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              <title>iQIYI Inc 2% 04/01/2025 CNV 144A</title>
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      <invstOrSec>
        <name>New Relic Inc .5% 05/01/2023 CNV</name>
        <lei>549300AB8FY2HQILL804</lei>
        <title>New Relic Inc .5% 05/01/2023 CNV</title>
        <cusip>64829BAB6</cusip>
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          <other otherDesc="Internal Identifier" value="985989"/>
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        <valUSD>23126395.20000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-01</maturityDt>
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            <dbtSecRefInstrument>
              <name>New Relic Inc .5% 05/01/2023 CNV</name>
              <title>New Relic Inc .5% 05/01/2023 CNV</title>
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            <currencyInfo convRatio="0.00902440" curCd="N/A"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Okta Inc .125% 09/01/2025 CNV 144A</name>
        <lei>549300N8J06I8MRHU620</lei>
        <title>Okta Inc .125% 09/01/2025 CNV 144A</title>
        <cusip>679295AC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1006916"/>
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        <balance>80000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>76104331.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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            <dbtSecRefInstrument>
              <name>Okta Inc .125% 09/01/2025 CNV 144A</name>
              <title>Okta Inc .125% 09/01/2025 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
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          <currencyInfos>
            <currencyInfo convRatio="0.00529910" curCd="N/A"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avantor Inc 6.25% CNV PFD A *AVTRpA*</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>Avantor Inc 6.25% CNV PFD A *AVTRpA*</title>
        <cusip>05352A209</cusip>
        <identifiers>
          <ticker value="AVTR"/>
          <other otherDesc="Internal Identifier" value="985261"/>
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        <balance>820000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42648200.00000000</valUSD>
        <pctVal>1.105613019355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wayfair Inc 1% 08/15/2026 CNV 144A</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>Wayfair Inc 1% 08/15/2026 CNV 144A</title>
        <cusip>94419LAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1003338"/>
        </identifiers>
        <balance>28000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25036860.24000000</valUSD>
        <pctVal>0.649056200381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Wayfair Inc 1% 08/15/2026 CNV 144A</name>
              <title>Wayfair Inc 1% 08/15/2026 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="0.00673490" curCd="N/A"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AXA SA 7.25% 05/15/2021 CNV 144A</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
        <title>AXA SA 7.25% 05/15/2021 CNV 144A</title>
        <cusip>054536AD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874068"/>
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        <balance>71500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74562345.00000000</valUSD>
        <pctVal>1.932956124423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>AXA SA 7.25% 05/15/2021 CNV 144A</name>
              <title>AXA SA 7.25% 05/15/2021 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.04263540" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Twilio Inc .25% 06/01/2023 CNV</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>Twilio Inc .25% 06/01/2023 CNV</title>
        <cusip>90138FAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="984241"/>
        </identifiers>
        <balance>37500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57083392.13000000</valUSD>
        <pctVal>1.479831306547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Twilio Inc .25% 06/01/2023 CNV</name>
              <title>Twilio Inc .25% 06/01/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01410400" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ETSY INC 03/01/2023 CNV ZERO</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>ETSY INC 03/01/2023 CNV ZERO</title>
        <cusip>29786AAC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971328"/>
        </identifiers>
        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56750000.00000000</valUSD>
        <pctVal>1.471188440506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ETSY INC 03/01/2023 CNV ZERO</name>
              <title>ETSY INC 03/01/2023 CNV ZERO</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.02756910" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RealPage Inc 1.50% 11/15/2022 CNV</name>
        <lei>5493001RSFZX4122A604</lei>
        <title>RealPage Inc 1.50% 11/15/2022 CNV</title>
        <cusip>75606NAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875862"/>
        </identifiers>
        <balance>40850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62622617.81000000</valUSD>
        <pctVal>1.623430333679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RealPage Inc 1.50% 11/15/2022 CNV</name>
              <title>RealPage Inc 1.50% 11/15/2022 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.02383930" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOVAVAX INC 3.75% 02/01/2023 CNV</name>
        <lei>529900J4GJHPEPQ23205</lei>
        <title>NOVAVAX INC 3.75% 02/01/2023 CNV</title>
        <cusip>670002AB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="660707"/>
        </identifiers>
        <balance>29000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11976784.82000000</valUSD>
