# EDGAR Filing Document

**Accession Number:** 0000938487
**File Stem:** 0001172661-26-001838
**Filing Date:** 2026-5
**Character Count:** 63236
**Document Hash:** 95d8e1fa99476e7f5661ef8040a25f9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001172661-26-001838.hdr.sgml**: 20260514

**ACCESSION NUMBER**: 0001172661-26-001838

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260514

**DATE AS OF CHANGE**: 20260513

**EFFECTIVENESS DATE**: 20260514

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSI INVESTMENT MANAGEMENT LLC
- **CENTRAL INDEX KEY:** 0000938487

**ORGANIZATION NAME:**
- **EIN:** 952913505
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-04720
- **FILM NUMBER:** 26975330

**BUSINESS ADDRESS:**
- **STREET 1:** 2121 AVENUE OF THE STARS
- **STREET 2:** SUITE 2050
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90067
- **BUSINESS PHONE:** 3105952000

**MAIL ADDRESS:**
- **STREET 1:** 2121 AVENUE OF THE STARS
- **STREET 2:** SUITE 2050
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90067

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSI INVESTMENT MANAGEMENT INC
- **DATE OF NAME CHANGE:** 19990414

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 03-31-2026

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** SSI INVESTMENT MANAGEMENT LLC<br>**Address:** 2121 Avenue Of The Stars<br>Suite 2050<br>Los Angeles, CA 90067

**Form 13F File Number:** 028-04720

**CRD Number (if applicable):** 000104889

**SEC File Number (if applicable):** 801-10544

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Syed Mehdi<br>**Title:** President  Chief Compliance Officer<br>**Phone:** 310-595-2001

**Signature, Place, and Date of Signing:**

/s/ Syed Mehdi  Beverly Hills, CA  05-13-2026<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 4

**Form 13F Information Table Entry Total:** 548

**Form 13F Information Table Value Total:** $1449621238

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

| No.   | Name                                  | Form 13F File Number   |
|:---|:---|:---|
|  | FIRST TRUST ADVISORS LP               | 028-06487              |
|  | Morningstar Investment Management LLC | 028-17446              |
|  | American Beacon Advisors Inc.         | 028-14511              |
|  | GuideStone Capital Management LLC     | 028-10998              |

