The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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
ATLAS AIR WORLDWIDE HLDG CONV 049164BJ4 21,896 26,275,000 PRN   SOLE   26,275,000 0 0
ATLAS AIR WORLDWIDE HLDG CONV 049164BH8 8,876 10,006,000 PRN   SOLE   10,006,000 0 0
AKAMAI TECHNOLOGIES INC CONV 00971TAJ0 72,159 62,861,000 PRN   SOLE   62,861,000 0 0
ALTAIR ENGINEERING INC CONV 021369AA1 16,047 15,926,000 PRN   SOLE   15,926,000 0 0
ALZA CORP CONV 02261WAB5 8,107 4,546,000 PRN   SOLE   4,546,000 0 0
ANTHEM INC CONV 94973VBG1 56,318 16,839,000 PRN   SOLE   16,839,000 0 0
ARES CAPITAL CORP CONV 04010LAT0 79,256 76,376,000 PRN   SOLE   76,376,000 0 0
ARES CAPITAL CORP CONV 04010LAW3 61,040 57,612,000 PRN   SOLE   57,612,000 0 0
ARCONIC INC CONV 74973WAB3 24,834 24,819,000 PRN   SOLE   24,819,000 0 0
AIR TRANSPORT SERVICES G CONV 00922RAB1 30,684 32,736,000 PRN   SOLE   32,736,000 0 0
BLACKROCK CAPITAL INVEST CONV 092533AC2 7,868 7,858,000 PRN   SOLE   7,858,000 0 0
BOOKING HOLDINGS INC CONV 741503AS5 54,531 36,462,000 PRN   SOLE   36,462,000 0 0
BOOKING HOLDINGS INC CONV 741503AX4 87,035 74,983,000 PRN   SOLE   74,983,000 0 0
BIOMARIN PHARMACEUTICAL CONV 09061GAH4 80,309 81,501,000 PRN   SOLE   81,501,000 0 0
BIOMARIN PHARMACEUTICAL CONV 09061GAF8 39,192 37,943,000 PRN   SOLE   37,943,000 0 0
BRISTOL-MYERS SQUIBB CO CONV 110122AN8 1,587 1,218,000 PRN   SOLE   1,218,000 0 0
BLACKSTONE MORTGAGE TR CONV 09257WAC4 26,545 25,287,000 PRN   SOLE   25,287,000 0 0
BLACKSTONE MORTGAGE TR CONV 09257WAB6 26,203 25,071,000 PRN   SOLE   25,071,000 0 0
CALAMP CORP CONV 128126AD1 14,063 17,187,000 PRN   SOLE   17,187,000 0 0
CARDTRONICS INC CONV 14161HAG3 38,908 39,504,000 PRN   SOLE   39,504,000 0 0
CHESAPEAKE ENERGY CORP CONV 165167CY1 10,088 17,000,000 PRN   SOLE   17,000,000 0 0
SEACOR HOLDINGS INC CONV 811904AM3 53 56,000 PRN   SOLE   56,000 0 0
SEACOR HOLDINGS INC CONV 81170YAB5 6 7,000 PRN   SOLE   7,000 0 0
CLEVELAND-CLIFFS INC CONV 185899AA9 15,427 14,081,000 PRN   SOLE   14,081,000 0 0
COLONY CAPITAL INC CONV 19624RAB2 26,678 27,004,000 PRN   SOLE   27,004,000 0 0
CSG SYSTEMS INTERNATIONA CONV 126349AF6 47,714 42,131,000 PRN   SOLE   42,131,000 0 0
CYPRESS SEMICONDUCTOR CO CONV 232806AP4 10,908 9,000,000 PRN   SOLE   9,000,000 0 0
CYPRESS SEMICONDUCTOR CO CONV 232806AM1 7,877 4,516,000 PRN   SOLE   4,516,000 0 0
CAESARS ENTERTAIN CORP CONV 127686AA1 37 22,000 PRN   SOLE   22,000 0 0
DANAHER CORP CONV 235851AF9 3,319 601,000 PRN   SOLE   601,000 0 0
DISH NETWORK CORP CONV 25470MAD1 35,951 40,837,000 PRN   SOLE   40,837,000 0 0
DISH NETWORK CORP CONV 25470MAB5 73,629 80,093,000 PRN   SOLE   80,093,000 0 0
DEXCOM INC CONV 252131AF4 138 87,000 PRN   SOLE   87,000 0 0
