# EDGAR Filing Document

**Accession Number:** 0000938487
**File Stem:** 0001172661-25-004466
**Filing Date:** 2025-10
**Character Count:** 62781
**Document Hash:** 991931a17f4e342ebb5bbad053c2a5ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001172661-25-004466.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001172661-25-004466

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

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**EFFECTIVENESS DATE**: 20251028

**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:** 251425571

**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:** 09-30-2025

**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  10-28-2025<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:** 540

**Form 13F Information Table Value Total:** $1465812467

      (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 |
| ABBOTT LABS | COM | 002824100 |  | 246985 | 1844 | SH |  | SOLE |  | 1844 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 |  | 308874 | 1334 | SH |  | SOLE |  | 1334 | 0 | 0 |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 |  | 353048 | 255000 | PRN |  | SOLE | 1 | 255000 | 0 | 0 |
| ADVANCED ENERGY INDS | NOTE 2.500% 9/1 | 007973AE0 |  | 8708505 | 6289999 | PRN |  | SOLE |  | 6289999 | 0 | 0 |
| AEROVIRONMENT INC | NOTE 7/1 | 008073AA6 |  | 467103 | 377000 | PRN |  | SOLE | 1 | 377000 | 0 | 0 |
| AEROVIRONMENT INC | NOTE 7/1 | 008073AA6 |  | 7151508 | 5772000 | PRN |  | SOLE |  | 5772000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 308831 | 325000 | PRN |  | SOLE | 2 | 325000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 1324646 | 1394000 | PRN |  | SOLE | 3 | 1394000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 260368 | 274000 | PRN |  | SOLE | 4 | 274000 | 0 | 0 |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 |  | 5437319 | 5722000 | PRN |  | SOLE |  | 5722000 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 773203 | 791000 | PRN |  | SOLE | 3 | 791000 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 204298 | 209000 | PRN |  | SOLE | 4 | 209000 | 0 | 0 |
| AIRBNB INC | NOTE 3/1 | 009066AB7 |  | 213095 | 218000 | PRN |  | SOLE |  | 218000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 1.125% 2/1 | 00971TAN1 |  | 159460 | 170000 | PRN |  | SOLE |  | 170000 | 0 | 0 |
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 |  | 895284 | 936000 | PRN |  | SOLE |  | 936000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 557179 | 581000 | PRN |  | SOLE | 2 | 581000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 2283379 | 2381000 | PRN |  | SOLE | 3 | 2381000 | 0 | 0 |
| ALARM COM HLDGS INC | NOTE 2.250% 6/0 | 011642AD7 |  | 515942 | 538000 | PRN |  | SOLE | 4 | 538000 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 480124 | 12605 | SH |  | SOLE | 1 | 12605 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 988702 | 25957 | SH |  | SOLE | 2 | 25957 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 4128308 | 108383 | SH |  | SOLE | 3 | 108383 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 764162 | 20062 | SH |  | SOLE | 4 | 20062 | 0 | 0 |
| ALBEMARLE CORP | 7.25% DEP SHS A | 012653200 |  | 5903493 | 154988 | SH |  | SOLE |  | 154988 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 2724271 | 1483000 | PRN |  | SOLE | 1 | 1483000 | 0 | 0 |
| ALIBABA GROUP HLDG LTD | NOTE 0.500% 6/0 | 01609WBG6 |  | 16968369 | 9237000 | PRN |  | SOLE |  | 9237000 | 0 | 0 |
| ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 |  | 269951 | 251000 | PRN |  | SOLE | 1 | 251000 | 0 | 0 |
| ALLIANT ENERGY CORP | NOTE 3.875% 3/1 | 018802AC2 |  | 6200258 | 5765000 | PRN |  | SOLE |  | 5765000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 |  | 499624 | 304000 | PRN |  | SOLE | 1 | 304000 | 0 | 0 |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 |  | 6235439 | 3794000 | PRN |  | SOLE |  | 3794000 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 2181823 | 8975 | SH |  | SOLE |  | 8975 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 1836264 | 8363 | SH |  | SOLE |  | 8363 | 0 | 0 |
| AMERICAN WTR CAP CORP | NOTE 3.625% 6/1 | 03040WBE4 |  | 233326 | 233000 | PRN |  | SOLE |  | 233000 | 0 | 0 |
| AMGEN INC | COM | 031162100 |  | 235637 | 835 | SH |  | SOLE |  | 835 | 0 | 0 |
| AMPHASTAR PHARMACEUTICALS IN | NOTE 2.000% 3/1 | 03209RAB9 |  | 332648 | 367000 | PRN |  | SOLE |  | 367000 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 452543 | 6415 | SH |  | SOLE | 1 | 6415 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 778529 | 11036 | SH |  | SOLE | 2 | 11036 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 3074822 | 43587 | SH |  | SOLE | 3 | 43587 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 708760 | 10047 | SH |  | SOLE | 4 | 10047 | 0 | 0 |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 |  | 14394598 | 204050 | SH |  | SOLE |  | 204050 | 0 | 0 |
| APPLE INC | COM | 037833100 |  | 2713337 | 10656 | SH |  | SOLE |  | 10656 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE 2.750% 1/1 | 03823UAE2 |  | 365558 | 367000 | PRN |  | SOLE | 2 | 367000 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE 2.750% 1/1 | 03823UAE2 |  | 1531959 | 1538000 | PRN |  | SOLE | 3 | 1538000 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE 2.750% 1/1 | 03823UAE2 |  | 335676 | 337000 | PRN |  | SOLE | 4 | 337000 | 0 | 0 |
| APPLIED OPTOELECTRONICS INC | NOTE 2.750% 1/1 | 03823UAE2 |  | 7969 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 604949 | 12150 | SH |  | SOLE | 1 | 12150 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 785587 | 15778 | SH |  | SOLE | 2 | 15778 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 3953724 | 79408 | SH |  | SOLE | 3 | 79408 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 720113 | 14463 | SH |  | SOLE | 4 | 14463 | 0 | 0 |
| ARES MANAGEMENT CORPORATION | 6.75 SE B PFD | 03990B309 |  | 11879446 | 238591 | SH |  | SOLE |  | 238591 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 679627 | 785000 | PRN |  | SOLE | 2 | 785000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 3005078 | 3471000 | PRN |  | SOLE | 3 | 3471000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 625950 | 723000 | PRN |  | SOLE | 4 | 723000 | 0 | 0 |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 |  | 368817 | 426000 | PRN |  | SOLE |  | 426000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 733040 | 539000 | PRN |  | SOLE | 1 | 539000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 658240 | 484000 | PRN |  | SOLE | 2 | 484000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 3390480 | 2493000 | PRN |  | SOLE | 3 | 2493000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 692240 | 509000 | PRN |  | SOLE | 4 | 509000 | 0 | 0 |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 |  | 7840400 | 5765000 | PRN |  | SOLE |  | 5765000 | 0 | 0 |
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 |  | 335445 | 107000 | PRN |  | SOLE | 1 | 107000 | 0 | 0 |
| AXON ENTERPRISE INC | NOTE 0.500%12/1 | 05464CAB7 |  | 4329435 | 1381000 | PRN |  | SOLE |  | 1381000 | 0 | 0 |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 |  | 947496 | 740 | SH |  | SOLE | 1 | 740 | 0 | 0 |