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| ABBVIE INC | COM | 00287Y109 |  | 290130 | 1334 | SH |  | SOLE |  | 1334 | 0 | 0 |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 |  | 853349 | 355000 | SH |  | SOLE | 1 | 355000 | 0 | 0 |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 |  | 13444451 | 5593000 | SH |  | SOLE |  | 5593000 | 0 | 0 |
| AEROVIRONMENT INC | NOTE 7/1 | 008073AA6 |  | 652660 | 667000 | SH |  | SOLE | 1 | 667000 | 0 | 0 |
| AEROVIRONMENT INC | NOTE 7/1 | 008073AA6 |  | 8263441 | 8445000 | SH |  | SOLE |  | 8445000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 0.750%12/1 | 00827BAD8 |  | 3990197 | 4264000 | SH |  | SOLE |  | 4264000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 265095 | 274000 | SH |  | SOLE | 4 | 274000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 5296098 | 5474000 | SH |  | SOLE |  | 5474000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 314438 | 325000 | SH |  | SOLE | 2 | 325000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 1348695 | 1394000 | SH |  | SOLE | 3 | 1394000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 |  | 1121431 | 968000 | SH |  | SOLE |  | 968000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 535973 | 469000 | SH |  | SOLE | 2 | 469000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 553115 | 484000 | SH |  | SOLE | 4 | 484000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 2329026 | 2038000 | SH |  | SOLE | 3 | 2038000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 7140215 | 6248000 | SH |  | SOLE |  | 6248000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 917863 | 997000 | SH |  | SOLE | 4 | 997000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 773325 | 840000 | SH |  | SOLE | 2 | 840000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 3355678 | 3645000 | SH |  | SOLE | 3 | 3645000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 16571 | 18000 | SH |  | SOLE |  | 18000 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 13216036 | 184713 | SH |  | SOLE |  | 184713 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 1857198 | 25957 | SH |  | SOLE | 2 | 25957 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 1435417 | 20062 | SH |  | SOLE | 4 | 20062 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 1026729 | 14350 | SH |  | SOLE | 1 | 14350 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 7754699 | 108383 | SH |  | SOLE | 3 | 108383 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 1879385 | 1355000 | SH |  | SOLE | 1 | 1355000 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 8179139 | 5897000 | SH |  | SOLE |  | 5897000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 |  | 8434 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 |  | 372491 | 265000 | SH |  | SOLE | 2 | 265000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 |  | 264258 | 188000 | SH |  | SOLE | 4 | 188000 | 0 | 0 |
| ALIGNMENT HEALTHCARE INC | NOTE 4.250%11/1 | 01625VAB0 |  | 1463256 | 1041000 | SH |  | SOLE | 3 | 1041000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 |  | 4862019 | 3794000 | SH |  | SOLE |  | 3794000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 |  | 389576 | 304000 | SH |  | SOLE | 1 | 304000 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 2580851 | 8975 | SH |  | SOLE |  | 8975 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 |  | 5490105 | 5363000 | SH |  | SOLE |  | 5363000 | 0 | 0 |
| ALPHATEC HLDGS INC | NOTE 0.750% 3/1 | 02081GAD4 |  | 443262 | 433000 | SH |  | SOLE | 1 | 433000 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 1741761 | 8363 | SH |  | SOLE |  | 8363 | 0 | 0 |
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 |  | 232487 | 233000 | SH |  | SOLE |  | 233000 | 0 | 0 |
| AMGEN INC | COM | 031162100 |  | 293797 | 835 | SH |  | SOLE |  | 835 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 |  | 323455 | 358000 | SH |  | SOLE |  | 358000 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 1006505 | 17147 | SH |  | SOLE | 3 | 17147 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 230568 | 3928 | SH |  | SOLE | 2 | 3928 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 225931 | 3849 | SH |  | SOLE | 4 | 3849 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 5108896 | 87036 | SH |  | SOLE |  | 87036 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 254459 | 4335 | SH |  | SOLE | 1 | 4335 | 0 | 0 |
| APPLE INC | COM | 037833100 |  | 2704387 | 10656 | SH |  | SOLE |  | 10656 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 2934920 | 79408 | SH |  | SOLE | 3 | 79408 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 5242997 | 141856 | SH |  | SOLE |  | 141856 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 583155 | 15778 | SH |  | SOLE | 2 | 15778 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 534552 | 14463 | SH |  | SOLE | 4 | 14463 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 320998 | 8685 | SH |  | SOLE | 1 | 8685 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 365715 | 405000 | SH |  | SOLE |  | 405000 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 |  | 51730 | 50000 | SH |  | SOLE | 2 | 50000 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 |  | 6003784 | 5803000 | SH |  | SOLE |  | 5803000 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 |  | 476951 | 461000 | SH |  | SOLE | 1 | 461000 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 |  | 238993 | 231000 | SH |  | SOLE | 3 | 231000 | 0 | 0 |
| ARROWHEAD PHARMACEUTICALS IN | NOTE 1/1 | 04280AAC4 |  | 43453 | 42000 | SH |  | SOLE | 4 | 42000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 528120 | 360000 | SH |  | SOLE | 4 | 360000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 554526 | 378000 | SH |  | SOLE | 2 | 378000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 11247489 | 7667000 | SH |  | SOLE |  | 7667000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 2570184 | 1752000 | SH |  | SOLE | 3 | 1752000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 993159 | 677000 | SH |  | SOLE | 1 | 677000 | 0 | 0 |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 |  | 1464450 | 1230 | SH |  | SOLE | 1 | 1230 | 0 | 0 |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 |  | 17953209 | 15079 | SH |  | SOLE |  | 15079 | 0 | 0 |
| BANK AMERICA CORP | COM | 060505104 |  | 441139 | 9049 | SH |  | SOLE |  | 9049 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 735571 | 1535 | SH |  | SOLE |  | 1535 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 866250 | 875000 | SH |  | SOLE | 2 | 875000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 3909510 | 3949000 | SH |  | SOLE | 3 | 3949000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 743490 | 751000 | SH |  | SOLE | 4 | 751000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 28710 | 29000 | SH |  | SOLE |  | 29000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 1609209 | 1722000 | SH |  | SOLE | 3 | 1722000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 341093 | 365000 | SH |  | SOLE | 4 | 365000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 3295048 | 3526000 | SH |  | SOLE |  | 3526000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 373800 | 400000 | SH |  | SOLE | 2 | 400000 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 290185 | 1458 | SH |  | SOLE |  | 1458 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 2304954 | 35510 | SH |  | SOLE | 1 | 35510 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 26855864 | 413740 | SH |  | SOLE |  | 413740 | 0 | 0 |
