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 | 40,065 | 31,158,000 | PRN | | SOLE | | 40,065 | 0 | 0 |
AKAMAI TECHNOLOGIES INC NOTE 0.375 PERCENT 9/0 ADDED | CNV | 00971TAL5 | 58,309 | 50,400,000 | PRN | | SOLE | | 58,309 | 0 | 0 |
ALTAIR ENGR INC NOTE 0.250 PERCENT 6/0 | CNV | 021369AA1 | 5,209 | 4,700,000 | PRN | | SOLE | | 5,209 | 0 | 0 |
ALTERYX INC NOTE 1.000 PERCENT 8/0 ADDED | CNV | 02156BAF0 | 56,309 | 56,430,000 | PRN | | SOLE | | 56,309 | 0 | 0 |
AMERICAN AIRLS GROUP INC NOTE 6.500 PERCENT 7/0 | CNV | 02376RAF9 | 43,374 | 47,050,000 | PRN | | SOLE | | 43,374 | 0 | 0 |
AMERICAN ELEC PWR CO INC UNIT 99/99/9999 ADDED | CVP | 02557T307 | 83,533 | 1,707,191 | SH | | SOLE | | 83,533 | 0 | 0 |
BK OF AMERICA CORP 7.25 PERCENTCNV PFD L | CVP | 060505682 | 106,319 | 71,451 | SH | | SOLE | | 106,319 | 0 | 0 |
BLACKLINE INC NOTE 0.125 PERCENT 8/0 ADDED | CNV | 09239BAB5 | 50,129 | 36,445,000 | PRN | | SOLE | | 50,129 | 0 | 0 |
CENTERPOINT ENERGY INC DEP RP PFD CV B DELETED | CVP | 15189T503 | 67,698 | 1,851,001 | SH | | SOLE | | 67,698 | 0 | 0 |
CHENIERE ENERGY INC NOTE 4.250 PERCENT 3/1 | CNV | 16411RAG4 | 20,242 | 28,300,000 | PRN | | SOLE | | 20,242 | 0 | 0 |
COWEN INC NOTE 3.000 PERCENT12/1 | CNV | 223622AE1 | 13,309 | 12,325,000 | PRN | | SOLE | | 13,309 | 0 | 0 |
CSG SYS INTL INC NOTE 4.250 PERCENT 3/1 | CNV | 126349AF6 | 25,568 | 24,701,000 | PRN | | SOLE | | 25,568 | 0 | 0 |
DANAHER CORPORATION 4.75 MND CV PFD | CVP | 235851300 | 25,626 | 17,326 | SH | | SOLE | | 25,626 | 0 | 0 |
DOMINION ENERGY INC UNIT 99/99/9999 | CVP | 25746U133 | 14,129 | 138,700 | SH | | SOLE | | 14,129 | 0 | 0 |
DTE ENERGY CO UNIT 11/01/2022S | CVP | 233331842 | 67,075 | 1,474,286 | SH | | SOLE | | 67,075 | 0 | 0 |
ENCORE CAP EUROPE FIN LTD NOTE 4.500 PERCENT 9/0 | CNV | 29260UAA5 | 9,345 | 8,575,000 | PRN | | SOLE | | 9,345 | 0 | 0 |
ENCORE CAP GROUP INC NOTE 3.250 PERCENT10/0 ADDED | CNV | 292554AM4 | 14,224 | 12,500,000 | PRN | | SOLE | | 14,224 | 0 | 0 |
EPR PPTYS PFD C CNV 5.75 PERCENT DELETED | CVP | 26884U208 | 8,110 | 409,794 | SH | | SOLE | | 8,110 | 0 | 0 |
ESSENTIAL UTILS INC UNIT 04/30/2022 | CVP | 29670G201 | 32,283 | 598,973 | SH | | SOLE | | 32,283 | 0 | 0 |
EURONET WORLDWIDE INC NOTE 0.750 PERCENT 3/1 | CNV | 298736AL3 | 3,110 | 3,250,000 | PRN | | SOLE | | 3,110 | 0 | 0 |
EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0 | CNV | 30063PAC9 | 48,022 | 44,475,000 | PRN | | SOLE | | 48,022 | 0 | 0 |
EZCORP INC NOTE 2.875 PERCENT 7/0 | CNV | 302301AF3 | 24,663 | 27,956,000 | PRN | | SOLE | | 24,663 | 0 | 0 |
