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 | 39,733 | 30,358,000 | PRN | | SOLE | | 0 | 0 | 39,733 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 percent 9/0 | CNV | 00971TAL5 | 4,327 | 3,700,000 | PRN | | SOLE | | 0 | 0 | 4,327 |
ALLEGHENY TECHNOLOGIES INC NOTE 3.500 percent 6/1 | CNV | 01741RAK8 | 12,931 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 12,931 |
ALTERYX INC NOTE 1.000 percent 8/0 | CNV | 02156BAF0 | 35,373 | 39,578,000 | PRN | | SOLE | | 0 | 0 | 35,373 |
AMERICAN AIRLINES GROUP INC NOTE 6.500 percent 7/0 | CNV | 02376RAF9 | 63,019 | 45,633,000 | PRN | | SOLE | | 0 | 0 | 63,019 |
BECTON DICKINSON & CO COM | STO | 075887109 | 30,732 | 122,206 | SH | | SOLE | | 0 | 0 | 30,732 |
BIOMARIN PHARMACEUTICAL INC NOTE 1.250 percent 5/1 | CNV | 09061GAK7 | 2,243 | 2,150,000 | PRN | | SOLE | | 0 | 0 | 2,243 |
BK OF AMERICA CORP 7.25 percentCNV PFD L ADDED | CVP | 060505682 | 131,873 | 91,172 | SH | | SOLE | | 0 | 0 | 131,873 |
BLOCK INC NOTE 5/0 ADDED | CNV | 852234AJ2 | 1,282 | 1,250,000 | PRN | | SOLE | | 0 | 0 | 1,282 |
CHEESECAKE FACTORY INC NOTE 0.375 percent 6/1 | CNV | 163072AA9 | 33,295 | 37,175,000 | PRN | | SOLE | | 0 | 0 | 33,295 |
CHEGG INC NOTE 9/0 | CNV | 163092AF6 | 4,158 | 5,025,000 | PRN | | SOLE | | 0 | 0 | 4,158 |
CHENIERE ENERGY INC NOTE 4.250 percent 3/1 | CNV | 16411RAG4 | 32,538 | 38,664,000 | PRN | | SOLE | | 0 | 0 | 32,538 |
CINEMARK HLDGS INC NOTE 4.500 percent 8/1 | CNV | 17243VAB8 | 69,734 | 48,808,000 | PRN | | SOLE | | 0 | 0 | 69,734 |
COPA HOLDINGS SA NOTE 4.500 percent 4/1 | CNV | 21720AAB8 | 64,142 | 36,611,000 | PRN | | SOLE | | 0 | 0 | 64,142 |
COUPA SOFTWARE INC NOTE 0.375 percent 6/1 | CNV | 22266LAF3 | 25,515 | 27,000,000 | PRN | | SOLE | | 0 | 0 | 25,515 |
CSG SYS INTL INC NOTE 4.250 percent 3/1 | CNV | 126349AF6 | 22,993 | 21,756,000 | PRN | | SOLE | | 0 | 0 | 22,993 |
DANAHER CORPORATION COM | STO | 235851102 | 51,592 | 156,811 | SH | | SOLE | | 0 | 0 | 51,592 |
DISH NETWORK CORPORATION NOTE 12/1 ADDED | CNV | 25470MAF6 | 35,150 | 34,975,000 | PRN | | SOLE | | 0 | 0 | 35,150 |
DTE ENERGY CO UNIT 11/01/2022S | CVP | 233331842 | 21,836 | 425,000 | SH | | SOLE | | 0 | 0 | 21,836 |
ENCORE CAP EUROPE FIN LTD NOTE 4.500 percent 9/0 | CNV | 29260UAA5 | 17,545 | 11,875,000 | PRN | | SOLE | | 0 | 0 | 17,545 |
ENCORE CAP GROUP INC NOTE 3.250 percent10/0 | CNV | 292554AM4 | 29,691 | 18,125,000 | PRN | | SOLE | | 0 | 0 | 29,691 |
EPR PPTYS CONV PFD 9 percent SR E ADDED | CVP | 26884U307 | 8,131 | 232,591 | SH | | SOLE | | 0 | 0 | 8,131 |
EPR PPTYS PFD C CV 5.75 percent ADDED | CVP | 26884U208 | 10,217 | 403,976 | SH | | SOLE | | 0 | 0 | 10,217 |
