COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 |
| | | VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY |
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AKAMAI TECHNOLOGIES INC NOTE 0.125 percent 5/0 | CNV | 00971TAJ0 | 42,310 | 34,858,000 | PRN | | SOLE | | 42,310 | 0 | 0 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 percent 9/0 | CNV | 00971TAL5 | 4,040 | 3,700,000 | PRN | | SOLE | | 4,040 | 0 | 0 |
ALLEGHENY TECHNOLOGIES INC NOTE 3.500 percent 6/1 ADDED | CNV | 01741RAK8 | 13,344 | 10,000,000 | PRN | | SOLE | | 13,344 | 0 | 0 |
ALTERYX INC NOTE 1.000 percent 8/0 | CNV | 02156BAF0 | 49,933 | 54,128,000 | PRN | | SOLE | | 49,933 | 0 | 0 |
AMERICAN AIRLINES GROUP INC NOTE 6.500 percent 7/0 | CNV | 02376RAF9 | 77,200 | 50,517,000 | PRN | | SOLE | | 77,200 | 0 | 0 |
BECTON DICKINSON & CO COM | STO | 075887109 | 33,004 | 134,260 | SH | | SOLE | | 33,004 | 0 | 0 |
BIOMARIN PHARMACEUTICAL INC NOTE 1.250 percent 5/1 | CNV | 09061GAK7 | 2,152 | 2,150,000 | PRN | | SOLE | | 2,152 | 0 | 0 |
CHEESECAKE FACTORY INC NOTE 0.375 percent 6/1 | CNV | 163072AA9 | 34,171 | 35,875,000 | PRN | | SOLE | | 34,171 | 0 | 0 |
CHEGG INC NOTE 9/0 ADDED | CNV | 163092AF6 | 2,341 | 2,375,000 | PRN | | SOLE | | 2,341 | 0 | 0 |
CHENIERE ENERGY INC NOTE 4.250 percent 3/1 | CNV | 16411RAG4 | 27,166 | 31,664,000 | PRN | | SOLE | | 27,166 | 0 | 0 |
CINEMARK HLDGS INC NOTE 4.500 percent 8/1 ADDED | CNV | 17243VAB8 | 100,919 | 63,308,000 | PRN | | SOLE | | 100,919 | 0 | 0 |
COPA HOLDINGS SA NOTE 4.500 percent 4/1 | CNV | 21720AAB8 | 61,798 | 35,611,000 | PRN | | SOLE | | 61,798 | 0 | 0 |
COUPA SOFTWARE INC NOTE 0.375 percent 6/1 | CNV | 22266LAF3 | 28,064 | 26,000,000 | PRN | | SOLE | | 28,064 | 0 | 0 |
CSG SYS INTL INC NOTE 4.250 percent 3/1 | CNV | 126349AF6 | 17,240 | 16,756,000 | PRN | | SOLE | | 17,240 | 0 | 0 |
DANAHER CORPORATION COM | STO | 235851102 | 30,158 | 99,061 | SH | | SOLE | | 30,158 | 0 | 0 |
DEXCOM INC NOTE 0.250 percent11/1 | CNV | 252131AK3 | 1,955 | 1,650,000 | PRN | | SOLE | | 1,955 | 0 | 0 |
DTE ENERGY CO UNIT 11/01/2022S | CVP | 233331842 | 26,208 | 525,000 | SH | | SOLE | | 26,208 | 0 | 0 |
ELANCO ANIMAL HEALTH INC COM | STO | 28414H103 | 12,928 | 405,400 | SH | | SOLE | | 12,928 | 0 | 0 |
ENCORE CAP EUROPE FIN LTD NOTE 4.500 percent 9/0 | CNV | 29260UAA5 | 21,488 | 16,875,000 | PRN | | SOLE | | 21,488 | 0 | 0 |
ENCORE CAP GROUP INC NOTE 3.250 percent10/0 | CNV | 292554AM4 | 27,768 | 20,000,000 | PRN | | SOLE | | 27,768 | 0 | 0 |
EURONET WORLDWIDE INC NOTE 0.750 percent 3/1 | CNV | 298736AL3 | 2,638 | 2,400,000 | PRN | | SOLE | | 2,638 | 0 | 0 |