| BOFA FIN LLC | MTNF 0.600% 5/2 | 09709UV70 |  | 4873700 | 4075000 | SH |  | SOLE |  | 4075000 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 601224 | 656000 | SH |  | SOLE | 2 | 656000 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 2609276 | 2847000 | SH |  | SOLE | 3 | 2847000 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 11915 | 13000 | SH |  | SOLE |  | 13000 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 775359 | 846000 | SH |  | SOLE | 4 | 846000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 1.750% 3/0 | 10806XAJ1 |  | 6415382 | 3786000 | SH |  | SOLE |  | 3786000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 1.750% 3/0 | 10806XAJ1 |  | 589686 | 348000 | SH |  | SOLE | 1 | 348000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 4197441 | 3754000 | SH |  | SOLE | 3 | 3754000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 675346 | 604000 | SH |  | SOLE |  | 604000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 1005194 | 899000 | SH |  | SOLE | 2 | 899000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 920217 | 823000 | SH |  | SOLE | 4 | 823000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 |  | 715604 | 398000 | SH |  | SOLE |  | 398000 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 10132473 | 71160 | SH |  | SOLE |  | 71160 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 1107794 | 7780 | SH |  | SOLE | 1 | 7780 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 1169330 | 3778 | SH |  | SOLE |  | 3778 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 10955 | 38 | SH |  | SOLE |  | 38 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 270128 | 937 | SH |  | SOLE | 2 | 937 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 249659 | 866 | SH |  | SOLE | 4 | 866 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 1198998 | 4159 | SH |  | SOLE | 3 | 4159 | 0 | 0 |
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 |  | 5227200 | 3168000 | SH |  | SOLE |  | 3168000 | 0 | 0 |
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 |  | 473550 | 287000 | SH |  | SOLE | 1 | 287000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 492177 | 483000 | SH |  | SOLE | 2 | 483000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 1666065 | 1635000 | SH |  | SOLE | 3 | 1635000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 11209 | 11000 | SH |  | SOLE |  | 11000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 378049 | 371000 | SH |  | SOLE | 4 | 371000 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 |  | 217497 | 307 | SH |  | SOLE |  | 307 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 160578 | 66000 | SH |  | SOLE | 4 | 66000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 754230 | 310000 | SH |  | SOLE | 3 | 310000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 6191985 | 2545000 | SH |  | SOLE |  | 2545000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 518229 | 213000 | SH |  | SOLE | 1 | 213000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 175176 | 72000 | SH |  | SOLE | 2 | 72000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 737944 | 623000 | SH |  | SOLE | 2 | 623000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 3598511 | 3038000 | SH |  | SOLE | 3 | 3038000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 3240798 | 2736000 | SH |  | SOLE |  | 2736000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 677534 | 572000 | SH |  | SOLE | 4 | 572000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 |  | 515112 | 254000 | SH |  | SOLE | 2 | 254000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 |  | 3080532 | 1519000 | SH |  | SOLE | 3 | 1519000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 |  | 460356 | 227000 | SH |  | SOLE | 4 | 227000 | 0 | 0 |
| CENTRUS ENERGY CORP | NOTE 2.250%11/0 | 15643UAE4 |  | 304200 | 150000 | SH |  | SOLE |  | 150000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 1141091 | 363000 | SH |  | SOLE | 4 | 363000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 1235396 | 393000 | SH |  | SOLE | 2 | 393000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 3571016 | 1136000 | SH |  | SOLE | 3 | 1136000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 25148 | 8000 | SH |  | SOLE |  | 8000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 |  | 304950 | 300000 | SH |  | SOLE | 1 | 300000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 |  | 2230206 | 2194000 | SH |  | SOLE |  | 2194000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 |  | 842679 | 829000 | SH |  | SOLE | 4 | 829000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 |  | 3646186 | 3587000 | SH |  | SOLE | 3 | 3587000 | 0 | 0 |
| CHEESECAKE FACTORY INC | NOTE 2.000% 3/1 | 163072AC5 |  | 847761 | 834000 | SH |  | SOLE | 2 | 834000 | 0 | 0 |
| CHEVRON CORPORATION | COM | 166764100 |  | 298558 | 1443 | SH |  | SOLE |  | 1443 | 0 | 0 |
| CIPHER DIGITAL INC | NOTE 1.750% 5/1 | 17253JAA4 |  | 268739 | 87000 | SH |  | SOLE |  | 87000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 |  | 321068 | 4138 | SH |  | SOLE |  | 4138 | 0 | 0 |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 |  | 1009022 | 862000 | SH |  | SOLE | 1 | 862000 | 0 | 0 |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 |  | 11080509 | 9466000 | SH |  | SOLE |  | 9466000 | 0 | 0 |
| CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 |  | 3131230 | 2771000 | SH |  | SOLE |  | 2771000 | 0 | 0 |
| COCA COLA CO | COM | 191216100 |  | 293020 | 3853 | SH |  | SOLE |  | 3853 | 0 | 0 |
| COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 |  | 37944 | 31000 | SH |  | SOLE | 2 | 31000 | 0 | 0 |
| COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 |  | 4772376 | 3899000 | SH |  | SOLE |  | 3899000 | 0 | 0 |
| COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 |  | 435744 | 356000 | SH |  | SOLE | 1 | 356000 | 0 | 0 |
| COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 |  | 171360 | 140000 | SH |  | SOLE | 3 | 140000 | 0 | 0 |
| COGENT BIOSCIENCES INC | NOTE 1.625%11/1 | 19240QAA0 |  | 33048 | 27000 | SH |  | SOLE | 4 | 27000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 455838 | 492000 | SH |  | SOLE | 1 | 492000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 6304840 | 6805000 | SH |  | SOLE |  | 6805000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 936634 | 808000 | SH |  | SOLE | 2 | 808000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 22025 | 19000 | SH |  | SOLE |  | 19000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 3970260 | 3425000 | SH |  | SOLE | 3 | 3425000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 983002 | 848000 | SH |  | SOLE | 4 | 848000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 823768 | 851000 | SH |  | SOLE | 4 | 851000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 3597088 | 3716000 | SH |  | SOLE | 3 | 3716000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 876040 | 905000 | SH |  | SOLE | 2 | 905000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 27104 | 28000 | SH |  | SOLE |  | 28000 | 0 | 0 |
| COSTCO WHOLESALE CORPORATION | COM | 22160K105 |  | 515154 | 517 | SH |  | SOLE |  | 517 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 4193276 | 3447000 | SH |  | SOLE | 3 | 3447000 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 26763 | 22000 | SH |  | SOLE |  | 22000 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 971984 | 799000 | SH |  | SOLE | 2 | 799000 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 890478 | 732000 | SH |  | SOLE | 4 | 732000 | 0 | 0 |
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 |  | 450064 | 308000 | SH |  | SOLE |  | 308000 | 0 | 0 |
| DATADOG INC | NOTE 12/0 | 23804LAD5 |  | 375969 | 389000 | SH |  | SOLE | 1 | 389000 | 0 | 0 |
| DATADOG INC | NOTE 12/0 | 23804LAD5 |  | 4762920 | 4928000 | SH |  | SOLE |  | 4928000 | 0 | 0 |
