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 |
AIRBNB INC NOTE 3/1 | CNV | 009066AB7 | 74,242 | 89,341,000 | PRN | | SOLE | | 0 | 0 | 74,242 |
AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0 | CNV | 00971TAJ0 | 10,461 | 9,558,000 | PRN | | SOLE | | 0 | 0 | 10,461 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | CNV | 00971TAL5 | 5,464 | 5,500,000 | PRN | | SOLE | | 0 | 0 | 5,464 |
ALARM COM HLDGS INC NOTE 1/1 | CNV | 011642AB1 | 22,984 | 28,150,000 | PRN | | SOLE | | 0 | 0 | 22,984 |
ALTERYX INC NOTE 1.000 PERCENT 8/0 | CNV | 02156BAF0 | 35,006 | 44,228,000 | PRN | | SOLE | | 0 | 0 | 35,006 |
AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | CNV | 02376RAF9 | 103,927 | 98,914,000 | PRN | | SOLE | | 0 | 0 | 103,927 |
AMERICAN ELEC PWR CO INC COM | STO | 025537101 | 40,362 | 420,700 | SH | | SOLE | | 0 | 0 | 40,362 |
BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | CNV | 74319FAB3 | 1,579 | 2,525,000 | PRN | | SOLE | | 0 | 0 | 1,579 |
BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | CVP | 060505682 | 77,210 | 64,127 | SH | | SOLE | | 0 | 0 | 77,210 |
BLACKLINE INC NOTE 3/1 | CNV | 09239BAD1 | 62,469 | 78,875,000 | PRN | | SOLE | | 0 | 0 | 62,469 |
BLOCK INC NOTE 5/0 | CNV | 852234AJ2 | 14,174 | 17,919,000 | PRN | | SOLE | | 0 | 0 | 14,174 |
BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | CNV | 122017AB2 | 2,932 | 2,975,000 | PRN | | SOLE | | 0 | 0 | 2,932 |
CABLE ONE INC NOTE 1.125 PERCENT 3/1 | CNV | 12685JAG0 | 13,782 | 16,446,000 | PRN | | SOLE | | 0 | 0 | 13,782 |
CABLE ONE INC NOTE 3/1 | CNV | 12685JAE5 | 25,647 | 31,125,000 | PRN | | SOLE | | 0 | 0 | 25,647 |
CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | CNV | 15677JAD0 | 51,950 | 65,884,000 | PRN | | SOLE | | 0 | 0 | 51,950 |
CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | CNV | 163072AA9 | 39,922 | 52,357,000 | PRN | | SOLE | | 0 | 0 | 39,922 |
CHEGG INC NOTE 9/0 | CNV | 163092AF6 | 4,398 | 5,955,000 | PRN | | SOLE | | 0 | 0 | 4,398 |
CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | CNV | 17243VAB8 | 99,534 | 77,308,000 | PRN | | SOLE | | 0 | 0 | 99,534 |
COINBASE GLOBAL INC NOTE 0.500 PERCENT 6/0 ADDED | CNV | 19260QAB3 | 18,371 | 32,836,000 | PRN | | SOLE | | 0 | 0 | 18,371 |
COPA HOLDINGS SA NOTE 4.500 PERCENT 4/1 | CNV | 21720AAB8 | 42,712 | 30,111,000 | PRN | | SOLE | | 0 | 0 | 42,712 |
COUPA SOFTWARE INC NOTE 0.375 PERCENT 6/1 | CNV | 22266LAF3 | 57,790 | 77,054,000 | PRN | | SOLE | | 0 | 0 | 57,790 |
CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 ADDED | CNV | 22410JAB2 | 33,205 | 40,943,000 | PRN | | SOLE | | 0 | 0 | 33,205 |
DANAHER CORPORATION COM | STO | 235851102 | 97,682 | 385,303 | SH | | SOLE | | 0 | 0 | 97,682 |
DEXCOM INC NOTE 0.250 PERCENT11/1 | CNV | 252131AK3 | 1,372 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,372 |
DISH NETWORK CORPORATION NOTE 12/1 | CNV | 25470MAF6 | 28,337 | 40,475,000 | PRN | | SOLE | | 0 | 0 | 28,337 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAD6 | 3,891 | 4,450,000 | PRN | | SOLE | | 0 | 0 | 3,891 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAC8 | 12,697 | 14,100,000 | PRN | | SOLE | | 0 | 0 | 12,697 |
DTE ENERGY CO UNIT 11/01/2022 | CVP | 233331842 | 79,214 | 1,537,250 | SH | | SOLE | | 0 | 0 | 79,214 |
ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 | CNV | 292554AM4 | 7,005 | 4,625,000 | PRN | | SOLE | | 0 | 0 | 7,005 |
ENPHASE ENERGY INC NOTE 3/0 | CNV | 29355AAH0 | 32,044 | 32,335,000 | PRN | | SOLE | | 0 | 0 | 32,044 |
ENVESTNET INC NOTE 0.750 PERCENT 8/1 ADDED | CNV | 29404KAE6 | 17,529 | 20,550,000 | PRN | | SOLE | | 0 | 0 | 17,529 |
EPR PPTYS CONV PFD 9 PERCENT SR E | CVP | 26884U307 | 7,311 | 244,284 | SH | | SOLE | | 0 | 0 | 7,311 |
EPR PPTYS PFD C CV 5.75 PERCENT | CVP | 26884U208 | 9,895 | 441,954 | SH | | SOLE | | 0 | 0 | 9,895 |
ETSY INC NOTE 0.125 PERCENT 9/0 | CNV | 29786AAL0 | 1,934 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 1,934 |
ETSY INC NOTE 0.250 PERCENT 6/1 ADDED | CNV | 29786AAN6 | 22,625 | 30,887,000 | PRN | | SOLE | | 0 | 0 | 22,625 |
EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | CNV | 29975EAD1 | 24,465 | 31,345,000 | PRN | | SOLE | | 0 | 0 | 24,465 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | CNV | 30063PAC9 | 36,806 | 53,575,000 | PRN | | SOLE | | 0 | 0 | 36,806 |
FIVE9 INC NOTE 0.500 PERCENT 6/0 | CNV | 338307AD3 | 9,755 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 9,755 |
FORD MTR CO DEL NOTE 3/1 | CNV | 345370CZ1 | 5,472 | 6,000,000 | PRN | | SOLE | | 0 | 0 | 5,472 |
FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | CNV | 302941AP4 | 2,064 | 1,146,000 | PRN | | SOLE | | 0 | 0 | 2,064 |
FUBOTV INC NOTE 3.250 PERCENT 2/1 ADDED | CNV | 35953DAB0 | 10,726 | 34,939,000 | PRN | | SOLE | | 0 | 0 | 10,726 |
GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | CNV | 387328AB3 | 38,981 | 35,583,000 | PRN | | SOLE | | 0 | 0 | 38,981 |
GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | CNV | 393657AK7 | 2,236 | 2,275,000 | PRN | | SOLE | | 0 | 0 | 2,236 |
GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 ADDED | CNV | 393657AM3 | 1,628 | 1,750,000 | PRN | | SOLE | | 0 | 0 | 1,628 |
HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | CNV | 40637HAD1 | 62,501 | 70,849,000 | PRN | | SOLE | | 0 | 0 | 62,501 |
HCI GROUP INC NOTE 4.250 PERCENT 3/0 | CNV | 40416EAD5 | 21,105 | 18,854,000 | PRN | | SOLE | | 0 | 0 | 21,105 |
HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | CNV | 42703MAD5 | 33,350 | 37,599,000 | PRN | | SOLE | | 0 | 0 | 33,350 |
INFINERA CORP NOTE 2.125 PERCENT 9/0 | CNV | 45667GAC7 | 14,816 | 16,183,000 | PRN | | SOLE | | 0 | 0 | 14,816 |
INNOVIVA INC NOTE 2.500 PERCENT 8/1 | CNV | 45781MAB7 | 80,177 | 73,853,000 | PRN | | SOLE | | 0 | 0 | 80,177 |
IONIS PHARMACEUTICALS INC NOTE 0.125 PERCENT12/1 | CNV | 462222AB6 | 18,752 | 21,346,000 | PRN | | SOLE | | 0 | 0 | 18,752 |
IONIS PHARMACEUTICALS INC NOTE 4/0 ADDED | CNV | 462222AD2 | 3,910 | 4,300,000 | PRN | | SOLE | | 0 | 0 | 3,910 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | CNV | 46333XAH1 | 43,443 | 40,225,000 | PRN | | SOLE | | 0 | 0 | 43,443 |
ITRON INC NOTE 3/1 | CNV | 465741AN6 | 3,249 | 4,100,000 | PRN | | SOLE | | 0 | 0 | 3,249 |
JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | CNV | 472145AD3 | 29,879 | 30,200,000 | PRN | | SOLE | | 0 | 0 | 29,879 |
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 ADDED | CNV | 477839AB0 | 30,209 | 32,800,000 | PRN | | SOLE | | 0 | 0 | 30,209 |
