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 |
AES CORP UNIT 02/15/2024 | CVP | 00130H204 | 26,352,120 | 258,000 | SH | | SOLE | | 0 | 0 | 26,352,120 |
AIRBNB INC NOTE 3/1 | CNV | 009066AB7 | 96,777,393 | 117,591,000 | PRN | | SOLE | | 0 | 0 | 96,777,393 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | CNV | 00971TAL5 | 5,296,500 | 5,500,000 | PRN | | SOLE | | 0 | 0 | 5,296,500 |
ALARM COM HLDGS INC NOTE 1/1 | CNV | 011642AB1 | 21,637,135 | 26,650,000 | PRN | | SOLE | | 0 | 0 | 21,637,135 |
ALTERYX INC NOTE 1.000 PERCENT 8/0 | CNV | 02156BAF0 | 29,148,770 | 35,119,000 | PRN | | SOLE | | 0 | 0 | 29,148,770 |
AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | CNV | 02376RAF9 | 91,259,536 | 86,584,000 | PRN | | SOLE | | 0 | 0 | 91,259,536 |
AMERICAN ELEC PWR CO INC COM | STO | 025537101 | 19,453,166 | 204,878 | SH | | SOLE | | 19,453,166 | 0 | 0 |
AMYRIS INC NOTE 1.500 PERCENT11/1 ADDED | CNV | 03236MAJ0 | 6,641,100 | 21,150,000 | PRN | | SOLE | | 0 | 0 | 6,641,100 |
ARBOR REALTY TRUST INC PUT | PUT | 038923958 | 129,205 | 99 | SH | Put | SOLE | | 0 | 0 | 129,205 |
ARRAY TECHNOLOGIES INC NOTE 1.000 PERCENT12/0 ADDED | CNV | 04271TAB6 | 8,919,788 | 8,775,000 | PRN | | SOLE | | 0 | 0 | 8,919,788 |
BECTON DICKINSON & CO 6 PERCENT DP CONV PFD B | CVP | 075887406 | 21,362,640 | 426,400 | SH | | SOLE | | 0 | 0 | 21,362,640 |
BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | CNV | 74319FAB3 | 1,328,781 | 2,525,000 | PRN | | SOLE | | 0 | 0 | 1,328,781 |
BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | CVP | 060505682 | 106,070,400 | 91,440 | SH | | SOLE | | 0 | 0 | 106,070,400 |
BLACKLINE INC NOTE 3/1 | CNV | 09239BAD1 | 39,505,703 | 46,375,000 | PRN | | SOLE | | 0 | 0 | 39,505,703 |
BLOCK INC NOTE 5/0 | CNV | 852234AJ2 | 22,195,681 | 27,419,000 | PRN | | SOLE | | 0 | 0 | 22,195,681 |
BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | CNV | 122017AB2 | 3,421,250 | 2,975,000 | PRN | | SOLE | | 0 | 0 | 3,421,250 |
CABLE ONE INC NOTE 1.125 PERCENT 3/1 | CNV | 12685JAG0 | 12,572,303 | 16,921,000 | PRN | | SOLE | | 0 | 0 | 12,572,303 |
CABLE ONE INC NOTE 3/1 | CNV | 12685JAE5 | 21,542,338 | 27,425,000 | PRN | | SOLE | | 0 | 0 | 21,542,338 |
CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | CNV | 15677JAD0 | 36,069,728 | 41,152,000 | PRN | | SOLE | | 0 | 0 | 36,069,728 |
CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | CNV | 163072AA9 | 32,657,830 | 39,857,000 | PRN | | SOLE | | 0 | 0 | 32,657,830 |
CHEGG INC NOTE 9/0 | CNV | 163092AF6 | 3,494,502 | 4,455,000 | PRN | | SOLE | | 0 | 0 | 3,494,502 |
CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | CNV | 17243VAB8 | 56,266,570 | 58,913,000 | PRN | | SOLE | | 0 | 0 | 56,266,570 |
COINBASE GLOBAL INC NOTE 0.500 PERCENT 6/0 | CNV | 19260QAB3 | 1,129,678 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 1,129,678 |