| BANK AMERICA CORP | COM | 060505104 |  | 466838 | 9049 | SH |  | SOLE |  | 9049 | 0 | 0 |
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 |  | 18838527 | 14713 | SH |  | SOLE |  | 14713 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 618566 | 657000 | PRN |  | SOLE | 2 | 657000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 2560880 | 2720000 | PRN |  | SOLE | 3 | 2720000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 569608 | 605000 | PRN |  | SOLE | 4 | 605000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 |  | 16947 | 18000 | PRN |  | SOLE |  | 18000 | 0 | 0 |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 |  | 692807 | 703000 | PRN |  | SOLE |  | 703000 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 771706 | 1535 | SH |  | SOLE |  | 1535 | 0 | 0 |
| BLACKROCK ETF TRUST | ISHARES A I INNO | 09290C780 |  | 2716506 | 79523 | SH |  | SOLE |  | 79523 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 816340 | 833000 | PRN |  | SOLE | 2 | 833000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 2931180 | 2991000 | PRN |  | SOLE | 3 | 2991000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 735980 | 751000 | PRN |  | SOLE | 4 | 751000 | 0 | 0 |
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 |  | 28420 | 29000 | PRN |  | SOLE |  | 29000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 363800 | 400000 | PRN |  | SOLE | 2 | 400000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 1566159 | 1722000 | PRN |  | SOLE | 3 | 1722000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 331968 | 365000 | PRN |  | SOLE | 4 | 365000 | 0 | 0 |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 |  | 2502944 | 2752000 | PRN |  | SOLE |  | 2752000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 |  | 1593812 | 356000 | PRN |  | SOLE | 1 | 356000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 |  | 1275243 | 309000 | PRN |  | SOLE | 2 | 309000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 |  | 5765419 | 1397000 | PRN |  | SOLE | 3 | 1397000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 |  | 1180322 | 286000 | PRN |  | SOLE | 4 | 286000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AM9 |  | 33016 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| BLOOM ENERGY CORP | NOTE 3.000% 6/0 | 093712AK3 |  | 17849799 | 3987000 | PRN |  | SOLE |  | 3987000 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 2724569 | 39225 | SH |  | SOLE | 1 | 39225 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 314680 | 1458 | SH |  | SOLE |  | 1458 | 0 | 0 |
| BOEING CO | DEP CONV PFD A | 097023204 |  | 34188907 | 492210 | SH |  | SOLE |  | 492210 | 0 | 0 |
| BOFA FIN LLC | MTNF 0.600% 5/2 | 09709UV70 |  | 359708 | 365000 | PRN |  | SOLE |  | 365000 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 437175 | 435000 | PRN |  | SOLE | 1 | 435000 | 0 | 0 |
| BOX INC | NOTE 1.500% 9/1 | 10316TAD6 |  | 5107410 | 5082000 | PRN |  | SOLE |  | 5082000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 885066 | 899000 | PRN |  | SOLE | 2 | 899000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 3695813 | 3754000 | PRN |  | SOLE | 3 | 3754000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 810244 | 823000 | PRN |  | SOLE | 4 | 823000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 |  | 23628 | 24000 | PRN |  | SOLE |  | 24000 | 0 | 0 |
| BRIDGEBIO PHARMA INC | NOTE 2.500% 3/1 | 10806XAB8 |  | 814562 | 581000 | PRN |  | SOLE |  | 581000 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 482732 | 4780 | SH |  | SOLE | 1 | 4780 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 827916 | 8198 | SH |  | SOLE | 2 | 8198 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 5685131 | 56294 | SH |  | SOLE | 3 | 56294 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 1027371 | 10173 | SH |  | SOLE | 4 | 10173 | 0 | 0 |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 10950A205 |  | 7138983 | 70690 | SH |  | SOLE |  | 70690 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 1246400 | 3778 | SH |  | SOLE |  | 3778 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 254677 | 937 | SH |  | SOLE | 2 | 937 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 1130416 | 4159 | SH |  | SOLE | 3 | 4159 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 235379 | 866 | SH |  | SOLE | 4 | 866 | 0 | 0 |
| BRUKER CORP | 6.375 PREF SER A | 116794207 |  | 10328 | 38 | SH |  | SOLE |  | 38 | 0 | 0 |
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 |  | 386446 | 287000 | PRN |  | SOLE | 1 | 287000 | 0 | 0 |
| BURLINGTON STORES INC | NOTE 1.250%12/1 | 122017AD8 |  | 4245515 | 3153000 | PRN |  | SOLE |  | 3153000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 475755 | 483000 | PRN |  | SOLE | 2 | 483000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 1610475 | 1635000 | PRN |  | SOLE | 3 | 1635000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 365435 | 371000 | PRN |  | SOLE | 4 | 371000 | 0 | 0 |
| CAPITAL SOUTHWEST CORP | NOTE 5.125%11/1 | 140501AE7 |  | 10835 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 282812 | 213000 | PRN |  | SOLE | 1 | 213000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 95599 | 72000 | PRN |  | SOLE | 2 | 72000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 411605 | 310000 | PRN |  | SOLE | 3 | 310000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 87632 | 66000 | PRN |  | SOLE | 4 | 66000 | 0 | 0 |
| CELCUITY INC | NOTE 2.750% 8/0 | 15102KAA8 |  | 3381798 | 2547000 | PRN |  | SOLE |  | 2547000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 691530 | 623000 | PRN |  | SOLE | 2 | 623000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 3372180 | 3038000 | PRN |  | SOLE | 3 | 3038000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 634920 | 572000 | PRN |  | SOLE | 4 | 572000 | 0 | 0 |
| CENTERPOINT ENERGY INC | NOTE 4.250% 8/1 | 15189TBD8 |  | 3065820 | 2762000 | PRN |  | SOLE |  | 2762000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 640197 | 393000 | PRN |  | SOLE | 2 | 393000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 1850544 | 1136000 | PRN |  | SOLE | 3 | 1136000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 591327 | 363000 | PRN |  | SOLE | 4 | 363000 | 0 | 0 |
| CENTURY ALUM CO | NOTE 2.750% 5/0 | 156431AQ1 |  | 13032 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 633502 | 8900 | SH |  | SOLE | 2 | 8900 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 2728472 | 38332 | SH |  | SOLE | 3 | 38332 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 738421 | 10374 | SH |  | SOLE | 4 | 10374 | 0 | 0 |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 |  | 2920800 | 41034 | SH |  | SOLE |  | 41034 | 0 | 0 |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 |  | 324675 | 225000 | PRN |  | SOLE | 1 | 225000 | 0 | 0 |
| CHEFS WHSE INC | NOTE 2.375%12/1 | 163086AE1 |  | 3797976 | 2632000 | PRN |  | SOLE |  | 2632000 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 |  | 224083 | 1443 | SH |  | SOLE |  | 1443 | 0 | 0 |
| CIPHER MINING INC | NOTE 1.750% 5/1 | 17253JAA4 |  | 291704 | 99000 | PRN |  | SOLE | 1 | 99000 | 0 | 0 |
