The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 447,422 | 471,000 | PRN | SOLE | 4 | 471,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,158,926 | 1,220,000 | PRN | SOLE | 2 | 1,220,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 1,075,332 | 1,132,000 | PRN | SOLE | 3 | 1,132,000 | 0 | 0 | ||
| 8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 215,636 | 227,000 | PRN | SOLE | 227,000 | 0 | 0 | |||
| ABBOTT LABS | COM | 002824100 | 418,527 | 3,839 | SH | SOLE | 3,839 | 0 | 0 | |||
| ABBVIE INC | COM | 00287Y109 | 326,045 | 2,420 | SH | SOLE | 2,420 | 0 | 0 | |||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 256,431 | 831 | SH | SOLE | 831 | 0 | 0 | |||
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 301,219 | 616 | SH | SOLE | 616 | 0 | 0 | |||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 337,718 | 4,155 | SH | SOLE | 1 | 4,155 | 0 | 0 | ||
| AES CORP | UNIT 02/15/2024 | 00130H204 | 3,624,684 | 44,595 | SH | SOLE | 44,595 | 0 | 0 | |||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 426,622 | 578,000 | PRN | SOLE | 2 | 578,000 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 166,073 | 225,000 | PRN | SOLE | 4 | 225,000 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 515,194 | 698,000 | PRN | SOLE | 1 | 698,000 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 419,241 | 568,000 | PRN | SOLE | 3 | 568,000 | 0 | 0 | ||
| AFFIRM HLDGS INC | NOTE 11/1 | 00827BAB2 | 5,694,442 | 7,715,000 | PRN | SOLE | 7,715,000 | 0 | 0 | |||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 1,272,376 | 1,347,000 | PRN | SOLE | 2 | 1,347,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 491,192 | 520,000 | PRN | SOLE | 4 | 520,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 1,278,044 | 1,353,000 | PRN | SOLE | 3 | 1,353,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 617,768 | 654,000 | PRN | SOLE | 1 | 654,000 | 0 | 0 | ||
| AIR TRANS SVCS GROUP INC | NOTE 1.125%10/1 | 00922RAB1 | 6,639,593 | 7,029,000 | PRN | SOLE | 7,029,000 | 0 | 0 | |||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 264,216 | 303,000 | PRN | SOLE | 4 | 303,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 689,752 | 791,000 | PRN | SOLE | 3 | 791,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 685,392 | 786,000 | PRN | SOLE | 2 | 786,000 | 0 | 0 | ||
| AIRBNB INC | NOTE 3/1 | 009066AB7 | 2,881,088 | 3,304,000 | PRN | SOLE | 3,304,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 613,452 | 575,000 | PRN | SOLE | 1 | 575,000 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 6,586,877 | 6,174,000 | PRN | SOLE | 6,174,000 | 0 | 0 | |||
| AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 2,295,564 | 2,377,000 | PRN | SOLE | 2,377,000 | 0 | 0 | |||
| ALPHABET INC | CAP STK CL A | 02079K305 | 1,891,500 | 15,802 | SH | SOLE | 15,802 | 0 | 0 | |||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 773,559 | 667,000 | PRN | SOLE | 1 | 667,000 | 0 | 0 | ||
| ALPHATEC HLDGS INC | NOTE 0.750% 8/0 | 02081GAB8 | 8,228,491 | 7,095,000 | PRN | SOLE | 7,095,000 | 0 | 0 | |||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 546,925 | 655,000 | PRN | SOLE | 1 | 655,000 | 0 | 0 | ||
| ALTERYX INC | NOTE 1.000% 8/0 | 02156BAF0 | 3,203,060 | 3,836,000 | PRN | SOLE | 3,836,000 | 0 | 0 | |||
| AMAZON COM INC | COM | 023135106 | 1,674,736 | 12,847 | SH | SOLE | 12,847 | 0 | 0 | |||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,624,308 | 1,268,000 | PRN | SOLE | 3 | 1,268,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 1,660,176 | 1,296,000 | PRN | SOLE | 2 | 1,296,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 858,270 | 670,000 | PRN | SOLE | 4 | 670,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 736,575 | 575,000 | PRN | SOLE | 1 | 575,000 | 0 | 0 | ||
| AMERICAN AIRLINES GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 8,318,814 | 6,494,000 | PRN | SOLE | 6,494,000 | 0 | 0 | |||
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 195,535 | 3,955 | SH | SOLE | 1 | 3,955 | 0 | 0 | ||
| AMERICAN ELEC PWR CO INC | UNIT 08/15/2023 | 02557T307 | 5,131,381 | 103,790 | SH | SOLE | 103,790 | 0 | 0 | |||
| AMGEN INC | COM | 031162100 | 328,811 | 1,481 | SH | SOLE | 1,481 | 0 | 0 | |||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,587,513 | 2,612,000 | PRN | SOLE | 2 | 2,612,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 2,316,081 | 2,338,000 | PRN | SOLE | 3 | 2,338,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 961,897 | 971,000 | PRN | SOLE | 4 | 971,000 | 0 | 0 | ||
| APOLLO COML REAL ESTATE FIN | NOTE 5.375%10/1 | 03762UAC9 | 325,915 | 329,000 | PRN | SOLE | 329,000 | 0 | 0 | |||
| APPLE INC | COM | 037833100 | 3,146,388 | 16,221 | SH | SOLE | 16,221 | 0 | 0 | |||
| APPLIED MATLS INC | COM | 038222105 | 329,550 | 2,280 | SH | SOLE | 2,280 | 0 | 0 | |||
| ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 11,698,503 | 11,662,000 | PRN | SOLE | 11,662,000 | 0 | 0 | |||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 766,480 | 670,000 | PRN | SOLE | 1 | 670,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 526,240 | 460,000 | PRN | SOLE | 4 | 460,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,222,936 | 1,069,000 | PRN | SOLE | 3 | 1,069,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 1,190,904 | 1,041,000 | PRN | SOLE | 2 | 1,041,000 | 0 | 0 | ||
| ARRAY TECHNOLOGIES INC | NOTE 1.000%12/0 | 04271TAB6 | 6,099,808 | 5,332,000 | PRN | SOLE | 5,332,000 | 0 | 0 | |||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 615,285 | 678,000 | PRN | SOLE | 1 | 678,000 | 0 | 0 | ||
| ASCENDIS PHARMA A/S | NOTE 2.250% 4/0 | 04351PAD3 | 3,934,023 | 4,335,000 | PRN | SOLE | 4,335,000 | 0 | 0 | |||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 767,175 | 265,000 | PRN | SOLE | 1 | 265,000 | 0 | 0 | ||
| ATI INC | NOTE 3.500% 6/1 | 01741RAK8 | 6,279,255 | 2,169,000 | PRN | SOLE | 2,169,000 | 0 | 0 | |||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 574,192 | 490 | SH | SOLE | 1 | 490 | 0 | 0 | ||
| BANK AMERICA CORP | 7.25%CNV PFD L | 060505682 | 9,034,735 | 7,710 | SH | SOLE | 7,710 | 0 | 0 | |||
| BANK AMERICA CORP | COM | 060505104 | 486,066 | 16,942 | SH | SOLE | 16,942 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 1,043,972 | 1,015,000 | PRN | SOLE | 1 | 1,015,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,192,863 | 1,321,000 | PRN | SOLE | 2 | 1,321,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 366,618 | 406,000 | PRN | SOLE | 4 | 406,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 1,051,995 | 1,165,000 | PRN | SOLE | 3 | 1,165,000 | 0 | 0 | ||
| BENTLEY SYS INC | NOTE 0.375% 7/0 | 08265TAD1 | 142,674 | 158,000 | PRN | SOLE | 158,000 | 0 | 0 | |||
| BENTLEY SYS INC | NOTE 0.125% 1/1 | 08265TAB5 | 7,838,536 | 7,621,000 | PRN | SOLE | 7,621,000 | 0 | 0 | |||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 942,183 | 2,763 | SH | SOLE | 2,763 | 0 | 0 | |||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 893,903 | 855,000 | PRN | SOLE | 1 | 855,000 | 0 | 0 | ||
