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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 57,736 32,475,000 PRN   SOLE   0 0 32,475,000
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 2,350 2,200,000 PRN   SOLE   0 0 2,200,000
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 61,267 32,850,000 PRN   SOLE   0 0 32,850,000
AQUA AMERICA INC UNIT 04/30/2022 03836W202 79,263 1,386,225 SH   SOLE   0 0 1,386,225
BANK AMER CORP 7.25%CNV PFD L 060505682 3,037 2,216 SH   SOLE   0 0 2,216
BECTON DICKINSON & CO PFD SHS CONV A 075887208 192,427 3,101,198 SH   SOLE   0 0 3,101,198
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 2,243 2,000,000 PRN   SOLE   0 0 2,000,000
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 159,692 3,176,324 SH   SOLE   0 0 3,176,324
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 32,257 41,191,000 PRN   SOLE   0 0 41,191,000
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 10,785 17,336,000 PRN   SOLE   0 0 17,336,000
COLFAX CORP UNIT 01/15/2022T 194014205 31,236 246,865 SH   SOLE   0 0 246,865
COWEN INC NOTE 3.000%12/1 223622AE1 10,532 9,120,000 PRN   SOLE   0 0 9,120,000
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 69,935 58,485 SH   SOLE   0 0 58,485
CSG SYS INTL INC NOTE 4.250% 3/1 126349AF6 47,454 42,893,000 PRN   SOLE   0 0 42,893,000
DANAHER CORPORATION 4.75 MND CV PFD 235851300 18,862 17,169 SH   SOLE   0 0 17,169
DOMINION ENERGY INC COM 25746U109 80,567 1,042,000 SH Call SOLE   0 0 10,420
DOMINION ENERGY INC COM 25746U109 63,116 816,300 SH Put SOLE   0 0 8,163
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 376,525 7,541,172 SH   SOLE   0 0 7,541,172
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 293 300,000 PRN   SOLE   0 0 300,000
ENCORE CAP EUROPE FIN LTD NOTE 4.500% 9/0 29260UAA5 21,042 20,675,000 PRN   SOLE   0 0 20,675,000
ENVESTNET INC NOTE 1.750%12/1 29404KAA4 24,769 21,910,000 PRN   SOLE   0 0 21,910,000
EPR PPTYS CONV PFD 9% SR E 26884U307 30,730 811,029 SH   SOLE   0 0 811,029
EPR PPTYS PFD C CNV 5.75% 26884U208 26,486 826,561 SH   SOLE   0 0 826,561
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 38,440 30,475,000 PRN   SOLE   0 0 30,475,000
EZCORP INC NOTE 2.875% 7/0 302301AF3 53,890 47,506,000 PRN   SOLE   0 0 47,506,000
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 20,129 20,650,000 PRN   SOLE   0 0 20,650,000
FIVE9 INC NOTE 0.125% 5/0 338307AB7 9,219 6,650,000 PRN   SOLE   0 0 6,650,000
FORTIVE CORP 5% PFD CNV SER A 34959J207 93,451 90,730 SH   SOLE   0 0 90,730
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 5,528 6,500,000 PRN   SOLE   0 0 6,500,000
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 6,198 6,450,000 PRN   SOLE   0 0 6,450,000
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 39,644 35,345,000 PRN   SOLE   0 0 35,345,000
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 19,475 19,863,000 PRN   SOLE   0 0 19,863,000
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 3,862 3,900,000 PRN   SOLE   0 0 3,900,000
II VI INC NOTE 0.250% 9/0 902104AB4 6,108 5,800,000 PRN   SOLE   0 0 5,800,000
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 11,940 17,575,000 PRN   SOLE   0 0 17,575,000
INNOVIVA INC NOTE 2.500% 8/1 45781MAB7 35,625 32,334,000 PRN   SOLE   0 0 32,334,000
INPHI CORP NOTE 1.125%12/0 45772FAB3 2,245 1,675,000 PRN   SOLE   0 0 1,675,000
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 6,541 6,305,000 PRN   SOLE   0 0 6,305,000
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 55,051 1,026,125 SH   SOLE   0 0 1,026,125
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 443 450,000 PRN   SOLE   0 0 450,000
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,043 1,025,000 PRN   SOLE   0 0 1,025,000
KAMAN CORP NOTE 3.250% 5/0 483548AF0 26,160 22,311,000 PRN   SOLE   0 0 22,311,000
KNOWLES CORP NOTE 3.250%11/0 49926DAB5 41,279 34,386,000 PRN   SOLE   0 0 34,386,000
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 5,618 8,171,000 PRN   SOLE   0 0 8,171,000
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 8,417 11,960,000 PRN   SOLE   0 0 11,960,000
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 49,298 57,100,000 PRN   SOLE   0 0 57,100,000
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 16,946 17,550,000 PRN   SOLE   0 0 17,550,000