| CIPHER MINING INC | NOTE 1.750% 5/1 | 17253JAA4 |  | 3786253 | 1285000 | PRN |  | SOLE |  | 1285000 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 |  | 314595 | 4598 | SH |  | SOLE |  | 4598 | 0 | 0 |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 |  | 1073792 | 862000 | PRN |  | SOLE | 1 | 862000 | 0 | 0 |
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 |  | 11926322 | 9574000 | PRN |  | SOLE |  | 9574000 | 0 | 0 |
| CMS ENERGY CORP | NOTE 3.375% 5/0 | 125896BX7 |  | 2937885 | 2683000 | PRN |  | SOLE |  | 2683000 | 0 | 0 |
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 |  | 305244 | 122000 | PRN |  | SOLE |  | 122000 | 0 | 0 |
| COCA COLA CO | COM | 191216100 |  | 255531 | 3853 | SH |  | SOLE |  | 3853 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 617706 | 492000 | PRN |  | SOLE | 1 | 492000 | 0 | 0 |
| COINBASE GLOBAL INC | NOTE 0.250% 4/0 | 19260QAF4 |  | 8582598 | 6835999 | PRN |  | SOLE |  | 6835999 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 700747 | 594000 | PRN |  | SOLE | 2 | 594000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 3113254 | 2639000 | PRN |  | SOLE | 3 | 2639000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 705466 | 598000 | PRN |  | SOLE | 4 | 598000 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | NOTE 2.875% 2/1 | 19459JAC8 |  | 22414 | 19000 | PRN |  | SOLE |  | 19000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 861113 | 905000 | PRN |  | SOLE | 2 | 905000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 3535798 | 3716000 | PRN |  | SOLE | 3 | 3716000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 809732 | 851000 | PRN |  | SOLE | 4 | 851000 | 0 | 0 |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 |  | 26642 | 28000 | PRN |  | SOLE |  | 28000 | 0 | 0 |
| COSTCO WHSL CORP NEW | COM | 22160K105 |  | 478551 | 517 | SH |  | SOLE |  | 517 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 886491 | 799000 | PRN |  | SOLE | 2 | 799000 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 3824447 | 3447000 | PRN |  | SOLE | 3 | 3447000 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 812154 | 732000 | PRN |  | SOLE | 4 | 732000 | 0 | 0 |
| CSG SYS INTL INC | NOTE 3.875% 9/1 | 126349AH2 |  | 69899 | 63000 | PRN |  | SOLE |  | 63000 | 0 | 0 |
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 |  | 381098 | 294000 | PRN |  | SOLE |  | 294000 | 0 | 0 |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 323884 | 331000 | PRN |  | SOLE | 2 | 331000 | 0 | 0 |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 2720230 | 2780000 | PRN |  | SOLE | 3 | 2780000 | 0 | 0 |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 605692 | 619000 | PRN |  | SOLE | 4 | 619000 | 0 | 0 |
| DAYFORCE INC | NOTE 0.250% 3/1 | 15677JAD0 |  | 19570 | 20000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| DBX ETF TR | XTRACK MSCI EAFE | 233051630 |  | 4095146 | 139196 | SH |  | SOLE |  | 139196 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 298061 | 327000 | PRN |  | SOLE | 2 | 327000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 1277012 | 1401000 | PRN |  | SOLE | 3 | 1401000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 284388 | 312000 | PRN |  | SOLE | 4 | 312000 | 0 | 0 |
| DEXCOM INC | NOTE 0.375% 5/1 | 252131AM9 |  | 103000 | 113000 | PRN |  | SOLE |  | 113000 | 0 | 0 |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 |  | 481638 | 512000 | PRN |  | SOLE |  | 512000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 690178 | 769000 | PRN |  | SOLE | 2 | 769000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 2881873 | 3211000 | PRN |  | SOLE | 3 | 3211000 | 0 | 0 |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 |  | 589658 | 657000 | PRN |  | SOLE |  | 657000 | 0 | 0 |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 |  | 90816 | 88000 | PRN |  | SOLE |  | 88000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 722466 | 673000 | PRN |  | SOLE | 2 | 673000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 3604813 | 3358000 | PRN |  | SOLE | 3 | 3358000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 643027 | 599000 | PRN |  | SOLE | 4 | 599000 | 0 | 0 |
| DUKE ENERGY CORP NEW | NOTE 4.125% 4/1 | 26441CBY0 |  | 19328368 | 18005000 | PRN |  | SOLE |  | 18005000 | 0 | 0 |
| EATON CORP PLC | SHS | G29183103 |  | 338322 | 904 | SH |  | SOLE |  | 904 | 0 | 0 |
| ELI LILLY  CO | COM | 532457108 |  | 386078 | 506 | SH |  | SOLE |  | 506 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 934325 | 950000 | PRN |  | SOLE | 2 | 950000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 4213314 | 4284000 | PRN |  | SOLE | 3 | 4284000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 970715 | 987000 | PRN |  | SOLE | 4 | 987000 | 0 | 0 |
| ENOVIS CORPORATION | NOTE 3.875%10/1 | 194014AB2 |  | 28522 | 29000 | PRN |  | SOLE |  | 29000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 245397 | 252000 | PRN |  | SOLE | 2 | 252000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 1775234 | 1823000 | PRN |  | SOLE | 3 | 1823000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 400231 | 411000 | PRN |  | SOLE | 4 | 411000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAH0 |  | 13633 | 14000 | PRN |  | SOLE |  | 14000 | 0 | 0 |
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 |  | 430448 | 497000 | PRN |  | SOLE |  | 497000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 379467 | 198000 | PRN |  | SOLE | 1 | 198000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 1347300 | 703000 | PRN |  | SOLE | 2 | 703000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 4676260 | 2440000 | PRN |  | SOLE | 3 | 2440000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 1132652 | 591000 | PRN |  | SOLE | 4 | 591000 | 0 | 0 |
| EQUINOX GOLD CORP | NOTE 4.750%10/1 | 29446YAC0 |  | 5201381 | 2714000 | PRN |  | SOLE |  | 2714000 | 0 | 0 |
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 |  | 295244 | 321000 | PRN |  | SOLE |  | 321000 | 0 | 0 |
| EVERGY INC | NOTE 4.500%12/1 | 30034WAD8 |  | 9697667 | 7718000 | PRN |  | SOLE |  | 7718000 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT 4.500% 8/1 | 30050BAJ0 |  | 78965 | 79000 | PRN |  | SOLE | 2 | 79000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAH4 |  | 591570 | 739000 | PRN |  | SOLE | 2 | 739000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAH4 |  | 2449530 | 3060000 | PRN |  | SOLE | 3 | 3060000 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT 4.500% 8/1 | 30050BAJ0 |  | 347845 | 348000 | PRN |  | SOLE | 3 | 348000 | 0 | 0 |
| EVOLENT HEALTH INC | DEBT 4.500% 8/1 | 30050BAJ0 |  | 72967 | 73000 | PRN |  | SOLE | 4 | 73000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAH4 |  | 545141 | 681000 | PRN |  | SOLE | 4 | 681000 | 0 | 0 |
| EVOLENT HEALTH INC | NOTE 3.500%12/0 | 30050BAH4 |  | 16010 | 20000 | PRN |  | SOLE |  | 20000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 97869 | 102000 | PRN |  | SOLE | 2 | 102000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 690840 | 720000 | PRN |  | SOLE | 3 | 720000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 159277 | 166000 | PRN |  | SOLE | 4 | 166000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 |  | 11514 | 12000 | PRN |  | SOLE |  | 12000 | 0 | 0 |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 |  | 482067 | 522000 | PRN |  | SOLE |  | 522000 | 0 | 0 |
