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 | 119,973,529 | 137,191,000 | PRN | | SOLE | | 0 | 0 | 119,973,529 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | CNV | 00971TAL5 | 4,408,358 | 4,800,000 | PRN | | SOLE | | 0 | 0 | 4,408,358 |
ALARM COM HLDGS INC NOTE 1/1 | CNV | 011642AB1 | 19,910,966 | 23,600,000 | PRN | | SOLE | | 0 | 0 | 19,910,966 |
ALTERYX INC NOTE 1.000 PERCENT 8/0 | CNV | 02156BAF0 | 16,950,258 | 20,119,000 | PRN | | SOLE | | 0 | 0 | 16,950,258 |
AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | CNV | 02376RAF9 | 79,248,812 | 68,584,000 | PRN | | SOLE | | 0 | 0 | 79,248,812 |
AMERICAN ELEC PWR CO INC UNIT 08/15/2023 | CVP | 02557T307 | 47,671,000 | 950,000 | SH | | SOLE | | 0 | 0 | 47,671,000 |
AMYRIS INC NOTE 1.500 PERCENT 11/1 | CNV | 03236MAJ0 | 8,600,125 | 32,150,000 | PRN | | SOLE | | 0 | 0 | 8,600,125 |
ARRAY TECHNOLOGIES INC NOTE 1.000 PERCENT 12/0 | CNV | 04271TAB6 | 10,356,619 | 9,400,000 | PRN | | SOLE | | 0 | 0 | 10,356,619 |
BANK AMERICA CORP 7.25 PERCENT CNV PFD L | CVP | 060505682 | 107,725,025 | 92,638 | SH | | SOLE | | 0 | 0 | 107,725,025 |
BECTON DICKINSON & CO 6 PERCENT DP CONV PFD B | CVP | 075887406 | 65,171,404 | 1,308,400 | SH | | SOLE | | 0 | 0 | 65,171,404 |
BENTLEY SYS INC NOTE 0.125 PERCENT 1/1 | CNV | 08265TAB5 | 1,893,894 | 2,000,000 | PRN | | SOLE | | 0 | 0 | 1,893,894 |
BIORA THERAPEUTICS INC NOTE 7.250 PERCENT 12/0 | CNV | 74319FAB3 | 1,287,600 | 2,425,000 | PRN | | SOLE | | 0 | 0 | 1,287,600 |
BLACKLINE INC NOTE 3/1 | CNV | 09239BAD1 | 39,048,562 | 46,075,000 | PRN | | SOLE | | 0 | 0 | 39,048,562 |
BLOCK INC NOTE 5/0 | CNV | 852234AJ2 | 38,605,735 | 47,369,000 | PRN | | SOLE | | 0 | 0 | 38,605,735 |
BOX INC NOTE 1/1 | CNV | 10316TAB0 | 1,164,500 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,164,500 |
BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | CNV | 122017AB2 | 1,980,516 | 1,725,000 | PRN | | SOLE | | 0 | 0 | 1,980,516 |
CABLE ONE INC NOTE 1.125 PERCENT 3/1 | CNV | 12685JAG0 | 12,552,001 | 17,171,000 | PRN | | SOLE | | 0 | 0 | 12,552,001 |
CABLE ONE INC NOTE 3/1 | CNV | 12685JAE5 | 20,691,525 | 26,225,000 | PRN | | SOLE | | 0 | 0 | 20,691,525 |
CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | CNV | 15677JAD0 | 36,909,929 | 41,152,000 | PRN | | SOLE | | 0 | 0 | 36,909,929 |
CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | CNV | 163072AA9 | 34,140,167 | 41,257,000 | PRN | | SOLE | | 0 | 0 | 34,140,167 |
CHEGG INC NOTE 9/0 | CNV | 163092AF6 | 7,849,900 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 7,849,900 |
CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | CNV | 17243VAB8 | 66,457,640 | 52,413,000 | PRN | | SOLE | | 0 | 0 | 66,457,640 |
CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | CNV | 22410JAB2 | 34,219,880 | 38,128,000 | PRN | | SOLE | | 0 | 0 | 34,219,880 |
DIGITALOCEAN HLDGS INC NOTE 12/0 | CNV | 25402DAB8 | 57,049,212 | 72,650,000 | PRN | | SOLE | | 0 | 0 | 57,049,212 |