EURONET WORLDWIDE INC NOTE 0.750 percent 3/1 | CNV | 298736AL3 | 918 | 850,000 | PRN | | SOLE | | 0 | 0 | 918 |
EXACT SCIENCES CORP NOTE 0.375 percent 3/0 | CNV | 30063PAC9 | 50,670 | 52,475,000 | PRN | | SOLE | | 0 | 0 | 50,670 |
EXACT SCIENCES CORP NOTE 0.375 percent 3/1 | CNV | 30063PAB1 | 7,631 | 7,500,000 | PRN | | SOLE | | 0 | 0 | 7,631 |
FIVE9 INC NOTE 0.500 percent 6/0 | CNV | 338307AD3 | 14,021 | 11,417,000 | PRN | | SOLE | | 0 | 0 | 14,021 |
FTI CONSULTING INC NOTE 2.000 percent 8/1 | CNV | 302941AP4 | 31,948 | 20,638,000 | PRN | | SOLE | | 0 | 0 | 31,948 |
GRANITE CONSTR INC NOTE 2.750 percent11/0 | CNV | 387328AB3 | 24,103 | 17,750,000 | PRN | | SOLE | | 0 | 0 | 24,103 |
GREENBRIER COS INC NOTE 2.875 percent 2/0 | CNV | 393657AK7 | 2,416 | 2,275,000 | PRN | | SOLE | | 0 | 0 | 2,416 |
HCI GROUP INC NOTE 4.250 percent 3/0 | CNV | 40416EAD5 | 5,205 | 3,758,000 | PRN | | SOLE | | 0 | 0 | 5,205 |
HERBALIFE NUTRITION LTD NOTE 2.625 percent 3/1 | CNV | 42703MAD5 | 31,659 | 31,599,000 | PRN | | SOLE | | 0 | 0 | 31,659 |
INFINERA CORP NOTE 2.125 percent 9/0 | CNV | 45667GAC7 | 15,642 | 13,183,000 | PRN | | SOLE | | 0 | 0 | 15,642 |
INNOVIVA INC NOTE 2.500 percent 8/1 | CNV | 45781MAB7 | 62,244 | 51,309,000 | PRN | | SOLE | | 0 | 0 | 62,244 |
INSIGHT ENTERPRISES INC NOTE 0.750 percent 2/1 | CNV | 45765UAB9 | 35,346 | 22,091,000 | PRN | | SOLE | | 0 | 0 | 35,346 |
INTERDIGITAL INC NOTE 2.000 percent 6/0 | CNV | 45867GAB7 | 51,694 | 47,155,000 | PRN | | SOLE | | 0 | 0 | 51,694 |
IONIS PHARMACEUTICALS INC NOTE 0.125 percent12/1 | CNV | 462222AB6 | 22,206 | 24,846,000 | PRN | | SOLE | | 0 | 0 | 22,206 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 percent 6/1 | CNV | 46333XAH1 | 46,223 | 40,725,000 | PRN | | SOLE | | 0 | 0 | 46,223 |
JAZZ INVESTMENTS I LTD NOTE 1.500 percent 8/1 | CNV | 472145AD3 | 17,461 | 17,450,000 | PRN | | SOLE | | 0 | 0 | 17,461 |
KAMAN CORP NOTE 3.250 percent 5/0 | CNV | 483548AF0 | 2,838 | 2,750,000 | PRN | | SOLE | | 0 | 0 | 2,838 |
KBR INC NOTE 2.500 percent11/0 | CNV | 48242WAB2 | 81,460 | 42,838,000 | PRN | | SOLE | | 0 | 0 | 81,460 |
KKR & CO INC COM | STO | 48251W104 | 32,651 | 438,265 | SH | | SOLE | | 0 | 0 | 32,651 |
LENDINGTREE INC NOTE 0.500 percent 7/1 | CNV | 52603BAD9 | 39,329 | 47,456,000 | PRN | | SOLE | | 0 | 0 | 39,329 |
LUMENTUM HLDGS INC NOTE 0.250 percent 3/1 | CNV | 55024UAB5 | 37,026 | 20,845,000 | PRN | | SOLE | | 0 | 0 | 37,026 |
LUMENTUM HLDGS INC NOTE 0.500 percent12/1 | CNV | 55024UAD1 | 60,491 | 48,636,000 | PRN | | SOLE | | 0 | 0 | 60,491 |