MERITOR INC NOTE 3.250%10/1 59001KAF7 6,749 6,475,000 PRN   SOLE   0 0 6,475,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 106,405 60,292,000 PRN   SOLE   0 0 60,292,000
NATIONAL HEALTH INVS INC NOTE 3.250% 4/0 63633DAE4 5,059 4,406,000 PRN   SOLE   0 0 4,406,000
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 36,689 34,350,000 PRN   SOLE   0 0 34,350,000
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 49,600 52,846,000 PRN   SOLE   0 0 52,846,000
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 41,249 42,095,000 PRN   SOLE   0 0 42,095,000
NUTANIX INC NOTE 1/1 67059NAB4 11,204 12,000,000 PRN   SOLE   0 0 12,000,000
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 21,243 18,727,000 PRN   SOLE   0 0 18,727,000
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 48,977 46,480,000 PRN   SOLE   0 0 46,480,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 4,054 3,300,000 PRN   SOLE   0 0 3,300,000
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 34,679 28,465,000 PRN   SOLE   0 0 28,465,000
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 20,116 16,973,000 PRN   SOLE   0 0 16,973,000
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 13,054 12,750,000 PRN   SOLE   0 0 12,750,000
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 4,035 4,450,000 PRN   SOLE   0 0 4,450,000
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 3,714 3,750,000 PRN   SOLE   0 0 3,750,000
PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 13,257 14,216,000 PRN   SOLE   0 0 14,216,000
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 16,804 17,550,000 PRN   SOLE   0 0 17,550,000
QTS RLTY TR INC 6.50% CON PFD B 74736A301 22,033 198,050 SH   SOLE   0 0 198,050
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 33,894 35,200,000 PRN   SOLE   0 0 35,200,000
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 24,815 25,300,000 PRN   SOLE   0 0 25,300,000
RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8,444 9,425,000 PRN   SOLE   0 0 9,425,000
RINGCENTRAL INC NOTE 3/1 76680RAD9 56,763 37,868,000 PRN   SOLE   0 0 37,868,000
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 5,995 5,935,000 PRN   SOLE   0 0 5,935,000
SERVICENOW INC NOTE 6/0 81762PAC6 5,111 2,465,000 PRN   SOLE   0 0 2,465,000
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 6,121 4,925,000 PRN   SOLE   0 0 4,925,000
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 28,215 531,352 SH   SOLE   0 0 531,352
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 1,298 1,275,000 PRN   SOLE   0 0 1,275,000
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,387 2,000,000 PRN   SOLE   0 0 2,000,000
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 5,684 5,825,000 PRN   SOLE   0 0 5,825,000
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 41,332 46,278,000 PRN   SOLE   0 0 46,278,000
TEAM INC NOTE 5.000% 8/0 878155AE0 30,644 30,144,000 PRN   SOLE   0 0 30,144,000
TESLA INC NOTE 2.000% 5/1 88160RAG6 7,685 7,825,000 PRN   SOLE   0 0 7,825,000
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2,202 2,100,000 PRN   SOLE   0 0 2,100,000
TUTOR PERINI CORP NOTE 2.875% 6/1 901109AD0 1,516 1,600,000 PRN   SOLE   0 0 1,600,000
TWITTER INC NOTE 0.250% 6/1 90184LAF9 5,454 5,600,000 PRN   SOLE   0 0 5,600,000
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,717 2,733,000 PRN   SOLE   0 0 2,733,000
TWITTER INC NOTE 1.000% 9/1 90184LAD4 104,238 108,911,000 PRN   SOLE   0 0 108,911,000
VECTOR GROUP LTD FRNT 4/1 92240MBC1 24,318 23,597,000 PRN   SOLE   0 0 23,597,000
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 1,309 1,475,000 PRN   SOLE   0 0 1,475,000
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 3,751 3,500,000 PRN   SOLE   0 0 3,500,000
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 23,182 19,750,000 PRN   SOLE   0 0 19,750,000
VIAVI SOLUTIONS INC NOTE 1.750% 6/0 925550AE5 10,594 9,166,000 PRN   SOLE   0 0 9,166,000
WELLS FARGO CO NEW PERP PFD CNV A 949746804 255,682 187,244 SH   SOLE   0 0 187,244
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 23,267 23,700,000 PRN   SOLE   0 0 23,700,000
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 3,055 2,700,000 PRN   SOLE   0 0 2,700,000
ZIONS BANCORPORATION N A *W EXP 05/21/202 989701115 22,756 1,689,387 PRN   SOLE   0 0 1,689,387