COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 |
| | | VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY |
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0 | CNV | 00971TAJ0 | 822 | 660,000 | PRN | | SOLE | | 0 | 0 | 822 |
ALTAIR ENGR INC NOTE 0.250 PERCENT 6/0 | CNV | 021369AA1 | 4,728 | 4,500,000 | PRN | | SOLE | | 0 | 0 | 4,728 |
AMERICAN AIRLS GROUP INC NOTE 6.500 PERCENT 7/0 ADDED | CNV | 02376RAF9 | 39,698 | 42,225,000 | PRN | | SOLE | | 0 | 0 | 39,698 |
AMERICAN ELEC PWR CO INC COM | STO | 025537101 | 11,737 | 147,379 | SH | | SOLE | | 0 | 0 | 11,737 |
ASSURANT INC 6.50 PERCENT CONV PFD D | CVP | 04621X207 | 7,866 | 75,000 | SH | | SOLE | | 0 | 0 | 7,866 |
BIOMARIN PHARMACEUTICAL INC NOTE 1.500 PERCENT10/1 | CNV | 09061GAF8 | 854 | 650,000 | PRN | | SOLE | | 0 | 0 | 854 |
BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | CVP | 060505682 | 96,170 | 71,651 | SH | | SOLE | | 0 | 0 | 96,170 |
BOSTON SCIENTIFIC CORP 5.50 PERCENT CNV PFD A ADDED | CVP | 101137206 | 37,267 | 355,500 | SH | | SOLE | | 0 | 0 | 37,267 |
CENTERPOINT ENERGY INC DEP RP PFD CV B | CVP | 15189T503 | 42,376 | 1,187,773 | SH | | SOLE | | 0 | 0 | 42,376 |
CHENIERE ENERGY INC NOTE 4.250 PERCENT 3/1 | CNV | 16411RAG4 | 18,527 | 29,300,000 | PRN | | SOLE | | 0 | 0 | 18,527 |
COWEN INC NOTE 3.000 PERCENT12/1 | CNV | 223622AE1 | 15,026 | 13,825,000 | PRN | | SOLE | | 0 | 0 | 15,026 |
CSG SYS INTL INC NOTE 4.250 PERCENT 3/1 | CNV | 126349AF6 | 26,021 | 25,601,000 | PRN | | SOLE | | 0 | 0 | 26,021 |
DANAHER CORPORATION 4.75 MND CV PFD | CVP | 235851300 | 32,722 | 26,157 | SH | | SOLE | | 0 | 0 | 32,722 |
DOMINION ENERGY INC UNIT 99/99/9999 | CVP | 25746U133 | 23,887 | 234,858 | SH | | SOLE | | 0 | 0 | 23,887 |
DTE ENERGY CO UNIT 11/01/2022S | CVP | 233331842 | 95,824 | 2,258,536 | SH | | SOLE | | 0 | 0 | 95,824 |
ENCORE CAP EUROPE FIN LTD NOTE 4.500 PERCENT 9/0 | CNV | 29260UAA5 | 8,265 | 8,575,000 | PRN | | SOLE | | 0 | 0 | 8,265 |
ENVESTNET INC NOTE 1.750 PERCENT 6/0 | CNV | 29404KAB2 | 15,992 | 13,000,000 | PRN | | SOLE | | 0 | 0 | 15,992 |
EPR PPTYS CONV PFD 9 PERCENT SR E DELETED | CVP | 26884U307 | 8,315 | 336,547 | SH | | SOLE | | 0 | 0 | 8,315 |
EPR PPTYS PFD C CNV 5.75 PERCENT | CVP | 26884U208 | 9,510 | 522,263 | SH | | SOLE | | 0 | 0 | 9,510 |
ESSENTIAL UTILS INC UNIT 04/30/2022 | CVP | 29670G201 | 34,204 | 608,706 | SH | | SOLE | | 0 | 0 | 34,204 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | CNV | 30063PAC9 | 43,272 | 45,275,000 | PRN | | SOLE | | 0 | 0 | 43,272 |
EZCORP INC NOTE 2.875 PERCENT 7/0 | CNV | 302301AF3 | 37,207 | 40,456,000 | PRN | | SOLE | | 0 | 0 | 37,207 |
