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 | 10,624,185 | 13,970,000 | PRN | | SOLE | | 0 | 0 | 13,970,000 |
AIRBNB INC NOTE 3/1 | CNV | 009066AB7 | 144,136,967 | 160,491,000 | PRN | | SOLE | | 0 | 0 | 160,491,000 |
AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | CNV | 00971TAL5 | 3,730,225 | 3,350,000 | PRN | | SOLE | | 0 | 0 | 3,350,000 |
ALARM COM HLDGS INC NOTE 1/1 | CNV | 011642AB1 | 20,933,200 | 23,600,000 | PRN | | SOLE | | 0 | 0 | 23,600,000 |
ALNYLAM PHARMACEUTICALS INC NOTE 1.000PERCENT 9/1 | CNV | 02043QAB3 | 2,456,250 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
ALTAIR ENGR INC NOTE 1.750PERCENT 6/1 | CNV | 021369AC7 | 27,737,050 | 21,460,000 | PRN | | SOLE | | 0 | 0 | 21,460,000 |
AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | CNV | 02376RAF9 | 84,816,780 | 76,584,000 | PRN | | SOLE | | 0 | 0 | 76,584,000 |
APOLLO GLOBAL MGMT INC SER A MAND CNV | CVP | 03769M304 | 69,547,500 | 1,237,500 | SH | | SOLE | | 0 | 0 | 1,237,500 |
ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 ADDED | CNV | 038923BA5 | 49,123,230 | 48,445,000 | PRN | | SOLE | | 0 | 0 | 48,445,000 |
BANK AMERICA CORP 7.25PERCENTCNV PFD L | CVP | 060505682 | 97,574,241 | 80,998 | SH | | SOLE | | 0 | 0 | 80,998 |
BENTLEY SYS INC NOTE 0.125PERCENT 1/1 | CNV | 08265TAB5 | 2,816,085 | 2,850,000 | PRN | | SOLE | | 0 | 0 | 2,850,000 |
BLACKLINE INC NOTE 3/1 | CNV | 09239BAD1 | 44,623,500 | 50,280,000 | PRN | | SOLE | | 0 | 0 | 50,280,000 |
BLOCK INC NOTE 0.250PERCENT11/0 | CNV | 852234AK9 | 2,053,125 | 2,500,000 | PRN | | SOLE | | 0 | 0 | 2,500,000 |
BLOCK INC NOTE 5/0 | CNV | 852234AJ2 | 44,842,730 | 51,284,000 | PRN | | SOLE | | 0 | 0 | 51,284,000 |
BOX INC NOTE 1/1 | CNV | 10316TAB0 | 4,695,012 | 4,207,000 | PRN | | SOLE | | 0 | 0 | 4,207,000 |
BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | CNV | 122017AB2 | 3,090,625 | 2,875,000 | PRN | | SOLE | | 0 | 0 | 2,875,000 |
CABLE ONE INC NOTE 1.125PERCENT 3/1 | CNV | 12685JAG0 | 18,650,408 | 24,621,000 | PRN | | SOLE | | 0 | 0 | 24,621,000 |
CABLE ONE INC NOTE 3/1 | CNV | 12685JAE5 | 20,130,662 | 23,725,000 | PRN | | SOLE | | 0 | 0 | 23,725,000 |
CERIDIAN HCM HLDG INC NOTE 0.250PERCENT 3/1 | CNV | 15677JAD0 | 50,643,232 | 56,427,000 | PRN | | SOLE | | 0 | 0 | 56,427,000 |
CHEESECAKE FACTORY INC NOTE 0.375PERCENT 6/1 | CNV | 163072AA9 | 32,727,562 | 37,945,000 | PRN | | SOLE | | 0 | 0 | 37,945,000 |
CHEFS WHSE INC NOTE 2.375PERCENT12/1 ADDED | CNV | 163086AE1 | 27,429,523 | 28,897,000 | PRN | | SOLE | | 0 | 0 | 28,897,000 |
CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | CNV | 17243VAB8 | 55,467,495 | 45,913,000 | PRN | | SOLE | | 0 | 0 | 45,913,000 |
CRACKER BARREL OLD CTRY STOR NOTE 0.625PERCENT 6/1 | CNV | 22410JAB2 | 34,368,454 | 39,903,000 | PRN | | SOLE | | 0 | 0 | 39,903,000 |
DIGITALOCEAN HLDGS INC NOTE 12/0 | CNV | 25402DAB8 | 45,465,660 | 55,150,000 | PRN | | SOLE | | 0 | 0 | 55,150,000 |
