Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q3 2023 ▲▼ | Q4 2023 ▲▼ | Change ▲▼ | Q3 2023 ▲▼ | Q4 2023 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 ADDED(VAC) | 0 | 0 | 0 | 0 | 50,682 | 1.57% | +50,682 |
| ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 ADDED | 0 | 0 | 0 | 0 | 49,123 | 1.52% | +49,123 |
| ENVESTNET INC NOTE 2.625PERCENT12/0 ADDED | 0 | 0 | 0 | 0 | 46,164 | 1.43% | +46,164 |
| WOLFSPEED INC NOTE 1.875PERCENT12/0 ADDED(WOLF) | 0 | 0 | 0 | 0 | 45,382 | 1.40% | +45,382 |
| NRG ENERGY INC DBCV 2.750PERCENT 6/0(NRG) | 0 | 0 | 0 | 71,467 | 114,934 | 3.55% | +43,467 |
| CHEFS WHSE INC NOTE 2.375PERCENT12/1 ADDED(CHEF) | 0 | 0 | 0 | 0 | 27,430 | 0.85% | +27,430 |
| STRIDE INC NOTE 1.125PERCENT 9/0(LRN) | 0 | 0 | 0 | 63,341 | 85,179 | 2.63% | +21,838 |
| WELLS FARGO CO NEW PERP PFD CNV A(WFC) | 0 | 49,355 | +49,355 | 0 | 58,992 | 1.82% | +58,992 |
| INTERDIGITAL INC NOTE 3.500PERCENT 6/0(IDCC) | 0 | 0 | 0 | 71,712 | 88,864 | 2.75% | +17,152 |
| APOLLO GLOBAL MGMT INC SER A MAND CNV(APO) | 957,500 | 1,237,500 | +280,000 | 52,471 | 69,548 | 2.15% | +17,077 |
| BANK AMERICA CORP 7.25PERCENTCNV PFD L | 72,526 | 80,998 | +8,472 | 80,685 | 97,574 | 3.02% | +16,889 |
| AIRBNB INC NOTE 3/1(ABNB) | 0 | 0 | 0 | 128,472 | 144,137 | 4.46% | +15,665 |
| ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | 0 | 0 | 0 | 12,167 | 27,737 | 0.86% | +15,570 |
| LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 ADDED(LNTH) | 0 | 0 | 0 | 0 | 15,240 | 0.47% | +15,240 |
| SPOTIFY USA INC NOTE 3/1(SPOT) | 0 | 0 | 0 | 110,682 | 124,029 | 3.84% | +13,347 |
| NUTANIX INC NOTE 0.250PERCENT10/0(NTNX) | 0 | 0 | 0 | 50,873 | 63,440 | 1.96% | +12,568 |
| SOLAREDGE TECHNOLOGIES INC NOTE 9/1(SEDG) | 0 | 0 | 0 | 0 | 11,859 | 0.37% | +11,859 |
| HCI GROUP INC NOTE 4.250PERCENT 3/0 | 0 | 0 | 0 | 18,068 | 29,449 | 0.91% | +11,381 |
| UNITY SOFTWARE INC NOTE 11/1(U) | 0 | 0 | 0 | 77,517 | 88,865 | 2.75% | +11,348 |
| SHAKE SHACK INC NOTE 3/0(SHAK) | 0 | 0 | 0 | 18,294 | 29,335 | 0.91% | +11,041 |
| SNAP INC NOTE 5/0(SNAP) | 0 | 0 | 0 | 76,434 | 86,661 | 2.68% | +10,226 |
| PATRICK INDS INC NOTE 1.750PERCENT12/0(PATK) | 0 | 0 | 0 | 16,184 | 24,427 | 0.76% | +8,244 |
| INNOVIVA INC NOTE 2.500PERCENT 8/1 | 0 | 0 | 0 | 60,667 | 68,774 | 2.13% | +8,107 |
| LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1(LITE) | 0 | 0 | 0 | 44,675 | 52,178 | 1.61% | +7,503 |
