SSI INVESTMENT MANAGEMENT LLC
CIK 0000938487
Annualised vol
11.01764%
Beta
0.479338
HHI
99.794893
Top-10 weight
22.433818%
VaR 95%
1.049322%
VaR 99%
1.768575%
Max drawdown
17.293646%
Matched value
59.943919%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| GOOGL | ADDED | 1,604,240 | 8,975 | 17774.54% | 83,252,586 |
| WDC | REDUCED | 3,308,988 | 7,827,000 | -57.72% | 58,823,390 |
| MKSI | ADDED | 13,294,000 | 13,080,000 | 1.64% | 39,131,747 |
| ON | ADDED | 29,090,241 | 20,666,000 | 40.76% | 35,262,905 |
| BA | ADDED | 493,968 | 450,708 | 9.6% | 33,697,941 |
| AKAM | ADDED | 22,484,000 | 10,207,000 | 120.28% | 30,065,957 |
| HPE | ADDED | 251,620 | 209,445 | 20.14% | 29,414,383 |
| WEC | ADDED | 23,525,000 | 17,811,000 | 32.08% | 27,475,603 |
| ORCL | ADDED | 579,355 | 479,935 | 20.72% | 26,001,452 |
| SNOW | REDUCED | 13,915,000 | 14,095,000 | -1.28% | 23,171,030 |
| UBER | REDUCED | 19,271,000 | 20,239,000 | -4.78% | 23,048,116 |
| SO | ADDED | 11,093,480 | 10,476,710 | 5.89% | 21,067,385 |
| FE | NEW | 17,653,000 | - | - | 19,545,925 |
| ALB | REDUCED | 344,860 | 353,465 | -2.43% | 19,101,794 |
| PCG | REDUCED | 12,775,160 | 17,247,160 | -25.93% | 18,234,902 |
| NET | ADDED | 14,090,000 | 10,328,000 | 36.43% | 17,978,753 |
| MCHP | ADDED | 2,325,325 | 2,255,325 | 3.1% | 16,371,302 |
| SMCI | ADDED | 4,211,690 | 4,019,000 | 4.79% | 14,518,061 |
| BBIO | ADDED | 10,616,000 | 10,612,000 | 0.04% | 14,395,887 |
| KKR | UNCHANGED | 348,584 | 348,584 | 0.0% | 13,939,941 |
| NEE | ADDED | 282,585 | 273,615 | 3.28% | 13,698,772 |
| EVRG | UNCHANGED | 8,703,000 | 8,703,000 | 0.0% | 12,379,148 |
| LNT | NEW | 10,866,000 | - | - | 11,956,995 |
| SITM | NEW | 10,695,000 | - | - | 11,834,126 |
| CAKE | ADDED | 8,750,000 | 7,744,000 | 12.99% | 11,134,380 |
| RWT | ADDED | 10,375,000 | 9,650,000 | 7.51% | 10,478,750 |
| HALO | UNCHANGED | 7,379,000 | 7,379,000 | 0.0% | 10,317,731 |
| MARA | REDUCED | 9,288,000 | 9,723,000 | -4.47% | 10,267,312 |
| CELC | ADDED | 8,609,000 | 3,206,000 | 168.53% | 9,783,269 |
| DASH | NEW | 9,718,000 | - | - | 9,572,230 |
| ARES | REDUCED | 255,390 | 260,190 | -1.84% | 9,319,183 |
| VSEC | ADDED | 160,080 | 127,125 | 25.92% | 9,252,624 |
| GME | NEW | 8,598,000 | - | - | 8,732,562 |
| FLR | ADDED | 6,556,000 | 4,620,000 | 41.9% | 8,673,588 |
| CLSK | NEW | 6,604,000 | - | - | 8,618,220 |
| CNP | UNCHANGED | 6,969,000 | 6,969,000 | 0.0% | 8,369,769 |
| QXO | REDUCED | 170,255 | 172,410 | -1.25% | 8,322,064 |
| ENOV | ADDED | 8,500,000 | 7,000,000 | 21.43% | 8,161,700 |
| RVMD | NEW | 6,450,000 | - | - | 8,059,827 |
| DDOG | ADDED | 5,428,000 | 5,317,000 | 2.09% | 7,715,910 |
| RBRK | NEW | 7,230,000 | - | - | 7,381,830 |
| SPB | ADDED | 7,000,000 | 4,500,000 | 55.56% | 7,277,900 |
| ALHC | ADDED | 4,250,000 | 1,500,000 | 183.33% | 7,239,408 |
| NTNX | ADDED | 7,000,000 | 4,500,000 | 55.56% | 6,883,799 |
| SYNA | ADDED | 4,386,000 | 4,086,000 | 7.34% | 6,510,169 |
| SNAP | ADDED | 8,000,000 | 6,500,000 | 23.08% | 6,508,000 |
| PPL | UNCHANGED | 132,750 | 132,750 | 0.0% | 6,470,235 |
| ETSY | NEW | 5,567,000 | - | - | 6,453,265 |
| EQX | REDUCED | 3,750,000 | 5,911,000 | -36.56% | 6,305,626 |
| COLL | UNCHANGED | 5,100,000 | 5,100,000 | 0.0% | 6,284,730 |
| IDCC | REDUCED | 1,702,000 | 1,709,000 | -0.41% | 6,226,777 |
| JOBY | REDUCED | 6,833,000 | 7,195,000 | -5.03% | 6,197,531 |
| OMCL | UNCHANGED | 5,750,000 | 5,750,000 | 0.0% | 6,080,627 |
| BOX | ADDED | 5,880,000 | 4,362,000 | 34.8% | 5,738,880 |
| AVAV | REDUCED | 5,909,000 | 9,112,000 | -35.15% | 5,626,103 |
| BURL | UNCHANGED | 3,455,000 | 3,455,000 | 0.0% | 5,498,640 |
| PCRX | ADDED | 5,500,000 | 4,000,000 | 37.5% | 5,481,300 |
| NOG | ADDED | 5,714,000 | 5,663,000 | 0.9% | 5,460,297 |
| VERX | NEW | 6,000,000 | - | - | 5,346,000 |
| VAC | UNCHANGED | 5,300,000 | 5,300,000 | 0.0% | 5,199,300 |
| COGT | REDUCED | 4,253,000 | 4,453,000 | -4.49% | 5,170,058 |
| SEDG | ADDED | 2,684,000 | 1,500,000 | 78.93% | 5,163,747 |
| IRTC | UNCHANGED | 4,636,000 | 4,636,000 | 0.0% | 5,083,382 |
| ALNY | UNCHANGED | 4,098,000 | 4,098,000 | 0.0% | 4,927,221 |
| DXCM | ADDED | 5,153,000 | 2,153,000 | 139.34% | 4,805,175 |
| TCOM | REDUCED | 4,500,000 | 4,662,000 | -3.47% | 4,430,250 |
| ZD | ADDED | 4,442,000 | 3,192,000 | 39.16% | 4,406,069 |
| OSIS | ADDED | 3,303,000 | 3,220,000 | 2.58% | 4,403,757 |
| ARRY | ADDED | 3,572,000 | 405,000 | 781.98% | 4,368,661 |
| GLNG | NEW | 3,740,000 | - | - | 4,257,617 |
| LEU | UNCHANGED | 2,150,000 | 2,150,000 | 0.0% | 4,255,928 |
| KOS | UNCHANGED | 5,824,000 | 5,824,000 | 0.0% | 4,236,961 |
| FRPT | REDUCED | 3,482,000 | 3,790,000 | -8.13% | 4,039,120 |
| NVDA | UNCHANGED | 19,923 | 19,923 | 0.0% | 3,986,392 |
| LMAT | UNCHANGED | 3,500,000 | 3,500,000 | 0.0% | 3,703,437 |
| APLD | NEW | 926,000 | - | - | 3,686,827 |
| IONS | UNCHANGED | 2,340,000 | 2,340,000 | 0.0% | 3,637,239 |
| VSH | NEW | 1,772,000 | - | - | 3,515,648 |
| COIN | REDUCED | 3,913,000 | 7,297,000 | -46.38% | 3,506,048 |
| W | REDUCED | 2,246,000 | 4,754,401 | -52.76% | 3,413,920 |
| RIOT | ADDED | 1,692,000 | 14,000 | 11985.71% | 3,395,795 |
| CMS | ADDED | 2,941,000 | 2,771,000 | 6.13% | 3,280,687 |
| XYZ | REDUCED | 3,459,000 | 6,013,000 | -42.47% | 3,277,403 |
| DKNG | REDUCED | 3,500,000 | 4,597,000 | -23.86% | 3,250,818 |
| AAPL | UNCHANGED | 10,656 | 10,656 | 0.0% | 3,083,420 |
| FIVN | UNCHANGED | 3,000,000 | 3,000,000 | 0.0% | 2,657,700 |
| BRKR | UNCHANGED | 6,000 | 6,000 | 0.0% | 2,656,860 |
| RGEN | REDUCED | 2,555,000 | 6,437,000 | -60.31% | 2,613,436 |
| CSWC | UNCHANGED | 2,500,000 | 2,500,000 | 0.0% | 2,600,000 |
| U | UNCHANGED | 2,202,000 | 2,202,000 | 0.0% | 2,488,260 |
| MSFT | UNCHANGED | 6,643 | 6,643 | 0.0% | 2,477,971 |
| CNMD | REDUCED | 2,500,000 | 5,500,000 | -54.55% | 2,438,751 |
| RUN | UNCHANGED | 2,000,000 | 2,000,000 | 0.0% | 2,363,762 |
| AMZN | UNCHANGED | 8,363 | 8,363 | 0.0% | 1,993,238 |
| TTEK | REDUCED | 1,847,000 | 2,180,000 | -15.28% | 1,940,275 |
| RPD | UNCHANGED | 2,000,000 | 2,000,000 | 0.0% | 1,689,941 |
| INVA | UNCHANGED | 1,523,000 | 1,523,000 | 0.0% | 1,630,920 |
| AVGO | UNCHANGED | 3,778 | 3,778 | 0.0% | 1,427,141 |
| META | UNCHANGED | 2,148 | 2,148 | 0.0% | 1,209,947 |
| GH | UNCHANGED | 634,000 | 634,000 | 0.0% | 1,076,487 |
| MU | UNCHANGED | 784 | 784 | 0.0% | 904,964 |
| JPM | UNCHANGED | 2,717 | 2,717 | 0.0% | 889,356 |
| TE | UNCHANGED | 500,000 | 500,000 | 0.0% | 855,300 |
| TSLA | UNCHANGED | 1,471 | 1,471 | 0.0% | 618,702 |
| LLY | UNCHANGED | 506 | 506 | 0.0% | 606,913 |
| CYTK | UNCHANGED | 308,000 | 308,000 | 0.0% | 523,407 |
| LRCX | UNCHANGED | 1,156 | 1,156 | 0.0% | 500,931 |
| JNJ | UNCHANGED | 1,935 | 1,935 | 0.0% | 491,433 |
| CIFR | UNCHANGED | 87,000 | 87,000 | 0.0% | 487,848 |
| COST | UNCHANGED | 517 | 517 | 0.0% | 483,637 |
| WMT | UNCHANGED | 4,220 | 4,220 | 0.0% | 477,959 |
| V | UNCHANGED | 1,287 | 1,287 | 0.0% | 441,556 |
| ORA | REDUCED | 335,000 | 2,992,000 | -88.8% | 417,410 |
| ETN | UNCHANGED | 904 | 904 | 0.0% | 385,212 |
| PG | UNCHANGED | 2,618 | 2,618 | 0.0% | 383,904 |