| BILL HOLDINGS INC | NOTE 12/0 | 090043AB6 | 9,729,437 | 9,306,000 | PRN | SOLE | 9,306,000 | 0 | 0 | |||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 801,531 | 816,000 | PRN | SOLE | 1 | 816,000 | 0 | 0 | ||
| BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 8,418,035 | 8,570,000 | PRN | SOLE | 8,570,000 | 0 | 0 | |||
| BLOCK INC | NOTE 0.125% 3/0 | 852234AF0 | 1,025,444 | 1,088,000 | PRN | SOLE | 1,088,000 | 0 | 0 | |||
| BLOOM ENERGY CORP | NOTE 2.500% 8/1 | 093712AH0 | 458,782 | 379,000 | PRN | SOLE | 379,000 | 0 | 0 | |||
| BOEING CO | COM | 097023105 | 278,521 | 1,319 | SH | SOLE | 1,319 | 0 | 0 | |||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 1,161,570 | 775,000 | PRN | SOLE | 1 | 775,000 | 0 | 0 | ||
| BOOKING HOLDINGS INC | NOTE 0.750% 5/0 | 09857LAN8 | 33,965,805 | 22,662,000 | PRN | SOLE | 22,662,000 | 0 | 0 | |||
| BOX INC | NOTE 1/1 | 10316TAB0 | 568,836 | 458,000 | PRN | SOLE | 1 | 458,000 | 0 | 0 | ||
| BOX INC | NOTE 1/1 | 10316TAB0 | 6,161,562 | 4,961,000 | PRN | SOLE | 4,961,000 | 0 | 0 | |||
| BROADCOM INC | COM | 11135F101 | 572,502 | 660 | SH | SOLE | 660 | 0 | 0 | |||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 910,250 | 880,000 | PRN | SOLE | 1 | 880,000 | 0 | 0 | ||
| BURLINGTON STORES INC | NOTE 2.250% 4/1 | 122017AB2 | 9,907,245 | 9,578,000 | PRN | SOLE | 9,578,000 | 0 | 0 | |||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 869,138 | 1,155,000 | PRN | SOLE | 1 | 1,155,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 384,528 | 511,000 | PRN | SOLE | 4 | 511,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,077,580 | 1,432,000 | PRN | SOLE | 3 | 1,432,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 1,010,608 | 1,343,000 | PRN | SOLE | 2 | 1,343,000 | 0 | 0 | ||
| CABLE ONE INC | NOTE 1.125% 3/1 | 12685JAG0 | 8,257,192 | 10,973,000 | PRN | SOLE | 10,973,000 | 0 | 0 | |||
| CARNIVAL CORP | NOTE 5.750%10/0 | 143658BT8 | 414,650 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | |||
| CATERPILLAR INC | COM | 149123101 | 252,447 | 1,026 | SH | SOLE | 1,026 | 0 | 0 | |||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 158,417 | 148,000 | PRN | SOLE | 1 | 148,000 | 0 | 0 | ||
| CERENCE INC | NOTE 3.000% 6/0 | 156727AB5 | 1,701,910 | 1,590,000 | PRN | SOLE | 1,590,000 | 0 | 0 | |||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 824,373 | 937,000 | PRN | SOLE | 2 | 937,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 669,528 | 761,000 | PRN | SOLE | 3 | 761,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 203,234 | 231,000 | PRN | SOLE | 4 | 231,000 | 0 | 0 | ||
| CERIDIAN HCM HLDG INC | NOTE 0.250% 3/1 | 15677JAD0 | 164,523 | 187,000 | PRN | SOLE | 187,000 | 0 | 0 | |||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 789,387 | 12,165 | SH | SOLE | 1 | 12,165 | 0 | 0 | ||
| CHART INDS INC | 6.75DP CNV PFD B | 16115Q407 | 8,498,645 | 130,970 | SH | SOLE | 130,970 | 0 | 0 | |||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 528,413 | 630,000 | PRN | SOLE | 1 | 630,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,251,415 | 1,492,000 | PRN | SOLE | 2 | 1,492,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 1,256,448 | 1,498,000 | PRN | SOLE | 3 | 1,498,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 532,606 | 635,000 | PRN | SOLE | 4 | 635,000 | 0 | 0 | ||
| CHEESECAKE FACTORY INC | NOTE 0.375% 6/1 | 163072AA9 | 5,178,448 | 6,174,000 | PRN | SOLE | 6,174,000 | 0 | 0 | |||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 420,237 | 477,000 | PRN | SOLE | 4 | 477,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,064,248 | 1,208,000 | PRN | SOLE | 3 | 1,208,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 1,123,275 | 1,275,000 | PRN | SOLE | 2 | 1,275,000 | 0 | 0 | ||
| CHEGG INC | NOTE 0.125% 3/1 | 163092AD1 | 255,490 | 290,000 | PRN | SOLE | 290,000 | 0 | 0 | |||
| CHEVRON CORP NEW | COM | 166764100 | 375,753 | 2,388 | SH | SOLE | 2,388 | 0 | 0 | |||
| CISCO SYS INC | COM | 17275R102 | 424,525 | 8,205 | SH | SOLE | 8,205 | 0 | 0 | |||
| CLOUDFLARE INC | NOTE 8/1 | 18915MAC1 | 16,970,859 | 20,001,000 | PRN | SOLE | 20,001,000 | 0 | 0 | |||
| COCA COLA CO | COM | 191216100 | 438,582 | 7,283 | SH | SOLE | 7,283 | 0 | 0 | |||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 375,463 | 613,000 | PRN | SOLE | 2 | 613,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 357,088 | 583,000 | PRN | SOLE | 3 | 583,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 132,913 | 217,000 | PRN | SOLE | 4 | 217,000 | 0 | 0 | ||
| COHERUS BIOSCIENCES INC | NOTE 1.500% 4/1 | 19249HAB9 | 53,288 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | |||
| COMCAST CORP NEW | CL A | 20030N101 | 308,551 | 7,426 | SH | SOLE | 7,426 | 0 | 0 | |||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 695,770 | 838,000 | PRN | SOLE | 1 | 838,000 | 0 | 0 | ||
| CONFLUENT INC | NOTE 1/1 | 20717MAB9 | 6,402,241 | 7,711,000 | PRN | SOLE | 7,711,000 | 0 | 0 | |||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 1,066,896 | 956,000 | PRN | SOLE | 2 | 956,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 569,160 | 510,000 | PRN | SOLE | 4 | 510,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 1,037,880 | 930,000 | PRN | SOLE | 1 | 930,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 1,042,344 | 934,000 | PRN | SOLE | 3 | 934,000 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | 11,067,372 | 9,917,000 | PRN | SOLE | 9,917,000 | 0 | 0 | |||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 506,615 | 941 | SH | SOLE | 941 | 0 | 0 | |||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 1,115,513 | 985,000 | PRN | SOLE | 1 | 985,000 | 0 | 0 | ||
| CYBERARK SOFTWARE LTD | NOTE 11/1 | 23248VAB1 | 11,986,391 | 10,584,000 | PRN | SOLE | 10,584,000 | 0 | 0 | |||
| D R HORTON INC | COM | 23331A109 | 293,639 | 2,413 | SH | SOLE | 2,413 | 0 | 0 | |||
| DANAHER CORPORATION | COM | 235851102 | 365,280 | 1,522 | SH | SOLE | 1,522 | 0 | 0 | |||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 860,013 | 693,000 | PRN | SOLE | 1 | 693,000 | 0 | 0 | ||
| DATADOG INC | NOTE 0.125% 6/1 | 23804LAB9 | 9,254,137 | 7,457,000 | PRN | SOLE | 7,457,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 3,453,293 | 3,235,000 | PRN | SOLE | 1 | 3,235,000 | 0 | 0 | ||
| DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 346,158 | 111,000 | PRN | SOLE | 111,000 | 0 | 0 | |||
| DEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | 30,833,050 | 28,884,000 | PRN | SOLE | 28,884,000 | 0 | 0 | |||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 859,196 | 1,100,000 | PRN | SOLE | 1 | 1,100,000 | 0 | 0 | ||
| DIGITALOCEAN HLDGS INC | NOTE 12/0 | 25402DAB8 | 7,450,006 | 9,538,000 | PRN | SOLE | 9,538,000 | 0 | 0 | |||
