The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 448,345 | 471,000 | PRN | SOLE | 4 | 471,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,077,551 | 1,132,000 | PRN | SOLE | 3 | 1,132,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,161,318 | 1,220,000 | PRN | SOLE | 2 | 1,220,000 | 0 | 0 | |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 216,081 | 227,000 | PRN | SOLE | 227,000 | 0 | 0 | ||
| ABBOTT LABS | COM | 002824100 | 369,386 | 3,814 | SH | SOLE | 3,814 | 0 | 0 | ||
| ABBVIE INC | COM | 00287Y109 | 356,253 | 2,390 | SH | SOLE | 2,390 | 0 | 0 | ||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 252,137 | 821 | SH | SOLE | 821 | 0 | 0 | ||
| ADOBE INC | COM | 00724F101 | 311,549 | 611 | SH | SOLE | 611 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 253,580 | 4,155 | SH | SOLE | 1 | 4,155 | 0 | 0 | |
| AES CORP | UNIT 02/15/2024 | 00130H204 | 2,578,518 | 42,250 | SH | SOLE | 42,250 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 491,812 | 659,000 | PRN | SOLE | 4 | 659,000 | 0 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 867,201 | 1,162,000 | PRN | SOLE | 2 | 1,162,000 | 0 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 520,917 | 698,000 | PRN | SOLE | 1 | 698,000 | 0 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 1,023,924 | 1,372,000 | PRN | SOLE | 3 | 1,372,000 | 0 | 0 | |
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 5,525,605 | 7,404,000 | PRN | SOLE | 7,404,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 691,680 | 786,000 | PRN | SOLE | 2 | 786,000 | 0 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 696,080 | 791,000 | PRN | SOLE | 3 | 791,000 | 0 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 266,640 | 303,000 | PRN | SOLE | 4 | 303,000 | 0 | 0 | |
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 2,415,600 | 2,745,000 | PRN | SOLE | 2,745,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 678,155 | 575,000 | PRN | SOLE | 1 | 575,000 | 0 | 0 | |
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 6,805,138 | 5,770,000 | PRN | SOLE | 5,770,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 3,824,388 | 3,672,000 | PRN | SOLE | 3,672,000 | 0 | 0 | ||
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 369,000 | 400,000 | PRN | SOLE | 1 | 400,000 | 0 | 0 | |
| ALNYLAM PHARMACEUTICALS INC | NOTE 1.000% 9/1 | 02043QAB3 | 4,147,560 | 4,496,000 | PRN | SOLE | 4,496,000 | 0 | 0 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 2,046,912 | 15,642 | SH | SOLE | 15,642 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 773,207 | 807,000 | PRN | SOLE | 1 | 807,000 | 0 | 0 | |
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 8,597,256 | 8,973,000 | PRN | SOLE | 8,973,000 | 0 | 0 | ||
| AMAZON COM INC | COM | 023135106 | 1,613,407 | 12,692 | SH | SOLE | 12,692 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,382,832 | 1,296,000 | PRN | SOLE | 2 | 1,296,000 | 0 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,352,956 | 1,268,000 | PRN | SOLE | 3 | 1,268,000 | 0 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 467,346 | 438,000 | PRN | SOLE | 1 | 438,000 | 0 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 714,890 | 670,000 | PRN | SOLE | 4 | 670,000 | 0 | 0 | |
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 5,884,505 | 5,515,000 | PRN | SOLE | 5,515,000 | 0 | 0 | ||
| AMGEN INC | COM | 031162100 | 392,658 | 1,461 | SH | SOLE | 1,461 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,899,403 | 2,914,000 | PRN | SOLE | 2 | 2,914,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 3,013,827 | 3,029,000 | PRN | SOLE | 3 | 3,029,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 1,445,721 | 1,453,000 | PRN | SOLE | 4 | 1,453,000 | 0 | 0 | |
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 352,227 | 354,000 | PRN | SOLE | 354,000 | 0 | 0 | ||
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 272,685 | 4,976 | SH | SOLE | 4 | 4,976 | 0 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 906,940 | 16,550 | SH | SOLE | 1 | 16,550 | 0 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 628,446 | 11,468 | SH | SOLE | 2 | 11,468 | 0 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 640,338 | 11,685 | SH | SOLE | 3 | 11,685 | 0 | 0 | |
| APOLLO GLOBAL MGMT INC | SER A MAND CNV | 03769M304 | 13,197,265 | 240,826 | SH | SOLE | 240,826 | 0 | 0 | ||
| APPLE INC | COM | 037833100 | 2,741,243 | 16,011 | SH | SOLE | 16,011 | 0 | 0 | ||
| APPLIED MATLS INC | COM | 038222105 | 312,897 | 2,260 | SH | SOLE | 2,260 | 0 | 0 | ||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,144,938 | 10,987,000 | PRN | SOLE | 10,987,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 535,330 | 470,000 | PRN | SOLE | 1 | 470,000 | 0 | 0 | |
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 5,492,258 | 4,822,000 | PRN | SOLE | 4,822,000 | 0 | 0 | ||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 369,563 | 405,000 | PRN | SOLE | 1 | 405,000 | 0 | 0 | |
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 3,743,988 | 4,103,000 | PRN | SOLE | 4,103,000 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 524,453 | 195,000 | PRN | SOLE | 1 | 195,000 | 0 | 0 | |
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 5,502,717 | 2,046,000 | PRN | SOLE | 2,046,000 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 835,488 | 751 | SH | SOLE | 1 | 751 | 0 | 0 | |
| BANK AMERICA CORP | COM | 060505104 | 459,902 | 16,797 | SH | SOLE | 16,797 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 11,467,650 | 10,308 | SH | SOLE | 10,308 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 850,176 | 984,000 | PRN | SOLE | 2 | 984,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 593,475 | 615,000 | PRN | SOLE | 1 | 615,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 865,728 | 1,002,000 | PRN | SOLE | 3 | 1,002,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 350,784 | 406,000 | PRN | SOLE | 4 | 406,000 | 0 | 0 | |
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 136,512 | 158,000 | PRN | SOLE | 158,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 6,816,760 | 7,064,000 | PRN | SOLE | 7,064,000 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 959,121 | 2,738 | SH | SOLE | 2,738 | 0 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 763,800 | 760,000 | PRN | SOLE | 1 | 760,000 | 0 | 0 | |