| SMTC | UNCHANGED | 87,000 | 87,000 | 0.0% | 375,666 |
| UNH | UNCHANGED | 901 | 901 | 0.0% | 374,483 |
| TVTX | NEW | 305,000 | - | - | 358,375 |
| ITRI | REDUCED | 354,000 | 423,000 | -16.31% | 352,563 |
| ABBV | UNCHANGED | 1,334 | 1,334 | 0.0% | 335,688 |
| CAT | UNCHANGED | 307 | 307 | 0.0% | 326,925 |
| PH | UNCHANGED | 333 | 333 | 0.0% | 325,714 |
| MA | UNCHANGED | 617 | 617 | 0.0% | 316,892 |
| KO | UNCHANGED | 3,853 | 3,853 | 0.0% | 313,133 |
| AMGN | UNCHANGED | 835 | 835 | 0.0% | 302,368 |
| HD | UNCHANGED | 775 | 775 | 0.0% | 273,328 |
| AMD | NEW | 466 | - | - | 270,705 |
| NIO | UNCHANGED | 265,000 | 265,000 | 0.0% | 265,239 |
| WK | REDUCED | 284,000 | 523,000 | -45.7% | 265,116 |
| MS | NEW | 1,196 | - | - | 250,011 |
| CMI | NEW | 348 | - | - | 248,196 |
| GWRE | REDUCED | 257,000 | 466,000 | -44.85% | 246,720 |
| CVX | UNCHANGED | 1,443 | 1,443 | 0.0% | 239,192 |
| MCD | UNCHANGED | 861 | 861 | 0.0% | 232,738 |
| MTH | REDUCED | 185,000 | 565,000 | -67.26% | 190,643 |
| JD | UNCHANGED | 180,000 | 180,000 | 0.0% | 176,580 |
| MSTR | CLOSED OUT | 0 | 27,694,445 | -100.0% | 0 |
| ASND | CLOSED OUT | 0 | 10,834,000 | -100.0% | 0 |
| PTCT | CLOSED OUT | 0 | 4,156,000 | -100.0% | 0 |
| SPHR | CLOSED OUT | 0 | 4,000,000 | -100.0% | 0 |
| DUK | CLOSED OUT | 0 | 3,668,000 | -100.0% | 0 |
| MIRM | CLOSED OUT | 0 | 3,255,000 | -100.0% | 0 |
| TDOC | CLOSED OUT | 0 | 2,396,000 | -100.0% | 0 |
| SHAK | CLOSED OUT | 0 | 297,000 | -100.0% | 0 |
| JBTM | CLOSED OUT | 0 | 82,000 | -100.0% | 0 |
| PEP | CLOSED OUT | 0 | 1,368 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | ISHARES TR | CORE S&P500 ETF | 464287200 | 98,433,351 | 5.72 | 131439.0 | |
| WDC | REDUCED | WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 | 53,801,958 | 3.12 | 3195000.0 |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 B | 02079K602 | 35,177,976 | 2.04 | 701595.0 |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 35,044,925 | 2.03 | 697967.0 |
| - | NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 | 34,275,790 | 1.99 | 2.6095E7 | |
| BA | ADDED | BOEING CO | DEP CONV PFD A | 097023204 | 30,335,956 | 1.76 | 447565.0 |
| ON | ADDED | ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 27,712,590 | 1.61 | 2.2998E7 |
| MKSI | ADDED | MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 25,488,325 | 1.48 | 8659000.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 1/1 | 538034BC2 | 23,917,746 | 1.39 | 2.004E7 | |
| UBER | REDUCED | UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 22,175,036 | 1.29 | 1.8541E7 |
| WEC | ADDED | WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 | 20,636,497 | 1.2 | 1.7062E7 |
| - | BANK OF AMER CORP | 7.25%CNV PFD L | 060505682 | 19,121,125 | 1.11 | 15243.0 | |
| ORCL | ADDED | ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 | 18,503,710 | 1.07 | 412293.0 |
| - | WELLS FARGO & CO | PERP PFD CNV A | 949746804 | 18,319,107 | 1.06 | 15834.0 | |
| HPE | ADDED | HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 18,049,832 | 1.05 | 154404.0 |
| SNOW | REDUCED | SNOWFLAKE INC | NOTE 10/0 | 833445AB5 | 17,047,810 | 0.99 | 1.025E7 |
| - | PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 16,897,880 | 0.98 | 1.4888E7 | |
| FE | NEW | FIRSTENERGY CORP | NOTE 3.875% 1/1 | 337932AV9 | 16,485,359 | 0.96 | 1.4849E7 |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 0.250% 5/1 | 00971TAQ4 | 16,239,076 | 0.94 | 1.1136E7 |
| - | SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 15,493,120 | 0.9 | 1328000.0 | |
| - | ISHARES TR | IBOXX INV CP ETF | 464287242 | 14,999,633 | 0.87 | 137523.0 | |
| - | BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | 13,819,643 | 0.8 | 59772.0 | |
| - | SPDR SERIES TRUST | ST PORT HIGH ETF | 78468R606 | 13,692,101 | 0.8 | 584134.0 | |
| - | JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 | 13,195,110 | 0.77 | 261341.0 | |
| MCHP | ADDED | MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 | 12,442,565 | 0.72 | 161865.0 |
| - | JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 | 12,219,384 | 0.71 | 7171000.0 | |
| - | SOLARIS ENERGY INFRAS INC | NOTE 0.250%10/0 | 83419XAB4 | 12,052,142 | 0.7 | 7411000.0 | |
| - | RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 | 11,917,732 | 0.69 | 1.1188E7 | |
| EVRG | UNCHANGED | EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 | 11,881,308 | 0.69 | 8353000.0 |
| - | CYBERARK SOFTWARE LTD | NOTE 6/1 | 23248VAD7 | 11,836,393 | 0.69 | 7122000.0 | |
| - | J P MORGAN EXCHANGE TRADED F | MORTGAGE BACKED | 46654Q575 | 11,734,143 | 0.68 | 231534.0 | |
| LNT | NEW | ALLIANT ENERGY CORP | NOTE 3.250% 5/3 | 018802AE8 | 11,451,909 | 0.66 | 1.0407E7 |
| SO | ADDED | SOUTHERN CO | NOTE 4.500% 6/1 | 842587DZ7 | 11,352,061 | 0.66 | 1.0306E7 |
| - | INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 10,439,774 | 0.61 | 49066.0 | |
| SITM | NEW | SITIME CORP | NOTE 6/1 | 82982TAA4 | 10,379,066 | 0.6 | 9380000.0 |
| ALB | REDUCED | ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 10,276,949 | 0.6 | 185538.0 |
| KKR | UNCHANGED | KKR & CO INC | 6.25 CON SER D | 48251W500 | 10,115,106 | 0.59 | 255303.0 |
| - | J P MORGAN EXCHANGE TRADED F | JPMORGAN INTL VL | 46654Q757 | 10,022,740 | 0.58 | 108997.0 | |
| - | MACOM TECH SOLUTIONS HLDGS I | NOTE 12/1 | 55405YAD2 | 9,972,264 | 0.58 | 4332000.0 | |
| - | GRANITE CONSTR INC | NOTE 3.250% 6/1 | 387328AF4 | 9,857,504 | 0.57 | 4712000.0 | |
| - | NCL CORP LTD | NOTE 0.875% 4/1 | 62886HBT7 | 9,460,198 | 0.55 | 8494000.0 | |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | 7 DEP CM SR A WI | 86800U500 | 9,306,670 | 0.54 | 181913.0 |
| - | VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 9,215,652 | 0.54 | 107798.0 | |
| NET | ADDED | CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 9,208,880 | 0.53 | 7167000.0 |
| MARA | REDUCED | MARA HOLDINGS INC | NOTE 2.125% 9/0 | 565788AD8 | 9,105,352 | 0.53 | 8189000.0 |
| - | LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 8,818,127 | 0.51 | 7120000.0 | |
| - | ISHARES TR | CONV BD ETF | 46435G102 | 8,622,966 | 0.5 | 70831.0 | |
| MKSI | ADDED | MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 8,565,773 | 0.5 | 2910000.0 |
| - | ISHARES INC | CORE MSCI EMKT | 46434G103 | 8,447,195 | 0.49 | 101970.0 | |
| CELC | ADDED | CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 8,167,308 | 0.47 | 7187000.0 |
| HALO | UNCHANGED | HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 8,166,825 | 0.47 | 5595000.0 |
| FLR | ADDED | FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 | 8,005,473 | 0.46 | 6051000.0 |
| CLSK | NEW | CLEANSPARK INC | NOTE 6/1 | 18452BAC4 | 7,942,230 | 0.46 | 6086000.0 |
| - | LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 7,880,572 | 0.46 | 5433000.0 | |
| QXO | REDUCED | QXO INC | 5.50 DEP PFD | 82846H504 | 7,589,597 | 0.44 | 155270.0 |
| - | ISHARES TR | U.S. TECH ETF | 464287721 | 7,505,861 | 0.44 | 29758.0 | |
| RVMD | NEW | REVOLUTION MEDICINES INC | NOTE 0.500% 5/0 | 76155XAA8 | 7,423,788 | 0.43 | 5941000.0 |
| RBRK | NEW | RUBRIK INC. | NOTE 6/1 | 781154AD1 | 7,381,830 | 0.43 | 7230000.0 |