FIREEYE INC NOTE 0.875 PERCENT 6/0 | CNV | 31816QAF8 | 35,254 | 38,975,000 | PRN | | SOLE | | 0 | 0 | 35,254 |
FORTIVE CORP 5 PERCENT PFD CNV SER A DELETED | CVP | 34959J207 | 118,522 | 137,178 | SH | | SOLE | | 0 | 0 | 118,522 |
FORTIVE CORP NOTE 0.875 PERCENT 2/1 | CNV | 34959JAK4 | 28,787 | 29,309,000 | PRN | | SOLE | | 0 | 0 | 28,787 |
FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | CNV | 302941AP4 | 51,865 | 41,038,000 | PRN | | SOLE | | 0 | 0 | 51,865 |
GAIN CAP HLDGS INC NOTE 5.000 PERCENT 8/1 | CNV | 36268WAF7 | 13,547 | 13,656,000 | PRN | | SOLE | | 0 | 0 | 13,547 |
GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | CNV | 393657AK7 | 4,686 | 5,694,000 | PRN | | SOLE | | 0 | 0 | 4,686 |
GUESS INC NOTE 2.000 PERCENT 4/1 ADDED | CNV | 401617AD7 | 20,531 | 30,816,000 | PRN | | SOLE | | 0 | 0 | 20,531 |
GUIDEWIRE SOFTWARE INC NOTE 1.250 PERCENT 3/1 | CNV | 40171VAA8 | 38,552 | 33,145,000 | PRN | | SOLE | | 0 | 0 | 38,552 |
HCI GROUP INC NOTE 4.250 PERCENT 3/0 | CNV | 40416EAD5 | 18,806 | 19,025,000 | PRN | | SOLE | | 0 | 0 | 18,806 |
HERBALIFE LTD NOTE 2.625 PERCENT 3/1 | CNV | 42703MAD5 | 27,942 | 28,368,000 | PRN | | SOLE | | 0 | 0 | 27,942 |
II-VI INC NOTE 0.250 PERCENT 9/0 | CNV | 902104AB4 | 6,638 | 5,600,000 | PRN | | SOLE | | 0 | 0 | 6,638 |
ILLUMINA INC NOTE 8/1 | CNV | 452327AK5 | 1,303 | 1,200,000 | PRN | | SOLE | | 0 | 0 | 1,303 |
INFINERA CORP NOTE 2.125 PERCENT 9/0 | CNV | 45667GAC7 | 12,398 | 14,575,000 | PRN | | SOLE | | 0 | 0 | 12,398 |
INNOVIVA INC NOTE 2.500 PERCENT 8/1 | CNV | 45781MAB7 | 38,771 | 36,859,000 | PRN | | SOLE | | 0 | 0 | 38,771 |
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 | CVP | 459506309 | 63,123 | 1,415,001 | SH | | SOLE | | 0 | 0 | 63,123 |
JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | CNV | 472145AD3 | 31,727 | 34,700,000 | PRN | | SOLE | | 0 | 0 | 31,727 |
JAZZ INVESTMENTS I LTD NOTE 1.875 PERCENT 8/1 | CNV | 472145AB7 | 997 | 1,025,000 | PRN | | SOLE | | 0 | 0 | 997 |
KAMAN CORP NOTE 3.250 PERCENT 5/0 | CNV | 483548AF0 | 26,635 | 28,086,000 | PRN | | SOLE | | 0 | 0 | 26,635 |
KBR INC NOTE 2.500 PERCENT11/0 | CNV | 48242WAB2 | 38,528 | 34,300,000 | PRN | | SOLE | | 0 | 0 | 38,528 |
KNOWLES CORP NOTE 3.250 PERCENT11/0 | CNV | 49926DAB5 | 34,923 | 32,906,000 | PRN | | SOLE | | 0 | 0 | 34,923 |
LIGAND PHARMACEUTICALS INC NOTE 0.750 PERCENT 5/1 | CNV | 53220KAF5 | 10,174 | 11,600,000 | PRN | | SOLE | | 0 | 0 | 10,174 |
LIVE NATION ENTERTAINMENT IN NOTE 2.500 PERCENT 3/1 | CNV | 538034AQ2 | 2,409 | 2,375,000 | PRN | | SOLE | | 0 | 0 | 2,409 |
LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | CNV | 55024UAB5 | 31,336 | 21,500,000 | PRN | | SOLE | | 0 | 0 | 31,336 |
MARRIOTT VACTINS WORLDWID CO NOTE 1.500 PERCENT 9/1 | CNV | 57164YAB3 | 29,309 | 31,832,000 | PRN | | SOLE | | 0 | 0 | 29,309 |
MERITOR INC NOTE 3.250 PERCENT10/1 | CNV | 59001KAF7 | 6,002 | 6,025,000 | PRN | | SOLE | | 0 | 0 | 6,002 |
NATIONAL HEALTH INVS INC NOTE 3.250 PERCENT 4/0 | CNV | 63633DAE4 | 279 | 285,000 | PRN | | SOLE | | 0 | 0 | 279 |
NEW RELIC INC NOTE 0.500 PERCENT 5/0 | CNV | 64829BAB6 | 50,999 | 52,781,000 | PRN | | SOLE | | 0 | 0 | 50,999 |
NEXTERA ENERGY INC UNIT 09/01/2022S | CVP | 65339F796 | 26,227 | 538,540 | SH | | SOLE | | 0 | 0 | 26,227 |
NEXTERA ENERGY INC UNIT 99/99/9999 | CVP | 65339F770 | 83,694 | 1,981,072 | SH | | SOLE | | 0 | 0 | 83,694 |
NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | CNV | 629377CG5 | 39,280 | 38,852,000 | PRN | | SOLE | | 0 | 0 | 39,280 |
NUANCE COMMUNICATIONS INC DBCV 1.000 PERCENT12/1 | CNV | 67020YAK6 | 65,622 | 55,624,000 | PRN | | SOLE | | 0 | 0 | 65,622 |
NUTANIX INC NOTE 1/1 | CNV | 67059NAB4 | 9,784 | 11,050,000 | PRN | | SOLE | | 0 | 0 | 9,784 |
ON SEMICONDUCTOR CORP NOTE 1.000 PERCENT12/0 | CNV | 682189AK1 | 6,713 | 5,775,000 | PRN | | SOLE | | 0 | 0 | 6,713 |
ON SEMICONDUCTOR CORP NOTE 1.625 PERCENT10/1 | CNV | 682189AP0 | 940 | 775,000 | PRN | | SOLE | | 0 | 0 | 940 |
OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | CNV | 671044AD7 | 63,002 | 65,841,000 | PRN | | SOLE | | 0 | 0 | 63,002 |
PALO ALTO NETWORKS INC NOTE 0.750 PERCENT 7/0 | CNV | 697435AD7 | 4,142 | 3,875,000 | PRN | | SOLE | | 0 | 0 | 4,142 |
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000 PERCENT 8/0 | CNV | 73640QAB1 | 43,235 | 43,542,000 | PRN | | SOLE | | 0 | 0 | 43,235 |
PRA GROUP INC NOTE 3.500 PERCENT 6/0 | CNV | 69354NAB2 | 1,476 | 1,441,000 | PRN | | SOLE | | 0 | 0 | 1,476 |
PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | CNV | 74624MAB8 | 58,877 | 60,042,000 | PRN | | SOLE | | 0 | 0 | 58,877 |
RAMBUS INC DEL NOTE 1.375 PERCENT 2/0 | CNV | 750917AG1 | 36,231 | 34,800,000 | PRN | | SOLE | | 0 | 0 | 36,231 |
REALPAGE INC NOTE 1.500 PERCENT 5/1 ADDED | CNV | 75606NAC3 | 18,035 | 16,773,000 | PRN | | SOLE | | 0 | 0 | 18,035 |
REPLIGEN CORP NOTE 0.375 PERCENT 7/1 | CNV | 759916AB5 | 23,903 | 19,075,000 | PRN | | SOLE | | 0 | 0 | 23,903 |
RETROPHIN INC NOTE 2.500 PERCENT 9/1 | CNV | 761299AB2 | 6,825 | 8,275,000 | PRN | | SOLE | | 0 | 0 | 6,825 |
SEMPRA ENERGY 6 PERCENT PFD CONV A | CVP | 816851406 | 57,618 | 589,400 | SH | | SOLE | | 0 | 0 | 57,618 |