COPA HOLDINGS SA NOTE 4.500 PERCENT 4/1 | CNV | 21720AAB8 | 42,715,041 | 25,111,000 | PRN | | SOLE | | 0 | 0 | 42,715,041 |
COUPA SOFTWARE INC NOTE 0.375 PERCENT 6/1 | CNV | 22266LAF3 | 25,772,046 | 26,804,000 | PRN | | SOLE | | 0 | 0 | 25,772,046 |
CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | CNV | 22410JAB2 | 30,737,561 | 36,003,000 | PRN | | SOLE | | 0 | 0 | 30,737,561 |
DANAHER CORPORATION COM | STO | 235851102 | 113,016,632 | 425,803 | SH | | SOLE | | 113,016,632 | 0 | 0 |
DEXCOM INC NOTE 0.250 PERCENT11/1 | CNV | 252131AK3 | 1,631,250 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,631,250 |
DIGITALOCEAN HLDGS INC NOTE 12/0 ADDED | CNV | 25402DAB8 | 53,745,250 | 71,900,000 | PRN | | SOLE | | 0 | 0 | 53,745,250 |
DISH NETWORK CORPORATION NOTE 12/1 | CNV | 25470MAF6 | 26,014,450 | 40,775,000 | PRN | | SOLE | | 0 | 0 | 26,014,450 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAC8 | 12,055,050 | 13,350,000 | PRN | | SOLE | | 0 | 0 | 12,055,050 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAD6 | 3,964,950 | 4,450,000 | PRN | | SOLE | | 0 | 0 | 3,964,950 |
ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 | CNV | 292554AM4 | 12,321,301 | 9,467,000 | PRN | | SOLE | | 0 | 0 | 12,321,301 |
ENVESTNET INC NOTE 0.750 PERCENT 8/1 | CNV | 29404KAE6 | 1,444,000 | 1,600,000 | PRN | | SOLE | | 0 | 0 | 1,444,000 |
EPR PPTYS CONV PFD 9 PERCENT SR E | CVP | 26884U307 | 6,297,585 | 247,061 | SH | | SOLE | | 0 | 0 | 6,297,585 |
EPR PPTYS PFD C CV 5.75 PERCENT | CVP | 26884U208 | 7,879,539 | 446,180 | SH | | SOLE | | 0 | 0 | 7,879,539 |
ETSY INC NOTE 0.125 PERCENT 9/0 | CNV | 29786AAL0 | 2,493,750 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,493,750 |
ETSY INC NOTE 0.250 PERCENT 6/1 | CNV | 29786AAN6 | 23,729,663 | 27,793,000 | PRN | | SOLE | | 0 | 0 | 23,729,663 |
EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | CNV | 29975EAD1 | 18,695,550 | 27,095,000 | PRN | | SOLE | | 0 | 0 | 18,695,550 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | CNV | 30063PAC9 | 28,275,585 | 36,075,000 | PRN | | SOLE | | 0 | 0 | 28,275,585 |
FASTLY INC NOTE 3/1 | CNV | 31188VAB6 | 10,875,000 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 10,875,000 |
FIVE9 INC NOTE 0.500 PERCENT 6/0 | CNV | 338307AD3 | 22,460,320 | 24,520,000 | PRN | | SOLE | | 0 | 0 | 22,460,320 |
FORD MTR CO DEL NOTE 3/1 | CNV | 345370CZ1 | 5,661,000 | 6,000,000 | PRN | | SOLE | | 0 | 0 | 5,661,000 |
FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | CNV | 302941AP4 | 16,824,808 | 10,696,000 | PRN | | SOLE | | 0 | 0 | 16,824,808 |
FUBOTV INC NOTE 3.250 PERCENT 2/1 | CNV | 35953DAB0 | 7,820,995 | 17,189,000 | PRN | | SOLE | | 0 | 0 | 7,820,995 |
GOPRO INC NOTE 1.250 PERCENT11/1 | CNV | 38268TAD5 | 10,395,781 | 11,500,000 | PRN | | SOLE | | 0 | 0 | 10,395,781 |
GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | CNV | 387328AB3 | 32,494,159 | 26,817,000 | PRN | | SOLE | | 0 | 0 | 32,494,159 |
GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | CNV | 393657AK7 | 2,146,510 | 2,275,000 | PRN | | SOLE | | 0 | 0 | 2,146,510 |
GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | CNV | 393657AM3 | 1,542,625 | 1,750,000 | PRN | | SOLE | | 0 | 0 | 1,542,625 |
HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | CNV | 40637HAD1 | 56,113,493 | 57,961,000 | PRN | | SOLE | | 0 | 0 | 56,113,493 |
HCI GROUP INC NOTE 4.250 PERCENT 3/0 | CNV | 40416EAD5 | 15,523,122 | 19,163,000 | PRN | | SOLE | | 0 | 0 | 15,523,122 |
HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | CNV | 42703MAD5 | 6,876,276 | 7,458,000 | PRN | | SOLE | | 0 | 0 | 6,876,276 |
INNOVIVA INC NOTE 2.500 PERCENT 8/1 | CNV | 45781MAB7 | 72,163,781 | 70,853,000 | PRN | | SOLE | | 0 | 0 | 72,163,781 |
IONIS PHARMACEUTICALS INC NOTE 0.125 PERCENT12/1 | CNV | 462222AB6 | 1,679,985 | 1,850,000 | PRN | | SOLE | | 0 | 0 | 1,679,985 |
IONIS PHARMACEUTICALS INC NOTE 4/0 | CNV | 462222AD2 | 3,969,437 | 4,300,000 | PRN | | SOLE | | 0 | 0 | 3,969,437 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | CNV | 46333XAH1 | 40,623,600 | 37,248,000 | PRN | | SOLE | | 0 | 0 | 40,623,600 |
ITRON INC NOTE 3/1 | CNV | 465741AN6 | 3,357,080 | 4,100,000 | PRN | | SOLE | | 0 | 0 | 3,357,080 |
JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | CNV | 472145AD3 | 26,282,812 | 26,700,000 | PRN | | SOLE | | 0 | 0 | 26,282,812 |
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | CNV | 477839AB0 | 30,087,850 | 35,047,000 | PRN | | SOLE | | 0 | 0 | 30,087,850 |
KAMAN CORP NOTE 3.250 PERCENT 5/0 | CNV | 483548AF0 | 1,719,575 | 1,850,000 | PRN | | SOLE | | 0 | 0 | 1,719,575 |
KKR & CO INC 6 PERCENT MCONV PFD C | CVP | 48251W401 | 41,593,250 | 725,000 | SH | | SOLE | | 0 | 0 | 41,593,250 |
LCI INDS NOTE 1.125 PERCENT 5/1 | CNV | 501812AB7 | 3,370,000 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 3,370,000 |
LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | CNV | 55024UAB5 | 2,628,750 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,628,750 |
LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | CNV | 55024UAD1 | 44,492,245 | 51,886,000 | PRN | | SOLE | | 0 | 0 | 44,492,245 |
LYFT INC NOTE 1.500 PERCENT 5/1 | CNV | 55087PAB0 | 48,037,898 | 54,560,000 | PRN | | SOLE | | 0 | 0 | 48,037,898 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | CNV | 57164YAD9 | 2,437,500 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,437,500 |
MICROSTRATEGY INC NOTE 2/1 | CNV | 594972AE1 | 11,326,549 | 31,134,000 | PRN | | SOLE | | 0 | 0 | 11,326,549 |
MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | CNV | 596278AB7 | 46,079,600 | 39,200,000 | PRN | | SOLE | | 0 | 0 | 46,079,600 |
MODEL N INC NOTE 2.625 PERCENT 6/0 | CNV | 607525AB8 | 17,382,750 | 12,900,000 | PRN | | SOLE | | 0 | 0 | 17,382,750 |
