The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 43,737 | 29,475,000 | PRN | SOLE | 0 | 0 | 29,475,000 | ||
| ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 26,665 | 14,000,000 | PRN | SOLE | 0 | 0 | 14,000,000 | ||
| AMAG PHARMACEUTICALS INC | NOTE 3.250% 6/0 | 00163UAD8 | 24,251 | 27,875,000 | PRN | SOLE | 0 | 0 | 27,875,000 | ||
| AMERICAN ELEC PWR CO INC | UNIT 03/15/2022 | 025537127 | 76,972 | 1,494,600 | SH | SOLE | 0 | 0 | 1,494,600 | ||
| ANI PHARMACEUTICALS INC | NOTE 3.000%12/0 | 00182CAA1 | 3,413 | 3,107,000 | PRN | SOLE | 0 | 0 | 3,107,000 | ||
| BANK AMER CORP | 7.25%CNV PFD L | 060505682 | 2,893 | 2,216 | SH | SOLE | 0 | 0 | 2,216 | ||
| BECTON DICKINSON & CO | PFD SHS CONV A | 075887208 | 179,272 | 2,886,775 | SH | SOLE | 0 | 0 | 2,886,775 | ||
| CALAMP CORP | NOTE 1.625% 5/1 | 128126AB5 | 802 | 825,000 | PRN | SOLE | 0 | 0 | 825,000 | ||
| CARDTRONICS INC | NOTE 1.000%12/0 | 14161HAG3 | 4,081 | 4,125,000 | PRN | SOLE | 0 | 0 | 4,125,000 | ||
| CENTERPOINT ENERGY INC | DEP RP PFD CV B | 15189T503 | 154,227 | 2,911,325 | SH | SOLE | 0 | 0 | 2,911,325 | ||
| CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 29,750 | 38,050,000 | PRN | SOLE | 0 | 0 | 38,050,000 | ||
| CITRIX SYS INC | NOTE 0.500% 4/1 | 177376AD2 | 94,024 | 66,323,000 | PRN | SOLE | 0 | 0 | 66,323,000 | ||
| CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 6,501 | 8,336,000 | PRN | SOLE | 0 | 0 | 8,336,000 | ||
| COLFAX CORP | UNIT 01/15/2022T | 194014205 | 40,106 | 300,735 | SH | SOLE | 0 | 0 | 300,735 | ||
| COWEN INC | NOTE 3.000%12/1 | 223622AE1 | 9,511 | 9,130,000 | PRN | SOLE | 0 | 0 | 9,130,000 | ||
| CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 134,429 | 113,634 | SH | SOLE | 0 | 0 | 113,634 | ||
| CSG SYS INTL INC | NOTE 4.250% 3/1 | 126349AF6 | 38,497 | 36,685,000 | PRN | SOLE | 0 | 0 | 36,685,000 | ||
| CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 3,897 | 3,050,000 | PRN | SOLE | 0 | 0 | 3,050,000 | ||
| DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 54,381 | 51,900 | SH | SOLE | 0 | 0 | 51,900 | ||
| DOMINION ENERGY INC | UNIT 08/15/2019 | 25746U836 | 286,808 | 5,735,022 | SH | SOLE | 0 | 0 | 5,735,022 | ||
| DTE ENERGY CO | UNIT 99/99/9999 | 233331883 | 1,438 | 26,000 | SH | SOLE | 0 | 0 | 26,000 | ||
| DYCOM INDS INC | NOTE 0.750% 9/1 | 267475AB7 | 3,519 | 3,825,000 | PRN | SOLE | 0 | 0 | 3,825,000 | ||
| ENCORE CAP EUROPE FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | 20,711 | 23,175,000 | PRN | SOLE | 0 | 0 | 23,175,000 | ||
| ENERGIZER HLDGS INC NEW | 7.5 MCNV PFD A | 29272W208 | 17,608 | 178,073 | SH | SOLE | 0 | 0 | 178,073 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 28,296 | 25,410,000 | PRN | SOLE | 0 | 0 | 25,410,000 | ||
| EPR PPTYS | PFD C CNV 5.75% | 26884U208 | 35,035 | 1,112,561 | SH | SOLE | 0 | 0 | 1,112,561 | ||
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 29,244 | 771,007 | SH | SOLE | 0 | 0 | 771,007 | ||
| EURONET WORLDWIDE INC | COM | 298736109 | 3,237 | 22,700 | SH | SOLE | 0 | 0 | 22,700 | ||
| EXACT SCIENCES CORP | NOTE 0.375% 3/1 | 30063PAB1 | 52,899 | 51,975,000 | PRN | SOLE | 0 | 0 | 51,975,000 | ||
| EZCORP INC | NOTE 2.875% 7/0 | 302301AF3 | 56,604 | 50,501,000 | PRN | SOLE | 0 | 0 | 50,501,000 | ||
| FORTIVE CORP | 5% PFD CNV SER A | 34959J207 | 131,828 | 125,212 | SH | SOLE | 0 | 0 | 125,212 | ||
| GAIN CAP HLDGS INC | NOTE 5.000% 8/1 | 36268WAF7 | 6,443 | 6,500,000 | PRN | SOLE | 0 | 0 | 6,500,000 | ||
| GREENBRIER COS INC | NOTE 2.875% 2/0 | 393657AK7 | 5,443 | 5,700,000 | PRN | SOLE | 0 | 0 | 5,700,000 | ||
| GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 36,755 | 33,845,000 | PRN | SOLE | 0 | 0 | 33,845,000 | ||
| HCI GROUP INC | NOTE 4.250% 3/0 | 40416EAD5 | 18,644 | 18,763,000 | PRN | SOLE | 0 | 0 | 18,763,000 | ||
| HURON CONSULTING GROUP INC | NOTE 1.250%10/0 | 447462AB8 | 1,375 | 1,400,000 | PRN | SOLE | 0 | 0 | 1,400,000 | ||
| II VI INC | NOTE 0.250% 9/0 | 902104AB4 | 1,517 | 1,450,000 | PRN | SOLE | 0 | 0 | 1,450,000 | ||
| INFINERA CORPORATION | NOTE 2.125% 9/0 | 45667GAC7 | 14,275 | 18,075,000 | PRN | SOLE | 0 | 0 | 18,075,000 | ||
| INNOVIVA INC | NOTE 2.500% 8/1 | 45781MAB7 | 33,517 | 31,334,000 | PRN | SOLE | 0 | 0 | 31,334,000 | ||
| INTEGRATED DEVICE TECHNOLOGY | NOTE 0.875%11/1 | 458118AC0 | 105,896 | 67,602,000 | PRN | SOLE | 0 | 0 | 67,602,000 | ||
| INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 6,594 | 6,305,000 | PRN | SOLE | 0 | 0 | 6,305,000 | ||
| INTERNATIONAL FLAVORS&FRAGRA | UNIT 09/15/2021 | 459506309 | 70,776 | 1,406,981 | SH | SOLE | 0 | 0 | 1,406,981 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 1,600 | 1,200,000 | PRN | SOLE | 0 | 0 | 1,200,000 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 1,038 | 1,025,000 | PRN | SOLE | 0 | 0 | 1,025,000 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.500% 8/1 | 472145AD3 | 440 | 450,000 | PRN | SOLE | 0 | 0 | 450,000 | ||
| KAMAN CORP | NOTE 3.250% 5/0 | 483548AF0 | 27,290 | 24,811,000 | PRN | SOLE | 0 | 0 | 24,811,000 | ||
| KNOWLES CORP | NOTE 3.250%11/0 | 49926DAB5 | 41,443 | 35,486,000 | PRN | SOLE | 0 | 0 | 35,486,000 | ||
| LIBERTY MEDIA CORP | DEB 4.000%11/1 | 530715AG6 | 8,193 | 11,960,000 | PRN | SOLE | 0 | 0 | 11,960,000 | ||
| LIBERTY MEDIA CORP | DEB 3.750% 2/1 | 530715AL5 | 22,556 | 33,171,000 | PRN | SOLE | 0 | 0 | 33,171,000 | ||
| LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 3,149 | 2,675,000 | PRN | SOLE | 0 | 0 | 2,675,000 | ||
| MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 16,663 | 17,550,000 | PRN | SOLE | 0 | 0 | 17,550,000 | ||
| MERITOR INC | NOTE 3.250%10/1 | 59001KAF7 | 10,080 | 10,475,000 | PRN | SOLE | 0 | 0 | 10,475,000 | ||
| MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 146,710 | 90,292,000 | PRN | SOLE | 0 | 0 | 90,292,000 | ||
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 21,996 | 19,233,000 | PRN | SOLE | 0 | 0 | 19,233,000 | ||
| NEXTERA ENERGY INC | COM | 65339F101 | 25,373 | 131,250 | SH | SOLE | 0 | 0 | 131,250 | ||
| NUANCE COMMUNICATIONS INC | DEBT 1.500%11/0 | 67020YAG5 | 647 | 650,000 | PRN | SOLE | 0 | 0 | 650,000 | ||
| NUANCE COMMUNICATIONS INC | DBCV 1.000%12/1 | 67020YAK6 | 50,797 | 54,453,000 | PRN | SOLE | 0 | 0 | 54,453,000 | ||
| NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 37,494 | 37,895,000 | PRN | SOLE | 0 | 0 | 37,895,000 | ||
| NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 24,331 | 21,877,000 | PRN | SOLE | 0 | 0 | 21,877,000 | ||
| NXP SEMICONDUCTORS N V | NOTE 1.000%12/0 | 62952QAB6 | 43,808 | 42,780,000 | PRN | SOLE | 0 | 0 | 42,780,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 371 | 300,000 | PRN | SOLE | 0 | 0 | 300,000 | ||
| ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 37,744 | 30,665,000 | PRN | SOLE | 0 | 0 | 30,665,000 | ||
| OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 2,801 | 2,770,000 | PRN | SOLE | 0 | 0 | 2,770,000 | ||
| PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 3,838 | 4,300,000 | PRN | SOLE | 0 | 0 | 4,300,000 | ||