FIREEYE INC NOTE 0.875 PERCENT 6/0 | CNV | 31816QAF8 | 51,605 | 55,679,000 | PRN | | SOLE | | 51,605 | 0 | 0 |
FORTIVE CORP NOTE 0.875 PERCENT 2/1 | CNV | 34959JAK4 | 3,131 | 3,125,000 | PRN | | SOLE | | 3,131 | 0 | 0 |
FTI CONSULTING INC NOTE 2.000 PERCENT 8/1 | CNV | 302941AP4 | 43,597 | 35,588,000 | PRN | | SOLE | | 43,597 | 0 | 0 |
GREENBRIER COS INC NOTE 2.875 PERCENT 2/0 | CNV | 393657AK7 | 2,830 | 3,094,000 | PRN | | SOLE | | 2,830 | 0 | 0 |
GUESS INC NOTE 2.000 PERCENT 4/1 | CNV | 401617AD7 | 15,564 | 19,451,000 | PRN | | SOLE | | 15,564 | 0 | 0 |
GUIDEWIRE SOFTWARE INC NOTE 1.250 PERCENT 3/1 | CNV | 40171VAA8 | 38,475 | 33,545,000 | PRN | | SOLE | | 38,475 | 0 | 0 |
HCI GROUP INC NOTE 4.250 PERCENT 3/0 | CNV | 40416EAD5 | 20,512 | 20,399,000 | PRN | | SOLE | | 20,512 | 0 | 0 |
HERBALIFE LTD NOTE 2.625 PERCENT 3/1 | CNV | 42703MAD5 | 29,849 | 29,868,000 | PRN | | SOLE | | 29,849 | 0 | 0 |
II-VI INC NOTE 0.250 PERCENT 9/0 | CNV | 902104AB4 | 4,702 | 4,175,000 | PRN | | SOLE | | 4,702 | 0 | 0 |
INFINERA CORP NOTE 2.125 PERCENT 9/0 | CNV | 45667GAC7 | 30,851 | 33,433,000 | PRN | | SOLE | | 30,851 | 0 | 0 |
INNOVIVA INC NOTE 2.500 PERCENT 8/1 | CNV | 45781MAB7 | 35,339 | 36,459,000 | PRN | | SOLE | | 35,339 | 0 | 0 |
INSIGHT ENTERPRISES INC NOTE 0.750 PERCENT 2/1 ADDED | CNV | 45765UAB9 | 31,614 | 30,150,000 | PRN | | SOLE | | 31,614 | 0 | 0 |
INTERDIGITAL INC NOTE 2.000 PERCENT 6/0 ADDED | CNV | 45867GAB7 | 49,275 | 47,830,000 | PRN | | SOLE | | 49,275 | 0 | 0 |
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 | CVP | 459506309 | 33,280 | 747,201 | SH | | SOLE | | 33,280 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500 PERCENT 6/1 ADDED | CNV | 46333XAH1 | 34,154 | 35,225,000 | PRN | | SOLE | | 34,154 | 0 | 0 |
JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1 | CNV | 472145AD3 | 39,115 | 38,700,000 | PRN | | SOLE | | 39,115 | 0 | 0 |
KAMAN CORP NOTE 3.250 PERCENT 5/0 | CNV | 483548AF0 | 19,307 | 19,636,000 | PRN | | SOLE | | 19,307 | 0 | 0 |
KBR INC NOTE 2.500 PERCENT11/0 | CNV | 48242WAB2 | 43,665 | 38,727,000 | PRN | | SOLE | | 43,665 | 0 | 0 |
KNOWLES CORP NOTE 3.250 PERCENT11/0 | CNV | 49926DAB5 | 33,025 | 31,106,000 | PRN | | SOLE | | 33,025 | 0 | 0 |
LIGAND PHARMACEUTICALS INC NOTE 0.750 PERCENT 5/1 | CNV | 53220KAF5 | 11,656 | 12,925,000 | PRN | | SOLE | | 11,656 | 0 | 0 |
LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1 | CNV | 55024UAB5 | 18,175 | 13,000,000 | PRN | | SOLE | | 18,175 | 0 | 0 |