EXACT SCIENCES CORP NOTE 0.375 percent 3/0 | CNV | 30063PAC9 | 54,725 | 50,975,000 | PRN | | SOLE | | 54,725 | 0 | 0 |
EXACT SCIENCES CORP NOTE 0.375 percent 3/1 | CNV | 30063PAB1 | 8,494 | 7,500,000 | PRN | | SOLE | | 8,494 | 0 | 0 |
EZCORP INC NOTE 2.875 percent 7/0 | CNV | 302301AF3 | 16,504 | 15,956,000 | PRN | | SOLE | | 16,504 | 0 | 0 |
FIREEYE INC NOTE 0.875 percent 6/0 | CNV | 31816QAF8 | 2,658 | 2,500,000 | PRN | | SOLE | | 2,658 | 0 | 0 |
FIVE9 INC NOTE 0.500 percent 6/0 ADDED | CNV | 338307AD3 | 15,396 | 11,417,000 | PRN | | SOLE | | 15,396 | 0 | 0 |
FTI CONSULTING INC NOTE 2.000 percent 8/1 | CNV | 302941AP4 | 28,873 | 20,638,000 | PRN | | SOLE | | 28,873 | 0 | 0 |
GRANITE CONSTR INC NOTE 2.750 percent11/0 | CNV | 387328AB3 | 28,863 | 20,750,000 | PRN | | SOLE | | 28,863 | 0 | 0 |
GREENBRIER COS INC NOTE 2.875 percent 2/0 | CNV | 393657AK7 | 2,350 | 2,275,000 | PRN | | SOLE | | 2,350 | 0 | 0 |
HCI GROUP INC NOTE 4.250 percent 3/0 | CNV | 40416EAD5 | 6,853 | 3,758,000 | PRN | | SOLE | | 6,853 | 0 | 0 |
HERBALIFE NUTRITION LTD NOTE 2.625 percent 3/1 | CNV | 42703MAD5 | 34,988 | 34,599,000 | PRN | | SOLE | | 34,988 | 0 | 0 |
INFINERA CORP NOTE 2.125 percent 9/0 | CNV | 45667GAC7 | 17,939 | 16,183,000 | PRN | | SOLE | | 17,939 | 0 | 0 |
INNOVIVA INC NOTE 2.500 percent 8/1 | CNV | 45781MAB7 | 61,626 | 51,309,000 | PRN | | SOLE | | 61,626 | 0 | 0 |
INSIGHT ENTERPRISES INC NOTE 0.750 percent 2/1 | CNV | 45765UAB9 | 30,912 | 22,091,000 | PRN | | SOLE | | 30,912 | 0 | 0 |
INTERDIGITAL INC NOTE 2.000 percent 6/0 | CNV | 45867GAB7 | 50,839 | 47,155,000 | PRN | | SOLE | | 50,839 | 0 | 0 |
IONIS PHARMACEUTICALS INC NOTE 0.125 percent12/1 | CNV | 462222AB6 | 23,503 | 25,774,000 | PRN | | SOLE | | 23,503 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 percent 6/1 | CNV | 46333XAH1 | 48,765 | 40,725,000 | PRN | | SOLE | | 48,765 | 0 | 0 |
JAZZ INVESTMENTS I LTD NOTE 1.500 percent 8/1 | CNV | 472145AD3 | 17,646 | 17,450,000 | PRN | | SOLE | | 17,646 | 0 | 0 |
KAMAN CORP NOTE 3.250 percent 5/0 | CNV | 483548AF0 | 2,789 | 2,750,000 | PRN | | SOLE | | 2,789 | 0 | 0 |
KBR INC NOTE 2.500 percent11/0 | CNV | 48242WAB2 | 65,815 | 41,070,000 | PRN | | SOLE | | 65,815 | 0 | 0 |
KKR & CO INC COM | STO | 48251W104 | 20,380 | 334,765 | SH | | SOLE | | 20,380 | 0 | 0 |
KNOWLES CORP NOTE 3.250 percent11/0 | CNV | 49926DAB5 | 42,728 | 40,984,000 | PRN | | SOLE | | 42,728 | 0 | 0 |
LENDINGTREE INC NOTE 0.500 percent 7/1 ADDED | CNV | 52603BAD9 | 41,719 | 49,056,000 | PRN | | SOLE | | 41,719 | 0 | 0 |
LUMENTUM HLDGS INC NOTE 0.250 percent 3/1 | CNV | 55024UAB5 | 23,465 | 15,990,000 | PRN | | SOLE | | 23,465 | 0 | 0 |