        <pctVal>0.310486473684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAREPTA THERAPEUTICS INC 1.50% 11/15/2024 CNV</name>
        <lei>549300IKDPIED8J8IG21</lei>
        <title>SAREPTA THERAPEUTICS INC 1.50% 11/15/2024 CNV</title>
        <cusip>803607AB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955596"/>
        </identifiers>
        <balance>30250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42732335.80000000</valUSD>
        <pctVal>1.107794157970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SAREPTA THERAPEUTICS INC 1.50% 11/15/2024 CNV</name>
              <title>SAREPTA THERAPEUTICS INC 1.50% 11/15/2024 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01362100" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC 6.00% CNV PFD *IFFIU*</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC 6.00% CNV PFD *IFFIU*</title>
        <cusip>459506309</cusip>
        <identifiers>
          <ticker value="IFF"/>
          <other otherDesc="Internal Identifier" value="930991"/>
        </identifiers>
        <balance>1192242.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55761158.34000000</valUSD>
        <pctVal>1.445553684212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Workday Inc .25% 10/01/2022</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>Workday Inc .25% 10/01/2022</title>
        <cusip>98138HAF8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934307"/>
        </identifiers>
        <balance>57500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73415694.68000000</valUSD>
        <pctVal>1.903230332422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Workday Inc .25% 10/01/2022</name>
              <title>Workday Inc .25% 10/01/2022</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00679820" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Workiva Inc 1.125% 08/15/2026 CNV 144A</name>
        <lei>529900RTOQ8GRWHY1O58</lei>
        <title>Workiva Inc 1.125% 08/15/2026 CNV 144A</title>
        <cusip>98139AAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1003195"/>
        </identifiers>
        <balance>22000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19851178.82000000</valUSD>
        <pctVal>0.514622463619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Workiva Inc 1.125% 08/15/2026 CNV 144A</name>
              <title>Workiva Inc 1.125% 08/15/2026 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01247560" curCd="N/A"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Insulet Corp .375% 09/01/2026 CNV 144A</name>
        <lei>549300TZTYD2PYN92D43</lei>
        <title>Insulet Corp .375% 09/01/2026 CNV 144A</title>
        <cusip>45784PAJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1006703"/>
        </identifiers>
        <balance>22000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21133750.00000000</valUSD>
        <pctVal>0.547871871445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Insulet Corp .375% 09/01/2026 CNV 144A</name>
              <title>Insulet Corp .375% 09/01/2026 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00441050" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAYFAIR INC 0.375% 09/01/2022 CNV</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>WAYFAIR INC 0.375% 09/01/2022 CNV</title>
        <cusip>94419LAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="932228"/>
        </identifiers>
        <balance>19000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20134423.69000000</valUSD>
        <pctVal>0.521965310819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>WAYFAIR INC 0.375% 09/01/2022 CNV</name>
              <title>WAYFAIR INC 0.375% 09/01/2022 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00961000" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VIAVI SOLUTIONS INC 1.00% 03/01/2024 CNV</name>
        <lei>5493006K3E3N1QOBF092</lei>
        <title>VIAVI SOLUTIONS INC 1.00% 03/01/2024 CNV</title>
        <cusip>925550AB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686250"/>
        </identifiers>
        <balance>20000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26875000.00000000</valUSD>
        <pctVal>0.696708182178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>VIAVI SOLUTIONS INC 1.00% 03/01/2024 CNV</name>
              <title>VIAVI SOLUTIONS INC 1.00% 03/01/2024 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.07562290" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY INTERACTIVE LLC 1.75% 09/30/2046 CNV 144A</name>
        <lei>549300SZUIU7Z32Q0664</lei>
        <title>LIBERTY INTERACTIVE LLC 1.75% 09/30/2046 CNV 144A</title>
        <cusip>530610AD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643248"/>
        </identifiers>
        <balance>37000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52495157.11000000</valUSD>
        <pctVal>1.360885785423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUBSPOT INC 0.25% 06/01/2022 CNV</name>
        <lei>529900BLNVEW0MVKJB37</lei>
        <title>HUBSPOT INC 0.25% 06/01/2022 CNV</title>
        <cusip>443573AB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874341"/>
        </identifiers>
        <balance>38875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66589936.83000000</valUSD>
        <pctVal>1.726279212658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>HUBSPOT INC 0.25% 06/01/2022 CNV</name>
              <title>HUBSPOT INC 0.25% 06/01/2022 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01055190" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Splunk Inc 1.125% 09/15/2025 CNV</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>Splunk Inc 1.125% 09/15/2025 CNV</title>
        <cusip>848637AD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1012088"/>
        </identifiers>
        <balance>22500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25019773.20000000</valUSD>
        <pctVal>0.648613235523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZENDESK INC 0.25% 03/15/2023 CNV</name>
        <lei>549300SLI6BN94BKKO36</lei>
