0001172661-23-002829.txt : 20230809 0001172661-23-002829.hdr.sgml : 20230809 20230809123339 ACCESSION NUMBER: 0001172661-23-002829 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230809 DATE AS OF CHANGE: 20230809 EFFECTIVENESS DATE: 20230809 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SSI INVESTMENT MANAGEMENT LLC CENTRAL INDEX KEY: 0000938487 IRS NUMBER: 952913505 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04720 FILM NUMBER: 231154271 BUSINESS ADDRESS: STREET 1: 2121 AVENUE OF THE STARS STREET 2: SUITE 2050 CITY: LOS ANGELES STATE: CA ZIP: 90067 BUSINESS PHONE: 3105952000 MAIL ADDRESS: STREET 1: 2121 AVENUE OF THE STARS STREET 2: SUITE 2050 CITY: LOS ANGELES STATE: CA ZIP: 90067 FORMER COMPANY: FORMER CONFORMED NAME: SSI INVESTMENT MANAGEMENT INC DATE OF NAME CHANGE: 19990414 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false true false 0000938487 XXXXXXXX 06-30-2023 06-30-2023 false SSI INVESTMENT MANAGEMENT LLC

2121 Avenue Of The Stars Suite 2050 Los Angeles CA 90067

13F HOLDINGS REPORT 028-04720 000104889 801-10544 N Syed Mehdi 310-595-2001 /s/ Syed Mehdi Beverly Hills CA 08-09-2023 4 534 1425496716 1 0001125816 028-06487 000107027 801-39950 FIRST TRUST ADVISORS LP 2 0001673385 028-17446 000108031 801-56896 Morningstar Investment Management LLC 3 0000908758 028-14511 000105552 801-29198 American Beacon Advisors, Inc. 4 0001308668 028-10998 000112319 801-60303 GuideStone Capital Management, LLC INFORMATION TABLE 2 infotable.xml 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 447422 471000 PRN SOLE 4 471000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 1158926 1220000 PRN SOLE 2 1220000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 1075332 1132000 PRN SOLE 3 1132000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 215636 227000 PRN SOLE 227000 0 0 ABBOTT LABS COM 002824100 418527 3839 SH SOLE 3839 0 0 ABBVIE INC COM 00287Y109 326045 2420 SH SOLE 2420 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 256431 831 SH SOLE 831 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 301219 616 SH SOLE 616 0 0 AES CORP UNIT 02/15/2024 00130H204 337718 4155 SH SOLE 1 4155 0 0 AES CORP UNIT 02/15/2024 00130H204 3624684 44595 SH SOLE 44595 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 426622 578000 PRN SOLE 2 578000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 166073 225000 PRN SOLE 4 225000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 515194 698000 PRN SOLE 1 698000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 419241 568000 PRN SOLE 3 568000 0 0 AFFIRM HLDGS INC NOTE 11/1 00827BAB2 5694442 7715000 PRN SOLE 7715000 0 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 1272376 1347000 PRN SOLE 2 1347000 0 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 491192 520000 PRN SOLE 4 520000 0 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 1278044 1353000 PRN SOLE 3 1353000 0 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 617768 654000 PRN SOLE 1 654000 0 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 6639593 7029000 PRN SOLE 7029000 0 0 AIRBNB INC NOTE 3/1 009066AB7 264216 303000 PRN SOLE 4 303000 0 0 AIRBNB INC NOTE 3/1 009066AB7 689752 791000 PRN SOLE 3 791000 0 0 AIRBNB INC NOTE 3/1 009066AB7 685392 786000 PRN SOLE 2 786000 0 0 AIRBNB INC NOTE 3/1 009066AB7 2881088 3304000 PRN SOLE 3304000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 613452 575000 PRN SOLE 1 575000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6586877 6174000 PRN SOLE 6174000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2295564 2377000 PRN SOLE 2377000 0 0 ALPHABET INC CAP STK CL A 02079K305 1891500 15802 SH SOLE 15802 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 773559 667000 PRN SOLE 1 667000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 8228491 7095000 PRN SOLE 7095000 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 546925 655000 PRN SOLE 1 655000 0 0 ALTERYX INC NOTE 1.000% 8/0 02156BAF0 3203060 3836000 PRN SOLE 3836000 0 0 AMAZON COM INC COM 023135106 1674736 12847 SH SOLE 12847 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 1624308 1268000 PRN SOLE 3 1268000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 1660176 1296000 PRN SOLE 2 1296000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 858270 670000 PRN SOLE 4 670000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 736575 575000 PRN SOLE 1 575000 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 8318814 6494000 PRN SOLE 6494000 0 0 AMERICAN ELEC PWR CO INC UNIT 08/15/2023 02557T307 195535 3955 SH SOLE 1 3955 0 0 AMERICAN ELEC PWR CO INC UNIT 08/15/2023 02557T307 5131381 103790 SH SOLE 103790 0 0 AMGEN INC COM 031162100 328811 1481 SH SOLE 1481 0 0 APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 2587513 2612000 PRN SOLE 2 2612000 0 0 APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 2316081 2338000 PRN SOLE 3 2338000 0 0 APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 961897 971000 PRN SOLE 4 971000 0 0 APOLLO COML REAL ESTATE FIN NOTE 5.375%10/1 03762UAC9 325915 329000 PRN SOLE 329000 0 0 APPLE INC COM 037833100 3146388 16221 SH SOLE 16221 0 0 APPLIED MATLS INC COM 038222105 329550 2280 SH SOLE 2280 0 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11698503 11662000 PRN SOLE 11662000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 766480 670000 PRN SOLE 1 670000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 526240 460000 PRN SOLE 4 460000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 1222936 1069000 PRN SOLE 3 1069000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 