SILICON LABORATORIES INC NOTE 1.375 PERCENT 3/0 | CNV | 826919AB8 | 7,582 | 6,295,000 | PRN | | SOLE | | 0 | 0 | 7,582 |
SOUTH JERSEY INDS INC UNIT 99/99/9999 | CVP | 838518116 | 52,489 | 1,271,967 | SH | | SOLE | | 0 | 0 | 52,489 |
SOUTHERN CO UNIT 08/01/2022 | CVP | 842587602 | 59,490 | 1,350,214 | SH | | SOLE | | 0 | 0 | 59,490 |
SPIRIT AIRLS INC NOTE 4.750 PERCENT 5/1 ADDED | CNV | 848577AA0 | 26,062 | 17,350,000 | PRN | | SOLE | | 0 | 0 | 26,062 |
SPIRIT RLTY CAP INC NEW NOTE 3.750 PERCENT 5/1 | CNV | 84860WAB8 | 2,427 | 2,450,000 | PRN | | SOLE | | 0 | 0 | 2,427 |
SPLUNK INC NOTE 1.125 PERCENT 9/1 | CNV | 848637AD6 | 38,068 | 25,912,000 | PRN | | SOLE | | 0 | 0 | 38,068 |
SUPERNUS PHARMACEUTICALS INC NOTE 0.625 PERCENT 4/0 | CNV | 868459AD0 | 44,288 | 50,324,000 | PRN | | SOLE | | 0 | 0 | 44,288 |
SYNAPTICS INC NOTE 0.500 PERCENT 6/1 | CNV | 87157DAD1 | 60,288 | 56,578,000 | PRN | | SOLE | | 0 | 0 | 60,288 |
TEAM INC NOTE 5.000 PERCENT 8/0 | CNV | 878155AE0 | 18,237 | 26,494,000 | PRN | | SOLE | | 0 | 0 | 18,237 |
TESLA INC NOTE 2.375 PERCENT 3/1 | CNV | 88160RAD3 | 213,271 | 64,370,000 | PRN | | SOLE | | 0 | 0 | 213,271 |
TILRAY INC NOTE 5.000 PERCENT10/0 | CNV | 88688TAB6 | 8,008 | 18,644,000 | PRN | | SOLE | | 0 | 0 | 8,008 |
TWITTER INC NOTE 0.250 PERCENT 6/1 | CNV | 90184LAF9 | 17,873 | 18,973,000 | PRN | | SOLE | | 0 | 0 | 17,873 |
TWITTER INC NOTE 1.000 PERCENT 9/1 | CNV | 90184LAD4 | 90,084 | 92,061,000 | PRN | | SOLE | | 0 | 0 | 90,084 |
VERINT SYS INC NOTE 1.500 PERCENT 6/0 | CNV | 92343XAA8 | 4,765 | 4,825,000 | PRN | | SOLE | | 0 | 0 | 4,765 |
VIAVI SOLUTIONS INC NOTE 1.000 PERCENT 3/0 | CNV | 925550AB1 | 18,682 | 16,250,000 | PRN | | SOLE | | 0 | 0 | 18,682 |
VIAVI SOLUTIONS INC NOTE 1.750 PERCENT 6/0 | CNV | 925550AE5 | 14,479 | 12,997,000 | PRN | | SOLE | | 0 | 0 | 14,479 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | CNV | 928298AP3 | 49,310 | 52,875,000 | PRN | | SOLE | | 0 | 0 | 49,310 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 120,357 | 92,841 | SH | | SOLE | | 0 | 0 | 120,357 |
WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | CNV | 958102AP0 | 6,275 | 6,675,000 | PRN | | SOLE | | 0 | 0 | 6,275 |
XERIS PHARMACEUTICALS INC NOTE 5.000 PERCENT 7/1 ADDED | CNV | 98422LAA5 | 4,188 | 4,250,000 | PRN | | SOLE | | 0 | 0 | 4,188 |
ZILLOW GROUP INC NOTE 1.500 PERCENT 7/0 | CNV | 98954MAC5 | 4,530 | 4,360,000 | PRN | | SOLE | | 0 | 0 | 4,530 |
ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 ADDED | CNV | 98954MAH4 | 19,388 | 16,675,000 | PRN | | SOLE | | 0 | 0 | 19,388 |
ZYNGA INC NOTE 0.250 PERCENT 6/0 ADDED | CNV | 98986TAB4 | 6,203 | 4,800,000 | PRN | | SOLE | | 0 | 0 | 6,203 |