DISH NETWORK CORPORATION NOTE 12/1 | CNV | 25470MAF6 | 7,610,500 | 12,275,000 | PRN | | SOLE | | 0 | 0 | 12,275,000 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAC8 | 27,811,350 | 28,350,000 | PRN | | SOLE | | 0 | 0 | 28,350,000 |
DROPBOX INC NOTE 3/0 | CNV | 26210CAD6 | 3,773,438 | 3,750,000 | PRN | | SOLE | | 0 | 0 | 3,750,000 |
EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | CVP | 283678209 | 22,983,057 | 487,963 | SH | | SOLE | | 0 | 0 | 487,963 |
ENPHASE ENERGY INC NOTE 3/0 | CNV | 29355AAK3 | 1,267,395 | 1,425,000 | PRN | | SOLE | | 0 | 0 | 1,425,000 |
ENVESTNET INC NOTE 0.750PERCENT 8/1 | CNV | 29404KAE6 | 1,349,950 | 1,450,000 | PRN | | SOLE | | 0 | 0 | 1,450,000 |
ENVESTNET INC NOTE 2.625PERCENT12/0 ADDED | CNV | 29404KAG1 | 46,164,390 | 46,808,000 | PRN | | SOLE | | 0 | 0 | 46,808,000 |
EPR PPTYS CONV PFD 9PERCENT SR E | CVP | 26884U307 | 7,175,549 | 257,465 | SH | | SOLE | | 0 | 0 | 257,465 |
EPR PPTYS PFD C CV 5.75PERCENT | CVP | 26884U208 | 11,530,747 | 546,740 | SH | | SOLE | | 0 | 0 | 546,740 |
ETSY INC NOTE 0.250PERCENT 6/1 | CNV | 29786AAN6 | 28,953,699 | 36,165,000 | PRN | | SOLE | | 0 | 0 | 36,165,000 |
EVENTBRITE INC NOTE 0.750PERCENT 9/1 | CNV | 29975EAD1 | 12,608,219 | 14,595,000 | PRN | | SOLE | | 0 | 0 | 14,595,000 |
EXACT SCIENCES CORP NOTE 0.375PERCENT 3/0 | CNV | 30063PAC9 | 31,972,325 | 34,195,000 | PRN | | SOLE | | 0 | 0 | 34,195,000 |
EXACT SCIENCES CORP NOTE 0.375PERCENT 3/1 | CNV | 30063PAB1 | 24,187,500 | 25,000,000 | PRN | | SOLE | | 0 | 0 | 25,000,000 |
FASTLY INC NOTE 3/1 | CNV | 31188VAB6 | 14,746,500 | 16,950,000 | PRN | | SOLE | | 0 | 0 | 16,950,000 |
FORD MTR CO DEL NOTE 3/1 | CNV | 345370CZ1 | 139,297,015 | 139,997,000 | PRN | | SOLE | | 0 | 0 | 139,997,000 |
GEO CORRECTIONS HOLDINGS INC NOTE 6.500PERCENT 2/2 | CNV | 36166WAB9 | 84,735,945 | 61,005,000 | PRN | | SOLE | | 0 | 0 | 61,005,000 |
GRANITE CONSTR INC NOTE 2.750PERCENT11/0 | CNV | 387328AB3 | 5,144,000 | 3,200,000 | PRN | | SOLE | | 0 | 0 | 3,200,000 |
GREENBRIER COS INC NOTE 2.875PERCENT 2/0 | CNV | 393657AK7 | 2,004,750 | 2,025,000 | PRN | | SOLE | | 0 | 0 | 2,025,000 |
GREENBRIER COS INC NOTE 2.875PERCENT 4/1 | CNV | 393657AM3 | 981,000 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 1,000,000 |
HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | CNV | 40637HAD1 | 71,937,961 | 83,223,000 | PRN | | SOLE | | 0 | 0 | 83,223,000 |
HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | CNV | 40637HAF6 | 11,546,970 | 12,463,000 | PRN | | SOLE | | 0 | 0 | 12,463,000 |
HCI GROUP INC NOTE 4.250PERCENT 3/0 | CNV | 40416EAD5 | 29,448,701 | 19,747,000 | PRN | | SOLE | | 0 | 0 | 19,747,000 |
HCI GROUP INC NOTE 4.750PERCENT 6/0 | CNV | 40416EAF0 | 23,767,575 | 19,245,000 | PRN | | SOLE | | 0 | 0 | 19,245,000 |
INNOVIVA INC NOTE 2.125PERCENT 3/1 | CNV | 45781MAD3 | 1,286,937 | 1,475,000 | PRN | | SOLE | | 0 | 0 | 1,475,000 |
INNOVIVA INC NOTE 2.500PERCENT 8/1 | CNV | 45781MAB7 | 68,773,593 | 63,790,000 | PRN | | SOLE | | 0 | 0 | 63,790,000 |
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500PERCENT 8/1 | CNV | 457985AM1 | 1,431,975 | 1,525,000 | PRN | | SOLE | | 0 | 0 | 1,525,000 |
