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 |
3D SYS CORP DEL NOTE 11/1 | CNV | 88554DAD8 | 23,082,340 | 31,970,000 | PRN | | SOLE | | 0 | 0 | 31,970,000 |
AIRBNB INC NOTE 3/1 | CNV | 009066AB7 | 128,472,080 | 145,991,000 | PRN | | SOLE | | 0 | 0 | 145,991,000 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 | CNV | 00971TAL5 | 3,489,025 | 3,350,000 | PRN | | SOLE | | 0 | 0 | 3,350,000 |
ALARM COM HLDGS INC NOTE 1/1 | CNV | 011642AB1 | 20,390,400 | 23,600,000 | PRN | | SOLE | | 0 | 0 | 23,600,000 |
ALTAIR ENGR INC NOTE 1.750 PERCENT 6/1 ADDED | CNV | 021369AC7 | 12,167,000 | 11,500,000 | PRN | | SOLE | | 0 | 0 | 11,500,000 |
AMERICAN AIRLINES GROUP INC NOTE 6.500 PERCENT 7/0 | CNV | 02376RAF9 | 78,514,128 | 73,584,000 | PRN | | SOLE | | 0 | 0 | 73,584,000 |
AMYRIS INC NOTE 1.500 PERCENT11/1 DELETED | CNV | 03236MAJ0 | 4,278,000 | 35,650,000 | PRN | | SOLE | | 0 | 0 | 35,650,000 |
APOLLO GLOBAL MGMT INC SER A MAND CNV ADDED | CVP | 03769M304 | 52,471,000 | 957,500 | SH | | SOLE | | 0 | 0 | 957,500 |
BANK AMERICA CORP 7.25 PERCENTCNV PFD L | CVP | 060505682 | 80,685,175 | 72,526 | SH | | SOLE | | 0 | 0 | 72,526 |
BENTLEY SYS INC NOTE 0.125 PERCENT 1/1 | CNV | 08265TAB5 | 2,750,250 | 2,850,000 | PRN | | SOLE | | 0 | 0 | 2,850,000 |
BIORA THERAPEUTICS INC NOTE 7.250 PERCENT12/0 | CNV | 74319FAB3 | 1,309,500 | 2,425,000 | PRN | | SOLE | | 0 | 0 | 2,425,000 |
BLACKLINE INC NOTE 3/1 | CNV | 09239BAD1 | 39,940,469 | 46,375,000 | PRN | | SOLE | | 0 | 0 | 46,375,000 |
BLOCK INC NOTE 0.250 PERCENT11/0 | CNV | 852234AK9 | 1,876,549 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
BLOCK INC NOTE 5/0 | CNV | 852234AJ2 | 42,822,140 | 51,284,000 | PRN | | SOLE | | 0 | 0 | 51,284,000 |
BOX INC NOTE 1/1 | CNV | 10316TAB0 | 4,537,250 | 4,207,000 | PRN | | SOLE | | 0 | 0 | 4,207,000 |
BURLINGTON STORES INC NOTE 2.250 PERCENT 4/1 | CNV | 122017AB2 | 1,623,745 | 1,675,000 | PRN | | SOLE | | 0 | 0 | 1,675,000 |
CABLE ONE INC NOTE 1.125 PERCENT 3/1 | CNV | 12685JAG0 | 12,738,024 | 17,121,000 | PRN | | SOLE | | 0 | 0 | 17,121,000 |
CABLE ONE INC NOTE 3/1 | CNV | 12685JAE5 | 17,771,050 | 21,725,000 | PRN | | SOLE | | 0 | 0 | 21,725,000 |
CERIDIAN HCM HLDG INC NOTE 0.250 PERCENT 3/1 | CNV | 15677JAD0 | 45,224,904 | 51,427,000 | PRN | | SOLE | | 0 | 0 | 51,427,000 |
CHEESECAKE FACTORY INC NOTE 0.375 PERCENT 6/1 | CNV | 163072AA9 | 37,135,806 | 44,945,000 | PRN | | SOLE | | 0 | 0 | 44,945,000 |