| DISNEY WALT CO | COM | 254687106 | 255,877 | 2,866 | SH | SOLE | 2,866 | 0 | 0 | |||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 591,578 | 793,000 | PRN | SOLE | 1 | 793,000 | 0 | 0 | ||
| DRAFTKINGS INC NEW | NOTE 3/1 | 26142RAB0 | 5,663,632 | 7,592,000 | PRN | SOLE | 7,592,000 | 0 | 0 | |||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 659,985 | 690,000 | PRN | SOLE | 1 | 690,000 | 0 | 0 | ||
| DROPBOX INC | NOTE 3/0 | 26210CAD6 | 7,192,890 | 7,520,000 | PRN | SOLE | 7,520,000 | 0 | 0 | |||
| EATON CORP PLC | SHS | G29183103 | 311,503 | 1,549 | SH | SOLE | 1,549 | 0 | 0 | |||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 800,800 | 728,000 | PRN | SOLE | 2 | 728,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 240,900 | 219,000 | PRN | SOLE | 4 | 219,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 528,000 | 480,000 | PRN | SOLE | 3 | 480,000 | 0 | 0 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 80,300 | 73,000 | PRN | SOLE | 73,000 | 0 | 0 | |||
| ENPHASE ENERGY INC | NOTE 3/0 | 29355AAK3 | 427,733 | 455,000 | PRN | SOLE | 455,000 | 0 | 0 | |||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 197,263 | 215,000 | PRN | SOLE | 4 | 215,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 529,398 | 577,000 | PRN | SOLE | 2 | 577,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 498,203 | 543,000 | PRN | SOLE | 3 | 543,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 0.750% 8/1 | 29404KAE6 | 832,177 | 907,000 | PRN | SOLE | 907,000 | 0 | 0 | |||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 259,672 | 155,000 | PRN | SOLE | 1 | 155,000 | 0 | 0 | ||
| ENVISTA HOLDINGS CORPORATION | NOTE 2.375% 6/0 | 29415FAB0 | 2,948,531 | 1,760,000 | PRN | SOLE | 1,760,000 | 0 | 0 | |||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 903,134 | 321,000 | PRN | SOLE | 1 | 321,000 | 0 | 0 | ||
| EQT CORP | NOTE 1.750% 5/0 | 26884LAK5 | 11,304,659 | 4,018,000 | PRN | SOLE | 4,018,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 466,776 | 560,000 | PRN | SOLE | 1 | 560,000 | 0 | 0 | ||
| ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 344,253 | 291,000 | PRN | SOLE | 291,000 | 0 | 0 | |||
| ETSY INC | NOTE 0.125% 9/0 | 29786AAL0 | 6,676,566 | 8,010,000 | PRN | SOLE | 8,010,000 | 0 | 0 | |||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 8,104,719 | 8,350,000 | PRN | SOLE | 8,350,000 | 0 | 0 | |||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 687,789 | 603,000 | PRN | SOLE | 1 | 603,000 | 0 | 0 | ||
| EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 6,425,069 | 5,633,000 | PRN | SOLE | 5,633,000 | 0 | 0 | |||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 630,276 | 616,000 | PRN | SOLE | 1 | 616,000 | 0 | 0 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/0 | 30063PAC9 | 7,462,020 | 7,293,000 | PRN | SOLE | 7,293,000 | 0 | 0 | |||
| EXPEDIA GROUP INC | NOTE 2/1 | 30212PBE4 | 14,575,857 | 16,681,000 | PRN | SOLE | 16,681,000 | 0 | 0 | |||
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 33739Q200 | 6,795,980 | 142,563 | SH | SOLE | 142,563 | 0 | 0 | |||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 157,132 | 163,000 | PRN | SOLE | 4 | 163,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 422,232 | 438,000 | PRN | SOLE | 2 | 438,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 335,472 | 348,000 | PRN | SOLE | 3 | 348,000 | 0 | 0 | ||
| FIVE9 INC | NOTE 0.500% 6/0 | 338307AD3 | 572,616 | 594,000 | PRN | SOLE | 594,000 | 0 | 0 | |||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 1,100,978 | 1,005,000 | PRN | SOLE | 1 | 1,005,000 | 0 | 0 | ||
| FORD MTR CO DEL | NOTE 3/1 | 345370CZ1 | 17,441,464 | 15,921,000 | PRN | SOLE | 15,921,000 | 0 | 0 | |||
| FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 394,488 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | |||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,446,638 | 1,499,000 | PRN | SOLE | 2 | 1,499,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 1,322,144 | 1,370,000 | PRN | SOLE | 3 | 1,370,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 530,788 | 550,000 | PRN | SOLE | 4 | 550,000 | 0 | 0 | ||
| GRANITE PT MTG TR INC | NOTE 6.375%10/0 | 38741LAC1 | 383,133 | 397,000 | PRN | SOLE | 397,000 | 0 | 0 | |||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,377,316 | 1,399,000 | PRN | SOLE | 3 | 1,399,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 496,188 | 504,000 | PRN | SOLE | 4 | 504,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 1,127,253 | 1,145,000 | PRN | SOLE | 2 | 1,145,000 | 0 | 0 | ||
| GREENBRIER COS INC | NOTE 2.875% 4/1 | 393657AM3 | 198,870 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | |||
| GUARDANT HEALTH INC | NOTE 11/1 | 40131MAB5 | 394,661 | 552,000 | PRN | SOLE | 552,000 | 0 | 0 | |||
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 486,155 | 430,000 | PRN | SOLE | 1 | 430,000 | 0 | 0 | ||
| H WORLD GROUP LTD | NOTE 3.000% 5/0 | 44332NAB2 | 5,162,294 | 4,566,000 | PRN | SOLE | 4,566,000 | 0 | 0 | |||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,112,123 | 1,307,000 | PRN | SOLE | 3 | 1,307,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 633,919 | 745,000 | PRN | SOLE | 1 | 745,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 1,369,094 | 1,609,000 | PRN | SOLE | 2 | 1,609,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 493,521 | 580,000 | PRN | SOLE | 4 | 580,000 | 0 | 0 | ||
| HAEMONETICS CORP MASS | NOTE 3/0 | 405024AB6 | 5,928,202 | 6,967,000 | PRN | SOLE | 6,967,000 | 0 | 0 | |||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,139,537 | 1,372,000 | PRN | SOLE | 3 | 1,372,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 1,135,384 | 1,367,000 | PRN | SOLE | 2 | 1,367,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 483,390 | 582,000 | PRN | SOLE | 4 | 582,000 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | 2,470,104 | 2,974,000 | PRN | SOLE | 2,974,000 | 0 | 0 | |||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 952,378 | 962,000 | PRN | SOLE | 3 | 962,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 949,408 | 959,000 | PRN | SOLE | 2 | 959,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 504,899 | 510,000 | PRN | SOLE | 4 | 510,000 | 0 | 0 | ||
| HANNON ARMSTRONG SUST INFR C | NOTE 8/1 | 41068XAD2 | 68,310 | 69,000 | PRN | SOLE | 69,000 | 0 | 0 | |||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 330,250 | 250,000 | PRN | SOLE | 4 | 250,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 776,748 | 588,000 | PRN | SOLE | 3 | 588,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 644,648 | 488,000 | PRN | SOLE | 2 | 488,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 763,538 | 578,000 | PRN | SOLE | 1 | 578,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 6,367,220 | 4,820,000 | PRN | SOLE | 4,820,000 | 0 | 0 | |||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,112,807 | 1,149,000 | PRN | SOLE | 2 | 1,149,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 1,159,295 | 1,197,000 | PRN | SOLE | 3 | 1,197,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 457,132 | 472,000 | PRN | SOLE | 4 | 472,000 | 0 | 0 | ||
