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 0.125percent 5/0 | CNV | 00971TAJ0 | 39,676 | 32,058,000 | PRN | | SOLE | | 39,676 | 0 | 0 |
AKAMAI TECHNOLOGIES INC NOTE 0.375percent 9/0 | CNV | 00971TAL5 | 53,820 | 48,300,000 | PRN | | SOLE | | 53,820 | 0 | 0 |
ALTAIR ENGR INC NOTE 0.250percent 6/0 | CNV | 021369AA1 | 3,157 | 2,300,000 | PRN | | SOLE | | 3,157 | 0 | 0 |
ALTERYX INC NOTE 1.000percent 8/0 | CNV | 02156BAF0 | 59,677 | 56,543,000 | PRN | | SOLE | | 59,677 | 0 | 0 |
AMERICAN ELEC PWR CO INC UNIT 08/15/2025 | CVP | 02557T307 | 61,151 | 1,228,170 | SH | | SOLE | | 61,151 | 0 | 0 |
BECTON DICKINSON & CO COM | STO | 075887109 | 14,687 | 58,695 | SH | | SOLE | | 14,687 | 0 | 0 |
BK OF AMERICA CORP 7.25percentCNV PFD L DELETED | CVP | 060505682 | 118,963 | 78,338 | SH | | SOLE | | 118,963 | 0 | 0 |
BLACKLINE INC NOTE 0.125percent 8/0 | CNV | 09239BAB5 | 29,001 | 15,445,000 | PRN | | SOLE | | 29,001 | 0 | 0 |
BOSTON SCIENTIFIC CORP COM | STO | 101137107 | 11,788 | 327,904 | SH | | SOLE | | 11,788 | 0 | 0 |
CHENIERE ENERGY INC NOTE 4.250percent 3/1 | CNV | 16411RAG4 | 24,028 | 30,755,000 | PRN | | SOLE | | 24,028 | 0 | 0 |
COWEN INC NOTE 3.000percent12/1 | CNV | 223622AE1 | 5,739 | 3,750,000 | PRN | | SOLE | | 5,739 | 0 | 0 |
CSG SYS INTL INC NOTE 4.250percent 3/1 | CNV | 126349AF6 | 24,656 | 23,426,000 | PRN | | SOLE | | 24,656 | 0 | 0 |
CYBERARK SOFTWARE LTD NOTE 11/1 ADDED | CNV | 23248VAB1 | 25,718 | 21,200,000 | PRN | | SOLE | | 25,718 | 0 | 0 |
DANAHER CORPORATION COM | STO | 235851102 | 13,695 | 61,650 | SH | | SOLE | | 13,695 | 0 | 0 |
DOMINION ENERGY INC UNIT 99/99/9999 | CVP | 25746U133 | 634 | 6,400 | SH | | SOLE | | 634 | 0 | 0 |
DTE ENERGY CO UNIT 11/01/2022S | CVP | 233331842 | 16,485 | 347,252 | SH | | SOLE | | 16,485 | 0 | 0 |
ENCORE CAP EUROPE FIN LTD NOTE 4.500percent 9/0 | CNV | 29260UAA5 | 9,668 | 8,575,000 | PRN | | SOLE | | 9,668 | 0 | 0 |
ENCORE CAP GROUP INC NOTE 3.250percent10/0 | CNV | 292554AM4 | 14,620 | 12,500,000 | PRN | | SOLE | | 14,620 | 0 | 0 |
ESSENTIAL UTILS INC UNIT 04/30/2022 | CVP | 29670G201 | 8,611 | 142,098 | SH | | SOLE | | 8,611 | 0 | 0 |
EURONET WORLDWIDE INC NOTE 0.750percent 3/1 | CNV | 298736AL3 | 3,533 | 3,125,000 | PRN | | SOLE | | 3,533 | 0 | 0 |