1190904 1041000 PRN SOLE 2 1041000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 6099808 5332000 PRN SOLE 5332000 0 0 ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3 615285 678000 PRN SOLE 1 678000 0 0 ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3 3934023 4335000 PRN SOLE 4335000 0 0 ATI INC NOTE 3.500% 6/1 01741RAK8 767175 265000 PRN SOLE 1 265000 0 0 ATI INC NOTE 3.500% 6/1 01741RAK8 6279255 2169000 PRN SOLE 2169000 0 0 BANK AMERICA CORP 7.25%CNV PFD L 060505682 574192 490 SH SOLE 1 490 0 0 BANK AMERICA CORP 7.25%CNV PFD L 060505682 9034735 7710 SH SOLE 7710 0 0 BANK AMERICA CORP COM 060505104 486066 16942 SH SOLE 16942 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 1043972 1015000 PRN SOLE 1 1015000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1192863 1321000 PRN SOLE 2 1321000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 366618 406000 PRN SOLE 4 406000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1051995 1165000 PRN SOLE 3 1165000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 142674 158000 PRN SOLE 158000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 7838536 7621000 PRN SOLE 7621000 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 942183 2763 SH SOLE 2763 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 893903 855000 PRN SOLE 1 855000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 9729437 9306000 PRN SOLE 9306000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 801531 816000 PRN SOLE 1 816000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 8418035 8570000 PRN SOLE 8570000 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 1025444 1088000 PRN SOLE 1088000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 458782 379000 PRN SOLE 379000 0 0 BOEING CO COM 097023105 278521 1319 SH SOLE 1319 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 1161570 775000 PRN SOLE 1 775000 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 33965805 22662000 PRN SOLE 22662000 0 0 BOX INC NOTE 1/1 10316TAB0 568836 458000 PRN SOLE 1 458000 0 0 BOX INC NOTE 1/1 10316TAB0 6161562 4961000 PRN SOLE 4961000 0 0 BROADCOM INC COM 11135F101 572502 660 SH SOLE 660 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 910250 880000 PRN SOLE 1 880000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 9907245 9578000 PRN SOLE 9578000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 869138 1155000 PRN SOLE 1 1155000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 384528 511000 PRN SOLE 4 511000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 1077580 1432000 PRN SOLE 3 1432000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 1010608 1343000 PRN SOLE 2 1343000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 8257192 10973000 PRN SOLE 10973000 0 0 CARNIVAL CORP NOTE 5.750%10/0 143658BT8 414650 210000 PRN SOLE 210000 0 0 CATERPILLAR INC COM 149123101 252447 1026 SH SOLE 1026 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 158417 148000 PRN SOLE 1 148000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 1701910 1590000 PRN SOLE 1590000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 824373 937000 PRN SOLE 2 937000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 669528 761000 PRN SOLE 3 761000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 203234 231000 PRN SOLE 4 231000 0 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 164523 187000 PRN SOLE 187000 0 0 CHART INDS INC 6.75DP CNV PFD B 16115Q407 789387 12165 SH SOLE 1 12165 0 0 CHART INDS INC 6.75DP CNV PFD B 16115Q407 8498645 130970 SH SOLE 130970 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 528413 630000 PRN SOLE 1 630000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1251415 1492000 PRN SOLE 2 1492000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1256448 1498000 PRN SOLE 3 1498000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 532606 635000 PRN SOLE 4 635000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 5178448 6174000 PRN SOLE 6174000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 420237 477000 PRN SOLE 4 477000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 1064248 1208000 PRN SOLE 3 1208000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 1123275 1275000 PRN SOLE 2 1275000 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 255490 290000 PRN SOLE 290000 0 0 CHEVRON CORP NEW COM 166764100 375753 2388 SH SOLE 2388 0 0 CISCO SYS INC COM 17275R102 424525 8205 SH SOLE 8205 0 0 CLOUDFLARE INC NOTE 8/1 18915MAC1 16970859 20001000 PRN SOLE 20001000 0 0 COCA COLA CO COM 191216100 438582 7283 SH SOLE 7283 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 375463 613000 PRN SOLE 2 613000 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 357088 583000 PRN SOLE 3 583000 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 132913 217000 PRN SOLE 4 217000 0 0 COHERUS BIOSCIENCES INC NOTE 1.500% 4/1 19249HAB9 53288 87000 PRN SOLE 87000 0 0 COMCAST CORP NEW CL A 20030N101 308551 7426 SH SOLE 7426 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 695770 838000 PRN SOLE 1 838000 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 6402241 7711000 PRN SOLE 7711000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 1066896 956000 PRN SOLE 2 956000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 569160 510000 PRN SOLE 4 510000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 1037880 930000 PRN SOLE 1 930000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 1042344 934000 PRN SOLE 3 934000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 11067372 9917000 PRN SOLE 