The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| ADVANCED ENERGY INDS NOTE 2.500PERCENT 9/1 | CNV | 007973AE0 | 6,697,350 | 6,150,000 | PRN | SOLE | 0 | 0 | 6,150,000 | ||
| AIRBNB INC NOTE 3/1 | CNV | 009066AB7 | 156,646,000 | 167,000,000 | PRN | SOLE | 0 | 0 | 167,000,000 | ||
| AKAMAI TECHNOLOGIES INC NOTE 0.375PERCENT 9/0 | CNV | 00971TAL5 | 3,533,987 | 3,525,000 | PRN | SOLE | 0 | 0 | 3,525,000 | ||
| AKAMAI TECHNOLOGIES INC NOTE 1.125PERCENT 2/1 | CNV | 00971TAN1 | 15,088,878 | 15,475,000 | PRN | SOLE | 0 | 0 | 15,475,000 | ||
| ALARM COM HLDGS INC NOTE 1/1 | CNV | 011642AB1 | 8,868,900 | 9,400,000 | PRN | SOLE | 0 | 0 | 9,400,000 | ||
| ALLIANT ENERGY CORP NOTE 3.875PERCENT 3/1 | CNV | 018802AC2 | 31,089,852 | 30,302,000 | PRN | SOLE | 0 | 0 | 30,302,000 | ||
| AMERICAN AIRLINES GROUP INC NOTE 6.500PERCENT 7/0 | CNV | 02376RAF9 | 27,492,852 | 23,534,000 | PRN | SOLE | 0 | 0 | 23,534,000 | ||
| AMERICAN WTR CAP CORP NOTE 3.625PERCENT 6/1 | CNV | 03040WBE4 | 113,322,405 | 114,815,000 | PRN | SOLE | 0 | 0 | 114,815,000 | ||
| AMPHASTAR PHARMACEUTICALS IN NOTE 2.000PERCENT 3/1 | CNV | 03209RAB9 | 29,151,045 | 31,325,000 | PRN | SOLE | 0 | 0 | 31,325,000 | ||
| ARBOR REALTY TRUST INC NOTE 7.500PERCENT 8/0 | CNV | 038923BA5 | 53,177,775 | 53,445,000 | PRN | SOLE | 0 | 0 | 53,445,000 | ||
| BANK AMERICA CORP 7.25PERCENTCNV PFD L | CVP | 060505682 | 82,462,181 | 68,150 | SH | SOLE | 0 | 0 | 68,150 | ||
| BLOCK INC NOTE 0.250PERCENT11/0 | CNV | 852234AK9 | 44,140,020 | 50,970,000 | PRN | SOLE | 0 | 0 | 50,970,000 | ||
| BLOCK INC NOTE 5/0 | CNV | 852234AJ2 | 39,148,847 | 42,209,000 | PRN | SOLE | 0 | 0 | 42,209,000 | ||
| BLOOM ENERGY CORP NOTE 3.000PERCENT 6/0 | CNV | 093712AK3 | 13,558,500 | 9,825,000 | PRN | SOLE | 0 | 0 | 9,825,000 | ||
| BURLINGTON STORES INC NOTE 2.250PERCENT 4/1 | CNV | 122017AB2 | 3,805,425 | 2,925,000 | PRN | SOLE | 0 | 0 | 2,925,000 | ||
| CABLE ONE INC NOTE 1.125PERCENT 3/1 | CNV | 12685JAG0 | 4,726,085 | 5,746,000 | PRN | SOLE | 0 | 0 | 5,746,000 | ||
| CHEFS WHSE INC NOTE 2.375PERCENT12/1 | CNV | 163086AE1 | 33,880,549 | 26,397,000 | PRN | SOLE | 0 | 0 | 26,397,000 | ||