EXACT SCIENCES CORP NOTE 0.375percent 3/0 | CNV | 30063PAC9 | 60,464 | 46,475,000 | PRN | | SOLE | | 60,464 | 0 | 0 |
EZCORP INC NOTE 2.875percent 7/0 | CNV | 302301AF3 | 16,758 | 18,456,000 | PRN | | SOLE | | 16,758 | 0 | 0 |
FIREEYE INC NOTE 0.875percent 6/0 | CNV | 31816QAF8 | 59,562 | 49,029,000 | PRN | | SOLE | | 59,562 | 0 | 0 |
FORTIVE CORP NOTE 0.875percent 2/1 | CNV | 34959JAK4 | 5,597 | 5,441,000 | PRN | | SOLE | | 5,597 | 0 | 0 |
FTI CONSULTING INC NOTE 2.000percent 8/1 | CNV | 302941AP4 | 37,657 | 30,138,000 | PRN | | SOLE | | 37,657 | 0 | 0 |
GRANITE CONSTR INC NOTE 2.750percent11/0 ADDED | CNV | 387328AB3 | 26,364 | 24,500,000 | PRN | | SOLE | | 26,364 | 0 | 0 |
GREENBRIER COS INC NOTE 2.875percent 2/0 | CNV | 393657AK7 | 2,924 | 2,894,000 | PRN | | SOLE | | 2,924 | 0 | 0 |
GUESS INC NOTE 2.000percent 4/1 | CNV | 401617AD7 | 18,681 | 16,801,000 | PRN | | SOLE | | 18,681 | 0 | 0 |
GUIDEWIRE SOFTWARE INC NOTE 1.250percent 3/1 | CNV | 40171VAA8 | 43,030 | 33,295,000 | PRN | | SOLE | | 43,030 | 0 | 0 |
HCI GROUP INC NOTE 4.250percent 3/0 | CNV | 40416EAD5 | 19,787 | 19,035,000 | PRN | | SOLE | | 19,787 | 0 | 0 |
HERBALIFE LTD NOTE 2.625percent 3/1 | CNV | 42703MAD5 | 36,216 | 33,999,000 | PRN | | SOLE | | 36,216 | 0 | 0 |
INFINERA CORP NOTE 2.125percent 9/0 | CNV | 45667GAC7 | 35,251 | 28,433,000 | PRN | | SOLE | | 35,251 | 0 | 0 |
INNOVIVA INC NOTE 2.500percent 8/1 | CNV | 45781MAB7 | 39,087 | 36,309,000 | PRN | | SOLE | | 39,087 | 0 | 0 |
INSIGHT ENTERPRISES INC NOTE 0.750percent 2/1 | CNV | 45765UAB9 | 28,602 | 22,515,000 | PRN | | SOLE | | 28,602 | 0 | 0 |
INTERDIGITAL INC NOTE 2.000percent 6/0 | CNV | 45867GAB7 | 50,033 | 47,555,000 | PRN | | SOLE | | 50,033 | 0 | 0 |
IONIS PHARMACEUTICALS INC NOTE 0.125percent12/1 ADDED | CNV | 462222AB6 | 38,245 | 37,474,000 | PRN | | SOLE | | 38,245 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC NOTE 1.500percent 6/1 | CNV | 46333XAH1 | 40,606 | 36,225,000 | PRN | | SOLE | | 40,606 | 0 | 0 |
JAZZ INVESTMENTS I LTD NOTE 1.500percent 8/1 | CNV | 472145AD3 | 41,136 | 38,700,000 | PRN | | SOLE | | 41,136 | 0 | 0 |
KAMAN CORP NOTE 3.250percent 5/0 | CNV | 483548AF0 | 4,895 | 4,250,000 | PRN | | SOLE | | 4,895 | 0 | 0 |