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 8,689,230 | 8,646,000 | PRN | SOLE | 8,646,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 694,520 | 716,000 | PRN | SOLE | 1 | 716,000 | 0 | 0 | |
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 7,769,700 | 8,010,000 | PRN | SOLE | 8,010,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 139,615 | 186,000 | PRN | SOLE | 4 | 186,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 330,368 | 356,000 | PRN | SOLE | 2 | 356,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 370,845 | 402,000 | PRN | SOLE | 3 | 402,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 179,104 | 193,000 | PRN | SOLE | 4 | 193,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 288,238 | 384,000 | PRN | SOLE | 3 | 384,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 256,712 | 342,000 | PRN | SOLE | 2 | 342,000 | 0 | 0 | |
| BLOCK INC | NOTE 0.250%11/0 | 852234AK9 | 66,055 | 88,000 | PRN | SOLE | 88,000 | 0 | 0 | ||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,021,689 | 1,101,000 | PRN | SOLE | 1,101,000 | 0 | 0 | ||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 411,405 | 379,000 | PRN | SOLE | 379,000 | 0 | 0 | ||
| BOEING CO | COM | 097023105 | 249,951 | 1,304 | SH | SOLE | 1,304 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 749,830 | 449,000 | PRN | SOLE | 1 | 449,000 | 0 | 0 | |
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 30,646,170 | 18,351,000 | PRN | SOLE | 18,351,000 | 0 | 0 | ||
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 341,955 | 459,000 | PRN | SOLE | 4 | 459,000 | 0 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 540,125 | 725,000 | PRN | SOLE | 3 | 725,000 | 0 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 413,475 | 555,000 | PRN | SOLE | 1 | 555,000 | 0 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 536,400 | 720,000 | PRN | SOLE | 2 | 720,000 | 0 | 0 | |
| BRIDGEBIO PHARMA INC | NOTE 2.250% 2/0 | 10806XAD4 | 4,289,710 | 5,758,000 | PRN | SOLE | 5,758,000 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 544,030 | 655 | SH | SOLE | 655 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 434,291 | 448,000 | PRN | SOLE | 448,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 566,184 | 761,000 | PRN | SOLE | 4 | 761,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 999,192 | 1,343,000 | PRN | SOLE | 2 | 1,343,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 628,680 | 845,000 | PRN | SOLE | 1 | 845,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,065,408 | 1,432,000 | PRN | SOLE | 3 | 1,432,000 | 0 | 0 | |
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 7,785,960 | 10,465,000 | PRN | SOLE | 10,465,000 | 0 | 0 | ||
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 313,845 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
| CATERPILLAR INC | COM | 149123101 | 276,003 | 1,011 | SH | SOLE | 1,011 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 1,406,161 | 1,599,000 | PRN | SOLE | 3 | 1,599,000 | 0 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 674,500 | 767,000 | PRN | SOLE | 4 | 767,000 | 0 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 1,352,517 | 1,538,000 | PRN | SOLE | 2 | 1,538,000 | 0 | 0 | |
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 186,433 | 212,000 | PRN | SOLE | 212,000 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 811,406 | 12,165 | SH | SOLE | 1 | 12,165 | 0 | 0 | |
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 8,180,088 | 122,640 | SH | SOLE | 122,640 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 400,731 | 485,000 | PRN | SOLE | 1 | 485,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,232,765 | 1,492,000 | PRN | SOLE | 2 | 1,492,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 607,294 | 735,000 | PRN | SOLE | 4 | 735,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,237,723 | 1,498,000 | PRN | SOLE | 3 | 1,498,000 | 0 | 0 | |
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 4,787,293 | 5,794,000 | PRN | SOLE | 5,794,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 428,823 | 477,000 | PRN | SOLE | 4 | 477,000 | 0 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,085,992 | 1,208,000 | PRN | SOLE | 3 | 1,208,000 | 0 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,146,225 | 1,275,000 | PRN | SOLE | 2 | 1,275,000 | 0 | 0 | |
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 260,710 | 290,000 | PRN | SOLE | 290,000 | 0 | 0 | ||
| CHEVRON CORP NEW | COM | 166764100 | 398,449 | 2,363 | SH | SOLE | 2,363 | 0 | 0 | ||
| CISCO SYS INC | COM | 17275R102 | 436,800 | 8,125 | SH | SOLE | 8,125 | 0 | 0 | ||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 5,329,500 | 6,270,000 | PRN | SOLE | 6,270,000 | 0 | 0 | ||
| CNX RES CORP | NOTE 2.250% 5/0 | 12653CAG3 | 318,208 | 176,000 | PRN | SOLE | 176,000 | 0 | 0 | ||
| COCA COLA CO | COM | 191216100 | 404,064 | 7,218 | SH | SOLE | 7,218 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 170,100 | 280,000 | PRN | SOLE | 4 | 280,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 403,380 | 664,000 | PRN | SOLE | 3 | 664,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 399,128 | 657,000 | PRN | SOLE | 2 | 657,000 | 0 | 0 | |
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 90,518 | 149,000 | PRN | SOLE | 149,000 | 0 | 0 | ||
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 412,830 | 550,000 | PRN | SOLE | 1 | 550,000 | 0 | 0 | |
| COINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | 4,270,163 | 5,689,000 | PRN | SOLE | 5,689,000 | 0 | 0 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 325,943 | 7,351 | SH | SOLE | 7,351 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 6,170,830 | 7,566,000 | PRN | SOLE | 7,566,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 766,360 | 805,000 | PRN | SOLE | 1 | 805,000 | 0 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 529,312 | 556,000 | PRN | SOLE | 2 | 556,000 | 0 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 889,168 | 934,000 | PRN | SOLE | 3 | 934,000 | 0 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 485,520 | 510,000 | PRN | SOLE | 4 | 510,000 | 0 | 0 | |
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 9,642,808 | 10,129,000 | PRN | SOLE | 10,129,000 | 0 | 0 | ||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 525,978 | 931 | SH | SOLE | 931 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 402,223 | 349,000 | PRN | SOLE | 1 | 349,000 | 0 | 0 | |