| HERBALIFE LTD | NOTE 2.625% 3/1 | 42703MAD5 | 176,267 | 182,000 | PRN | SOLE | 182,000 | 0 | 0 | |||
| HOME DEPOT INC | COM | 437076102 | 366,244 | 1,179 | SH | SOLE | 1,179 | 0 | 0 | |||
| HONEYWELL INTL INC | COM | 438516106 | 270,168 | 1,302 | SH | SOLE | 1,302 | 0 | 0 | |||
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 842,751 | 441,000 | PRN | SOLE | 1 | 441,000 | 0 | 0 | ||
| HUBSPOT INC | NOTE 0.375% 6/0 | 443573AD2 | 8,175,258 | 4,278,000 | PRN | SOLE | 4,278,000 | 0 | 0 | |||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 946,378 | 1,035,000 | PRN | SOLE | 2 | 1,035,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 954,608 | 1,044,000 | PRN | SOLE | 3 | 1,044,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 395,924 | 433,000 | PRN | SOLE | 4 | 433,000 | 0 | 0 | ||
| I3 VERTICALS LLC | NOTE 1.000% 2/1 | 44933TAB2 | 217,622 | 238,000 | PRN | SOLE | 238,000 | 0 | 0 | |||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 861,915 | 868,000 | PRN | SOLE | 2 | 868,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 863,901 | 870,000 | PRN | SOLE | 3 | 870,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 457,768 | 461,000 | PRN | SOLE | 4 | 461,000 | 0 | 0 | ||
| ILLUMINA INC | NOTE 8/1 | 452327AK5 | 10,787,836 | 10,864,000 | PRN | SOLE | 10,864,000 | 0 | 0 | |||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 530,004 | 580,000 | PRN | SOLE | 1 | 580,000 | 0 | 0 | ||
| IMAX CORP | NOTE 0.500% 4/0 | 45245EAJ8 | 5,017,676 | 5,491,000 | PRN | SOLE | 5,491,000 | 0 | 0 | |||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 643,346 | 595,000 | PRN | SOLE | 1 | 595,000 | 0 | 0 | ||
| IMPINJ INC | NOTE 1.125% 5/1 | 453204AD1 | 6,739,459 | 6,233,000 | PRN | SOLE | 6,233,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.125% 3/1 | 45781MAD3 | 601,881 | 735,000 | PRN | SOLE | 735,000 | 0 | 0 | |||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 1,510,875 | 1,530,000 | PRN | SOLE | 1,530,000 | 0 | 0 | |||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,315,999 | 1,569,000 | PRN | SOLE | 2 | 1,569,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 561,124 | 669,000 | PRN | SOLE | 4 | 669,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 624,869 | 745,000 | PRN | SOLE | 1 | 745,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 1,288,320 | 1,536,000 | PRN | SOLE | 3 | 1,536,000 | 0 | 0 | ||
| INSMED INC | NOTE 0.750% 6/0 | 457669AB5 | 6,293,145 | 7,503,000 | PRN | SOLE | 7,503,000 | 0 | 0 | |||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 1,004,029 | 731,000 | PRN | SOLE | 1 | 731,000 | 0 | 0 | ||
| INSULET CORP | NOTE 0.375% 9/0 | 45784PAK7 | 9,902,944 | 7,210,000 | PRN | SOLE | 7,210,000 | 0 | 0 | |||
| INTEGRA LIFESCIENCES HLDGS C | NOTE 0.500% 8/1 | 457985AM1 | 479,325 | 525,000 | PRN | SOLE | 525,000 | 0 | 0 | |||
| INTEL CORP | COM | 458140100 | 202,979 | 6,070 | SH | SOLE | 6,070 | 0 | 0 | |||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 360,273 | 3,186 | SH | SOLE | 3,186 | 0 | 0 | |||
| IONIS PHARMACEUTICALS INC | NOTE 4/0 | 462222AD2 | 433,840 | 460,000 | PRN | SOLE | 460,000 | 0 | 0 | |||
| ISHARES INC | CORE MSCI EMKT | 46434G103 | 4,278,225 | 86,797 | SH | SOLE | 86,797 | 0 | 0 | |||
| ISHARES TR | RUS 1000 VAL ETF | 464287598 | 634,477 | 4,020 | SH | SOLE | 4,020 | 0 | 0 | |||
| ISHARES TR | 7-10 YR TRSY BD | 464287440 | 20,817,976 | 215,507 | SH | SOLE | 215,507 | 0 | 0 | |||
| ISHARES TR | FLTG RATE NT ETF | 46429B655 | 10,359,354 | 203,844 | SH | SOLE | 203,844 | 0 | 0 | |||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 534,731 | 6,179 | SH | SOLE | 6,179 | 0 | 0 | |||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 8,432,760 | 77,980 | SH | SOLE | 77,980 | 0 | 0 | |||
| ISHARES TR | CORE US AGGBD ET | 464287226 | 396,993 | 4,053 | SH | SOLE | 4,053 | 0 | 0 | |||
| ISHARES TR | CORE S&P500 ETF | 464287200 | 86,565,797 | 194,220 | SH | SOLE | 194,220 | 0 | 0 | |||
| ISHARES TR | RUS 2000 VAL ETF | 464287630 | 2,747,993 | 19,517 | SH | SOLE | 19,517 | 0 | 0 | |||
| ITRON INC | NOTE 3/1 | 465741AN6 | 487,781 | 550,000 | PRN | SOLE | 1 | 550,000 | 0 | 0 | ||
| ITRON INC | NOTE 3/1 | 465741AN6 | 5,506,608 | 6,209,000 | PRN | SOLE | 6,209,000 | 0 | 0 | |||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 559,592 | 653,000 | PRN | SOLE | 3 | 653,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 236,520 | 276,000 | PRN | SOLE | 4 | 276,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 607,582 | 709,000 | PRN | SOLE | 2 | 709,000 | 0 | 0 | ||
| JAMF HLDG CORP | NOTE 0.125% 9/0 | 47074LAB1 | 95,980 | 112,000 | PRN | SOLE | 112,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 789,626 | 777,000 | PRN | SOLE | 1 | 777,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 730,280 | 768,000 | PRN | SOLE | 2 | 768,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 354,680 | 373,000 | PRN | SOLE | 4 | 373,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 862,453 | 907,000 | PRN | SOLE | 3 | 907,000 | 0 | 0 | ||
| JAZZ INVESTMENTS I LTD | NOTE 2.000% 6/1 | 472145AF8 | 9,520,236 | 9,368,000 | PRN | SOLE | 9,368,000 | 0 | 0 | |||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 192,078 | 202,000 | PRN | SOLE | 202,000 | 0 | 0 | |||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 530,530 | 646,000 | PRN | SOLE | 1 | 646,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 490,289 | 597,000 | PRN | SOLE | 4 | 597,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 911,592 | 1,110,000 | PRN | SOLE | 2 | 1,110,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 900,095 | 1,096,000 | PRN | SOLE | 3 | 1,096,000 | 0 | 0 | ||
| JETBLUE AIRWAYS CORP | NOTE 0.500% 4/0 | 477143AP6 | 5,877,716 | 7,157,000 | PRN | SOLE | 7,157,000 | 0 | 0 | |||
| JOHN BEAN TECHNOLOGIES CORP | NOTE 0.250% 5/1 | 477839AB0 | 8,838,133 | 9,318,000 | PRN | SOLE | 9,318,000 | 0 | 0 | |||
| JOHNSON & JOHNSON | COM | 478160104 | 697,169 | 4,212 | SH | SOLE | 4,212 | 0 | 0 | |||
| JPMORGAN CHASE & CO | COM | 46625H100 | 630,334 | 4,334 | SH | SOLE | 4,334 | 0 | 0 | |||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 678,915 | 705,000 | PRN | SOLE | 2 | 705,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 692,397 | 719,000 | PRN | SOLE | 3 | 719,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 255,195 | 265,000 | PRN | SOLE | 4 | 265,000 | 0 | 0 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 123,264 | 128,000 | PRN | SOLE | 128,000 | 0 | 0 | |||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 708,566 | 277,000 | PRN | SOLE | 1 | 277,000 | 0 | 0 | ||
| KBR INC | NOTE 2.500%11/0 | 48242WAB2 | 6,607,314 | 2,583,000 | PRN | SOLE | 2,583,000 | 0 | 0 | |||
