0.57% | +1,208 |
| PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 0 | 0 | 0 | 16,104 | 17,101 | 0.45% | +997 |
| ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1(ORA) | 0 | 0 | 0 | 15,225 | 16,034 | 0.42% | +809 |
| NUTANIX INC NOTE 0.250PERCENT10/0(NTNX) | 0 | 0 | 0 | 26,958 | 27,571 | 0.72% | +613 |
| PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 0 | 0 | 0 | 7,907 | 8,421 | 0.22% | +514 |
| WAYFAIR INC NOTE 3.500PERCENT11/1(W) | 0 | 0 | 0 | 6,913 | 7,363 | 0.19% | +450 |
| ALARM COM HLDGS INC NOTE 1/1(ALRM) | 0 | 0 | 0 | 8,578 | 8,761 | 0.23% | +183 |
| TRIPADVISOR INC NOTE 0.250PERCENT 4/0(TRIP) | 0 | 0 | 0 | 6,254 | 6,391 | 0.17% | +138 |
| WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0(WGO) | 0 | 0 | 0 | 7,825 | 7,941 | 0.21% | +116 |
| AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0(AKAM) | 0 | 0 | 0 | 3,531 | 3,634 | 0.10% | +103 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 3,956 | 4,050 | 0.11% | +95 |
| BURLINGTON STORES INC NOTE 2.250PERCENT 4/1(BURL) | 0 | 0 | 0 | 3,553 | 3,643 | 0.10% | +90 |
| 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 | 1,752 | 1,713 | 0.04% | -39 |
| EPR PPTYS CONV PFD 9PERCENT SR E(EPR) | 197,041 | 177,343 | -19,698 | 5,413 | 5,285 | 0.14% | -128 |
| PERFICIENT INC NOTE 0.125PERCENT11/1 | 0 | 0 | 0 | 19,851 | 19,354 | 0.51% | -497 |
| BLOOM ENERGY CORP NOTE 3.000PERCENT 6/0(BE) | 0 | 0 | 0 | 14,339 | 13,626 | 0.36% | -713 |
| INNOVIVA INC NOTE 2.500PERCENT 8/1 | 0 | 0 | 0 | 21,541 | 20,617 | 0.54% | -924 |
| WELLS FARGO CO NEW PERP PFD CNV A(WFC) | 12,000 | 10,035 | -1,965 | 14,270 | 12,832 | 0.34% | -1,438 |
| CHEFS WHSE INC NOTE 2.375PERCENT12/1(CHEF) | 0 | 0 | 0 | 29,838 | 27,958 | 0.73% | -1,880 |
| SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 0 | 0 | 0 | 9,640 | 7,424 | 0.19% | -2,216 |
| EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 0 | 0 | 0 | 13,971 | 11,508 | 0.30% | -2,463 |
| CABLE ONE INC NOTE 1.125PERCENT 3/1 | 0 | 0 | 0 | 8,737 | 6,072 | 0.16% | -2,666 |
| PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1(PEB) | 0 | 0 | 0 | 46,122 | 43,340 | 1.14% | -2,782 |
| TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1(TYL) | 0 | 0 | 0 | 3,022 | 0 | — | -3,022 |
| ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1(ALNY) | 0 | 0 | 0 | 3,233 | 0 | — | -3,232 |
| BENTLEY SYS INC NOTE 0.375PERCENT 7/0(BSY) | 0 | 0 | 0 | 4,476 | 0 | — | -4,476 |
| CABLE ONE INC NOTE 3/1 | 0 | 0 | 0 | 5,009 | 0 | — | -5,009 |
| MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1(VAC) | 0 | 0 | 0 | 72,140 | 65,207 | 1.71% | -6,933 |
| TELADOC HEALTH INC NOTE 1.250PERCENT 6/0(TDOC) | 0 | 0 | 0 | 24,819 | 17,759 | 0.47% | -7,061 |
| CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1(CBRL) | 0 | 0 | 0 | 33,261 | 26,148 | 0.69% | -7,112 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 0 | 0 | 0 | 8,691 | 0 | — | -8,691 |
| LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1(LITE) | 0 | 0 | 0 | 23,020 | 13,598 | 0.36% | -9,422 |
| NEXTERA ENERGY INC COM(NEE) | 138,319 | 0 | -138,319 | 9,794 | 0 | — | -9,794 |
| ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 0 | 0 | 0 | 38,452 | 28,410 | 0.75% | -10,042 |
| IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | 0 | 0 | 0 | 11,134 | 0 | — | -11,134 |
| JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1(JBTM) | 0 | 0 | 0 | 36,055 | 23,866 | 0.63% | -12,189 |
| LUMENTUM HLDGS INC NOTE 1.500PERCENT12/1(LITE) | 0 | 0 | 0 | 39,871 | 26,753 | 0.70% | -13,118 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 14,291 | 0 | — | -14,291 |
| SOLAREDGE TECHNOLOGIES INC NOTE 9/1(SEDG) | 0 | 0 | 0 | 15,076 | 0 | — | -15,076 |
| OKTA INC NOTE 0.375PERCENT 6/1(OKTA) | 0 | 0 | 0 | 51,587 | 35,237 | 0.92% | -16,350 |
| ENVESTNET INC NOTE 2.625PERCENT12/0 | 0 | 0 | 0 | 82,568 | 66,028 | 1.73% | -16,540 |
| IONIS PHARMACEUTICALS INC NOTE 4/0(IONS) | 0 | 0 | 0 | 21,087 | 3,814 | 0.10% | -17,272 |
| APOLLO GLOBAL MGMT INC SER A MAND CNV(APO) | 342,500 | 31,000 | -311,500 | 22,478 | 2,118 | 0.06% | -20,361 |
| PPL CAP FDG INC NOTE 2.875PERCENT 3/1(PPL) | 0 | 0 | 0 | 0 | 62,433 | 1.64% | +62,433 |
| CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1(CAKE) | 0 | 0 | 0 | 20,567 | 0 | — | -20,567 |