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 4,335,705 | 3,762,000 | PRN | SOLE | 3,762,000 | 0 | 0 | ||
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 190,823 | 225,000 | PRN | SOLE | 1 | 225,000 | 0 | 0 | |
| CYTOKINETICS INC | NOTE 3.500% 7/0 | 23282WAC4 | 2,806,363 | 3,309,000 | PRN | SOLE | 3,309,000 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 257,176 | 2,393 | SH | SOLE | 2,393 | 0 | 0 | ||
| DANAHER CORPORATION | COM | 235851102 | 373,887 | 1,507 | SH | SOLE | 1,507 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 844,920 | 720,000 | PRN | SOLE | 1 | 720,000 | 0 | 0 | |
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 9,606,271 | 8,186,000 | PRN | SOLE | 8,186,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 1,300,650 | 1,380,000 | PRN | SOLE | 1 | 1,380,000 | 0 | 0 | |
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 14,922,602 | 15,833,000 | PRN | SOLE | 15,833,000 | 0 | 0 | ||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 596,232 | 780,000 | PRN | SOLE | 1 | 780,000 | 0 | 0 | |
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 6,476,761 | 8,473,000 | PRN | SOLE | 8,473,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 483,840 | 504,000 | PRN | SOLE | 2 | 504,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 802,936 | 1,336,000 | PRN | SOLE | 1 | 1,336,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 210,240 | 219,000 | PRN | SOLE | 4 | 219,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 362,880 | 378,000 | PRN | SOLE | 1 | 378,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 544,013 | 815,000 | PRN | SOLE | 1 | 815,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 497,280 | 518,000 | PRN | SOLE | 3 | 518,000 | 0 | 0 | |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 8,634,567 | 14,367,000 | PRN | SOLE | 14,367,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 4,247,040 | 4,424,000 | PRN | SOLE | 4,424,000 | 0 | 0 | ||
| DISH NETWORK CORPORATION | NOTE 12/1 | 25470MAF6 | 6,312,548 | 9,457,000 | PRN | SOLE | 9,457,000 | 0 | 0 | ||
| DISNEY WALT CO | COM | 254687106 | 219,808 | 2,712 | SH | SOLE | 2,712 | 0 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 499,290 | 660,000 | PRN | SOLE | 1 | 660,000 | 0 | 0 | |
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 5,587,509 | 7,386,000 | PRN | SOLE | 7,386,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 653,430 | 690,000 | PRN | SOLE | 1 | 690,000 | 0 | 0 | |
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 7,391,335 | 7,805,000 | PRN | SOLE | 7,805,000 | 0 | 0 | ||
| EATON CORP PLC | SHS | G29183103 | 327,172 | 1,534 | SH | SOLE | 1,534 | 0 | 0 | ||
| ELI LILLY & CO | COM | 532457108 | 400,699 | 746 | SH | SOLE | 746 | 0 | 0 | ||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 376,513 | 455,000 | PRN | SOLE | 455,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 500,037 | 543,000 | PRN | SOLE | 3 | 543,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 197,989 | 215,000 | PRN | SOLE | 4 | 215,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 531,347 | 577,000 | PRN | SOLE | 2 | 577,000 | 0 | 0 | |
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 822,345 | 893,000 | PRN | SOLE | 893,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 331,613 | 239,000 | PRN | SOLE | 239,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 718,880 | 259,000 | PRN | SOLE | 1 | 259,000 | 0 | 0 | |
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 9,051,232 | 3,261,000 | PRN | SOLE | 3,261,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 295,365 | 291,000 | PRN | SOLE | 291,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 290,400 | 363,000 | PRN | SOLE | 363,000 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 6,095,906 | 6,635,000 | PRN | SOLE | 6,635,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 921,791 | 1,068,000 | PRN | SOLE | 1 | 1,068,000 | 0 | 0 | |
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 10,764,583 | 12,472,000 | PRN | SOLE | 12,472,000 | 0 | 0 | ||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 8,120,674 | 9,347,000 | PRN | SOLE | 9,347,000 | 0 | 0 | ||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 6,624,418 | 140,229 | SH | SOLE | 140,229 | 0 | 0 | ||
| FIRST TR EXCHNG TRADED FD VI | CBOE VEST US EQ | 33740F755 | 4,513,017 | 184,280 | SH | SOLE | 184,280 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 485,160 | 520,000 | PRN | SOLE | 520,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 869,513 | 885,000 | PRN | SOLE | 1 | 885,000 | 0 | 0 | |
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 16,332,098 | 16,623,000 | PRN | SOLE | 16,623,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 454,044 | 482,000 | PRN | SOLE | 4 | 482,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,041,852 | 1,106,000 | PRN | SOLE | 2 | 1,106,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,076,706 | 1,143,000 | PRN | SOLE | 3 | 1,143,000 | 0 | 0 | |
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 335,352 | 356,000 | PRN | SOLE | 356,000 | 0 | 0 | ||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 379,500 | 552,000 | PRN | SOLE | 552,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,194,548 | 1,377,000 | PRN | SOLE | 3 | 1,377,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,395,808 | 1,609,000 | PRN | SOLE | 2 | 1,609,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 654,963 | 755,000 | PRN | SOLE | 4 | 755,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 494,475 | 570,000 | PRN | SOLE | 1 | 570,000 | 0 | 0 | |
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 5,691,668 | 6,561,000 | PRN | SOLE | 6,561,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,153,475 | 1,367,000 | PRN | SOLE | 2 | 1,367,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 882,394 | 945,000 | PRN | SOLE | 1 | 945,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 491,092 | 582,000 | PRN | SOLE | 4 | 582,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,157,694 | 1,372,000 | PRN | SOLE | 3 | 1,372,000 | 0 | 0 | |