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 |  | 7036916 | 6988000 | PRN |  | SOLE |  | 6988000 | 0 | 0 |
| FIRST TR EXCHANGE-TRADED FD | SMID RISNG ETF | 33741X102 |  | 6389899 | 168069 | SH |  | SOLE |  | 168069 | 0 | 0 |
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 |  | 502381 | 10090 | SH |  | SOLE |  | 10090 | 0 | 0 |
| FIRST TR EXCHNG TRADED FD VI | FT VEST LADDERED | 33740F755 |  | 9673218 | 289444 | SH |  | SOLE |  | 289444 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 361352 | 409000 | PRN |  | SOLE | 2 | 409000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 2206100 | 2497000 | PRN |  | SOLE | 3 | 2497000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 509780 | 577000 | PRN |  | SOLE | 4 | 577000 | 0 | 0 |
| FIVE9 INC | NOTE 1.000% 3/1 | 338307AF8 |  | 15020 | 17000 | PRN |  | SOLE |  | 17000 | 0 | 0 |
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 |  | 207638 | 175000 | PRN |  | SOLE | 1 | 175000 | 0 | 0 |
| FLUOR CORP | NOTE 1.125% 8/1 | 343412AJ1 |  | 5117375 | 4313000 | PRN |  | SOLE |  | 4313000 | 0 | 0 |
| FORD MTR CO | NOTE 3/1 | 345370CZ1 |  | 7337740 | 7240000 | PRN |  | SOLE |  | 7240000 | 0 | 0 |
| FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 |  | 688004 | 434000 | PRN |  | SOLE | 2 | 434000 | 0 | 0 |
| FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 |  | 2647388 | 1670000 | PRN |  | SOLE | 3 | 1670000 | 0 | 0 |
| FORTUNA MNG CORP | NOTE 3.750% 6/3 | 349915AE8 |  | 627764 | 396000 | PRN |  | SOLE | 4 | 396000 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 327850 | 332000 | PRN |  | SOLE | 2 | 332000 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 1244250 | 1260000 | PRN |  | SOLE | 3 | 1260000 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 297238 | 301000 | PRN |  | SOLE | 4 | 301000 | 0 | 0 |
| FUBOTV INC | NOTE 3.250% 2/1 | 35953DAB0 |  | 3344663 | 3387000 | PRN |  | SOLE |  | 3387000 | 0 | 0 |
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | 37940XAU6 |  | 9071091 | 9911000 | PRN |  | SOLE |  | 9911000 | 0 | 0 |
| GLOBAL X FDS | CYBRSCURTY ETF | 37954Y384 |  | 325437 | 9248 | SH |  | SOLE |  | 9248 | 0 | 0 |
| GLOBAL X FDS | GLOBAL X URANIUM | 37954Y871 |  | 3160712 | 66304 | SH |  | SOLE |  | 66304 | 0 | 0 |
| GRANITE CONSTR INC | NOTE 3.250% 6/1 | 387328AF4 |  | 792281 | 518000 | PRN |  | SOLE | 1 | 518000 | 0 | 0 |
| GRANITE CONSTR INC | NOTE 3.250% 6/1 | 387328AF4 |  | 7271243 | 4754000 | PRN |  | SOLE |  | 4754000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 738576 | 690000 | PRN |  | SOLE | 2 | 690000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 2774477 | 2592000 | PRN |  | SOLE | 3 | 2592000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 740717 | 692000 | PRN |  | SOLE | 4 | 692000 | 0 | 0 |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 |  | 369288 | 345000 | PRN |  | SOLE |  | 345000 | 0 | 0 |
| GUARDANT HEALTH INC | DEBT 1.250% 2/1 | 40131MAD1 |  | 345671 | 266000 | PRN |  | SOLE | 1 | 266000 | 0 | 0 |
| GUARDANT HEALTH INC | DEBT 1.250% 2/1 | 40131MAD1 |  | 5697078 | 4384000 | PRN |  | SOLE |  | 4384000 | 0 | 0 |
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 |  | 2643122 | 2759000 | PRN |  | SOLE |  | 2759000 | 0 | 0 |
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 |  | 346747 | 313000 | PRN |  | SOLE |  | 313000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 |  | 381225 | 390000 | PRN |  | SOLE | 2 | 390000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 418886 | 454000 | PRN |  | SOLE | 2 | 454000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 2447809 | 2653000 | PRN |  | SOLE | 3 | 2653000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 |  | 1705740 | 1745000 | PRN |  | SOLE | 3 | 1745000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 2.500% 6/0 | 405024AD2 |  | 570202 | 618000 | PRN |  | SOLE | 4 | 618000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 |  | 347990 | 356000 | PRN |  | SOLE | 4 | 356000 | 0 | 0 |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 |  | 8798 | 9000 | PRN |  | SOLE |  | 9000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 |  | 680020 | 484000 | PRN |  | SOLE | 1 | 484000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 |  | 65194 | 57000 | PRN |  | SOLE |  | 57000 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 |  | 7887670 | 5614000 | PRN |  | SOLE |  | 5614000 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 906736 | 13305 | SH |  | SOLE | 1 | 13305 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 729887 | 10710 | SH |  | SOLE | 2 | 10710 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 4218144 | 61895 | SH |  | SOLE | 3 | 61895 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 818550 | 12011 | SH |  | SOLE | 4 | 12011 | 0 | 0 |
| HEWLETT PACKARD ENTERPRISE C | 7.625 MAND CONV | 42824C208 |  | 11414716 | 167494 | SH |  | SOLE |  | 167494 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 314022 | 775 | SH |  | SOLE |  | 775 | 0 | 0 |
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 |  | 347356 | 296000 | PRN |  | SOLE | 1 | 296000 | 0 | 0 |
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 |  | 5670352 | 4832000 | PRN |  | SOLE |  | 4832000 | 0 | 0 |
| INNOVIVA INC | NOTE 2.125% 3/1 | 45781MAD3 |  | 1477980 | 1523000 | PRN |  | SOLE |  | 1523000 | 0 | 0 |
| INTEGER HLDGS CORP | NOTE 2.125% 2/1 | 45826HAB5 |  | 239844 | 184000 | PRN |  | SOLE |  | 184000 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 |  | 289954 | 1721 | SH |  | SOLE |  | 1721 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 |  | 487394 | 109000 | PRN |  | SOLE | 1 | 109000 | 0 | 0 |
| INTERDIGITAL INC | NOTE 3.500% 6/0 | 45867GAD3 |  | 7333260 | 1640000 | PRN |  | SOLE |  | 1640000 | 0 | 0 |
| INVESCO EXCH TRADED FD TR II | KBW BK ETF | 46138E628 |  | 5126118 | 65543 | SH |  | SOLE |  | 65543 | 0 | 0 |
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 |  | 9109301 | 435227 | SH |  | SOLE |  | 435227 | 0 | 0 |
| INVESCO EXCHANGE TRADED FD T | S EQL WGT | 46137V357 |  | 9446112 | 49795 | SH |  | SOLE |  | 49795 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 315068 | 228000 | PRN |  | SOLE | 2 | 228000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 1985754 | 1437000 | PRN |  | SOLE | 3 | 1437000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 447728 | 324000 | PRN |  | SOLE | 4 | 324000 | 0 | 0 |
| IONIS PHARMACEUTICALS INC | NOTE 1.750% 6/1 | 462222AF7 |  | 15201 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |
| IRHYTHM TECHNOLOGIES INC | NOTE 1.500% 9/0 | 450056AB2 |  | 536452 | 391000 | PRN |  | SOLE | 1 | 391000 | 0 | 0 |
| IRHYTHM TECHNOLOGIES INC | NOTE 1.500% 9/0 | 450056AB2 |  | 5832372 | 4251000 | PRN |  | SOLE |  | 4251000 | 0 | 0 |
| ISHARES INC | CORE MSCI EMKT | 46434G103 |  | 14805039 | 224591 | SH |  | SOLE |  | 224591 | 0 | 0 |