| SO | ADDED | SOUTHERN CO | UNIT 12/15/2028 | 842587842 | 7,370,453 | 0.43 | 147734.0 |
| - | FIRST TR EXCHNG TRADED FD VI | FT LADD BUFF ETF | 33740F755 | 7,261,617 | 0.42 | 198785.0 | |
| RWT | ADDED | REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 7,252,810 | 0.42 | 7181000.0 |
| HPE | ADDED | HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 7,235,526 | 0.42 | 61895.0 |
| NET | ADDED | CLOUDFLARE INC | NOTE 6/1 | 18915MAF4 | 7,166,225 | 0.42 | 5665000.0 |
| - | JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 | 7,097,160 | 0.41 | 4165000.0 | |
| DDOG | ADDED | DATADOG INC | NOTE 12/0 | 23804LAD5 | 7,005,160 | 0.41 | 4928000.0 |
| - | ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 | 6,927,007 | 0.4 | 5803000.0 | |
| - | ISHARES TR | MSCI ACWI EX US | 464288240 | 6,851,270 | 0.4 | 90018.0 | |
| - | GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 | 6,380,333 | 0.37 | 7109000.0 | |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 1.750% 3/0 | 10806XAJ1 | 6,374,780 | 0.37 | 3790000.0 |
| - | JANUS DETROIT STR TR | B-BBB CLO ETF | 47103U753 | 6,307,448 | 0.37 | 133209.0 | |
| - | ANGEL OAK FUNDS TRUST | INCOME ETF | 03463K760 | 6,193,543 | 0.36 | 298053.0 | |
| - | ISHARES TR | RUSSELL 2000 ETF | 464287655 | 6,096,131 | 0.35 | 20290.0 | |
| ETSY | NEW | ETSY INC | NOTE 1.000% 6/1 | 29786AAQ9 | 6,076,525 | 0.35 | 5242000.0 |
| SYNA | ADDED | SYNAPTICS INC | NOTE 0.750%12/0 | 87157DAJ8 | 6,064,877 | 0.35 | 4086000.0 |
| ALB | REDUCED | ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 6,003,334 | 0.35 | 108383.0 |
| VSEC | ADDED | VSE CORP | UNIT 02/01/2029 | 918284209 | 5,932,072 | 0.34 | 102631.0 |
| WEC | ADDED | WEC ENERGY GROUP INC | NOTE 3.375% 6/0 | 92939UAT3 | 5,918,676 | 0.34 | 5702000.0 |
| - | LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 5,905,620 | 0.34 | 5160000.0 | |
| PCG | REDUCED | PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 5,852,994 | 0.34 | 5727000.0 |
| IDCC | REDUCED | INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 5,828,000 | 0.34 | 1593000.0 |
| - | PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 | 5,795,225 | 0.34 | 3655000.0 | |
| NEE | ADDED | NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 | 5,786,164 | 0.34 | 121507.0 |
| ENOV | ADDED | ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | 5,766,961 | 0.33 | 6006000.0 |
| - | PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 | 5,729,651 | 0.33 | 5824000.0 | |
| AVAV | REDUCED | AEROVIRONMENT INC | NOTE 7/1 | 008073AA6 | 5,626,103 | 0.33 | 5909000.0 |
| CAKE | ADDED | CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 | 5,504,835 | 0.32 | 4326000.0 |
| NOG | ADDED | NORTHERN OIL & GAS INC | NOTE 3.625% 4/1 | 665531AJ8 | 5,460,297 | 0.32 | 5714000.0 |
| - | ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 | 5,251,965 | 0.3 | 5550000.0 | |
| - | BOFA FIN LLC | MTNF 0.600% 5/2 | 09709UV70 | 5,120,240 | 0.3 | 4075000.0 | |
| SPB | ADDED | SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 | 5,109,086 | 0.3 | 4914000.0 |
| - | ISHARES TR | 7-10 YR TRSY BD | 464287440 | 5,080,680 | 0.3 | 53724.0 | |
| - | APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 5,076,879 | 0.29 | 83515.0 | |
| - | INVESCO EXCH TRADED FD TR II | KBW BK ETF | 46138E628 | 5,057,275 | 0.29 | 54391.0 | |
| BURL | UNCHANGED | BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 | 5,041,879 | 0.29 | 3168000.0 |
| ALHC | ADDED | ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 | 5,021,594 | 0.29 | 2948000.0 |
| ARES | REDUCED | ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 5,001,175 | 0.29 | 137056.0 |
| - | AFFIRM HLDGS INC | NOTE 0.750%12/1 | 00827BAD8 | 4,971,824 | 0.29 | 4264000.0 | |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 | 4,938,125 | 0.29 | 4152000.0 |
| - | VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 | 4,926,510 | 0.29 | 5092000.0 | |
| PCG | REDUCED | PG&E CORP | PFD CONV SER A | 69331C306 | 4,885,218 | 0.28 | 117915.0 |
| NTNX | ADDED | NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 | 4,752,772 | 0.28 | 4833000.0 |
| COGT | REDUCED | COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 | 4,737,295 | 0.28 | 3897000.0 |
| - | HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 | 4,680,004 | 0.27 | 4630000.0 | |
| IRTC | UNCHANGED | IRHYTHM HOLDINGS INC | NOTE 1.500% 9/0 | 450056AB2 | 4,654,650 | 0.27 | 4245000.0 |
| DASH | NEW | DOORDASH INC | NOTE 5/1 | 25809KAB1 | 4,647,230 | 0.27 | 4718000.0 |
| ALNY | UNCHANGED | ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 4,561,707 | 0.26 | 3794000.0 |
| EQX | REDUCED | EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 | 4,551,821 | 0.26 | 2707000.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 4,537,481 | 0.26 | 2547000.0 | |
| SNAP | ADDED | SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 | 4,514,925 | 0.26 | 5550000.0 |
| - | MERIT MED SYS INC | NOTE 3.000% 2/0 | 589889AB0 | 4,456,026 | 0.26 | 4149000.0 | |
| - | PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 | 4,374,423 | 0.25 | 4575000.0 | |
| PPL | UNCHANGED | PPL CORP | UNIT 02/15/2029 | 69351T866 | 4,341,467 | 0.25 | 89074.0 |
| ORCL | ADDED | ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 | 4,339,357 | 0.25 | 96688.0 |
| - | ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 | 4,317,683 | 0.25 | 4533000.0 | |
| - | LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 4,307,850 | 0.25 | 501000.0 | |
| PCG | REDUCED | PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 4,267,872 | 0.25 | 4176000.0 |
| - | SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 | 4,252,974 | 0.25 | 68519.0 | |
| COLL | UNCHANGED | COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 | 4,220,628 | 0.25 | 3425000.0 |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 4,154,176 | 0.24 | 3754000.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 4,141,994 | 0.24 | 2325000.0 | |
| ARRY | ADDED | ARRAY TECHNOLOGIES INC | NOTE 2.875% 7/0 | 04271TAD2 | 4,131,401 | 0.24 | 3316000.0 |
| OMCL | UNCHANGED | OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 | 4,040,708 | 0.23 | 3821000.0 |
| FRPT | REDUCED | FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 | 4,039,120 | 0.23 | 3482000.0 |
| - | INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 | 4,024,435 | 0.23 | 4165000.0 | |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 | 4,019,955 | 0.23 | 3380000.0 |
| NVDA | UNCHANGED | NVIDIA CORPORATION | COM | 67066G104 | 3,986,392 | 0.23 | 19923.0 |
| BOX | ADDED | BOX INC | NOTE 1.500% 9/1 | 10316TAD6 | 3,962,560 | 0.23 | 4060000.0 |
| JOBY | REDUCED | JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 | 3,937,287 | 0.23 | 4341000.0 |
| - | BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 3,929,255 | 0.23 | 3949000.0 | |
| - | PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 | 3,896,609 | 0.23 | 3836000.0 | |
| GLNG | NEW | GOLAR LNG LTD | NOTE 2.750%12/1 | 38046YAD3 | 3,875,115 | 0.23 | 3404000.0 |
| GME | NEW | GAMESTOP CORP | NOTE 4/0 | 36467WAE9 | 3,870,162 | 0.22 | 3798000.0 |
| - | INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 | 3,796,396 | 0.22 | 3929000.0 | |
| PCRX | ADDED | PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 | 3,785,087 | 0.22 | 3798000.0 |
| VERX | NEW | VERTEX INC | NOTE 0.750% 5/0 | 92538JAB2 | 3,711,015 | 0.22 | 4165000.0 |
| ON | ADDED | ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 3,663,200 | 0.21 | 3040000.0 |
| CNP | UNCHANGED | CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 | 3,648,638 | 0.21 | 3038000.0 |
| SEDG | ADDED | SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 | 3,593,845 | 0.21 | 1868000.0 |
| VAC | UNCHANGED | MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 3,592,422 | 0.21 | 3662000.0 |
| GME | NEW | GAMESTOP CORP | NOTE 6/1 | 36467WAG4 | 3,516,123 | 0.2 | 3471000.0 |
| VSH | NEW | VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 9/1 | 928298AR9 | 3,515,648 | 0.2 | 1772000.0 |
| COIN | REDUCED | COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 | 3,506,048 | 0.2 | 3913000.0 |
| DASH | NEW | DOORDASH INC | NOTE 5/1 | 25809KAB1 | 3,427,800 | 0.2 | 3480000.0 |
| - | ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 | 3,411,059 | 0.2 | 1249000.0 | |
| APLD | NEW | APPLIED DIGITAL CORP | NOTE 2.750% 6/0 | 038169AB4 | 3,288,681 | 0.19 | 826000.0 |
| CNP | UNCHANGED | CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 | 3,285,936 | 0.19 | 2736000.0 |
| CMS | ADDED | CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 | 3,280,687 | 0.19 | 2941000.0 |
| XYZ | REDUCED | BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 3,277,403 | 0.19 | 3459000.0 |
| DXCM | ADDED | DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 3,259,088 | 0.19 | 3495000.0 |
| GOOGL | ADDED | ALPHABET INC | CAP STK CL A | 02079K305 | 3,207,395 | 0.19 | 8975.0 |
| W | REDUCED | WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 3,167,680 | 0.18 | 2084000.0 |
| WDC | REDUCED | WESTERN DIGITAL CORP | COM | 958102105 | 3,158,470 | 0.18 | 4945.0 |
| RIOT | ADDED | RIOT PLATFORMS INC | NOTE 0.750% 1/1 | 767292AB1 | 3,138,903 | 0.18 | 1564000.0 |
| NEE | ADDED | NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 | 3,134,682 | 0.18 | 65827.0 |
| TCOM | REDUCED | TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 | 3,105,113 | 0.18 | 3154000.0 |
| AAPL | UNCHANGED | APPLE INC | COM | 037833100 | 3,083,420 | 0.18 | 10656.0 |
| FE | NEW | FIRSTENERGY CORP | NOTE 3.625% 1/1 | 337932AT4 | 3,060,566 | 0.18 | 2804000.0 |
| BA | ADDED | BOEING CO | DEP CONV PFD A | 097023204 | 3,046,372 | 0.18 | 44945.0 |
| LEU | UNCHANGED | CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 | 3,006,861 | 0.17 | 1519000.0 |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 2,996,181 | 0.17 | 59673.0 |
| KOS | UNCHANGED | KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 | 2,903,453 | 0.17 | 3991000.0 |
| ARES | REDUCED | ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 2,897,598 | 0.17 | 79408.0 |
| SNOW | REDUCED | SNOWFLAKE INC | NOTE 10/0 | 833445AB5 | 2,895,633 | 0.17 | 1741000.0 |
| DKNG | REDUCED | DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 2,889,513 | 0.17 | 3111000.0 |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 2,888,330 | 0.17 | 57525.0 |
| - | PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 | 2,884,502 | 0.17 | 2932000.0 | |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 B | 02079K602 | 2,834,164 | 0.16 | 56525.0 |
| - | ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 | 2,830,836 | 0.16 | 2972000.0 | |
| CAKE | ADDED | CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 | 2,823,682 | 0.16 | 2219000.0 |
| OSIS | ADDED | OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 | 2,665,185 | 0.15 | 1999000.0 |
| LMAT | UNCHANGED | LEMAITRE VASCULAR INC | NOTE 2.500% 2/0 | 525558AB8 | 2,634,731 | 0.15 | 2490000.0 |
| RGEN | REDUCED | REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 | 2,613,436 | 0.15 | 2555000.0 |
| - | FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 | 2,554,265 | 0.15 | 1670000.0 | |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 | 2,529,968 | 0.15 | 2744000.0 |
| MSFT | UNCHANGED | MICROSOFT CORP | COM | 594918104 | 2,477,971 | 0.14 | 6643.0 |
| - | ISHARES INC | MSCI JAPAN ETF | 46434G822 | 2,369,246 | 0.14 | 25402.0 | |
| MCHP | ADDED | MICROCHIP TECHNOLOGY INC. | NOTE 0.750% 6/0 | 595017BG8 | 2,355,977 | 0.14 | 2143000.0 |
| - | VIRIDIAN THERAPEUTICS INC | NOTE 1.750% 5/1 | 92790CAB0 | 2,241,787 | 0.13 | 2092000.0 | |
| IONS | UNCHANGED | IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 2,233,637 | 0.13 | 1437000.0 |
| NEE | ADDED | NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 | 2,192,589 | 0.13 | 40960.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 1/1 | 538034BC2 | 2,178,138 | 0.13 | 1825000.0 | |
| KKR | UNCHANGED | KKR & CO INC | 6.25 CON SER D | 48251W500 | 2,109,091 | 0.12 | 53233.0 |
| AMZN | UNCHANGED | AMAZON COM INC | COM | 023135106 | 1,993,238 | 0.12 | 8363.0 |
| VSEC | ADDED | VSE CORP | UNIT 02/01/2029 | 918284209 | 1,991,672 | 0.12 | 34458.0 |
| - | PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 1,983,811 | 0.12 | 1484000.0 | |
| ON | ADDED | ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 1,943,665 | 0.11 | 1613000.0 |
| ZD | ADDED | ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 | 1,941,697 | 0.11 | 1951000.0 |
| TTEK | REDUCED | TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 | 1,940,275 | 0.11 | 1847000.0 |
| MKSI | ADDED | MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 1,919,204 | 0.11 | 652000.0 |
| - | POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 1,870,245 | 0.11 | 1807000.0 | |
| FIVN | UNCHANGED | FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 | 1,864,820 | 0.11 | 2105000.0 |
| - | NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 | 1,859,916 | 0.11 | 1416000.0 | |
| BRKR | UNCHANGED | BRUKER CORP | 6.375 PREF SER A | 116794207 | 1,841,647 | 0.11 | 4159.0 |
| WDC | REDUCED | WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 | 1,835,497 | 0.11 | 109000.0 |
| - | AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 1,835,312 | 0.11 | 1868000.0 | |
| - | PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 | 1,796,917 | 0.1 | 1508000.0 | |
| MKSI | ADDED | MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 1,777,913 | 0.1 | 604000.0 |
| - | BANK OF AMER CORP | 7.25%CNV PFD L | 060505682 | 1,756,188 | 0.1 | 1400.0 | |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 0.250% 5/1 | 00971TAQ4 | 1,752,817 | 0.1 | 1202000.0 |
| CSWC | UNCHANGED | CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 | 1,700,400 | 0.1 | 1635000.0 |
| CNMD | REDUCED | CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 1,698,346 | 0.1 | 1741000.0 |
| RWT | ADDED | REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 1,678,620 | 0.1 | 1662000.0 |
| RUN | UNCHANGED | SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 | 1,634,542 | 0.09 | 1383000.0 |
| INVA | UNCHANGED | INNOVIVA INC | NOTE 2.125% 3/1 | 45781MAD3 | 1,630,920 | 0.09 | 1523000.0 |
| - | PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,590,904 | 0.09 | 1606000.0 | |
| MCHP | ADDED | MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 | 1,572,760 | 0.09 | 20460.0 |
| U | UNCHANGED | UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 | 1,568,440 | 0.09 | 1388000.0 |
| JOBY | REDUCED | JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 | 1,540,086 | 0.09 | 1698000.0 |
| SNOW | REDUCED | SNOWFLAKE INC | NOTE 10/0 | 833445AB5 | 1,516,839 | 0.09 | 912000.0 |
| RWT | ADDED | REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 1,506,920 | 0.09 | 1492000.0 |
| HPE | ADDED | HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 1,472,940 | 0.09 | 12600.0 |
| - | LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 1,467,249 | 0.09 | 1282000.0 | |
| ORCL | ADDED | ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 | 1,464,434 | 0.09 | 32630.0 |
| PCG | REDUCED | PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 1,455,328 | 0.08 | 1424000.0 |
| HALO | UNCHANGED | HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,444,428 | 0.08 | 1300000.0 |
| AVGO | UNCHANGED | BROADCOM INC | COM | 11135F101 | 1,427,141 | 0.08 | 3778.0 |
| HPE | ADDED | HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 1,404,086 | 0.08 | 12011.0 |
| MKSI | ADDED | MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 | 1,380,532 | 0.08 | 469000.0 |
| - | JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 | 1,378,536 | 0.08 | 809000.0 | |
| - | AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 1,369,605 | 0.08 | 1394000.0 | |
| PCG | REDUCED | PG&E CORP | NOTE 4.250%12/0 | 69331CAL2 | 1,349,040 | 0.08 | 1320000.0 |
| - | PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 | 1,301,746 | 0.08 | 821000.0 | |
| - | LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | 1,293,285 | 0.08 | 1130000.0 | |
| - | JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 | 1,283,112 | 0.07 | 753000.0 | |
| - | RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | 1,278,040 | 0.07 | 1079000.0 | |
| - | LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 | 1,272,282 | 0.07 | 195000.0 | |
| ENOV | ADDED | ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | 1,263,623 | 0.07 | 1316000.0 |
| CAKE | ADDED | CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 | 1,263,593 | 0.07 | 993000.0 |
| HPE | ADDED | HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 | 1,251,999 | 0.07 | 10710.0 |
| META | UNCHANGED | META PLATFORMS INC | CL A | 30303M102 | 1,209,947 | 0.07 | 2148.0 |
| - | PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 | 1,203,441 | 0.07 | 759000.0 | |
| - | ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 | 1,196,123 | 0.07 | 1264000.0 | |
| - | WINNEBAGO INDS INC | NOTE 3.250% 1/1 | 974637AF7 | 1,177,925 | 0.07 | 1270000.0 | |
| - | VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 | 1,163,903 | 0.07 | 1203000.0 | |
| CAKE | ADDED | CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 | 1,160,520 | 0.07 | 912000.0 |
| RPD | UNCHANGED | RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 1,160,144 | 0.07 | 1373000.0 |
| ALHC | ADDED | ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 | 1,144,678 | 0.07 | 672000.0 |
| - | VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 | 1,144,553 | 0.07 | 1183000.0 | |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 | 1,134,627 | 0.07 | 954000.0 |
| - | INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 | 1,126,648 | 0.07 | 1166000.0 | |
| - | SELECT SECTOR SPDR TR | ST STR UTIL ETF | 81369Y886 | 1,115,363 | 0.06 | 24600.0 | |
| - | HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 | 1,111,880 | 0.06 | 1100000.0 | |
| ALB | REDUCED | ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 1,111,234 | 0.06 | 20062.0 |
| NTNX | ADDED | NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 | 1,104,358 | 0.06 | 1123000.0 |
| ENOV | ADDED | ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 | 1,102,310 | 0.06 | 1148000.0 |
| - | ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 | 1,099,601 | 0.06 | 1162000.0 | |
| OMCL | UNCHANGED | OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 | 1,092,398 | 0.06 | 1033000.0 |
| - | WELLS FARGO & CO | PERP PFD CNV A | 949746804 | 1,087,531 | 0.06 | 940.0 | |
| - | GRANITE CONSTR INC | NOTE 3.250% 6/1 | 387328AF4 | 1,083,656 | 0.06 | 518000.0 | |
| SPB | ADDED | SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 | 1,074,010 | 0.06 | 1033000.0 |
| - | BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 | 1,072,796 | 0.06 | 4640.0 | |
| SPB | ADDED | SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 | 1,064,653 | 0.06 | 1024000.0 |
| ALHC | ADDED | ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 | 1,050,992 | 0.06 | 617000.0 |
| - | RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 | 1,049,246 | 0.06 | 985000.0 | |
| COLL | UNCHANGED | COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 | 1,044,990 | 0.06 | 848000.0 |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 | 1,041,859 | 0.06 | 876000.0 |
| SNAP | ADDED | SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 | 1,028,264 | 0.06 | 1264000.0 |
| - | HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 | 1,009,789 | 0.06 | 999000.0 | |
| NTNX | ADDED | NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 | 1,006,018 | 0.06 | 1023000.0 |
| PPL | UNCHANGED | PPL CORP | UNIT 02/15/2029 | 69351T866 | 998,341 | 0.06 | 20483.0 |
| COLL | UNCHANGED | COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 | 995,698 | 0.06 | 808000.0 |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 994,833 | 0.06 | 899000.0 |
| - | CYBERARK SOFTWARE LTD | NOTE 6/1 | 23248VAD7 | 987,197 | 0.06 | 594000.0 | |
| - | PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 | 981,974 | 0.06 | 1027000.0 | |
| - | SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 | 977,975 | 0.06 | 15756.0 | |
| PPL | UNCHANGED | PPL CORP | UNIT 02/15/2029 | 69351T866 | 977,091 | 0.06 | 20047.0 |
| NEE | ADDED | NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 | 971,924 | 0.06 | 20410.0 |
| SO | ADDED | SOUTHERN CO | UNIT 12/15/2028 | 842587842 | 963,376 | 0.06 | 19310.0 |
| - | ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 | 959,168 | 0.06 | 1007000.0 | |
| - | SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 | 957,181 | 0.06 | 15421.0 | |
| - | SOLARIS ENERGY INFRAS INC | NOTE 0.250%10/0 | 83419XAB4 | 951,356 | 0.06 | 585000.0 | |
| ZD | ADDED | ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 945,855 | 0.05 | 959000.0 |
| SNAP | ADDED | SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 | 945,287 | 0.05 | 1162000.0 |
| EQX | REDUCED | EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 | 945,003 | 0.05 | 562000.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 942,414 | 0.05 | 529000.0 | |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 939,498 | 0.05 | 784000.0 |
| OMCL | UNCHANGED | OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 | 929,543 | 0.05 | 879000.0 |