| HALOZYME THERAPEUTICS INC | NOTE 1.000% 8/1 | 40637HAF6 | 9,216,113 | 9,870,000 | PRN | SOLE | 9,870,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,059,813 | 1,256,000 | PRN | SOLE | 1,256,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 1,011,654 | 588,000 | PRN | SOLE | 3 | 588,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 731,213 | 425,000 | PRN | SOLE | 1 | 425,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 839,604 | 488,000 | PRN | SOLE | 2 | 488,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 430,125 | 250,000 | PRN | SOLE | 4 | 250,000 | 0 | 0 | |
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 7,867,847 | 4,573,000 | PRN | SOLE | 4,573,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,168,272 | 1,197,000 | PRN | SOLE | 3 | 1,197,000 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 460,672 | 472,000 | PRN | SOLE | 4 | 472,000 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,121,424 | 1,149,000 | PRN | SOLE | 2 | 1,149,000 | 0 | 0 | |
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 177,632 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | 351,714 | 1,164 | SH | SOLE | 1,164 | 0 | 0 | ||
| HONEYWELL INTL INC | COM | 438516106 | 238,684 | 1,292 | SH | SOLE | 1,292 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 678,942 | 381,000 | PRN | SOLE | 1 | 381,000 | 0 | 0 | |
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 7,124,436 | 3,998,000 | PRN | SOLE | 3,998,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 970,920 | 1,044,000 | PRN | SOLE | 3 | 1,044,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 402,690 | 433,000 | PRN | SOLE | 4 | 433,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 962,550 | 1,035,000 | PRN | SOLE | 2 | 1,035,000 | 0 | 0 | |
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 221,340 | 238,000 | PRN | SOLE | 238,000 | 0 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 419,625 | 450,000 | PRN | SOLE | 1 | 450,000 | 0 | 0 | |
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 5,075,598 | 5,443,000 | PRN | SOLE | 5,443,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 345,893 | 399,000 | PRN | SOLE | 1 | 399,000 | 0 | 0 | |
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 3,489,273 | 4,025,000 | PRN | SOLE | 4,025,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.125% 3/1 | 45781MAD3 | 676,650 | 825,000 | PRN | SOLE | 825,000 | 0 | 0 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 1,508,580 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 629,920 | 635,000 | PRN | SOLE | 1 | 635,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 409,696 | 413,000 | PRN | SOLE | 2 | 413,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 924,544 | 932,000 | PRN | SOLE | 3 | 932,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 457,312 | 461,000 | PRN | SOLE | 4 | 461,000 | 0 | 0 | |
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 6,828,928 | 6,884,000 | PRN | SOLE | 6,884,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 518,340 | 530,000 | PRN | SOLE | 1 | 530,000 | 0 | 0 | |
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 5,307,606 | 5,427,000 | PRN | SOLE | 5,427,000 | 0 | 0 | ||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 478,800 | 525,000 | PRN | SOLE | 525,000 | 0 | 0 | ||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 347,223 | 3,156 | SH | SOLE | 3,156 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 449,190 | 460,000 | PRN | SOLE | 460,000 | 0 | 0 | ||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 4,128,766 | 86,757 | SH | SOLE | 86,757 | 0 | 0 | ||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 610,316 | 4,020 | SH | SOLE | 4,020 | 0 | 0 | ||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 82,823,305 | 192,868 | SH | SOLE | 192,868 | 0 | 0 | ||
| ISHARES TR | 7-10 YR TRSY BD | 464287440 | 19,705,314 | 215,147 | SH | SOLE | 215,147 | 0 | 0 | ||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 381,144 | 4,053 | SH | SOLE | 4,053 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 477,357 | 6,109 | SH | SOLE | 6,109 | 0 | 0 | ||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 10,218,254 | 200,791 | SH | SOLE | 200,791 | 0 | 0 | ||
| ISHARES TR | RUS 2000 VAL ETF | 464287630 | 2,634,414 | 19,435 | SH | SOLE | 19,435 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 7,942,563 | 77,853 | SH | SOLE | 77,853 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 436,880 | 508,000 | PRN | SOLE | 4 | 508,000 | 0 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 473,000 | 550,000 | PRN | SOLE | 1 | 550,000 | 0 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 429,140 | 499,000 | PRN | SOLE | 2 | 499,000 | 0 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 679,400 | 790,000 | PRN | SOLE | 3 | 790,000 | 0 | 0 | |
| ITRON INC | NOTE 3/1 | 465741AN6 | 5,086,900 | 5,915,000 | PRN | SOLE | 5,915,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 231,150 | 276,000 | PRN | SOLE | 4 | 276,000 | 0 | 0 | |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 593,788 | 709,000 | PRN | SOLE | 2 | 709,000 | 0 | 0 | |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 546,888 | 653,000 | PRN | SOLE | 3 | 653,000 | 0 | 0 | |
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 93,800 | 112,000 | PRN | SOLE | 112,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 873,895 | 907,000 | PRN | SOLE | 3 | 907,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 739,968 | 768,000 | PRN | SOLE | 2 | 768,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 607,821 | 597,000 | PRN | SOLE | 1 | 597,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 359,386 | 373,000 | PRN | SOLE | 4 | 373,000 | 0 | 0 | |
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 7,906,759 | 7,766,000 | PRN | SOLE | 7,766,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 194,627 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 499,423 | 646,000 | PRN | SOLE | 1 | 646,000 | 0 | 0 | |
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 5,048,343 | 6,530,000 | PRN | SOLE | 6,530,000 | 0 | 0 | ||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 7,865,793 | 8,769,000 | PRN | SOLE | 8,769,000 | 0 | 0 | ||
| JOHNSON & JOHNSON | COM | 478160104 | 649,010 | 4,167 | SH | SOLE | 4,167 | 0 | 0 | ||
| JPMORGAN CHASE & CO | COM | 46625H100 | 620,541 | 4,279 | SH | SOLE | 4,279 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 684,344 | 705,000 | PRN | SOLE | 2 | 705,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 697,933 | 719,000 | PRN | SOLE | 3 | 719,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 257,236 | 265,000 | PRN | SOLE | 4 | 265,000 | 0 | 0 | |