NCL CORP LTD NOTE 1.125 PERCENT 2/1 ADDED | CNV | 62886HBD2 | 37,062,480 | 54,600,000 | PRN | | SOLE | | 0 | 0 | 37,062,480 |
NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | CNV | 64049MAB6 | 1,987,373 | 3,075,000 | PRN | | SOLE | | 0 | 0 | 1,987,373 |
NEW RELIC INC NOTE 0.500 PERCENT 5/0 | CNV | 64829BAB6 | 29,272,518 | 29,931,000 | PRN | | SOLE | | 0 | 0 | 29,272,518 |
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | CVP | 64944P307 | 7,215,560 | 164,413 | SH | | SOLE | | 0 | 0 | 7,215,560 |
NEXTERA ENERGY INC UNIT 03/01/2023 | CVP | 65339F770 | 136,259,200 | 2,695,000 | SH | | SOLE | | 0 | 0 | 136,259,200 |
NEXTERA ENERGY INC UNIT 09/01/2023 | CVP | 65339F739 | 33,284,315 | 664,225 | SH | | SOLE | | 0 | 0 | 33,284,315 |
NISOURCE INC UNIT 12/01/2023 | CVP | 65473P121 | 33,568,500 | 322,000 | SH | | SOLE | | 0 | 0 | 33,568,500 |
NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | CNV | 629377CG5 | 76,222,246 | 77,109,000 | PRN | | SOLE | | 0 | 0 | 76,222,246 |
OAK STR HEALTH INC NOTE 3/1 | CNV | 67181AAB3 | 29,179,960 | 38,550,000 | PRN | | SOLE | | 0 | 0 | 29,179,960 |
OKTA INC NOTE 0.375 PERCENT 6/1 | CNV | 679295AF2 | 73,975,440 | 88,066,000 | PRN | | SOLE | | 0 | 0 | 73,975,440 |
PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | CNV | 698884AE3 | 11,195,774 | 15,593,000 | PRN | | SOLE | | 0 | 0 | 11,195,774 |
PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | CNV | 698884AC7 | 33,336,875 | 35,750,000 | PRN | | SOLE | | 0 | 0 | 33,336,875 |
PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | CNV | 70202LAB8 | 45,465,683 | 40,005,000 | PRN | | SOLE | | 0 | 0 | 45,465,683 |
PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | CNV | 70509VAA8 | 41,693,348 | 50,691,000 | PRN | | SOLE | | 0 | 0 | 41,693,348 |
PERFICIENT INC NOTE 0.125 PERCENT11/1 ADDED | CNV | 71375UAF8 | 32,236,425 | 41,730,000 | PRN | | SOLE | | 0 | 0 | 32,236,425 |
PRA GROUP INC NOTE 3.500 PERCENT 6/0 | CNV | 69354NAB2 | 42,217,329 | 42,882,000 | PRN | | SOLE | | 0 | 0 | 42,217,329 |
PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | CNV | 743312AB6 | 2,555,000 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,555,000 |
PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | CNV | 74624MAB8 | 43,508,900 | 40,417,000 | PRN | | SOLE | | 0 | 0 | 43,508,900 |
RAPID7 INC NOTE 0.250 PERCENT 3/1 | CNV | 753422AF1 | 19,349,126 | 24,775,000 | PRN | | SOLE | | 0 | 0 | 19,349,126 |
REDFIN CORP NOTE 0.500 PERCENT 4/0 | CNV | 75737FAE8 | 4,398,625 | 9,625,000 | PRN | | SOLE | | 0 | 0 | 4,398,625 |
REDFIN CORP NOTE 10/1 | CNV | 75737FAC2 | 1,599,426 | 2,708,000 | PRN | | SOLE | | 0 | 0 | 1,599,426 |
RINGCENTRAL INC NOTE 3/1 | CNV | 76680RAH0 | 24,305,170 | 30,962,000 | PRN | | SOLE | | 0 | 0 | 24,305,170 |
SAREPTA THERAPEUTICS INC DEBT 1.250 PERCENT 9/1 | CNV | 803607AC4 | 10,257,250 | 8,900,000 | PRN | | SOLE | | 0 | 0 | 10,257,250 |