KAMAN CORP NOTE 3.250 PERCENT 5/0 | CNV | 483548AF0 | 3,834 | 4,100,000 | PRN | | SOLE | | 0 | 0 | 3,834 |
KKR & CO INC COM | STO | 48251W104 | 14,953 | 323,035 | SH | | SOLE | | 0 | 0 | 14,953 |
LCI INDS NOTE 1.125 PERCENT 5/1 | CNV | 501812AB7 | 2,266 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,266 |
LIVONGO HEALTH INC NOTE 0.875 PERCENT 6/0 | CNV | 539183AA1 | 4,205 | 5,000,000 | PRN | | SOLE | | 0 | 0 | 4,205 |
LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | CNV | 55024UAB5 | 18,583 | 13,398,000 | PRN | | SOLE | | 0 | 0 | 18,583 |
LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | CNV | 55024UAD1 | 56,994 | 55,636,000 | PRN | | SOLE | | 0 | 0 | 56,994 |
LYFT INC NOTE 1.500 PERCENT 5/1 | CNV | 55087PAB0 | 53,306 | 62,972,000 | PRN | | SOLE | | 0 | 0 | 53,306 |
MANDIANT INC NOTE 0.875 PERCENT 6/0 | CNV | 31816QAF8 | 20,691 | 19,000,000 | PRN | | SOLE | | 0 | 0 | 20,691 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500 PERCENT 9/1 | CNV | 57164YAB3 | 2,713 | 2,725,000 | PRN | | SOLE | | 0 | 0 | 2,713 |
MICROSTRATEGY INC NOTE 2/1 | CNV | 594972AE1 | 9,313 | 21,534,000 | PRN | | SOLE | | 0 | 0 | 9,313 |
MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | CNV | 596278AB7 | 47,778 | 42,300,000 | PRN | | SOLE | | 0 | 0 | 47,778 |
MODEL N INC NOTE 2.625 PERCENT 6/0 | CNV | 607525AB8 | 19,429 | 18,900,000 | PRN | | SOLE | | 0 | 0 | 19,429 |
NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | CNV | 64049MAB6 | 10,298 | 16,602,000 | PRN | | SOLE | | 0 | 0 | 10,298 |
NEW RELIC INC NOTE 0.500 PERCENT 5/0 | CNV | 64829BAB6 | 25,787 | 26,681,000 | PRN | | SOLE | | 0 | 0 | 25,787 |
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | CVP | 64944P307 | 5,682 | 122,917 | SH | | SOLE | | 0 | 0 | 5,682 |
NEXTERA ENERGY INC UNIT 99/99/9999 | CVP | 65339F770 | 119,223 | 2,410,000 | SH | | SOLE | | 0 | 0 | 119,223 |
NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | CNV | 629377CG5 | 69,693 | 64,921,000 | PRN | | SOLE | | 0 | 0 | 69,693 |
OAK STR HEALTH INC NOTE 3/1 | CNV | 67181AAB3 | 30,111 | 42,650,000 | PRN | | SOLE | | 0 | 0 | 30,111 |
OKTA INC NOTE 0.375 PERCENT 6/1 | CNV | 679295AF2 | 90,327 | 108,566,000 | PRN | | SOLE | | 0 | 0 | 90,327 |
OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | CNV | 671044AD7 | 40,917 | 40,978,000 | PRN | | SOLE | | 0 | 0 | 40,917 |
PAGERDUTY INC NOTE 1.250 PERCENT 7/0 | CNV | 69553PAB6 | 10,944 | 11,132,000 | PRN | | SOLE | | 0 | 0 | 10,944 |
PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | CNV | 698884AE3 | 12,286 | 15,268,000 | PRN | | SOLE | | 0 | 0 | 12,286 |
PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | CNV | 698884AC7 | 44,923 | 38,100,000 | PRN | | SOLE | | 0 | 0 | 44,923 |
PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | CNV | 70202LAB8 | 46,028 | 43,815,000 | PRN | | SOLE | | 0 | 0 | 46,028 |
PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | CNV | 70509VAA8 | 37,905 | 42,566,000 | PRN | | SOLE | | 0 | 0 | 37,905 |
PELOTON INTERACTIVE INC NOTE 2/1 | CNV | 70614WAB6 | 5,109 | 8,110,000 | PRN | | SOLE | | 0 | 0 | 5,109 |
PENNYMAC CORP NOTE 5.500 PERCENT 3/1 | CNV | 70932AAF0 | 9,149 | 10,500,000 | PRN | | SOLE | | 0 | 0 | 9,149 |
PRA GROUP INC NOTE 3.500 PERCENT 6/0 | CNV | 69354NAB2 | 31,290 | 31,115,000 | PRN | | SOLE | | 0 | 0 | 31,290 |
PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | CNV | 74624MAB8 | 50,049 | 44,667,000 | PRN | | SOLE | | 0 | 0 | 50,049 |
RAPID7 INC NOTE 0.250 PERCENT 3/1 | CNV | 753422AF1 | 30,882 | 34,275,000 | PRN | | SOLE | | 0 | 0 | 30,882 |
REDFIN CORP NOTE 0.500 PERCENT 4/0 ADDED | CNV | 75737FAE8 | 11,581 | 24,825,000 | PRN | | SOLE | | 0 | 0 | 11,581 |
REDFIN CORP NOTE 10/1 | CNV | 75737FAC2 | 14,037 | 23,975,000 | PRN | | SOLE | | 0 | 0 | 14,037 |
RINGCENTRAL INC NOTE 3/1 | CNV | 76680RAH0 | 33,015 | 43,962,000 | PRN | | SOLE | | 0 | 0 | 33,015 |
SHAKE SHACK INC NOTE 3/0 | CNV | 819047AB7 | 21,160 | 31,325,000 | PRN | | SOLE | | 0 | 0 | 21,160 |
SHIFT4 PMTS INC NOTE 12/1 | CNV | 82452JAB5 | 802 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 802 |
SNAP INC NOTE 5/0 ADDED | CNV | 83304AAF3 | 71,535 | 103,300,000 | PRN | | SOLE | | 0 | 0 | 71,535 |
SOUTHERN CO UNIT 08/01/2022 | CVP | 842587602 | 70,221 | 1,327,425 | SH | | SOLE | | 0 | 0 | 70,221 |
SPLUNK INC NOTE 0.500 PERCENT 9/1 | CNV | 848637AC8 | 957 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 957 |
SPLUNK INC NOTE 1.125 PERCENT 6/1 | CNV | 848637AF1 | 18,688 | 22,652,000 | PRN | | SOLE | | 0 | 0 | 18,688 |
SPLUNK INC NOTE 1.125 PERCENT 9/1 | CNV | 848637AD6 | 2,766 | 2,950,000 | PRN | | SOLE | | 0 | 0 | 2,766 |
SPOTIFY USA INC NOTE 3/1 | CNV | 84921RAB6 | 81,819 | 103,700,000 | PRN | | SOLE | | 0 | 0 | 81,819 |
STANLEY BLACK & DECKER INC UNIT 11/15/2022 | CVP | 854502846 | 27,203 | 403,127 | SH | | SOLE | | 0 | 0 | 27,203 |
STRIDE INC NOTE 1.125 PERCENT 9/0 | CNV | 86333MAA6 | 30,936 | 31,328,000 | PRN | | SOLE | | 0 | 0 | 30,936 |
SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | CNV | 866082AA8 | 14,204 | 16,809,000 | PRN | | SOLE | | 0 | 0 | 14,204 |
TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | CNV | 87918AAF2 | 15,749 | 21,500,000 | PRN | | SOLE | | 0 | 0 | 15,749 |
TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | CNV | 90041LAE5 | 27,737 | 30,882,000 | PRN | | SOLE | | 0 | 0 | 27,737 |
TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | CNV | 902252AB1 | 20,606 | 21,980,000 | PRN | | SOLE | | 0 | 0 | 20,606 |
UBER TECHNOLOGIES INC NOTE 12/1 | CNV | 90353TAJ9 | 52,815 | 66,207,000 | PRN | | SOLE | | 0 | 0 | 52,815 |
VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 ADDED | CNV | 92343XAC4 | 4,949 | 5,424,000 | PRN | | SOLE | | 0 | 0 | 4,949 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | CNV | 928298AP3 | 21,864 | 23,105,000 | PRN | | SOLE | | 0 | 0 | 21,864 |
WAYFAIR INC NOTE 0.625 PERCENT10/0 | CNV | 94419LAM3 | 25,099 | 38,000,000 | PRN | | SOLE | | 0 | 0 | 25,099 |
WAYFAIR INC NOTE 1.000 PERCENT 8/1 | CNV | 94419LAF8 | 13,398 | 20,934,000 | PRN | | SOLE | | 0 | 0 | 13,398 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 63,083 | 52,351 | SH | | SOLE | | 0 | 0 | 63,083 |
WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | CNV | 958102AP0 | 2,850 | 3,000,000 | PRN | | SOLE | | 0 | 0 | 2,850 |
WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | CNV | 974637AB6 | 4,095 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,095 |
ZENDESK INC NOTE 0.625 PERCENT 6/1 | CNV | 98936JAD3 | 29,706 | 30,672,000 | PRN | | SOLE | | 0 | 0 | 29,706 |