| KIMBERLY-CLARK CORP | COM | 494368103 | 1,199,051 | 8,685 | SH | SOLE | 8,685 | 0 | 0 | |||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 825,375 | 12,500 | SH | SOLE | 1 | 12,500 | 0 | 0 | ||
| KKR & CO INC | 6% MCONV PFD C | 48251W401 | 12,321,334 | 186,602 | SH | SOLE | 186,602 | 0 | 0 | |||
| KKR & CO INC | COM | 48251W104 | 213,416 | 3,811 | SH | SOLE | 3,811 | 0 | 0 | |||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,389,850 | 1,805,000 | PRN | SOLE | 3 | 1,805,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 629,090 | 817,000 | PRN | SOLE | 1 | 817,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 494,340 | 642,000 | PRN | SOLE | 4 | 642,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 1,375,220 | 1,786,000 | PRN | SOLE | 2 | 1,786,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | 5,764,990 | 7,487,000 | PRN | SOLE | 7,487,000 | 0 | 0 | |||
| LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,980,271 | 5,171,000 | PRN | SOLE | 5,171,000 | 0 | 0 | |||
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 | 270,782 | 3,597 | SH | SOLE | 3,597 | 0 | 0 | |||
| LILLY ELI & CO | COM | 532457108 | 214,325 | 457 | SH | SOLE | 457 | 0 | 0 | |||
| LIVE NATION ENTERTAINMENT IN | NOTE 2.000% 2/1 | 538034AU3 | 403,373 | 380,000 | PRN | SOLE | 380,000 | 0 | 0 | |||
| LOCKHEED MARTIN CORP | COM | 539830109 | 222,823 | 484 | SH | SOLE | 484 | 0 | 0 | |||
| LOEWS CORP | COM | 540424108 | 785,716 | 13,232 | SH | SOLE | 13,232 | 0 | 0 | |||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,002,379 | 1,136,000 | PRN | SOLE | 3 | 1,136,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,052,675 | 1,193,000 | PRN | SOLE | 2 | 1,193,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 447,365 | 507,000 | PRN | SOLE | 4 | 507,000 | 0 | 0 | ||
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 55024UAD1 | 1,362,387 | 1,544,000 | PRN | SOLE | 1,544,000 | 0 | 0 | |||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 606,254 | 677,000 | PRN | SOLE | 4 | 677,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 523,868 | 585,000 | PRN | SOLE | 1 | 585,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 1,282,356 | 1,432,000 | PRN | SOLE | 3 | 1,432,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 1,245,641 | 1,391,000 | PRN | SOLE | 2 | 1,391,000 | 0 | 0 | ||
| LYFT INC | NOTE 1.500% 5/1 | 55087PAB0 | 5,834,195 | 6,515,000 | PRN | SOLE | 6,515,000 | 0 | 0 | |||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 464,600 | 460,000 | PRN | SOLE | 1 | 460,000 | 0 | 0 | ||
| MACOM TECH SOLUTIONS HLDGS I | NOTE 0.250% 3/1 | 55405YAB6 | 5,237,860 | 5,186,000 | PRN | SOLE | 5,186,000 | 0 | 0 | |||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 457,504 | 544,000 | PRN | SOLE | 4 | 544,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,267,387 | 1,507,000 | PRN | SOLE | 2 | 1,507,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 1,168,149 | 1,389,000 | PRN | SOLE | 3 | 1,389,000 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | 197,635 | 235,000 | PRN | SOLE | 235,000 | 0 | 0 | |||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 500,310 | 540,000 | PRN | SOLE | 1 | 540,000 | 0 | 0 | ||
| MARRIOTT VACATIONS WORLDWIDE | NOTE 1/1 | 57164YAD9 | 4,242,455 | 4,579,000 | PRN | SOLE | 4,579,000 | 0 | 0 | |||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 401,955 | 1,022 | SH | SOLE | 1,022 | 0 | 0 | |||
| MCDONALDS CORP | COM | 580135101 | 442,841 | 1,484 | SH | SOLE | 1,484 | 0 | 0 | |||
| MEDTRONIC PLC | SHS | G5960L103 | 207,564 | 2,356 | SH | SOLE | 2,356 | 0 | 0 | |||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 669,708 | 245,000 | PRN | SOLE | 1 | 245,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.000% 8/1 | 58733RAD4 | 6,839,225 | 2,502,000 | PRN | SOLE | 2,502,000 | 0 | 0 | |||
| MERCK & CO INC | COM | 58933Y105 | 502,640 | 4,356 | SH | SOLE | 4,356 | 0 | 0 | |||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 443,523 | 497,000 | PRN | SOLE | 3 | 497,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 208,822 | 234,000 | PRN | SOLE | 4 | 234,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 555,073 | 622,000 | PRN | SOLE | 2 | 622,000 | 0 | 0 | ||
| MESA LABS INC | NOTE 1.375% 8/1 | 59064RAA7 | 131,183 | 147,000 | PRN | SOLE | 147,000 | 0 | 0 | |||
| META PLATFORMS INC | CL A | 30303M102 | 1,108,606 | 3,863 | SH | SOLE | 3,863 | 0 | 0 | |||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 942,857 | 956,000 | PRN | SOLE | 4 | 956,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,299,939 | 2,332,000 | PRN | SOLE | 2 | 2,332,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,558,337 | 2,594,000 | PRN | SOLE | 3 | 2,594,000 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 362,941 | 368,000 | PRN | SOLE | 368,000 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 1,199,125 | 1,060,000 | PRN | SOLE | 1 | 1,060,000 | 0 | 0 | ||
| MICROCHIP TECHNOLOGY INC. | NOTE 0.125%11/1 | 595017AU8 | 13,929,085 | 12,313,000 | PRN | SOLE | 12,313,000 | 0 | 0 | |||
| MICROSOFT CORP | COM | 594918104 | 4,019,394 | 11,803 | SH | SOLE | 11,803 | 0 | 0 | |||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 534,160 | 494,000 | PRN | SOLE | 1 | 494,000 | 0 | 0 | ||
| MICROSTRATEGY INC | NOTE 0.750%12/1 | 594972AC5 | 5,755,735 | 5,323,000 | PRN | SOLE | 5,323,000 | 0 | 0 | |||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 327,004 | 377,000 | PRN | SOLE | 4 | 377,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 715,592 | 825,000 | PRN | SOLE | 2 | 825,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 607,169 | 700,000 | PRN | SOLE | 3 | 700,000 | 0 | 0 | ||
| MITEK SYS INC | NOTE 0.750% 2/0 | 606710AA9 | 85,003 | 98,000 | PRN | SOLE | 98,000 | 0 | 0 | |||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 1,014,390 | 510,000 | PRN | SOLE | 1 | 510,000 | 0 | 0 | ||
| MONGODB INC | NOTE 0.250% 1/1 | 60937PAD8 | 11,042,928 | 5,552,000 | PRN | SOLE | 5,552,000 | 0 | 0 | |||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 445,885 | 309,000 | PRN | SOLE | 1 | 309,000 | 0 | 0 | ||
| NATERA INC | NOTE 2.250% 5/0 | 632307AB0 | 4,724,367 | 3,274,000 | PRN | SOLE | 3,274,000 | 0 | 0 | |||
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 679,190 | 737,000 | PRN | SOLE | 1 | 737,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 349,350 | 255,000 | PRN | SOLE | 1 | 255,000 | 0 | 0 | ||
| NCL CORP LTD | NOTE 5.375% 8/0 | 62886HAX9 | 3,418,150 | 2,495,000 | PRN | SOLE | 2,495,000 | 0 | 0 | |||
| NCL CORP LTD | NOTE 1.125% 2/1 | 62886HBD2 | 7,928,186 | 8,603,000 | PRN | SOLE | 8,603,000 | 0 | 0 | |||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 267,225 | 210,000 | PRN | SOLE | 1 | 210,000 | 0 | 0 | ||
| NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 2,841,503 | 2,233,000 | PRN | SOLE | 2,233,000 | 0 | 0 | |||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 1,209,918 | 1,219,000 | PRN | SOLE | 3 | 1,219,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 959,796 | 967,000 | PRN | SOLE | 2 | 967,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 502,230 | 506,000 | PRN | SOLE | 4 | 506,000 | 0 | 0 | ||