SHAKE SHACK INC NOTE 3/0 | CNV | 819047AB7 | 18,545,963 | 28,180,000 | PRN | | SOLE | | 0 | 0 | 18,545,963 |
SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | CNV | 82452JAD1 | 33,155,100 | 39,400,000 | PRN | | SOLE | | 0 | 0 | 33,155,100 |
SHIFT4 PMTS INC NOTE 12/1 | CNV | 82452JAB5 | 990,625 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 990,625 |
SHOPIFY INC NOTE 0.125 PERCENT11/0 | CNV | 82509LAA5 | 37,138,125 | 43,500,000 | PRN | | SOLE | | 0 | 0 | 37,138,125 |
SNAP INC NOTE 5/0 | CNV | 83304AAF3 | 73,202,800 | 104,800,000 | PRN | | SOLE | | 0 | 0 | 73,202,800 |
SPLUNK INC NOTE 0.500 PERCENT 9/1 | CNV | 848637AC8 | 963,500 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 963,500 |
SPLUNK INC NOTE 1.125 PERCENT 6/1 | CNV | 848637AF1 | 32,816,226 | 38,891,000 | PRN | | SOLE | | 0 | 0 | 32,816,226 |
SPLUNK INC NOTE 1.125 PERCENT 9/1 | CNV | 848637AD6 | 2,777,425 | 2,950,000 | PRN | | SOLE | | 0 | 0 | 2,777,425 |
SPOTIFY USA INC NOTE 3/1 | CNV | 84921RAB6 | 89,908,035 | 111,687,000 | PRN | | SOLE | | 0 | 0 | 89,908,035 |
STRIDE INC NOTE 1.125 PERCENT 9/0 | CNV | 86333MAA6 | 27,010,117 | 30,328,000 | PRN | | SOLE | | 0 | 0 | 27,010,117 |
SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | CNV | 866082AA8 | 16,062,886 | 18,809,000 | PRN | | SOLE | | 0 | 0 | 16,062,886 |
TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | CNV | 87918AAF2 | 18,628,728 | 24,250,000 | PRN | | SOLE | | 0 | 0 | 18,628,728 |
TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | CNV | 90041LAE5 | 27,286,300 | 30,792,000 | PRN | | SOLE | | 0 | 0 | 27,286,300 |
TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | CNV | 902252AB1 | 4,552,100 | 4,900,000 | PRN | | SOLE | | 0 | 0 | 4,552,100 |
UBER TECHNOLOGIES INC NOTE 12/1 | CNV | 90353TAJ9 | 30,883,843 | 36,668,000 | PRN | | SOLE | | 0 | 0 | 30,883,843 |
UNITY SOFTWARE INC NOTE 11/1 ADDED | CNV | 91332UAB7 | 76,992,207 | 102,862,000 | PRN | | SOLE | | 0 | 0 | 76,992,207 |
UPWORK INC NOTE 0.250 PERCENT 8/1 | CNV | 91688FAB0 | 49,770,391 | 66,373,000 | PRN | | SOLE | | 0 | 0 | 49,770,391 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | CNV | 928298AP3 | 28,668,355 | 29,705,000 | PRN | | SOLE | | 0 | 0 | 28,668,355 |
WAYFAIR INC NOTE 0.625 PERCENT10/0 | CNV | 94419LAM3 | 9,737,583 | 15,062,000 | PRN | | SOLE | | 0 | 0 | 9,737,583 |
WAYFAIR INC NOTE 1.000 PERCENT 8/1 | CNV | 94419LAF8 | 22,614,624 | 39,934,000 | PRN | | SOLE | | 0 | 0 | 22,614,624 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 48,633,149 | 41,042 | SH | | SOLE | | 0 | 0 | 48,633,149 |
WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | CNV | 974637AB6 | 4,195,000 | 4,000,000 | PRN | | SOLE | | 0 | 0 | 4,195,000 |
ZENDESK INC NOTE 0.625 PERCENT 6/1 DELETED | CNV | 98936JAD3 | 15,813,730 | 15,922,000 | PRN | | SOLE | | 0 | 0 | 15,813,730 |