| National Health Invs Inc Note 3.250 Percent 4/0 | CNV | 63633DAE4 | $288 | $285,000 | 0.0% |
| ON Semiconductor Corp Note 1.625 Percent10/1 | CNV | 682189AP0 | $825 | $625,000 | 0.0% |
| Spirit Rlty Cap Inc New Note 3.750 Percent 5/1 | CNV | 84860WAB8 | $1.9K | $1,850,000 | 0.1% |
| Synaptics Inc Note 0.500 Percent 6/1 | CNV | 87157DAD1 | $2.4K | $1,950,000 | 0.1% |
| Palo Alto Networks Inc Note 0.750 Percent 7/0 | CNV | 697435AD7 | $2.6K | $2,275,000 | 0.1% |
| Viavi Solutions Inc Note 1.750 Percent 6/0 | CNV | 925550AE5 | $2.7K | $2,425,000 | 0.1% |
| Greenbrier COS Inc Note 2.875 Percent 2/0 | CNV | 393657AK7 | $2.8K | $3,094,000 | 0.1% |
| Euronet Worldwide Inc Note 0.750 Percent 3/1 | CNV | 298736AL3 | $3.1K | $3,250,000 | 0.1% |
| Fortive Corp Note 0.875 Percent 2/1 | CNV | 34959JAK4 | $3.1K | $3,125,000 | 0.1% |
| Verint SYS Inc Note 1.500 Percent 6/0 | CNV | 92343XAA8 | $3.5K | $3,475,000 | 0.1% |
| Proofpoint Inc Note 0.250 Percent 8/1 Added | CNV | 743424AF0 | $3.9K | $3,950,000 | 0.1% |
| Meritor Inc Note 3.250 Percent10/1 | CNV | 59001KAF7 | $4.6K | $4,425,000 | 0.1% |
| II-VI Inc Note 0.250 Percent 9/0 | CNV | 902104AB4 | $4.7K | $4,175,000 | 0.2% |
| Western Digital Corp. Note 1.500 Percent 2/0 | CNV | 958102AP0 | $4.9K | $5,175,000 | 0.2% |
| ON Semiconductor Corp Note 1.000 Percent12/0 | CNV | 682189AK1 | $4.9K | $4,125,000 | 0.2% |
| Altair Engr Inc Note 0.250 Percent 6/0 | CNV | 021369AA1 | $5.2K | $4,700,000 | 0.2% |
| Silicon Laboratories Inc Note 1.375 Percent 3/0 | CNV | 826919AB8 | $5.4K | $4,545,000 | 0.2% |
| Tilray Inc Note 5.000 Percent10/0 | CNV | 88688TAB6 | $6.3K | $15,644,000 | 0.2% |
| Team Inc Note 5.000 Percent 8/0 | CNV | 878155AE0 | $7.5K | $8,994,000 | 0.2% |
| EPR Pptys PFD C CNV 5.75 Percent Deleted | CVP | 26884U208 | $8.1K | 409,794 | 0.3% |
| Encore Cap Europe FIN LTD Note 4.500 Percent 9/0 | CNV | 29260UAA5 | $9.3K | $8,575,000 | 0.3% |
| Nutanix Inc Note 1/1 | CNV | 67059NAB4 | $10.4K | $11,050,000 | 0.3% |
| Spirit Airls Inc Note 4.750 Percent 5/1 | CNV | 848577AA0 | $10.7K | $7,350,000 | 0.3% |
| Ligand Pharmaceuticals Inc Note 0.750 Percent 5/1 | CNV | 53220KAF5 | $11.7K | $12,925,000 | 0.4% |
| Cowen Inc Note 3.000 Percent12/1 | CNV | 223622AE1 | $13.3K | $12,325,000 | 0.4% |
| Dominion Energy Inc Unit 99/99/9999 | CVP | 25746U133 | $14.1K | 138,700 | 0.5% |
| Encore Cap Group Inc Note 3.250 Percent10/0 Added | CNV | 292554AM4 | $14.2K | $12,500,000 | 0.5% |
| Guess Inc Note 2.000 Percent 4/1 | CNV | 401617AD7 | $15.6K | $19,451,000 | 0.5% |
| Lumentum Hldgs Inc Note 0.250 Percent 3/1 | CNV | 55024UAB5 | $18.2K | $13,000,000 | 0.6% |
| Kaman Corp Note 3.250 Percent 5/0 | CNV | 483548AF0 | $19.3K | $19,636,000 | 0.6% |
| Twitter Inc Note 0.250 Percent 6/1 | CNV | 90184LAF9 | $19.4K | $17,373,000 | 0.6% |
| Cheniere Energy Inc Note 4.250 Percent 3/1 | CNV | 16411RAG4 | $20.2K | $28,300,000 | 0.6% |
| HCI Group Inc Note 4.250 Percent 3/0 | CNV | 40416EAD5 | $20.5K | $20,399,000 | 0.7% |
| Okta Inc Note 0.125 Percent 9/0 Added | CNV | 679295AD7 | $21.1K | $16,000,000 | 0.7% |
| Nuance Communications Inc Dbcv 1.000 Percent12/1 | CNV | 67020YAK6 | $24.4K | $16,774,000 | 0.8% |
| Ezcorp Inc Note 2.875 Percent 7/0 | CNV | 302301AF3 | $24.7K | $27,956,000 | 0.8% |
| Nextera Energy Inc Unit 09/01/2022S | CVP | 65339F796 | $24.9K | 457,140 | 0.8% |
| CSG SYS Intl Inc Note 4.250 Percent 3/1 | CNV | 126349AF6 | $25.6K | $24,701,000 | 0.8% |
| Danaher Corporation 4.75 MND CV PFD | CVP | 235851300 | $25.6K | 17,326 | 0.8% |
| Xeris Pharmaceuticals Inc Note 5.000 Percent 7/1 | CNV | 98422LAA5 | $27.0K | $14,000,000 | 0.9% |
| Repligen Corp Note 0.375 Percent 7/1 | CNV | 759916AB5 | $27.1K | $19,075,000 | 0.9% |
| Workiva Inc Note 1.125 Percent 8/1 Added | CNV | 98139AAB1 | $27.8K | $27,958,000 | 0.9% |
| Zillow Group Inc Note 2.750 Percent 5/1 | CNV | 98954MAH4 | $28.8K | $16,675,000 | 0.9% |
| Marriott Vactins Worldwid Co Note 1.500 Percent 9/1 | CNV | 57164YAB3 | $29.3K | $29,832,000 | 0.9% |
| Herbalife LTD Note 2.625 Percent 3/1 | CNV | 42703MAD5 | $29.8K | $29,868,000 | 1.0% |
| Rambus Inc del Note 1.375 Percent 2/0 | CNV | 750917AG1 | $30.7K | $29,500,000 | 1.0% |
| Infinera Corp Note 2.125 Percent 9/0 | CNV | 45667GAC7 | $30.9K | $33,433,000 | 1.0% |
| NRG Energy Inc Dbcv 2.750 Percent 6/0 | CNV | 629377CG5 | $31.0K | $29,952,000 | 1.0% |
| Insight Enterprises Inc Note 0.750 Percent 2/1 Added | CNV | 45765UAB9 | $31.6K | $30,150,000 | 1.0% |
| Essential Utils Inc Unit 04/30/2022 | CVP | 29670G201 | $32.3K | 598,973 | 1.0% |