LUMENTUM HLDGS INC NOTE 0.500 percent12/1 | CNV | 55024UAD1 | 50,673 | 46,136,000 | PRN | | SOLE | | 50,673 | 0 | 0 |
LYFT INC NOTE 1.500 percent 5/1 | CNV | 55087PAB0 | 41,241 | 26,530,000 | PRN | | SOLE | | 41,241 | 0 | 0 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 percent 9/1 | CNV | 57164YAB3 | 34,253 | 28,982,000 | PRN | | SOLE | | 34,253 | 0 | 0 |
MERITOR INC NOTE 3.250 percent10/1 | CNV | 59001KAF7 | 4,115 | 3,925,000 | PRN | | SOLE | | 4,115 | 0 | 0 |
MGIC INVT CORP WIS CALL | CAL | 552848903 | 3,740 | 2,500 | SH | Call | SOLE | | 3,740 | 0 | 0 |
MIDDLEBY CORP NOTE 1.000 percent 9/0 ADDED | CNV | 596278AB7 | 44,649 | 31,300,000 | PRN | | SOLE | | 44,649 | 0 | 0 |
MODEL N INC NOTE 2.625 percent 6/0 | CNV | 607525AB8 | 15,486 | 12,400,000 | PRN | | SOLE | | 15,486 | 0 | 0 |
NEOGENOMICS INC NOTE 0.250 percent 1/1 | CNV | 64049MAB6 | 2,098 | 2,075,000 | PRN | | SOLE | | 2,098 | 0 | 0 |
NEW RELIC INC NOTE 0.500 percent 5/0 | CNV | 64829BAB6 | 50,752 | 50,097,000 | PRN | | SOLE | | 50,752 | 0 | 0 |
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | CVP | 64944P307 | 13,488 | 257,020 | SH | | SOLE | | 13,488 | 0 | 0 |
NRG ENERGY INC DBCV 2.750 percent 6/0 | CNV | 629377CG5 | 64,121 | 54,664,000 | PRN | | SOLE | | 64,121 | 0 | 0 |
OKTA INC NOTE 0.125 percent 9/0 | CNV | 679295AD7 | 8,964 | 6,351,000 | PRN | | SOLE | | 8,964 | 0 | 0 |
OKTA INC NOTE 0.375 percent 6/1 | CNV | 679295AF2 | 109,511 | 89,691,000 | PRN | | SOLE | | 109,511 | 0 | 0 |
OSI SYSTEMS INC NOTE 1.250 percent 9/0 | CNV | 671044AD7 | 40,220 | 38,978,000 | PRN | | SOLE | | 40,220 | 0 | 0 |
PAGERDUTY INC NOTE 1.250 percent 7/0 | CNV | 69553PAB6 | 17,956 | 14,132,000 | PRN | | SOLE | | 17,956 | 0 | 0 |
PALO ALTO NETWORKS INC NOTE 0.375 percent 6/0 | CNV | 697435AF2 | 8,462 | 5,125,000 | PRN | | SOLE | | 8,462 | 0 | 0 |
PAR TECHNOLOGY CORP NOTE 1.500 percent10/1 ADDED | CNV | 698884AE3 | 10,445 | 9,750,000 | PRN | | SOLE | | 10,445 | 0 | 0 |
PAR TECHNOLOGY CORP NOTE 2.875 percent 4/1 | CNV | 698884AC7 | 64,182 | 39,300,000 | PRN | | SOLE | | 64,182 | 0 | 0 |
PARSONS CORP DEL NOTE 0.250 percent 8/1 ADDED | CNV | 70202LAB8 | 33,617 | 33,525,000 | PRN | | SOLE | | 33,617 | 0 | 0 |
PEBBLEBROOK HOTEL TR NOTE 1.750 percent12/1 | CNV | 70509VAA8 | 33,796 | 30,270,000 | PRN | | SOLE | | 33,796 | 0 | 0 |
PERFICIENT INC NOTE 1.250 percent 8/0 ADDED | CNV | 71375UAD3 | 21,066 | 9,300,000 | PRN | | SOLE | | 21,066 | 0 | 0 |
PRA GROUP INC NOTE 3.500 percent 6/0 | CNV | 69354NAB2 | 13,138 | 11,887,000 | PRN | | SOLE | | 13,138 | 0 | 0 |