DYCOM INDUSTRIES INC CONV 267475AB7 42,935 44,967,000 PRN   SOLE   44,967,000 0 0
ENVESTNET INC CONV 29404KAB2 15,243 14,077,000 PRN   SOLE   14,077,000 0 0
ENVESTNET INC CONV 29404KAA4 4,086 4,038,000 PRN   SOLE   4,038,000 0 0
EVOLENT HEALTH INC CONV 30050BAB7 32 37,000 PRN   SOLE   37,000 0 0
EXACT SCIENCES CORP CONV 30063PAB1 28,586 26,449,000 PRN   SOLE   26,449,000 0 0
EZCORP INC CONV 302301AE6 7,093 8,842,000 PRN   SOLE   8,842,000 0 0
EZCORP INC CONV 302301AF3 216 228,000 PRN   SOLE   228,000 0 0
FIREEYE INC CONV 31816QAF8 70,180 74,533,000 PRN   SOLE   74,533,000 0 0
FIREEYE INC CONV 31816QAD3 39,907 42,146,000 PRN   SOLE   42,146,000 0 0
FIVE9 INC CONV 338307AB7 11,869 8,209,000 PRN   SOLE   8,209,000 0 0
FLUIDIGM CORP CONV 34385PAA6 34 61,000 PRN   SOLE   61,000 0 0
FLEXION THERAPEUTICS INC CONV 33938JAB2 17,070 18,907,000 PRN   SOLE   18,907,000 0 0
GREENBRIER COS INC CONV 393657AK7 24,504 25,589,000 PRN   SOLE   25,589,000 0 0
GOLAR LNG LTD CONV 38046YAB7 55 63,000 PRN   SOLE   63,000 0 0
GOLDMAN SACHS GROUP INC CONV 38147QMF0 20 21,000 PRN   SOLE   21,000 0 0
GOLDMAN SACHS BDC INC CONV 38147UAB3 13,068 12,721,000 PRN   SOLE   12,721,000 0 0
GUIDEWIRE SOFTWARE INC CONV 40171VAA8 52 45,000 PRN   SOLE   45,000 0 0
HERBALIFE LTD CONV 42703MAD5 48,532 51,896,000 PRN   SOLE   51,896,000 0 0
HELIX ENERGY SOLUTIONS CONV 42330PAJ6 7,672 6,551,000 PRN   SOLE   6,551,000 0 0
HUAZHU GROUP LTD CONV 16949NAC3 47,985 46,022,000 PRN   SOLE   46,022,000 0 0
HORIZON PHARMA INV LTD CONV 44052TAB7 31,221 26,750,000 PRN   SOLE   26,750,000 0 0
INTERCEPT PHARMAS CONV 45845PAA6 39,322 45,740,000 PRN   SOLE   45,740,000 0 0
INTERDIGITAL INC CONV 458660AD9 6,001 6,011,000 PRN   SOLE   6,011,000 0 0
FINISAR CORP CONV 31787AAP6 27,490 27,565,000 PRN   SOLE   27,565,000 0 0
ILLUMINA INC CONV 452327AH2 78,341 58,804,000 PRN   SOLE   58,804,000 0 0
ILLUMINA INC CONV 452327AK5 84,696 76,196,000 PRN   SOLE   76,196,000 0 0
INSMED INC CONV 457669AA7 26,520 31,693,000 PRN   SOLE   31,693,000 0 0
INNOVIVA INC CONV 88338TAB0 33,156 35,150,000 PRN   SOLE   35,150,000 0 0
IH MERGER SUB LLC CONV 19625XAB8 16,569 12,414,000 PRN   SOLE   12,414,000 0 0
IONIS PHARMACEUTICALS IN CONV 464337AJ3 20,261 17,756,000 PRN   SOLE   17,756,000 0 0
INPHI CORP CONV 45772FAC1 8,715 7,000,000 PRN   SOLE   7,000,000 0 0
JAZZ INVESTMENTS I LTD CONV 472145AD3 58,306 60,432,000 PRN   SOLE   60,432,000 0 0
JAZZ INVESTMENTS I LTD CONV 472145AB7 27,146 27,055,000 PRN   SOLE   27,055,000 0 0
KAMAN CORP CONV 483548AF0 2,670 2,337,000 PRN   SOLE   2,337,000 0 0
LIGAND PHARMACEUTICALS I CONV 53220KAF5 52,698 63,124,000 PRN   SOLE   63,124,000 0 0
LIBERTY INTERACTIVE LLC CONV 530715AN1 81 133,000 PRN   SOLE   133,000 0 0