        <title>ZENDESK INC 0.25% 03/15/2023 CNV</title>
        <cusip>98936JAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971482"/>
        </identifiers>
        <balance>56500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73711727.78000000</valUSD>
        <pctVal>1.910904702021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ZENDESK INC 0.25% 03/15/2023 CNV</name>
              <title>ZENDESK INC 0.25% 03/15/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01585540" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BUNGE LTD 4.875% CNV PFD</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>BUNGE LTD 4.875% CNV PFD</title>
        <cusip>G16962204</cusip>
        <identifiers>
          <ticker value="BG"/>
          <other otherDesc="Internal Identifier" value="431949"/>
        </identifiers>
        <balance>630000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63956088.00000000</valUSD>
        <pctVal>1.657999248733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercept Pharmaceuticals Inc 2% 05/15/2026 CNV</name>
        <lei>N/A</lei>
        <title>Intercept Pharmaceuticals Inc 2% 05/15/2026 CNV</title>
        <cusip>45845PAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="981233"/>
        </identifiers>
        <balance>21000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19722263.61000000</valUSD>
        <pctVal>0.511280462443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Intercept Pharmaceuticals Inc 2% 05/15/2026 CNV</name>
              <title>Intercept Pharmaceuticals Inc 2% 05/15/2026 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00921230" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GUIDEWIRE SOFTWARE INC 1.25% 03/15/2025 CNV</name>
        <lei>549300WXSG0J8IXZCK32</lei>
        <title>GUIDEWIRE SOFTWARE INC 1.25% 03/15/2025 CNV</title>
        <cusip>40171VAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686335"/>
        </identifiers>
        <balance>49000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58686862.92000000</valUSD>
        <pctVal>1.521399724008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>GUIDEWIRE SOFTWARE INC 1.25% 03/15/2025 CNV</name>
              <title>GUIDEWIRE SOFTWARE INC 1.25% 03/15/2025 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00879120" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortive Corp 5% CNV PFD A *FTVVP*</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corp 5% CNV PFD A *FTVVP*</title>
        <cusip>34959J207</cusip>
        <identifiers>
          <ticker value="FTV"/>
          <other otherDesc="Internal Identifier" value="878935"/>
        </identifiers>
        <balance>34350.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30933892.50000000</valUSD>
        <pctVal>0.801931014376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SILICON LABORATORIES INC 1.375% 03/01/2022 CNV</name>
        <lei>4PRDF8Q9TDHRVZKZSZ47</lei>
        <title>SILICON LABORATORIES INC 1.375% 03/01/2022 CNV</title>
        <cusip>826919AB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686830"/>
        </identifiers>
        <balance>53700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68060230.07000000</valUSD>
        <pctVal>1.764395131932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SILICON LABORATORIES INC 1.375% 03/01/2022 CNV</name>
              <title>SILICON LABORATORIES INC 1.375% 03/01/2022 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01077440" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY MEDIA CORP 2.25% 09/30/2046 CNV</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>LIBERTY MEDIA CORP 2.25% 09/30/2046 CNV</title>
        <cusip>531229AE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="672580"/>
        </identifiers>
        <balance>39000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22630210.59000000</valUSD>
        <pctVal>0.586666153766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LIBERTY MEDIA CORP 2.25% 09/30/2046 CNV</name>
              <title>LIBERTY MEDIA CORP 2.25% 09/30/2046 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="00206R102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.02916770" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wix.com Ltd ZERO 07/01/2023 CNV</name>
        <lei>5493008P6N29Q1AG9464</lei>
        <title>Wix.com Ltd ZERO 07/01/2023 CNV</title>
        <cusip>92940WAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="994501"/>
        </identifiers>
        <balance>56500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64533170.00000000</valUSD>
        <pctVal>1.672959537149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Wix.com Ltd ZERO 07/01/2023 CNV</name>
              <title>Wix.com Ltd ZERO 07/01/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00701130" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>South Jersey Industries Inc 7.25% CNV PFD *SJIU*</name>
        <lei>549300DJYWYT5VXLFA46</lei>
        <title>South Jersey Industries Inc 7.25% CNV PFD *SJIU*</title>
        <cusip>838518116</cusip>
        <identifiers>
          <ticker value="SJI"/>
          <other otherDesc="Internal Identifier" value="871032"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18360000.00000000</valUSD>
        <pctVal>0.475965106038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PTC Therapeutics Inc 1.5% 09/15/2026 CNV 144A</name>
        <lei>549300UJLWOIWFDGB318</lei>
        <title>PTC Therapeutics Inc 1.5% 09/15/2026 CNV 144A</title>
        <cusip>69366JAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011416"/>
        </identifiers>
        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41754932.40000000</valUSD>
        <pctVal>1.082455927418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>PTC Therapeutics Inc 1.5% 09/15/2026 CNV 144A</name>