| NEW MTN FIN CORP | NOTE 5.750% 8/1 | 647551AC4 | 57,568 | 58,000 | PRN | SOLE | 58,000 | 0 | 0 | |||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 988,904 | 24,471 | SH | SOLE | 3 | 24,471 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 410,700 | 10,163 | SH | SOLE | 4 | 10,163 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 962,758 | 23,824 | SH | SOLE | 2 | 23,824 | 0 | 0 | ||
| NEW YORK CMNTY CAP TR V | UNIT 05/07/2051 | 64944P307 | 259,925 | 6,432 | SH | SOLE | 6,432 | 0 | 0 | |||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 1,531,575 | 34,035 | SH | SOLE | 1 | 34,035 | 0 | 0 | ||
| NEXTERA ENERGY INC | UNIT 09/01/2025 | 65339F713 | 18,243,225 | 405,405 | SH | SOLE | 405,405 | 0 | 0 | |||
| NEXTERA ENERGY INC | UNIT 09/01/2023 | 65339F739 | 251,474 | 5,150 | SH | SOLE | 5,150 | 0 | 0 | |||
| NICE LTD | NOTE 9/1 | 653656AB4 | 33,908 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | |||
| NIKE INC | CL B | 654106103 | 205,067 | 1,858 | SH | SOLE | 1,858 | 0 | 0 | |||
| NISOURCE INC | UNIT 12/01/2023 | 65473P121 | 2,770,915 | 27,110 | SH | SOLE | 27,110 | 0 | 0 | |||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 843,345 | 799,000 | PRN | SOLE | 3 | 799,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 842,289 | 798,000 | PRN | SOLE | 2 | 798,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 325,094 | 308,000 | PRN | SOLE | 4 | 308,000 | 0 | 0 | ||
| NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 100,273 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | |||
| NVIDIA CORPORATION | COM | 67066G104 | 1,463,648 | 3,460 | SH | SOLE | 3,460 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | NOTE 5/0 | 682189AS4 | 1,158,836 | 631,000 | PRN | SOLE | 631,000 | 0 | 0 | |||
| ORACLE CORP | COM | 68389X105 | 439,919 | 3,694 | SH | SOLE | 3,694 | 0 | 0 | |||
| PACIRA BIOSCIENCES INC | NOTE 0.750% 8/0 | 695127AF7 | 290,450 | 314,000 | PRN | SOLE | 314,000 | 0 | 0 | |||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 695,626 | 733,000 | PRN | SOLE | 1 | 733,000 | 0 | 0 | ||
| PAGERDUTY INC | NOTE 1.250% 7/0 | 69553PAB6 | 6,570,960 | 6,924,000 | PRN | SOLE | 6,924,000 | 0 | 0 | |||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 2,756,219 | 1,071,000 | PRN | SOLE | 1 | 1,071,000 | 0 | 0 | ||
| PALO ALTO NETWORKS INC | NOTE 0.375% 6/0 | 697435AF2 | 29,826,876 | 11,590,000 | PRN | SOLE | 11,590,000 | 0 | 0 | |||
| PARKER-HANNIFIN CORP | COM | 701094104 | 219,981 | 564 | SH | SOLE | 564 | 0 | 0 | |||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 640,920 | 560,000 | PRN | SOLE | 1 | 560,000 | 0 | 0 | ||
| PARSONS CORP DEL | NOTE 0.250% 8/1 | 70202LAB8 | 7,873,030 | 6,879,000 | PRN | SOLE | 6,879,000 | 0 | 0 | |||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 345,676 | 356,000 | PRN | SOLE | 4 | 356,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 430,153 | 443,000 | PRN | SOLE | 1 | 443,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 779,713 | 803,000 | PRN | SOLE | 3 | 803,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 816,611 | 841,000 | PRN | SOLE | 2 | 841,000 | 0 | 0 | ||
| PATRICK INDS INC | NOTE 1.750%12/0 | 703343AG8 | 4,565,642 | 4,702,000 | PRN | SOLE | 4,702,000 | 0 | 0 | |||
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 1,155,429 | 1,190,000 | PRN | SOLE | 2 | 1,190,000 | 0 | 0 | ||
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 491,300 | 506,000 | PRN | SOLE | 4 | 506,000 | 0 | 0 | ||
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 1,100,085 | 1,133,000 | PRN | SOLE | 3 | 1,133,000 | 0 | 0 | ||
| PDD HOLDINGS INC | NOTE 12/0 | 722304AC6 | 166,033 | 171,000 | PRN | SOLE | 171,000 | 0 | 0 | |||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,240,019 | 1,469,000 | PRN | SOLE | 2 | 1,469,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 527,578 | 625,000 | PRN | SOLE | 4 | 625,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 432,192 | 512,000 | PRN | SOLE | 1 | 512,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 1,245,083 | 1,475,000 | PRN | SOLE | 3 | 1,475,000 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 5,052,925 | 5,986,000 | PRN | SOLE | 5,986,000 | 0 | 0 | |||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 860,100 | 915,000 | PRN | SOLE | 4 | 915,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 733,963 | 827,000 | PRN | SOLE | 3 | 827,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 1,974,000 | 2,100,000 | PRN | SOLE | 2 | 2,100,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 819,163 | 923,000 | PRN | SOLE | 2 | 923,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 2,050,140 | 2,181,000 | PRN | SOLE | 3 | 2,181,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 221,875 | 250,000 | PRN | SOLE | 4 | 250,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 5,189,740 | 5,521,000 | PRN | SOLE | 5,521,000 | 0 | 0 | |||
| PEPSICO INC | COM | 713448108 | 464,902 | 2,510 | SH | SOLE | 2,510 | 0 | 0 | |||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 434,646 | 530,000 | PRN | SOLE | 1 | 530,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,215,370 | 1,482,000 | PRN | SOLE | 3 | 1,482,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 1,202,249 | 1,466,000 | PRN | SOLE | 2 | 1,466,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 450,228 | 549,000 | PRN | SOLE | 4 | 549,000 | 0 | 0 | ||
| PERFICIENT INC | NOTE 0.125%11/1 | 71375UAF8 | 5,912,834 | 7,210,000 | PRN | SOLE | 7,210,000 | 0 | 0 | |||
| PFIZER INC | COM | 717081103 | 506,404 | 13,806 | SH | SOLE | 13,806 | 0 | 0 | |||
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 823,735 | 5,500 | SH | SOLE | 1 | 5,500 | 0 | 0 | ||
| PG&E CORP | UNIT 08/16/2023 | 69331C140 | 9,251,293 | 61,770 | SH | SOLE | 61,770 | 0 | 0 | |||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 886,067 | 403,000 | PRN | SOLE | 1 | 403,000 | 0 | 0 | ||
| PIONEER NAT RES CO | NOTE 0.250% 5/1 | 723787AP2 | 33,652,971 | 15,306,000 | PRN | SOLE | 15,306,000 | 0 | 0 | |||
| PROCTER AND GAMBLE CO | COM | 742718109 | 753,389 | 4,965 | SH | SOLE | 4,965 | 0 | 0 | |||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 203,670 | 186,000 | PRN | SOLE | 4 | 186,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 546,405 | 499,000 | PRN | SOLE | 3 | 499,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 573,780 | 524,000 | PRN | SOLE | 2 | 524,000 | 0 | 0 | ||
| PROGRESS SOFTWARE CORP | NOTE 1.000% 4/1 | 743312AB6 | 44,895 | 41,000 | PRN | SOLE | 41,000 | 0 | 0 | |||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 584,827 | 26,963 | SH | SOLE | 2 | 26,963 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 208,029 | 9,591 | SH | SOLE | 4 | 9,591 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 552,162 | 25,457 | SH | SOLE | 3 | 25,457 | 0 | 0 | ||