| - | ISHARES TR | 0-3 MTH TREASURY | 46436E718 | 925,863 | 0.05 | 9197.0 | |
| WEC | ADDED | WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 | 920,430 | 0.05 | 761000.0 |
| BOX | ADDED | BOX INC | NOTE 1.500% 9/1 | 10316TAD6 | 920,368 | 0.05 | 943000.0 |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 910,732 | 0.05 | 823000.0 |
| MU | UNCHANGED | MICRON TECHNOLOGY INC | COM | 595112103 | 904,964 | 0.05 | 784.0 |
| ON | ADDED | ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 895,315 | 0.05 | 743000.0 |
| NEE | ADDED | NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 | 892,732 | 0.05 | 18747.0 |
| ORCL | ADDED | ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 | 892,080 | 0.05 | 19877.0 |
| JPM | UNCHANGED | JPMORGAN CHASE & CO | COM | 46625H100 | 889,356 | 0.05 | 2717.0 |
| - | ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 | 888,683 | 0.05 | 933000.0 | |
| ALB | REDUCED | ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 883,858 | 0.05 | 15957.0 |
| PCRX | ADDED | PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 | 879,001 | 0.05 | 882000.0 |
| - | INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 | 874,456 | 0.05 | 905000.0 | |
| UBER | REDUCED | UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 | 873,080 | 0.05 | 730000.0 |
| - | BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 870,625 | 0.05 | 875000.0 | |
| - | PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 | 857,335 | 0.05 | 844000.0 | |
| - | MACOM TECH SOLUTIONS HLDGS I | NOTE 12/1 | 55405YAD2 | 849,438 | 0.05 | 369000.0 | |
| VERX | NEW | VERTEX INC | NOTE 0.750% 5/0 | 92538JAB2 | 842,886 | 0.05 | 946000.0 |
| VAC | UNCHANGED | MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 840,717 | 0.05 | 857000.0 |
| BOX | ADDED | BOX INC | NOTE 1.500% 9/1 | 10316TAD6 | 838,384 | 0.05 | 859000.0 |
| ON | ADDED | ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 | 836,270 | 0.05 | 694000.0 |
| - | JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 | 834,960 | 0.05 | 490000.0 | |
| ALB | REDUCED | ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 | 826,419 | 0.05 | 14920.0 |
| - | NCL CORP LTD | NOTE 0.875% 4/1 | 62886HBT7 | 818,606 | 0.05 | 735000.0 | |
| NET | ADDED | CLOUDFLARE INC | NOTE 6/1 | 18915MAF4 | 810,865 | 0.05 | 641000.0 |
| - | PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 | 810,608 | 0.05 | 798000.0 | |
| SEDG | ADDED | SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 | 808,038 | 0.05 | 420000.0 |
| ORCL | ADDED | ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 | 801,871 | 0.05 | 17867.0 |
| PCRX | ADDED | PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 | 800,270 | 0.05 | 803000.0 |
| NET | ADDED | CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 792,783 | 0.05 | 617000.0 |
| - | PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 | 789,787 | 0.05 | 826000.0 | |
| EQX | REDUCED | EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 | 781,898 | 0.05 | 465000.0 |
| DASH | NEW | DOORDASH INC | NOTE 5/1 | 25809KAB1 | 780,120 | 0.05 | 792000.0 |
| VERX | NEW | VERTEX INC | NOTE 0.750% 5/0 | 92538JAB2 | 776,061 | 0.05 | 871000.0 |
| - | BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 768,099 | 0.04 | 1535.0 | |
| DXCM | ADDED | DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 748,798 | 0.04 | 803000.0 |
| CNP | UNCHANGED | CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 | 748,223 | 0.04 | 623000.0 |
| - | BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 747,245 | 0.04 | 751000.0 | |
| - | SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 | 746,656 | 0.04 | 64000.0 | |
| SEDG | ADDED | SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 | 746,473 | 0.04 | 388000.0 |
| GME | NEW | GAMESTOP CORP | NOTE 6/1 | 36467WAG4 | 741,516 | 0.04 | 732000.0 |
| VAC | UNCHANGED | MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 | 737,712 | 0.04 | 752000.0 |
| QXO | REDUCED | QXO INC | 5.50 DEP PFD | 82846H504 | 732,467 | 0.04 | 14985.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 728,634 | 0.04 | 409000.0 | |
| NEE | ADDED | NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 | 720,681 | 0.04 | 15134.0 |
| - | ISHARES TR | U.S. REAL ES ETF | 464287739 | 720,557 | 0.04 | 7047.0 | |
| DASH | NEW | DOORDASH INC | NOTE 5/1 | 25809KAB1 | 717,080 | 0.04 | 728000.0 |
| DDOG | ADDED | DATADOG INC | NOTE 12/0 | 23804LAD5 | 710,750 | 0.04 | 500000.0 |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 | 707,644 | 0.04 | 398000.0 |
| HALO | UNCHANGED | HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 706,478 | 0.04 | 484000.0 |
| - | LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 | 702,042 | 0.04 | 484000.0 | |
| OSIS | ADDED | OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 | 698,628 | 0.04 | 524000.0 |
| DXCM | ADDED | DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 687,253 | 0.04 | 737000.0 |
| CNP | UNCHANGED | CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 | 686,972 | 0.04 | 572000.0 |
| CELC | ADDED | CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 681,840 | 0.04 | 600000.0 |
| CLSK | NEW | CLEANSPARK INC | NOTE 6/1 | 18452BAC4 | 675,990 | 0.04 | 518000.0 |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 668,386 | 0.04 | 604000.0 |
| FLR | ADDED | FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 | 668,115 | 0.04 | 505000.0 |
| KOS | UNCHANGED | KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 | 667,118 | 0.04 | 917000.0 |
| - | FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 | 663,803 | 0.04 | 434000.0 | |
| TCOM | REDUCED | TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 | 663,553 | 0.04 | 674000.0 |
| - | LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 662,598 | 0.04 | 535000.0 | |
| CELC | ADDED | CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 654,566 | 0.04 | 576000.0 |
| KOS | UNCHANGED | KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 | 653,295 | 0.04 | 898000.0 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | 7 DEP CM SR A WI | 86800U500 | 644,872 | 0.04 | 12605.0 |
| TCOM | REDUCED | TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 | 643,863 | 0.04 | 654000.0 |
| SNOW | REDUCED | SNOWFLAKE INC | NOTE 10/0 | 833445AB5 | 640,332 | 0.04 | 385000.0 |
| KKR | UNCHANGED | KKR & CO INC | 6.25 CON SER D | 48251W500 | 638,674 | 0.04 | 16120.0 |
| SITM | NEW | SITIME CORP | NOTE 6/1 | 82982TAA4 | 636,243 | 0.04 | 575000.0 |
| RVMD | NEW | REVOLUTION MEDICINES INC | NOTE 0.500% 5/0 | 76155XAA8 | 636,039 | 0.04 | 509000.0 |
| OSIS | ADDED | OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 | 635,965 | 0.04 | 477000.0 |
| MARA | REDUCED | MARA HOLDINGS INC | NOTE 2.125% 9/0 | 565788AD8 | 628,224 | 0.04 | 565000.0 |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 619,591 | 0.04 | 12340.0 |
| TSLA | UNCHANGED | TESLA INC | COM | 88160R101 | 618,702 | 0.04 | 1471.0 |
| SO | ADDED | SOUTHERN CO | NOTE 3.250% 6/1 | 842587ED5 | 611,392 | 0.04 | 605000.0 |
| LMAT | UNCHANGED | LEMAITRE VASCULAR INC | NOTE 2.500% 2/0 | 525558AB8 | 609,480 | 0.04 | 576000.0 |