              <title>PTC Therapeutics Inc 1.5% 09/15/2026 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01904040" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ServiceNow Inc ZERO 06/01/2022 CNV</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow Inc ZERO 06/01/2022 CNV</title>
        <cusip>81762PAC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912269"/>
        </identifiers>
        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75031031.60000000</valUSD>
        <pctVal>1.945106367739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ServiceNow Inc ZERO 06/01/2022 CNV</name>
              <title>ServiceNow Inc ZERO 06/01/2022 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00742100" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY MEDIA CORP 1.375% 10/15/2023 CNV</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>LIBERTY MEDIA CORP 1.375% 10/15/2023 CNV</title>
        <cusip>531229AB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="593078"/>
        </identifiers>
        <balance>21200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26804009.48000000</valUSD>
        <pctVal>0.694867822135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LIBERTY MEDIA CORP 1.375% 10/15/2023 CNV</name>
              <title>LIBERTY MEDIA CORP 1.375% 10/15/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.02108590" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV  REF SM# 389523</name>
        <lei>N/A</lei>
        <title>MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV  REF SM# 389523</title>
        <cusip>370ESC691</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="492839"/>
        </identifiers>
        <balance>376200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pluralsight Inc 0.375% 03/01/2024 CNV 144A</name>
        <lei>254900B3VHPCKNREOX50</lei>
        <title>Pluralsight Inc 0.375% 03/01/2024 CNV 144A</title>
        <cusip>72941BAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966863"/>
        </identifiers>
        <balance>39000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34317269.61000000</valUSD>
        <pctVal>0.889641768457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pluralsight Inc 0.375% 03/01/2024 CNV 144A</name>
              <title>Pluralsight Inc 0.375% 03/01/2024 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.02580230" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA ENERGY 6.00% CNV PFD *SER A*</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA ENERGY 6.00% CNV PFD *SER A*</title>
        <cusip>816851406</cusip>
        <identifiers>
          <ticker value="SRE"/>
          <other otherDesc="Internal Identifier" value="682147"/>
        </identifiers>
        <balance>567500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65847025.00000000</valUSD>
        <pctVal>1.707019947519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortive Corp .875% 02/15/2022 CNV 144A</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corp .875% 02/15/2022 CNV 144A</title>
        <cusip>34959JAJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="964597"/>
        </identifiers>
        <balance>40270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39830138.04000000</valUSD>
        <pctVal>1.032557509572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alteryx Inc .5% 08/01/2024 CNV 144A</name>
        <lei>549300XWZG0JHL7I0827</lei>
        <title>Alteryx Inc .5% 08/01/2024 CNV 144A</title>
        <cusip>02156BAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001065"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7418013.92000000</valUSD>
        <pctVal>0.192304781156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLUMINA INC 08/15/2023 CNV ZERO</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>ILLUMINA INC 08/15/2023 CNV ZERO</title>
        <cusip>452327AK5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1005981"/>
        </identifiers>
        <balance>32750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35564960.10000000</valUSD>
        <pctVal>0.921986928391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ILLUMINA INC 08/15/2023 CNV ZERO</name>
              <title>ILLUMINA INC 08/15/2023 CNV ZERO</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00218450" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pinduoduo Inc ZERO 10/01/2024 CNV 144A</name>
        <lei>5493000573DS7005T657</lei>
        <title>Pinduoduo Inc ZERO 10/01/2024 CNV 144A</title>
        <cusip>722304AA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1012521"/>
        </identifiers>
        <balance>44000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51293722.04000000</valUSD>
        <pctVal>1.329739752172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wayfair Inc 1.125% 11/01/2024 CNV 144A</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>Wayfair Inc 1.125% 11/01/2024 CNV 144A</title>
        <cusip>94419LAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943293"/>
        </identifiers>
        <balance>22000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22518211.54000000</valUSD>
        <pctVal>0.583762687551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Wayfair Inc 1.125% 11/01/2024 CNV 144A</name>
              <title>Wayfair Inc 1.125% 11/01/2024 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00859100" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dermira Inc 3.00% 05/15/2022 CNV</name>
        <lei>549300O9N05J47OFMV14</lei>
        <title>Dermira Inc 3.00% 05/15/2022 CNV</title>
        <cusip>24983LAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="873964"/>
        </identifiers>
        <balance>41120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34283800.00000000</valUSD>
        <pctVal>0.888774101438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Palo Alto Networks Inc .75% 07/01/2023 CNV</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks Inc .75% 07/01/2023 CNV</title>
        <cusip>697435AD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001042"/>