LUMENTUM HOLDINGS INC CONV 55024UAB5 14,187 12,196,000 PRN   SOLE   12,196,000 0 0
LIBERTY MEDIA CORP CONV 531229AB8 52,367 43,796,000 PRN   SOLE   43,796,000 0 0
LIBERTY MEDIA CORP CONV 531229AE2 55,483 97,242,000 PRN   SOLE   97,242,000 0 0
CHENIERE ENERGY INC CONV 16411RAG4 33,869 43,331,000 PRN   SOLE   43,331,000 0 0
NOVELLUS SYSTEMS INC CONV 670008AD3 47,506 6,659,000 PRN   SOLE   6,659,000 0 0
LIVE NATION ENTERTAINMEN CONV 538034AQ2 195 166,000 PRN   SOLE   166,000 0 0
MICROCHIP TECHNOLOGY INC CONV 595017AF1 87,661 67,965,000 PRN   SOLE   67,965,000 0 0
ALLSCRIPTS HEALTHCARE SO CONV 01988PAD0 29,479 29,668,000 PRN   SOLE   29,668,000 0 0
MACQUARIE INFRASTRUCTURE CONV 55608BAB1 35,099 38,450,000 PRN   SOLE   38,450,000 0 0
MESA LABORATORIES INC CONV 59064RAA7 8,571 8,000,000 PRN   SOLE   8,000,000 0 0
MERITOR INC CONV 59001KAF7 53,797 54,549,000 PRN   SOLE   54,549,000 0 0
NEUROCRINE BIOSCIENCES CONV 64125CAD1 14,633 10,683,000 PRN   SOLE   10,683,000 0 0
NEW RELIC INC CONV 64829BAB6 43,860 46,293,000 PRN   SOLE   46,293,000 0 0
NATIONAL HEALTH INVESTOR CONV 63633DAE4 114 95,000 PRN   SOLE   95,000 0 0
NEW MOUNTAIN FINANCE COR CONV 647551AC4 11,037 10,500,000 PRN   SOLE   10,500,000 0 0
SERVICENOW INC CONV 81762PAC6 15,125 7,853,000 PRN   SOLE   7,853,000 0 0
NRG ENERGY INC CONV 629377CG5 55,862 49,691,000 PRN   SOLE   49,691,000 0 0
NUTANIX INC CONV 67059NAB4 31,094 33,239,000 PRN   SOLE   33,239,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAG5 522 521,000 PRN   SOLE   521,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAN0 24,517 24,760,000 PRN   SOLE   24,760,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAK6 57,632 60,864,000 PRN   SOLE   60,864,000 0 0
NUANCE COMMUNICATIONS CONV 67020YAF7 110 111,000 PRN   SOLE   111,000 0 0
NUVASIVE INC CONV 670704AG0 25,549 21,613,000 PRN   SOLE   21,613,000 0 0
NEVRO CORP CONV 64157FAA1 27,411 24,220,000 PRN   SOLE   24,220,000 0 0
NXP SEMICONDUCTOR NV CONV 62952QAB6 10,335 9,472,000 PRN   SOLE   9,472,000 0 0
OIL STATES INTL INC CONV 678026AH8 15,977 19,050,000 PRN   SOLE   19,050,000 0 0
ON SEMICONDUCTOR CORP CONV 682189AP0 31,877 26,454,000 PRN   SOLE   26,454,000 0 0
OSI SYSTEMS INC CONV 671044AD7 17,480 15,641,000 PRN   SOLE   15,641,000 0 0
PALO ALTO NETWORKS CONV 697435AD7 164,095 155,747,000 PRN   SOLE   155,747,000 0 0
PACIRA BIOSCIENCES INC CONV 695127AD2 25,755 26,094,000 PRN   SOLE   26,094,000 0 0
INSULET CORPORATION CONV 45784PAH4 3,230 1,754,000 PRN   SOLE   1,754,000 0 0
PRA GROUP INC CONV 69354NAB2 43,015 42,507,000 PRN   SOLE   42,507,000 0 0
PRA GROUP INC CONV 73640QAB1 30,299 30,500,000 PRN   SOLE   30,500,000 0 0
PURE STORAGE INC CONV 74624MAB8 79,745 81,007,000 PRN   SOLE   81,007,000 0 0