9917000 0 0 COSTCO WHSL CORP NEW COM 22160K105 506615 941 SH SOLE 941 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 1115513 985000 PRN SOLE 1 985000 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 11986391 10584000 PRN SOLE 10584000 0 0 D R HORTON INC COM 23331A109 293639 2413 SH SOLE 2413 0 0 DANAHER CORPORATION COM 235851102 365280 1522 SH SOLE 1522 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 860013 693000 PRN SOLE 1 693000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 9254137 7457000 PRN SOLE 7457000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 3453293 3235000 PRN SOLE 1 3235000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 346158 111000 PRN SOLE 111000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 30833050 28884000 PRN SOLE 28884000 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 859196 1100000 PRN SOLE 1 1100000 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 7450006 9538000 PRN SOLE 9538000 0 0 DISNEY WALT CO COM 254687106 255877 2866 SH SOLE 2866 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 591578 793000 PRN SOLE 1 793000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 5663632 7592000 PRN SOLE 7592000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 659985 690000 PRN SOLE 1 690000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 7192890 7520000 PRN SOLE 7520000 0 0 EATON CORP PLC SHS G29183103 311503 1549 SH SOLE 1549 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 800800 728000 PRN SOLE 2 728000 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 240900 219000 PRN SOLE 4 219000 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 528000 480000 PRN SOLE 3 480000 0 0 ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 80300 73000 PRN SOLE 73000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAK3 427733 455000 PRN SOLE 455000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 197263 215000 PRN SOLE 4 215000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 529398 577000 PRN SOLE 2 577000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 498203 543000 PRN SOLE 3 543000 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 832177 907000 PRN SOLE 907000 0 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 259672 155000 PRN SOLE 1 155000 0 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 2948531 1760000 PRN SOLE 1760000 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 903134 321000 PRN SOLE 1 321000 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 11304659 4018000 PRN SOLE 4018000 0 0 ETSY INC NOTE 0.125% 9/0 29786AAL0 466776 560000 PRN SOLE 1 560000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 344253 291000 PRN SOLE 291000 0 0 ETSY INC NOTE 0.125% 9/0 29786AAL0 6676566 8010000 PRN SOLE 8010000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 8104719 8350000 PRN SOLE 8350000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 687789 603000 PRN SOLE 1 603000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 6425069 5633000 PRN SOLE 5633000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 630276 616000 PRN SOLE 1 616000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 7462020 7293000 PRN SOLE 7293000 0 0 EXPEDIA GROUP INC NOTE 2/1 30212PBE4 14575857 16681000 PRN SOLE 16681000 0 0 FIRST TR EXCHANGE-TRADED FD FST LOW OPPT EFT 33739Q200 6795980 142563 SH SOLE 142563 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 157132 163000 PRN SOLE 4 163000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 422232 438000 PRN SOLE 2 438000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 335472 348000 PRN SOLE 3 348000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 572616 594000 PRN SOLE 594000 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 1100978 1005000 PRN SOLE 1 1005000 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 17441464 15921000 PRN SOLE 15921000 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 394488 210000 PRN SOLE 210000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1446638 1499000 PRN SOLE 2 1499000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 1322144 1370000 PRN SOLE 3 1370000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 530788 550000 PRN SOLE 4 550000 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 383133 397000 PRN SOLE 397000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 1377316 1399000 PRN SOLE 3 1399000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 496188 504000 PRN SOLE 4 504000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 1127253 1145000 PRN SOLE 2 1145000 0 0 GREENBRIER COS INC NOTE 2.875% 4/1 393657AM3 198870 202000 PRN SOLE 202000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 394661 552000 PRN SOLE 552000 0 0 H WORLD GROUP LTD NOTE 3.000% 5/0 44332NAB2 486155 430000 PRN SOLE 1 430000 0 0 H WORLD GROUP LTD NOTE 3.000% 5/0 44332NAB2 5162294 4566000 PRN SOLE 4566000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1112123 1307000 PRN SOLE 3 1307000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 633919 745000 PRN SOLE 1 745000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 1369094 1609000 PRN SOLE 2 1609000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 493521 580000 PRN SOLE 4 580000 0 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 5928202 6967000 PRN SOLE 6967000 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1139537 1372000 PRN SOLE 3 1372000 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 1135384 1367000 PRN SOLE 2 1367000 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 483390 582000 PRN SOLE 4 582000 