DISH NETWORK CORPORATION NOTE 12/1 | CNV | 25470MAF6 | 18,625,200 | 35,275,000 | PRN | | SOLE | | 0 | 0 | 18,625,200 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAC8 | 18,171,716 | 20,350,000 | PRN | | SOLE | | 0 | 0 | 18,171,716 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAD6 | 3,430,204 | 3,950,000 | PRN | | SOLE | | 0 | 0 | 3,430,204 |
EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | CVP | 283678209 | 8,272,195 | 180,026 | SH | | SOLE | | 0 | 0 | 8,272,195 |
ENVESTNET INC NOTE 0.750 PERCENT 8/1 | CNV | 29404KAE6 | 1,262,625 | 1,400,000 | PRN | | SOLE | | 0 | 0 | 1,262,625 |
EPR PPTYS CONV PFD 9 PERCENT SR E | CVP | 26884U307 | 6,299,434 | 243,975 | SH | | SOLE | | 0 | 0 | 6,299,434 |
EPR PPTYS PFD C CV 5.75 PERCENT | CVP | 26884U208 | 8,158,754 | 461,468 | SH | | SOLE | | 0 | 0 | 8,158,754 |
ETSY INC NOTE 0.250 PERCENT 6/1 | CNV | 29786AAN6 | 39,362,130 | 47,693,000 | PRN | | SOLE | | 0 | 0 | 39,362,130 |
EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | CNV | 29975EAD1 | 12,425,340 | 16,095,000 | PRN | | SOLE | | 0 | 0 | 12,425,340 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | CNV | 30063PAC9 | 27,286,492 | 31,075,000 | PRN | | SOLE | | 0 | 0 | 27,286,492 |
FASTLY INC NOTE 3/1 | CNV | 31188VAB6 | 11,458,850 | 14,450,000 | PRN | | SOLE | | 0 | 0 | 11,458,850 |
FIVE9 INC NOTE 0.500 PERCENT 6/0 | CNV | 338307AD3 | 26,944,674 | 29,270,000 | PRN | | SOLE | | 0 | 0 | 26,944,674 |
FORD MTR CO DEL NOTE 3/1 | CNV | 345370CZ1 | 137,187,675 | 137,325,000 | PRN | | SOLE | | 0 | 0 | 137,187,675 |
FUBOTV INC NOTE 3.250 PERCENT 2/1 | CNV | 35953DAB0 | 7,206,106 | 17,339,000 | PRN | | SOLE | | 0 | 0 | 7,206,106 |
GOPRO INC NOTE 1.250 PERCENT 11/1 | CNV | 38268TAD5 | 10,000,090 | 11,100,000 | PRN | | SOLE | | 0 | 0 | 10,000,090 |
GRANITE CONSTR INC NOTE 2.750 PERCENT 11/0 | CNV | 387328AB3 | 19,403,830 | 14,317,000 | PRN | | SOLE | | 0 | 0 | 19,403,830 |
GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | CNV | 393657AK7 | 1,986,973 | 2,025,000 | PRN | | SOLE | | 0 | 0 | 1,986,973 |
GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | CNV | 393657AM3 | 1,018,200 | 1,200,000 | PRN | | SOLE | | 0 | 0 | 1,018,200 |
HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | CNV | 40637HAD1 | 39,937,073 | 47,123,000 | PRN | | SOLE | | 0 | 0 | 39,937,073 |
HCI GROUP INC NOTE 4.250 PERCENT 3/0 | CNV | 40416EAD5 | 16,478,284 | 18,373,000 | PRN | | SOLE | | 0 | 0 | 16,478,284 |
HERBALIFE NUTRITION LTD NOTE 2.625 PERCENT 3/1 | CNV | 42703MAD5 | 2,495,715 | 2,634,000 | PRN | | SOLE | | 0 | 0 | 2,495,715 |
INNOVIVA INC NOTE 2.125 PERCENT 3/1 ADDED | CNV | 45781MAD3 | 20,007,407 | 25,559,000 | PRN | | SOLE | | 0 | 0 | 20,007,407 |
INNOVIVA INC NOTE 2.500 PERCENT 8/1 | CNV | 45781MAB7 | 64,929,256 | 68,203,000 | PRN | | SOLE | | 0 | 0 | 64,929,256 |
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500 PERCENT 8/1 | CNV | 457985AM1 | 340,405 | 350,000 | PRN | | SOLE | | 0 | 0 | 340,405 |
IONIS PHARMACEUTICALS INC NOTE 4/0 | CNV | 462222AD2 | 4,219,875 | 4,650,000 | PRN | | SOLE | | 0 | 0 | 4,219,875 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | CNV | 46333XAH1 | 45,517,071 | 45,423,000 | PRN | | SOLE | | 0 | 0 | 45,517,071 |
ITRON INC NOTE 3/1 | CNV | 465741AN6 | 2,937,625 | 3,550,000 | PRN | | SOLE | | 0 | 0 | 2,937,625 |
JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | CNV | 472145AD3 | 19,279,994 | 19,945,000 | PRN | | SOLE | | 0 | 0 | 19,279,994 |
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | CNV | 477839AB0 | 30,448,658 | 33,405,000 | PRN | | SOLE | | 0 | 0 | 30,448,658 |
KAMAN CORP NOTE 3.250 PERCENT 5/0 | CNV | 483548AF0 | 1,461,650 | 1,550,000 | PRN | | SOLE | | 0 | 0 | 1,461,650 |
LCI INDS NOTE 1.125 PERCENT 5/1 | CNV | 501812AB7 | 23,689,138 | 26,075,000 | PRN | | SOLE | | 0 | 0 | 23,689,138 |
LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | CNV | 55024UAB5 | 2,620,000 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,620,000 |
LUMENTUM HLDGS INC NOTE 0.500 PERCENT 12/1 | CNV | 55024UAD1 | 48,536,015 | 56,111,000 | PRN | | SOLE | | 0 | 0 | 48,536,015 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | CNV | 57164YAD9 | 3,557,400 | 3,675,000 | PRN | | SOLE | | 0 | 0 | 3,557,400 |
MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | CNV | 596278AB7 | 47,998,217 | 38,700,000 | PRN | | SOLE | | 0 | 0 | 47,998,217 |
NATIONAL VISION HLDGS INC NOTE 2.500 PERCENT 5/1 | CNV | 63845RAB3 | 6,220,500 | 6,500,000 | PRN | | SOLE | | 0 | 0 | 6,220,500 |
NCL CORP LTD NOTE 1.125 PERCENT 2/1 | CNV | 62886HBD2 | 28,517,396 | 40,100,000 | PRN | | SOLE | | 0 | 0 | 28,517,396 |
NCL CORP LTD NOTE 2.500 PERCENT 2/1 ADDED | CNV | 62886HBK6 | 17,497,908 | 23,315,000 | PRN | | SOLE | | 0 | 0 | 17,497,908 |
NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | CNV | 64049MAB6 | 8,760,000 | 12,000,000 | PRN | | SOLE | | 0 | 0 | 8,760,000 |
NEW RELIC INC NOTE 0.500 PERCENT 5/0 | CNV | 64829BAB6 | 30,276,228 | 30,431,000 | PRN | | SOLE | | 0 | 0 | 30,276,228 |
NEW YORK CMNTY CAP TR V UNIT 05/07/2051 | CVP | 64944P307 | 3,724,766 | 96,123 | SH | | SOLE | | 0 | 0 | 3,724,766 |
NEXTERA ENERGY INC UNIT 09/01/2023 | CVP | 65339F739 | 95,986,820 | 1,974,225 | SH | | SOLE | | 0 | 0 | 95,986,820 |
NISOURCE INC UNIT 12/01/2023 | CVP | 65473P121 | 57,840,211 | 555,675 | SH | | SOLE | | 0 | 0 | 57,840,211 |
NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | CNV | 629377CG5 | 97,374,120 | 94,768,000 | PRN | | SOLE | | 0 | 0 | 97,374,120 |
OAK STR HEALTH INC NOTE 3/1 | CNV | 67181AAB3 | 22,220,342 | 22,550,000 | PRN | | SOLE | | 0 | 0 | 22,220,342 |
OKTA INC NOTE 0.375 PERCENT 6/1 | CNV | 679295AF2 | 80,688,416 | 94,816,000 | PRN | | SOLE | | 0 | 0 | 80,688,416 |
PAR TECHNOLOGY CORP NOTE 1.500 PERCENT 10/1 | CNV | 698884AE3 | 12,570,498 | 15,993,000 | PRN | | SOLE | | 0 | 0 | 12,570,498 |
PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | CNV | 698884AC7 | 33,000,808 | 31,150,000 | PRN | | SOLE | | 0 | 0 | 33,000,808 |
PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | CNV | 70202LAB8 | 44,338,970 | 40,235,000 | PRN | | SOLE | | 0 | 0 | 44,338,970 |
PATRICK INDS INC NOTE 1.750 PERCENT 12/0 ADDED | CNV | 703343AG8 | 4,403,931 | 4,877,000 | PRN | | SOLE | | 0 | 0 | 4,403,931 |
PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT 12/1 | CNV | 70509VAA8 | 44,178,533 | 52,191,000 | PRN | | SOLE | | 0 | 0 | 44,178,533 |
PERFICIENT INC NOTE 0.125 PERCENT 11/1 | CNV | 71375UAF8 | 31,017,645 | 39,041,000 | PRN | | SOLE | | 0 | 0 | 31,017,645 |
PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | CNV | 743312AB6 | 2,475,200 | 2,275,000 | PRN | | SOLE | | 0 | 0 | 2,475,200 |
PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | CNV | 74624MAB8 | 39,248,388 | 38,617,000 | PRN | | SOLE | | 0 | 0 | 39,248,388 |
RAPID7 INC NOTE 0.250 PERCENT 3/1 | CNV | 753422AF1 | 11,529,776 | 13,275,000 | PRN | | SOLE | | 0 | 0 | 11,529,776 |
RINGCENTRAL INC NOTE 3/1 | CNV | 76680RAH0 | 11,696,866 | 14,462,000 | PRN | | SOLE | | 0 | 0 | 11,696,866 |
SHAKE SHACK INC NOTE 3/0 | CNV | 819047AB7 | 15,647,952 | 21,680,000 | PRN | | SOLE | | 0 | 0 | 15,647,952 |
SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | CNV | 82452JAD1 | 37,291,838 | 39,525,000 | PRN | | SOLE | | 0 | 0 | 37,291,838 |
SHOPIFY INC NOTE 0.125 PERCENT 11/0 | CNV | 82509LAA5 | 44,169,750 | 50,250,000 | PRN | | SOLE | | 0 | 0 | 44,169,750 |
SNAP INC NOTE 5/0 | CNV | 83304AAF3 | 82,539,050 | 113,300,000 | PRN | | SOLE | | 0 | 0 | 82,539,050 |
SPLUNK INC NOTE 1.125 PERCENT 6/1 | CNV | 848637AF1 | 41,670,547 | 48,766,000 | PRN | | SOLE | | 0 | 0 | 41,670,547 |
SPLUNK INC NOTE 1.125 PERCENT 9/1 | CNV | 848637AD6 | 2,467,451 | 2,550,000 | PRN | | SOLE | | 0 | 0 | 2,467,451 |
SPOTIFY USA INC NOTE 3/1 | CNV | 84921RAB6 | 98,880,669 | 118,137,000 | PRN | | SOLE | | 0 | 0 | 98,880,669 |
STRIDE INC NOTE 1.125 PERCENT 9/0 | CNV | 86333MAA6 | 45,299,635 | 45,721,000 | PRN | | SOLE | | 0 | 0 | 45,299,635 |
SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | CNV | 866082AA8 | 16,629,693 | 19,434,000 | PRN | | SOLE | | 0 | 0 | 16,629,693 |
TECHTARGET INC NOTE 12/1 ADDED | CNV | 87874RAD2 | 12,159,000 | 15,750,000 | PRN | | SOLE | | 0 | 0 | 12,159,000 |
TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | CNV | 87918AAF2 | 12,687,770 | 16,450,000 | PRN | | SOLE | | 0 | 0 | 12,687,770 |
TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 | CNV | 90041LAE5 | 17,540,087 | 18,692,000 | PRN | | SOLE | | 0 | 0 | 17,540,087 |
TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | CNV | 902252AB1 | 4,187,675 | 4,385,000 | PRN | | SOLE | | 0 | 0 | 4,187,675 |
UBER TECHNOLOGIES INC NOTE 12/1 | CNV | 90353TAJ9 | 43,067,040 | 48,952,000 | PRN | | SOLE | | 0 | 0 | 43,067,040 |
UNITY SOFTWARE INC NOTE 11/1 | CNV | 91332UAB7 | 81,660,957 | 105,437,000 | PRN | | SOLE | | 0 | 0 | 81,660,957 |
UPWORK INC NOTE 0.250 PERCENT 8/1 | CNV | 91688FAB0 | 49,176,180 | 62,773,000 | PRN | | SOLE | | 0 | 0 | 49,176,180 |
VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 | CNV | 92343XAC4 | 1,326,563 | 1,500,000 | PRN | | SOLE | | 0 | 0 | 1,326,563 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | CNV | 928298AP3 | 27,449,855 | 27,655,000 | PRN | | SOLE | | 0 | 0 | 27,449,855 |
WAYFAIR INC NOTE 1.000 PERCENT 8/1 | CNV | 94419LAF8 | 33,751,077 | 51,149,000 | PRN | | SOLE | | 0 | 0 | 33,751,077 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 61,760,170 | 53,588 | SH | | SOLE | | 0 | 0 | 61,760,170 |
WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | CNV | 974637AB6 | 9,400,725 | 8,550,000 | PRN | | SOLE | | 0 | 0 | 9,400,725 |