| TE | UNCHANGED | T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 | 607,263 | 0.04 | 355000.0 |
| LLY | UNCHANGED | ELI LILLY & CO | COM | 532457108 | 606,913 | 0.04 | 506.0 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | 7 DEP CM SR A WI | 86800U500 | 606,246 | 0.04 | 11850.0 |
| - | FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 | 605,682 | 0.04 | 396000.0 | |
| SNOW | REDUCED | SNOWFLAKE INC | NOTE 10/0 | 833445AB5 | 605,405 | 0.04 | 364000.0 |
| - | PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 | 605,037 | 0.04 | 615000.0 | |
| GME | NEW | GAMESTOP CORP | NOTE 6/1 | 36467WAG4 | 604,761 | 0.04 | 597000.0 |
| - | SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | G7997R103 | 588,650 | 0.03 | 610.0 | |
| BBIO | ADDED | BRIDGEBIO PHARMA INC | NOTE 1.750% 3/0 | 10806XAJ1 | 585,336 | 0.03 | 348000.0 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 | 579,016 | 0.03 | 628000.0 |
| ARES | REDUCED | ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 575,739 | 0.03 | 15778.0 |
| SITM | NEW | SITIME CORP | NOTE 6/1 | 82982TAA4 | 575,385 | 0.03 | 520000.0 |
| GH | UNCHANGED | GUARDANT HEALTH INC | DEBT 1.250% 2/1 | 40131MAD1 | 570,342 | 0.03 | 227000.0 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 | 567,952 | 0.03 | 616000.0 |
| - | ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 | 550,293 | 0.03 | 461000.0 | |
| SO | ADDED | SOUTHERN CO | UNIT 12/15/2028 | 842587842 | 545,747 | 0.03 | 10939.0 |
| IONS | UNCHANGED | IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 545,586 | 0.03 | 351000.0 |
| MARA | REDUCED | MARA HOLDINGS INC | NOTE 3/0 | 565788AF3 | 533,736 | 0.03 | 534000.0 |
| ARES | REDUCED | ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 527,755 | 0.03 | 14463.0 |
| CYTK | UNCHANGED | CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 523,407 | 0.03 | 308000.0 |
| - | BANK OF AMER CORP | COM | 060505104 | 515,613 | 0.03 | 9049.0 | |
| GH | UNCHANGED | GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 506,145 | 0.03 | 407000.0 |
| LNT | NEW | ALLIANT ENERGY CORP | NOTE 3.250% 5/3 | 018802AE8 | 505,086 | 0.03 | 459000.0 |
| IONS | UNCHANGED | IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 503,618 | 0.03 | 324000.0 |
| LEU | UNCHANGED | CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 | 502,793 | 0.03 | 254000.0 |
| CSWC | UNCHANGED | CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 | 502,320 | 0.03 | 483000.0 |
| LRCX | UNCHANGED | LAM RESEARCH CORP | COM NEW | 512807306 | 500,931 | 0.03 | 1156.0 |
| - | VIRIDIAN THERAPEUTICS INC | NOTE 1.750% 5/1 | 92790CAB0 | 498,294 | 0.03 | 465000.0 | |
| EVRG | UNCHANGED | EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 | 497,840 | 0.03 | 350000.0 |
| - | FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 497,154 | 0.03 | 9987.0 | |
| JNJ | UNCHANGED | JOHNSON & JOHNSON | COM | 478160104 | 491,433 | 0.03 | 1935.0 |
| CIFR | UNCHANGED | CIPHER DIGITAL INC | NOTE 1.750% 5/1 | 17253JAA4 | 487,848 | 0.03 | 87000.0 |
| - | CISCO SYS INC | COM | 17275R102 | 486,050 | 0.03 | 4138.0 | |
| GOOGL | ADDED | ALPHABET INC | DEP SHS RP1/20 A | 02079K404 | 484,024 | 0.03 | 9640.0 |
| COST | UNCHANGED | COSTCO WHOLESALE CORPORATION | COM | 22160K105 | 483,637 | 0.03 | 517.0 |
| WMT | UNCHANGED | WALMART INC | COM | 931142103 | 477,959 | 0.03 | 4220.0 |
| - | AFFIRM HLDGS INC | NOTE 0.750%12/1 | 00827BAD8 | 466,400 | 0.03 | 400000.0 | |
| VSEC | ADDED | VSE CORP | UNIT 02/01/2029 | 918284209 | 465,810 | 0.03 | 8059.0 |
| SNOW | REDUCED | SNOWFLAKE INC | NOTE 10/0 | 833445AD1 | 465,011 | 0.03 | 263000.0 |
| - | VIRIDIAN THERAPEUTICS INC | NOTE 1.750% 5/1 | 92790CAB0 | 461,860 | 0.03 | 431000.0 | |
| LMAT | UNCHANGED | LEMAITRE VASCULAR INC | NOTE 2.500% 2/0 | 525558AB8 | 459,226 | 0.03 | 434000.0 |
| BURL | UNCHANGED | BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 | 456,761 | 0.03 | 287000.0 |
| LEU | UNCHANGED | CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 | 449,347 | 0.03 | 227000.0 |
| KKR | UNCHANGED | KKR & CO INC | 6.25 CON SER D | 48251W500 | 449,132 | 0.03 | 11336.0 |
| SYNA | ADDED | SYNAPTICS INC | NOTE 0.750%12/0 | 87157DAJ8 | 445,292 | 0.03 | 300000.0 |
| V | UNCHANGED | VISA INC | COM CL A | 92826C839 | 441,556 | 0.03 | 1287.0 |
| VSEC | ADDED | VSE CORP | UNIT 02/01/2029 | 918284209 | 439,280 | 0.03 | 7600.0 |
| - | PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 438,470 | 0.03 | 328000.0 | |
| COGT | REDUCED | COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 | 432,763 | 0.03 | 356000.0 |
| ZD | ADDED | ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 | 430,935 | 0.03 | 433000.0 |
| - | PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 | 428,937 | 0.02 | 436000.0 | |
| IRTC | UNCHANGED | IRHYTHM HOLDINGS INC | NOTE 1.500% 9/0 | 450056AB2 | 428,732 | 0.02 | 391000.0 |
| PCG | REDUCED | PG&E CORP | PFD CONV SER A | 69331C306 | 424,450 | 0.02 | 10245.0 |
| VSEC | ADDED | VSE CORP | UNIT 02/01/2029 | 918284209 | 423,790 | 0.02 | 7332.0 |
| FIVN | UNCHANGED | FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 | 422,574 | 0.02 | 477000.0 |
| ORA | REDUCED | ORMAT TECHNOLOGIES INC | NOTE 2.500% 7/1 | 686688AB8 | 417,410 | 0.02 | 335000.0 |
| BRKR | UNCHANGED | BRUKER CORP | 6.375 PREF SER A | 116794207 | 414,913 | 0.02 | 937.0 |
| ZD | ADDED | ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 411,284 | 0.02 | 417000.0 |
| ZD | ADDED | ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 | 406,054 | 0.02 | 408000.0 |
| OSIS | ADDED | OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 | 403,979 | 0.02 | 303000.0 |
| KKR | UNCHANGED | KKR & CO INC | 6.25 CON SER D | 48251W500 | 400,875 | 0.02 | 10118.0 |
| IDCC | REDUCED | INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 | 398,777 | 0.02 | 109000.0 |
| APLD | NEW | APPLIED DIGITAL CORP | NOTE 2.750% 6/0 | 038169AB4 | 398,146 | 0.02 | 100000.0 |
| - | EXXON MOBIL CORP | COM | 30231G102 | 389,651 | 0.02 | 2850.0 | |
| - | PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 | 389,305 | 0.02 | 343000.0 | |
| - | INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 | 386,500 | 0.02 | 400000.0 | |
| CSWC | UNCHANGED | CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 | 385,840 | 0.02 | 371000.0 |
| ETN | UNCHANGED | EATON CORP PLC | SHS | G29183103 | 385,212 | 0.02 | 904.0 |
| PG | UNCHANGED | PROCTER & GAMBLE CO | COM | 742718109 | 383,904 | 0.02 | 2618.0 |
| BRKR | UNCHANGED | BRUKER CORP | 6.375 PREF SER A | 116794207 | 383,473 | 0.02 | 866.0 |
| GLNG | NEW | GOLAR LNG LTD | NOTE 2.750%12/1 | 38046YAD3 | 382,502 | 0.02 | 336000.0 |
| CAKE | ADDED | CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 | 381,750 | 0.02 | 300000.0 |
| ETSY | NEW | ETSY INC | NOTE 1.000% 6/1 | 29786AAQ9 | 376,740 | 0.02 | 325000.0 |
| SMTC | UNCHANGED | SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 | 375,666 | 0.02 | 87000.0 |
| CNMD | REDUCED | CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 375,568 | 0.02 | 385000.0 |