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 2470104 2974000 PRN SOLE 2974000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 952378 962000 PRN SOLE 3 962000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 949408 959000 PRN SOLE 2 959000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 504899 510000 PRN SOLE 4 510000 0 0 HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 68310 69000 PRN SOLE 69000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 330250 250000 PRN SOLE 4 250000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 776748 588000 PRN SOLE 3 588000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 644648 488000 PRN SOLE 2 488000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 763538 578000 PRN SOLE 1 578000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 6367220 4820000 PRN SOLE 4820000 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 1112807 1149000 PRN SOLE 2 1149000 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 1159295 1197000 PRN SOLE 3 1197000 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 457132 472000 PRN SOLE 4 472000 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 176267 182000 PRN SOLE 182000 0 0 HOME DEPOT INC COM 437076102 366244 1179 SH SOLE 1179 0 0 HONEYWELL INTL INC COM 438516106 270168 1302 SH SOLE 1302 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 842751 441000 PRN SOLE 1 441000 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 8175258 4278000 PRN SOLE 4278000 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 946378 1035000 PRN SOLE 2 1035000 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 954608 1044000 PRN SOLE 3 1044000 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 395924 433000 PRN SOLE 4 433000 0 0 I3 VERTICALS LLC NOTE 1.000% 2/1 44933TAB2 217622 238000 PRN SOLE 238000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 861915 868000 PRN SOLE 2 868000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 863901 870000 PRN SOLE 3 870000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 457768 461000 PRN SOLE 4 461000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 10787836 10864000 PRN SOLE 10864000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 530004 580000 PRN SOLE 1 580000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 5017676 5491000 PRN SOLE 5491000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 643346 595000 PRN SOLE 1 595000 0 0 IMPINJ INC NOTE 1.125% 5/1 453204AD1 6739459 6233000 PRN SOLE 6233000 0 0 INNOVIVA INC NOTE 2.125% 3/1 45781MAD3 601881 735000 PRN SOLE 735000 0 0 INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 1510875 1530000 PRN SOLE 1530000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 1315999 1569000 PRN SOLE 2 1569000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 561124 669000 PRN SOLE 4 669000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 624869 745000 PRN SOLE 1 745000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 1288320 1536000 PRN SOLE 3 1536000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 6293145 7503000 PRN SOLE 7503000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 1004029 731000 PRN SOLE 1 731000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 9902944 7210000 PRN SOLE 7210000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 479325 525000 PRN SOLE 525000 0 0 INTEL CORP COM 458140100 202979 6070 SH SOLE 6070 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 360273 3186 SH SOLE 3186 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 433840 460000 PRN SOLE 460000 0 0 ISHARES INC CORE MSCI EMKT 46434G103 4278225 86797 SH SOLE 86797 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 634477 4020 SH SOLE 4020 0 0 ISHARES TR 7-10 YR TRSY BD 464287440 20817976 215507 SH SOLE 215507 0 0 ISHARES TR FLTG RATE NT ETF 46429B655 10359354 203844 SH SOLE 203844 0 0 ISHARES TR U.S. REAL ES ETF 464287739 534731 6179 SH SOLE 6179 0 0 ISHARES TR IBOXX INV CP ETF 464287242 8432760 77980 SH SOLE 77980 0 0 ISHARES TR CORE US AGGBD ET 464287226 396993 4053 SH SOLE 4053 0 0 ISHARES TR CORE S&P500 ETF 464287200 86565797 194220 SH SOLE 194220 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 2747993 19517 SH SOLE 19517 0 0 ITRON INC NOTE 3/1 465741AN6 487781 550000 PRN SOLE 1 550000 0 0 ITRON INC NOTE 3/1 465741AN6 5506608 6209000 PRN SOLE 6209000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 559592 653000 PRN SOLE 3 653000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 236520 276000 PRN SOLE 4 276000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 607582 709000 PRN SOLE 2 709000 0 0 JAMF HLDG CORP NOTE 0.125% 9/0 47074LAB1 95980 112000 PRN SOLE 112000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 789626 777000 PRN SOLE 1 777000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 730280 768000 PRN SOLE 2 768000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 354680 373000 PRN SOLE 4 373000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 862453 907000 PRN SOLE 3 907000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 9520236 9368000 PRN SOLE 9368000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 192078 202000 PRN SOLE 202000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 530530 646000 PRN SOLE 1 646000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 490289 597000 PRN SOLE 4 597000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 911592 1110000 PRN SOLE 2 1110000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 900095 1096000 PRN SOLE 3 1096000 0 0 JETBLUE AIRWAYS CORP NOTE 0.500% 4/0 477143AP6 5877716 7157000 PRN SOLE 