INTERDIGITAL INC NOTE 3.500PERCENT 6/0 | CNV | 45867GAD3 | 88,864,185 | 60,683,000 | PRN | | SOLE | | 0 | 0 | 60,683,000 |
IONIS PHARMACEUTICALS INC NOTE 4/0 | CNV | 462222AD2 | 27,772,800 | 26,400,000 | PRN | | SOLE | | 0 | 0 | 26,400,000 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500PERCENT 6/1 | CNV | 46333XAH1 | 46,212,359 | 42,651,000 | PRN | | SOLE | | 0 | 0 | 42,651,000 |
ITRON INC NOTE 3/1 | CNV | 465741AN6 | 3,153,055 | 3,425,000 | PRN | | SOLE | | 0 | 0 | 3,425,000 |
JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | CNV | 477839AB0 | 39,280,570 | 43,529,000 | PRN | | SOLE | | 0 | 0 | 43,529,000 |
LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 ADDED | CNV | 516544AB9 | 15,240,160 | 13,600,000 | PRN | | SOLE | | 0 | 0 | 13,600,000 |
LCI INDS NOTE 1.125PERCENT 5/1 | CNV | 501812AB7 | 29,202,812 | 29,875,000 | PRN | | SOLE | | 0 | 0 | 29,875,000 |
LUMENTUM HLDGS INC NOTE 0.250PERCENT 3/1 | CNV | 55024UAB5 | 2,233,455 | 2,225,000 | PRN | | SOLE | | 0 | 0 | 2,225,000 |
LUMENTUM HLDGS INC NOTE 0.500PERCENT 6/1 | CNV | 55024UAF6 | 5,901,750 | 7,500,000 | PRN | | SOLE | | 0 | 0 | 7,500,000 |
LUMENTUM HLDGS INC NOTE 0.500PERCENT12/1 | CNV | 55024UAD1 | 52,177,851 | 58,561,000 | PRN | | SOLE | | 0 | 0 | 58,561,000 |
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 | CNV | 57164YAD9 | 1,953,550 | 2,225,000 | PRN | | SOLE | | 0 | 0 | 2,225,000 |
MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 ADDED | CNV | 57164YAF4 | 50,681,850 | 57,300,000 | PRN | | SOLE | | 0 | 0 | 57,300,000 |
MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | CNV | 596278AB7 | 12,423,600 | 10,200,000 | PRN | | SOLE | | 0 | 0 | 10,200,000 |
NCL CORP LTD NOTE 2.500PERCENT 2/1 | CNV | 62886HBK6 | 5,302,440 | 5,665,000 | PRN | | SOLE | | 0 | 0 | 5,665,000 |
NEOGENOMICS INC NOTE 0.250PERCENT 1/1 | CNV | 64049MAB6 | 6,041,801 | 8,000,000 | PRN | | SOLE | | 0 | 0 | 8,000,000 |
NEXTERA ENERGY INC COM | STO | 65339F101 | 42,416,321 | 698,326 | SH | | SOLE | | 0 | 0 | 698,326 |
NRG ENERGY INC DBCV 2.750PERCENT 6/0 | CNV | 629377CG5 | 114,934,255 | 89,443,000 | PRN | | SOLE | | 0 | 0 | 89,443,000 |
NUTANIX INC NOTE 0.250PERCENT10/0 | CNV | 67059NAH1 | 63,440,000 | 61,000,000 | PRN | | SOLE | | 0 | 0 | 61,000,000 |
OKTA INC NOTE 0.375PERCENT 6/1 | CNV | 679295AF2 | 66,999,244 | 75,791,000 | PRN | | SOLE | | 0 | 0 | 75,791,000 |
ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | CNV | 686688AB8 | 13,963,860 | 13,610,000 | PRN | | SOLE | | 0 | 0 | 13,610,000 |
PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | CNV | 698884AE3 | 9,706,819 | 10,993,000 | PRN | | SOLE | | 0 | 0 | 10,993,000 |
PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | CNV | 698884AC7 | 31,001,910 | 25,700,000 | PRN | | SOLE | | 0 | 0 | 25,700,000 |
PATRICK INDS INC NOTE 1.750PERCENT12/0 | CNV | 703343AG8 | 24,427,470 | 21,522,000 | PRN | | SOLE | | 0 | 0 | 21,522,000 |
PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | CNV | 70509VAA8 | 56,350,043 | 63,272,000 | PRN | | SOLE | | 0 | 0 | 63,272,000 |