| DBX ETF TR | XTRACK MSCI EAFE | 233051630 |  | 3176374 | 98006 | SH |  | SOLE |  | 98006 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 301167 | 327000 | SH |  | SOLE | 2 | 327000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 104073 | 113000 | SH |  | SOLE |  | 113000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 287352 | 312000 | SH |  | SOLE | 4 | 312000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 1290321 | 1401000 | SH |  | SOLE | 3 | 1401000 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 |  | 241552 | 248000 | SH |  | SOLE |  | 248000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 692100 | 769000 | SH |  | SOLE | 2 | 769000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 555300 | 617000 | SH |  | SOLE |  | 617000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 2889900 | 3211000 | SH |  | SOLE | 3 | 3211000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 2726348 | 2474000 | SH |  | SOLE | 3 | 2474000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 31958 | 29000 | SH |  | SOLE |  | 29000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 660098 | 599000 | SH |  | SOLE | 4 | 599000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 623732 | 566000 | SH |  | SOLE | 2 | 566000 | 0 | 0 |
| EATON CORP PLC | SHS | G29183103 |  | 323334 | 904 | SH |  | SOLE |  | 904 | 0 | 0 |
| ELI LILLY  CO | COM | 532457108 |  | 465405 | 506 | SH |  | SOLE |  | 506 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 24088 | 25000 | SH |  | SOLE |  | 25000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 4346349 | 4511000 | SH |  | SOLE | 3 | 4511000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 1106098 | 1148000 | SH |  | SOLE | 2 | 1148000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 1267966 | 1316000 | SH |  | SOLE | 4 | 1316000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 7086870 | 2940000 | SH |  | SOLE | 3 | 2940000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 282029 | 117000 | SH |  | SOLE | 1 | 117000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 1545131 | 641000 | SH |  | SOLE | 4 | 641000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 3760385 | 1560000 | SH |  | SOLE |  | 1560000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 1574057 | 653000 | SH |  | SOLE | 2 | 653000 | 0 | 0 |
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 |  | 472150 | 350000 | SH |  | SOLE | 1 | 350000 | 0 | 0 |
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 |  | 11268197 | 8353000 | SH |  | SOLE |  | 8353000 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 483531 | 2850 | SH |  | SOLE |  | 2850 | 0 | 0 |
| FIRST TR EXCHANGE TRADED FD | SMID RISNG ETF | 33741X102 |  | 6583353 | 166963 | SH |  | SOLE |  | 166963 | 0 | 0 |
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 |  | 498948 | 10017 | SH |  | SOLE |  | 10017 | 0 | 0 |
| FIRST TR EXCHNG TRADED FD VI | FT VEST LADDERED | 33740F755 |  | 8697532 | 257552 | SH |  | SOLE |  | 257552 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 1826088 | 2105000 | SH |  | SOLE | 3 | 2105000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 7808 | 9000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 413798 | 477000 | SH |  | SOLE | 4 | 477000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 354808 | 409000 | SH |  | SOLE | 2 | 409000 | 0 | 0 |
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 |  | 338663 | 275000 | SH |  | SOLE | 1 | 275000 | 0 | 0 |
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 |  | 5350875 | 4345000 | SH |  | SOLE |  | 4345000 | 0 | 0 |
| FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 |  | 2894945 | 1670000 | SH |  | SOLE | 3 | 1670000 | 0 | 0 |
| FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 |  | 686466 | 396000 | SH |  | SOLE | 4 | 396000 | 0 | 0 |
| FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 |  | 752339 | 434000 | SH |  | SOLE | 2 | 434000 | 0 | 0 |
| FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 |  | 353707 | 308000 | SH |  | SOLE | 1 | 308000 | 0 | 0 |
| FRESHPET INC | NOTE 3.000% 4/0 | 358039AB1 |  | 3998729 | 3482000 | SH |  | SOLE |  | 3482000 | 0 | 0 |
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 |  | 8852801 | 10048000 | SH |  | SOLE |  | 10048000 | 0 | 0 |
| GLOBAL X FDS | CYBRSCURTY ETF | 37954Y384 |  | 232216 | 9248 | SH |  | SOLE |  | 9248 | 0 | 0 |
| GRANITE CONSTR INC | NOTE 3.250% 6/1 | 387328AF4 |  | 852110 | 518000 | SH |  | SOLE | 1 | 518000 | 0 | 0 |
| GRANITE CONSTR INC | NOTE 3.250% 6/1 | 387328AF4 |  | 7830200 | 4760000 | SH |  | SOLE |  | 4760000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 2989613 | 2592000 | SH |  | SOLE | 3 | 2592000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 550172 | 477000 | SH |  | SOLE | 4 | 477000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 648211 | 562000 | SH |  | SOLE | 2 | 562000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 389849 | 338000 | SH |  | SOLE |  | 338000 | 0 | 0 |
| GUARDANT HEALTH INC | DEBT 1.250% 2/1 | 40131MAD1 |  | 380870 | 227000 | SH |  | SOLE |  | 227000 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 |  | 418289 | 407000 | SH |  | SOLE |  | 407000 | 0 | 0 |
| GUIDEWIRE SOFTWARE INC | NOTE 1.250%11/0 | 40171VAC4 |  | 463961 | 466000 | SH |  | SOLE |  | 466000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 903258 | 949000 | SH |  | SOLE | 4 | 949000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 762392 | 801000 | SH |  | SOLE | 2 | 801000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 14277 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 3317023 | 3485000 | SH |  | SOLE | 3 | 3485000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 |  | 1347938 | 1300000 | SH |  | SOLE |  | 1300000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 |  | 619278 | 484000 | SH |  | SOLE | 1 | 484000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 |  | 7158810 | 5595000 | SH |  | SOLE |  | 5595000 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 4012653 | 61895 | SH |  | SOLE | 3 | 61895 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 533227 | 8225 | SH |  | SOLE | 1 | 8225 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 778673 | 12011 | SH |  | SOLE | 4 | 12011 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 7559439 | 116604 | SH |  | SOLE |  | 116604 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 694329 | 10710 | SH |  | SOLE | 2 | 10710 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 254891 | 775 | SH |  | SOLE |  | 775 | 0 | 0 |
| INNOVIVA INC | NOTE 2.125% 3/1 | 45781MAD3 |  | 1642937 | 1523000 | SH |  | SOLE |  | 1523000 | 0 | 0 |
| INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 |  | 1111781 | 1166000 | SH |  | SOLE | 4 | 1166000 | 0 | 0 |
| INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 |  | 381400 | 400000 | SH |  | SOLE | 1 | 400000 | 0 | 0 |
| INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 |  | 3746302 | 3929000 | SH |  | SOLE | 3 | 3929000 | 0 | 0 |
| INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 |  | 862918 | 905000 | SH |  | SOLE | 2 | 905000 | 0 | 0 |
| INTEGER HLDGS CORP | DBCV 1.875% 3/1 | 45826HAD1 |  | 3713888 | 3895000 | SH |  | SOLE |  | 3895000 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 |  | 270681 | 1721 | SH |  | SOLE |  | 1721 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 |  | 425373 | 109000 | SH |  | SOLE | 1 | 109000 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 |  | 6244010 | 1600000 | SH |  | SOLE |  | 1600000 | 0 | 0 |
| INVESCO EXCHANGE TRADED FD T | S EQL WGT | 46137V357 |  | 9482191 | 49407 | SH |  | SOLE |  | 49407 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 2164481 | 1437000 | SH |  | SOLE | 3 | 1437000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 488025 | 324000 | SH |  | SOLE | 4 | 324000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 343425 | 228000 | SH |  | SOLE | 2 | 228000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 528697 | 351000 | SH |  | SOLE |  | 351000 | 0 | 0 |
| IRHYTHM HOLDINGS INC | NOTE 1.500% 9/0 | 450056AB2 |  | 4631295 | 4245000 | SH |  | SOLE |  | 4245000 | 0 | 0 |
| IRHYTHM HOLDINGS INC | NOTE 1.500% 9/0 | 450056AB2 |  | 426581 | 391000 | SH |  | SOLE | 1 | 391000 | 0 | 0 |
| ISHARES INC | CORE MSCI EMKT | 46434G103 |  | 9941960 | 142537 | SH |  | SOLE |  | 142537 | 0 | 0 |
| ISHARES INC | MSCI JAPAN ETF | 46434G822 |  | 2115306 | 25051 | SH |  | SOLE |  | 25051 | 0 | 0 |