CINEMARK HLDGS INC NOTE 4.500 PERCENT 8/1 | CNV | 17243VAB8 | 67,032,980 | 45,913,000 | PRN | | SOLE | | 0 | 0 | 45,913,000 |
CRACKER BARREL OLD CTRY STOR NOTE 0.625 PERCENT 6/1 | CNV | 22410JAB2 | 32,944,914 | 39,903,000 | PRN | | SOLE | | 0 | 0 | 39,903,000 |
DIGITALOCEAN HLDGS INC NOTE 12/0 | CNV | 25402DAB8 | 38,334,660 | 50,150,000 | PRN | | SOLE | | 0 | 0 | 50,150,000 |
DISH NETWORK CORPORATION NOTE 12/1 | CNV | 25470MAF6 | 10,196,062 | 15,275,000 | PRN | | SOLE | | 0 | 0 | 15,275,000 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAC8 | 25,292,700 | 26,850,000 | PRN | | SOLE | | 0 | 0 | 26,850,000 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAD6 | 3,551,250 | 3,750,000 | PRN | | SOLE | | 0 | 0 | 3,750,000 |
EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | CVP | 283678209 | 15,873,837 | 349,567 | SH | | SOLE | | 0 | 0 | 349,567 |
ENPHASE ENERGY INC NOTE 3/0 | CNV | 29355AAK3 | 1,179,188 | 1,425,000 | PRN | | SOLE | | 0 | 0 | 1,425,000 |
ENVESTNET INC NOTE 0.750 PERCENT 8/1 | CNV | 29404KAE6 | 1,335,274 | 1,450,000 | PRN | | SOLE | | 0 | 0 | 1,450,000 |
EPR PPTYS CONV PFD 9 PERCENT SR E | CVP | 26884U307 | 6,350,994 | 249,646 | SH | | SOLE | | 0 | 0 | 249,646 |
EPR PPTYS PFD C CV 5.75 PERCENT | CVP | 26884U208 | 8,693,279 | 467,632 | SH | | SOLE | | 0 | 0 | 467,632 |
ETSY INC NOTE 0.250 PERCENT 6/1 | CNV | 29786AAN6 | 26,189,407 | 34,665,000 | PRN | | SOLE | | 0 | 0 | 34,665,000 |
EVENTBRITE INC NOTE 0.750 PERCENT 9/1 | CNV | 29975EAD1 | 11,938,710 | 14,595,000 | PRN | | SOLE | | 0 | 0 | 14,595,000 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | CNV | 30063PAC9 | 38,472,683 | 44,575,000 | PRN | | SOLE | | 0 | 0 | 44,575,000 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/1 | CNV | 30063PAB1 | 16,742,500 | 18,500,000 | PRN | | SOLE | | 0 | 0 | 18,500,000 |
FASTLY INC NOTE 3/1 | CNV | 31188VAB6 | 12,318,625 | 14,450,000 | PRN | | SOLE | | 0 | 0 | 14,450,000 |
FORD MTR CO DEL NOTE 3/1 | CNV | 345370CZ1 | 133,423,500 | 135,800,000 | PRN | | SOLE | | 0 | 0 | 135,800,000 |
GEO CORRECTIONS HOLDINGS INC NOTE 6.500 PERCENT 2/2 ADDED | CNV | 36166WAB9 | 79,687,188 | 67,105,000 | PRN | | SOLE | | 0 | 0 | 67,105,000 |
GOPRO INC NOTE 1.250 PERCENT11/1 | CNV | 38268TAD5 | 6,141,500 | 7,100,000 | PRN | | SOLE | | 0 | 0 | 7,100,000 |