| RUN | UNCHANGED | SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 | 374,656 | 0.02 | 317000.0 |
| UNH | UNCHANGED | UNITEDHEALTH GROUP INC | COM | 91324P102 | 374,483 | 0.02 | 901.0 |
| - | PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 372,967 | 0.02 | 279000.0 | |
| - | ISHARES TR | CORE US AGGBD ET | 464287226 | 368,206 | 0.02 | 3720.0 | |
| JOBY | REDUCED | JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 | 365,521 | 0.02 | 403000.0 |
| ALNY | UNCHANGED | ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 365,514 | 0.02 | 304000.0 |
| FIVN | UNCHANGED | FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 | 362,333 | 0.02 | 409000.0 |
| TVTX | NEW | TRAVERE THERAPEUTICS INC | NOTE 0.500% 5/1 | 89422GAB3 | 358,375 | 0.02 | 305000.0 |
| U | UNCHANGED | UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 | 358,210 | 0.02 | 317000.0 |
| CNMD | REDUCED | CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 355,082 | 0.02 | 364000.0 |
| JOBY | REDUCED | JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 | 354,637 | 0.02 | 391000.0 |
| IONS | UNCHANGED | IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 | 354,398 | 0.02 | 228000.0 |
| ITRI | REDUCED | ITRON INC | NOTE 1.375% 7/1 | 465741AQ9 | 352,563 | 0.02 | 354000.0 |
| RUN | UNCHANGED | SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 | 343,927 | 0.02 | 291000.0 |
| DKNG | REDUCED | DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 342,729 | 0.02 | 369000.0 |
| ABBV | UNCHANGED | ABBVIE INC | COM | 00287Y109 | 335,688 | 0.02 | 1334.0 |
| - | WELLS FARGO & CO | COM | 949746101 | 335,271 | 0.02 | 4057.0 | |
| U | UNCHANGED | UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 | 333,350 | 0.02 | 295000.0 |
| CAT | UNCHANGED | CATERPILLAR INC | COM | 149123101 | 326,925 | 0.02 | 307.0 |
| PH | UNCHANGED | PARKER-HANNIFIN CORP | COM | 701094104 | 325,714 | 0.02 | 333.0 |
| - | LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 | 318,889 | 0.02 | 179000.0 | |
| ARES | REDUCED | ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 | 316,916 | 0.02 | 8685.0 |
| MA | UNCHANGED | MASTERCARD INCORPORATED | CL A | 57636Q104 | 316,892 | 0.02 | 617.0 |
| BA | ADDED | BOEING CO | COM | 097023105 | 315,613 | 0.02 | 1458.0 |
| KO | UNCHANGED | COCA COLA CO | COM | 191216100 | 313,133 | 0.02 | 3853.0 |
| AMGN | UNCHANGED | AMGEN INC | COM | 031162100 | 302,368 | 0.02 | 835.0 |
| - | UNION PAC CORP | COM | 907818108 | 299,200 | 0.02 | 1100.0 | |
| - | ISHARES TR | ISHARES BIOTECH | 464287556 | 298,029 | 0.02 | 1567.0 | |
| LEU | UNCHANGED | CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 | 296,927 | 0.02 | 150000.0 |
| - | ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 | 275,743 | 0.02 | 231000.0 | |
| HD | UNCHANGED | HOME DEPOT INC | COM | 437076102 | 273,328 | 0.02 | 775.0 |
| AMD | NEW | ADVANCED MICRO DEVICES INC | COM | 007903107 | 270,705 | 0.02 | 466.0 |
| ZD | ADDED | ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 270,244 | 0.02 | 274000.0 |
| - | AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 269,205 | 0.02 | 274000.0 | |
| NIO | UNCHANGED | NIO INC | NOTE 4.625%10/1 | 62914VAK2 | 265,239 | 0.02 | 265000.0 |
| WK | REDUCED | WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 | 265,116 | 0.02 | 284000.0 |
| RPD | UNCHANGED | RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 263,631 | 0.02 | 312000.0 |
| - | APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 263,525 | 0.02 | 4335.0 | |
| RPD | UNCHANGED | RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 | 261,096 | 0.02 | 309000.0 |
| - | SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 | 260,034 | 0.02 | 273000.0 | |
| RIOT | ADDED | RIOT PLATFORMS INC | NOTE 0.750% 1/1 | 767292AB1 | 256,892 | 0.01 | 128000.0 |
| MS | NEW | MORGAN STANLEY | COM NEW | 617446448 | 250,011 | 0.01 | 1196.0 |
| CMI | NEW | CUMMINS INC | COM | 231021106 | 248,196 | 0.01 | 348.0 |
| GWRE | REDUCED | GUIDEWIRE SOFTWARE INC | NOTE 1.250%11/0 | 40171VAC4 | 246,720 | 0.01 | 257000.0 |
| W | REDUCED | WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 246,240 | 0.01 | 162000.0 |
| - | OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 245,409 | 0.01 | 1133.0 | |
| CVX | UNCHANGED | CHEVRON CORPORATION | COM | 166764100 | 239,192 | 0.01 | 1443.0 |
| ARRY | ADDED | ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 237,260 | 0.01 | 256000.0 |
| - | PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 235,763 | 0.01 | 238000.0 | |
| - | GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 233,987 | 0.01 | 205000.0 | |
| MCD | UNCHANGED | MCDONALDS CORP | COM | 580135101 | 232,738 | 0.01 | 861.0 |
| U | UNCHANGED | UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 | 228,260 | 0.01 | 202000.0 |
| KKR | UNCHANGED | KKR & CO INC | COM | 48251W104 | 227,063 | 0.01 | 2474.0 |
| - | VALERO ENERGY CORP | COM | 91913Y100 | 219,811 | 0.01 | 844.0 | |
| - | PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 216,941 | 0.01 | 219000.0 | |
| - | INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 211,871 | 0.01 | 1721.0 | |
| ON | ADDED | ON SEMICONDUCTOR CORP | COM | 682189105 | 211,865 | 0.01 | 2241.0 |
| - | UGI CORP NEW | NOTE 5.000% 6/0 | 902681AB1 | 194,025 | 0.01 | 145000.0 | |
| MTH | REDUCED | MERITAGE HOMES CORP | NOTE 1.750% 5/1 | 59001ABF8 | 190,643 | 0.01 | 185000.0 |
| JD | UNCHANGED | JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 | 176,580 | 0.01 | 180000.0 |
| PPL | UNCHANGED | PPL CORP | UNIT 02/15/2029 | 69351T866 | 153,336 | 0.01 | 3146.0 |
| CELC | ADDED | CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 144,323 | 0.01 | 127000.0 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | 7 DEP CM SR A WI | 86800U500 | 138,899 | 0.01 | 2715.0 |
| CELC | ADDED | CELCUITY INC | NOTE 0.250% 8/0 | 15102KAB6 | 135,232 | 0.01 | 119000.0 |
| SMCI | ADDED | SUPER MICRO COMPUTER INC | 7 DEP CM SR A WI | 86800U500 | 133,374 | 0.01 | 2607.0 |
| TE | UNCHANGED | T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 | 128,295 | 0.01 | 75000.0 |
| SITM | NEW | SITIME CORP | NOTE 6/1 | 82982TAA4 | 121,716 | 0.01 | 110000.0 |
| SITM | NEW | SITIME CORP | NOTE 6/1 | 82982TAA4 | 121,716 | 0.01 | 110000.0 |
| SO | ADDED | SOUTHERN CO | UNIT 12/15/2028 | 842587842 | 121,183 | 0.01 | 2429.0 |
| TE | UNCHANGED | T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 | 111,189 | 0.01 | 65000.0 |
| DXCM | ADDED | DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 | 110,036 | 0.01 | 118000.0 |
| SO | ADDED | SOUTHERN CO | UNIT 12/15/2028 | 842587842 | 103,173 | 0.01 | 2068.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-10 | 1,722,237,596 | 542 | 11.01764 | 0.479338 | 17.293646 |
| 2026-03-31 | 2026-05-14 | 1,449,621,238 | 548 | 10.115016 | 0.423552 | 16.848147 |
| 2025-12-31 | 2026-02-10 | 1,474,663,994 | 557 | 9.756898 | 0.412396 | 16.960222 |
| 2025-09-30 | 2025-10-28 | 1,465,812,467 | 540 | 10.02226 | 0.416807 | 19.048201 |
| 2025-03-31 | 2025-05-14 | 1,284,898,186 | 550 | 8.539171 | 0.367953 | 18.333934 |
| 2024-12-31 | 2025-02-10 | 1,340,904,584 | 585 | 9.001632 | 0.388682 | 18.639931 |