| ISHARES TR | 0-3 MNTH TREASRY | 46436E718 |  | 925770 | 9197 | SH |  | SOLE |  | 9197 | 0 | 0 |
| ISHARES TR | 7-10 YR TRSY BD | 464287440 |  | 8946448 | 93739 | SH |  | SOLE |  | 93739 | 0 | 0 |
| ISHARES TR | CONV BD ETF | 46435G102 |  | 11610676 | 114065 | SH |  | SOLE |  | 114065 | 0 | 0 |
| ISHARES TR | CORE S ETF | 464287200 |  | 64372539 | 98548 | SH |  | SOLE |  | 98548 | 0 | 0 |
| ISHARES TR | CORE US AGGBD ET | 464287226 |  | 369284 | 3720 | SH |  | SOLE |  | 3720 | 0 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 |  | 19950185 | 183046 | SH |  | SOLE |  | 183046 | 0 | 0 |
| ISHARES TR | ISHARES BIOTECH | 464287556 |  | 6092277 | 36081 | SH |  | SOLE |  | 36081 | 0 | 0 |
| ISHARES TR | MSCI ACWI EX US | 464288240 |  | 7309174 | 106750 | SH |  | SOLE |  | 106750 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 5060688 | 20406 | SH |  | SOLE |  | 20406 | 0 | 0 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 |  | 666365 | 7047 | SH |  | SOLE |  | 7047 | 0 | 0 |
| ISHARES TR | U.S. TECH ETF | 464287721 |  | 5373479 | 29619 | SH |  | SOLE |  | 29619 | 0 | 0 |
| ITRON INC | NOTE 1.375% 7/1 | 465741AQ9 |  | 425115 | 423000 | SH |  | SOLE |  | 423000 | 0 | 0 |
| J P MORGAN EXCHANGE TRADED F | MORTGAGE BACKED | 46654Q575 |  | 15744108 | 308708 | SH |  | SOLE |  | 308708 | 0 | 0 |
| JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 |  | 10823959 | 214889 | SH |  | SOLE |  | 214889 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 1499544 | 1059000 | SH |  | SOLE | 2 | 1059000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 5897640 | 4165000 | SH |  | SOLE | 3 | 4165000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 10427424 | 7364000 | SH |  | SOLE |  | 7364000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 1054920 | 745000 | SH |  | SOLE | 1 | 745000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 1066248 | 753000 | SH |  | SOLE | 4 | 753000 | 0 | 0 |
| JBT MAREL CORPORATION | NOTE 0.250% 5/1 | 477839AB0 |  | 81550 | 82000 | SH |  | SOLE |  | 82000 | 0 | 0 |
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 |  | 179010 | 180000 | SH |  | SOLE |  | 180000 | 0 | 0 |
| JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 |  | 335038 | 391000 | SH |  | SOLE | 2 | 391000 | 0 | 0 |
| JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 |  | 310189 | 362000 | SH |  | SOLE | 1 | 362000 | 0 | 0 |
| JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 |  | 1454974 | 1698000 | SH |  | SOLE | 3 | 1698000 | 0 | 0 |
| JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 |  | 345321 | 403000 | SH |  | SOLE | 4 | 403000 | 0 | 0 |
| JOBY AVIATION INC | NOTE 0.750% 2/1 | 47775AAA9 |  | 3719695 | 4341000 | SH |  | SOLE |  | 4341000 | 0 | 0 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 472992 | 1935 | SH |  | SOLE |  | 1935 | 0 | 0 |
| JPMORGAN CHASE  CO | COM | 46625H100 |  | 799233 | 2717 | SH |  | SOLE |  | 2717 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 10240204 | 255303 | SH |  | SOLE |  | 255303 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 2135176 | 53233 | SH |  | SOLE | 3 | 53233 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 405833 | 10118 | SH |  | SOLE | 4 | 10118 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 454687 | 11336 | SH |  | SOLE | 2 | 11336 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 646573 | 16120 | SH |  | SOLE | 1 | 16120 | 0 | 0 |
| KKR  CO INC | COM | 48251W104 |  | 228847 | 2474 | SH |  | SOLE |  | 2474 | 0 | 0 |
| KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 |  | 700024 | 898000 | SH |  | SOLE | 4 | 898000 | 0 | 0 |
| KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 |  | 714835 | 917000 | SH |  | SOLE | 2 | 917000 | 0 | 0 |
| KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 |  | 3111129 | 3991000 | SH |  | SOLE | 3 | 3991000 | 0 | 0 |
| KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | 500688AH9 |  | 14032 | 18000 | SH |  | SOLE |  | 18000 | 0 | 0 |
| LAM RESEARCH CORP | COM NEW | 512807306 |  | 246991 | 1156 | SH |  | SOLE |  | 1156 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 |  | 580316 | 484000 | SH |  | SOLE | 1 | 484000 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 |  | 6514167 | 5433000 | SH |  | SOLE |  | 5433000 | 0 | 0 |
| LEMAITRE VASCULAR INC | NOTE 2.500% 2/0 | 525558AB8 |  | 489878 | 434000 | SH |  | SOLE | 2 | 434000 | 0 | 0 |
| LEMAITRE VASCULAR INC | NOTE 2.500% 2/0 | 525558AB8 |  | 650160 | 576000 | SH |  | SOLE | 4 | 576000 | 0 | 0 |
| LEMAITRE VASCULAR INC | NOTE 2.500% 2/0 | 525558AB8 |  | 2810588 | 2490000 | SH |  | SOLE | 3 | 2490000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 |  | 8212926 | 7120000 | SH |  | SOLE |  | 7120000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 |  | 617123 | 535000 | SH |  | SOLE | 1 | 535000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 29062 | 28000 | SH |  | SOLE |  | 28000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 1328546 | 1280000 | SH |  | SOLE | 2 | 1280000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 5355700 | 5160000 | SH |  | SOLE | 3 | 5160000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 1330622 | 1282000 | SH |  | SOLE | 4 | 1282000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 1/1 | 538034BC2 |  | 21171801 | 19649000 | SH |  | SOLE |  | 19649000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 1/1 | 538034BC2 |  | 1966438 | 1825000 | SH |  | SOLE | 1 | 1825000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 5143334 | 3386000 | SH |  | SOLE | 3 | 3386000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 1113427 | 733000 | SH |  | SOLE | 4 | 733000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 3537751 | 2329000 | SH |  | SOLE |  | 2329000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 271901 | 179000 | SH |  | SOLE | 1 | 179000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 1309378 | 862000 | SH |  | SOLE | 2 | 862000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 5506751 | 779000 | SH |  | SOLE |  | 779000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 1.500%12/1 | 55024UAH2 |  | 4783983 | 473000 | SH |  | SOLE |  | 473000 | 0 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 12/1 | 55405YAD2 |  | 779228 | 535000 | SH |  | SOLE | 1 | 535000 | 0 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 12/1 | 55405YAD2 |  | 8916699 | 6122000 | SH |  | SOLE |  | 6122000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE 2.125% 9/0 | 565788AD8 |  | 166834 | 197000 | SH |  | SOLE | 1 | 197000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE 2.125% 9/0 | 565788AD8 |  | 1974913 | 2332000 | SH |  | SOLE |  | 2332000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE 3/0 | 565788AF3 |  | 5839722 | 6621000 | SH |  | SOLE |  | 6621000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE 3/0 | 565788AF3 |  | 505386 | 573000 | SH |  | SOLE | 1 | 573000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 721920 | 752000 | SH |  | SOLE | 4 | 752000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 3515520 | 3662000 | SH |  | SOLE | 3 | 3662000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 27840 | 29000 | SH |  | SOLE |  | 29000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 822720 | 857000 | SH |  | SOLE | 2 | 857000 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 308291 | 617 | SH |  | SOLE |  | 617 | 0 | 0 |
| MCDONALDS CORP | COM | 580135101 |  | 267590 | 861 | SH |  | SOLE |  | 861 | 0 | 0 |