KBR INC NOTE 2.500percent11/0 | CNV | 48242WAB2 | 82,456 | 60,268,000 | PRN | | SOLE | | 82,456 | 0 | 0 |
KNOWLES CORP NOTE 3.250percent11/0 | CNV | 49926DAB5 | 45,714 | 40,389,000 | PRN | | SOLE | | 45,714 | 0 | 0 |
LUMENTUM HLDGS INC NOTE 0.250percent 3/1 | CNV | 55024UAB5 | 29,216 | 17,715,000 | PRN | | SOLE | | 29,216 | 0 | 0 |
LUMENTUM HLDGS INC NOTE 0.500percent12/1 ADDED | CNV | 55024UAD1 | 68,408 | 56,100,000 | PRN | | SOLE | | 68,408 | 0 | 0 |
MARRIOTT VACTINS WORLDWID CO NOTE 1.500percent 9/1 | CNV | 57164YAB3 | 33,543 | 29,632,000 | PRN | | SOLE | | 33,543 | 0 | 0 |
MERITOR INC NOTE 3.250percent10/1 | CNV | 59001KAF7 | 4,763 | 4,150,000 | PRN | | SOLE | | 4,763 | 0 | 0 |
NATIONAL HEALTH INVS INC NOTE 3.250percent 4/0 | CNV | 63633DAE4 | 913 | 850,000 | PRN | | SOLE | | 913 | 0 | 0 |
NEW RELIC INC NOTE 0.500percent 5/0 | CNV | 64829BAB6 | 50,781 | 51,831,000 | PRN | | SOLE | | 50,781 | 0 | 0 |
NEXTERA ENERGY INC UNIT 09/01/2022S | CVP | 65339F796 | 1,651 | 28,090 | SH | | SOLE | | 1,651 | 0 | 0 |
NEXTERA ENERGY INC UNIT 99/99/9999 | CVP | 65339F770 | 105,809 | 2,126,822 | SH | | SOLE | | 105,809 | 0 | 0 |
NEXTERA ENERGY INC UNIT 99/99/9999 | CVP | 65339F739 | 169,471 | 3,299,025 | SH | | SOLE | | 169,471 | 0 | 0 |
NRG ENERGY INC DBCV 2.750percent 6/0 | CNV | 629377CG5 | 41,768 | 36,758,000 | PRN | | SOLE | | 41,768 | 0 | 0 |
NUTANIX INC NOTE 1/1 | CNV | 67059NAB4 | 11,153 | 11,050,000 | PRN | | SOLE | | 11,153 | 0 | 0 |
OKTA INC NOTE 0.125percent 9/0 | CNV | 679295AD7 | 23,810 | 16,000,000 | PRN | | SOLE | | 23,810 | 0 | 0 |
OSI SYSTEMS INC NOTE 1.250percent 9/0 | CNV | 671044AD7 | 51,813 | 48,566,000 | PRN | | SOLE | | 51,813 | 0 | 0 |
PEBBLEBROOK HOTEL TR NOTE 1.750percent12/1 ADDED | CNV | 70509VAA8 | 20,867 | 19,625,000 | PRN | | SOLE | | 20,867 | 0 | 0 |
PROOFPOINT INC NOTE 0.250percent 8/1 | CNV | 743424AF0 | 4,143 | 3,700,000 | PRN | | SOLE | | 4,143 | 0 | 0 |
PURE STORAGE INC NOTE 0.125percent 4/1 | CNV | 74624MAB8 | 74,325 | 67,592,000 | PRN | | SOLE | | 74,325 | 0 | 0 |
RAMBUS INC DEL NOTE 1.375percent 2/0 | CNV | 750917AG1 | 30,764 | 27,375,000 | PRN | | SOLE | | 30,764 | 0 | 0 |
REALPAGE INC NOTE 1.500percent 5/1 | CNV | 75606NAC3 | 42,791 | 33,273,000 | PRN | | SOLE | | 42,791 | 0 | 0 |