PERFICIENT INC NOTE 0.125PERCENT11/1 | CNV | 71375UAF8 | 39,368,702 | 47,541,000 | PRN | | SOLE | | 0 | 0 | 47,541,000 |
POST HLDGS INC NOTE 2.500PERCENT 8/1 | CNV | 737446AT1 | 13,752,905 | 13,610,000 | PRN | | SOLE | | 0 | 0 | 13,610,000 |
PROGRESS SOFTWARE CORP NOTE 1.000PERCENT 4/1 | CNV | 743312AB6 | 274,964 | 261,000 | PRN | | SOLE | | 0 | 0 | 261,000 |
SEMTECH CORP NOTE 1.625PERCENT11/0 ADDED | CNV | 816850AF8 | 7,498,237 | 8,775,000 | PRN | | SOLE | | 0 | 0 | 8,775,000 |
SHAKE SHACK INC NOTE 3/0 | CNV | 819047AB7 | 29,334,559 | 36,180,000 | PRN | | SOLE | | 0 | 0 | 36,180,000 |
SHIFT4 PMTS INC NOTE 0.500PERCENT 8/0 | CNV | 82452JAD1 | 13,172,406 | 14,135,000 | PRN | | SOLE | | 0 | 0 | 14,135,000 |
SHOPIFY INC NOTE 0.125PERCENT11/0 | CNV | 82509LAA5 | 65,208,450 | 69,150,000 | PRN | | SOLE | | 0 | 0 | 69,150,000 |
SNAP INC NOTE 5/0 | CNV | 83304AAF3 | 86,660,595 | 108,150,000 | PRN | | SOLE | | 0 | 0 | 108,150,000 |
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 | CNV | 83417MAD6 | 11,858,576 | 13,040,000 | PRN | | SOLE | | 0 | 0 | 13,040,000 |
SPOTIFY USA INC NOTE 3/1 | CNV | 84921RAB6 | 124,028,960 | 140,942,000 | PRN | | SOLE | | 0 | 0 | 140,942,000 |
STRIDE INC NOTE 1.125PERCENT 9/0 | CNV | 86333MAA6 | 85,179,012 | 67,282,000 | PRN | | SOLE | | 0 | 0 | 67,282,000 |
SUMMIT HOTEL PPTYS NOTE 1.500PERCENT 2/1 | CNV | 866082AA8 | 13,861,314 | 15,636,000 | PRN | | SOLE | | 0 | 0 | 15,636,000 |
TECHTARGET INC NOTE 12/1 | CNV | 87874RAD2 | 4,357,500 | 5,250,000 | PRN | | SOLE | | 0 | 0 | 5,250,000 |
TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | CNV | 87918AAF2 | 16,766,760 | 20,400,000 | PRN | | SOLE | | 0 | 0 | 20,400,000 |
TRIPADVISOR INC NOTE 0.250PERCENT 4/0 | CNV | 896945AD4 | 7,777,163 | 8,875,000 | PRN | | SOLE | | 0 | 0 | 8,875,000 |
TYLER TEX INDPT SCH DIST NOTE 0.250PERCENT 3/1 | CNV | 902252AB1 | 4,170,148 | 4,135,000 | PRN | | SOLE | | 0 | 0 | 4,135,000 |
UNITY SOFTWARE INC NOTE 11/1 | CNV | 91332UAB7 | 88,864,647 | 106,937,000 | PRN | | SOLE | | 0 | 0 | 106,937,000 |
UPWORK INC NOTE 0.250PERCENT 8/1 | CNV | 91688FAB0 | 56,842,206 | 67,023,000 | PRN | | SOLE | | 0 | 0 | 67,023,000 |
VERINT SYSTEMS INC NOTE 0.250PERCENT 4/1 | CNV | 92343XAC4 | 1,251,328 | 1,425,000 | PRN | | SOLE | | 0 | 0 | 1,425,000 |
WAYFAIR INC NOTE 1.000PERCENT 8/1 | CNV | 94419LAF8 | 25,010,577 | 28,649,000 | PRN | | SOLE | | 0 | 0 | 28,649,000 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 58,991,893 | 49,355 | SH | | SOLE | | 0 | 0 | 49,355 |
WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | CNV | 974637AB6 | 2,941,025 | 2,350,000 | PRN | | SOLE | | 0 | 0 | 2,350,000 |
WOLFSPEED INC NOTE 1.875PERCENT12/0 ADDED | CNV | 977852AD4 | 45,381,926 | 68,075,000 | PRN | | SOLE | | 0 | 0 | 68,075,000 |
ZIFF DAVIS INC NOTE 1.750PERCENT11/0 | CNV | 48123VAE2 | 39,690,000 | 42,000,000 | PRN | | SOLE | | 0 | 0 | 42,000,000 |
ZILLOW GROUP INC NOTE 2.750PERCENT 5/1 | CNV | 98954MAH4 | 1,400,970 | 1,275,000 | PRN | | SOLE | | 0 | 0 | 1,275,000 |