| MERITAGE HOMES CORP | NOTE 1.750% 5/1 | 59001ABF8 |  | 544095 | 565000 | SH |  | SOLE |  | 565000 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 1228935 | 2148 | SH |  | SOLE |  | 2148 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 9276487 | 161865 | SH |  | SOLE |  | 161865 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 828703 | 14460 | SH |  | SOLE | 1 | 14460 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.750% 6/0 | 595017BG8 |  | 2054467 | 2079000 | SH |  | SOLE |  | 2079000 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 264867 | 784 | SH |  | SOLE |  | 784 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 2459041 | 6643 | SH |  | SOLE |  | 6643 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 2099328 | 704000 | SH |  | SOLE | 3 | 704000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 6444102 | 2161000 | SH |  | SOLE |  | 2161000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 289254 | 97000 | SH |  | SOLE | 1 | 97000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 411516 | 138000 | SH |  | SOLE | 4 | 138000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 462210 | 155000 | SH |  | SOLE | 2 | 155000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 900340 | 545000 | SH |  | SOLE | 4 | 545000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 1077104 | 652000 | SH |  | SOLE | 1 | 652000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 14877912 | 9006000 | SH |  | SOLE |  | 9006000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 987896 | 598000 | SH |  | SOLE | 2 | 598000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 3764908 | 2279000 | SH |  | SOLE | 3 | 2279000 | 0 | 0 |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 |  | 182138 | 187000 | SH |  | SOLE |  | 187000 | 0 | 0 |
| NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 |  | 38048034 | 27422000 | SH |  | SOLE |  | 27422000 | 0 | 0 |
| NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 |  | 1964700 | 1416000 | SH |  | SOLE | 1 | 1416000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 |  | 3300566 | 65827 | SH |  | SOLE | 3 | 65827 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 |  | 521957 | 10410 | SH |  | SOLE | 1 | 10410 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 |  | 6075063 | 121162 | SH |  | SOLE |  | 121162 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 |  | 758819 | 15134 | SH |  | SOLE | 2 | 15134 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 02/15/2029 | 65339F655 |  | 939975 | 18747 | SH |  | SOLE | 4 | 18747 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 |  | 2389389 | 42335 | SH |  | SOLE |  | 42335 | 0 | 0 |
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 |  | 262019 | 265000 | SH |  | SOLE | 1 | 265000 | 0 | 0 |
| NORTHERN OIL  GAS INC | NOTE 3.625% 4/1 | 665531AJ8 |  | 285114 | 260000 | SH |  | SOLE | 1 | 260000 | 0 | 0 |
| NORTHERN OIL  GAS INC | NOTE 3.625% 4/1 | 665531AJ8 |  | 5924899 | 5403000 | SH |  | SOLE |  | 5403000 | 0 | 0 |
| NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 |  | 610319 | 677000 | SH |  | SOLE | 2 | 677000 | 0 | 0 |
| NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 |  | 786112 | 872000 | SH |  | SOLE | 4 | 872000 | 0 | 0 |
| NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 |  | 2648622 | 2938000 | SH |  | SOLE | 3 | 2938000 | 0 | 0 |
| NUTANIX INC | NOTE 0.500%12/1 | 67059NAK4 |  | 11720 | 13000 | SH |  | SOLE |  | 13000 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 3474572 | 19923 | SH |  | SOLE |  | 19923 | 0 | 0 |
| OLD DOMINION FREIGHT LINE IN | COM | 679580100 |  | 221387 | 1133 | SH |  | SOLE |  | 1133 | 0 | 0 |
| OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 |  | 853179 | 879000 | SH |  | SOLE | 2 | 879000 | 0 | 0 |
| OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 |  | 16501 | 17000 | SH |  | SOLE |  | 17000 | 0 | 0 |
| OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 |  | 1002656 | 1033000 | SH |  | SOLE | 4 | 1033000 | 0 | 0 |
| OMNICELL COM | NOTE 1.000%12/0 | 68213NAF6 |  | 3708758 | 3821000 | SH |  | SOLE | 3 | 3821000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 678385 | 694000 | SH |  | SOLE | 4 | 694000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 324530 | 332000 | SH |  | SOLE | 1 | 332000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 2971600 | 3040000 | SH |  | SOLE | 3 | 3040000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 726283 | 743000 | SH |  | SOLE | 2 | 743000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 5556117 | 5684000 | SH |  | SOLE |  | 5684000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 814964 | 632000 | SH |  | SOLE | 1 | 632000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 12303128 | 9541000 | SH |  | SOLE |  | 9541000 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 1715325 | 37314 | SH |  | SOLE | 3 | 37314 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 395342 | 8600 | SH |  | SOLE | 2 | 8600 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 639856 | 13919 | SH |  | SOLE | 4 | 13919 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 1445297 | 31440 | SH |  | SOLE | 1 | 31440 | 0 | 0 |
| ORACLE CORP | 6.5 DEP CUM SR D | 68389X204 |  | 17866793 | 388662 | SH |  | SOLE |  | 388662 | 0 | 0 |
| ORMAT TECHNOLOGIES INC | NOTE 2.500% 7/1 | 686688AB8 |  | 3234417 | 2480000 | SH |  | SOLE |  | 2480000 | 0 | 0 |
| ORMAT TECHNOLOGIES INC | NOTE 2.500% 7/1 | 686688AB8 |  | 667750 | 512000 | SH |  | SOLE | 1 | 512000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 3061469 | 1999000 | SH |  | SOLE | 3 | 1999000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 336933 | 220000 | SH |  | SOLE |  | 220000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 802506 | 524000 | SH |  | SOLE | 2 | 524000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 730526 | 477000 | SH |  | SOLE | 4 | 477000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 14448 | 15000 | SH |  | SOLE |  | 15000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 674240 | 700000 | SH |  | SOLE | 2 | 700000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 2682512 | 2785000 | SH |  | SOLE | 3 | 2785000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 481600 | 500000 | SH |  | SOLE | 4 | 500000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 |  | 439493 | 383000 | SH |  | SOLE | 2 | 383000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 |  | 433755 | 378000 | SH |  | SOLE | 4 | 378000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 |  | 2270903 | 1979000 | SH |  | SOLE | 3 | 1979000 | 0 | 0 |
| PAGAYA U S HLDG CO LLC | NOTE 6.125%10/0 | 69549FAB5 |  | 11475 | 10000 | SH |  | SOLE |  | 10000 | 0 | 0 |
| PARKER-HANNIFIN CORP | COM | 701094104 |  | 298113 | 333 | SH |  | SOLE |  | 333 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 5938440 | 6035000 | SH |  | SOLE |  | 6035000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 310944 | 316000 | SH |  | SOLE | 2 | 316000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 1361856 | 1384000 | SH |  | SOLE | 3 | 1384000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 286344 | 291000 | SH |  | SOLE | 4 | 291000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 229625 | 125000 | SH |  | SOLE |  | 125000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 512523 | 279000 | SH |  | SOLE | 4 | 279000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 2726108 | 1484000 | SH |  | SOLE | 3 | 1484000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 602536 | 328000 | SH |  | SOLE | 2 | 328000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 231818 | 238000 | SH |  | SOLE | 2 | 238000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 1564281 | 1606000 | SH |  | SOLE | 3 | 1606000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 213311 | 219000 | SH |  | SOLE | 4 | 219000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 90583 | 93000 | SH |  | SOLE |  | 93000 | 0 | 0 |
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 |  | 309351 | 298000 | SH |  | SOLE | 2 | 298000 | 0 | 0 |
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 |  | 1064042 | 1025000 | SH |  | SOLE | 3 | 1025000 | 0 | 0 |
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 |  | 183742 | 177000 | SH |  | SOLE | 4 | 177000 | 0 | 0 |