| PROSHARES TR | SHRT 20+YR TRE | 74347X849 | 64,831 | 2,989 | SH | SOLE | 2,989 | 0 | 0 | |||
| PROSPECT CAP CORP | NOTE 6.375% 3/0 | 74348TAT9 | 3,353,769 | 3,406,000 | PRN | SOLE | 3,406,000 | 0 | 0 | |||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 842,340 | 975,000 | PRN | SOLE | 2 | 975,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 824,197 | 954,000 | PRN | SOLE | 3 | 954,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 359,398 | 416,000 | PRN | SOLE | 4 | 416,000 | 0 | 0 | ||
| Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 133,911 | 155,000 | PRN | SOLE | 155,000 | 0 | 0 | |||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 1,274,770 | 51,093 | SH | SOLE | 3 | 51,093 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 1,274,820 | 51,095 | SH | SOLE | 2 | 51,095 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 492,139 | 19,725 | SH | SOLE | 4 | 19,725 | 0 | 0 | ||
| READY CAPITAL CORP | 7% CN SR NT 2023 | 75574U200 | 269,685 | 10,809 | SH | SOLE | 10,809 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 414,301 | 419,000 | PRN | SOLE | 2 | 419,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 237,308 | 240,000 | PRN | SOLE | 4 | 240,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 312,456 | 316,000 | PRN | SOLE | 3 | 316,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,296,997 | 1,367,000 | PRN | SOLE | 2 | 1,367,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 1,422,238 | 1,499,000 | PRN | SOLE | 3 | 1,499,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 543,657 | 573,000 | PRN | SOLE | 4 | 573,000 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 96,777 | 102,000 | PRN | SOLE | 102,000 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 4.750% 8/1 | 758075AC9 | 24,720 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | |||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 779,960 | 740,000 | PRN | SOLE | 1 | 740,000 | 0 | 0 | ||
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 761330AB5 | 7,460,212 | 7,078,000 | PRN | SOLE | 7,078,000 | 0 | 0 | |||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,212,821 | 1,319,000 | PRN | SOLE | 3 | 1,319,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 1,377,411 | 1,498,000 | PRN | SOLE | 2 | 1,498,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 424,809 | 462,000 | PRN | SOLE | 4 | 462,000 | 0 | 0 | ||
| RINGCENTRAL INC | NOTE 3/0 | 76680RAF4 | 203,210 | 221,000 | PRN | SOLE | 221,000 | 0 | 0 | |||
| RINGCENTRAL INC | NOTE 3/1 | 76680RAH0 | 582,660 | 702,000 | PRN | SOLE | 702,000 | 0 | 0 | |||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 621,916 | 719,000 | PRN | SOLE | 3 | 719,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 337,340 | 390,000 | PRN | SOLE | 4 | 390,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 928,116 | 1,073,000 | PRN | SOLE | 2 | 1,073,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 275,061 | 318,000 | PRN | SOLE | 318,000 | 0 | 0 | |||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 654,100 | 844,000 | PRN | SOLE | 2 | 844,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 268,150 | 346,000 | PRN | SOLE | 4 | 346,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 644,025 | 831,000 | PRN | SOLE | 3 | 831,000 | 0 | 0 | ||
| SABRE GLBL INC | NOTE 4.000% 4/1 | 78573NAE2 | 211,575 | 273,000 | PRN | SOLE | 273,000 | 0 | 0 | |||
| SALESFORCE INC | COM | 79466L302 | 327,243 | 1,549 | SH | SOLE | 1,549 | 0 | 0 | |||
| SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 237,703 | 141,000 | PRN | SOLE | 141,000 | 0 | 0 | |||
| SCHLUMBERGER LTD | COM STK | 806857108 | 297,471 | 6,056 | SH | SOLE | 6,056 | 0 | 0 | |||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 781,550 | 770,000 | PRN | SOLE | 1 | 770,000 | 0 | 0 | ||
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | 7,163,870 | 7,058,000 | PRN | SOLE | 7,058,000 | 0 | 0 | |||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,173,273 | 17,929 | SH | SOLE | 17,929 | 0 | 0 | |||
| SERVICENOW INC | COM | 81762P102 | 210,738 | 375 | SH | SOLE | 375 | 0 | 0 | |||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 1,330,350 | 1,225,000 | PRN | SOLE | 1 | 1,225,000 | 0 | 0 | ||
| SHIFT4 PMTS INC | NOTE 12/1 | 82452JAB5 | 15,891,438 | 14,633,000 | PRN | SOLE | 14,633,000 | 0 | 0 | |||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 425,500 | 575,000 | PRN | SOLE | 4 | 575,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 1,001,220 | 1,353,000 | PRN | SOLE | 2 | 1,353,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 2,033,395 | 2,870,000 | PRN | SOLE | 1 | 2,870,000 | 0 | 0 | ||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 1,004,920 | 1,358,000 | PRN | SOLE | 3 | 1,358,000 | 0 | 0 | ||
| SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 652,212 | 707,000 | PRN | SOLE | 707,000 | 0 | 0 | |||
| SNAP INC | NOTE 0.125% 3/0 | 83304AAH9 | 20,528,800 | 28,975,000 | PRN | SOLE | 28,975,000 | 0 | 0 | |||
| SNAP INC | NOTE 5/0 | 83304AAF3 | 158,360 | 214,000 | PRN | SOLE | 214,000 | 0 | 0 | |||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 409,170 | 345,000 | PRN | SOLE | 1 | 345,000 | 0 | 0 | ||
| SOLAREDGE TECHNOLOGIES INC | NOTE 9/1 | 83417MAD6 | 3,987,332 | 3,362,000 | PRN | SOLE | 3,362,000 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 1,203,825 | 1,050,000 | PRN | SOLE | 1 | 1,050,000 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 39,718,209 | 34,643,000 | PRN | SOLE | 34,643,000 | 0 | 0 | |||
| SPDR SER TR | BLOOMBERG 1-3 MO | 78468R663 | 13,654,738 | 148,712 | SH | SOLE | 148,712 | 0 | 0 | |||
| SPDR SER TR | S&P METALS MNG | 78464A755 | 2,855,933 | 56,197 | SH | SOLE | 56,197 | 0 | 0 | |||
| SPDR SER TR | BBG CONV SEC ETF | 78464A359 | 5,219,741 | 74,621 | SH | SOLE | 74,621 | 0 | 0 | |||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,067,368 | 1,321,000 | PRN | SOLE | 2 | 1,321,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 1,043,936 | 1,292,000 | PRN | SOLE | 3 | 1,292,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 569,640 | 705,000 | PRN | SOLE | 4 | 705,000 | 0 | 0 | ||
| SPIRIT AIRLS INC | NOTE 1.000% 5/1 | 848577AB8 | 187,456 | 232,000 | PRN | SOLE | 232,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 1,029,029 | 1,041,000 | PRN | SOLE | 3 | 1,041,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 6/1 | 848637AF1 | 914,250 | 1,060,000 | PRN | SOLE | 1,060,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 477,446 | 483,000 | PRN | SOLE | 2 | 483,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 1,575,000 | 1,575,000 | PRN | SOLE | 1 | 1,575,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 533,790 | 540,000 | PRN | SOLE | 4 | 540,000 | 0 | 0 | ||
| SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 18,579,000 | 18,579,000 | PRN | SOLE | 18,579,000 | 0 | 0 | |||
| SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 70,184 | 71,000 | PRN | SOLE | 71,000 | 0 | 0 | |||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 502,022 | 525,000 | PRN | SOLE | 1 | 525,000 | 0 | 0 | ||
| STRIDE INC | NOTE 1.125% 9/0 | 86333MAA6 | 5,323,340 | 5,567,000 | PRN | SOLE | 5,567,000 | 0 | 0 | |||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 632,830 | 745,000 | PRN | SOLE | 1 | 745,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,215,543 | 1,431,000 | PRN | SOLE | 3 | 1,431,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 530,048 | 624,000 | PRN | SOLE | 4 | 624,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 1,243,575 | 1,464,000 | PRN | SOLE | 2 | 1,464,000 | 0 | 0 | ||
| SUMMIT HOTEL PPTYS | NOTE 1.500% 2/1 | 866082AA8 | 6,080,268 | 7,158,000 | PRN | SOLE | 7,158,000 | 0 | 0 | |||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 297,730 | 380,000 | PRN | SOLE | 4 | 380,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 804,655 | 1,027,000 | PRN | SOLE | 2 | 1,027,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 689,480 | 880,000 | PRN | SOLE | 3 | 880,000 | 0 | 0 | ||
| SUNNOVA ENERGY INTL INC. | NOTE 0.250%12/0 | 86745KAF1 | 166,886 | 213,000 | PRN | SOLE | 213,000 | 0 | 0 | |||
| TEMPUR SEALY INTL INC | COM | 88023U101 | 223,110 | 5,568 | SH | SOLE | 5,568 | 0 | 0 | |||
| TESLA INC | COM | 88160R101 | 591,603 | 2,260 | SH | SOLE | 2,260 | 0 | 0 | |||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 308,356 | 591 | SH | SOLE | 591 | 0 | 0 | |||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 475,088 | 368,000 | PRN | SOLE | 1 | 368,000 | 0 | 0 | ||
| TOPGOLF CALLAWAY BRANDS CORP | NOTE 2.750% 5/0 | 131193AE4 | 5,120,106 | 3,966,000 | PRN | SOLE | 3,966,000 | 0 | 0 | |||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 817,166 | 512,000 | PRN | SOLE | 1 | 512,000 | 0 | 0 | ||
| TRANSOCEAN INC | DEB 4.000%12/1 | 893830BT5 | 8,677,596 | 5,437,000 | PRN | SOLE | 5,437,000 | 0 | 0 | |||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 101,981 | 14,548 | SH | SOLE | 14,548 | 0 | 0 | |||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 600,160 | 682,000 | PRN | SOLE | 4 | 682,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,599,840 | 1,818,000 | PRN | SOLE | 2 | 1,818,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 1,506,560 | 1,712,000 | PRN | SOLE | 3 | 1,712,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 253,440 | 288,000 | PRN | SOLE | 288,000 | 0 | 0 | |||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 515,000 | 500,000 | PRN | SOLE | 1 | 500,000 | 0 | 0 | ||
| TYLER TEX INDPT SCH DIST | NOTE 0.250% 3/1 | 902252AB1 | 7,959,840 | 7,728,000 | PRN | SOLE | 7,728,000 | 0 | 0 | |||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 1,413,641 | 1,550,000 | PRN | SOLE | 1 | 1,550,000 | 0 | 0 | ||
| UBER TECHNOLOGIES INC | NOTE 12/1 | 90353TAJ9 | 14,208,462 | 15,579,000 | PRN | SOLE | 15,579,000 | 0 | 0 | |||
| UNION PAC CORP | COM | 907818108 | 415,786 | 2,032 | SH | SOLE | 2,032 | 0 | 0 | |||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 729,131 | 1,517 | SH | SOLE | 1,517 | 0 | 0 | |||
| UNITY SOFTWARE INC | NOTE 11/1 | 91332UAB7 | 582,111 | 729,000 | PRN | SOLE | 729,000 | 0 | 0 | |||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 1,031,258 | 1,511,000 | PRN | SOLE | 3 | 1,511,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 427,928 | 627,000 | PRN | SOLE | 4 | 627,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 1,003,958 | 1,471,000 | PRN | SOLE | 2 | 1,471,000 | 0 | 0 | ||
| UPSTART HLDGS INC | NOTE 0.250% 8/1 | 91680MAB3 | 266,858 | 391,000 | PRN | SOLE | 391,000 | 0 | 0 | |||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,213,210 | 1,498,000 | PRN | SOLE | 2 | 1,498,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 503,749 | 622,000 | PRN | SOLE | 4 | 622,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 1,328,214 | 1,640,000 | PRN | SOLE | 3 | 1,640,000 | 0 | 0 | ||
| UPWORK INC | NOTE 0.250% 8/1 | 91688FAB0 | 194,373 | 240,000 | PRN | SOLE | 240,000 | 0 | 0 | |||
| VAIL RESORTS INC | NOTE 1/0 | 91879QAN9 | 539,448 | 604,000 | PRN | SOLE | 604,000 | 0 | 0 | |||
| VANGUARD STAR FDS | VG TL INTL STK F | 921909768 | 19,911,820 | 355,061 | SH | SOLE | 355,061 | 0 | 0 | |||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 971,138 | 1,102,000 | PRN | SOLE | 2 | 1,102,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 995,813 | 1,130,000 | PRN | SOLE | 3 | 1,130,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 396,563 | 450,000 | PRN | SOLE | 4 | 450,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | 1,720,202 | 1,952,000 | PRN | SOLE | 1,952,000 | 0 | 0 | |||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 245,119 | 6,591 | SH | SOLE | 6,591 | 0 | 0 | |||
| VISA INC | COM CL A | 92826C839 | 537,653 | 2,264 | SH | SOLE | 2,264 | 0 | 0 | |||
| WALMART INC | COM | 931142103 | 233,256 | 1,484 | SH | SOLE | 1,484 | 0 | 0 | |||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 834,902 | 1,015,000 | PRN | SOLE | 3 | 1,015,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 846,418 | 1,029,000 | PRN | SOLE | 2 | 1,029,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 346,299 | 421,000 | PRN | SOLE | 4 | 421,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 752,646 | 915,000 | PRN | SOLE | 1 | 915,000 | 0 | 0 | ||
| WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 8,384,392 | 10,193,000 | PRN | SOLE | 10,193,000 | 0 | 0 | |||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 2,011,113 | 1,745 | SH | SOLE | 1 | 1,745 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 302,943 | 7,098 | SH | SOLE | 7,098 | 0 | 0 | |||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 24,212,884 | 21,009 | SH | SOLE | 21,009 | 0 | 0 | |||
| WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 13,606,942 | 14,035,000 | PRN | SOLE | 14,035,000 | 0 | 0 | |||
| WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | 3,819,512 | 45,880 | SH | SOLE | 45,880 | 0 | 0 | |||
| WOLFSPEED INC | NOTE 0.250% 2/1 | 977852AB8 | 657,994 | 859,000 | PRN | SOLE | 859,000 | 0 | 0 | |||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 1,015,702 | 723,000 | PRN | SOLE | 1 | 723,000 | 0 | 0 | ||
| WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 9,139,912 | 6,506,000 | PRN | SOLE | 6,506,000 | 0 | 0 | |||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 377,250 | 300,000 | PRN | SOLE | 1 | 300,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 1,127,675 | 1,075,000 | PRN | SOLE | 1 | 1,075,000 | 0 | 0 | ||
| ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 12,380,298 | 11,802,000 | PRN | SOLE | 11,802,000 | 0 | 0 | |||
| ZILLOW GROUP INC | NOTE 1.375% 9/0 | 98954MAG6 | 4,021,496 | 3,198,000 | PRN | SOLE | 3,198,000 | 0 | 0 | |||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 747,086 | 641,000 | PRN | SOLE | 1 | 641,000 | 0 | 0 | ||
| ZSCALER INC | NOTE 0.125% 7/0 | 98980GAB8 | 8,057,111 | 6,913,000 | PRN | SOLE | 6,913,000 | 0 | 0 | |||