LYFT INC NOTE 1.500 percent 5/1 | CNV | 55087PAB0 | 38,532 | 28,930,000 | PRN | | SOLE | | 0 | 0 | 38,532 |
MANDIANT INC NOTE 0.875 percent 6/0 | CNV | 31816QAF8 | 2,600 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,600 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 percent 9/1 | CNV | 57164YAB3 | 35,231 | 28,982,000 | PRN | | SOLE | | 0 | 0 | 35,231 |
MERITOR INC NOTE 3.250 percent10/1 | CNV | 59001KAF7 | 4,274 | 3,925,000 | PRN | | SOLE | | 0 | 0 | 4,274 |
MGIC INVT CORP WIS CALL | CAL | 552848903 | 3,562 | 88,938 | SH | Call | SOLE | | 0 | 0 | 3,562 |
MIDDLEBY CORP NOTE 1.000 percent 9/0 | CNV | 596278AB7 | 50,021 | 31,300,000 | PRN | | SOLE | | 0 | 0 | 50,021 |
MODEL N INC NOTE 2.625 percent 6/0 | CNV | 607525AB8 | 20,369 | 17,400,000 | PRN | | SOLE | | 0 | 0 | 20,369 |
NEOGENOMICS INC NOTE 0.250 percent 1/1 | CNV | 64049MAB6 | 1,766 | 2,075,000 | PRN | | SOLE | | 0 | 0 | 1,766 |
NEW RELIC INC NOTE 0.500 percent 5/0 | CNV | 64829BAB6 | 35,855 | 30,097,000 | PRN | | SOLE | | 0 | 0 | 35,855 |
NEW YORK CMNTY CAP TR V UNIT 11/01/2051 | CVP | 64944P307 | 7,478 | 142,020 | SH | | SOLE | | 0 | 0 | 7,478 |
NRG ENERGY INC DBCV 2.750 percent 6/0 | CNV | 629377CG5 | 67,221 | 56,664,000 | PRN | | SOLE | | 0 | 0 | 67,221 |
OKTA INC NOTE 0.125 percent 9/0 | CNV | 679295AD7 | 8,612 | 6,351,000 | PRN | | SOLE | | 0 | 0 | 8,612 |
OKTA INC NOTE 0.375 percent 6/1 | CNV | 679295AF2 | 104,947 | 88,191,000 | PRN | | SOLE | | 0 | 0 | 104,947 |
OSI SYSTEMS INC NOTE 1.250 percent 9/0 | CNV | 671044AD7 | 41,367 | 40,478,000 | PRN | | SOLE | | 0 | 0 | 41,367 |
PAGERDUTY INC NOTE 1.250 percent 7/0 | CNV | 69553PAB6 | 16,222 | 14,132,000 | PRN | | SOLE | | 0 | 0 | 16,222 |
PALO ALTO NETWORKS INC NOTE 0.375 percent 6/0 | CNV | 697435AF2 | 9,709 | 5,125,000 | PRN | | SOLE | | 0 | 0 | 9,709 |
PAR TECHNOLOGY CORP NOTE 1.500 percent10/1 | CNV | 698884AE3 | 10,784 | 10,750,000 | PRN | | SOLE | | 0 | 0 | 10,784 |
PAR TECHNOLOGY CORP NOTE 2.875 percent 4/1 | CNV | 698884AC7 | 59,114 | 40,350,000 | PRN | | SOLE | | 0 | 0 | 59,114 |
PARSONS CORP DEL NOTE 0.250 percent 8/1 | CNV | 70202LAB8 | 33,743 | 34,025,000 | PRN | | SOLE | | 0 | 0 | 33,743 |
PEBBLEBROOK HOTEL TR NOTE 1.750 percent12/1 | CNV | 70509VAA8 | 38,287 | 34,770,000 | PRN | | SOLE | | 0 | 0 | 38,287 |
PRA GROUP INC NOTE 3.500 percent 6/0 | CNV | 69354NAB2 | 6,229 | 5,350,000 | PRN | | SOLE | | 0 | 0 | 6,229 |
PROGENITY INC NOTE 7.250 percent12/0 ADDED | CNV | 74319FAB3 | 2,412 | 3,525,000 | PRN | | SOLE | | 0 | 0 | 2,412 |
PURE STORAGE INC NOTE 0.125 percent 4/1 | CNV | 74624MAB8 | 57,962 | 43,417,000 | PRN | | SOLE | | 0 | 0 | 57,962 |