| SEMTECH CORP NOTE 1.625PERCENT11/0 ADDED(SMTC) | 0 | 0 | 0 | 0 | 7,498 | 0.23% | +7,498 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | 0 | 0 | 0 | 16,743 | 24,188 | 0.75% | +7,445 |
| UPWORK INC NOTE 0.250PERCENT 8/1(UPWK) | 0 | 0 | 0 | 49,455 | 56,842 | 1.76% | +7,387 |
| DIGITALOCEAN HLDGS INC NOTE 12/0(DOCN) | 0 | 0 | 0 | 38,335 | 45,466 | 1.41% | +7,131 |
| OKTA INC NOTE 0.375PERCENT 6/1(OKTA) | 0 | 0 | 0 | 59,883 | 66,999 | 2.07% | +7,117 |
| EL PASO ENERGY CAP TR I PFD CV TR SEC 28(KMI) | 349,567 | 487,963 | +138,396 | 15,874 | 22,983 | 0.71% | +7,109 |
| HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0(HALO) | 0 | 0 | 0 | 65,161 | 71,938 | 2.22% | +6,777 |
| PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1(PEB) | 0 | 0 | 0 | 49,782 | 56,350 | 1.74% | +6,568 |
| PERFICIENT INC NOTE 0.125PERCENT11/1 | 0 | 0 | 0 | 32,886 | 39,369 | 1.22% | +6,483 |
| AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0(AAL) | 0 | 0 | 0 | 78,514 | 84,817 | 2.62% | +6,303 |
| CABLE ONE INC NOTE 1.125PERCENT 3/1 | 0 | 0 | 0 | 12,738 | 18,650 | 0.58% | +5,912 |
| LUMENTUM HLDGS INC NOTE 0.500PERCENT 6/1(LITE) | 0 | 0 | 0 | 0 | 5,902 | 0.18% | +5,902 |
| FORD MTR CO DEL NOTE 3/1(F) | 0 | 0 | 0 | 0 | 139,297 | 4.31% | +139,297 |
| HCI GROUP INC NOTE 4.750PERCENT 6/0 | 0 | 0 | 0 | 17,907 | 23,768 | 0.74% | +5,861 |
| CERIDIAN HCM HLDG INC NOTE 0.250PERCENT 3/1 | 0 | 0 | 0 | 45,225 | 50,643 | 1.57% | +5,418 |
| GEO CORRECTIONS HOLDINGS INC NOTE 6.500PERCENT 2/2 | 0 | 0 | 0 | 79,687 | 84,736 | 2.62% | +5,049 |
| BLACKLINE INC NOTE 3/1(BL) | 0 | 0 | 0 | 39,940 | 44,624 | 1.38% | +4,683 |
| SHOPIFY INC NOTE 0.125PERCENT11/0(SHOP) | 0 | 0 | 0 | 60,845 | 65,208 | 2.02% | +4,364 |
| PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | 0 | 0 | 0 | 26,753 | 31,002 | 0.96% | +4,249 |
| TELADOC HEALTH INC NOTE 1.250PERCENT 6/0(TDOC) | 0 | 0 | 0 | 13,069 | 16,767 | 0.52% | +3,698 |
| IONIS PHARMACEUTICALS INC NOTE 4/0(IONS) | 0 | 0 | 0 | 24,315 | 27,773 | 0.86% | +3,458 |
| JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1(JBTM) | 0 | 0 | 0 | 35,978 | 39,281 | 1.21% | +3,303 |
| LCI INDS NOTE 1.125PERCENT 5/1(LCII) | 0 | 0 | 0 | 26,360 | 29,203 | 0.90% | +2,842 |
| EPR PPTYS PFD C CV 5.75PERCENT(EPR) | 467,632 | 546,740 | +79,108 | 8,693 | 11,531 | 0.36% | +2,837 |