PRETIUM RESOURCES INC CONV 74139CAB8 7,697 7,408,000 PRN   SOLE   7,408,000 0 0
QIAGEN NV CONV AV5355400 15,308 14,800,000 PRN   SOLE   14,800,000 0 0
QUOTIENT TECHNOLOGY INC CONV 749119AB9 16,880 17,966,000 PRN   SOLE   17,966,000 0 0
RH CONV 74967XAA1 2,605 2,404,000 PRN   SOLE   2,404,000 0 0
TRANSOCEAN INC CONV 893830BJ7 10,593 12,790,000 PRN   SOLE   12,790,000 0 0
RAPID7 INC CONV 753422AB0 23,684 18,251,000 PRN   SOLE   18,251,000 0 0
RETROPHIN INC CONV 761299AB2 11,034 14,795,000 PRN   SOLE   14,795,000 0 0
REDWOOD TRUST INC CONV 758075AC9 6,349 6,349,000 PRN   SOLE   6,349,000 0 0
SILICON LABORATORIES INC CONV 826919AB8 158 121,000 PRN   SOLE   121,000 0 0
SM ENERGY CO CONV 78454LAM2 19,211 21,186,000 PRN   SOLE   21,186,000 0 0
SANDISK LLC CONV 80004CAF8 15 14,000 PRN   SOLE   14,000 0 0
SPLUNK INC CONV 848637AC8 82,367 76,677,000 PRN   SOLE   76,677,000 0 0
SPLUNK INC CONV 848637AD6 4,117 3,760,000 PRN   SOLE   3,760,000 0 0
SUNPOWER CORP CONV 867652AL3 1 1,000 PRN   SOLE   1,000 0 0
SQUARE INC CONV 852234AD5 50,846 45,606,000 PRN   SOLE   45,606,000 0 0
SPIRIT REALTY CAPITAL IN CONV 84860WAB8 40,575 39,526,000 PRN   SOLE   39,526,000 0 0
SAREPTA THERAPEUTICS INC CONV 803607AB6 10,797 8,161,000 PRN   SOLE   8,161,000 0 0
SCORPIO TANKERS INC CONV 80918TAB5 5,935 5,590,000 PRN   SOLE   5,590,000 0 0
STARWOOD PROPERTY TRUST CONV 85571BAH8 38,537 37,263,000 PRN   SOLE   37,263,000 0 0
SUPERNUS PHARMACEUTICALS CONV 868459AD0 56,413 60,655,000 PRN   SOLE   60,655,000 0 0
SYNAPTICS INC CONV 87157DAD1 68,056 72,799,000 PRN   SOLE   72,799,000 0 0
TRIP.COM GROUP LTD CONV 22943FAF7 37,556 38,356,000 PRN   SOLE   38,356,000 0 0
TRIP.COM GROUP LTD CONV 22943FAH3 26,843 26,622,000 PRN   SOLE   26,622,000 0 0
BLACKROCK TCP CAP CORP CONV 87238QAD5 20,716 20,113,000 PRN   SOLE   20,113,000 0 0
TELADOC HEALTH INC CONV 87918AAC9 17,440 11,716,000 PRN   SOLE   11,716,000 0 0
TERADYNE INC CONV 880770AG7 28,126 14,772,000 PRN   SOLE   14,772,000 0 0
TEVA PHARM FIN CO LLC CONV 88163VAE9 9,128 10,000,000 PRN   SOLE   10,000,000 0 0
TESLA INC CONV 88160RAC5 58,631 59,920,000 PRN   SOLE   59,920,000 0 0
TESLA INC CONV 88160RAG6 17,207 16,910,000 PRN   SOLE   16,910,000 0 0
TPG SPECIALTY LENDING IN CONV 87265KAD4 18,128 17,261,000 PRN   SOLE   17,261,000 0 0
TPG SPECIALTY LENDING IN CONV 87265KAB8 2,518 2,500,000 PRN   SOLE   2,500,000 0 0
TWILIO INC CONV 90138FAB8 9,775 5,850,000 PRN   SOLE   5,850,000 0 0
TWITTER INC CONV 90184LAF9 123,447 116,079,000 PRN   SOLE   116,079,000 0 0
TWITTER INC CONV 90184LAD4 44,482 45,203,000 PRN   SOLE   45,203,000 0 0
MARRIOTT VACATION WORLDW CONV 57164YAB3 49,768 49,579,000 PRN   SOLE   49,579,000 0 0
VEECO INSTRUMENTS INC CONV 922417AD2 20,103 22,468,000 PRN   SOLE   22,468,000 0 0