7157000 0 0 JOHN BEAN TECHNOLOGIES CORP NOTE 0.250% 5/1 477839AB0 8838133 9318000 PRN SOLE 9318000 0 0 JOHNSON & JOHNSON COM 478160104 697169 4212 SH SOLE 4212 0 0 JPMORGAN CHASE & CO COM 46625H100 630334 4334 SH SOLE 4334 0 0 KAMAN CORP NOTE 3.250% 5/0 483548AF0 678915 705000 PRN SOLE 2 705000 0 0 KAMAN CORP NOTE 3.250% 5/0 483548AF0 692397 719000 PRN SOLE 3 719000 0 0 KAMAN CORP NOTE 3.250% 5/0 483548AF0 255195 265000 PRN SOLE 4 265000 0 0 KAMAN CORP NOTE 3.250% 5/0 483548AF0 123264 128000 PRN SOLE 128000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 708566 277000 PRN SOLE 1 277000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 6607314 2583000 PRN SOLE 2583000 0 0 KIMBERLY-CLARK CORP COM 494368103 1199051 8685 SH SOLE 8685 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 825375 12500 SH SOLE 1 12500 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 12321334 186602 SH SOLE 186602 0 0 KKR & CO INC COM 48251W104 213416 3811 SH SOLE 3811 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 1389850 1805000 PRN SOLE 3 1805000 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 629090 817000 PRN SOLE 1 817000 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 494340 642000 PRN SOLE 4 642000 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 1375220 1786000 PRN SOLE 2 1786000 0 0 LENDINGTREE INC NOTE 0.500% 7/1 52603BAD9 5764990 7487000 PRN SOLE 7487000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5980271 5171000 PRN SOLE 5171000 0 0 LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 270782 3597 SH SOLE 3597 0 0 LILLY ELI & CO COM 532457108 214325 457 SH SOLE 457 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 403373 380000 PRN SOLE 380000 0 0 LOCKHEED MARTIN CORP COM 539830109 222823 484 SH SOLE 484 0 0 LOEWS CORP COM 540424108 785716 13232 SH SOLE 13232 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1002379 1136000 PRN SOLE 3 1136000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1052675 1193000 PRN SOLE 2 1193000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 447365 507000 PRN SOLE 4 507000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 1362387 1544000 PRN SOLE 1544000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 606254 677000 PRN SOLE 4 677000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 523868 585000 PRN SOLE 1 585000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 1282356 1432000 PRN SOLE 3 1432000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 1245641 1391000 PRN SOLE 2 1391000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 5834195 6515000 PRN SOLE 6515000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 464600 460000 PRN SOLE 1 460000 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 5237860 5186000 PRN SOLE 5186000 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 457504 544000 PRN SOLE 4 544000 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1267387 1507000 PRN SOLE 2 1507000 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 1168149 1389000 PRN SOLE 3 1389000 0 0 MAGNITE INC NOTE 0.250% 3/1 55955DAB6 197635 235000 PRN SOLE 235000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 500310 540000 PRN SOLE 1 540000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 4242455 4579000 PRN SOLE 4579000 0 0 MASTERCARD INCORPORATED CL A 57636Q104 401955 1022 SH SOLE 1022 0 0 MCDONALDS CORP COM 580135101 442841 1484 SH SOLE 1484 0 0 MEDTRONIC PLC SHS G5960L103 207564 2356 SH SOLE 2356 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 669708 245000 PRN SOLE 1 245000 0 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 6839225 2502000 PRN SOLE 2502000 0 0 MERCK & CO INC COM 58933Y105 502640 4356 SH SOLE 4356 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 443523 497000 PRN SOLE 3 497000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 208822 234000 PRN SOLE 4 234000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 555073 622000 PRN SOLE 2 622000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 131183 147000 PRN SOLE 147000 0 0 META PLATFORMS INC CL A 30303M102 1108606 3863 SH SOLE 3863 0 0 MFA FINL INC NOTE 6.250% 6/1 55272XAA0 942857 956000 PRN SOLE 4 956000 0 0 MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2299939 2332000 PRN SOLE 2 2332000 0 0 MFA FINL INC NOTE 6.250% 6/1 55272XAA0 2558337 2594000 PRN SOLE 3 2594000 0 0 MFA FINL INC NOTE 6.250% 6/1 55272XAA0 362941 368000 PRN SOLE 368000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 1199125 1060000 PRN SOLE 1 1060000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 13929085 12313000 PRN SOLE 12313000 0 0 MICROSOFT CORP COM 594918104 4019394 11803 SH SOLE 11803 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 534160 494000 PRN SOLE 1 494000 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 5755735 5323000 PRN SOLE 5323000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 327004 377000 PRN SOLE 4 377000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 715592 825000 PRN SOLE 2 825000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 607169 700000 PRN SOLE 3 700000 0 0 MITEK SYS INC NOTE 0.750% 2/0 606710AA9 85003 98000 PRN SOLE 98000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1014390 510000 PRN SOLE 1 510000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 11042928 5552000 PRN SOLE 5552000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 445885 309000 PRN SOLE 1 309000 0 0 NATERA INC NOTE 2.250% 5/0 632307AB0 4724367 3274000 PRN SOLE 3274000 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 679190 737000 PRN SOLE 1 737000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 