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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
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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 18,891 9,475,000 PRN   SOLE   0 0 9,475,000
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 4,991 4,360,000 PRN   SOLE   0 0 4,360,000
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 55,333 35,350,000 PRN   SOLE   0 0 35,350,000
AQUA AMERICA INC UNIT 04/30/2022 03836W202 57,696 954,725 SH   SOLE   0 0 954,725
BANK AMER CORP 7.25%CNV PFD L 060505682 24,007 16,033 SH   SOLE   0 0 16,033
BECTON DICKINSON & CO PFD SHS CONV A 075887208 199,338 3,223,447 SH   SOLE   0 0 3,223,447
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 1,802 1,750,000 PRN   SOLE   0 0 1,750,000
CALAMP CORP NOTE 2.000% 8/0 128126AD1 1,907 2,345,000 PRN   SOLE   0 0 2,345,000
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 126,245 2,412,487 SH   SOLE   0 0 2,412,487
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 32,559 42,216,000 PRN   SOLE   0 0 42,216,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 2,021 4,836,000 PRN   SOLE   0 0 4,836,000
COWEN INC NOTE 3.000%12/1 223622AE1 9,968 9,120,000 PRN   SOLE   0 0 9,120,000
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 94,144 74,478 SH   SOLE   0 0 74,478
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 44,646 39,493,000 PRN   SOLE   0 0 39,493,000
DOMINION ENERGY INC COM 25746U109 21,119 260,600 SH Call SOLE   0 0 260,600
DOMINION ENERGY INC COM 25746U109 10,324 127,400 SH Put SOLE   0 0 127,400
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 53,629 507,850 SH   SOLE   0 0 507,850
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 9,955 9,675,000 PRN   SOLE   0 0 9,675,000
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 1,015 1,000,000 PRN   SOLE   0 0 1,000,000
EPR PPTYS CONV PFD 9% SR E 26884U307 31,575 813,798 SH   SOLE   0 0 813,798
EPR PPTYS PFD C CNV 5.75% 26884U208 27,600 827,370 SH   SOLE   0 0 827,370
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 32,876 30,475,000 PRN   SOLE   0 0 30,475,000
EZCORP INC NOTE 2.875% 7/0 302301AF3 43,107 45,706,000 PRN   SOLE   0 0 45,706,000
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 35,584 37,975,000 PRN   SOLE   0 0 37,975,000
FIVE9 INC NOTE 0.125% 5/0 338307AB7 9,569 6,650,000 PRN   SOLE   0 0 6,650,000
FORTIVE CORP 5% PFD CNV SER A 34959J207 150,127 166,530 SH   SOLE   0 0 166,530
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 81,510 66,970,000 PRN   SOLE   0 0 66,970,000
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 10,905 11,739,000 PRN   SOLE   0 0 11,739,000
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 5,170 5,450,000 PRN   SOLE   0 0 5,450,000
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 42,190 36,845,000 PRN   SOLE   0 0 36,845,000
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 11,747 11,824,000 PRN   SOLE   0 0 11,824,000
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 11,799 12,649,000 PRN   SOLE   0 0 12,649,000
II VI INC NOTE 0.250% 9/0 902104AB4 5,006 4,850,000 PRN   SOLE   0 0 4,850,000
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 15,248 17,575,000 PRN   SOLE   0 0 17,575,000
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 33,150 34,509,000 PRN   SOLE   0 0 34,509,000
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 6,040 6,055,000 PRN   SOLE   0 0 6,055,000
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 52,082 1,112,869 SH   SOLE   0 0 1,112,869
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 433 450,000 PRN   SOLE   0 0 450,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,026 1,025,000 PRN   SOLE   0 0 1,025,000
KAMAN CORP NOTE 3.250% 5/0 483548AF0 24,939 21,861,000 PRN   SOLE   0 0 21,861,000
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 34,122 26,636,000 PRN   SOLE   0 0 26,636,000
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 496 700,000 PRN   SOLE   0 0 700,000
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1,980 2,750,000 PRN   SOLE   0 0 2,750,000
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 48,715 58,450,000 PRN   SOLE   0 0 58,450,000
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 18,972 18,925,000 PRN   SOLE   0 0 18,925,000
MERITOR INC NOTE 3.250%10/1 59001KAF7 5,455 5,575,000 PRN   SOLE   0 0 5,575,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 114,206 60,292,000 PRN   SOLE   0 0 60,292,000