| ISHARES INC | MSCI JPN ETF NEW | 46434G822 |  | 4580793 | 57110 | SH |  | SOLE |  | 57110 | 0 | 0 |
| ISHARES TR | 0-5YR HI YL CP | 46434V407 |  | 8207082 | 189540 | SH |  | SOLE |  | 189540 | 0 | 0 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 |  | 684123 | 7047 | SH |  | SOLE |  | 7047 | 0 | 0 |
| ISHARES TR | 0-3 MNTH TREASRY | 46436E718 |  | 930669 | 9242 | SH |  | SOLE |  | 9242 | 0 | 0 |
| ISHARES TR | 7-10 YR TRSY BD | 464287440 |  | 7824932 | 81121 | SH |  | SOLE |  | 81121 | 0 | 0 |
| ISHARES TR | CORE S ETF | 464287200 |  | 66297512 | 99055 | SH |  | SOLE |  | 99055 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 |  | 4944695 | 20436 | SH |  | SOLE |  | 20436 | 0 | 0 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 |  | 15704228 | 140883 | SH |  | SOLE |  | 140883 | 0 | 0 |
| ISHARES TR | MSCI ACWI EX US | 464288240 |  | 6831251 | 105080 | SH |  | SOLE |  | 105080 | 0 | 0 |
| ISHARES TR | CORE US AGGBD ET | 464287226 |  | 372930 | 3720 | SH |  | SOLE |  | 3720 | 0 | 0 |
| ISHARES TR | U.S. TECH ETF | 464287721 |  | 12913050 | 65930 | SH |  | SOLE |  | 65930 | 0 | 0 |
| ISHARES TR | CONV BD ETF | 46435G102 |  | 7396697 | 73930 | SH |  | SOLE |  | 73930 | 0 | 0 |
| ITRON INC | NOTE 3/1 | 465741AN6 |  | 5724576 | 5421000 | PRN |  | SOLE |  | 5421000 | 0 | 0 |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 |  | 75603 | 79000 | PRN |  | SOLE | 2 | 79000 | 0 | 0 |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 |  | 325380 | 340000 | PRN |  | SOLE | 3 | 340000 | 0 | 0 |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 |  | 68904 | 72000 | PRN |  | SOLE | 4 | 72000 | 0 | 0 |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 |  | 8613 | 9000 | PRN |  | SOLE |  | 9000 | 0 | 0 |
| JANUS DETROIT STR TR | B-BBB CLO ETF | 47103U753 |  | 7982877 | 165723 | SH |  | SOLE |  | 165723 | 0 | 0 |
| JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 |  | 10740935 | 211519 | SH |  | SOLE |  | 211519 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 332220 | 280000 | PRN |  | SOLE | 1 | 280000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 1074969 | 906000 | PRN |  | SOLE | 2 | 906000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 4460054 | 3759000 | PRN |  | SOLE | 3 | 3759000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 990728 | 835000 | PRN |  | SOLE | 4 | 835000 | 0 | 0 |
| JAZZ INVESTMENTS I LTD | NOTE 3.125% 9/1 | 472145AH4 |  | 7294602 | 6148000 | PRN |  | SOLE |  | 6148000 | 0 | 0 |
| JBT MAREL CORPORATION | NOTE 0.250% 5/1 | 477839AB0 |  | 82517 | 82000 | PRN |  | SOLE |  | 82000 | 0 | 0 |
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 |  | 499552 | 466000 | PRN |  | SOLE | 1 | 466000 | 0 | 0 |
| JD.COM INC | NOTE 0.250% 6/0 | 47215PAJ5 |  | 7547952 | 7041000 | PRN |  | SOLE |  | 7041000 | 0 | 0 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 358788 | 1935 | SH |  | SOLE |  | 1935 | 0 | 0 |
| JPMORGAN CHASE  CO. | COM | 46625H100 |  | 857023 | 2717 | SH |  | SOLE |  | 2717 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 840819 | 16120 | SH |  | SOLE | 1 | 16120 | 0 | 0 |
| KKR  CO INC | 6.25 CON SER D | 48251W500 |  | 17056059 | 326995 | SH |  | SOLE |  | 326995 | 0 | 0 |
| KKR  CO INC | COM | 48251W104 |  | 321496 | 2474 | SH |  | SOLE |  | 2474 | 0 | 0 |
| LANTHEUS HLDGS INC | NOTE 2.625%12/1 | 516544AB9 |  | 415998 | 396000 | PRN |  | SOLE |  | 396000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 |  | 709410 | 535000 | PRN |  | SOLE | 1 | 535000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 899678 | 863000 | PRN |  | SOLE | 2 | 863000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 4113705 | 3946000 | PRN |  | SOLE | 3 | 3946000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 951803 | 913000 | PRN |  | SOLE | 4 | 913000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 |  | 29190 | 28000 | PRN |  | SOLE |  | 28000 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM LBTY ONE S C | 531229755 |  | 217047 | 2078 | SH |  | SOLE |  | 2078 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 |  | 9496812 | 7162000 | PRN |  | SOLE |  | 7162000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 1164666 | 722000 | PRN |  | SOLE | 2 | 722000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 4881271 | 3026000 | PRN |  | SOLE | 3 | 3026000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 1182410 | 733000 | PRN |  | SOLE | 4 | 733000 | 0 | 0 |
| LIVE NATION ENTERTAINMENT IN | NOTE 3.125% 1/1 | 538034BA6 |  | 1482448 | 919000 | PRN |  | SOLE |  | 919000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 1.500%12/1 | 55024UAH2 |  | 533384 | 221000 | PRN |  | SOLE | 1 | 221000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 673000 | 400000 | PRN |  | SOLE | 1 | 400000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 |  | 350910 | 252000 | PRN |  | SOLE | 2 | 252000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 |  | 1771260 | 1272000 | PRN |  | SOLE | 3 | 1272000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 |  | 509655 | 366000 | PRN |  | SOLE | 4 | 366000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 55024UAF6 |  | 13925 | 10000 | PRN |  | SOLE |  | 10000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 1.500%12/1 | 55024UAH2 |  | 7168095 | 2970000 | PRN |  | SOLE |  | 2970000 | 0 | 0 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 |  | 10086588 | 5995000 | PRN |  | SOLE |  | 5995000 | 0 | 0 |
| LYFT INC | NOTE 0.625% 3/0 | 55087PAD6 |  | 5114850 | 3965000 | PRN |  | SOLE |  | 3965000 | 0 | 0 |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 |  | 475676 | 314000 | PRN |  | SOLE |  | 314000 | 0 | 0 |
| MARA HOLDINGS INC | NOTE 2.125% 9/0 | 565788AD8 |  | 307788 | 255000 | PRN |  | SOLE |  | 255000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 816892 | 857000 | PRN |  | SOLE | 2 | 857000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 2632738 | 2762000 | PRN |  | SOLE | 3 | 2762000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 621486 | 652000 | PRN |  | SOLE | 4 | 652000 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | NOTE 3.250%12/1 | 57164YAF4 |  | 27643 | 29000 | PRN |  | SOLE |  | 29000 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 350956 | 617 | SH |  | SOLE |  | 617 | 0 | 0 |
| MCDONALDS CORP | COM | 580135101 |  | 261649 | 861 | SH |  | SOLE |  | 861 | 0 | 0 |
| MERITAGE HOMES CORP | NOTE 1.750% 5/1 | 59001ABF8 |  | 4341527 | 4242000 | PRN |  | SOLE |  | 4242000 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 1577448 | 2148 | SH |  | SOLE |  | 2148 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 853574 | 14460 | SH |  | SOLE | 1 | 14460 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | DEP SHS REPSTG | 595017302 |  | 11168181 | 189195 | SH |  | SOLE |  | 189195 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 219022 | 1309 | SH |  | SOLE |  | 1309 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 3440742 | 6643 | SH |  | SOLE |  | 6643 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 468293 | 195000 | PRN |  | SOLE | 1 | 195000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 1316022 | 548000 | PRN |  | SOLE | 2 | 548000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 5261687 | 2191000 | PRN |  | SOLE | 3 | 2191000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 1188743 | 495000 | PRN |  | SOLE | 4 | 495000 | 0 | 0 |