| ETSY INC NOTE 0.250PERCENT 6/1(ETSY) | 0 | 0 | 0 | 26,189 | 28,954 | 0.90% | +2,764 |
| MIDDLEBY CORP NOTE 1.000PERCENT 9/0(MIDD) | 0 | 0 | 0 | 9,740 | 12,424 | 0.38% | +2,684 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 25,293 | 27,811 | 0.86% | +2,519 |
| ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1(ALNY) | 0 | 0 | 0 | 0 | 2,456 | 0.08% | +2,456 |
| FASTLY INC NOTE 3/1(FSLY) | 0 | 0 | 0 | 12,319 | 14,747 | 0.46% | +2,428 |
| CABLE ONE INC NOTE 3/1 | 0 | 0 | 0 | 17,771 | 20,131 | 0.62% | +2,360 |
| BLOCK INC NOTE 5/0(XYZ) | 0 | 0 | 0 | 42,822 | 44,843 | 1.39% | +2,021 |
| NEXTERA ENERGY INC COM(NEE) | 707,826 | 698,326 | -9,500 | 40,551 | 42,416 | 1.31% | +1,865 |
| ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1(ORA) | 0 | 0 | 0 | 12,232 | 13,964 | 0.43% | +1,732 |
| BURLINGTON STORES INC NOTE 2.250PERCENT 4/1(BURL) | 0 | 0 | 0 | 1,624 | 3,091 | 0.10% | +1,467 |
| CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1(CBRL) | 0 | 0 | 0 | 32,945 | 34,368 | 1.06% | +1,424 |
| POST HLDGS INC NOTE 2.500PERCENT 8/1(POST) | 0 | 0 | 0 | 12,503 | 13,753 | 0.43% | +1,250 |
| WAYFAIR INC NOTE 1.000PERCENT 8/1(W) | 0 | 0 | 0 | 23,829 | 25,011 | 0.77% | +1,181 |
| TRIPADVISOR INC NOTE 0.250PERCENT 4/0(TRIP) | 0 | 0 | 0 | 6,654 | 7,777 | 0.24% | +1,123 |
| GRANITE CONSTR INC NOTE 2.750PERCENT11/0 | 0 | 0 | 0 | 4,096 | 5,144 | 0.16% | +1,048 |
| EPR PPTYS CONV PFD 9PERCENT SR E(EPR) | 249,646 | 257,465 | +7,819 | 6,351 | 7,176 | 0.22% | +825 |
| EVENTBRITE INC NOTE 0.750PERCENT 9/1 | 0 | 0 | 0 | 11,939 | 12,608 | 0.39% | +670 |
| ZIFF DAVIS INC NOTE 1.750PERCENT11/0(ZD) | 0 | 0 | 0 | 39,079 | 39,690 | 1.23% | +611 |
| ALARM COM HLDGS INC NOTE 1/1(ALRM) | 0 | 0 | 0 | 20,390 | 20,933 | 0.65% | +543 |
| NEOGENOMICS INC NOTE 0.250PERCENT 1/1(NEO) | 0 | 0 | 0 | 5,695 | 6,042 | 0.19% | +347 |
| WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0(WGO) | 0 | 0 | 0 | 2,627 | 2,941 | 0.09% | +314 |
| SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | 0 | 0 | 0 | 13,554 | 13,861 | 0.43% | +307 |
| AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0(AKAM) | 0 | 0 | 0 | 3,489 | 3,730 | 0.12% | +241 |
| DROPBOX INC NOTE 3/0(DBX) | 0 | 0 | 0 | 3,551 | 3,773 | 0.12% | +222 |
| ITRON INC NOTE 3/1(ITRI) | 0 | 0 | 0 | 2,946 | 3,153 | 0.10% | +208 |
| TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1(TYL) | 0 | 0 | 0 | 3,992 | 4,170 | 0.13% | +178 |