        </identifiers>
        <balance>53000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58563031.58000000</valUSD>
        <pctVal>1.518189517207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Palo Alto Networks Inc .75% 07/01/2023 CNV</name>
              <title>Palo Alto Networks Inc .75% 07/01/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00375450" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP SEMICONDUCTORS NV 1.00% 12/01/2019 CNV</name>
        <lei>724500M9BY5293JDF951</lei>
        <title>NXP SEMICONDUCTORS NV 1.00% 12/01/2019 CNV</title>
        <cusip>62952QAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="619124"/>
        </identifiers>
        <balance>55000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60468235.30000000</valUSD>
        <pctVal>1.567580066805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NXP SEMICONDUCTORS NV 1.00% 12/01/2019 CNV</name>
              <title>NXP SEMICONDUCTORS NV 1.00% 12/01/2019 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00986650" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTEL CORP 3.25% 08/01/2039 CNV</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP 3.25% 08/01/2039 CNV</title>
        <cusip>458140AF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543489"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22301200.00000000</valUSD>
        <pctVal>0.578136874879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>INTEL CORP 3.25% 08/01/2039 CNV</name>
              <title>INTEL CORP 3.25% 08/01/2039 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="458140100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.04953410" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc 8% CNV PFD a *AVGOP*</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc 8% CNV PFD a *AVGOP*</title>
        <cusip>11135F200</cusip>
        <identifiers>
          <ticker value="AVGO"/>
          <other otherDesc="Internal Identifier" value="1012579"/>
        </identifiers>
        <balance>71100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77002722.00000000</valUSD>
        <pctVal>1.996220519716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REXNORD CORP 5.75% CNV PFD</name>
        <lei>549300AM3633XDFU1Q85</lei>
        <title>REXNORD CORP 5.75% CNV PFD</title>
        <cusip>76169B201</cusip>
        <identifiers>
          <ticker value="RXN"/>
          <other otherDesc="Internal Identifier" value="654583"/>
        </identifiers>
        <balance>1017500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56786675.00000000</valUSD>
        <pctVal>1.472139204137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHANGE HEALTHCARE INC 6.00% CVPF PFD</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>CHANGE HEALTHCARE INC 6.00% CVPF PFD</title>
        <cusip>15912K209</cusip>
        <identifiers>
          <ticker value="CHNG"/>
          <other otherDesc="Internal Identifier" value="993586"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15159000.00000000</valUSD>
        <pctVal>0.392982300786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BIOMARIN PHARMACEUTICAL INC 1.50% 10/15/2020 CNV</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BIOMARIN PHARMACEUTICAL INC 1.50% 10/15/2020 CNV</title>
        <cusip>09061GAF8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561738"/>
        </identifiers>
        <balance>28200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29668089.46000000</valUSD>
        <pctVal>0.769116304237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BIOMARIN PHARMACEUTICAL INC 1.50% 10/15/2020 CNV</name>
              <title>BIOMARIN PHARMACEUTICAL INC 1.50% 10/15/2020 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01062130" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCADOLIBRE INC 2% 08/15/2028 CNV</name>
        <lei>549300DKPDN9M5S8GB14</lei>
        <title>MERCADOLIBRE INC 2% 08/15/2028 CNV</title>
        <cusip>58733RAD4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1006521"/>
        </identifiers>
        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70909200.00000000</valUSD>
        <pctVal>1.838251900714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MERCADOLIBRE INC 2% 08/15/2028 CNV</name>
              <title>MERCADOLIBRE INC 2% 08/15/2028 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00225530" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Viavi Solutions Inc 06/01/2023</name>
        <lei>5493006K3E3N1QOBF092</lei>
        <title>Viavi Solutions Inc 06/01/2023</title>
        <cusip>925550AE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="987513"/>
        </identifiers>
        <balance>40969000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53364255.35000000</valUSD>
        <pctVal>1.383416310258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Viavi Solutions Inc 06/01/2023</name>
              <title>Viavi Solutions Inc 06/01/2023</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.07172310" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLUMINA INC 0.50% 06/15/2021 CNV</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>ILLUMINA INC 0.50% 06/15/2021 CNV</title>
        <cusip>452327AH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="605910"/>
        </identifiers>
        <balance>32500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42414015.48000000</valUSD>
        <pctVal>1.099542013914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ILLUMINA INC 0.50% 06/15/2021 CNV</name>
              <title>ILLUMINA INC 0.50% 06/15/2021 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00393180" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENVESTNET INC 1.75% 06/01/2023</name>
        <lei>549300HLWZ5OKIDM8737</lei>
        <title>ENVESTNET INC 1.75% 06/01/2023</title>
        <cusip>29404KAB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="988636"/>
        </identifiers>