| MIRUM PHARMACEUTICALS INC | NOTE 4.000% 5/0 | 604749AB7 |  | 5256884 | 2189000 | PRN |  | SOLE |  | 2189000 | 0 | 0 |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 |  | 138249 | 141000 | PRN |  | SOLE | 2 | 141000 | 0 | 0 |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 |  | 1803115 | 1839000 | PRN |  | SOLE | 3 | 1839000 | 0 | 0 |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 |  | 255907 | 261000 | PRN |  | SOLE | 4 | 261000 | 0 | 0 |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 |  | 7844 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 1229685 | 1123000 | PRN |  | SOLE | 1 | 1123000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 654810 | 598000 | PRN |  | SOLE | 2 | 598000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 2495505 | 2279000 | PRN |  | SOLE | 3 | 2279000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 596775 | 545000 | PRN |  | SOLE | 4 | 545000 | 0 | 0 |
| MKS INC. | NOTE 1.250% 6/0 | 55306NAB0 |  | 16092120 | 14695999 | PRN |  | SOLE |  | 14695999 | 0 | 0 |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 |  | 191394 | 187000 | PRN |  | SOLE |  | 187000 | 0 | 0 |
| NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 |  | 1672296 | 1416000 | PRN |  | SOLE | 1 | 1416000 | 0 | 0 |
| NEXTERA ENERGY CAP HLDGS INC | NOTE 3.000% 3/0 | 65339KCY4 |  | 32400735 | 27435000 | PRN |  | SOLE |  | 27435000 | 0 | 0 |
| NEXTERA ENERGY INC | UNIT 06/01/2027 | 65339F663 |  | 2215144 | 44365 | SH |  | SOLE |  | 44365 | 0 | 0 |
| NIO INC | NOTE 4.625%10/1 | 62914VAK2 |  | 277190 | 265000 | PRN |  | SOLE | 1 | 265000 | 0 | 0 |
| NORTHERN OIL  GAS INC | NOTE 3.625% 4/1 | 665531AJ8 |  | 260390 | 260000 | PRN |  | SOLE | 1 | 260000 | 0 | 0 |
| NORTHERN OIL  GAS INC | NOTE 3.625% 4/1 | 665531AJ8 |  | 3740603 | 3735000 | PRN |  | SOLE |  | 3735000 | 0 | 0 |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 |  | 366016 | 266000 | PRN |  | SOLE |  | 266000 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 3717233 | 19923 | SH |  | SOLE |  | 19923 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 801152 | 704000 | PRN |  | SOLE | 1 | 704000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 685545 | 743000 | PRN |  | SOLE | 2 | 743000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 2804920 | 3040000 | PRN |  | SOLE | 3 | 3040000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 640334 | 694000 | PRN |  | SOLE | 4 | 694000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 |  | 12685286 | 11147000 | PRN |  | SOLE |  | 11147000 | 0 | 0 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | 682189AU9 |  | 1758611 | 1906000 | PRN |  | SOLE |  | 1906000 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 556293 | 1978 | SH |  | SOLE |  | 1978 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 592846 | 409000 | PRN |  | SOLE | 1 | 409000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 759538 | 524000 | PRN |  | SOLE | 2 | 524000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 2897551 | 1999000 | PRN |  | SOLE | 3 | 1999000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 691412 | 477000 | PRN |  | SOLE | 4 | 477000 | 0 | 0 |
| OSI SYSTEMS INC | NOTE 2.250% 8/0 | 671044AF2 |  | 9127502 | 6297000 | PRN |  | SOLE |  | 6297000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 352696 | 348000 | PRN |  | SOLE | 2 | 348000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 1350987 | 1333000 | PRN |  | SOLE | 3 | 1333000 | 0 | 0 |
| PACIRA BIOSCIENCES INC | NOTE 2.125% 5/1 | 695127AJ9 |  | 323304 | 319000 | PRN |  | SOLE | 4 | 319000 | 0 | 0 |
| PARKER-HANNIFIN CORP | COM | 701094104 |  | 252464 | 333 | SH |  | SOLE |  | 333 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 570000 | 500000 | PRN |  | SOLE | 1 | 500000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 360240 | 316000 | PRN |  | SOLE | 2 | 316000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 1577760 | 1384000 | PRN |  | SOLE | 3 | 1384000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 331740 | 291000 | PRN |  | SOLE | 4 | 291000 | 0 | 0 |
| PARSONS CORP DEL | NOTE 2.625% 3/0 | 70202LAD4 |  | 13799700 | 12105000 | PRN |  | SOLE |  | 12105000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 238294 | 159000 | PRN |  | SOLE | 2 | 159000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 1035606 | 691000 | PRN |  | SOLE | 3 | 691000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 218811 | 146000 | PRN |  | SOLE | 4 | 146000 | 0 | 0 |
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 |  | 185839 | 124000 | PRN |  | SOLE |  | 124000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 228837 | 238000 | PRN |  | SOLE | 2 | 238000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 1544169 | 1606000 | PRN |  | SOLE | 3 | 1606000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 210569 | 219000 | PRN |  | SOLE | 4 | 219000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 |  | 345179 | 359000 | PRN |  | SOLE |  | 359000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 5.500%12/0 | 70614WAD2 |  | 216892 | 97000 | PRN |  | SOLE | 1 | 97000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 |  | 123480 | 126000 | PRN |  | SOLE | 2 | 126000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 |  | 676200 | 690000 | PRN |  | SOLE | 3 | 690000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 |  | 132300 | 135000 | PRN |  | SOLE | 4 | 135000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 2/1 | 70614WAB6 |  | 4900 | 5000 | PRN |  | SOLE |  | 5000 | 0 | 0 |
| PELOTON INTERACTIVE INC | NOTE 5.500%12/0 | 70614WAD2 |  | 3141580 | 1405000 | PRN |  | SOLE |  | 1405000 | 0 | 0 |
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 |  | 306493 | 298000 | PRN |  | SOLE | 2 | 298000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 |  | 735813 | 741000 | PRN |  | SOLE | 2 | 741000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 |  | 3739638 | 3766000 | PRN |  | SOLE | 3 | 3766000 | 0 | 0 |
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 |  | 1054213 | 1025000 | PRN |  | SOLE | 3 | 1025000 | 0 | 0 |
| PENNYMAC CORP | NOTE 8.500% 6/0 | 70932AAH6 |  | 182045 | 177000 | PRN |  | SOLE | 4 | 177000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 |  | 668289 | 673000 | PRN |  | SOLE | 4 | 673000 | 0 | 0 |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 |  | 31776 | 32000 | PRN |  | SOLE |  | 32000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 990063 | 979000 | PRN |  | SOLE | 2 | 979000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 4143296 | 4097000 | PRN |  | SOLE | 3 | 4097000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 907136 | 897000 | PRN |  | SOLE | 4 | 897000 | 0 | 0 |
| PG CORP | NOTE 4.250%12/0 | 69331CAL2 |  | 832300 | 823000 | PRN |  | SOLE |  | 823000 | 0 | 0 |
| PG CORP | PFD CONV SER A | 69331C306 |  | 470804 | 11895 | SH |  | SOLE |  | 11895 | 0 | 0 |