GRANITE CONSTR INC NOTE 2.750 PERCENT11/0 | CNV | 387328AB3 | 4,095,786 | 3,200,000 | PRN | | SOLE | | 0 | 0 | 3,200,000 |
GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | CNV | 393657AK7 | 1,984,500 | 2,025,000 | PRN | | SOLE | | 0 | 0 | 2,025,000 |
GREENBRIER COS INC NOTE 2.875 PERCENT 4/1 | CNV | 393657AM3 | 942,000 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
HAEMONETICS CORP MASS NOTE 3/0 | CNV | 405024AB6 | 6,506,250 | 7,500,000 | PRN | | SOLE | | 0 | 0 | 7,500,000 |
HALOZYME THERAPEUTICS INC NOTE 0.250 PERCENT 3/0 | CNV | 40637HAD1 | 65,160,767 | 77,223,000 | PRN | | SOLE | | 0 | 0 | 77,223,000 |
HALOZYME THERAPEUTICS INC NOTE 1.000 PERCENT 8/1 ADDED | CNV | 40637HAF6 | 11,637,326 | 12,463,000 | PRN | | SOLE | | 0 | 0 | 12,463,000 |
HCI GROUP INC NOTE 4.250 PERCENT 3/0 | CNV | 40416EAD5 | 18,067,917 | 18,957,000 | PRN | | SOLE | | 0 | 0 | 18,957,000 |
HCI GROUP INC NOTE 4.750 PERCENT 6/0 | CNV | 40416EAF0 | 17,907,000 | 19,050,000 | PRN | | SOLE | | 0 | 0 | 19,050,000 |
INNOVIVA INC NOTE 2.125 PERCENT 3/1 | CNV | 45781MAD3 | 1,209,768 | 1,475,000 | PRN | | SOLE | | 0 | 0 | 1,475,000 |
INNOVIVA INC NOTE 2.500 PERCENT 8/1 | CNV | 45781MAB7 | 60,666,608 | 61,528,000 | PRN | | SOLE | | 0 | 0 | 61,528,000 |
INSULET CORP NOTE 0.375 PERCENT 9/0 | CNV | 45784PAK7 | 12,225,000 | 12,500,000 | PRN | | SOLE | | 0 | 0 | 12,500,000 |
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500 PERCENT 8/1 | CNV | 457985AM1 | 1,390,800 | 1,525,000 | PRN | | SOLE | | 0 | 0 | 1,525,000 |
INTERDIGITAL INC NOTE 3.500 PERCENT 6/0 | CNV | 45867GAD3 | 71,712,048 | 60,933,000 | PRN | | SOLE | | 0 | 0 | 60,933,000 |
IONIS PHARMACEUTICALS INC NOTE 4/0 | CNV | 462222AD2 | 24,314,850 | 24,900,000 | PRN | | SOLE | | 0 | 0 | 24,900,000 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 | CNV | 46333XAH1 | 48,664,005 | 50,071,000 | PRN | | SOLE | | 0 | 0 | 50,071,000 |
ITRON INC NOTE 3/1 | CNV | 465741AN6 | 2,945,500 | 3,425,000 | PRN | | SOLE | | 0 | 0 | 3,425,000 |
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250 PERCENT 5/1 | CNV | 477839AB0 | 35,977,773 | 40,109,000 | PRN | | SOLE | | 0 | 0 | 40,109,000 |
LCI INDS NOTE 1.125 PERCENT 5/1 | CNV | 501812AB7 | 26,360,375 | 28,375,000 | PRN | | SOLE | | 0 | 0 | 28,375,000 |
LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | CNV | 55024UAB5 | 10,617,750 | 10,725,000 | PRN | | SOLE | | 0 | 0 | 10,725,000 |
