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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
hours per response: 23.8
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