349350 255000 PRN SOLE 1 255000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 3418150 2495000 PRN SOLE 2495000 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 7928186 8603000 PRN SOLE 8603000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 267225 210000 PRN SOLE 1 210000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2841503 2233000 PRN SOLE 2233000 0 0 NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 1209918 1219000 PRN SOLE 3 1219000 0 0 NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 959796 967000 PRN SOLE 2 967000 0 0 NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 502230 506000 PRN SOLE 4 506000 0 0 NEW MTN FIN CORP NOTE 5.750% 8/1 647551AC4 57568 58000 PRN SOLE 58000 0 0 NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 988904 24471 SH SOLE 3 24471 0 0 NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 410700 10163 SH SOLE 4 10163 0 0 NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 962758 23824 SH SOLE 2 23824 0 0 NEW YORK CMNTY CAP TR V UNIT 05/07/2051 64944P307 259925 6432 SH SOLE 6432 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 1531575 34035 SH SOLE 1 34035 0 0 NEXTERA ENERGY INC UNIT 09/01/2025 65339F713 18243225 405405 SH SOLE 405405 0 0 NEXTERA ENERGY INC UNIT 09/01/2023 65339F739 251474 5150 SH SOLE 5150 0 0 NICE LTD NOTE 9/1 653656AB4 33908 35000 PRN SOLE 35000 0 0 NIKE INC CL B 654106103 205067 1858 SH SOLE 1858 0 0 NISOURCE INC UNIT 12/01/2023 65473P121 2770915 27110 SH SOLE 27110 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 843345 799000 PRN SOLE 3 799000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 842289 798000 PRN SOLE 2 798000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 325094 308000 PRN SOLE 4 308000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 100273 95000 PRN SOLE 95000 0 0 NVIDIA CORPORATION COM 67066G104 1463648 3460 SH SOLE 3460 0 0 ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 1158836 631000 PRN SOLE 631000 0 0 ORACLE CORP COM 68389X105 439919 3694 SH SOLE 3694 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 290450 314000 PRN SOLE 314000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 695626 733000 PRN SOLE 1 733000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 6570960 6924000 PRN SOLE 6924000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2756219 1071000 PRN SOLE 1 1071000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 29826876 11590000 PRN SOLE 11590000 0 0 PARKER-HANNIFIN CORP COM 701094104 219981 564 SH SOLE 564 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 640920 560000 PRN SOLE 1 560000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7873030 6879000 PRN SOLE 6879000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 345676 356000 PRN SOLE 4 356000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 430153 443000 PRN SOLE 1 443000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 779713 803000 PRN SOLE 3 803000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 816611 841000 PRN SOLE 2 841000 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 4565642 4702000 PRN SOLE 4702000 0 0 PDD HOLDINGS INC NOTE 12/0 722304AC6 1155429 1190000 PRN SOLE 2 1190000 0 0 PDD HOLDINGS INC NOTE 12/0 722304AC6 491300 506000 PRN SOLE 4 506000 0 0 PDD HOLDINGS INC NOTE 12/0 722304AC6 1100085 1133000 PRN SOLE 3 1133000 0 0 PDD HOLDINGS INC NOTE 12/0 722304AC6 166033 171000 PRN SOLE 171000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1240019 1469000 PRN SOLE 2 1469000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 527578 625000 PRN SOLE 4 625000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 432192 512000 PRN SOLE 1 512000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 1245083 1475000 PRN SOLE 3 1475000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 5052925 5986000 PRN SOLE 5986000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 860100 915000 PRN SOLE 4 915000 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 733963 827000 PRN SOLE 3 827000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 1974000 2100000 PRN SOLE 2 2100000 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 819163 923000 PRN SOLE 2 923000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 2050140 2181000 PRN SOLE 3 2181000 0 0 PENNYMAC CORP NOTE 5.500% 3/1 70932AAF0 221875 250000 PRN SOLE 4 250000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 5189740 5521000 PRN SOLE 5521000 0 0 PEPSICO INC COM 713448108 464902 2510 SH SOLE 2510 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 434646 530000 PRN SOLE 1 530000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 1215370 1482000 PRN SOLE 3 1482000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 1202249 1466000 PRN SOLE 2 1466000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 450228 549000 PRN SOLE 4 549000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 5912834 7210000 PRN SOLE 7210000 0 0 PFIZER INC COM 717081103 506404 13806 SH SOLE 13806 0 0 PG&E CORP UNIT 08/16/2023 69331C140 823735 5500 SH SOLE 1 5500 0 0 PG&E CORP UNIT 08/16/2023 69331C140 9251293 61770 SH SOLE 61770 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 886067 403000 PRN SOLE 1 403000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 33652971 15306000 PRN SOLE 15306000 0 0 PROCTER AND GAMBLE CO COM 742718109 753389 4965 SH SOLE 4965 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 203670 186000 PRN SOLE 4 186000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 546405 499000 PRN SOLE 3 499000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 