LUMENTUM HLDGS INC NOTE 0.500 PERCENT12/1 | CNV | 55024UAD1 | 44,674,618 | 53,311,000 | PRN | | SOLE | | 0 | 0 | 53,311,000 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | CNV | 57164YAD9 | 9,827,488 | 11,225,000 | PRN | | SOLE | | 0 | 0 | 11,225,000 |
MIDDLEBY CORP NOTE 1.000 PERCENT 9/0 | CNV | 596278AB7 | 9,739,650 | 8,700,000 | PRN | | SOLE | | 0 | 0 | 8,700,000 |
NCL CORP LTD NOTE 2.500 PERCENT 2/1 | CNV | 62886HBK6 | 9,193,230 | 10,665,000 | PRN | | SOLE | | 0 | 0 | 10,665,000 |
NEOGENOMICS INC NOTE 0.250 PERCENT 1/1 | CNV | 64049MAB6 | 5,695,200 | 8,000,000 | PRN | | SOLE | | 0 | 0 | 8,000,000 |
NEXTERA ENERGY INC COM | STO | 65339F101 | 40,551,352 | 707,826 | SH | | SOLE | | 0 | 0 | 707,826 |
NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | CNV | 629377CG5 | 71,466,842 | 67,549,000 | PRN | | SOLE | | 0 | 0 | 67,549,000 |
NUTANIX INC NOTE 0.250 PERCENT10/0 | CNV | 67059NAH1 | 50,872,500 | 57,000,000 | PRN | | SOLE | | 0 | 0 | 57,000,000 |
OKTA INC NOTE 0.375 PERCENT 6/1 | CNV | 679295AF2 | 59,882,565 | 68,791,000 | PRN | | SOLE | | 0 | 0 | 68,791,000 |
ORMAT TECHNOLOGIES INC NOTE 2.500 PERCENT 7/1 ADDED | CNV | 686688AB8 | 12,231,700 | 12,610,000 | PRN | | SOLE | | 0 | 0 | 12,610,000 |
PAR TECHNOLOGY CORP NOTE 1.500 PERCENT10/1 | CNV | 698884AE3 | 13,226,211 | 15,993,000 | PRN | | SOLE | | 0 | 0 | 15,993,000 |
PAR TECHNOLOGY CORP NOTE 2.875 PERCENT 4/1 | CNV | 698884AC7 | 26,752,560 | 23,700,000 | PRN | | SOLE | | 0 | 0 | 23,700,000 |
PARSONS CORP DEL NOTE 0.250 PERCENT 8/1 | CNV | 70202LAB8 | 10,708,232 | 8,435,000 | PRN | | SOLE | | 0 | 0 | 8,435,000 |
PATRICK INDS INC NOTE 1.750 PERCENT12/0 | CNV | 703343AG8 | 16,183,856 | 17,153,000 | PRN | | SOLE | | 0 | 0 | 17,153,000 |
PEBBLEBROOK HOTEL TR NOTE 1.750 PERCENT12/1 | CNV | 70509VAA8 | 49,782,247 | 60,022,000 | PRN | | SOLE | | 0 | 0 | 60,022,000 |
PERFICIENT INC NOTE 0.125 PERCENT11/1 | CNV | 71375UAF8 | 32,886,153 | 41,041,000 | PRN | | SOLE | | 0 | 0 | 41,041,000 |
POST HLDGS INC NOTE 2.500 PERCENT 8/1 ADDED | CNV | 737446AT1 | 12,502,815 | 12,610,000 | PRN | | SOLE | | 0 | 0 | 12,610,000 |
PROGRESS SOFTWARE CORP NOTE 1.000 PERCENT 4/1 | CNV | 743312AB6 | 268,569 | 261,000 | PRN | | SOLE | | 0 | 0 | 261,000 |
SHAKE SHACK INC NOTE 3/0 | CNV | 819047AB7 | 18,294,050 | 24,680,000 | PRN | | SOLE | | 0 | 0 | 24,680,000 |