        <balance>51500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58369706.03000000</valUSD>
        <pctVal>1.513177740741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ENVESTNET INC 1.75% 06/01/2023</name>
              <title>ENVESTNET INC 1.75% 06/01/2023</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01463810" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BECTON DICKINSON AND CO 6.125% CNV PFD SER A *BDXA*</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO 6.125% CNV PFD SER A *BDXA*</title>
        <cusip>075887208</cusip>
        <identifiers>
          <ticker value="BDX"/>
          <other otherDesc="Internal Identifier" value="665829"/>
        </identifiers>
        <balance>1120000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69081600.00000000</valUSD>
        <pctVal>1.790873151924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coupa Software Inc .125% 06/15/2025 CNV 144A</name>
        <lei>549300Q95ICR2GFL2K37</lei>
        <title>Coupa Software Inc .125% 06/15/2025 CNV 144A</title>
        <cusip>22266LAD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="988089"/>
        </identifiers>
        <balance>21000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23849997.15000000</valUSD>
        <pctVal>0.618287931509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Coupa Software Inc .125% 06/15/2025 CNV 144A</name>
              <title>Coupa Software Inc .125% 06/15/2025 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00626580" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Snap Inc .75% 08/01/2026 CNV 144A</name>
        <lei>549300JNC0L6VP8A2Q35</lei>
        <title>Snap Inc .75% 08/01/2026 CNV 144A</title>
        <cusip>83304AAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1000909"/>
        </identifiers>
        <balance>59000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59780570.00000000</valUSD>
        <pctVal>1.549753014112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danaher Corp 4.75% CNV PFD A *DHR PA*</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corp 4.75% CNV PFD A *DHR PA*</title>
        <cusip>235851300</cusip>
        <identifiers>
          <ticker value="DHR"/>
          <other otherDesc="Internal Identifier" value="965748"/>
        </identifiers>
        <balance>54000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59957274.60000000</valUSD>
        <pctVal>1.554333908648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH NETWORK CORP 3.375% 08/15/2026 CNV</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH NETWORK CORP 3.375% 08/15/2026 CNV</title>
        <cusip>25470MAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="672197"/>
        </identifiers>
        <balance>45900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43034060.92000000</valUSD>
        <pctVal>1.115616087639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH NETWORK CORP 3.375% 08/15/2026 CNV</name>
              <title>DISH NETWORK CORP 3.375% 08/15/2026 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01534290" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NUVASIVE INC 2.25% 03/15/2021 CNV</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NUVASIVE INC 2.25% 03/15/2021 CNV</title>
        <cusip>670704AG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662152"/>
        </identifiers>
        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15101277.00000000</valUSD>
        <pctVal>0.391485888269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NUVASIVE INC 2.25% 03/15/2021 CNV</name>
              <title>NUVASIVE INC 2.25% 03/15/2021 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01671580" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jazz Investments I Ltd 1.5% 08/15/2024 CNV</name>
        <lei>N/A</lei>
        <title>Jazz Investments I Ltd 1.5% 08/15/2024 CNV</title>
        <cusip>472145AD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926152"/>
        </identifiers>
        <balance>39750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38204385.65000000</valUSD>
        <pctVal>0.990411463346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Jazz Investments I Ltd 1.5% 08/15/2024 CNV</name>
              <title>Jazz Investments I Ltd 1.5% 08/15/2024 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00456590" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DexCom Inc .75% 12/01/2023 CNV 144A</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>DexCom Inc .75% 12/01/2023 CNV 144A</title>
        <cusip>252131AG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="947003"/>
        </identifiers>
        <balance>64000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76642617.60000000</valUSD>
        <pctVal>1.986885164110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DexCom Inc .75% 12/01/2023 CNV 144A</name>
              <title>DexCom Inc .75% 12/01/2023 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00608690" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zillow Group Inc 1.5% 07/01/2023 CNV</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group Inc 1.5% 07/01/2023 CNV</title>
        <cusip>98954MAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="879097"/>
        </identifiers>
        <balance>23500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20954559.90000000</valUSD>
        <pctVal>0.543226542745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zillow Group Inc 1.5% 07/01/2023 CNV</name>
              <title>Zillow Group Inc 1.5% 07/01/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01275920" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DocuSign Inc .5% 09/15/2023 CNV</name>
        <lei>549300Q7PVDWRZ39JG09</lei>
        <title>DocuSign Inc .5% 09/15/2023 CNV</title>
        <cusip>256163AB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015748"/>
        </identifiers>
        <balance>65000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76655937.80000000</valUSD>