573780 524000 PRN SOLE 2 524000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 44895 41000 PRN SOLE 41000 0 0 PROSHARES TR SHRT 20+YR TRE 74347X849 584827 26963 SH SOLE 2 26963 0 0 PROSHARES TR SHRT 20+YR TRE 74347X849 208029 9591 SH SOLE 4 9591 0 0 PROSHARES TR SHRT 20+YR TRE 74347X849 552162 25457 SH SOLE 3 25457 0 0 PROSHARES TR SHRT 20+YR TRE 74347X849 64831 2989 SH SOLE 2989 0 0 PROSPECT CAP CORP NOTE 6.375% 3/0 74348TAT9 3353769 3406000 PRN SOLE 3406000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 842340 975000 PRN SOLE 2 975000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 824197 954000 PRN SOLE 3 954000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 359398 416000 PRN SOLE 4 416000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 133911 155000 PRN SOLE 155000 0 0 READY CAPITAL CORP 7% CN SR NT 2023 75574U200 1274770 51093 SH SOLE 3 51093 0 0 READY CAPITAL CORP 7% CN SR NT 2023 75574U200 1274820 51095 SH SOLE 2 51095 0 0 READY CAPITAL CORP 7% CN SR NT 2023 75574U200 492139 19725 SH SOLE 4 19725 0 0 READY CAPITAL CORP 7% CN SR NT 2023 75574U200 269685 10809 SH SOLE 10809 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 414301 419000 PRN SOLE 2 419000 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 237308 240000 PRN SOLE 4 240000 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 312456 316000 PRN SOLE 3 316000 0 0 REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 1296997 1367000 PRN SOLE 2 1367000 0 0 REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 1422238 1499000 PRN SOLE 3 1499000 0 0 REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 543657 573000 PRN SOLE 4 573000 0 0 REDWOOD TRUST INC NOTE 5.625% 7/1 758075AD7 96777 102000 PRN SOLE 102000 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 24720 25000 PRN SOLE 25000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 779960 740000 PRN SOLE 1 740000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 7460212 7078000 PRN SOLE 7078000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 1212821 1319000 PRN SOLE 3 1319000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 1377411 1498000 PRN SOLE 2 1498000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 424809 462000 PRN SOLE 4 462000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 203210 221000 PRN SOLE 221000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAH0 582660 702000 PRN SOLE 702000 0 0 RWT HLDGS INC NOTE 5.750%10/0 749772AD1 621916 719000 PRN SOLE 3 719000 0 0 RWT HLDGS INC NOTE 5.750%10/0 749772AD1 337340 390000 PRN SOLE 4 390000 0 0 RWT HLDGS INC NOTE 5.750%10/0 749772AD1 928116 1073000 PRN SOLE 2 1073000 0 0 RWT HLDGS INC NOTE 5.750%10/0 749772AD1 275061 318000 PRN SOLE 318000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 654100 844000 PRN SOLE 2 844000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 268150 346000 PRN SOLE 4 346000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 644025 831000 PRN SOLE 3 831000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 211575 273000 PRN SOLE 273000 0 0 SALESFORCE INC COM 79466L302 327243 1549 SH SOLE 1549 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 237703 141000 PRN SOLE 141000 0 0 SCHLUMBERGER LTD COM STK 806857108 297471 6056 SH SOLE 6056 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 781550 770000 PRN SOLE 1 770000 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 7163870 7058000 PRN SOLE 7058000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1173273 17929 SH SOLE 17929 0 0 SERVICENOW INC COM 81762P102 210738 375 SH SOLE 375 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1330350 1225000 PRN SOLE 1 1225000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 15891438 14633000 PRN SOLE 14633000 0 0 SNAP INC NOTE 5/0 83304AAF3 425500 575000 PRN SOLE 4 575000 0 0 SNAP INC NOTE 5/0 83304AAF3 1001220 1353000 PRN SOLE 2 1353000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 2033395 2870000 PRN SOLE 1 2870000 0 0 SNAP INC NOTE 5/0 83304AAF3 1004920 1358000 PRN SOLE 3 1358000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 652212 707000 PRN SOLE 707000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 20528800 28975000 PRN SOLE 28975000 0 0 SNAP INC NOTE 5/0 83304AAF3 158360 214000 PRN SOLE 214000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 409170 345000 PRN SOLE 1 345000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 3987332 3362000 PRN SOLE 3362000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 1203825 1050000 PRN SOLE 1 1050000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 39718209 34643000 PRN SOLE 34643000 0 0 SPDR SER TR BLOOMBERG 1-3 MO 78468R663 13654738 148712 SH SOLE 148712 0 0 SPDR SER TR S&P METALS MNG 78464A755 2855933 56197 SH SOLE 56197 0 0 SPDR SER TR BBG CONV SEC ETF 78464A359 5219741 74621 SH SOLE 74621 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 1067368 1321000 PRN SOLE 2 1321000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 1043936 1292000 PRN SOLE 3 1292000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 569640 705000 PRN SOLE 4 705000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 187456 232000 PRN SOLE 232000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 1029029 1041000 PRN SOLE 3 1041000 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 914250 1060000 PRN SOLE 1060000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 477446 483000 PRN SOLE 2 483000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 1575000 1575000 PRN SOLE 1 1575000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 533790 540000 PRN SOLE 