| PINNACLE WEST CAP CORP | NOTE 4.750% 6/1 | 723484AK7 |  | 1396200 | 1300000 | PRN |  | SOLE |  | 1300000 | 0 | 0 |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 |  | 4168230 | 3715000 | PRN |  | SOLE |  | 3715000 | 0 | 0 |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 |  | 248847 | 218000 | PRN |  | SOLE | 1 | 218000 | 0 | 0 |
| PPL CAP FDG INC | NOTE 2.875% 3/1 | 69352PAS2 |  | 17697816 | 15504000 | PRN |  | SOLE |  | 15504000 | 0 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 |  | 402256 | 2618 | SH |  | SOLE |  | 2618 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 705159 | 702000 | PRN |  | SOLE | 2 | 702000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 3642317 | 3626000 | PRN |  | SOLE | 3 | 3626000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 653930 | 651000 | PRN |  | SOLE | 4 | 651000 | 0 | 0 |
| PROGRESS SOFTWARE CORP | NOTE 3.500% 3/0 | 743312AD2 |  | 21095 | 21000 | PRN |  | SOLE |  | 21000 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 |  | 498663 | 506000 | PRN |  | SOLE | 2 | 506000 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 |  | 1606365 | 1630000 | PRN |  | SOLE | 3 | 1630000 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 |  | 350838 | 356000 | PRN |  | SOLE | 4 | 356000 | 0 | 0 |
| PROS HOLDINGS INC | NOTE 2.250% 9/1 | 74346YAG8 |  | 7884 | 8000 | PRN |  | SOLE |  | 8000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 |  | 406553 | 317000 | PRN |  | SOLE | 1 | 317000 | 0 | 0 |
| PTC THERAPEUTICS INC | NOTE 1.500% 9/1 | 69366JAD3 |  | 5714820 | 4456000 | PRN |  | SOLE |  | 4456000 | 0 | 0 |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 |  | 331237 | 323000 | PRN |  | SOLE |  | 323000 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 437720 | 7960 | SH |  | SOLE | 1 | 7960 | 0 | 0 |
| QXO INC | 5.50 DEP PFD | 82846H504 |  | 6314502 | 114830 | SH |  | SOLE |  | 114830 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 534999 | 606000 | PRN |  | SOLE | 2 | 606000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 2050830 | 2323000 | PRN |  | SOLE | 3 | 2323000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 488209 | 553000 | PRN |  | SOLE | 4 | 553000 | 0 | 0 |
| RAPID7 INC | NOTE 1.250% 3/1 | 753422AH7 |  | 15891 | 18000 | PRN |  | SOLE |  | 18000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 1428714 | 1428000 | PRN |  | SOLE | 2 | 1428000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 5770884 | 5768000 | PRN |  | SOLE | 3 | 5768000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 1422711 | 1422000 | PRN |  | SOLE | 4 | 1422000 | 0 | 0 |
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 |  | 32016 | 32000 | PRN |  | SOLE |  | 32000 | 0 | 0 |
| REPLIGEN CORP | NOTE 1.000%12/1 | 759916AD1 |  | 4771271 | 4757000 | PRN |  | SOLE |  | 4757000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 |  | 904828 | 985000 | PRN |  | SOLE | 1 | 985000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 |  | 1115234 | 1077000 | PRN |  | SOLE |  | 1077000 | 0 | 0 |
| RIVIAN AUTOMOTIVE INC | NOTE 3.625%10/1 | 76954AAD5 |  | 10264516 | 11174000 | PRN |  | SOLE |  | 11174000 | 0 | 0 |
| SALESFORCE INC | COM | 79466L302 |  | 230838 | 974 | SH |  | SOLE |  | 974 | 0 | 0 |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 |  | 641713 | 325000 | PRN |  | SOLE | 1 | 325000 | 0 | 0 |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 |  | 1707840 | 593000 | PRN |  | SOLE | 1 | 593000 | 0 | 0 |
| SEAGATE HDD CAYMAN | NOTE 3.500% 6/0 | 81180WBL4 |  | 24255360 | 8421998 | PRN |  | SOLE |  | 8421998 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 |  | 1072683 | 12300 | SH |  | SOLE |  | 12300 | 0 | 0 |
| SERVICENOW INC | COM | 81762P102 |  | 209824 | 228 | SH |  | SOLE |  | 228 | 0 | 0 |
| SHAKE SHACK INC | NOTE 3/0 | 819047AB7 |  | 281222 | 297000 | PRN |  | SOLE |  | 297000 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 198261 | 2100 | SH |  | SOLE | 1 | 2100 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 456850 | 4839 | SH |  | SOLE | 2 | 4839 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 3172176 | 33600 | SH |  | SOLE | 3 | 33600 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 603091 | 6388 | SH |  | SOLE | 4 | 6388 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 |  | 28728 | 28000 | PRN |  | SOLE |  | 28000 | 0 | 0 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | 82452JAD1 |  | 1251753 | 1272000 | PRN |  | SOLE |  | 1272000 | 0 | 0 |
| SHIFT4 PMTS INC | 6 SER A CNV PREF | 82452J307 |  | 2253850 | 23873 | SH |  | SOLE |  | 23873 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 465120 | 544000 | PRN |  | SOLE | 2 | 544000 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 2748825 | 3215000 | PRN |  | SOLE | 3 | 3215000 | 0 | 0 |
| SNAP INC | NOTE 0.500% 5/0 | 83304AAK2 |  | 633555 | 741000 | PRN |  | SOLE | 4 | 741000 | 0 | 0 |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 |  | 669517 | 751000 | PRN |  | SOLE |  | 751000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AD1 |  | 335017 | 214000 | PRN |  | SOLE | 1 | 214000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 1540770 | 1015000 | PRN |  | SOLE | 1 | 1015000 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AB5 |  | 17516202 | 11538999 | PRN |  | SOLE |  | 11538999 | 0 | 0 |
| SNOWFLAKE INC | NOTE 10/0 | 833445AD1 |  | 4519599 | 2887000 | PRN |  | SOLE |  | 2887000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 311166 | 236000 | PRN |  | SOLE | 2 | 236000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 1371240 | 1040000 | PRN |  | SOLE | 3 | 1040000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 286115 | 217000 | PRN |  | SOLE | 4 | 217000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | NOTE 2.250% 7/0 | 83417MAE4 |  | 9230 | 7000 | PRN |  | SOLE |  | 7000 | 0 | 0 |
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 |  | 405180 | 360000 | PRN |  | SOLE | 1 | 360000 | 0 | 0 |
| SOUTHERN CO | NOTE 4.500% 6/1 | 842587DZ7 |  | 277875 | 250000 | PRN |  | SOLE | 1 | 250000 | 0 | 0 |
| SOUTHERN CO | NOTE 3.875%12/1 | 842587DP9 |  | 19370981 | 17211000 | PRN |  | SOLE |  | 17211000 | 0 | 0 |
| SOUTHERN CO | NOTE 4.500% 6/1 | 842587DZ7 |  | 11356196 | 10217000 | PRN |  | SOLE |  | 10217000 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 683936 | 737000 | PRN |  | SOLE | 2 | 737000 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 2857312 | 3079000 | PRN |  | SOLE | 3 | 3079000 | 0 | 0 |
| SPECTRUM BRANDS INC | NOTE 3.375% 6/0 | 84762LAZ8 |  | 634752 | 684000 | PRN |  | SOLE | 4 | 684000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 1330560 | 704000 | PRN |  | SOLE | 2 | 704000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 5403510 | 2859000 | PRN |  | SOLE | 3 | 2859000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 1258740 | 666000 | PRN |  | SOLE | 4 | 666000 | 0 | 0 |
| SPHERE ENTERTAINMENT CO | NOTE 3.500%12/0 | 55826TAB8 |  | 39690 | 21000 | PRN |  | SOLE |  | 21000 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 297897 | 218000 | PRN |  | SOLE | 1 | 218000 | 0 | 0 |
| SPOTIFY USA INC | NOTE 3/1 | 84921RAB6 |  | 3514638 | 2572000 | PRN |  | SOLE |  | 2572000 | 0 | 0 |