SHIFT4 PMTS INC NOTE 0.500 PERCENT 8/0 | CNV | 82452JAD1 | 18,613,104 | 21,785,000 | PRN | | SOLE | | 0 | 0 | 21,785,000 |
SHOPIFY INC NOTE 0.125 PERCENT11/0 | CNV | 82509LAA5 | 60,844,875 | 68,250,000 | PRN | | SOLE | | 0 | 0 | 68,250,000 |
SNAP INC NOTE 5/0 | CNV | 83304AAF3 | 76,434,150 | 103,150,000 | PRN | | SOLE | | 0 | 0 | 103,150,000 |
SPLUNK INC NOTE 1.125 PERCENT 6/1 | CNV | 848637AF1 | 16,880,158 | 17,891,000 | PRN | | SOLE | | 0 | 0 | 17,891,000 |
SPLUNK INC NOTE 1.125 PERCENT 9/1 | CNV | 848637AD6 | 2,632,525 | 2,450,000 | PRN | | SOLE | | 0 | 0 | 2,450,000 |
SPOTIFY USA INC NOTE 3/1 | CNV | 84921RAB6 | 110,681,518 | 130,137,000 | PRN | | SOLE | | 0 | 0 | 130,137,000 |
STRIDE INC NOTE 1.125 PERCENT 9/0 | CNV | 86333MAA6 | 63,340,948 | 60,296,000 | PRN | | SOLE | | 0 | 0 | 60,296,000 |
SUMMIT HOTEL PPTYS NOTE 1.500 PERCENT 2/1 | CNV | 866082AA8 | 13,554,240 | 16,136,000 | PRN | | SOLE | | 0 | 0 | 16,136,000 |
TECHTARGET INC NOTE 12/1 | CNV | 87874RAD2 | 4,200,642 | 5,250,000 | PRN | | SOLE | | 0 | 0 | 5,250,000 |
TELADOC HEALTH INC NOTE 1.250 PERCENT 6/0 | CNV | 87918AAF2 | 13,069,160 | 16,400,000 | PRN | | SOLE | | 0 | 0 | 16,400,000 |
TRIPADVISOR INC NOTE 0.250 PERCENT 4/0 | CNV | 896945AD4 | 6,654,375 | 7,875,000 | PRN | | SOLE | | 0 | 0 | 7,875,000 |
TYLER TEX INDPT SCH DIST NOTE 0.250 PERCENT 3/1 | CNV | 902252AB1 | 3,992,343 | 4,135,000 | PRN | | SOLE | | 0 | 0 | 4,135,000 |
UNITY SOFTWARE INC NOTE 11/1 | CNV | 91332UAB7 | 77,517,136 | 97,937,000 | PRN | | SOLE | | 0 | 0 | 97,937,000 |
UPWORK INC NOTE 0.250 PERCENT 8/1 | CNV | 91688FAB0 | 49,455,345 | 60,273,000 | PRN | | SOLE | | 0 | 0 | 60,273,000 |
VERINT SYSTEMS INC NOTE 0.250 PERCENT 4/1 | CNV | 92343XAC4 | 1,216,594 | 1,425,000 | PRN | | SOLE | | 0 | 0 | 1,425,000 |
WAYFAIR INC NOTE 1.000 PERCENT 8/1 | CNV | 94419LAF8 | 23,829,307 | 29,149,000 | PRN | | SOLE | | 0 | 0 | 29,149,000 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 40,087,825 | 36,034 | SH | | SOLE | | 0 | 0 | 36,034 |
WINNEBAGO INDS INC NOTE 1.500 PERCENT 4/0 | CNV | 974637AB6 | 2,627,300 | 2,350,000 | PRN | | SOLE | | 0 | 0 | 2,350,000 |
ZIFF DAVIS INC NOTE 1.750 PERCENT11/0 ADDED | CNV | 48123VAE2 | 39,078,750 | 42,500,000 | PRN | | SOLE | | 0 | 0 | 42,500,000 |
ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 | CNV | 98954MAH4 | 1,308,788 | 1,275,000 | PRN | | SOLE | | 0 | 0 | 1,275,000 |