| PEPSICO INC | COM | 713448108 |  | 212437 | 1368 | SH |  | SOLE |  | 1368 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 1366828 | 1320000 | SH |  | SOLE | 2 | 1320000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 5930170 | 5727000 | SH |  | SOLE | 3 | 5727000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 1474517 | 1424000 | SH |  | SOLE | 4 | 1424000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 714478 | 690000 | SH |  | SOLE | 1 | 690000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 8240314 | 7958000 | SH |  | SOLE |  | 7958000 | 0 | 0 |
| PG CORP | PFD CONV SER A | 69331C306 |  | 442082 | 10245 | SH |  | SOLE | 1 | 10245 | 0 | 0 |
| PG CORP | PFD CONV SER A | 69331C306 |  | 5088147 | 117915 | SH |  | SOLE |  | 117915 | 0 | 0 |
| PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 |  | 1537735 | 1343000 | SH |  | SOLE |  | 1343000 | 0 | 0 |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 |  | 3974945 | 3672000 | SH |  | SOLE |  | 3672000 | 0 | 0 |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 |  | 401825 | 343000 | SH |  | SOLE | 1 | 343000 | 0 | 0 |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 |  | 17422558 | 14872000 | SH |  | SOLE |  | 14872000 | 0 | 0 |
| PPL CORP | UNIT 02/15/2029 | 69351T866 |  | 4545446 | 89074 | SH |  | SOLE | 3 | 89074 | 0 | 0 |
| PPL CORP | UNIT 02/15/2029 | 69351T866 |  | 1045247 | 20483 | SH |  | SOLE | 2 | 20483 | 0 | 0 |
| PPL CORP | UNIT 02/15/2029 | 69351T866 |  | 160541 | 3146 | SH |  | SOLE |  | 3146 | 0 | 0 |
| PPL CORP | UNIT 02/15/2029 | 69351T866 |  | 1022998 | 20047 | SH |  | SOLE | 4 | 20047 | 0 | 0 |
| PROCTER  GAMBLE CO | COM | 742718109 |  | 378145 | 2618 | SH |  | SOLE |  | 2618 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 912387 | 1027000 | SH |  | SOLE | 4 | 1027000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 733818 | 826000 | SH |  | SOLE | 2 | 826000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 3221338 | 3626000 | SH |  | SOLE | 3 | 3626000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 18656 | 21000 | SH |  | SOLE |  | 21000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 |  | 448421 | 337000 | SH |  | SOLE | 1 | 337000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 |  | 5081660 | 3819000 | SH |  | SOLE |  | 3819000 | 0 | 0 |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 |  | 314909 | 317000 | SH |  | SOLE |  | 317000 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 8751256 | 157425 | SH |  | SOLE |  | 157425 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 833016 | 14985 | SH |  | SOLE | 1 | 14985 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 1149888 | 1373000 | SH |  | SOLE | 3 | 1373000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 5025 | 6000 | SH |  | SOLE |  | 6000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 258788 | 309000 | SH |  | SOLE | 4 | 309000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 261300 | 312000 | SH |  | SOLE | 2 | 312000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 6594290 | 6529000 | SH |  | SOLE | 3 | 6529000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 1436220 | 1422000 | SH |  | SOLE | 4 | 1422000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 1678620 | 1662000 | SH |  | SOLE | 2 | 1662000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 37370 | 37000 | SH |  | SOLE |  | 37000 | 0 | 0 |
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 |  | 6256764 | 6437000 | SH |  | SOLE |  | 6437000 | 0 | 0 |
| RIOT PLATFORMS INC | NOTE 0.750% 1/1 | 767292AB1 |  | 16065 | 14000 | SH |  | SOLE |  | 14000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 |  | 10701342 | 11174000 | SH |  | SOLE |  | 11174000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 |  | 943335 | 985000 | SH |  | SOLE | 1 | 985000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 |  | 1154530 | 1079000 | SH |  | SOLE |  | 1079000 | 0 | 0 |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 |  | 702586 | 148000 | SH |  | SOLE | 1 | 148000 | 0 | 0 |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 |  | 9257041 | 1950000 | SH |  | SOLE |  | 1950000 | 0 | 0 |
| SELECT SECTOR SPDR TR | STATE STREET ENE | 81369Y506 |  | 206446 | 3370 | SH |  | SOLE |  | 3370 | 0 | 0 |
| SELECT SECTOR SPDR TR | STATE STREET UTI | 81369Y886 |  | 1128894 | 24600 | SH |  | SOLE |  | 24600 | 0 | 0 |
| SEMTECH CORP | NOTE 1.625%11/0 | 816850AF8 |  | 183309 | 87000 | SH |  | SOLE |  | 87000 | 0 | 0 |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 |  | 280480 | 297000 | SH |  | SOLE |  | 297000 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 16170 | 304 | SH |  | SOLE |  | 304 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 820243 | 15421 | SH |  | SOLE | 4 | 15421 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 838062 | 15756 | SH |  | SOLE | 2 | 15756 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 3644526 | 68519 | SH |  | SOLE | 3 | 68519 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 |  | 255939 | 273000 | SH |  | SOLE |  | 273000 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 3512760 | 4380000 | SH |  | SOLE | 3 | 4380000 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 810020 | 1010000 | SH |  | SOLE | 2 | 1010000 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 17644 | 22000 | SH |  | SOLE |  | 22000 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 872576 | 1088000 | SH |  | SOLE | 4 | 1088000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AD1 |  | 321806 | 263000 | SH |  | SOLE |  | 263000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 2021872 | 1712000 | SH |  | SOLE | 3 | 1712000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 458228 | 388000 | SH |  | SOLE | 4 | 388000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 1077072 | 912000 | SH |  | SOLE | 1 | 912000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 462952 | 392000 | SH |  | SOLE | 2 | 392000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 12315468 | 10428000 | SH |  | SOLE |  | 10428000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 371938 | 217000 | SH |  | SOLE | 4 | 217000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 1782560 | 1040000 | SH |  | SOLE | 3 | 1040000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 11998 | 7000 | SH |  | SOLE |  | 7000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 404504 | 236000 | SH |  | SOLE | 2 | 236000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE 0.250%10/0 | 83419XAB4 |  | 730519 | 585000 | SH |  | SOLE | 1 | 585000 | 0 | 0 |
| SOLARIS ENERGY INFRAS INC | NOTE 0.250%10/0 | 83419XAB4 |  | 9243251 | 7402000 | SH |  | SOLE |  | 7402000 | 0 | 0 |
| SOUTHERN CO | NOTE 4.500% 6/1 | 842587DZ7 |  | 11447830 | 10306000 | SH |  | SOLE |  | 10306000 | 0 | 0 |
| SOUTHERN CO | UNIT 12/15/2028 | 842587842 |  | 125410 | 2429 | SH |  | SOLE | 2 | 2429 | 0 | 0 |
| SOUTHERN CO | UNIT 12/15/2028 | 842587842 |  | 583939 | 11310 | SH |  | SOLE | 1 | 11310 | 0 | 0 |
| SOUTHERN CO | UNIT 12/15/2028 | 842587842 |  | 564784 | 10939 | SH |  | SOLE | 3 | 10939 | 0 | 0 |
| SOUTHERN CO | UNIT 12/15/2028 | 842587842 |  | 7432914 | 143964 | SH |  | SOLE |  | 143964 | 0 | 0 |
| SOUTHERN CO | UNIT 12/15/2028 | 842587842 |  | 106772 | 2068 | SH |  | SOLE | 4 | 2068 | 0 | 0 |
| SPDR SERIES TRUST | STATE STREET SPD | 78468R606 |  | 6039389 | 258979 | SH |  | SOLE |  | 258979 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 3069147 | 3079000 | SH |  | SOLE | 3 | 3079000 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 681811 | 684000 | SH |  | SOLE | 4 | 684000 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 734642 | 737000 | SH |  | SOLE | 2 | 737000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 1774608 | 528000 | SH |  | SOLE | 4 | 528000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 70581 | 21000 | SH |  | SOLE |  | 21000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 1989712 | 592000 | SH |  | SOLE | 2 | 592000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 9609099 | 2859000 | SH |  | SOLE | 3 | 2859000 | 0 | 0 |
| STRATEGY INC | NOTE 0.875% 3/1 | 594972AL5 |  | 6999556 | 7295000 | SH |  | SOLE |  | 7295000 | 0 | 0 |