        <pctVal>1.987230477313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INPHI CORP 0.75% 09/01/2021 CNV</name>
        <lei>549300DCMERAAZFGT726</lei>
        <title>INPHI CORP 0.75% 09/01/2021 CNV</title>
        <cusip>45772FAC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675798"/>
        </identifiers>
        <balance>9600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13272164.45000000</valUSD>
        <pctVal>0.344067928094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Q2 Holdings Inc .75% 02/15/2023 CNV</name>
        <lei>549300M9RKR9DZXWS696</lei>
        <title>Q2 Holdings Inc .75% 02/15/2023 CNV</title>
        <cusip>74736LAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="965555"/>
        </identifiers>
        <balance>32000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44001093.44000000</valUSD>
        <pctVal>1.140685463234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Q2 Holdings Inc .75% 02/15/2023 CNV</name>
              <title>Q2 Holdings Inc .75% 02/15/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01742920" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER INC 5.375% CNV PRF *SWP*</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>STANLEY BLACK &amp; DECKER INC 5.375% CNV PRF *SWP*</title>
        <cusip>854502887</cusip>
        <identifiers>
          <ticker value="SWK"/>
          <other otherDesc="Internal Identifier" value="665971"/>
        </identifiers>
        <balance>592000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60348480.00000000</valUSD>
        <pctVal>1.564475527368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZILLOW GROUP INC 2.00% 12/01/2021 CNV</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>ZILLOW GROUP INC 2.00% 12/01/2021 CNV</title>
        <cusip>98954MAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681410"/>
        </identifiers>
        <balance>34500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34977705.63000000</valUSD>
        <pctVal>0.906762928604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ZILLOW GROUP INC 2.00% 12/01/2021 CNV</name>
              <title>ZILLOW GROUP INC 2.00% 12/01/2021 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01909850" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aqua America Inc 6% CNV PFD *WTRU*</name>
        <lei>549300ILTEOF3E3QY357</lei>
        <title>Aqua America Inc 6% CNV PFD *WTRU*</title>
        <cusip>03836W202</cusip>
        <identifiers>
          <ticker value="WTR"/>
          <other otherDesc="Internal Identifier" value="977669"/>
        </identifiers>
        <balance>770000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46392500.00000000</valUSD>
        <pctVal>1.202680347598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RH 06/15/2023 CNV ZERO</name>
        <lei>5493008MTS3OGGMHGK69</lei>
        <title>RH 06/15/2023 CNV ZERO</title>
        <cusip>74967XAA1</cusip>
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          <other otherDesc="Internal Identifier" value="993881"/>
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        <curCd>USD</curCd>
        <valUSD>59391132.15000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-15</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>RH 06/15/2023 CNV ZERO</name>
              <title>RH 06/15/2023 CNV ZERO</title>
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                <cusip value="N/A"/>
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            <currencyInfo convRatio="0.00516400" curCd="N/A"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern Co/The 6.75% CNV PFD 2019 *SOUEU*</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co/The 6.75% CNV PFD 2019 *SOUEU*</title>
        <cusip>842587602</cusip>
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          <ticker value="SO"/>
          <other otherDesc="Internal Identifier" value="1003211"/>
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        <valUSD>29238000.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OIL STATES INTERNATIONAL INC 1.50% 02/15/2023 CNV</name>
        <lei>5493004TF4KQJGMYL777</lei>
        <title>OIL STATES INTERNATIONAL INC 1.50% 02/15/2023 CNV</title>
        <cusip>678026AH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977783"/>
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        <balance>28000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23842616.00000000</valUSD>
        <pctVal>0.618096582390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Co 6.25% CNV PFD *DTEFU*</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co 6.25% CNV PFD *DTEFU*</title>
        <cusip>233331842</cusip>
        <identifiers>
          <ticker value="DTE"/>
          <other otherDesc="Internal Identifier" value="1019286"/>
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        <balance>800000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40624000.00000000</valUSD>
        <pctVal>1.053137607174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC 1.625% 02/15/2027 CNV</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC 1.625% 02/15/2027 CNV</title>
        <cusip>595017AF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686432"/>
        </identifiers>
        <balance>69250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90827173.30000000</valUSD>
        <pctVal>2.354605946129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MICROCHIP TECHNOLOGY INC 1.625% 02/15/2027 CNV</name>
              <title>MICROCHIP TECHNOLOGY INC 1.625% 02/15/2027 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
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          <currencyInfos>
            <currencyInfo convRatio="0.01038000" curCd="N/A"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sempra Energy 6.75% CNV PFD B</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy 6.75% CNV PFD B</title>