| BLOCK INC NOTE 0.250PERCENT11/0(XYZ) | 0 | 0 | 0 | 1,877 | 2,053 | 0.06% | +177 |
| BOX INC NOTE 1/1(BOX) | 0 | 0 | 0 | 4,537 | 4,695 | 0.15% | +158 |
| TECHTARGET INC NOTE 12/1 | 0 | 0 | 0 | 4,201 | 4,358 | 0.13% | +157 |
| ZILLOW GROUP INC NOTE 2.750PERCENT 5/1(Z) | 0 | 0 | 0 | 1,309 | 1,401 | 0.04% | +92 |
| ENPHASE ENERGY INC NOTE 3/0(ENPH) | 0 | 0 | 0 | 1,179 | 1,267 | 0.04% | +88 |
| INNOVIVA INC NOTE 2.125PERCENT 3/1(INVA) | 0 | 0 | 0 | 1,210 | 1,287 | 0.04% | +77 |
| BENTLEY SYS INC NOTE 0.125PERCENT 1/1(BSY) | 0 | 0 | 0 | 2,750 | 2,816 | 0.09% | +66 |
| INTEGRA LIFESCIENCES HLDGS C NOTE 0.500PERCENT 8/1(IART) | 0 | 0 | 0 | 1,391 | 1,432 | 0.04% | +41 |
| GREENBRIER COS INC NOTE 2.875PERCENT 4/1(GBX) | 0 | 0 | 0 | 942 | 981 | 0.03% | +39 |
| VERINT SYSTEMS INC NOTE 0.250PERCENT 4/1 | 0 | 0 | 0 | 1,217 | 1,251 | 0.04% | +35 |
| GREENBRIER COS INC NOTE 2.875PERCENT 2/0(GBX) | 0 | 0 | 0 | 1,985 | 2,005 | 0.06% | +20 |
| ENVESTNET INC NOTE 0.750PERCENT 8/1 | 0 | 0 | 0 | 1,335 | 1,350 | 0.04% | +15 |
| PROGRESS SOFTWARE CORP NOTE 1.000PERCENT 4/1(PRGS) | 0 | 0 | 0 | 269 | 275 | 0.01% | +6 |
| HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1(HALO) | 0 | 0 | 0 | 11,637 | 11,547 | 0.36% | -90 |
| BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | 0 | 0 | 0 | 1,310 | 0 | — | -1,309 |
| IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | 0 | 0 | 0 | 48,664 | 46,212 | 1.43% | -2,452 |
| DISH NETWORK CORPORATION NOTE 12/1 | 0 | 0 | 0 | 10,196 | 7,611 | 0.24% | -2,586 |
| SPLUNK INC NOTE 1.125 PERCENT 9/1 | 0 | 0 | 0 | 2,633 | 0 | — | -2,633 |
| PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | 0 | 0 | 0 | 13,226 | 9,707 | 0.30% | -3,519 |
| NCL CORP LTD NOTE 2.500PERCENT 2/1(NCLH) | 0 | 0 | 0 | 9,193 | 5,302 | 0.16% | -3,891 |
| AMYRIS INC NOTE 1.500 PERCENT11/1 DELETED | 0 | 0 | 0 | 4,278 | 0 | — | -4,278 |
| CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1(CAKE) | 0 | 0 | 0 | 37,136 | 32,728 | 1.01% | -4,408 |
| SHIFT4 PMTS INC NOTE 0.500PERCENT 8/0(FOUR) | 0 | 0 | 0 | 0 | 13,172 | 0.41% | +13,172 |
| GOPRO INC NOTE 1.250 PERCENT11/1 | 0 | 0 | 0 | 6,142 | 0 | — | -6,141 |
| EXACT SCIENCES CORP NOTE 0.375PERCENT 3/0 | 0 | 0 | 0 | 38,473 | 31,972 | 0.99% | -6,500 |
| HAEMONETICS CORP MASS NOTE 3/0(HAE) | 0 | 0 | 0 | 6,506 | 0 | — | -6,506 |