| CINEMARK HLDGS INC NOTE 4.500PERCENT 8/1 | CNV | 17243VAB8 | 74,476,366 | 34,313,000 | PRN | SOLE | 0 | 0 | 34,313,000 | ||
| CMS ENERGY CORP NOTE 3.375PERCENT 5/0 | CNV | 125896BX7 | 7,893,616 | 7,623,000 | PRN | SOLE | 0 | 0 | 7,623,000 | ||
| CONMED CORP NOTE 2.250PERCENT 6/1 | CNV | 207410AH4 | 9,001,600 | 9,700,000 | PRN | SOLE | 0 | 0 | 9,700,000 | ||
| CORE SCIENTIFIC INC NEW W EXP 01/23/202 | WAR | 21874A114 | 0 | 655,551 | PRN | SOLE | 0 | 0 | 655,551 | ||
| DAYFORCE INC NOTE 0.250PERCENT 3/1 | CNV | 15677JAD0 | 56,532,747 | 58,827,000 | PRN | SOLE | 0 | 0 | 58,827,000 | ||
| DEXCOM INC NOTE 0.375PERCENT 5/1 | CNV | 252131AM9 | 58,293,477 | 65,175,000 | PRN | SOLE | 0 | 0 | 65,175,000 | ||
| DIGITALOCEAN HLDGS INC NOTE 12/0 | CNV | 25402DAB8 | 46,016,875 | 51,850,000 | PRN | SOLE | 0 | 0 | 51,850,000 | ||
| DROPBOX INC NOTE 3/0 | CNV | 26210CAD6 | 4,465,234 | 4,375,000 | PRN | SOLE | 0 | 0 | 4,375,000 | ||
| DUKE ENERGY CORP NEW NOTE 4.125PERCENT 4/1 | CNV | 26441CBY0 | 170,498,500 | 166,340,000 | PRN | SOLE | 0 | 0 | 166,340,000 | ||
| EL PASO ENERGY CAP TR I PFD CV TR SEC 28 | CVP | 283678209 | 53,628,192 | 1,117,254 | SH | SOLE | 0 | 0 | 1,117,254 | ||
| ENPHASE ENERGY INC NOTE 3/0 | CNV | 29355AAK3 | 16,710,780 | 20,379,000 | PRN | SOLE | 0 | 0 | 20,379,000 | ||
| ENVISTA HOLDINGS CORPORATION NOTE 1.750PERCENT 8/1 | CNV | 29415FAD6 | 31,363,853 | 35,063,000 | PRN | SOLE | 0 | 0 | 35,063,000 | ||
| EPR PPTYS CONV PFD 9PERCENT SR E | CVP | 26884U307 | 4,924,815 | 177,343 | SH | SOLE | 0 | 0 | 177,343 | ||
| EPR PPTYS PFD C CV 5.75PERCENT | CVP | 26884U208 | 11,295,648 | 546,740 | SH | SOLE | 0 | 0 | 546,740 | ||
| ETSY INC NOTE 0.125PERCENT 9/0 | CNV | 29786AAL0 | 6,875,893 | 8,000,000 | PRN | SOLE | 0 | 0 | 8,000,000 | ||
| ETSY INC NOTE 0.250PERCENT 6/1 | CNV | 29786AAN6 | 46,808,414 | 57,240,000 | PRN | SOLE | 0 | 0 | 57,240,000 | ||
| EVENTBRITE INC NOTE 0.750PERCENT 9/1 | CNV | 29975EAD1 | 11,755,515 | 13,345,000 | PRN | SOLE | 0 | 0 | 13,345,000 | ||
| EVERGY INC NOTE 4.500PERCENT12/1 ADDED | CNV | 30034WAD8 | 168,323,058 | 155,065,000 | PRN | SOLE | 0 | 0 | 155,065,000 | ||
| EXPEDIA GROUP INC NOTE 2/1 | CNV | 30212PBE4 | 60,900,973 | 61,391,000 | PRN | SOLE | 0 | 0 | 61,391,000 | ||