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 124,250 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 232,551 | 99,000 | PRN | SOLE | 1 | 99,000 | 0 | 0 | |
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 5,731,560 | 2,440,000 | PRN | SOLE | 2,440,000 | 0 | 0 | ||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,049,582 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | ||
| KKR & CO INC | COM | 48251W104 | 231,986 | 3,766 | SH | SOLE | 3,766 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,450,575 | 1,842,000 | PRN | SOLE | 2 | 1,842,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,508,063 | 1,915,000 | PRN | SOLE | 3 | 1,915,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 409,500 | 520,000 | PRN | SOLE | 1 | 520,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 722,925 | 918,000 | PRN | SOLE | 4 | 918,000 | 0 | 0 | |
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 5,511,713 | 6,999,000 | PRN | SOLE | 6,999,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 637,315 | 655,000 | PRN | SOLE | 1 | 655,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DEL | NOTE 2.250% 8/1 | 531229AQ5 | 7,883,246 | 8,102,000 | PRN | SOLE | 8,102,000 | 0 | 0 | ||
| LIBERTY MEDIA CORP DEL | COM LBTY ONE S C | 531229755 | 221,601 | 3,557 | SH | SOLE | 3,557 | 0 | 0 | ||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 387,016 | 380,000 | PRN | SOLE | 380,000 | 0 | 0 | ||
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 353,058 | 163,000 | PRN | SOLE | 1 | 163,000 | 0 | 0 | |
| LIVENT CORP | NOTE 4.125% 7/1 | 53814LAB4 | 3,684,366 | 1,701,000 | PRN | SOLE | 1,701,000 | 0 | 0 | ||
| LOEWS CORP | COM | 540424108 | 837,718 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 999,734 | 1,193,000 | PRN | SOLE | 2 | 1,193,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 951,968 | 1,136,000 | PRN | SOLE | 3 | 1,136,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 424,866 | 507,000 | PRN | SOLE | 4 | 507,000 | 0 | 0 | |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,015,656 | 1,212,000 | PRN | SOLE | 1,212,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 1,316,008 | 1,432,000 | PRN | SOLE | 3 | 1,432,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 622,163 | 677,000 | PRN | SOLE | 4 | 677,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 1,278,329 | 1,391,000 | PRN | SOLE | 2 | 1,391,000 | 0 | 0 | |
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 275,700 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 522,560 | 460,000 | PRN | SOLE | 1 | 460,000 | 0 | 0 | |
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 5,778,832 | 5,087,000 | PRN | SOLE | 5,087,000 | 0 | 0 | ||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 400,661 | 1,012 | SH | SOLE | 1,012 | 0 | 0 | ||
| MCDONALDS CORP | COM | 580135101 | 386,993 | 1,469 | SH | SOLE | 1,469 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 29,055 | 10,000 | PRN | SOLE | 10,000 | 0 | 0 | ||
| MERCK & CO INC | COM | 58933Y105 | 444,332 | 4,316 | SH | SOLE | 4,316 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 558,245 | 622,000 | PRN | SOLE | 2 | 622,000 | 0 | 0 | |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 210,015 | 234,000 | PRN | SOLE | 4 | 234,000 | 0 | 0 | |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 446,058 | 497,000 | PRN | SOLE | 3 | 497,000 | 0 | 0 | |
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 131,933 | 147,000 | PRN | SOLE | 147,000 | 0 | 0 | ||
| META PLATFORMS INC | CL A | 30303M102 | 1,149,204 | 3,828 | SH | SOLE | 3,828 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 3,010,242 | 3,033,000 | PRN | SOLE | 3 | 3,033,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 1,443,090 | 1,454,000 | PRN | SOLE | 4 | 1,454,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,832,585 | 2,854,000 | PRN | SOLE | 2 | 2,854,000 | 0 | 0 | |
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 405,931 | 409,000 | PRN | SOLE | 409,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 792,750 | 755,000 | PRN | SOLE | 1 | 755,000 | 0 | 0 | |
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 9,527,700 | 9,074,000 | PRN | SOLE | 9,074,000 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 3,699,959 | 11,718 | SH | SOLE | 11,718 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 444,512 | 413,000 | PRN | SOLE | 1 | 413,000 | 0 | 0 | |
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 367,646 | 528,000 | PRN | SOLE | 1 | 528,000 | 0 | 0 | |
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 5,271,717 | 4,898,000 | PRN | SOLE | 4,898,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 2/1 | 594972AE1 | 3,864,465 | 5,550,000 | PRN | SOLE | 5,550,000 | 0 | 0 | ||
| MIDDLEBY CORP | NOTE 1.000% 9/0 | 596278AB7 | 896,720 | 801,000 | PRN | SOLE | 801,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 609,000 | 700,000 | PRN | SOLE | 3 | 700,000 | 0 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 717,750 | 825,000 | PRN | SOLE | 2 | 825,000 | 0 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 327,990 | 377,000 | PRN | SOLE | 4 | 377,000 | 0 | 0 | |
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 85,260 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 863,045 | 505,000 | PRN | SOLE | 1 | 505,000 | 0 | 0 | |
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 9,838,713 | 5,757,000 | PRN | SOLE | 5,757,000 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 408,653 | 309,000 | PRN | SOLE | 1 | 309,000 | 0 | 0 | |
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 4,097,105 | 3,098,000 | PRN | SOLE | 3,098,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 494,063 | 425,000 | PRN | SOLE | 1 | 425,000 | 0 | 0 | |
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 517,188 | 625,000 | PRN | SOLE | 1 | 625,000 | 0 | 0 | |
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 4,566,300 | 3,928,000 | PRN | SOLE | 3,928,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 6,706,060 | 8,104,000 | PRN | SOLE | 8,104,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 311,535 | 210,000 | PRN | SOLE | 1 | 210,000 | 0 | 0 | |