RAMBUS INC DEL NOTE 1.375 percent 2/0 | CNV | 750917AG1 | 26,670 | 17,000,000 | PRN | | SOLE | | 0 | 0 | 26,670 |
RAPID7 INC NOTE 2.250 percent 5/0 | CNV | 753422AD6 | 37,018 | 18,489,000 | PRN | | SOLE | | 0 | 0 | 37,018 |
REDFIN CORP NOTE 10/1 ADDED | CNV | 75737FAC2 | 19,883 | 22,325,000 | PRN | | SOLE | | 0 | 0 | 19,883 |
RINGCENTRAL INC NOTE 3/1 | CNV | 76680RAH0 | 36,049 | 40,712,000 | PRN | | SOLE | | 0 | 0 | 36,049 |
RWT HLDGS INC NOTE 5.750 percent10/0 | CNV | 749772AD1 | 10,685 | 10,450,000 | PRN | | SOLE | | 0 | 0 | 10,685 |
SOUTHERN CO UNIT 08/01/2022 | CVP | 842587602 | 26,487 | 495,546 | SH | | SOLE | | 0 | 0 | 26,487 |
STANLEY BLACK & DECKER INC COM | STO | 854502101 | 24,969 | 132,377 | SH | | SOLE | | 0 | 0 | 24,969 |
STRIDE INC NOTE 1.125 percent 9/0 | CNV | 86333MAA6 | 18,412 | 18,925,000 | PRN | | SOLE | | 0 | 0 | 18,412 |
SUMMIT HOTEL PPTYS NOTE 1.500 percent 2/1 | CNV | 866082AA8 | 14,263 | 13,675,000 | PRN | | SOLE | | 0 | 0 | 14,263 |
TELADOC HEALTH INC NOTE 1.250 percent 6/0 | CNV | 87918AAF2 | 8,833 | 9,700,000 | PRN | | SOLE | | 0 | 0 | 8,833 |
TURNING PT BRANDS INC NOTE 2.500 percent 7/1 | CNV | 90041LAE5 | 24,544 | 24,132,000 | PRN | | SOLE | | 0 | 0 | 24,544 |
TWITTER INC NOTE 0.250 percent 6/1 | CNV | 90184LAF9 | 43,752 | 40,157,000 | PRN | | SOLE | | 0 | 0 | 43,752 |
TWO HARBORS INVENTMENT CORPO NOTE 6.250 percent 1/1 | CNV | 90187BAB7 | 9,269 | 9,200,000 | PRN | | SOLE | | 0 | 0 | 9,269 |
UBER TECHNOLOGIES INC NOTE 12/1 ADDED | CNV | 90353TAJ9 | 38,217 | 38,937,000 | PRN | | SOLE | | 0 | 0 | 38,217 |
VIAVI SOLUTIONS INC NOTE 1.000 percent 3/0 | CNV | 925550AB1 | 2,124 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 2,124 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 percent 6/1 | CNV | 928298AP3 | 29,649 | 28,680,000 | PRN | | SOLE | | 0 | 0 | 29,649 |
VONAGE HLDGS CORP NOTE 1.750 percent 6/0 | CNV | 92886TAJ1 | 1,336 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,336 |
WAYFAIR INC NOTE 0.625 percent10/0 | CNV | 94419LAM3 | 1,364 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,364 |
WELLS FARGO CO NEW PERP PFD CNV A ADDED | CVP | 949746804 | 114,941 | 77,115 | SH | | SOLE | | 0 | 0 | 114,941 |
WESTERN DIGITAL CORP. NOTE 1.500 percent 2/0 | CNV | 958102AP0 | 3,381 | 3,350,000 | PRN | | SOLE | | 0 | 0 | 3,381 |
ZENDESK INC NOTE 0.625 percent 6/1 | CNV | 98936JAD3 | 43,813 | 36,722,000 | PRN | | SOLE | | 0 | 0 | 43,813 |
ZSCALER INC NOTE 0.125 percent 7/0 | CNV | 98980GAB8 | 72,675 | 33,253,000 | PRN | | SOLE | | 0 | 0 | 72,675 |
ZYNGA INC NOTE 12/1 ADDED | CNV | 98986TAD0 | 2,601 | 2,850,000 | PRN | | SOLE | | 0 | 0 | 2,601 |