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 5,472 4,531,000 PRN   SOLE   0 0 4,531,000
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 42,626 45,031,000 PRN   SOLE   0 0 45,031,000
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 111,520 2,219,300 SH   SOLE   0 0 2,219,300
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 49,843 44,350,000 PRN   SOLE   0 0 44,350,000
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 49,467 52,346,000 PRN   SOLE   0 0 52,346,000
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 41,253 42,095,000 PRN   SOLE   0 0 42,095,000
NUTANIX INC NOTE 1/1 67059NAB4 24,495 26,250,000 PRN   SOLE   0 0 26,250,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 1,477 1,250,000 PRN   SOLE   0 0 1,250,000
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 50,579 46,480,000 PRN   SOLE   0 0 46,480,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 4,173 3,575,000 PRN   SOLE   0 0 3,575,000
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 35,370 29,415,000 PRN   SOLE   0 0 29,415,000
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 22,509 20,123,000 PRN   SOLE   0 0 20,123,000
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 12,539 12,750,000 PRN   SOLE   0 0 12,750,000
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3,391 3,225,000 PRN   SOLE   0 0 3,225,000
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 3,360 3,725,000 PRN   SOLE   0 0 3,725,000
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 3,715 3,750,000 PRN   SOLE   0 0 3,750,000
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 7,817 7,716,000 PRN   SOLE   0 0 7,716,000
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 43,334 44,067,000 PRN   SOLE   0 0 44,067,000
QTS RLTY TR INC 6.50% CON PFD B 74736A301 24,029 198,050 SH   SOLE   0 0 198,050
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 2,114 2,250,000 PRN   SOLE   0 0 2,250,000
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 32,497 32,800,000 PRN   SOLE   0 0 32,800,000
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 2,793 2,825,000 PRN   SOLE   0 0 2,825,000
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 6,236 8,425,000 PRN   SOLE   0 0 8,425,000
RINGCENTRAL INC NOTE 3/1 76680RAD9 61,054 37,868,000 PRN   SOLE   0 0 37,868,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 5,856 5,865,000 PRN   SOLE   0 0 5,865,000
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 3,505 2,695,000 PRN   SOLE   0 0 2,695,000
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 21,770 418,652 SH   SOLE   0 0 418,652
SOUTHERN CO UNIT 08/01/2022 842587602 88,910 1,660,000 SH   SOLE   0 0 1,660,000
SPLUNK INC NOTE 0.500% 9/1 848637AC8 4,781 4,450,000 PRN   SOLE   0 0 4,450,000
SPLUNK INC NOTE 1.125% 9/1 848637AD6 49,710 45,475,000 PRN   SOLE   0 0 45,475,000
SQUARE INC NOTE 0.500% 5/1 852234AD5 4,170 3,750,000 PRN   SOLE   0 0 3,750,000
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 5,232 5,650,000 PRN   SOLE   0 0 5,650,000
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 37,835 40,628,000 PRN   SOLE   0 0 40,628,000
TEAM INC NOTE 5.000% 8/0 878155AE0 33,311 30,144,000 PRN   SOLE   0 0 30,144,000
TWITTER INC NOTE 0.250% 6/1 90184LAF9 2,831 2,675,000 PRN   SOLE   0 0 2,675,000
TWITTER INC NOTE 1.000% 9/1 90184LAD4 109,670 111,411,000 PRN   SOLE   0 0 111,411,000
VECTOR GROUP LTD FRNT 4/1 92240MBC1 37,622 36,197,000 PRN   SOLE   0 0 36,197,000
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 1,313 1,475,000 PRN   SOLE   0 0 1,475,000
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 3,946 3,925,000 PRN   SOLE   0 0 3,925,000
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 28,539 23,250,000 PRN   SOLE   0 0 23,250,000
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 6,812 5,666,000 PRN   SOLE   0 0 5,666,000
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 65,740 70,325,000 PRN   SOLE   0 0 70,325,000
WELLS FARGO CO NEW PERP PFD CNV A 949746804 201,377 132,703 SH   SOLE   0 0 132,703
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 6,032 6,300,000 PRN   SOLE   0 0 6,300,000
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 25,466 29,000,000 PRN   SOLE   0 0 29,000,000
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1,462 1,475,000 PRN   SOLE   0 0 1,475,000
ZIONS BANCORPORATION N A *W EXP 05/21/202 989701115 19,952 1,689,387 SH   SOLE   0 0 1,689,387