| STRATEGY INC | NOTE 0.875% 3/1 | 594972AL5 |  | 2255503 | 1438000 | PRN |  | SOLE |  | 1438000 | 0 | 0 |
| STRATEGY INC | SERIES A PERP PF | 594972887 |  | 309361 | 3445 | SH |  | SOLE |  | 3445 | 0 | 0 |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 |  | 309805 | 109000 | PRN |  | SOLE | 1 | 109000 | 0 | 0 |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 |  | 3996205 | 1406000 | PRN |  | SOLE |  | 1406000 | 0 | 0 |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 |  | 1132302 | 1156000 | PRN |  | SOLE | 2 | 1156000 | 0 | 0 |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 |  | 4899459 | 5002000 | PRN |  | SOLE | 3 | 5002000 | 0 | 0 |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 |  | 1039250 | 1061000 | PRN |  | SOLE | 4 | 1061000 | 0 | 0 |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 |  | 535787 | 547000 | PRN |  | SOLE |  | 547000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 426365 | 317000 | PRN |  | SOLE | 2 | 317000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 1860135 | 1383000 | PRN |  | SOLE | 3 | 1383000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 391395 | 291000 | PRN |  | SOLE | 4 | 291000 | 0 | 0 |
| SUNRUN INC | NOTE 4.000% 3/0 | 86771WAD7 |  | 12105 | 9000 | PRN |  | SOLE |  | 9000 | 0 | 0 |
| SUPER MICRO COMPUTER INC | NOTE 3.500% 3/0 | 86800UAB0 |  | 762212 | 748000 | PRN |  | SOLE |  | 748000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 473535 | 507000 | PRN |  | SOLE | 2 | 507000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 1438352 | 1540000 | PRN |  | SOLE | 3 | 1540000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 315690 | 338000 | PRN |  | SOLE | 4 | 338000 | 0 | 0 |
| TELADOC HEALTH INC | NOTE 1.250% 6/0 | 87918AAF2 |  | 10274 | 11000 | PRN |  | SOLE |  | 11000 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 654183 | 1471 | SH |  | SOLE |  | 1471 | 0 | 0 |
| TETRA TECH INC NEW | DBCV 2.250% 8/1 | 88162GAB9 |  | 2523960 | 2337000 | PRN |  | SOLE |  | 2337000 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 |  | 593917 | 466000 | PRN |  | SOLE | 1 | 466000 | 0 | 0 |
| TRIP COM GROUP LTD | NOTE 0.750% 6/1 | 89677QAB3 |  | 5347802 | 4196000 | PRN |  | SOLE |  | 4196000 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 |  | 1545128 | 1549000 | PRN |  | SOLE | 2 | 1549000 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 |  | 4299227 | 4310000 | PRN |  | SOLE | 3 | 4310000 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 |  | 1110218 | 1113000 | PRN |  | SOLE | 4 | 1113000 | 0 | 0 |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 |  | 2518688 | 2525000 | PRN |  | SOLE |  | 2525000 | 0 | 0 |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 |  | 1173228 | 1069000 | PRN |  | SOLE |  | 1069000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 |  | 1339170 | 911000 | PRN |  | SOLE | 1 | 911000 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 |  | 11389518 | 9351000 | PRN |  | SOLE |  | 9351000 | 0 | 0 |
| UBER TECHNOLOGIES INC | COM | 90353T100 |  | 277941 | 2837 | SH |  | SOLE |  | 2837 | 0 | 0 |
| UBER TECHNOLOGIES INC | NOTE 0.875%12/0 | 90353TAM2 |  | 34593510 | 23533000 | PRN |  | SOLE |  | 23533000 | 0 | 0 |
| UGI CORP NEW | NOTE 5.000% 6/0 | 902681AB1 |  | 339994 | 266000 | PRN |  | SOLE |  | 266000 | 0 | 0 |
| UNION PAC CORP | COM | 907818108 |  | 260007 | 1100 | SH |  | SOLE |  | 1100 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 311115 | 901 | SH |  | SOLE |  | 901 | 0 | 0 |
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 |  | 339507 | 357000 | PRN |  | SOLE |  | 357000 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 315214 | 326000 | PRN |  | SOLE | 3 | 326000 | 0 | 0 |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 |  | 168243 | 174000 | PRN |  | SOLE | 4 | 174000 | 0 | 0 |
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 |  | 14060758 | 191407 | SH |  | SOLE |  | 191407 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 |  | 560560 | 520000 | PRN |  | SOLE | 1 | 520000 | 0 | 0 |
| VARONIS SYS INC | NOTE 1.000% 9/1 | 922280AD4 |  | 7197806 | 6677000 | PRN |  | SOLE |  | 6677000 | 0 | 0 |
| VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 |  | 457191 | 354000 | PRN |  | SOLE | 1 | 354000 | 0 | 0 |
| VENTAS RLTY LTD PARTNERSHIP | NOTE 3.750% 6/0 | 92277GAZ0 |  | 15140255 | 11723000 | PRN |  | SOLE |  | 11723000 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 439356 | 1287 | SH |  | SOLE |  | 1287 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 434913 | 4220 | SH |  | SOLE |  | 4220 | 0 | 0 |
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 |  | 1014836 | 666000 | PRN |  | SOLE | 1 | 666000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 1186042 | 572000 | PRN |  | SOLE | 2 | 572000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 4899681 | 2363000 | PRN |  | SOLE | 3 | 2363000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 1084441 | 523000 | PRN |  | SOLE | 4 | 523000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.500%11/1 | 94419LAR2 |  | 33176 | 16000 | PRN |  | SOLE |  | 16000 | 0 | 0 |
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 |  | 11055005 | 7255000 | PRN |  | SOLE |  | 7255000 | 0 | 0 |
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 |  | 628950 | 525000 | PRN |  | SOLE | 1 | 525000 | 0 | 0 |
| WEC ENERGY GROUP INC | NOTE 4.375% 6/0 | 92939UAP1 |  | 16207742 | 13529000 | PRN |  | SOLE |  | 13529000 | 0 | 0 |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 |  | 1297236 | 1050 | SH |  | SOLE | 1 | 1050 | 0 | 0 |
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 |  | 20954691 | 16961 | SH |  | SOLE |  | 16961 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 |  | 340058 | 4057 | SH |  | SOLE |  | 4057 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 1683938 | 525000 | PRN |  | SOLE | 1 | 525000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 1821860 | 568000 | PRN |  | SOLE | 2 | 568000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 9535898 | 2973000 | PRN |  | SOLE | 3 | 2973000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 2206760 | 688000 | PRN |  | SOLE | 4 | 688000 | 0 | 0 |
| WESTERN DIGITAL CORP | NOTE 3.000%11/1 | 958102AT2 |  | 20040460 | 6248000 | PRN |  | SOLE |  | 6248000 | 0 | 0 |
| WISDOMTREE INC | NOTE 3.250% 8/1 | 97717PAH7 |  | 243102 | 186000 | PRN |  | SOLE |  | 186000 | 0 | 0 |
| WORKIVA INC | NOTE 1.250% 8/1 | 98139AAD7 |  | 515155 | 523000 | PRN |  | SOLE |  | 523000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 |  | 399486 | 417000 | PRN |  | SOLE | 2 | 417000 | 0 | 0 |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 |  | 215880 | 224000 | PRN |  | SOLE | 2 | 224000 | 0 | 0 |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 |  | 983025 | 1020000 | PRN |  | SOLE | 3 | 1020000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 |  | 918722 | 959000 | PRN |  | SOLE | 3 | 959000 | 0 | 0 |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 |  | 454092 | 474000 | PRN |  | SOLE | 4 | 474000 | 0 | 0 |
| ZIFF DAVIS INC | DEBT 3.625% 3/0 | 48123VAH5 |  | 287198 | 298000 | PRN |  | SOLE | 4 | 298000 | 0 | 0 |

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