| FIRSTENERGY CORP NOTE 4.000PERCENT 5/0 | CNV | 337932AR8 | 65,036,835 | 64,810,000 | PRN | SOLE | 0 | 0 | 64,810,000 | ||
| FLUOR CORP NOTE 1.125PERCENT 8/1 | CNV | 343412AJ1 | 34,993,525 | 27,850,000 | PRN | SOLE | 0 | 0 | 27,850,000 | ||
| FORD MTR CO NOTE 3/1 | CNV | 345370CZ1 | 145,721,098 | 150,694,000 | PRN | SOLE | 0 | 0 | 150,694,000 | ||
| HALOZYME THERAPEUTICS INC NOTE 0.250PERCENT 3/0 | CNV | 40637HAD1 | 30,922,088 | 32,423,000 | PRN | SOLE | 0 | 0 | 32,423,000 | ||
| HALOZYME THERAPEUTICS INC NOTE 1.000PERCENT 8/1 | CNV | 40637HAF6 | 81,380,403 | 75,463,000 | PRN | SOLE | 0 | 0 | 75,463,000 | ||
| HCI GROUP INC NOTE 4.750PERCENT 6/0 | CNV | 40416EAF0 | 23,507,790 | 15,245,000 | PRN | SOLE | 0 | 0 | 15,245,000 | ||
| INNOVIVA INC NOTE 2.125PERCENT 3/1 | CNV | 45781MAD3 | 14,468,639 | 15,402,000 | PRN | SOLE | 0 | 0 | 15,402,000 | ||
| INNOVIVA INC NOTE 2.500PERCENT 8/1 | CNV | 45781MAB7 | 18,874,620 | 17,190,000 | PRN | SOLE | 0 | 0 | 17,190,000 | ||
| IONIS PHARMACEUTICALS INC NOTE 1.750PERCENT 6/1 | CNV | 462222AF7 | 49,169,332 | 50,025,000 | PRN | SOLE | 0 | 0 | 50,025,000 | ||
| IONIS PHARMACEUTICALS INC NOTE 4/0 | CNV | 462222AD2 | 1,829,707 | 1,900,000 | PRN | SOLE | 0 | 0 | 1,900,000 | ||
| JOHN BEAN TECHNOLOGIES CORP NOTE 0.250PERCENT 5/1 | CNV | 477839AB0 | 25,474,422 | 25,654,000 | PRN | SOLE | 0 | 0 | 25,654,000 | ||
| LANTHEUS HLDGS INC NOTE 2.625PERCENT12/1 | CNV | 516544AB9 | 18,634,000 | 14,000,000 | PRN | SOLE | 0 | 0 | 14,000,000 | ||
| LCI INDS NOTE 1.125PERCENT 5/1 | CNV | 501812AB7 | 26,125,495 | 26,675,000 | PRN | SOLE | 0 | 0 | 26,675,000 | ||
| LIVE NATION ENTERTAINMENT IN NOTE 3.125PERCENT 1/1 | CNV | 538034BA6 | 37,382,485 | 27,475,000 | PRN | SOLE | 0 | 0 | 27,475,000 | ||
| LUMENTUM HLDGS INC NOTE 1.500PERCENT12/1 | CNV | 55024UAH2 | 30,693,600 | 22,050,000 | PRN | SOLE | 0 | 0 | 22,050,000 | ||
| MARRIOTT VACATIONS WORLDWIDE NOTE 3.250PERCENT12/1 | CNV | 57164YAF4 | 49,845,525 | 53,425,000 | PRN | SOLE | 0 | 0 | 53,425,000 | ||
| MIDDLEBY CORP NOTE 1.000PERCENT 9/0 | CNV | 596278AB7 | 3,546,134 | 3,175,000 | PRN | SOLE | 0 | 0 | 3,175,000 | ||