| STRATEGY INC | NOTE 0.875% 3/1 | 594972AL5 |  | 527725 | 550000 | SH |  | SOLE | 1 | 550000 | 0 | 0 |
| STRATEGY INC | NOTE 12/0 | 594972AS0 |  | 153458 | 185000 | SH |  | SOLE |  | 185000 | 0 | 0 |
| STRATEGY INC | NOTE 2.250% 6/1 | 594972AN1 |  | 357848 | 351000 | SH |  | SOLE |  | 351000 | 0 | 0 |
| STRATEGY INC | NOTE 3/0 | 594972AU5 |  | 1505567 | 1725000 | SH |  | SOLE | 1 | 1725000 | 0 | 0 |
| STRATEGY INC | NOTE 3/0 | 594972AU5 |  | 15348052 | 17585000 | SH |  | SOLE |  | 17585000 | 0 | 0 |
| STRATEGY INC | SERIES A PERP PF | 594972887 |  | 244838 | 3445 | SH |  | SOLE |  | 3445 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 1646620 | 1383000 | SH |  | SOLE | 3 | 1383000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 377425 | 317000 | SH |  | SOLE | 2 | 317000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 10716 | 9000 | SH |  | SOLE |  | 9000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 346469 | 291000 | SH |  | SOLE | 4 | 291000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 2187950 | 2744000 | SH |  | SOLE | 3 | 2744000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 24718 | 31000 | SH |  | SOLE |  | 31000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 500741 | 628000 | SH |  | SOLE | 2 | 628000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 491173 | 616000 | SH |  | SOLE | 4 | 616000 | 0 | 0 |
| SYNAPTICS INC | NOTE 0.750%12/0 | 87157DAJ8 |  | 4220838 | 4086000 | SH |  | SOLE |  | 4086000 | 0 | 0 |
| T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 |  | 67740 | 65000 | SH |  | SOLE | 4 | 65000 | 0 | 0 |
| T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 |  | 78162 | 75000 | SH |  | SOLE | 2 | 75000 | 0 | 0 |
| T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 |  | 369967 | 355000 | SH |  | SOLE | 3 | 355000 | 0 | 0 |
| T1 ENERGY INC | NOTE 5.250%12/0 | 35834FAB0 |  | 5211 | 5000 | SH |  | SOLE |  | 5000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 483678 | 507000 | SH |  | SOLE | 2 | 507000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 322452 | 338000 | SH |  | SOLE | 4 | 338000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 1469160 | 1540000 | SH |  | SOLE | 3 | 1540000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 10494 | 11000 | SH |  | SOLE |  | 11000 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 546844 | 1471 | SH |  | SOLE |  | 1471 | 0 | 0 |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 |  | 2278972 | 2180000 | SH |  | SOLE |  | 2180000 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 |  | 4341864 | 4196000 | SH |  | SOLE |  | 4196000 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 |  | 482199 | 466000 | SH |  | SOLE | 1 | 466000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 |  | 877825 | 730000 | SH |  | SOLE | 1 | 730000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 |  | 23459580 | 19509000 | SH |  | SOLE |  | 19509000 | 0 | 0 |
| UGI CORP NEW | NOTE 5.000% 6/0 | 902681AB1 |  | 365794 | 261000 | SH |  | SOLE |  | 261000 | 0 | 0 |
| UNION PAC CORP | COM | 907818108 |  | 266882 | 1100 | SH |  | SOLE |  | 1100 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 243803 | 901 | SH |  | SOLE |  | 901 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 |  | 293702 | 295000 | SH |  | SOLE | 4 | 295000 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 |  | 1381893 | 1388000 | SH |  | SOLE | 3 | 1388000 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 |  | 315605 | 317000 | SH |  | SOLE | 2 | 317000 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 3/1 | 91332UAH4 |  | 201110 | 202000 | SH |  | SOLE |  | 202000 | 0 | 0 |
| VALERO ENERGY CORP | COM | 91913Y100 |  | 208535 | 844 | SH |  | SOLE |  | 844 | 0 | 0 |
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 |  | 8522582 | 110525 | SH |  | SOLE |  | 110525 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 |  | 1047958 | 1203000 | SH |  | SOLE | 4 | 1203000 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 |  | 3388660 | 3890000 | SH |  | SOLE | 3 | 3890000 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 |  | 14809 | 17000 | SH |  | SOLE |  | 17000 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 |  | 775298 | 890000 | SH |  | SOLE | 2 | 890000 | 0 | 0 |
| VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 |  | 16043652 | 10790000 | SH |  | SOLE |  | 10790000 | 0 | 0 |
| VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 |  | 526363 | 354000 | SH |  | SOLE | 1 | 354000 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 388983 | 1287 | SH |  | SOLE |  | 1287 | 0 | 0 |
| VSE CORP | UNIT 02/01/2029 | 918284209 |  | 127884 | 2594 | SH |  | SOLE | 2 | 2594 | 0 | 0 |
| VSE CORP | UNIT 02/01/2029 | 918284209 |  | 562020 | 11400 | SH |  | SOLE | 3 | 11400 | 0 | 0 |
| VSE CORP | UNIT 02/01/2029 | 918284209 |  | 5049806 | 102430 | SH |  | SOLE |  | 102430 | 0 | 0 |
| VSE CORP | UNIT 02/01/2029 | 918284209 |  | 431622 | 8755 | SH |  | SOLE | 1 | 8755 | 0 | 0 |
| VSE CORP | UNIT 02/01/2029 | 918284209 |  | 95938 | 1946 | SH |  | SOLE | 4 | 1946 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 524462 | 4220 | SH |  | SOLE |  | 4220 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 |  | 586329 | 7796 | SH |  | SOLE |  | 7796 | 0 | 0 |
| WAYFAIR INC | CL A | 94419L101 |  | 45502 | 605 | SH |  | SOLE | 1 | 605 | 0 | 0 |
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 |  | 218475 | 162000 | SH |  | SOLE | 1 | 162000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 |  | 2810503 | 2084000 | SH |  | SOLE |  | 2084000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 475976 | 273000 | SH |  | SOLE | 4 | 273000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 3324855 | 1907000 | SH |  | SOLE | 3 | 1907000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 533511 | 306000 | SH |  | SOLE | 2 | 306000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 24409 | 14000 | SH |  | SOLE |  | 14000 | 0 | 0 |
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 |  | 20545250 | 17050000 | SH |  | SOLE |  | 17050000 | 0 | 0 |
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 |  | 917005 | 761000 | SH |  | SOLE | 1 | 761000 | 0 | 0 |
| WELLS FARGO  CO | COM | 949746101 |  | 322979 | 4057 | SH |  | SOLE |  | 4057 | 0 | 0 |
| WELLS FARGO  CO | PERP PFD CNV A | 949746804 |  | 19824284 | 17132 | SH |  | SOLE |  | 17132 | 0 | 0 |
| WELLS FARGO  CO | PERP PFD CNV A | 949746804 |  | 1504294 | 1300 | SH |  | SOLE | 1 | 1300 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 2405155 | 336000 | SH |  | SOLE | 4 | 336000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 6743024 | 942000 | SH |  | SOLE | 3 | 942000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 3256981 | 455000 | SH |  | SOLE | 1 | 455000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 1546171 | 216000 | SH |  | SOLE | 2 | 216000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 42075900 | 5878000 | SH |  | SOLE |  | 5878000 | 0 | 0 |
| WINNEBAGO INDS INC | NOTE 3.250% 1/1 | 974637AF7 |  | 1488300 | 1650000 | SH |  | SOLE |  | 1650000 | 0 | 0 |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 |  | 489005 | 523000 | SH |  | SOLE |  | 523000 | 0 | 0 |
| WORLD GOLD TR | SPDR GLD MINIS | 98149E303 |  | 4718849 | 50910 | SH |  | SOLE |  | 50910 | 0 | 0 |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 |  | 292040 | 298000 | SH |  | SOLE | 4 | 298000 | 0 | 0 |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 |  | 999600 | 1020000 | SH |  | SOLE | 3 | 1020000 | 0 | 0 |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 |  | 219520 | 224000 | SH |  | SOLE | 2 | 224000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 |  | 939820 | 959000 | SH |  | SOLE | 3 | 959000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 |  | 268520 | 274000 | SH |  | SOLE | 4 | 274000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 |  | 408660 | 417000 | SH |  | SOLE | 2 | 417000 | 0 | 0 |

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