MARRIOTT VACTINS WORLDWID CO NOTE 1.500 PERCENT 9/1 | CNV | 57164YAB3 | 29,324 | 29,832,000 | PRN | | SOLE | | 29,324 | 0 | 0 |
MERITOR INC NOTE 3.250 PERCENT10/1 | CNV | 59001KAF7 | 4,591 | 4,425,000 | PRN | | SOLE | | 4,591 | 0 | 0 |
NATIONAL HEALTH INVS INC NOTE 3.250 PERCENT 4/0 | CNV | 63633DAE4 | 288 | 285,000 | PRN | | SOLE | | 288 | 0 | 0 |
NEW RELIC INC NOTE 0.500 PERCENT 5/0 | CNV | 64829BAB6 | 51,251 | 53,631,000 | PRN | | SOLE | | 51,251 | 0 | 0 |
NEXTERA ENERGY INC UNIT 09/01/2022S | CVP | 65339F796 | 24,858 | 457,140 | SH | | SOLE | | 24,858 | 0 | 0 |
NEXTERA ENERGY INC UNIT 99/99/9999 | CVP | 65339F770 | 124,009 | 2,636,822 | SH | | SOLE | | 124,009 | 0 | 0 |
NEXTERA ENERGY INC UNIT 99/99/9999 ADDED | CVP | 65339F739 | 86,787 | 1,824,025 | SH | | SOLE | | 86,787 | 0 | 0 |
NRG ENERGY INC DBCV 2.750 PERCENT 6/0 | CNV | 629377CG5 | 31,022 | 29,952,000 | PRN | | SOLE | | 31,022 | 0 | 0 |
NUANCE COMMUNICATIONS INC DBCV 1.000 PERCENT12/1 | CNV | 67020YAK6 | 24,364 | 16,774,000 | PRN | | SOLE | | 24,364 | 0 | 0 |
NUTANIX INC NOTE 1/1 | CNV | 67059NAB4 | 10,359 | 11,050,000 | PRN | | SOLE | | 10,359 | 0 | 0 |
OKTA INC NOTE 0.125 PERCENT 9/0 ADDED | CNV | 679295AD7 | 21,070 | 16,000,000 | PRN | | SOLE | | 21,070 | 0 | 0 |
ON SEMICONDUCTOR CORP NOTE 1.000 PERCENT12/0 | CNV | 682189AK1 | 4,929 | 4,125,000 | PRN | | SOLE | | 4,929 | 0 | 0 |
ON SEMICONDUCTOR CORP NOTE 1.625 PERCENT10/1 | CNV | 682189AP0 | 825 | 625,000 | PRN | | SOLE | | 825 | 0 | 0 |
OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0 | CNV | 671044AD7 | 57,350 | 57,316,000 | PRN | | SOLE | | 57,350 | 0 | 0 |
PALO ALTO NETWORKS INC NOTE 0.750 PERCENT 7/0 | CNV | 697435AD7 | 2,565 | 2,275,000 | PRN | | SOLE | | 2,565 | 0 | 0 |
PROOFPOINT INC NOTE 0.250 PERCENT 8/1 ADDED | CNV | 743424AF0 | 3,933 | 3,950,000 | PRN | | SOLE | | 3,933 | 0 | 0 |
PURE STORAGE INC NOTE 0.125 PERCENT 4/1 | CNV | 74624MAB8 | 65,749 | 67,892,000 | PRN | | SOLE | | 65,749 | 0 | 0 |
RAMBUS INC DEL NOTE 1.375 PERCENT 2/0 | CNV | 750917AG1 | 30,654 | 29,500,000 | PRN | | SOLE | | 30,654 | 0 | 0 |
REALPAGE INC NOTE 1.500 PERCENT 5/1 | CNV | 75606NAC3 | 34,230 | 33,273,000 | PRN | | SOLE | | 34,230 | 0 | 0 |
REPLIGEN CORP NOTE 0.375 PERCENT 7/1 | CNV | 759916AB5 | 27,134 | 19,075,000 | PRN | | SOLE | | 27,134 | 0 | 0 |
SEMPRA ENERGY 6 PERCENT PFD CONV A | CVP | 816851406 | 108,392 | 1,096,900 | SH | | SOLE | | 108,392 | 0 | 0 |
SILICON LABORATORIES INC NOTE 1.375 PERCENT 3/0 | CNV | 826919AB8 | 5,438 | 4,545,000 | PRN | | SOLE | | 5,438 | 0 | 0 |
