| Euronet Worldwide Inc Note 0.750 Percent 3/1 | CNV | 298736AL3 | $946 | $850,000 | 0.0% |
| Vonage Hldgs Corp Note 1.750 Percent 6/0 | CNV | 92886TAJ1 | $1.3K | $1,000,000 | 0.0% |
| Docusign Inc Note 1/1 Added | CNV | 256163AD8 | $1.7K | $1,775,000 | 0.0% |
| Block Inc Note 5/0 | CNV | 852234AJ2 | $1.7K | $1,850,000 | 0.1% |
| Elanco Animal Health Inc Unit 02/01/2023T | CVP | 28414H202 | $2.1K | 50,000 | 0.1% |
| LCI Inds Note 1.125 Percent 5/1 | CNV | 501812AB7 | $2.3K | $2,500,000 | 0.1% |
| Progenity Inc Note 7.250 Percent12/0 | CNV | 74319FAB3 | $2.3K | $3,525,000 | 0.1% |
| Greenbrier COS Inc Note 2.875 Percent 2/0 | CNV | 393657AK7 | $2.5K | $2,275,000 | 0.1% |
| New York Cmnty Cap TR V Unit 11/01/2051 | CVP | 64944P307 | $2.6K | 52,020 | 0.1% |
| Splunk Inc Note 1.125 Percent 9/1 | CNV | 848637AD6 | $2.7K | $2,250,000 | 0.1% |
| Dexcom Inc Note 0.250 Percent11/1 | CNV | 252131AK3 | $2.9K | $2,500,000 | 0.1% |
| Ford MTR Co del Note 3/1 Added | CNV | 345370CZ1 | $3.0K | $2,500,000 | 0.1% |
| Biomarin Pharmaceutical Inc Note 1.250 Percent 5/1 | CNV | 09061GAK7 | $3.2K | $3,200,000 | 0.1% |
| Burlington Stores Inc Note 2.250 Percent 4/1 | CNV | 122017AB2 | $3.4K | $2,975,000 | 0.1% |
| Itron Inc Note 3/1 Added | CNV | 465741AN6 | $3.5K | $4,100,000 | 0.1% |
| Dropbox Inc Note 3/0 Added | CNV | 26210CAD6 | $4.2K | $4,450,000 | 0.1% |
| Kaman Corp Note 3.250 Percent 5/0 | CNV | 483548AF0 | $4.2K | $4,100,000 | 0.1% |
| Winnebago Inds Inc Note 1.500 Percent 4/0 | CNV | 974637AB6 | $4.4K | $4,000,000 | 0.1% |
| Chegg Inc Note 9/0 | CNV | 163092AF6 | $5.3K | $6,455,000 | 0.2% |
| Tyler TEX Indpt SCH Dist Note 0.250 Percent 3/1 Added | CNV | 902252AB1 | $5.4K | $4,900,000 | 0.2% |
| Akamai Technologies Inc Note 0.375 Percent 9/0 | CNV | 00971TAL5 | $6.3K | $5,500,000 | 0.2% |
| Encore Cap Group Inc Note 3.250 Percent10/0 | CNV | 292554AM4 | $7.6K | $4,625,000 | 0.2% |
| EPR Pptys Conv PFD 9 Percent SR E | CVP | 26884U307 | $7.7K | 233,591 | 0.2% |
| Teladoc Health Inc Note 1.250 Percent 6/0 | CNV | 87918AAF2 | $8.2K | $9,700,000 | 0.2% |
| RWT Hldgs Inc Note 5.750 Percent10/0 | CNV | 749772AD1 | $8.7K | $8,950,000 | 0.3% |
| DTE Energy Co Unit 11/01/2022S | CVP | 233331842 | $9.5K | 179,000 | 0.3% |
| Five9 Inc Note 0.500 Percent 6/0 | CNV | 338307AD3 | $10.2K | $9,417,000 | 0.3% |
| EPR Pptys PFD C CV 5.75 Percent | CVP | 26884U208 | $10.3K | 406,976 | 0.3% |
| Two Harbors Inventment Corpo Note 6.250 Percent 1/1 | CNV | 90187BAB7 | $10.6K | $10,723,000 | 0.3% |
| Cable One Inc Note 1.125 Percent 3/1 Added | CNV | 12685JAG0 | $11.1K | $12,446,000 | 0.3% |
| Exact Sciences Corp Note 0.375 Percent 3/1 | CNV | 30063PAB1 | $11.7K | $12,400,000 | 0.3% |
| PAR Technology Corp Note 1.500 Percent10/1 | CNV | 698884AE3 | $11.9K | $13,563,000 | 0.4% |
| Pennymac Corp Note 5.500 Percent 3/1 Added | CNV | 70932AAF0 | $11.9K | $12,500,000 | 0.4% |
| Splunk Inc Note 1.125 Percent 6/1 | CNV | 848637AF1 | $11.9K | $12,500,000 | 0.4% |
| Marriott Vacations Worldwide Note 1.500 Percent 9/1 | CNV | 57164YAB3 | $12.0K | $10,598,000 | 0.4% |
| Pagerduty Inc Note 1.250 Percent 7/0 | CNV | 69553PAB6 | $12.8K | $11,132,000 | 0.4% |
| Lendingtree Inc Note 0.500 Percent 7/1 | CNV | 52603BAD9 | $12.9K | $15,806,000 | 0.4% |
| Microstrategy Inc Note 2/1 Added | CNV | 594972AE1 | $13.1K | $18,284,000 | 0.4% |
| Dropbox Inc Note 3/0 Added | CNV | 26210CAC8 | $14.6K | $15,600,000 | 0.4% |
| FTI Consulting Inc Note 2.000 Percent 8/1 | CNV | 302941AP4 | $15.3K | $9,638,000 | 0.5% |
| Summit Hotel Pptys Note 1.500 Percent 2/1 | CNV | 866082AA8 | $15.6K | $14,875,000 | 0.5% |
| PRA Group Inc Note 3.500 Percent 6/0 | CNV | 69354NAB2 | $16.0K | $14,493,000 | 0.5% |
| Alarm COM Hldgs Inc Note 1/1 Added | CNV | 011642AB1 | $16.6K | $19,650,000 | 0.5% |
| Peloton Interactive Inc Note 2/1 Added | CNV | 70614WAB6 | $17.0K | $20,610,000 | 0.5% |
| American Elec PWR Co Inc COM(AEP) | STO | 025537101 | $17.1K | 171,000 | 0.5% |
| Infinera Corp Note 2.125 Percent 9/0 | CNV | 45667GAC7 | $17.1K | $15,183,000 | 0.5% |
| New Relic Inc Note 0.500 Percent 5/0 | CNV | 64829BAB6 | $17.7K | $17,697,000 | 0.5% |
| Redfin Corp Note 10/1 | CNV | 75737FAC2 | $18.8K | $25,475,000 | 0.6% |
| Model N Inc Note 2.625 Percent 6/0 | CNV | 607525AB8 | $19.1K | $17,400,000 | 0.6% |
| Jazz Investments I LTD Note 1.500 Percent 8/1 | CNV | 472145AD3 | $19.8K | $19,450,000 | 0.6% |