VEREIT INC CONV 02917TAB0 24,477 24,115,000 PRN   SOLE   24,115,000 0 0
VIAVI SOLUTIONS INC CONV 925550AE5 11,075 9,200,000 PRN   SOLE   9,200,000 0 0
VIAVI SOLUTIONS INC CONV 925550AB1 28,614 23,292,000 PRN   SOLE   23,292,000 0 0
VERINT SYSTEMS INC CONV 92343XAA8 74,199 73,416,000 PRN   SOLE   73,416,000 0 0
VISHAY INTERTECHNOLOGY CONV 928298AP3 44,304 47,086,000 PRN   SOLE   47,086,000 0 0
WEIBO CORP CONV 948596AC5 5,078 5,417,000 PRN   SOLE   5,417,000 0 0
WORKDAY INC CONV 98138HAF8 29,429 22,473,000 PRN   SOLE   22,473,000 0 0
WESTERN DIGITAL CORP CONV 958102AP0 129,578 134,180,000 PRN   SOLE   134,180,000 0 0
WHITING PETROLEUM CORP CONV 966387AL6 2,044 2,086,000 PRN   SOLE   2,086,000 0 0
WRIGHT MEDICAL GROUP NV CONV 98236JAB4 13,130 11,210,000 PRN   SOLE   11,210,000 0 0
WRIGHT MEDICAL GROUP INC CONV 98235TAE7 82 82,000 PRN   SOLE   82,000 0 0
ZILLOW GROUP INC CONV 98954MAC5 14,998 17,000,000 PRN   SOLE   17,000,000 0 0
ZILLOW INC CONV 98954MAB7 21,465 21,597,000 PRN   SOLE   21,597,000 0 0
ZENDESK INC CONV 98936JAB7 17,337 13,085,000 PRN   SOLE   13,085,000 0 0
APOLLO GLOBAL MANAGEMENT INC COM 03768E105 3,782 100,000 SH   SOLE   100,000 0 0
ADVENT CONVERTIBLE AND INCOME COM 00764C109 1,983 136,000 SH   SOLE   136,000 0 0
BOEING CO/THE COM 097023105 4,946 13,000 SH   SOLE   13,000 0 0
ALIBABA GROUP HOLDING LTD COM 01609W102 3,345 20,000 SH   SOLE   20,000 0 0
CARNIVAL CORP COM 143658300 5,682 130,000 SH   SOLE   130,000 0 0
DELTA AIR LINES INC COM 247361702 5,760 100,000 SH   SOLE   100,000 0 0
DISCOVERY INC COM 25470F104 226 8,500 SH   SOLE   8,500 0 0
EATON CORP PLC COM G29183103 1,663 20,000 SH   SOLE   20,000 0 0
FIREEYE INC COM 31816Q101 429 32,129 SH   SOLE   32,129 0 0
FIDELITY NATIONAL FINANCIAL IN COM 31620R303 178 4,000 SH   SOLE   4,000 0 0
MARINEMAX INC COM 567908108 222 14,335 SH   SOLE   14,335 0 0
KROGER CO/THE COM 501044101 387 15,000 SH   SOLE   15,000 0 0
LAS VEGAS SANDS CORP COM 517834107 5,776 100,000 SH   SOLE   100,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS COM G66721104 259 5,000 SH   SOLE   5,000 0 0
NOKIA OYJ COM 654902204 253 50,000 SH   SOLE   50,000 0 0
NRG ENERGY INC COM 629377508 594 15,000 SH   SOLE   15,000 0 0
SCIPLAY CORP COM 809087109 107 10,000 SH   SOLE   10,000 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 6,095 120,000 SH   SOLE   120,000 0 0
CONSTELLATION BRANDS INC COM 21036P108 622 3,000 SH   SOLE   3,000 0 0
UNITED AIRLINES HOLDINGS INC COM 910047109 2,438 27,575 SH   SOLE   27,575 0 0
VIACOM INC COM 92553P102 112 4,281 SH   SOLE   4,281 0 0
WESTERN DIGITAL CORP COM 958102105 4,473 75,000 SH   SOLE   75,000 0 0
WYNN RESORTS LTD COM 983134107 1,631 15,000 SH   SOLE   15,000 0 0
ALTERYX INC OPT 02156B953 38 100 SH Put SOLE   100 0 0