4 540000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 18579000 18579000 PRN SOLE 18579000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 70184 71000 PRN SOLE 71000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 502022 525000 PRN SOLE 1 525000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 5323340 5567000 PRN SOLE 5567000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 632830 745000 PRN SOLE 1 745000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1215543 1431000 PRN SOLE 3 1431000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 530048 624000 PRN SOLE 4 624000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1243575 1464000 PRN SOLE 2 1464000 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 6080268 7158000 PRN SOLE 7158000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 297730 380000 PRN SOLE 4 380000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 804655 1027000 PRN SOLE 2 1027000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 689480 880000 PRN SOLE 3 880000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 166886 213000 PRN SOLE 213000 0 0 TEMPUR SEALY INTL INC COM 88023U101 223110 5568 SH SOLE 5568 0 0 TESLA INC COM 88160R101 591603 2260 SH SOLE 2260 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 308356 591 SH SOLE 591 0 0 TOPGOLF CALLAWAY BRANDS CORP NOTE 2.750% 5/0 131193AE4 475088 368000 PRN SOLE 1 368000 0 0 TOPGOLF CALLAWAY BRANDS CORP NOTE 2.750% 5/0 131193AE4 5120106 3966000 PRN SOLE 3966000 0 0 TRANSOCEAN INC DEB 4.000%12/1 893830BT5 817166 512000 PRN SOLE 1 512000 0 0 TRANSOCEAN INC DEB 4.000%12/1 893830BT5 8677596 5437000 PRN SOLE 5437000 0 0 TRANSOCEAN LTD REG SHS H8817H100 101981 14548 SH SOLE 14548 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 600160 682000 PRN SOLE 4 682000 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 1599840 1818000 PRN SOLE 2 1818000 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 1506560 1712000 PRN SOLE 3 1712000 0 0 TWO HARBORS INVENTMENT CORPO NOTE 6.250% 1/1 90187BAB7 253440 288000 PRN SOLE 288000 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 515000 500000 PRN SOLE 1 500000 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 7959840 7728000 PRN SOLE 7728000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1413641 1550000 PRN SOLE 1 1550000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 14208462 15579000 PRN SOLE 15579000 0 0 UNION PAC CORP COM 907818108 415786 2032 SH SOLE 2032 0 0 UNITEDHEALTH GROUP INC COM 91324P102 729131 1517 SH SOLE 1517 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 582111 729000 PRN SOLE 729000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 1031258 1511000 PRN SOLE 3 1511000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 427928 627000 PRN SOLE 4 627000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 1003958 1471000 PRN SOLE 2 1471000 0 0 UPSTART HLDGS INC NOTE 0.250% 8/1 91680MAB3 266858 391000 PRN SOLE 391000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 1213210 1498000 PRN SOLE 2 1498000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 503749 622000 PRN SOLE 4 622000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 1328214 1640000 PRN SOLE 3 1640000 0 0 UPWORK INC NOTE 0.250% 8/1 91688FAB0 194373 240000 PRN SOLE 240000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 539448 604000 PRN SOLE 604000 0 0 VANGUARD STAR FDS VG TL INTL STK F 921909768 19911820 355061 SH SOLE 355061 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 971138 1102000 PRN SOLE 2 1102000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 995813 1130000 PRN SOLE 3 1130000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 396563 450000 PRN SOLE 4 450000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 1720202 1952000 PRN SOLE 1952000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 245119 6591 SH SOLE 6591 0 0 VISA INC COM CL A 92826C839 537653 2264 SH SOLE 2264 0 0 WALMART INC COM 931142103 233256 1484 SH SOLE 1484 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 834902 1015000 PRN SOLE 3 1015000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 846418 1029000 PRN SOLE 2 1029000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 346299 421000 PRN SOLE 4 421000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 752646 915000 PRN SOLE 1 915000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 8384392 10193000 PRN SOLE 10193000 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 2011113 1745 SH SOLE 1 1745 0 0 WELLS FARGO CO NEW COM 949746101 302943 7098 SH SOLE 7098 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 24212884 21009 SH SOLE 21009 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 13606942 14035000 PRN SOLE 14035000 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 3819512 45880 SH SOLE 45880 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 657994 859000 PRN SOLE 859000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 1015702 723000 PRN SOLE 1 723000 0 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 9139912 6506000 PRN SOLE 6506000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 377250 300000 PRN SOLE 1 300000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 1127675 1075000 PRN SOLE 1 1075000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 12380298 11802000 PRN SOLE 11802000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 4021496 3198000 PRN SOLE 3198000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 747086 641000 PRN SOLE 1 641000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 8057111 6913000 PRN SOLE 6913000 0 0