| NEXTERA ENERGY INC UNIT 09/01/2025 | CVP | 65339F713 | 71,105,654 | 1,727,123 | SH | SOLE | 0 | 0 | 1,727,123 | ||
| NEXTERA ENERGY INC UNIT 11/01/2027 ADDED | CVP | 65339F119 | 65,359,616 | 1,431,755 | SH | SOLE | 0 | 0 | 1,431,755 | ||
| NUTANIX INC NOTE 0.250PERCENT10/0 | CNV | 67059NAH1 | 26,720,960 | 22,120,000 | PRN | SOLE | 0 | 0 | 22,120,000 | ||
| OKTA INC NOTE 0.375PERCENT 6/1 | CNV | 679295AF2 | 42,884,075 | 46,236,000 | PRN | SOLE | 0 | 0 | 46,236,000 | ||
| ON SEMICONDUCTOR CORP NOTE 0.500PERCENT 3/0 | CNV | 682189AU9 | 32,969,447 | 35,018,000 | PRN | SOLE | 0 | 0 | 35,018,000 | ||
| ORMAT TECHNOLOGIES INC NOTE 2.500PERCENT 7/1 | CNV | 686688AB8 | 15,109,505 | 15,410,000 | PRN | SOLE | 0 | 0 | 15,410,000 | ||
| PAGERDUTY INC NOTE 1.500PERCENT10/1 ADDED | CNV | 69553PAD2 | 48,725,388 | 50,129,000 | PRN | SOLE | 0 | 0 | 50,129,000 | ||
| PAR TECHNOLOGY CORP NOTE 1.500PERCENT10/1 | CNV | 698884AE3 | 9,732,978 | 8,493,000 | PRN | SOLE | 0 | 0 | 8,493,000 | ||
| PAR TECHNOLOGY CORP NOTE 2.875PERCENT 4/1 | CNV | 698884AC7 | 3,300,096 | 1,920,000 | PRN | SOLE | 0 | 0 | 1,920,000 | ||
| PEBBLEBROOK HOTEL TR NOTE 1.750PERCENT12/1 | CNV | 70509VAA8 | 40,731,182 | 43,863,000 | PRN | SOLE | 0 | 0 | 43,863,000 | ||
| PPL CAP FDG INC NOTE 2.875PERCENT 3/1 | CNV | 69352PAS2 | 35,836,437 | 34,359,000 | PRN | SOLE | 0 | 0 | 34,359,000 | ||
| RAPID7 INC NOTE 1.250PERCENT 3/1 | CNV | 753422AH7 | 26,186,519 | 27,655,000 | PRN | SOLE | 0 | 0 | 27,655,000 | ||
| SEAGATE HDD CAYMAN NOTE 3.500PERCENT 6/0 | CNV | 81180WBL4 | 66,785,016 | 55,631,000 | PRN | SOLE | 0 | 0 | 55,631,000 | ||
| SHAKE SHACK INC NOTE 3/0 | CNV | 819047AB7 | 40,518,820 | 39,603,000 | PRN | SOLE | 0 | 0 | 39,603,000 | ||
| SHOPIFY INC NOTE 0.125PERCENT11/0 | CNV | 82509LAA5 | 113,927,434 | 111,913,000 | PRN | SOLE | 0 | 0 | 111,913,000 | ||
| SNAP INC NOTE 5/0 | CNV | 83304AAF3 | 101,280,625 | 116,750,000 | PRN | SOLE | 0 | 0 | 116,750,000 | ||
| SOUTHERN CO NOTE 3.875PERCENT12/1 | CNV | 842587DP9 | 61,419,584 | 58,467,000 | PRN | SOLE | 0 | 0 | 58,467,000 | ||
| SOUTHWEST AIRLS CO NOTE 1.250PERCENT 5/0 | CNV | 844741BG2 | 1,822,038 | 1,775,000 | PRN | SOLE | 0 | 0 | 1,775,000 | ||