PURE STORAGE INC NOTE 0.125 percent 4/1 | CNV | 74624MAB8 | 64,674 | 55,917,000 | PRN | | SOLE | | 64,674 | 0 | 0 |
RAMBUS INC DEL NOTE 1.375 percent 2/0 | CNV | 750917AG1 | 21,428 | 17,000,000 | PRN | | SOLE | | 21,428 | 0 | 0 |
RAPID7 INC NOTE 2.250 percent 5/0 | CNV | 753422AD6 | 45,613 | 23,489,000 | PRN | | SOLE | | 45,613 | 0 | 0 |
RINGCENTRAL INC NOTE 3/1 ADDED | CNV | 76680RAH0 | 50,688 | 54,176,000 | PRN | | SOLE | | 50,688 | 0 | 0 |
RWT HLDGS INC NOTE 5.750 percent10/0 | CNV | 749772AD1 | 11,371 | 11,150,000 | PRN | | SOLE | | 11,371 | 0 | 0 |
SOUTHERN CO UNIT 08/01/2022 | CVP | 842587602 | 20,393 | 400,000 | SH | | SOLE | | 20,393 | 0 | 0 |
SPIRIT AIRLS INC NOTE 1.000 percent 5/1 | CNV | 848577AB8 | 3,677 | 3,925,000 | PRN | | SOLE | | 3,677 | 0 | 0 |
SPLUNK INC NOTE 1.125 percent 6/1 | CNV | 848637AF1 | 3,261 | 3,325,000 | PRN | | SOLE | | 3,261 | 0 | 0 |
STANLEY BLACK & DECKER INC COM | STO | 854502101 | 29,641 | 169,077 | SH | | SOLE | | 29,641 | 0 | 0 |
STRIDE INC NOTE 1.125 percent 9/0 ADDED | CNV | 86333MAA6 | 18,804 | 18,925,000 | PRN | | SOLE | | 18,804 | 0 | 0 |
SUMMIT HOTEL PPTYS INC NOTE 1.500 percent 2/1 | CNV | 866082AA8 | 12,787 | 12,175,000 | PRN | | SOLE | | 12,787 | 0 | 0 |
SUPERNUS PHARMACEUTICALS NOTE 0.625 percent 4/0 | CNV | 868459AD0 | 24,118 | 24,548,000 | PRN | | SOLE | | 24,118 | 0 | 0 |
TURNING PT BRANDS INC NOTE 2.500 percent 7/1 | CNV | 90041LAE5 | 30,060 | 26,632,000 | PRN | | SOLE | | 30,060 | 0 | 0 |
TWITTER INC NOTE 0.250 percent 6/1 | CNV | 90184LAF9 | 57,488 | 45,657,000 | PRN | | SOLE | | 57,488 | 0 | 0 |
TWO HBRS INVT CORP NOTE 6.250 percent 1/1 | CNV | 90187BAB7 | 13,000 | 12,700,000 | PRN | | SOLE | | 13,000 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 percent 6/1 | CNV | 928298AP3 | 33,139 | 32,180,000 | PRN | | SOLE | | 33,139 | 0 | 0 |
VONAGE HLDGS CORP NOTE 1.750 percent 6/0 | CNV | 92886TAJ1 | 1,164 | 1,000,000 | PRN | | SOLE | | 1,164 | 0 | 0 |
WAYFAIR INC NOTE 0.625 percent10/0 ADDED | CNV | 94419LAM3 | 1,499 | 1,500,000 | PRN | | SOLE | | 1,499 | 0 | 0 |
WESTERN DIGITAL CORP. NOTE 1.500 percent 2/0 | CNV | 958102AP0 | 3,377 | 3,350,000 | PRN | | SOLE | | 3,377 | 0 | 0 |
WINNEBAGO INDS INC NOTE 1.500 percent 4/0 | CNV | 974637AB6 | 569 | 430,000 | PRN | | SOLE | | 569 | 0 | 0 |
WISDOMTREE INVTS INC NOTE 4.250 percent 6/1 ADDED | CNV | 97717PAB0 | 3,168 | 2,716,000 | PRN | | SOLE | | 3,168 | 0 | 0 |
ZENDESK INC NOTE 0.625 percent 6/1 | CNV | 98936JAD3 | 77,844 | 61,222,000 | PRN | | SOLE | | 77,844 | 0 | 0 |
ZSCALER INC NOTE 0.125 percent 7/0 | CNV | 98980GAB8 | 56,996 | 31,253,000 | PRN | | SOLE | | 56,996 | 0 | 0 |