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 3,094,581 | 2,086,000 | PRN | SOLE | 2,086,000 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 893,425 | 24,471 | SH | SOLE | 3 | 24,471 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 371,047 | 10,163 | SH | SOLE | 4 | 10,163 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 869,804 | 23,824 | SH | SOLE | 2 | 23,824 | 0 | 0 | |
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 234,829 | 6,432 | SH | SOLE | 6,432 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 595,841 | 15,830 | SH | SOLE | 1 | 15,830 | 0 | 0 | |
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 8,027,859 | 213,280 | SH | SOLE | 213,280 | 0 | 0 | ||
| NICE LTD | NOTE 9/1 | 653656AB4 | 31,500 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 844,284 | 798,000 | PRN | SOLE | 2 | 798,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 325,864 | 308,000 | PRN | SOLE | 4 | 308,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 845,342 | 799,000 | PRN | SOLE | 3 | 799,000 | 0 | 0 | |
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 100,510 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 307,913 | 345,000 | PRN | SOLE | 1 | 345,000 | 0 | 0 | |
| NUTANIX INC | NOTE 0.250%10/0 | 67059NAH1 | 3,552,150 | 3,980,000 | PRN | SOLE | 3,980,000 | 0 | 0 | ||
| NVIDIA CORPORATION | COM | 67066G104 | 1,487,666 | 3,420 | SH | SOLE | 3,420 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 939,600 | 522,000 | PRN | SOLE | 522,000 | 0 | 0 | ||
| ORACLE CORP | COM | 68389X105 | 387,561 | 3,659 | SH | SOLE | 3,659 | 0 | 0 | ||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 269,813 | 300,000 | PRN | SOLE | 300,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 1,879,689 | 798,000 | PRN | SOLE | 1 | 798,000 | 0 | 0 | |
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 21,484,516 | 9,121,000 | PRN | SOLE | 9,121,000 | 0 | 0 | ||
| PARKER-HANNIFIN CORP | COM | 701094104 | 215,794 | 554 | SH | SOLE | 554 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 526,843 | 415,000 | PRN | SOLE | 1 | 415,000 | 0 | 0 | |
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 8,313,956 | 6,549,000 | PRN | SOLE | 6,549,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 335,886 | 356,000 | PRN | SOLE | 4 | 356,000 | 0 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 757,631 | 803,000 | PRN | SOLE | 3 | 803,000 | 0 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 417,971 | 443,000 | PRN | SOLE | 1 | 443,000 | 0 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 793,484 | 841,000 | PRN | SOLE | 2 | 841,000 | 0 | 0 | |
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 4,155,174 | 4,404,000 | PRN | SOLE | 4,404,000 | 0 | 0 | ||
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 1,173,697 | 1,190,000 | PRN | SOLE | 2 | 1,190,000 | 0 | 0 | |
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 1,117,478 | 1,133,000 | PRN | SOLE | 3 | 1,133,000 | 0 | 0 | |
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 499,068 | 506,000 | PRN | SOLE | 4 | 506,000 | 0 | 0 | |
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 168,657 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
| PEABODY ENGR CORP | NOTE 3.250% 3/0 | 704551AD2 | 230,648 | 153,000 | PRN | SOLE | 153,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,218,389 | 1,469,000 | PRN | SOLE | 2 | 1,469,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 780,465 | 941,000 | PRN | SOLE | 4 | 941,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,314,599 | 1,585,000 | PRN | SOLE | 3 | 1,585,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 424,653 | 512,000 | PRN | SOLE | 1 | 512,000 | 0 | 0 | |
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 4,723,433 | 5,695,000 | PRN | SOLE | 5,695,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,047,500 | 2,100,000 | PRN | SOLE | 2 | 2,100,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,126,475 | 2,181,000 | PRN | SOLE | 3 | 2,181,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 892,125 | 915,000 | PRN | SOLE | 4 | 915,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 819,418 | 913,000 | PRN | SOLE | 3 | 913,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 14,360 | 16,000 | PRN | SOLE | 16,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 491,830 | 548,000 | PRN | SOLE | 4 | 548,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 828,393 | 923,000 | PRN | SOLE | 2 | 923,000 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 5,477,550 | 5,618,000 | PRN | SOLE | 5,618,000 | 0 | 0 | ||
| PEPSICO INC | COM | 713448108 | 421,058 | 2,485 | SH | SOLE | 2,485 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,014,446 | 1,266,000 | PRN | SOLE | 2 | 1,266,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 600,174 | 749,000 | PRN | SOLE | 4 | 749,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 424,689 | 530,000 | PRN | SOLE | 1 | 530,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,187,527 | 1,482,000 | PRN | SOLE | 3 | 1,482,000 | 0 | 0 | |
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 5,377,524 | 6,711,000 | PRN | SOLE | 6,711,000 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 453,799 | 13,681 | SH | SOLE | 13,681 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 987,108 | 403,000 | PRN | SOLE | 1 | 403,000 | 0 | 0 | |
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 33,088,945 | 13,509,000 | PRN | SOLE | 13,509,000 | 0 | 0 | ||
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 520,538 | 525,000 | PRN | SOLE | 1 | 525,000 | 0 | 0 | |
| POST HLDGS INC | NOTE 2.500% 8/1 | 737446AT1 | 5,951,975 | 6,003,000 | PRN | SOLE | 6,003,000 | 0 | 0 | ||
| PROCTER AND GAMBLE CO | COM | 742718109 | 717,631 | 4,920 | SH | SOLE | 4,920 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 640,244 | 25,457 | SH | SOLE | 3 | 25,457 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 241,214 | 9,591 | SH | SOLE | 4 | 9,591 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 678,119 | 26,963 | SH | SOLE | 2 | 26,963 | 0 | 0 | |
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 75,173 | 2,989 | SH | SOLE | 2,989 | 0 | 0 | ||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 3,377,300 | 3,406,000 | PRN | SOLE | 3,406,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 176,996 | 203,000 | PRN | SOLE | 4 | 203,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 372,301 | 427,000 | PRN | SOLE | 3 | 427,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 313,012 | 359,000 | PRN | SOLE | 2 | 359,000 | 0 | 0 | |