| SPOTIFY USA INC NOTE 3/1 | CNV | 84921RAB6 | 116,719,875 | 109,792,000 | PRN | SOLE | 0 | 0 | 109,792,000 | ||
| TELADOC HEALTH INC NOTE 1.250PERCENT 6/0 | CNV | 87918AAF2 | 9,224,118 | 10,566,000 | PRN | SOLE | 0 | 0 | 10,566,000 | ||
| TETRA TECH INC NEW DBCV 2.250PERCENT 8/1 | CNV | 88162GAB9 | 51,869,645 | 44,251,000 | PRN | SOLE | 0 | 0 | 44,251,000 | ||
| UBER TECHNOLOGIES INC NOTE 0.875PERCENT12/0 ADDED | CNV | 90353TAM2 | 82,739,800 | 75,218,000 | PRN | SOLE | 0 | 0 | 75,218,000 | ||
| UBER TECHNOLOGIES INC NOTE 12/1 | CNV | 90353TAJ9 | 70,953,120 | 70,390,000 | PRN | SOLE | 0 | 0 | 70,390,000 | ||
| UNITY SOFTWARE INC NOTE 11/1 | CNV | 91332UAB7 | 53,573,177 | 58,807,000 | PRN | SOLE | 0 | 0 | 58,807,000 | ||
| UPWORK INC NOTE 0.250PERCENT 8/1 | CNV | 91688FAB0 | 67,319,514 | 73,023,000 | PRN | SOLE | 0 | 0 | 73,023,000 | ||
| VENTAS RLTY LTD PARTNERSHIP NOTE 3.750PERCENT 6/0 | CNV | 92277GAZ0 | 87,242,010 | 76,730,000 | PRN | SOLE | 0 | 0 | 76,730,000 | ||
| VISHAY INTERTECHNOLOGY INC NOTE 2.250PERCENT 9/1 | CNV | 928298AR9 | 22,718,587 | 25,455,000 | PRN | SOLE | 0 | 0 | 25,455,000 | ||
| WAYFAIR INC NOTE 3.250PERCENT 9/1 | CNV | 94419LAP6 | 33,445,750 | 31,375,000 | PRN | SOLE | 0 | 0 | 31,375,000 | ||
| WAYFAIR INC NOTE 3.500PERCENT11/1 | CNV | 94419LAR2 | 12,450,000 | 10,000,000 | PRN | SOLE | 0 | 0 | 10,000,000 | ||
| WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 5,717,295 | 4,814 | SH | SOLE | 0 | 0 | 4,814 | ||
| WESTERN DIGITAL CORP NOTE 3.000PERCENT11/1 ADDED | CNV | 958102AT2 | 36,139,375 | 27,275,000 | PRN | SOLE | 0 | 0 | 27,275,000 | ||
| WINNEBAGO INDS INC NOTE 1.500PERCENT 4/0 | CNV | 974637AB6 | 11,745,435 | 12,090,000 | PRN | SOLE | 0 | 0 | 12,090,000 | ||
| WOLFSPEED INC NOTE 1.875PERCENT12/0 | CNV | 977852AD4 | 21,227,640 | 51,225,000 | PRN | SOLE | 0 | 0 | 51,225,000 | ||
| WORKIVA INC NOTE 1.250PERCENT 8/1 | CNV | 98139AAD7 | 27,981,447 | 26,435,000 | PRN | SOLE | 0 | 0 | 26,435,000 | ||
| WORLD KINECT CORPORATION NOTE 3.250PERCENT 7/0 | CNV | 98149GAB6 | 46,545,100 | 41,300,000 | PRN | SOLE | 0 | 0 | 41,300,000 | ||
| ZIFF DAVIS INC DEBT 3.625PERCENT 3/0 | CNV | 48123VAH5 | 64,304,350 | 65,824,000 | PRN | SOLE | 0 | 0 | 65,824,000 | ||