SEMPRA ENERGY 6percent PFD CONV A DELETED | CVP | 816851406 | 117,216 | 1,185,200 | SH | | SOLE | | 117,216 | 0 | 0 |
SILICON LABORATORIES INC NOTE 1.375percent 3/0 | CNV | 826919AB8 | 1,440 | 1,048,000 | PRN | | SOLE | | 1,440 | 0 | 0 |
SNAP INC NOTE 0.750percent 8/0 | CNV | 83304AAB2 | 128,787 | 56,879,000 | PRN | | SOLE | | 128,787 | 0 | 0 |
SOUTH JERSEY INDS INC UNIT 99/99/9999 | CVP | 838518116 | 56,164 | 1,533,738 | SH | | SOLE | | 56,164 | 0 | 0 |
SOUTHERN CO UNIT 08/01/2022 | CVP | 842587602 | 21,320 | 417,214 | SH | | SOLE | | 21,320 | 0 | 0 |
SPLUNK INC NOTE 1.125percent 9/1 | CNV | 848637AD6 | 36,438 | 26,912,000 | PRN | | SOLE | | 36,438 | 0 | 0 |
SUPERNUS PHARMACEUTICALS INC NOTE 0.625percent 4/0 | CNV | 868459AD0 | 49,249 | 51,932,000 | PRN | | SOLE | | 49,249 | 0 | 0 |
SYNAPTICS INC NOTE 0.500percent 6/1 | CNV | 87157DAD1 | 2,551 | 1,850,000 | PRN | | SOLE | | 2,551 | 0 | 0 |
TURNING PT BRANDS INC NOTE 2.500percent 7/1 | CNV | 90041LAE5 | 31,040 | 27,607,000 | PRN | | SOLE | | 31,040 | 0 | 0 |
TWITTER INC NOTE 0.250percent 6/1 | CNV | 90184LAF9 | 20,663 | 17,098,000 | PRN | | SOLE | | 20,663 | 0 | 0 |
TWITTER INC NOTE 1.000percent 9/1 | CNV | 90184LAD4 | 96,398 | 94,692,000 | PRN | | SOLE | | 96,398 | 0 | 0 |
VERINT SYS INC NOTE 1.500percent 6/0 | CNV | 92343XAA8 | 3,536 | 3,225,000 | PRN | | SOLE | | 3,536 | 0 | 0 |
VIAVI SOLUTIONS INC NOTE 1.750percent 6/0 DELETED | CNV | 925550AE5 | 2,691 | 2,175,000 | PRN | | SOLE | | 2,691 | 0 | 0 |
VISHAY INTERTECHNOLOGY INC NOTE 2.250percent 6/1 | CNV | 928298AP3 | 52,549 | 50,450,000 | PRN | | SOLE | | 52,549 | 0 | 0 |
VONAGE HLDGS CORP NOTE 1.750percent 6/0 | CNV | 92886TAJ1 | 1,485 | 1,375,000 | PRN | | SOLE | | 1,485 | 0 | 0 |
WELLS FARGO CO NEW PERP PFD CNV A DELETED | CVP | 949746804 | 142,834 | 94,100 | SH | | SOLE | | 142,834 | 0 | 0 |
WESTERN DIGITAL CORP. NOTE 1.500percent 2/0 | CNV | 958102AP0 | 4,845 | 4,875,000 | PRN | | SOLE | | 4,845 | 0 | 0 |
WINNEBAGO INDS INC NOTE 1.500percent 4/0 ADDED | CNV | 974637AB6 | 3,642 | 3,075,000 | PRN | | SOLE | | 3,642 | 0 | 0 |
WORKIVA INC NOTE 1.125percent 8/1 | CNV | 98139AAB1 | 42,720 | 31,958,000 | PRN | | SOLE | | 42,720 | 0 | 0 |
ZILLOW GROUP INC NOTE 2.750percent 5/1 | CNV | 98954MAH4 | 32,017 | 15,402,000 | PRN | | SOLE | | 32,017 | 0 | 0 |