        <cusip>816851505</cusip>
        <identifiers>
          <ticker value="SRE"/>
          <other otherDesc="Internal Identifier" value="913818"/>
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        <balance>206000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23935140.00000000</valUSD>
        <pctVal>0.620495176914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
        <lei>N/A</lei>
        <title>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</title>
        <cusip>457756500</cusip>
        <identifiers>
          <ticker value="INFXX"/>
          <other otherDesc="Internal Identifier" value="170875"/>
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        <balance>90897163.38200000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90897163.38000000</valUSD>
        <pctVal>2.356420370739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>iQIYI Inc 3.75% 12/01/2023 CNV 144A</name>
        <lei>222100XL8T2Q5B8MS302</lei>
        <title>iQIYI Inc 3.75% 12/01/2023 CNV 144A</title>
        <cusip>46267XAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="947427"/>
        </identifiers>
        <balance>43500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44644443.24000000</valUSD>
        <pctVal>1.157363679780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>iQIYI Inc 3.75% 12/01/2023 CNV 144A</name>
              <title>iQIYI Inc 3.75% 12/01/2023 CNV 144A</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
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          <currencyInfos>
            <currencyInfo convRatio="0.03718300" curCd="N/A"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Electric Power Co Inc 6.125% CNV PFD</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc 6.125% CNV PFD</title>
        <cusip>025537127</cusip>
        <identifiers>
          <ticker value="AEP"/>
          <other otherDesc="Internal Identifier" value="970552"/>
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        <balance>440000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24195600.00000000</valUSD>
        <pctVal>0.627247348565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SQUARE INC .5% 05/15/2023 CNV</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>SQUARE INC .5% 05/15/2023 CNV</title>
        <cusip>852234AD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="988049"/>
        </identifiers>
        <balance>65000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71937645.00000000</valUSD>
        <pctVal>1.864913335000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SQUARE INC .5% 05/15/2023 CNV</name>
              <title>SQUARE INC .5% 05/15/2023 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01284560" curCd="N/A"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOOKING HOLDINGS INC 0.35% 06/15/2020 CNV</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BOOKING HOLDINGS INC 0.35% 06/15/2020 CNV</title>
        <cusip>741503AS5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="578053"/>
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        <balance>35000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54580651.30000000</valUSD>
        <pctVal>1.414950189742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BOOKING HOLDINGS INC 0.35% 06/15/2020 CNV</name>
              <title>BOOKING HOLDINGS INC 0.35% 06/15/2020 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00076040" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEUROCRINE BIOSCIENCES INC 2.25% 05/15/2024 CNV</name>
        <lei>549300FECER0XBN49756</lei>
        <title>NEUROCRINE BIOSCIENCES INC 2.25% 05/15/2024 CNV</title>
        <cusip>64125CAD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871983"/>
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        <balance>44750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65421096.76000000</valUSD>
        <pctVal>1.695978173014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NEUROCRINE BIOSCIENCES INC 2.25% 05/15/2024 CNV</name>
              <title>NEUROCRINE BIOSCIENCES INC 2.25% 05/15/2024 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.01317110" curCd="N/A"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CEMEX SAB DE CV 3.72% 03/15/2020 CNV</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV 3.72% 03/15/2020 CNV</title>
        <cusip>151290BT9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="626896"/>
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        <balance>44250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44363795.07000000</valUSD>
        <pctVal>1.150088149497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blackline Inc .125% 08/01/2024 CNV 144A</name>
        <lei>529900P9N7PK9LV5EK56</lei>
        <title>Blackline Inc .125% 08/01/2024 CNV 144A</title>
        <cusip>09239BAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001301"/>
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        <balance>9500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9066900.42000000</valUSD>
        <pctVal>0.235050556636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAZZ INVESTMENTS I LTD 1.875% 08/15/2021 CNV</name>
        <lei>N/A</lei>
        <title>JAZZ INVESTMENTS I LTD 1.875% 08/15/2021 CNV</title>
        <cusip>472145AB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="610633"/>
        </identifiers>
        <balance>35000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35043292.55000000</valUSD>
        <pctVal>0.908463205583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>JAZZ INVESTMENTS I LTD 1.875% 08/15/2021 CNV</name>
              <title>JAZZ INVESTMENTS I LTD 1.875% 08/15/2021 CNV</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="N/A"/>
                <isin value="N/A"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00500570" curCd="N/A"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-11-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