| PORTFOLIO RECOVERY ASSOCS IN | NOTE 3.000% 8/0 | 73640QAB1 | 3,610 | 3,750,000 | PRN | SOLE | 0 | 0 | 3,750,000 | ||
| PRA GROUP INC | NOTE 3.500% 6/0 | 69354NAB2 | 28,855 | 32,216,000 | PRN | SOLE | 0 | 0 | 32,216,000 | ||
| QTS RLTY TR INC | 6.50% CON PFD B | 74736A301 | 24,814 | 228,050 | SH | SOLE | 0 | 0 | 228,050 | ||
| QUOTIENT TECHNOLOGY INC | NOTE 1.750%12/0 | 749119AB9 | 36,156 | 38,600,000 | PRN | SOLE | 0 | 0 | 38,600,000 | ||
| RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 23,374 | 25,050,000 | PRN | SOLE | 0 | 0 | 25,050,000 | ||
| RAYONIER ADVANCED MATLS INC | PFD CV SER A | 75508B203 | 2,931 | 30,000 | SH | SOLE | 0 | 0 | 30,000 | ||
| RETROPHIN INC | NOTE 2.500% 9/1 | 761299AB2 | 8,787 | 9,425,000 | PRN | SOLE | 0 | 0 | 9,425,000 | ||
| ROYAL GOLD INC | NOTE 2.875% 6/1 | 780287AA6 | 1,822 | 1,825,000 | PRN | SOLE | 0 | 0 | 1,825,000 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 3,253 | 3,295,000 | PRN | SOLE | 0 | 0 | 3,295,000 | ||
| SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 103,736 | 981,512 | SH | SOLE | 0 | 0 | 981,512 | ||
| SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 4,566 | 2,465,000 | PRN | SOLE | 0 | 0 | 2,465,000 | ||
| SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 5,345 | 4,925,000 | PRN | SOLE | 0 | 0 | 4,925,000 | ||
| SOUTH JERSEY INDS INC | UNIT 99/99/9999 | 838518116 | 47,631 | 925,588 | SH | SOLE | 0 | 0 | 925,588 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 2.875% 5/1 | 84860WAA0 | 1,846 | 1,850,000 | PRN | SOLE | 0 | 0 | 1,850,000 | ||
| SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 1,273 | 1,275,000 | PRN | SOLE | 0 | 0 | 1,275,000 | ||
| STANLEY BLACK & DECKER INC | UNIT 05/15/2020 | 854502887 | 13,864 | 142,000 | SH | SOLE | 0 | 0 | 142,000 | ||
| SUPERNUS PHARMACEUTICALS INC | NOTE 0.625% 4/0 | 868459AD0 | 5,641 | 5,825,000 | PRN | SOLE | 0 | 0 | 5,825,000 | ||
| SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 52,719 | 57,131,000 | PRN | SOLE | 0 | 0 | 57,131,000 | ||
| TEAM INC | NOTE 5.000% 8/0 | 878155AE0 | 37,969 | 35,177,000 | PRN | SOLE | 0 | 0 | 35,177,000 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 2,080 | 2,050,000 | PRN | SOLE | 0 | 0 | 2,050,000 | ||
| TUTOR PERINI CORP | NOTE 2.875% 6/1 | 901109AD0 | 1,529 | 1,600,000 | PRN | SOLE | 0 | 0 | 1,600,000 | ||
| TWITTER INC | NOTE 0.250% 9/1 | 90184LAB8 | 29,731 | 30,233,000 | PRN | SOLE | 0 | 0 | 30,233,000 | ||
| TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 78,886 | 83,836,000 | PRN | SOLE | 0 | 0 | 83,836,000 | ||
| VECTOR GROUP LTD | FRNT 4/1 | 92240MBC1 | 31,018 | 30,597,000 | PRN | SOLE | 0 | 0 | 30,597,000 | ||
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 1,258 | 1,475,000 | PRN | SOLE | 0 | 0 | 1,475,000 | ||
| VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 2,479 | 2,250,000 | PRN | SOLE | 0 | 0 | 2,250,000 | ||
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 19,981 | 17,750,000 | PRN | SOLE | 0 | 0 | 17,750,000 | ||
| VISTRA ENERGY CORP | UNIT 02/02/2024 | 92840M300 | 63,431 | 644,296 | SH | SOLE | 0 | 0 | 644,296 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 238,959 | 184,594 | SH | SOLE | 0 | 0 | 184,594 | ||
| ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 1,326 | 1,300,000 | PRN | SOLE | 0 | 0 | 1,300,000 | ||
| ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 24,318 | 26,700,000 | PRN | SOLE | 0 | 0 | 26,700,000 | ||
| ZIONS BANCORPORATION N A | *W EXP 05/21/202 | 989701115 | 24,133 | 1,839,387 | PRN | SOLE | 0 | 0 | 1,839,387 | ||