SNAP INC NOTE 0.750 PERCENT 8/0 ADDED | CNV | 83304AAB2 | 107,814 | 77,879,000 | PRN | | SOLE | | 107,814 | 0 | 0 |
SOUTH JERSEY INDS INC UNIT 99/99/9999 | CVP | 838518116 | 46,462 | 1,406,967 | SH | | SOLE | | 46,462 | 0 | 0 |
SOUTHERN CO UNIT 08/01/2022 | CVP | 842587602 | 46,745 | 1,004,614 | SH | | SOLE | | 46,745 | 0 | 0 |
SPIRIT AIRLS INC NOTE 4.750 PERCENT 5/1 | CNV | 848577AA0 | 10,679 | 7,350,000 | PRN | | SOLE | | 10,679 | 0 | 0 |
SPIRIT RLTY CAP INC NEW NOTE 3.750 PERCENT 5/1 | CNV | 84860WAB8 | 1,878 | 1,850,000 | PRN | | SOLE | | 1,878 | 0 | 0 |
SPLUNK INC NOTE 1.125 PERCENT 9/1 | CNV | 848637AD6 | 38,840 | 26,912,000 | PRN | | SOLE | | 38,840 | 0 | 0 |
SUPERNUS PHARMACEUTICALS INC NOTE 0.625 PERCENT 4/0 | CNV | 868459AD0 | 48,701 | 52,874,000 | PRN | | SOLE | | 48,701 | 0 | 0 |
SYNAPTICS INC NOTE 0.500 PERCENT 6/1 | CNV | 87157DAD1 | 2,412 | 1,950,000 | PRN | | SOLE | | 2,412 | 0 | 0 |
TEAM INC NOTE 5.000 PERCENT 8/0 | CNV | 878155AE0 | 7,470 | 8,994,000 | PRN | | SOLE | | 7,470 | 0 | 0 |
TESLA INC NOTE 2.375 PERCENT 3/1 | CNV | 88160RAD3 | 244,377 | 37,370,000 | PRN | | SOLE | | 244,377 | 0 | 0 |
TILRAY INC NOTE 5.000 PERCENT10/0 | CNV | 88688TAB6 | 6,258 | 15,644,000 | PRN | | SOLE | | 6,258 | 0 | 0 |
TURNING PT BRANDS INC NOTE 2.500 PERCENT 7/1 ADDED | CNV | 90041LAE5 | 32,570 | 36,907,000 | PRN | | SOLE | | 32,570 | 0 | 0 |
TWITTER INC NOTE 0.250 PERCENT 6/1 | CNV | 90184LAF9 | 19,382 | 17,373,000 | PRN | | SOLE | | 19,382 | 0 | 0 |
TWITTER INC NOTE 1.000 PERCENT 9/1 | CNV | 90184LAD4 | 91,261 | 91,826,000 | PRN | | SOLE | | 91,261 | 0 | 0 |
VERINT SYS INC NOTE 1.500 PERCENT 6/0 | CNV | 92343XAA8 | 3,510 | 3,475,000 | PRN | | SOLE | | 3,510 | 0 | 0 |
VIAVI SOLUTIONS INC NOTE 1.750 PERCENT 6/0 | CNV | 925550AE5 | 2,683 | 2,425,000 | PRN | | SOLE | | 2,683 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1 | CNV | 928298AP3 | 49,086 | 50,725,000 | PRN | | SOLE | | 49,086 | 0 | 0 |
WELLS FARGO CO NEW PERP PFD CNV A | CVP | 949746804 | 124,289 | 92,611 | SH | | SOLE | | 124,289 | 0 | 0 |
WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0 | CNV | 958102AP0 | 4,913 | 5,175,000 | PRN | | SOLE | | 4,913 | 0 | 0 |
WORKIVA INC NOTE 1.125 PERCENT 8/1 ADDED | CNV | 98139AAB1 | 27,848 | 27,958,000 | PRN | | SOLE | | 27,848 | 0 | 0 |
XERIS PHARMACEUTICALS INC NOTE 5.000 PERCENT 7/1 | CNV | 98422LAA5 | 27,032 | 14,000,000 | PRN | | SOLE | | 27,032 | 0 | 0 |
ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 | CNV | 98954MAH4 | 28,811 | 16,675,000 | PRN | | SOLE | | 28,811 | 0 | 0 |