BILIBILI INC OPT 090040956 10 1,000 SH Put SOLE   1,000 0 0
CHANGE HEALTHCARE INC OPT 15912K900 2 72 SH Call SOLE   72 0 0
EXACT SCIENCES CORP OPT 30063P905 1 50 SH Call SOLE   50 0 0
MACY'S INC OPT 55616P904 11 775 SH Call SOLE   775 0 0
MICRON TECHNOLOGY INC OPT 595112903 4 600 SH Call SOLE   600 0 0
SNAP INC OPT 83304A906 34 600 SH Call SOLE   600 0 0
SNAP INC OPT 83304A956 9 360 SH Put SOLE   360 0 0
SPDR S&P 500 ETF TRUST OPT 78462F953 6 300 SH Put SOLE   300 0 0
SPDR S&P 500 ETF TRUST OPT 78462F953 28 1,000 SH Put SOLE   1,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F953 125 500 SH Put SOLE   500 0 0
SQUARE INC OPT 852234903 25 750 SH Call SOLE   750 0 0
SAREPTA THERAPEUTICS INC OPT 803607900 4 100 SH Call SOLE   100 0 0
SAREPTA THERAPEUTICS INC OPT 803607900 5 163 SH Call SOLE   163 0 0
TWITTER INC OPT 90184L902 116 500 SH Call SOLE   500 0 0
WYNN RESORTS LTD OPT 983134957 29 150 SH Put SOLE   150 0 0
YY INC OPT 98426T956 22 200 SH Put SOLE   200 0 0
ZILLOW GROUP INC OPT 98954M950 20 1,000 SH Put SOLE   1,000 0 0
AMERICAN ELECTRIC POWER CONV PFD 025537127 53,854 974,825 SH   SOLE   974,825 0 0
ASSURANT INC CONV PFD 04621X207 3,819 30,484 SH   SOLE   30,484 0 0
AVANTOR INC CONV PFD 05352A209 12,414 232,661 SH   SOLE   232,661 0 0
BANK OF AMERICA CORP CONV PFD 060505682 160,430 108,292 SH   SOLE   108,292 0 0
BECTON DICKINSON AND CO CONV PFD 075887208 38,868 627,283 SH   SOLE   627,283 0 0
CROWN CASTLE INTL CORP CONV PFD 22822V309 26,627 21,061 SH   SOLE   21,061 0 0
COLFAX CORP CONV PFD 194014205 8,716 66,883 SH   SOLE   66,883 0 0
CHANGE HEALTHCARE INC CONV PFD 15912K209 5,125 107,415 SH   SOLE   107,415 0 0
CENTERPOINT ENERGY INC CONV PFD 15189T503 8,864 169,181 SH   SOLE   169,181 0 0
DOMINION ENERGY INC CONV PFD 25746U133 74,272 703,000 SH   SOLE   703,000 0 0
DANAHER CORP CONV PFD 235851300 40,318 35,386 SH   SOLE   35,386 0 0
DTE ENERGY CO CONV PFD 233331883 11 187 SH   SOLE   187 0 0
ENERGIZER HOLDINGS INC CONV PFD 29272W208 19,923 209,889 SH   SOLE   209,889 0 0
FORTIVE CORPORATION CONV PFD 34959J207 25,644 28,419 SH   SOLE   28,419 0 0
INTL FLAVOR & FRAGRANCES CONV PFD 459506309 21,649 461,770 SH   SOLE   461,770 0 0
NEXTERA ENERGY INC CONV PFD 65339F796 46,674 930,000 SH   SOLE   930,000 0 0
NY COMMUNITY CAP TRUST V CONV PFD 64944P307 17,678 354,268 SH   SOLE   354,268 0 0
QTS REALTY TRUST INC CONV PFD 74736A301 22,562 184,865 SH   SOLE   184,865 0 0
SOUTHERN CO CONV PFD 842587602 74,364 1,389,715 SH   SOLE   1,389,715 0 0
SEMPRA ENERGY CONV PFD 816851505 10,481 89,018 SH   SOLE   89,018 0 0
STANLEY BLACK & DECKER I CONV PFD 854502887 48,648 483,097 SH   SOLE   483,097 0 0
WELLS FARGO & COMPANY CONV PFD 949746804 167,774 111,510 SH   SOLE   111,510 0 0