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 9,591 | 11,000 | PRN | SOLE | 11,000 | 0 | 0 | ||
| RAPID7 INC | NOTE 0.250% 3/1 | 753422AF1 | 402,085 | 472,000 | PRN | SOLE | 472,000 | 0 | 0 | ||
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 223,297 | 2,025 | SH | SOLE | 1 | 2,025 | 0 | 0 | |
| RBC BEARINGS INC | 5% CNV PFD SR A | 75524B203 | 2,461,226 | 22,320 | SH | SOLE | 22,320 | 0 | 0 | ||
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 574,560 | 756,000 | PRN | SOLE | 3 | 756,000 | 0 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 540,360 | 711,000 | PRN | SOLE | 2 | 711,000 | 0 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 275,120 | 362,000 | PRN | SOLE | 4 | 362,000 | 0 | 0 | |
| REALOGY GRP LLC/REALOGY CO | NOTE 0.250% 6/1 | 75606DAP6 | 129,960 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,469,025 | 1,499,000 | PRN | SOLE | 3 | 1,499,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,339,664 | 1,367,000 | PRN | SOLE | 2 | 1,367,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 561,542 | 573,000 | PRN | SOLE | 4 | 573,000 | 0 | 0 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 99,960 | 102,000 | PRN | SOLE | 102,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 348,045 | 433,000 | PRN | SOLE | 1 | 433,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 230,691 | 287,000 | PRN | SOLE | 4 | 287,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 467,008 | 581,000 | PRN | SOLE | 3 | 581,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 413,957 | 515,000 | PRN | SOLE | 2 | 515,000 | 0 | 0 | |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 4,068,032 | 5,061,000 | PRN | SOLE | 5,061,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 590,593 | 702,000 | PRN | SOLE | 702,000 | 0 | 0 | ||
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 802,401 | 407,000 | PRN | SOLE | 4 | 407,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,176,986 | 597,000 | PRN | SOLE | 2 | 597,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,007,437 | 511,000 | PRN | SOLE | 1 | 511,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 1,340,620 | 680,000 | PRN | SOLE | 3 | 680,000 | 0 | 0 | |
| ROYAL CARIBBEAN GROUP | NOTE 6.000% 8/1 | 780153BQ4 | 11,363,726 | 5,764,000 | PRN | SOLE | 5,764,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 754,169 | 815,000 | PRN | SOLE | 4 | 815,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 992,911 | 1,073,000 | PRN | SOLE | 2 | 1,073,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 734,736 | 794,000 | PRN | SOLE | 3 | 794,000 | 0 | 0 | |
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 294,265 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | ||
| SALESFORCE INC | COM | 79466L302 | 311,065 | 1,534 | SH | SOLE | 1,534 | 0 | 0 | ||
| SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 542,813 | 486,000 | PRN | SOLE | 1 | 486,000 | 0 | 0 | |
| SAREPTA THERAPEUTICS INC | NOTE 1.250% 9/1 | 803607AD2 | 5,580,032 | 4,995,998 | PRN | SOLE | 4,995,998 | 0 | 0 | ||
| SCHLUMBERGER LTD | COM STK | 806857108 | 349,275 | 5,991 | SH | SOLE | 5,991 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,213,251 | 20,588 | SH | SOLE | 20,588 | 0 | 0 | ||
| SERVICENOW INC | COM | 81762P102 | 206,815 | 370 | SH | SOLE | 370 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,072,560 | 1,090,000 | PRN | SOLE | 1 | 1,090,000 | 0 | 0 | |
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 13,407,984 | 13,626,000 | PRN | SOLE | 13,626,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 1,002,573 | 1,353,000 | PRN | SOLE | 2 | 1,353,000 | 0 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 426,075 | 575,000 | PRN | SOLE | 4 | 575,000 | 0 | 0 | |
| SNAP INC | NOTE 5/0 | 83304AAF3 | 1,006,278 | 1,358,000 | PRN | SOLE | 3 | 1,358,000 | 0 | 0 | |
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 1,839,630 | 2,670,000 | PRN | SOLE | 1 | 2,670,000 | 0 | 0 | |
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 595,680 | 680,000 | PRN | SOLE | 680,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 18,611,957 | 27,013,000 | PRN | SOLE | 27,013,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 158,574 | 214,000 | PRN | SOLE | 214,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 739,739 | 739,000 | PRN | SOLE | 1 | 739,000 | 0 | 0 | |
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 27,050,023 | 27,023,000 | PRN | SOLE | 27,023,000 | 0 | 0 | ||
| SPDR SER TR | BLOOMBERG 1-3 MO | 78468R663 | 7,656,043 | 83,381 | SH | SOLE | 83,381 | 0 | 0 | ||
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 5,036,998 | 74,292 | SH | SOLE | 74,292 | 0 | 0 | ||
| SPDR SER TR | S&P METALS MNG | 78464A755 | 4,210,395 | 80,198 | SH | SOLE | 80,198 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 586,208 | 705,000 | PRN | SOLE | 4 | 705,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,074,298 | 1,292,000 | PRN | SOLE | 3 | 1,292,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,098,412 | 1,321,000 | PRN | SOLE | 2 | 1,321,000 | 0 | 0 | |
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 192,908 | 232,000 | PRN | SOLE | 232,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 551,513 | 525,000 | PRN | SOLE | 1 | 525,000 | 0 | 0 | |
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 5,452,095 | 5,190,000 | PRN | SOLE | 5,190,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,202,040 | 1,431,000 | PRN | SOLE | 3 | 1,431,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 524,160 | 624,000 | PRN | SOLE | 4 | 624,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 483,000 | 575,000 | PRN | SOLE | 1 | 575,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,229,760 | 1,464,000 | PRN | SOLE | 2 | 1,464,000 | 0 | 0 | |
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 5,657,400 | 6,735,000 | PRN | SOLE | 6,735,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 321,998 | 524,000 | PRN | SOLE | 1 | 524,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 441,483 | 685,000 | PRN | SOLE | 4 | 685,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 528,470 | 860,000 | PRN | SOLE | 2 | 860,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 197,255 | 321,000 | PRN | SOLE | 4 | 321,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 661,902 | 1,027,000 | PRN | SOLE | 2 | 1,027,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 503,276 | 819,000 | PRN | SOLE | 3 | 819,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 646,434 | 1,003,000 | PRN | SOLE | 3 | 1,003,000 | 0 | 0 | |
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 183,683 | 285,000 | PRN | SOLE | 285,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 2.625% 2/1 | 86745KAH7 | 3,278,972 | 5,336,000 | PRN | SOLE | 5,336,000 | 0 | 0 | ||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 238,933 | 5,513 | SH | SOLE | 5,513 | 0 | 0 | ||
| TESLA INC | COM | 88160R101 | 559,242 | 2,235 | SH | SOLE | 2,235 | 0 | 0 | ||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 294,085 | 581 | SH | SOLE | 581 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 917,453 | 512,000 | PRN | SOLE | 1 | 512,000 | 0 | 0 | |
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 9,219,326 | 5,145,000 | PRN | SOLE | 5,145,000 | 0 | 0 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 117,920 | 14,363 | SH | SOLE | 14,363 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,781,120 | 1,936,000 | PRN | SOLE | 3 | 1,936,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 852,840 | 927,000 | PRN | SOLE | 4 | 927,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,688,200 | 1,835,000 | PRN | SOLE | 2 | 1,835,000 | 0 | 0 | |
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 277,840 | 302,000 | PRN | SOLE | 302,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 362,063 | 375,000 | PRN | SOLE | 1 | 375,000 | 0 | 0 | |
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 7,163,045 | 7,419,000 | PRN | SOLE | 7,419,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,492,666 | 1,600,000 | PRN | SOLE | 1 | 1,600,000 | 0 | 0 | |
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 16,322,303 | 17,496,000 | PRN | SOLE | 17,496,000 | 0 | 0 | ||
| UNION PAC CORP | COM | 907818108 | 409,704 | 2,012 | SH | SOLE | 2,012 | 0 | 0 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 757,293 | 1,502 | SH | SOLE | 1,502 | 0 | 0 | ||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 577,004 | 729,000 | PRN | SOLE | 729,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 598,526 | 906,000 | PRN | SOLE | 4 | 906,000 | 0 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 623,630 | 944,000 | PRN | SOLE | 1 | 944,000 | 0 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 990,277 | 1,499,000 | PRN | SOLE | 2 | 1,499,000 | 0 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 1,250,563 | 1,893,000 | PRN | SOLE | 3 | 1,893,000 | 0 | 0 | |
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 6,590,395 | 9,976,000 | PRN | SOLE | 9,976,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 510,365 | 622,000 | PRN | SOLE | 4 | 622,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,345,657 | 1,640,000 | PRN | SOLE | 3 | 1,640,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,229,143 | 1,498,000 | PRN | SOLE | 2 | 1,498,000 | 0 | 0 | |
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 196,925 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | ||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 513,920 | 584,000 | PRN | SOLE | 584,000 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 211,715 | 1,494 | SH | SOLE | 1,494 | 0 | 0 | ||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 18,935,965 | 353,811 | SH | SOLE | 353,811 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 940,833 | 1,102,000 | PRN | SOLE | 2 | 1,102,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 964,738 | 1,130,000 | PRN | SOLE | 3 | 1,130,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 384,188 | 450,000 | PRN | SOLE | 4 | 450,000 | 0 | 0 | |
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 147,699 | 173,000 | PRN | SOLE | 173,000 | 0 | 0 | ||
| VISA INC | COM CL A | 92826C839 | 514,992 | 2,239 | SH | SOLE | 2,239 | 0 | 0 | ||
| WALMART INC | COM | 931142103 | 233,338 | 1,459 | SH | SOLE | 1,459 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 658,088 | 805,000 | PRN | SOLE | 1 | 805,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 344,168 | 421,000 | PRN | SOLE | 4 | 421,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 829,763 | 1,015,000 | PRN | SOLE | 3 | 1,015,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 788,620 | 655,000 | PRN | SOLE | 1 | 655,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 841,208 | 1,029,000 | PRN | SOLE | 2 | 1,029,000 | 0 | 0 | |
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 7,906,860 | 9,672,000 | PRN | SOLE | 9,672,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 3.250% 9/1 | 94419LAP6 | 8,120,980 | 6,745,000 | PRN | SOLE | 6,745,000 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 1,774,438 | 1,595 | SH | SOLE | 1 | 1,595 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 283,078 | 6,928 | SH | SOLE | 6,928 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 21,669,275 | 19,478 | SH | SOLE | 19,478 | 0 | 0 | ||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 14,716,493 | 14,971,000 | PRN | SOLE | 14,971,000 | 0 | 0 | ||
| WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | 4,030,907 | 45,676 | SH | SOLE | 45,676 | 0 | 0 | ||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 578,966 | 859,000 | PRN | SOLE | 859,000 | 0 | 0 | ||
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 435,843 | 474,000 | PRN | SOLE | 4 | 474,000 | 0 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 521,357 | 567,000 | PRN | SOLE | 2 | 567,000 | 0 | 0 | |
| ZIFF DAVIS INC | NOTE 1.750%11/0 | 48123VAE2 | 881,801 | 959,000 | PRN | SOLE | 3 | 959,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,011,103 | 985,000 | PRN | SOLE | 1 | 985,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 357,450 | 300,000 | PRN | SOLE | 1 | 300,000 | 0 | 0 | |
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 3,605,479 | 3,026,000 | PRN | SOLE | 3,026,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 11,341,798 | 11,049,000 | PRN | SOLE | 11,049,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 624,520 | 520,000 | PRN | SOLE | 1 | 520,000 | 0 | 0 | |
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 6,708,786 | 5,586,000 | PRN | SOLE | 5,586,000 | 0 | 0 | ||